Error CS0103 - Wealth Lab Forum

Error CS0103

Author: 07nioe

Creation Date: 9/17/2014 3:30 PM

Wealth Lab » WealthScript (.NET) » Error CS0103

07nioe

9/17/2014 3:30 PM

Hi, I really don't understand where the error is. It is a bar Problem in line 148. But I don't know why. Does anyone hast an idea? Thank you.

Best
Niels

Here is the code:

CODE:
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Hi, I really don't understand where the error is. It is a bar Problem in line 148. But I don't know why. Does anyone hast an idea? Thank you.

Best 
Niels

Here is the code:

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

namespace WealthLab.Strategies
{
	public class LongOnlyLabor : WealthScript
	{
		// Long Entry Slider
		private StrategyParameter sl_NumberBarsDown_Lg;
		private StrategyParameter sl_RsiLbp_Lg;
		private StrategyParameter sl_RsiOversoldLevel_Lg;
		private StrategyParameter sl_Adx_Lbp_Lg;
		private StrategyParameter sl_Adx_Value_Lg;
		private StrategyParameter sl_Sma_Lbp_Lg;
		private StrategyParameter sl_Sma_ExtLbp_Lg;
		private StrategyParameter sl_Sma_Vix_below;
		private StrategyParameter sl_Mom_Lg;
	
		// RSI_Index Slider
		private StrategyParameter sl_ScalingLbp;
		private StrategyParameter sl_LongShortRatio;
		private StrategyParameter sl_Inverter;
		
		// Long Exit Slider
		private StrategyParameter sl_AtrLbp_Lg;
		private StrategyParameter sl_AtrMult_Lg;
		private StrategyParameter sl_Tbx_Lg;
		
		// Prio Slider
		private StrategyParameter SliderPrio;
		
		// Signal Slider
		private StrategyParameter SignalOnly;
		
		public LongOnlyLabor()
		{
			// Long Entry Slider	
			sl_NumberBarsDown_Lg		= CreateParameter("Kerzenz-LG",2,2,2,-1);
			sl_RsiLbp_Lg 				= CreateParameter("LBP-RSI-LG",3,3,3,-1);
			sl_RsiOversoldLevel_Lg 		= CreateParameter("OverS-LV-RSI",33,33,33,-1);
			sl_Adx_Lbp_Lg				= CreateParameter("LBP-ADX-LG",12,12,12,-1);
			sl_Adx_Value_Lg				= CreateParameter("Value_ADX-LG",26,26,26,-1);
			sl_Sma_Lbp_Lg				= CreateParameter("SMA-LG",213,213,213,-1);
			sl_Sma_ExtLbp_Lg			= CreateParameter("EXT-SMA",3,3,3,-1);
			sl_Sma_Vix_below			= CreateParameter("VIX_below",10,10,10,-1);
			sl_Mom_Lg					= CreateParameter("MOM-LG",75,10,200,5);
			
			// RSI_Index Slider
			sl_ScalingLbp			= CreateParameter ("Normierung LBP",11,11,21,1);
			sl_LongShortRatio		= CreateParameter ("Long-Short-Ratio",1,1,1,-1);
			sl_Inverter				= CreateParameter ("Inverter",1,1,1,-1);
			
			// Long Exit Slider
			sl_AtrLbp_Lg 				= CreateParameter("L-ATR-LBP-LG",11,11,11,-1);
			sl_AtrMult_Lg 				= CreateParameter("L-ATR-MULT-LG",2.8,2.8,2.8,-1);
			sl_Tbx_Lg 					= CreateParameter("TBX-LG",5,5,5,-1);
			
			
			// Prio Slider
			SliderPrio = CreateParameter ("Prio lb",7,7,7,-1);
			
			// Signal Slider
			SignalOnly					= CreateParameter ("SignalOnly",-1,-1,-1,-1);
		}

protected override void Execute()
		{
			
			/*>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
			 * E X T E R N A L  S Y M B O L S
			 *<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<*/
			Bars ext = GetExternalSymbol("^GSPC", true);
			
