2nd level of orders - Wealth Lab Forum

2nd level of orders

Author: maninjapan

Creation Date: 1/4/2010 1:55 PM

Wealth Lab » WealthScript (.NET) » 2nd level of orders

maninjapan

1/4/2010 1:55 PM

Im trying to add a 2nd level of orders to a band system on pairs. It works fine with jsut the 1st level, but Im obviously doing something wrong though.. Any help would be much appreciated.

Thanks

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Im trying to add a 2nd level of orders to a band  system on pairs.   It works fine with jsut the 1st level, but Im obviously doing something wrong though..  Any help would be much appreciated.

Thanks
[CODE]
{
				
				//Short Spread Signal 
				if((( GetTime(bar) >= Started ) && ( GetTime(bar) <= Finished ))&& ( ActualSpread[bar]> STDEVUpper1[bar])&&( LastActivePosition == null ))
				{
					shortSymbol = stock1;
					longSymbol = stock2;
					SetContext( stock1, true );
					SetShareSize(30);
					ShortAtClose( bar, "Sell the spread (Sell) " + stock1 );
					SetContext( stock2, true );
					SetShareSize(20);
					BuyAtClose( bar, "Sell the Spread (Buy) " + stock2 );
				} else
					// Long Spread Signal
					if((( GetTime(bar) >= 0955 ) && ( GetTime(bar) <= Finished ))&&(ActualSpread[bar] < STDEVLower1[bar] )&&( ActivePositions.Count <3 ))
				{
					shortSymbol = stock2;
					longSymbol = stock1;
					SetContext( stock2, true );
					SetShareSize(20);
					ShortAtClose( bar, "Buy the spread (Sell) " + stock2 );
					SetContext( stock1, true );
					SetShareSize(30);
					BuyAtClose( bar, "Buy the spread (buy)" + stock1 );
				}
				//Short Spread Signal 2
				if((( GetTime(bar) >= Started ) && ( GetTime(bar) <= Finished ))&& ( ActualSpread[bar]> STDEVUpper2[bar])&&(ActivePositions.Count <3  ))
				{
					shortSymbol = stock1;
					longSymbol = stock2;
					SetContext( stock1, true );
					SetShareSize(30);
					ShortAtClose( bar, "Sell the spread (Sell) " + stock1 );
					SetContext( stock2, true );
					SetShareSize(20);
					BuyAtClose( bar, "Sell the Spread (Buy) " + stock2 );
				} else
					// Long Spread Signal 2
					if((( GetTime(bar) >= 0955 ) && ( GetTime(bar) <= Finished ))&&(ActualSpread[bar] < STDEVLower2[bar] )&&(ActivePositions.Count < 3 ))
				{
					shortSymbol = stock2;
					longSymbol = stock1;
					SetContext( stock2, true );
					SetShareSize(20);
					ShortAtClose( bar, "Buy the spread (Sell) " + stock2 );
					SetContext( stock1, true );
					SetShareSize(30);
					BuyAtClose( bar, "Buy the spread (buy)" + stock1 );
				}
				
				RestoreContext();
				}[/CODE]