Trade name based on indicator value

mikesblack

#1

1/11/2016 2:24 PM

I want to be able to reference the trades page to make decisions related to position size. I wrote this system using drag and drop and changed it to system via the editor. Below is the code for the entry.
I am only seeing open trades and not all trades run through a back test.

Two questions I have are, what will I need to write to allow some indicator write that value and then also shows all open and closed trades in the trades window and is there a way to do this using drag and drop?

Please let me know if you have any further questions.

TIA,
Mike

Eugene

#2

1/11/2016 2:58 PM

No.

You're already doing it but instead of ToString("00.00"), you might want to consider using Bars.FormatValue (QuickRef for more).

Maybe load enough data?

mikesblack

#3

1/11/2016 6:00 PM

Thanks Eugene, I'll work on it.

mikesblack

#4

1/13/2016 1:39 PM

Eugene,

Can you help me with syntax? I'm still just seeing Group1| for the entry name.

Thanks.

As it is, not working.

Size:

Color:

Eugene,

Can you help me with syntax? I'm still just seeing Group1| for the entry name.

Thanks.

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

namespace WealthLab.Strategies
{
	public class MyStrategy : WealthScript
	{
		string FormatValue(double value);
		protected override void Execute()
		{
			DataSeries SMAGreaterThan = SMA.Series(Volume,21);

ChartPane pane1 = CreatePane(75,true,true);
			PlotSeries(pane1,ADX.Series(Bars,10),Color.Purple,LineStyle.Solid,3);
			ChartPane pane2 = CreatePane(75,true,true);
			PlotSeries(pane2,ROC.Series(Close,2),Color.SlateGray,LineStyle.Histogram,20);
			ChartPane pane3 = CreatePane(75,true,true);
			PlotSeries(pane3,ConnorsRSI.Series(Close,3,2,100),Color.Violet,LineStyle.Solid,1);
			ChartPane pane4 = CreatePane(75,true,true);
			PlotSeries(pane4,StochD.Series(Bars,1,1),Color.OliveDrab,LineStyle.Solid,2);
			ChartPane pane5 = CreatePane(75,true,true);
			PlotSeries(pane5,ATRP.Series(Bars,4),Color.Aquamarine,LineStyle.Solid,2);
			PlotSeries(VolumePane, SMAGreaterThan, Color.Red, LineStyle.Solid, 2 );

for(int bar = GetTradingLoopStartBar(101); bar < Bars.Count; bar++)
			{
				if (IsLastPositionActive)
				{
					Position p = LastPosition;
					if (p.EntrySignal.Contains("Group1|"))
					{
						bool cond1 = false;
						if (ConnorsRSI.Series(Close,3,2,100)[bar] > 70.00)
						{
							cond1 = true;
						}
						bool cond2 = false;
						if (LastActivePosition != null && LastActivePosition.Active)
							if (bar - LastActivePosition.EntryBar >= 6)
							{
								cond2 = true;
							}
						if (cond1 || cond2)
						{
							SellAtMarket(bar + 1, p, "Group1");
						}
					}

}
				else
				{
					if (ADX.Series(Bars,10)[bar] > 30)
					{
						if(SMAGreaterThan[bar]>250000)
						{
							if (Close[bar] > 10)
							{
								if (ROC.Series(Close,2)[bar] < -1.00)
								{
									if (ConnorsRSI.Series(Close,3,2,100)[bar] < 15.00)
									{
										if (StochD.Series(Bars,1,1)[bar] < 10)
										{
											if (ATRP.Series(Bars,4)[bar] > 0.00)
											{
												BuyAtMarket(bar + 1,Bars.FormatValue(ATRP.Series(Bars,4)));
											}
										}
									}
								}
							}
						}
					}

}
			}
		}
	}
}     [/code]

As it is, not working.

Eugene

#5

1/13/2016 3:27 PM

Well, you overlooked what the QuickRef suggests:

string FormatValue(double value);

Here's an example for you:

mikesblack

#6

1/14/2016 12:34 PM

Thanks Eugene. I'll work on it.

mikesblack

#7

1/14/2016 12:39 PM

Great! Got it to work. Thanks again.

mikesblack

#8

1/14/2016 1:04 PM

Eugene,

Now I wish to create a priority for the buy. Below is the code I have. If you don't mind, can you help me with this. BTW: My apologies for the multiple posts in such a short time. I'll try to limit this.