			
			
			/*>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
			 * I N D I C A T O R S
			 *<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<*/
			// Long Entry DataSeries
			DataSeries ds_Rsi_Lg	= RSI.Series(Open,sl_RsiLbp_Lg.ValueInt);
			DataSeries ds_Adx_Lg	= ADX.Series(Bars,sl_Adx_Lbp_Lg.ValueInt);
			DataSeries ds_Sma_Lg	= SMA.Series(Close,sl_Sma_Lbp_Lg.ValueInt);
			DataSeries ds_Mom_Lg	= Momentum.Series(Close,sl_Mom_Lg.ValueInt);
			DataSeries ds_Divdiff_Lg = new DataSeries(Bars, string.Format("Delta Divergence"));
			DataSeries ds_Div_Lg	 = Divergence.Series(ext.Close, MAType.EMAModern, 9);
			
			ds_Divdiff_Lg = ds_Div_Lg - (ds_Div_Lg >>1);
			
			// RSI_Index DataSeries
			DataSeries ds_extSymbolScaling		= new DataSeries(Bars, string.Format("Normierung auf 100 {0}", ext.Symbol));
			DataSeries ds_currentShareScaling	= new DataSeries(Bars, string.Format("Normierung auf 100 {0}", Bars.Symbol));
			DataSeries ds_deltaScaling			= new DataSeries(Bars, string.Format("Delta Normierung: {0} - {1}", ext.Symbol, Bars.Symbol));
			DataSeries ds_RSI_Index				= new DataSeries(Bars, string.Format("RSI_Index: {0} / {1}", Bars.Symbol, ext.Symbol));
			
			// Long Exit DataSeries
			DataSeries ds_TgtAtr_Lg = ATR.Series( Bars,sl_AtrLbp_Lg.ValueInt) * sl_AtrMult_Lg.Value;
			DataSeries ds_Sma_Ext	= SMA.Series(ext.Close,sl_Sma_ExtLbp_Lg.ValueInt);
			
			// Prio DataSeries
			DataSeries stochPosPrio = StochD.Series(Bars, SliderPrio.ValueInt,3);
			
						
			/*>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
			 * O P T I C S
			 *<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<*/
			//Plot ADX
			ChartPane paneADX = CreatePane(30,true,true);
			PlotSeries(paneADX,ds_Adx_Lg,Color.Purple,LineStyle.Solid,3);
			
			//Plot Divergence
			ChartPane paneDIV = CreatePane(60,false,true);
			PlotSeries(paneDIV,ds_Div_Lg,Color.Black,LineStyle.Solid, 3);
			
			// Plot ATR
			PlotSeries(PricePane, (Close + ds_TgtAtr_Lg), Color.Green, LineStyle.Solid, 2);
						
			// Plot RSI
			ChartPane paneRSI = CreatePane(30,true,true);
			PlotSeries(paneRSI, ds_Rsi_Lg, Color.Navy, LineStyle.Solid, 2);
			DrawHorzLine(paneRSI, sl_RsiOversoldLevel_Lg.Value, Color.Red, LineStyle.Solid, 1);
			
			/*>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
			 * S T R A T E G Y  C A L C U L A T I O N
			 *<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<*/
			//Barloop:
			
			//int startbar = GetTradingLoopStartBar(2);
			//if (SignalOnly.Value == 1) startbar = Bars.Count -1;
			
			for(int bar = GetTradingLoopStartBar(1); bar < Bars.Count; bar++)
			
			// Calculate scaling
			if(bar < sl_ScalingLbp.ValueInt)
			{
				ds_extSymbolScaling[bar] 	= 0;
				ds_currentShareScaling[bar] = 0;
			}
			else
			{
				ds_extSymbolScaling[bar]	= ext.Close[bar] / ext.Close[bar - sl_ScalingLbp.ValueInt] * 100;
				ds_currentShareScaling[bar] = Close[bar] / Close[bar - sl_ScalingLbp.ValueInt] * 100;
			}
			ds_deltaScaling[bar] = (ds_extSymbolScaling[bar] - ds_currentShareScaling[bar]) * sl_Inverter.ValueInt;
			//ds_RSI_Index[bar] = 100 - (100/1+(ds_currentShareScaling[bar] / ds_extSymbolScaling[bar]));
			
