Finding buy or sell candidates in a Data Group

hmg2020

#1

10/5/2009 12:53 PM

Help me understand wealth-lab 5.5.
Did we loose the capability we had in wealth-lab 4 of running a strategy on a data group and finding which stock were buy or sell candidates?

hmg2020

#2

10/5/2009 1:01 PM

I guess that would be strategy monitor, but mine keep reporting "Unhandled exceptions..." and won't run.

Yes, Strategy Monitor is the overhauled Scans + RT Scans in one convenient window.

Try this solution for SM exceptions: Errors | Strategy > "Strategy Monitor doesn't work", but before committing changes I'd like to know if the file size was > 0 bytes and if true, then to peek in that StrategyMonitorConfiguration.xml file.

hmg2020

#4

10/5/2009 2:04 PM

Thank you Eugene

hmg2020

#5

10/5/2009 3:01 PM

By the way, what does it take for the "Run Strategy Now" to actually run?

hmg2020

#6

10/5/2009 3:16 PM

I can see the alert/arrow in the chart but the Strategy Monitor does not generate an alert.
Here is the strategy I am running

CODE:
Please log in to see this code.

Size:

Color:

I can see the alert/arrow in the chart but the Strategy Monitor does not generate an alert.
Here is the strategy I am running
[CODE]using System;
using finantic.TL; // WealthScriptT
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;
using TASCIndicators;
using WealthLab.Rules;
using System.Collections;
using System.ComponentModel;
using System.Windows.Forms;
using System.IO;
using WealthLab.Rules.Candlesticks;
using System.Net; 			// access the Internet
using System.Text.RegularExpressions;	// regular expressions
using Community.Indicators;
using System.Threading; // Sleep()
using Community.Components;
using System.Reflection;
using System.Runtime.CompilerServices;
using System.Runtime.InteropServices;

namespace WealthLab.Strategies
{
	public class MyStrategy : WealthScript
	{
		protected override void Execute()
		{
			HideVolume ();
				
			DataSeries TH = TrueHigh.Series(Bars);
			DataSeries TL = TrueLow.Series(Bars);
				
			DataSeries TA = (TH + TL ) / 2;
				
									
			DataSeries HO = Open + 0;   // Add 0 to create a copy of a DataSeries based on a core series
			DataSeries HH = High + 0;
			DataSeries HL = Low + 0;
			DataSeries HC = (Open + TH + TL + Close) / 4;
			DataSeries HC0 = Close + 0;
				
			DataSeries emaHC = EMAModern.Series(HC,3);

//mtm = Bars.Close[Bars.Count-1] - Bars.Close[Bars.Count-2];
			//r = 25, s = 13
			//TSI(close,r,s) = 100*EMA(EMA(mtm,r),s)/EMA(EMA(|mtm|,r),s)
			/*
			DataSeries Series = Close;
			int Period = 14;
			int Period2 = 14;
			
			DataSeries mtm = Momentum.Series( Series, 1 );
			DataSeries absmtm = DataSeries.Abs( mtm );
			DataSeries Numer = EMA.Series( EMA.Series( mtm, Period, EMACalculation.Modern ), Period2, EMACalculation.Modern );
			DataSeries Denom = EMA.Series( EMA.Series( absmtm, Period, EMACalculation.Modern ), Period2, EMACalculation.Modern );
			DataSeries TS = Numer / Denom;
			DataSeries TSI = TS * 100; TSI.Description = "TSI("+Series.Description+","+Period+","+Period2+")";
			
			ChartPane tsiPane = CreatePane( 30, true, true );
			PlotSeries( tsiPane, TSI, Color.Blue, LineStyle.Solid, 1 );
			*/
				
	
			// FIbonacci NUMBERS used
			// 0, 1, 2, 3, 5, 8, 13, 21, 34, 55, 89, 144, 233, 377, 610, 987, 1597, 2584, 4181, 6765

int r = 26; //				n1 := input("Time periods 1",11,1);
			int s = 5; //				n2 := input("Time periods 2",4,1);
			int sig = 13; //				n3 := input("Time periods 3",5,1);
				
			DataSeries TSIn = TSI.Series(Close,r,s);
			DataSeries TSI0 = TSI.Series(emaHC,r,s);
			DataSeries TSI1 = EMAModern.Series(TSI0,s);
			DataSeries TSI20 = EMAModern.Series(TSI0,sig);
			DataSeries TSIhist = 2*(TSI0-TSIn);
			DataSeries ROCTSI = ROC.Series(TSIn,1);
			DataSeries ROCTSIhist = ROC.Series(TSIhist,1);

//	eco:=(ma(ma(C-O,r,E),s,E)/ma(ma(H-L,r,E),s,E))*100;
			//	signal:=ma(eco,sig,E);

DataSeries emaCSIco = EMAModern.Series( Close-Open, r);
			DataSeries emaCSIcod = EMAModern.Series( emaCSIco, s);
				
