Exit End of Day - Wealth Lab Forum

Exit End of Day

Author: stmorten

Creation Date: 5/16/2009 1:28 PM

Wealth Lab » WealthScript (.NET) » Exit End of Day

stmorten

5/16/2009 1:28 PM

Hi,
New to Wealth Lab and NOT a programer. I have set up basic stratigies using rules but can not find any way to exit a trade at the end of the day;

1. simple moving average cross system
which exits at 3:58 if in a trade.

Eugene

5/16/2009 1:51 PM

Strategy Builder does not have a "time of day" condition. It must be coded manually.

Helpful Wiki links:
How do I code a rule for time of the day?
Intraday / Multi-Time Frame | Keep from holding positions overnight
System Building | Creating an Intraday trading strategy
ActiveTrader 2007-12 | Intraday pullback trader

QUOTE:
1. simple moving average cross system
which exits at 3:58 if in a trade.

CODE:
Please log in to see this code.

Size:

Color:

Strategy Builder does not have a "time of day" condition. It must be coded manually.

Helpful Wiki links:
[LINK=http://www2.wealth-lab.com/WL5Wiki/kbFAQStrategy.ashx]How do I code a rule for time of the day?[/LINK]
[LINK=http://www2.wealth-lab.com/WL5WIKI/kbIntradayOvernight.ashx]Intraday / Multi-Time Frame | Keep from holding positions overnight[/LINK]
[LINK=http://www2.wealth-lab.com/WL5Wiki/kbSystemIntraday.ashx]System Building | Creating an Intraday trading strategy[/LINK]
[LINK=http://www2.wealth-lab.com/WL5Wiki/ATMDec2007.ashx]ActiveTrader 2007-12 | Intraday pullback trader[/LINK]

[QUOTE]1. simple moving average cross system
which exits at 3:58 if in a trade. [/QUOTE]
[CODE]using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;

namespace WealthLab.Strategies
{
	public class ExitAt358PM : WealthScript
	{		
		//1. simple moving average cross system which exits at 3:58 if in a trade. 
		
		protected override void Execute()
		{
			DataSeries fastMA = SMA.Series( Close, 20 );
			DataSeries slowMA = SMA.Series( Close, 50 );
			
			// 1-minute data required
			BarDataScale ds = Bars.DataScale;
			if( ( ds.BarInterval != 1 ) && ( ds.Scale != BarScale.Minute ) ) return;
			
			for(int bar = 50; bar < Bars.Count; bar++)
			{
				if (IsLastPositionActive)
				{
					if( GetTime(bar) >= 1557 )
						SellAtMarket( bar+1, LastPosition );
				}
				else
				{
					if( CrossOver( bar, fastMA, slowMA ) )
						BuyAtMarket( bar+1 );
				}
			}
		}
		
		public int GetTime(int bar)
		{
			return Date[bar].Hour * 100 + Date[bar].Minute;
		}

}
}[/CODE]