Fundamental Data (Strategies including it do not work)

Author: gbullr

Creation Date: 12/1/2009 10:33 PM

Wealth Lab » WealthScript (.NET) » Fundamental Data (Strategies including it do not work)

gbullr

12/1/2009 10:33 PM

Example: Written w/ Rules

CODE:
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Example: Written w/ Rules [CODE]using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;
using WealthLab.Rules;

namespace WealthLab.Strategies
{
	public class MyStrategy : WealthScript
	{
		
		protected override void Execute()
		{
			DataSeries ma = SMA.Series(Close, 60);
			DataSeries dsRatio = FundamentalsRatio.GrowthRateSeries( this, FundamentalsRatio.ConvertName("Cash Flow"), 1, false );
			DataSeries dsRatio_2 = FundamentalsRatio.GrowthRateSeries( this, FundamentalsRatio.ConvertName("Sales"), 1, true );

PlotSeries(PricePane,SMA.Series(Close,60),Color.Blue,LineStyle.Solid,2);
			dsRatio.Description = "Cash Flow Growth Rate over " + 1.ToString() + " quarters";
			ChartPane paneRatio = CreatePane(50, true, false);
			PlotSeries(paneRatio, dsRatio, Color.Purple, LineStyle.Histogram, 50);
			dsRatio_2.Description = "Sales Growth Rate over " + 1.ToString() + " years";
			ChartPane paneRatio_1 = CreatePane(50, true, false);
			PlotSeries(paneRatio_1, dsRatio_2, Color.Purple, LineStyle.Histogram, 50);
			PlotStops();

for(int bar = GetTradingLoopStartBar(61); bar < Bars.Count; bar++)
			{
				if (IsLastPositionActive)
				{
					Position p = LastPosition;
					if (p.EntrySignal.Contains("Group1|"))
					{
						bool Stopped;
						if(p.MFEAsOfBarPercent(bar) >= 10)
						{
						    double profit = p.EntryPrice - Close[bar];
						    profit = Close[bar] + profit * ( 20 / 100.0d );
						    Stopped = CoverAtTrailingStop( bar + 1, p, profit, "Trailing Stop" );
						}
						else
						{
						    //{ Dotted line indicates trailing stop trigger level }
						    double TStopTrigger = p.EntryPrice * ( 1 - 10/100.0d );
						    DrawLine(PricePane, bar - 1, TStopTrigger, bar, TStopTrigger, Color.Gray, LineStyle.Dotted, 0 );
						    double StopPrice = p.EntryPrice * ( 1 + 8/100.0d );
						    Stopped = CoverAtStop( bar + 1, p, StopPrice, "Stop Loss");
						}
						if(!Stopped)
						{
						    double ProfitTgt = p.EntryPrice * ( 1 - 30/100.0d );
						    CoverAtLimit( bar + 1, p, ProfitTgt, "Profit Target");
						}
					}

}
				else
				{
					if (CrossUnder(bar, Close, ma))
					{
					if (Volume[bar] > SMA.Value(bar,Volume,60)*1.5)
						{
							if (Close[bar] > 15)
							{
								if( dsRatio[bar] < -5 )
								{
									if( dsRatio_2[bar] > 15 )
									{
										ShortAtLimit(bar + 1, Close[bar], "Group1|");
									}
								}
							}
						}
					}

}
			}
		}
	}
}[/CODE]

Eugene

12/2/2009 2:10 AM

Re: "do not work"

Unfortunately, all the technicians with telepathic abilities are on vacation ;) So you're required to give a meaningful description of the problem. "Don't work" is not meaningful and/or descriptive.

How to report a Problem?

My telepathic try: you haven't downloaded / updated your Fidelity fundamental data.