为什么不输出maxc - 公式模型编写问题提交 - 金字塔客服中心 - 专业程序化交易软件提供商

我把数据换成参数后的代码

//cash现金存量 DYNAINFO( 12) 涨跌 TACCOUNT(19) 当前可用资金

//当平仓资金权益从最高点回撤大于10%小于20%，开仓比例为本金的1.5%；

//　当平仓资金权益从最高点回撤大于20%小于30%，仓位使用为本金的0.75%；

//　当平仓资金权益从最高点回撤大于30%小于40%，仓位使用为本金的0.4%；

//　正常情况（平仓资金权益从最高点回撤小于10%），开仓比例为本金的3%；

variable:position=0,maxc=cash(0),N=0,myentryprice=0,myexitprice=0;

input:jinru(10,5,100,1),yingli(3,1,10,1),zhisun(15,5,100,2),tuichu(10,5,20,1);

zhis:=zhisun/10;

hi20:ref(hhv(h,jinru),1);

lo20:ref(llv(l,jinru),1);

TR1 := MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW));

ATR : =MA(TR1,20);

//如果没有持仓,开多仓

IF POSITION=0 AND BARPOS>jinru THEN BEGIN

N:=atr;

if CASH(0)<MAXC*0.9 and CASH(0)>MAXC*0.8 THEN PosNum:=cash(0)*0.015/n/MULTIPLIER ;

else if

CASH(0)<MAXC*0.8 and CASH(0)>MAXC*0.7 THEN PosNum:=cash(0)*0.0075/N/MULTIPLIER;

else if

CASH(0)<MAXC*0.7 and CASH(0)>MAXC*0.6 THEN PosNum:=cash(0)*0.004/N/MULTIPLIER;

else if

else PosNum:=cash(0)*0.03/N/MULTIPLIER;

posnum:=floor(posnum);

if H>hi20 THEN BEGIN

MYENTRYPRICE := IF(OPEN>hi20+MINDIFF ,OPEN ,hi20+MINDIFF ) ;

//posnum:=intpart (asset*0.02/N/MULTIPLIER);

BUY(cash(0)>(posnum*myentryprice+posnum*zhis*N*MULTIPLIER),POSNUM,LIMITR,MYENTRYPRICE);

POSITION := 1 ;

end

if L<lo20 then BEGIN

MYENTRYPRICE := IF(OPEN<lo20+MINDIFF ,OPEN ,lo20-MINDIFF ) ;

BUYshort(cash(0)>(posnum*myentryprice+posnum*zhis*N*MULTIPLIER),POSNUM,LIMITR,MYENTRYPRICE);

POSITION := -1 ;

end

//如果已经开仓，加多仓;

if position>0 and h>myentryprice+yingli*N and (cash(0)-posnum*h-(holding+posnum)*zhis*N*MULTIPLIER)>0 THEN

begin

myentryprice:=if(open>enterprice+yingli*N+mindiff,open,enterprice+yingli*N+mindiff);

buy(1,posnum,limitr,myentryprice);

position:=position+1;

myentryprice:=myentryprice+yingli*N;

end

//如果已经开空仓，加仓;

if position<0 and l<myentryprice-yingli*N and (cash(1)-posnum*h-(abs(holding)+posnum)*zhis*N*MULTIPLIER)>0 THEN

begin

myentryprice:=if(open<enterprice-yingli*N+mindiff,open,enterprice-yingli*N+mindiff);

buyshort(1,posnum,limitr,myentryprice);

position:=position-1;

myentryprice:=myentryprice-yingli*N;

end

//多仓出局

if position>0 and low<enterprice-zhis*N then

begin

MYEXITPRICE := IF(OPEN<MYENTRYPRICE-zhis*N ,OPEN ,MYENTRYPRICE-zhis*N ) ;

MYEXITPRICE := FLOOR(MYEXITPRICE/MINDIFF)*MINDIFF ;

SELL( 1,0,LIMITR,MYEXITPRICE);

POSITION := 0 ;

if maxc<cash(0) then maxc:=cash(0);

END

//空仓止损

if position<0 and high>enterprice+zhis*N then

begin

MYEXITPRICE := IF(OPEN>MYENTRYPRICE+zhis*N ,OPEN ,MYENTRYPRICE+zhis*N ) ;

MYEXITPRICE := ceiling(MYEXITPRICE/MINDIFF)*MINDIFF ;

SELLshort( 1,0,LIMITR,MYEXITPRICE);

POSITION := 0 ;

if maxc<cash(0) then maxc:=cash(0);

END

{pdtimelimit:= position>0 and all(close<myentryprice+3*n,10);

pktimelimit:=position<0 and all(close>myentryprice-3*N,10);

if pdtimelimit and holding>0 then

begin

sell(pdtimelimit,0,close);

position:=0;

end

if pktimelimit and holding<0 then

begin

sellshort(pktimelimit,0,close);

position:=0;

end

if position=0 and maxc<cash(0) then maxc=cash(0);

}

持仓:holding,linethick0;

maxasset:maxc,noaxis;

资产:asset,noaxis;

可用现金:cash(0),linethick0;

主题：为什么不输出maxc