How to include parameters for optimization?

Author: TedWoods

Creation Date: 11/3/2015 6:00 AM

Wealth Lab » WealthScript (.NET) » How to include parameters for optimization?

TedWoods

11/3/2015 6:00 AM

Could you please give example on how to edit body of code to include parameters for optimization.

EDITED by Eugene: included example code from ticket 26776:

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Could you please give example on how to edit body of code to include parameters for optimization.

EDITED by Eugene: included example code from ticket 26776:

[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
   {
      StrategyParameter strategyParameter1;

public MyStrategy()
      {
         strategyParameter1 = CreateParameter("Parameter 1", 20, 5, 20, 1);
      }

protected override void Execute()
      {
         DataSeries stochk = StochK.Series(Bars, 10);
         DataSeries ma = SMA.Series(Close, 10);
         DataSeries stochk_1 = StochK.Series(Bars, 10);

ChartPane paneStoch = CreatePane(75,true,true);
         PlotSeries(paneStoch, stochk, Color.Purple, LineStyle.Solid, 2);
         DrawHorzLine(paneStoch, 25.00, Color.Green, LineStyle.Solid, 1);
         PlotSeries(PricePane,SMA.Series(Close,10),Color.Blue,LineStyle.Solid,2);
         PlotSeries(paneStoch, stochk_1, Color.Purple, LineStyle.Solid, 2);
         DrawHorzLine(paneStoch, 80, Color.Red, LineStyle.Solid, 1);

for(int bar = GetTradingLoopStartBar(11); bar < Bars.Count; bar++)
         {
            if (IsLastPositionActive)
            {
               Position p = LastPosition;
               if (p.EntrySignal.Contains("Group1|"))
               {
                  if (CrossUnder(bar, stochk_1, 80))
                  {
                     SellAtMarket(bar + 1, p, "Group1");
                  }
               }

}
            else
            {
               if (CrossOver(bar, stochk, 25.00))
               {
                  if (ma[bar] > ma[bar - 1])
                  {
                     BuyAtMarket(bar + 1, "Group1|");
                  }
               }

}
         }
      }
   }
}[/code]

Eugene

11/3/2015 6:25 AM

In the WealthScript Programming Guide (Help menu), there is a tutorial on making a strategy optimizable:

Programming Trading Strategies > Strategy Parameters

Please follow it and you'll quickly learn. We refer to it frequently on the forum (#1, #2, #3, #4 ...)

As to your sample code that I derived from a ticket, it's not clear what the strategyParameter1 should refer to i.e. what part of the system do you intend to optimize using it: StochK, SMA, anything else?

TedWoods

11/3/2015 6:52 AM

For Example - Optimize SMA - Please show code

Eugene

11/3/2015 7:39 AM

Please consider reading the tutorial to the end and you will find it out. It's very simple. Our support aims to teach you how to fish. See below how you can generate this code on your own:

Also as we recommend to do in the FAQ, using the Rule Wizard (Strategy from Rules) is the easiest way to get a basic trading system working w/o any programming. Learn how to expose parameters in rule-based strategies by creating an SMA system (see Wealth-Lab User Guide > Strategy Window > Strategy Builder > Parameter Sliders for the Strategy Builder) and then simply convert it into code-based Strategy (or "Open code in new "Strategy window") to see how things fit together.

TedWoods

11/3/2015 8:22 AM

OK - I looked at the docs you suggested. I am not a programmer so still have questions. Please see attached pdf file. I think my question is what should code line 23 look like ??

Strategy Parameters.pdf

Eugene

11/3/2015 8:32 AM

Could you please post the code normally (ideally using the CODE but I can fix it) without resorting to attachments? Use Ctrl-Ins or Ctrl-C to copy, Shift-Ins or Ctrl-V to paste. Thanks.