90-Day Low was before the 90-Day High?

fibonaccitrader

#1

11/12/2010 6:53 AM

Hello-

I am trying to edit my strategy by stating that the 90-Day Low is BEFORE the 90-Day High. In other words, if we look at the past 90-Day range, the low of that range happens before the High. I see some Date functionality in the user guide but can not figure out how to code this.
Any help would be appreciated.
THANKS.

Eugene

#2

11/12/2010 7:34 AM

You won't find that Date functionality in the User Guide roughly for the same reason why the multiplication table shouldn't be looked for in a Math 202 course. Working with dates (strings etc.) is a basic primitive explained in more general C# resources like MSDN or the sites like Dotnetperls, because WealthScript is based on pure C#.

CODE:
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Eugene

#3

11/12/2010 7:48 AM

Note how working with DateTime isn't required when solving tasks like yours, thanks to the built-in HighestBar and LowestBar indicators. Check them out in the Wealth-Lab Wiki: Standard Indicators.

fibonaccitrader

#4

11/12/2010 2:45 PM

Thanks Eugene, and I realize my coding needs a lot of work as I am just a beginner and trying to learn this stuff as fast as possible. However, I am still a little confused. I am using the Indicators you discussed, but am obviously doing something very wrong.
Here is the code I am using:
DateTime date = new DateTime(Highest.Value(bar,High,90));
if ((Lowest.Value(bar,Low,90)).Date[bar] < date)

Any modifications to this to make it work would be greatly appreciated. All I want to do is say that the lowest value of the last 90 days comes before the highest value of the last 90 days.

Thanks for your help.

Eugene

#5

11/12/2010 2:56 PM

What's bad about using the code above i.e. if( h > l )...? It's ready. Just try it.

h is the bar when the 90-bar highest high was recorded
l is the bar when the 90-bar lowest low was recorded

CODE:
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means that the bar of the event on the left (h) is greater than the event on the right side (l).

fibonaccitrader

#6

11/12/2010 3:30 PM

Thanks for your help. Unfortunately I do not really understand the code above and can not figure out how to incorporate it into the code I already have (w/o screwing it up). I think I need to teach myself a lot more of the programming language so I can better understand. Thanks for trying.

Eugene

#7

11/12/2010 3:40 PM

If it's OK to post the strategy here, I could take a look at incorporating this code. Later the code could be removed if that matters.

fibonaccitrader

#8

11/15/2010 10:31 AM

Sure that is fine. Here it is - just very basic as it's in the beginning stages. But it's looking for stocks who had a decent up run and have pulled back ~50%. Which is why I want the low of the 90d range to come before the high. Thanks for help.

CODE:
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Eugene

#9

11/15/2010 10:49 AM

When posting code, please always wrap it in CODE tags. (Click the CODE button to see what I mean.)

Based on your words from the starting post: "I am trying to edit my strategy by stating that the 90-Day Low is BEFORE the 90-Day High.", here's my take at it:

CODE:
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Size:

Color:

When posting code, please always wrap it in [b]CODE[/b] tags. (Click the CODE button to see what I mean.)

Based on your words from the starting post: [i]"I am trying to edit my strategy by stating that the 90-Day Low is BEFORE the 90-Day High."[/i], here's my take at it:

[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()
		{
			double h = 0, l = 0;
			int period = 90;
			if( Bars.Count <= period ) Abort();
			
			for(int bar = period; bar < Bars.Count; bar++)
			{
				if (IsLastPositionActive)
				{
					Position p = LastPosition;
						double ProfitTgt = p.EntryPrice * ( 1 + 5/100.0d );
						double StopPrice = p.EntryPrice * ( 1 - 3/100.0d );
						
						if(!SellAtStop(bar + 1, p, StopPrice, "Stop Loss"))
							SellAtLimit(bar + 1, p, ProfitTgt, "Profit Target");
				}
				else
				{
					h = HighestBar.Series( High, period )[bar];
					l = LowestBar.Series( Low, period )[bar];				
					bool LowBeforeHigh = ( h > l );
				
					if( h > l )
					{
						if ( ((Highest.Series(High,90)[bar]- Lowest.Series(Low,90)[bar]) * 0.48) + Lowest.Series(Low,90)[bar] < Low[bar] )
							if ( ((Highest.Series(High,90)[bar]- Lowest.Series(Low,90)[bar]) * 0.52) + Lowest.Series(Low,90)[bar] > Low[bar] )
							{
								SetBackgroundColor( (int)h, Color.FromArgb( 30, Color.Green ) );
								SetBackgroundColor( (int)l, Color.FromArgb( 30, Color.Red ) );
								AnnotateBar( "high: " + h.ToString() + "\n" + "low: " + l.ToString(), bar, false, Color.Black );
								
								BuyAtLimit(bar + 1, Close[bar]);								
							}
					}
				}
			}
		}
	}
}[/CODE]

fibonaccitrader

#10

11/15/2010 11:25 AM

Thanks Eugene. This is great. I have signed up for a programming class so hopefully my knowledge will increase signifcantly and I can ask less 'basic' questions.
Thanks for help and patience.