Converting Simple Parabolic Rules to Strategy

Author: zozzy

Creation Date: 5/16/2010 2:38 PM

Wealth Lab » WealthScript (.NET) » Converting Simple Parabolic Rules to Strategy

zozzy

5/16/2010 2:38 PM

I used Rules to create a simple strategy to SEll at Parabolic Stop and BUY at Parabolic Stop. I checked all 3 sliders for both SELL and BUY. That gave me 6 slider, which seemed like 3 too many. The strategy worked, but there were only BUY signals, no SELL signals. Plus optimization says that 6 are too many variables.

Attached is the Script that resulted. What can I do to amke this BUY and SELL and be optimizable?

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I used Rules to create a simple strategy to SEll at Parabolic Stop and BUY at Parabolic Stop.  I checked all 3 sliders for both SELL and BUY.  That gave me 6 slider, which seemed like 3 too many.  The strategy worked, but there were only BUY signals, no SELL signals.  Plus optimization says that 6 are too many variables.

Attached is the Script that resulted. What can I do to amke this BUY and SELL and be optimizable?

[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
	{
		private StrategyParameter slider1;
		private StrategyParameter slider2;
		private StrategyParameter slider3;
		private StrategyParameter slider4;
		private StrategyParameter slider5;
		private StrategyParameter slider6;
		public MyStrategy()
		{
			slider1 = CreateParameter("Accel Up",0.02,0.01,1,0.1);
			slider2 = CreateParameter("Accel Down",0.02,0.01,1,0.1);
			slider3 = CreateParameter("Accel Max",0.2,0.1,1,0.1);
			slider4 = CreateParameter("Accel Up",0.02,0.01,1,0.1);
			slider5 = CreateParameter("Accel Down",0.02,0.01,1,0.1);
			slider6 = CreateParameter("Accel Max",0.2,0.1,1,0.1);
		}

protected override void Execute()
		{

PlotSeries(PricePane, Parabolic.Series(Bars, slider1.Value, slider2.ValueInt, slider3.Value), Color.Black, LineStyle.Dots, 3);
			PlotSeries(PricePane, Parabolic.Series(Bars, slider4.Value, slider5.ValueInt, slider6.Value), Color.Black, LineStyle.Dots, 3);

for(int bar = GetTradingLoopStartBar(1); bar < Bars.Count; bar++)
			{
				if (IsLastPositionActive)
				{
					Position p = LastPosition;
					if (p.EntrySignal.Contains("Group1|"))
					{
						SellAtStop(bar + 1, p, Parabolic.Series(Bars, slider1.Value, slider2.ValueInt, slider3.Value)[bar], "Group1");
					}

}
				else
				{
					BuyAtStop(bar + 1, Parabolic.Series(Bars, slider4.Value, slider5.ValueInt, slider6.Value)[bar], "Group1|");

}
			}
		}
	}
}
[/CODE]

Eugene

5/16/2010 2:59 PM

Very simple:

1. Eliminate the 3 unnecessary (duplicating) variables (slider4..6).
2. Replace the missing variable names accordingly (i.e. slider4 should become slider1 etc.)