Bail out strategy - Wealth Lab Forum

milesvantassel

#1

1/18/2015 9:42 PM

To sell all stocks when some of the positions held, lets say 20, in different stocks, are sold in a period of 5 consecutive days.

Could not figure out how to do the script.

Eugene

#2

1/19/2015 4:25 AM

Example to be executed in single symbol mode:

CODE:
Please log in to see this code.

milesvantassel

#3

1/19/2015 12:26 PM

Thank you!

I will try this. There is a lot here I can use. Is it possible that a script can go beyond "Single Symbol Mode" ?
Also, what programming manual do you use for writing scripts?

Eugene

#4

1/19/2015 12:36 PM

QUOTE:
Is it possible that a script can go beyond "Single Symbol Mode" ?

Maybe Cone knows. At least its possible structure is not evident to me.

QUOTE:
Also, what programming manual do you use for writing scripts?

For example, you might want to start here:

1. Wealth-Lab Wiki FAQ > How do I start with C# ?
2. WealthScript Programming Guide

Below I have altered the code and marked with comments. look for //.
Please comment on why Group3 may not be working
I can see an affect on my code, but I am having trouble tracking the SellAtClose from the added code.

This code has a positive affect but not the desired affect. The name "Cone" was mentioned. Would you forward or help me contact him.

CODE:
Please log in to see this code.

Size:

Color:

Below I have altered the code and marked with comments. look for //.
Please comment on why Group3 may not be working
I can see an affect on my code, but I am having trouble tracking the SellAtClose from the added code.

This code has a positive affect but not the desired affect.  The name "Cone" was mentioned.  Would you forward or help me contact him.

[code]// Below are previously defined 
//using System;
//using System.Collections.Generic;
//using System.Text;
//using System.Drawing;
//using WealthLab;
//using WealthLab.Indicators;

namespace WealthLab.Strategies
{
	public class MyStrategy2 : WealthScript // changed name to allow a past to the bottom of the program
	{
		protected override void Execute()
		{
			
			int days = 20;
			int LookBackDays = days + 5; // added to allow Days to become a variable of any size
			int pos2BSold = 0;
			int pos2BSoldDay = 0;
			bool startSell = false;
		
			ClearDebug();  // moved below variable decleration
			if( Bars.Count < LookBackDays )
				Abort();
         
						for(int bar = Bars.Count-LookBackDays; bar < Bars.Count; bar++)
			{
				if( bar == Bars.Count-LookBackDays && ActivePositions.Count < DataSetSymbols.Count )
				{
					foreach( string sym in DataSetSymbols )
					{
						SetContext(sym,true);
						BuyAtClose( bar );
					}
					RestoreContext();
				}

if( ( ActivePositions.Count > 0 ) && bar == Bars.Count-days-1 )
				{
					startSell = true;
					pos2BSold = ActivePositions.Count;
					pos2BSoldDay = pos2BSold / days;
				}
            
				if( (ActivePositions.Count > 0 ) && bar >= Bars.Count-days )
				{
					
					if( startSell )
					{
						int lastPos2BSoldToday = ActivePositions.Count - pos2BSoldDay;
                  
						for( int p = ActivePositions.Count - 1; p >= lastPos2BSoldToday; p-- )
						{
						
							PrintDebug("Bar: " + bar.ToString() + ", count: " + ActivePositions.Count.ToString() +  ", pos #: " + p.ToString());
							SellAtClose( bar, ActivePositions[p], "Group3" );  // added Group3 but it did not work
								
						}
                  
						PrintDebug(lastPos2BSoldToday + "\n");
					}
               
					if( ActivePositions.Count == 0 )
						startSell = false;
				}				
					
			}
			
		}
	}
}[/code]

Eugene

#6

1/20/2015 1:23 AM

Well, I see that in addition to experimenting with the lookback you also added a signal name. What you believe it should help with? It does not affect anything. What's the purpose of making those changes?

milesvantassel

#7

1/20/2015 9:54 AM

I added the signal name so I could track the trades made here by looking under the trades tab. I don't see any.

I am under the impression loopback must be larger than days. Is this true?

How many SellAtMarket trades must be made for this code to start executing? I was looking for 20.

Eugene

#8

1/20/2015 10:06 AM

QUOTE:
I added the signal name so I could track the trades made here by looking under the trades tab. I don't see any.

Because you modified the working example, making it to leave trades open. I see no purpose in your modification.

QUOTE:
I am under the impression loopback must be larger than days. Is this true?

The "days" variable in my example is arbitrary.

QUOTE:
How many SellAtMarket trades must be made for this code to start executing? I was looking for 20.

There are no SellAtMarket trades at all unless you added them on your own to your strategy.

milesvantassel

Eugene

milesvantassel

Eugene

milesvantassel

Eugene

milesvantassel

Eugene

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