			DataSeries emaCSIhl = EMAModern.Series( HH-HL, r);
			DataSeries emaCSIhld = EMAModern.Series( emaCSIhl, s);
		
			DataSeries CSI0 = 100*emaCSIcod/emaCSIhld;
			DataSeries CSI = 4*CSI0;
				
			DataSeries emaECO0 = EMAModern.Series( CSI0, sig);
			DataSeries emaECO = 4*emaECO0;
				
			DataSeries rocECO = ROC.Series( emaECO0, 1);

ChartPane TSIpane = CreatePane(30,false,true);
			DrawHorzLine(TSIpane, 25, Color.Gray, LineStyle.Dotted, 2);
			DrawHorzLine(TSIpane, -25, Color.Gray, LineStyle.Dotted, 2);
			
			PlotSeries(TSIpane,200*EMAModern.Series( CMF.Series(Bars,26), 5),Color.Green,LineStyle.Solid,1);

DrawLabel( TSIpane, "TSI(13,8)-B/B/F", Color.Black );

PlotSeries(TSIpane, TSIhist, Color.Gray, LineStyle.Histogram, 3);

//	PlotSeries(TSIpane,TSIn,Color.Lime,LineStyle.Solid,3);		
			//	PlotSeries(TSIpane,TSI0,Color.Gray,LineStyle.Solid,4);		
			//	PlotSeries(TSIpane,TSI1,Color.Blue,LineStyle.Solid,3);		
			//	PlotSeries(TSIpane,TSI20,Color.Fuchsia,LineStyle.Solid,3);

PlotSeries(TSIpane,CSI,Color.Red,LineStyle.Solid,4);
			PlotSeries(TSIpane,emaECO,Color.Gray,LineStyle.Solid,6);
				
			DrawHorzLine(TSIpane, 0, Color.Gray, LineStyle.Dotted, 4);
				
			DrawLabel( TSIpane, "ECO(26,5,5)-B", Color.DarkGoldenrod );
			DrawLabel( TSIpane, "CMF(26,5,5)-B", Color.DarkGreen );
				
			for(int barECO = 0; barECO < Bars.Count; barECO++)
			{
					
				if ( CSI[barECO] < emaECO[barECO] )
				{
					SetSeriesBarColor( barECO,emaECO, Color.Black);
				}
				else if ( CSI[barECO] >= emaECO[barECO] )
				{
					SetSeriesBarColor( barECO,emaECO, Color.Gold);

}
		
			}
			
				
			for(int barTSI = 0; barTSI < Bars.Count; barTSI++)
			{
				if ( TSIhist[barTSI] >= 0  )
				{
					if ( ROCTSIhist[barTSI] < 0  )
					{
						SetSeriesBarColor( barTSI, TSIhist, Color.LightGreen);
						if ( ROCTSI[barTSI] < 0  )
						{
							SetSeriesBarColor( barTSI, TSIhist, Color.LightGreen );
						}

}
					else
						if ( ROCTSIhist[barTSI] >= 0  )
					{
						SetSeriesBarColor( barTSI, TSIhist, Color.Green );
						if ( ROCTSI[barTSI] < 0  )
						{
							SetSeriesBarColor( barTSI, TSIhist, Color.LightGreen );
						}		
					}
				}
						
						
				else
					if ( TSIhist[barTSI] < 0  )
				{
					if ( ROCTSIhist[barTSI] < 0  )
					{
						SetSeriesBarColor( barTSI, TSIhist, Color.Maroon);

}
					else
						if ( ROCTSIhist[barTSI] >= 0  )
						SetSeriesBarColor( barTSI, TSIhist, Color.Fuchsia );

}
						
			}
				
				
			//---------buy/sell STRATEGY ------------------------------------------------------------

for(int barB = 1; barB < Bars.Count; barB++)
			{
					
				if (IsLastPositionActive)
				{
					Position p = LastPosition;
						
					if (p.EntrySignal.Contains("Group1"))
					{
						if (CrossUnder(barB, CSI, emaECO))
						{
							SellAtClose(barB, p, "Group1");
						}
					}
					if (p.EntrySignal.Contains("Group3|"))
					{
						{
						SellAtClose(barB, p, "Group3");
					}
						}
				}
						
				else
				{

if (CrossOver(barB, CSI, emaECO))
					{
						BuyAtClose(barB, "Group1|");
					}
				}
				
			}
			//BUY if volume is greater than 50%.................	
		}
	}
}[/CODE]

Eugene

#7

10/5/2009 3:32 PM

Because *AtClose does not generate alerts. See Programming Trading Strategies > Alerts > "How to: Alert for AtClose Signals" in the WealthScript Programming Guide for a workaround.

P.S. Also I'd suggest taking a look at Strategy Monitor > Employment Notes in the WL User Guide re: Strategy Monitor.