			
			
			{
				if (ActivePositions.Count > 0)
				{
					/*>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
					 * E X I T S 
					 *<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<*/
					for(int PosIndex = ActivePositions.Count - 1 ; PosIndex >= 0 ; PosIndex-- )	
					{
						// Create position object and assign one of the last active positions
						Position p = ActivePositions [PosIndex];
					
						// Long Exits
						if(p.PositionType == PositionType.Long)
						{
							// Time Based Exit
							if (bar - p.EntryBar >= sl_Tbx_Lg.ValueInt)
							{
								SellAtClose(bar, p, "TBX");
							}
							else
							{	
							// ATR Exit
								SellAtLimit(bar + 1, p, Close[p.EntryBar - 1] + ds_TgtAtr_Lg[bar], "ATR Exit");						
							}
						}
					}
				}
				/*>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
				 * E N T R I E S 
				 *<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<*/
									
					// Long Entry
				
				
				if (CumDown.Value(bar, Close, 1) >= sl_NumberBarsDown_Lg.ValueInt)
				{
					if (ds_Adx_Lg[bar] >= sl_Adx_Value_Lg.ValueInt)
					{	
						if (ds_RSI_Index[bar]>=50)
						{
							//if (vix.Low [bar] < ds_Sma_Vix [bar])
							{	
								//if (vix.Low [bar] < sl_Sma_Vix_below.Value)
								{
									//if( (ds_Mom_Lg[bar] > 0)  )
							
									//if(Close [bar] > ds_Sma_Lg [bar])
									{
										//if((ds_Div_Lg[bar]<0))
										{
									
											if (ds_Rsi_Lg[bar] < sl_RsiOversoldLevel_Lg.Value)
											{
												double pPrio = 100 - stochPosPrio[bar]; // Übergabe der Stochastik an die Variable pPrio - einfach 1:1 übernehmen (Achtung: mit 100 - xy nur für Long brauchbar)
												string pPrioStrg = string.Format("{0:0.00} / xLmt={1:0.00} / Close={2:0.00}", pPrio, Close[bar] + ds_TgtAtr_Lg[bar], Close[bar] ); // Definition Textausgabe - auf richtige Slider Zuweisung (Mulit ATR LG) achten!
																		
												if ( BuyAtMarket( bar + 1, pPrioStrg) != null )
												{
													LastActivePosition.Priority = pPrio;	// Prio Setzen
												}
											}
										}
									}
								}	
							}
						}
					}
				}
			}
		}
	}
}

[/code]

Eugene

9/17/2014 3:44 PM

Missing opening curly bracket "{":

CODE:
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07nioe

9/17/2014 4:09 PM

GREAT!!! Thank you!!

WEALTHPRO25

3/1/2018 3:24 AM

i have a bar problem getting error cs0103, please help, thank you

CODE:
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i have a bar problem getting error cs0103, please help, thank you

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

namespace WealthLabCompile
{
	class TotalReturnChart : WealthScript
	{   
		private StrategyParameter FastEMA_RS;
		private StrategyParameter SlowEMA_RS;   
         
		public TotalReturnChart()
		{         
			FastEMA_RS       = CreateParameter("RS FastEMA", 18, 1, 200, 1);
			SlowEMA_RS       = CreateParameter("RS SlowEMA", 72, 1, 300, 1);         
		}
         
		protected override void Execute()         
		{
			HideVolume();         
			//---------------------------------
			// Get Reference Symbol
			//---------------------------------
			Bars SymExt = GetExternalSymbol(".SPX", true);
			DataSeries RefSym  = SymExt.Close;
			SymExt = Synchronize (SymExt);
			RefSym = Synchronize (RefSym);