Mike

Size:

Color:

Eugene,

Now I wish to create a priority for the buy. Below is the code I have. If you don't mind, can you help me with this. BTW: My apologies for the multiple posts in such a short time. I'll try to limit this.

Mike

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

namespace WealthLab.Strategies
{
	public class MyStrategy : WealthScript
	{
	//	string FormatValue(double value);
		protected override void Execute()
		{
			var atrp = ATRP.Series(Bars,4);
			
			DataSeries SMAGreaterThan = SMA.Series(Volume,21);

ChartPane pane1 = CreatePane(75,true,true);
			PlotSeries(pane1,ADX.Series(Bars,10),Color.Purple,LineStyle.Solid,3);
			ChartPane pane2 = CreatePane(75,true,true);
			PlotSeries(pane2,ROC.Series(Close,2),Color.SlateGray,LineStyle.Histogram,20);
			ChartPane pane3 = CreatePane(75,true,true);
			PlotSeries(pane3,ConnorsRSI.Series(Close,3,2,100),Color.Violet,LineStyle.Solid,1);
			ChartPane pane4 = CreatePane(75,true,true);
			PlotSeries(pane4,StochD.Series(Bars,1,1),Color.OliveDrab,LineStyle.Solid,2);
			ChartPane pane5 = CreatePane(75,true,true);
			PlotSeries(pane5,ATRP.Series(Bars,4),Color.Aquamarine,LineStyle.Solid,2);
			PlotSeries(VolumePane, SMAGreaterThan, Color.Red, LineStyle.Solid, 2 );

for(int bar = GetTradingLoopStartBar(101); bar < Bars.Count; bar++)
			{
				if (IsLastPositionActive)
				{
					Position p = LastPosition;
					if (p.EntrySignal.Contains(Bars.FormatValue(atrp[bar])))
					{
						bool cond1 = false;
						if (ConnorsRSI.Series(Close,3,2,100)[bar] > 70.00)
						{
							cond1 = true;
						}
						bool cond2 = false;
						if (LastActivePosition != null && LastActivePosition.Active)
							if (bar - LastActivePosition.EntryBar >= 6)
							{
								cond2 = true;
							}
						if (cond1 || cond2)
						{
							SellAtMarket(bar + 1, p, Bars.FormatValue(atrp[bar]));
						}
					}

}
				else
				{
					if (ADX.Series(Bars,10)[bar] > 30)
					{
						if(SMAGreaterThan[bar]>250000)
						{
							if (Close[bar] > 10)
							{
								if (ROC.Series(Close,2)[bar] < -1.00)
								{
									if (ConnorsRSI.Series(Close,3,2,100)[bar] < 15.00)
									{
										if (StochD.Series(Bars,1,1)[bar] < 10)
										{
											if (ATRP.Series(Bars,4)[bar] > 0.00)
											{
												BuyAtMarket(bar + 1,Bars.FormatValue(atrp[bar]));
												if(p != null)
												{
													p.Priority = ATRP.Series(Bars,4)[bar];
												}
											}
										}
									}
								}
							}
						}
					}

}
			}
		}
	}
}
[/code]

mikesblack

#9

1/14/2016 1:33 PM

There is one issue that hasn't been resolved. Aside from creating priority, when I run this program, the second condition to sell isn't functioning as I am showing trades that are up to 169 bars. The second condition is a time based sell, to exit after 6 bars. Why isn't that condition being recognized? What will I need to do?

Many thanks!

Eugene

#10

1/14/2016 2:08 PM

No need to reinvent the wheel. The QuickRef has a working example. If you followed it precisely you'd have (on the fly coding)...

As an alternative, a Position could have been explicitly created (but not necessary):

The value at entry bar is different from the current bar. Comment this out:

mikesblack

#11

1/14/2016 5:47 PM

Thank you very much Eugene. I'll get to work.

mikesblack

#12

1/14/2016 6:15 PM

Eugene, still no luck. I'm not sure if I am following your advice correctly.

Size:

Color:

Eugene, still no luck. I'm not sure if I am following your advice correctly.

