Strategy using 2 symbols - Wealth Lab Forum

Strategy using 2 symbols

Author: LoneTreeTrading

Creation Date: 10/22/2008 9:04 AM

Wealth Lab » Trading Strategies » Strategy using 2 symbols

LoneTreeTrading

10/22/2008 9:04 AM

I am trying to create a strategy that uses a moving average test for the market, defined here as the QQQQ, and price crossing a symbol's moving average. I want to use the Q's relative to it's moving average in my entry and exits for symbols. Can anyone point me to where I need to look on how to use both symbols?

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I am trying to create a strategy that uses a moving average test for the market, defined here as the QQQQ, and price crossing a symbol's moving average.  I want to use the Q's relative to it's moving average in my entry and exits for symbols.  Can anyone point me to where I need to look on how to use both symbols?

[CODE]using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;

namespace WealthLab.Strategies
{
	public class MyStrategy : WealthScript
		{protected override void Execute()

{

// Access the secondary symbol, but don't synch

Bars naz = GetExternalSymbol("qqqq", false);
		
			DataSeries ma = SMA.Series(Close,21);

// Calculate it's moving average series

DataSeries nazSMA = SMA.Series(naz.Close, 13);

// Now synchronize the Bars and average DataSeries

naz = Synchronize(naz);

nazSMA = Synchronize(nazSMA);

ChartPane nazPane = CreatePane(75, true, true);

PlotSeries(nazPane, nazSMA, Color.Blue, WealthLab.LineStyle.Solid, 1);

PlotSymbol(nazPane, naz, Color.LightBlue, Color.Black);
			PlotSeries(PricePane,SMA.Series(Close,21),Color.Green,LineStyle.Solid,2);
			
							
			
			for(int bar = 11; bar < Bars.Count; bar++)
			{
				if (IsLastPositionActive)
				{
					Position p = LastPosition;
					if (p.EntrySignal.Contains("Group1|"))
					{
						if (CrossUnder(bar, Close, ma)) 
												{
							SellAtMarket(bar + 1, p, "Group1");
						}
					}

}
				else
				{
				
						if (Close[bar] > ma[bar])
					{
						BuyAtMarket(bar + 1, "Group1|");
					}

}
			}
		}
	}
}[/CODE]