Hello greetings from TURKEY. I am really sorry for my english. I will try to explain how I've teached to go back in his cage. First of all the most important thing is that your parrot must absolutley understand and know that once he is in his cage he can (or will) go outside once again. So he will trsut you and will not afraid to get in his cage.
I am sure that he has a perch in his cage so you must train him to go on his perch first. I don't if you are working with a clicker and a chopstick. If not please read the training method. Please read all the topic:
An Introduction to Clicker Training | Avian Avenue Parrot Forum
So train your parrot first in his cage and teach him to go on his perch. Use always the same word as command for example 'perch', 'cage', Go in', 'inside' etc. When he is on his perch say 'good' and offer his treat. Repeat this training until he goes to his perch on your command. Then youn can let him go outside his cage and on your command he will go to his perch inside the cage. Do absolutely not close his cage in the beginning let her go out and go back in her cage. I hope that I could explain
If you need more do not hesitate to ask. Good luck