//-----------------------------------------------------------
			// Plot Pane with Symbol and Reference starting at 100 Offset
			//-----------------------------------------------------------
			DataSeries SymOff    = new DataSeries(Bars, Bars.Symbol);         
			DataSeries RefSymOff = new DataSeries(Bars, SymExt.Symbol);
			DataSeries Line100   = new DataSeries(Bars, "   ");
			SymOff[0] = 100;
			RefSymOff[0] =100;
			Line100[0] = 100;
			for ( int bar = 1; bar < Bars.Count; bar++ )
			{
				SymOff[bar] = SymOff[bar-1] * 
					(1 + (Close[bar] - Close[bar-1]) / Close[bar-1]);
				RefSymOff[bar] = RefSymOff[bar-1] *
					(1 + (RefSym[bar] - RefSym[bar-1]) / RefSym[bar-1]);
				Line100[bar] = 100;
			}            
			ChartPane  Pane2Sym = CreatePane(1200, true, true);         
			PlotSeries(Pane2Sym, SymOff, Color.Red, LineStyle.Solid, 2);
			PlotSeries(Pane2Sym, RefSymOff, Color.DarkGreen, LineStyle.Solid, 2);
			PlotSeries(Pane2Sym, Line100, Color.Black, LineStyle.Solid, 2);
         
			//------------------------------------------------
			// Create Relative Strength Pane with Offset of 10
			//------------------------------------------------   
			int Period_FastEMA  = FastEMA_RS.ValueInt;
			int Period_SlowEMA  = SlowEMA_RS.ValueInt;
         
			DataSeries RS         = new DataSeries(Bars, "Relative Strength");   
			DataSeries Line10   = new DataSeries(Bars, "  ");
			RS[0]     = 10;
			Line10[0] = 10;
			for ( int bar = 1; bar < Bars.Count; bar++ )
			{
				RS[bar] = 10*SymOff[bar]/RefSymOff[bar];
				Line10[bar] = 10;
			}         
			DataSeries RS_FastEMA = EMA.Series(RS, Period_FastEMA, 
				EMACalculation.Modern);
			DataSeries RS_SlowEMA = EMA.Series(RS, Period_SlowEMA, 
				EMACalculation.Modern);
			RS_FastEMA.Description = "EMA(RS," +Period_FastEMA.ToString() +")" ;
			RS_SlowEMA.Description = "EMA(RS," +Period_SlowEMA.ToString() +")" ; 
			
			if (CrossOver( bar, FastEMA_RS, SlowEMA_RS))
			BuyAtMarket (bar +1 );
         
			ChartPane ChartRS = CreatePane(1200, true, true);
			PlotSeries(ChartRS, RS, Color.Blue, LineStyle.Solid, 2);
			PlotSeries(ChartRS, RS_FastEMA, Color.Green, LineStyle.Solid, 2);
			PlotSeries(ChartRS, RS_SlowEMA, Color.Red, LineStyle.Solid, 2);
			PlotSeries(ChartRS, Line10, Color.Black, LineStyle.Solid, 2);   
		}
	}
}[/code]

Eugene

3/1/2018 6:26 AM

Like I suggested more than two years ago in another conversation, "One can not just copy/paste blocks of code from different sources and expect them to work." Unfortunately, my impression is that your current code is still after this "method". At least placing BuyAtMarket outside of the trading loop (or maybe not creating one) and expecting this to work magically indicates that you're trying to mix some instructions from different scripts or insert your ideas in someone's scripts without attaining a solid understanding of the basic concepts of WealthScript such as the trading loop. This will inevitably cause compiler errors like CS0103 and others as per the other similar topics where you participated.

Wealth-Lab is a platform for programming trading systems but if it presents difficulty please consider using the Rules wizard. We've been supporting you since 2014 but if you plan to come up with a working strategy without investing a little effort into studying some C# 101 and the WealthScript Programming Guide (Programming Trading Strategies > Trading Loop), I'm afraid this will only end up in frustration for us both.