Syntax Error referencing external symbol's EMA and

Author: swuzy

Creation Date: 4/13/2009 1:58 AM

Wealth Lab » Trading Strategies » Syntax Error referencing external symbol's EMA and

swuzy

4/13/2009 1:58 AM

In this simple exercise, the part I'm having trouble with is in trying to reference an external symbol's EMA to see whether the external symbol's price is higher or lower than its EMA. The language or syntax is incorrect however in line 34. Thanks for any help in straightening me out here.

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In this simple exercise, the part I'm having trouble with is in trying to reference an external symbol's EMA to see whether the external symbol's price is higher or lower than its EMA.  The language or syntax is incorrect however in line 34.  Thanks for any help in straightening me out here.

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

namespace WealthLab.Strategies
{
	public class SwuzyExercise: WealthScript
		{	private StrategyParameter paramCapVal;
			private StrategyParameter paramEntrpVal;
			private StrategyParameter paramPriceVal;
			private StrategyParameter paramVolVal;
			// private StrategyParameter paramIndxMA;
		public SwuzyExercise ()
		{	paramCapVal = CreateParameter("Cap Value > (M)", 100, 0, 1000, 100);
			paramEntrpVal = CreateParameter("Entrp Value > (M)", 200, 0, 1000, 100);
			paramPriceVal = CreateParameter("Price >", 5, 1, 30, 1);
			paramVolVal = CreateParameter("Volume > ", 100000, 10000, 1000000, 50000);
			// paramIndxMA = CreateParameter("Index MA", 15, 5, 200, 5);
		}
		protected override void Execute()
		{
			double priority = 0;
			DataSeries dsRatio = FundamentalsRatio.MarketCapSeries( this );
			DataSeries dsRatio_1 = FundamentalsRatio.EnterpriseValueSeries( this );
				
			Bars extSym = GetExternalSymbol( ".SPX", true );
			DIPlus x_dp = DIPlus.Series( extSym, 14 );				
			DIMinus x_dm = DIMinus.Series( extSym, 14 );
			ADX x_adx = ADX.Series( extSym, 14 );
			EMA x_ema = EMA.Series( extSym, 15 ); // ? 
			// what is correct syntax here for referencing ExternalSymbol's EMA series
			//  Purpose is to set up for x_PriceoverEMA (buy) and x_PriceunderEMA (sell).
			DataSeries ma = EMAModern.Series(Close, 15);
			DataSeries macd = MACD.Series(Close);
			DataSeries signal = EMA.Series(macd, 9, EMACalculation.Modern);
						
			for(int bar = Bars.FirstActualBar+90; bar < Bars.Count; bar++)
			{					
				bool x_DPoverDM = x_dp[bar] > x_dm[bar];					
				bool x_adxRule = ( ( x_adx[bar] > 15 ) && ( x_adx[bar] < 50 ) );
				bool x_PriceoverEMA = (extSym.Close[bar] > x_ema[bar]);
				bool x_PriceunderEMA = (extSym.Close[bar] < x_ema[bar]);
				
				if( 
					(CrossUnder(bar, macd, signal)
					|| ( x_PriceunderEMA = true ))
					)
					SellAtMarket( bar+1, Position.AllPositions ); 
					
				else if(					
					  ( x_PriceoverEMA = true )
					& ( x_adxRule = true)
					& ( x_DPoverDM = true)
					& ( dsRatio[bar].CompareTo(paramCapVal.ValueInt) > 0 )	
					& ( dsRatio_1[bar].CompareTo(paramEntrpVal.ValueInt) > 0 )	
					& ( Close[bar] > paramPriceVal.ValueInt)		
					& ( Volume[bar] > paramVolVal.ValueInt)	
					& ( CrossOver(bar, macd, signal))
					)
				{
					
					priority = TurnUp( bar, Close ) ? 1 : 0;
					priority = TurnDown( bar, Close ) ? -1 : 0;
					priority -= ROC.Series( Close, 4 )[bar];
					priority += High[bar] / Low[bar] + High[bar] / Low[bar-1];
					
					int n = ActivePositions.Count+1;
					if( BuyAtMarket( bar+1, (priority).ToString() ) != null )
						LastPosition.Priority = priority;
				}
			}
		}
	}
}
[/CODE]

Eugene

4/13/2009 2:23 AM

CODE:
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swuzy

4/13/2009 11:38 AM

Thanks. No error signals on run now.

However, there must be some other error in the logic regarding this or PriceUnderEMA / PriceOverEMA. There should be some trades, and there are none. Can't figure it out after several hours. Taking a break.

Eugene

4/13/2009 11:43 AM

Remove "else" in

CODE:
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swuzy

4/13/2009 3:46 PM

Thanks, works now.

But it turned out to be a pretty bad modification. Wanted to reduce the drawdowns and from the charts, it seemed like this should help, but this dumbed the script down incredibly, and still had bad drawdowns.

Gotta keep trying.