Understanding Strategy Parameters

Author: mikesblack

Creation Date: 2/9/2016 2:06 PM

Wealth Lab » WealthScript (.NET) » Understanding Strategy Parameters

mikesblack

2/9/2016 2:06 PM

Using Y Charts data, I created a market cap indicator and applied it to one of my trading systems. In order to see if there is a relationship between the market cap and the system performance I created a "Strap"and applied it to an optimization.
I used the example from the LDL system to help me with syntax. I also looked at the programming guide to help as well. I was wondering why there is a difference between the way the guide writes the fields and the constructor from the way I wrote it up? I want to be have a better understanding of the logic that pertains to both examples as well as as having a better understanding of this process.
I would appreciate any notes or advice that can help my understanding.

Programming Guide example:

CODE:
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My system, referencing LDL system.

CODE:
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Using Y Charts data, I created a market cap indicator and applied it to one of my trading systems. In order to see if there is a relationship between the market cap and the system performance I created a "Strap"and applied it to an optimization.
 I used the example from the LDL system to help me with syntax. I also looked at the programming guide to help as well. I was wondering why there is a difference between the way the guide writes the fields and the constructor from the way I wrote it up? I want to be have a better understanding of the logic that pertains to both examples as well as as having a better understanding of this process. 
I would appreciate any notes or advice that can help my understanding.

Programming Guide example:
[code]

namespace WealthLabCompile

{

class MovingAverageCrossover : WealthScript

{

private StrategyParameter slow;

private StrategyParameter fast;

public MovingAverageCrossover()

{

fast = CreateParameter("Fast Per", 20, 4, 100, 1);

slow = CreateParameter("Slow Per", 55, 5, 300, 5);

}

protected override void Execute()

{

/* Obtain periods from parameters */

int fastPer = fast.ValueInt;

int slowPer = slow.ValueInt;

[/code]
My system, referencing LDL system.
[code]
	public class MyStrategy : WealthScript
	{
		
		StrategyParameter marcCapParam;
		
		
		public MyStrategy()
		{                                              
			marcCapParam = this. CreateParameter("marcCap", 10000, 10000, 100000, 1000);
	
		}
		protected override void Execute()
		{
			double marcCap = marcCapParam.Value;

[/code]
	
[code]
if (MktCap[bar] > marcCap)
       	if( BuyAtMarket(bar + 1, Bars.FormatValue(atrp[bar])) != null)
																										
																LastActivePosition.Priority = ATRP.Series(Bars,4)[bar];
[/code]