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

namespace WealthLab.Strategies
{
	public class MyStrategy : WealthScript
	{
		//   string FormatValue(double value);
		protected override void Execute()
		{
			var atrp = ATRP.Series(Bars,4);
         
			DataSeries SMAGreaterThan = SMA.Series(Volume,21);

ChartPane pane1 = CreatePane(75,true,true);
			PlotSeries(pane1,ADX.Series(Bars,10),Color.Purple,LineStyle.Solid,3);
			ChartPane pane2 = CreatePane(75,true,true);
			PlotSeries(pane2,ROC.Series(Close,2),Color.SlateGray,LineStyle.Histogram,20);
			ChartPane pane3 = CreatePane(75,true,true);
			PlotSeries(pane3,ConnorsRSI.Series(Close,3,2,100),Color.Violet,LineStyle.Solid,1);
			ChartPane pane4 = CreatePane(75,true,true);
			PlotSeries(pane4,StochD.Series(Bars,1,1),Color.OliveDrab,LineStyle.Solid,2);
			ChartPane pane5 = CreatePane(75,true,true);
			PlotSeries(pane5,ATRP.Series(Bars,4),Color.Aquamarine,LineStyle.Solid,2);
			PlotSeries(VolumePane, SMAGreaterThan, Color.Red, LineStyle.Solid, 2 );

for(int bar = GetTradingLoopStartBar(101); bar < Bars.Count; bar++)
			{
				if (IsLastPositionActive)
				{
					Position p = LastPosition;
					//if (p.EntrySignal.Contains(Bars.FormatValue(atrp[bar])))
					{
						bool cond1 = false;
						if (ConnorsRSI.Series(Close,3,2,100)[bar] > 70.00)
						{
							cond1 = true;
						}
						bool cond2 = false;
						if (LastActivePosition != null && LastActivePosition.Active)
							if (bar - LastActivePosition.EntryBar >= 6)
							{
								cond2 = true;
							}
						if (cond1 || cond2)
						{
							SellAtMarket(bar + 1, p, Bars.FormatValue(atrp[bar]));
						}
					}

}
				else
				{
					if (ADX.Series(Bars,10)[bar] > 30)
					{
						if(SMAGreaterThan[bar]>250000)
						{
							if (Close[bar] > 10)
							{
								if (ROC.Series(Close,2)[bar] < -1.00)
								{
									if (ConnorsRSI.Series(Close,3,2,100)[bar] < 15.00)
									{
										if (StochD.Series(Bars,1,1)[bar] < 10)
										{
											if (ATRP.Series(Bars,4)[bar] > 0.00)
											{
											  if( BuyAtMarket(bar + 1,Bars.FormatValue(atrp[bar]) != null))
												
												{
													LastPosition.Priority = ATRP.Series(Bars,4)[bar];
												}
											}
										}
									}
								}
							}
						}
					}

}
			}
		}
	}
}

[/code]

Eugene

#13

1/15/2016 1:21 AM

Mike,

Did you know that books on programming contained intentional typos to spur student's attention? There is an (unintentional) light syntax error in my on-the-fly code line. You shouldn't give up so easy!

I notice that earlier in this thread you already posted a code which had live syntax errors. Relying on my help is not the right approach. As you're not a newbie, you should be able to easily fix such minor error with Wealth-Lab compiler's guidance. Note what the error log is telling you. There's error code and a line number. This is enough to look the error code up in MSDN, understand what it is telling you, figure out what statement on which line is affected, check out the QuickRef for the correct syntax, compare and fix it.

Let this be an excercise which you should be able to crack in no time after 3 terms in C#. Good luck!

mikesblack

#14

1/15/2016 1:31 PM

LOL! It would be better to work out the problem on my own for sure. At this point I am trying to understand C# through WL and not through Visual Studio. I have a general understand on for example, how to write methods, override methods, generate new classes , inherit from them and instantiate new objects.I understand arrays,lists, looping structures as per this example a for loop.

All that said at this point,blending what I know from class with the WL is hard for me. I don't want to get into the habit of constantly asking for your help when ever I encounter a fairly easy topic. What I will need is learning to become comfortable with the WL environment as well as the reference manuals, this site as well as the WIKI. As WL is a fairly specialized program, finding external sources on You Tube or Lynda.Com may be hard. We'll see if I can get some sessions with my professor. That may be beyond the scope of her responsibilities, but I guess it doesn't hurt to ask. By the way, my professor, Mari Good is a Fidelity consultant.I'm not sure what she covers.

So, I will continue to try and work through my problems. I don't want to become a pain to you. Thanks for your encouragement as well as your support.