Is it possible to accomplish this in WLP 5.3 Rule Wizard?

Author: swuzy

Creation Date: 3/20/2009 9:50 PM

Wealth Lab » Wealth-Lab Developer/Pro » Is it possible to accomplish this in WLP 5.3 Rule Wizard?

swuzy

3/20/2009 9:50 PM

I have to rely on the wonderful WLP 5.3 Wizard. Is there any way to easily accomplish any of the following, by using the Wizard? Hopefully yes, because if I have to get into the code, I will easily get lost and mess it all up.

1. Condition: Price exceeds X% of price Y weeks earlier.

2. Condition: External symbol - indicator1 crosses above indicator2; indicator1 is above indicator2; indicator1 turns up; indicator1 is above or below value; etc. For example, .SPX stochastic K crosses above D; .SPX MACD turns up; .SPX DMI+ is above DMI-; .SPX ADX is above 15 and below 50;

3. Condition: If Condition1 and Condition2 or Condition3, Do Not Buy.

Eugene

3/21/2009 4:22 AM

Congratulations, you've stepped over what the wizard has to offer. ;)

QUOTE:
1. Condition: Price exceeds X% of price Y weeks earlier.

CODE:
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QUOTE:
2. Condition: External symbol - indicator1 crosses above indicator2; indicator1 is above indicator2; indicator1 turns up; indicator1 is above or below value; etc. For example, .SPX stochastic K crosses above D; .SPX MACD turns up; .SPX DMI+ is above DMI-; .SPX ADX is above 15 and below 50;

CODE:
Please log in to see this code.

QUOTE:
3. Condition: If Condition1 and Condition2 or Condition3, Do Not Buy.

CODE:
Please log in to see this code.

Size:

Color:

Congratulations, you've stepped over what the wizard has to offer. ;)

[QUOTE]1. Condition: Price exceeds X% of price Y weeks earlier.[/QUOTE]
[CODE]using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;

namespace WealthLab.Strategies
{
	public class WeeksEarlier : WealthScript
	{
		private StrategyParameter paramWeeks;
		
		public WeeksEarlier()
		{
			paramWeeks = CreateParameter("Weeks earlier", 2, 1, 10, 1);
		}
		
		protected override void Execute()
		{
			// Condition: Price exceeds X% of price Y weeks earlier.
			
			SetScaleWeekly();
			DataSeries weeklyPrice = Close >> paramWeeks.ValueInt;
			RestoreScale();
			
			weeklyPrice = Synchronize( weeklyPrice );
			PlotSeries( PricePane, weeklyPrice, Color.Blue, LineStyle.Dotted, 2 );
			
			for(int bar = 20; bar < Bars.Count; bar++)
			{
				bool Condition1 = Close[bar] > weeklyPrice[bar];
				if( Condition1 )
					SetBackgroundColor( bar, Color.FromArgb( 50, Color.Green ) );
			}
		}
	}
}[/CODE]

[QUOTE]2. Condition: External symbol - indicator1 crosses above indicator2; indicator1 is above indicator2; indicator1 turns up; indicator1 is above or below value; etc. For example, .SPX stochastic K crosses above D; .SPX MACD turns up; .SPX DMI+ is above DMI-; .SPX ADX is above 15 and below 50;[/QUOTE]
[CODE]using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;

namespace WealthLab.Strategies
{
	public class Demo2 : WealthScript
	{
		protected override void Execute()
		{
			// For example, .SPX stochastic K crosses above D; .SPX MACD turns up; 
			// .SPX DMI+ is above DMI-; .SPX ADX is above 15 and below 50;
			
			try {
				Bars extSym = GetExternalSymbol( ".SPX", true );
				
				StochK sk = StochK.Series( extSym, 10 );
				StochD sd = StochD.Series( extSym, 5, 10 );
				MACD macd = MACD.Series( extSym.Close );
				DIPlus dp = DIPlus.Series( extSym, 14 );
				DIMinus dm = DIMinus.Series( extSym, 14 );
				ADX adx = ADX.Series( extSym, 14 );
			
				for(int bar = 50; bar < Bars.Count; bar++)
				{
					bool StochsXover = CrossOver( bar, sk, sd );
					bool MACDTurnup = TurnUp( bar, macd );
					bool DPoverDM = dp[bar] > dm[bar];
					bool adxRule = ( ( adx[bar] > 15 ) && ( adx[bar] < 50 ) );
				}
				
				ChartPane extPane = CreatePane( 30, true, false );
				PlotSymbol( extPane, extSym, Color.DarkGreen, Color.DarkRed );
			}
			catch {
				PrintDebug( "No data or could not find series" );
				return;
			}
		}
	}
}[/CODE]
[QUOTE]3. Condition: If Condition1 and Condition2 or Condition3, Do Not Buy. [/QUOTE]
[CODE]using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;

namespace WealthLab.Strategies
{
	public class DoNotBuy : WealthScript
	{
		protected override void Execute()
		{
			for(int bar = 20; bar < Bars.Count; bar++)
			{
				// example
				bool Cond1 = Close[bar] < Close[bar-10];
				bool Cond2 = VMA.Series( Close,10 )[bar] < VMA.Series( Close,10 )[bar-10];
				bool Cond3 = ADX.Series( Bars,7 )[bar] > 50 ;
				
				if (IsLastPositionActive)
				{
					//code your exit rules here
				}
				else
				{
					if( !Cond1 && !Cond2 && !Cond3 )
						BuyAtMarket( bar+1 );
				}
			}
		}
	}
}[/CODE]

swuzy

3/27/2009 6:20 PM

Not sure how to incorporate this script for "Price exceeds X% of price Y weeks earlier."

For example, I'd like add to some strategies, code saying: if Price exceeds 11% of Price 20 bars ago, then Buy at Market.

Thanks for clarifying.