主题：求助跟踪止盈止损问题

跟踪止盈止损策略设计要求：

1、跟踪止盈止损有很多种方式，本次程序的规则是：当盈利达到30跳后启动第一级跟踪止损，止损回撤值为20跳；

2、当盈利达到60跳后启动第二级跟踪止损，止损回撤值为10跳。

3、原始止损条件为回撤50跳。

INPUT : TrailingStart1 (30,1,500,1);       //跟踪止损启动设置1，设置第一级跟踪止损启动值，盈利30跳后开始；

INPUT : TrailingStart2 (60,1,500,1);      //跟踪止损启动设置2，设置第二级跟踪止损启动值，盈利60跳后开始；

INPUT : TrailingStop1 (20,1,500,1);       //跟踪止损设置1，设置第一级跟踪止损目标值，回撤20跳后止损；

INPUT : TrailingStop2 (10,1,500,1);       //跟踪止损设置2，设置第二级跟踪止损目标值，回撤10跳后止损；

INPUT : StopLossSet(50,1,500,1);           //止损设置，没有盈利情况下设置开仓原始跟踪止损值50跳；

 

//声明变量

VARIABLE : BarsSinceEntry =0 ;             //从第一根条件满足为零开始

 

VARIABLE : HighestAfterEntry =CLOSE ;      //开仓后出现的最高价；

VARIABLE : LowestAfterEntry  =CLOSE ;     //开仓后出现的最低价；

 

MinPoint = MinMove * PriceScale;              //最小变动单位赋值=最小移动乘上价格;

MYENTRYPRICE = AVGENTERPRICE;

 

//以多仓为例：

 

IF BARPOS=1 THEN BEGIN

       POSITION := 0 ;

END; //IF

 

BarsSinceEntry(Position ! = 0 );

 

//2 记录开仓以来最高最低价格

If BarsSinceEntry = =0 THEN BEGIN 

       HighestAfterEntry = close;//赋初始值

       LowestAfterEntry = close;//赋初始值

       If Position < > 0 THEN BEGIN//

              HighestAfterEntry = MAX(HighestAfterEntry,MYENTRYPRICE); //开仓Bar，将开仓价和当时的收盘价的较大值保留到HighestAfterEntry;

              LowestAfterEntry = MIN(LowestAfterEntry,MYENTRYPRICE);  //开仓Bar，将开仓价和当时的收盘价的较小值保留到LowestAfterEntry;

       END

END      

ELSE //非开仓Bar时进行以下运算

              LowestAfterEntry = MIN(LowestAfterEntry,LOW);            //记录下当前Bar的最低点，用于下一个Bar的跟踪止损判断;

              HighestAfterEntry = MAX(HighestAfterEntry,HIGH);       //记录下当前Bar的最高点，用于下一个Bar的跟踪止损判断;

 

 

Commentary ("HighestAfterEntry =" +Text (HighestAfterEntry));

Commentary ("LowestAfterEntry =" +Text (LowestAfterEntry));

 

MinPoint = MinMove * PriceScale;//最小变动单位赋值=最小移动乘上价格;

MYENTRYPRICE = AVGENTERPRICE;

 

//多单跟踪止盈止损

       IF ( Position = 1 and BarsSinceEntry >=1 AND H>L ) THEN BEGIN  //有多仓的情况;

       //第二级跟踪止损的条件表达式;

              IF HighestAfterEntry [1] >= MyEntryPrice + TrailingStart2 * MINDIFF THEN BEGIN  //开仓后开始监控止损条件;

                     IF LOW <= HighestAfterEntry [1] - TrailingStop2 * MINDIFF THEN BEGIN

                            MyExitPrice = HighestAfterEntry [1] - TrailingStop2 * MINDIFF;                  //如果该Bar开盘价跳空，则用开盘价代替;

                            MyExitPrice = IF(OPEN < MyExitPrice,OPEN,MyExitPrice);

                            SELL( _DEBUG ,0,LIMITR,MyExitPrice);

                            POSITION := 0 ;

                            TURTLEUNITS := 0 ;

                     END

              END

              ELSE IF HighestAfterEntry [1] >= MyEntryPrice + TrailingStart1 * MINDIFF THEN BEGIN //第一级跟踪止损的条件表达式;

                     IF LOW <= HighestAfterEntry [1] - TrailingStop1 * MINDIFF THEN BEGIN

                            MyExitPrice = HighestAfterEntry [1] - TrailingStop1 * MINDIFF;

                            MyExitPrice = IF(OPEN<MyExitPrice,OPEN,MyExitPrice );

                            SELL( _DEBUG ,0,LIMITR,MyExitPrice);

                            POSITION := 0 ;

                            TURTLEUNITS := 0 ;

                     End

              End

       END

 

以上代码输入后编译不通过，请问如何改写正确？