開拓者 TB用matlab測試出來一個比較不錯的交易系統

作者：開拓者 TB 來源：cxh99.com 發布時間：2013年02月11日

用matlab測試出來一個比較不錯的交易系統，用TB實現的時候，卡在這里了，急求幫助啊！

代碼如下

Params
Numeric my_Entryprice(0);
Numeric bar_keep(1);
Numeric profits_lost_ratio(0.01);
Vars
Numeric high_price;
Numeric low_price;
Numeric i;
Numeric profits_lost_state(0);
Begin
high_price=high[bar_keep];
low_price=low[bar_keep];
for i= bar_keep DownTo 1
{
If(close[i] > high_price)
high_price =close[i];
if(close[i] < low_price)
         low_price =close[i];
}
if (MarketPosition==1)
{ If high_price-my_Entryprice>=profits_lost_ratio*OpenD(0)                                     // 達到止盈條件
      { if (-close[1]+high_price)>=(high_price-my_Entryprice)*0.5
            {
      profits_lost_state=1;
      return;
   }
      }
   if high_price-my_Entryprice>=profits_lost_ratio*OpenD(0)*2
      { if (-close[1]+high_price)>=(high_price-my_Entryprice)*0.3
            {
      profits_lost_state=1;
      return;
   }
      }
   if high_price-my_Entryprice>=profits_lost_ratio*OpenD(0)*3
      { if (-close[1]+high_price)>=(high_price-my_Entryprice)*0.1
            {
      profits_lost_state=1;
      return;
   }
      }
   if -close[1]+my_Entryprice>=profits_lost_ratio*OpenD(0)                                     // 達到止損條件
            {
   profits_lost_state=-1;
            return;
            }
   }
if (MarketPosition==-1)
   { if -low_price+my_Entryprice>=profits_lost_ratio*OpenD(0)                                  // 達到止盈條件
      { if (close[1]-low_price)>=(-low_price+my_Entryprice)*0.5
            {
      profits_lost_state=1;
      return;
   }
      }
   if -low_price+my_Entryprice>=profits_lost_ratio*OpenD(0)*2
      { if (close[1]-low_price)>=(-low_price+my_Entryprice)*0.3
            {
      profits_lost_state=1;
      return;
   }
      }
   if -low_price+my_Entryprice>=profits_lost_ratio*OpenD(0)*3
      { if (close[1]-low_price)>=(-low_price+my_Entryprice)*0.1
            {
      profits_lost_state=1;
      return;
   }
      }
   if close[1]-my_Entryprice>=profits_lost_ratio*OpenD(0)                                     // 達到止損條件
            {
   profits_lost_state=-1;
            return;
            }
   }
}

Return profits_lost_state;
End

編譯的時候：無法識別的是high_price
TB技術人員： 找到原因了，原來是編程習慣造成的

if 后面沒有括號
TB客服：