Can I get in the market one bar earlier?

Author: mrsic

Creation Date: 2/14/2021 12:32 PM

Wealth Lab » Trading Strategies » Can I get in the market one bar earlier?

mrsic

2/14/2021 12:32 PM

Hello,

i can't see the error, maybe someone can help me.
I mean there is no error in the code (I hope so), but logical error.

I want display the annotate bar, which is fine. But i want see this after current Close and get next day at open into the market. Just one day earlier. See attachment.

CODE:
Please log in to see this code.

Thanks.

Candlesticksjpg.jpg

Size:

Color:

Hello,

i can't see the error, maybe someone can help me. 
I mean there is no error in the code (I hope so), but logical error.

I want display the annotate bar, which is fine. But i want see this after current Close and get next day at open into the market. Just one day earlier. See attachment. 
[code]using System.Drawing;
using WealthLab;

namespace CandleSystems
{
    public class TurnAroundCandle : WealthScript
    {

StrategyParameter _tailSizeCoef;
        StrategyParameter _profitCoef;

public TurnAroundCandle()
        {
            _tailSizeCoef = CreateParameter("Tail Coef", 2, 1.5, 3, 0.1);
            _profitCoef = CreateParameter("Profit Coef", 1, 2, 3, 0.5);
        }

protected override void Execute()
        {

ClearDebug();
            PlotStops();

double tailSizeCoef = _tailSizeCoef.Value;
            double profitCoef = _profitCoef.Value;

bool enterLong;
            bool enterShort;
            double stop = 0;
            double profit = 0;

//double bodySize;
            //double tailLowSize;
            //double tailHighSize;

//bool bullCandle;
            //bool bearCandle;

for (int bar = 1; bar < Bars.Count; bar++)
            {
                //bullCandle = Bars.Close[bar] > Bars.Open[bar];
                //bearCandle= Bars.Close[bar] < Bars.Open[bar];

//if (bullCandle)
                //{
                //    bodySize = Bars.Close[bar] - Bars.Open[bar];
                //    tailLowSize = Bars.Open[bar] - Bars.Low[bar];
                //    tailHighSize= Bars.High[bar] - Bars.Close[bar];
                //}

//if (bearCandle)
                //{
                //    bodySize = Bars.Open[bar] - Bars.Close[bar];
                //    tailLowSize = Bars.Close[bar] - Bars.Low[bar];
                //    tailHighSize = Bars.High[bar] - Bars.Open[bar];
                //}

//long
                enterLong = Bars.Open[bar - 1] - Bars.Low[bar - 1] > (Bars.Close[bar - 1] - Bars.Open[bar - 1]) * tailSizeCoef; //tail size low
                enterLong &= Bars.High[bar - 1] - Bars.Close[bar - 1] < Bars.Close[bar - 1] - Bars.Open[bar - 1]; //tail size high
                enterLong &= Bars.Close[bar] > Bars.Open[bar]; //has to be bullish
                enterLong &= Bars.Close[bar] > Bars.High[bar - 1]; //has to close higher than the previous high

//short
                enterShort = Bars.High[bar - 1] - Bars.Open[bar - 1] > (Bars.Open[bar - 1] - Bars.Close[bar - 1]) * tailSizeCoef; //tail high
                enterShort &= Bars.Close[bar - 1] - Bars.Low[bar - 1] < Bars.Open[bar - 1] - Bars.Close[bar - 1]; // tail low
                enterShort &= Bars.Close[bar] < Bars.Open[bar];
                enterShort &= Bars.Close[bar] < Bars.Low[bar - 1];

if (ActivePositions.Count > 0)
                {
                    if (LastActivePosition.PositionType == PositionType.Long)
                    {
                        if (bar == LastActivePosition.EntryBar)
                        {
                            stop = Bars.Low[bar - 2];
                            profit = LastActivePosition.EntryPrice + (LastActivePosition.EntryPrice - stop) * profitCoef;
                        }

if (!ExitAtStop(bar + 1, LastActivePosition, stop, "Stop Long"))
                        {
                            ExitAtLimit(bar + 1, LastActivePosition, profit, "Profit Long");
                        }

}
                    else if (LastActivePosition.PositionType == PositionType.Short)
                    {
                        if (bar == LastActivePosition.EntryBar)
                        {
                            stop = Bars.High[bar - 2];
                            profit = LastActivePosition.EntryPrice - (stop - LastActivePosition.EntryPrice) * profitCoef;
                        }

if (!ExitAtStop(bar + 1, LastActivePosition, stop, "Stop Short"))
                        {
                            ExitAtLimit(bar + 1, LastActivePosition, profit, "Profit Short");
                        }
                    }
                }

else if (ActivePositions.Count == 0)
                {
                    if (enterLong)
                    {
                        BuyAtLimit(bar +1, Bars.Close[bar], "Long");
                        AnnotateBar("bar1", bar - 1, true, Color.Red, Color.Black);
                    }
                    if (enterShort)
                    {
                        ShortAtLimit(bar + 1, Bars.Close[bar], "Short");
                        AnnotateBar("bar2", bar - 1, true, Color.Red, Color.Black);
                    }
                }

}
        }
    }
}[/code]
Thanks.