WealthLab.Rules and DateRules.IsLastTradingDayOfQuarter

novendeh

#1

4/26/2011 9:41 PM

Below is some coding generated using the wizard. I have a question about C# or C.net and the subject line.

Where do I find more info on the above? I searched wiki and this site, pdf manuals, and can't seem to find anything. Am I missing something.

CODE:
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Eugene

#2

4/27/2011 12:43 AM

It's here:

Wealth-Lab WealthScript Programming Guide > WealthLab.Rules Classes > DateRules.

changhengyiu

#3

7/19/2017 4:39 PM

Hi Eugene
I am trying to trade on the last day of week with daily scale setting
I see function IsLastTradingDayOfMonth and IsLastTradingDayOfQuarter but no IsLastTradingDayOfWeek.
How can I do ?

Eugene

#4

7/19/2017 5:43 PM

Hi Hank,

There isn't but you could use the method called TomorrowIsLastTradingDayOfWeek in Community Components:

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Eugene

#5

7/19/2017 5:52 PM

Alternative approach:

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algotradingwl

#6

4/1/2021 3:40 PM

Hi!
I am trying to simulate a purchase at the opening of the 2nd day of the quarter, and a sale at the 1st day. It works on a single symbol.
But when I make a purchase of a set of symbol and make backtest on all symbols in DataSet, it doesn't work.
Tell me plz, what can be a mistake.
ie:
DataSet: aapl, baba, dis, fb, mrk, msft, pypl, qcom, twtr
Portfolio Simulation Mode: Percent of Equity 30

CODE:
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Hi!
I am trying to simulate a purchase at the opening of the 2nd day of the quarter, and a sale at the 1st day. It works on a single symbol.
But when I make a purchase of a set of symbol and make backtest on all symbols in DataSet, it doesn't work.
Tell me plz, what can be a mistake.
ie:
DataSet: aapl, baba, dis, fb, mrk, msft, pypl, qcom, twtr
Portfolio Simulation Mode: Percent of Equity 30

[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 MyStrategy4 : WealthScript
	{

public string[] nabor;

protected override void Execute()
		{
			double tiker = 0;
		
		
		for(int bar = 1; bar < Bars.Count; bar++)
			{
				string[] naborQ118 = new string[3]{"AAPL", "DIS", "PYPL"};

string[] naborQ218 = new string[3]{"FB","MSFT", "TWTR"};

if ((Date[bar] >= new DateTime(2018, 01, 03)) &&
					(Date[bar] <= new DateTime(2018, 04, 02)))
				{
					nabor = naborQ118;
				}

if ((Date[bar] >= new DateTime(2018, 04, 03)) &&
					(Date[bar] <= new DateTime(2018, 07, 02)))
				{
					nabor = naborQ218;
				}
				
		
				for (int i = 0; i < nabor.Length; i++)
				{
					if (nabor[i] == Bars.Symbol)
						tiker = 1;
				} 
			
				if (IsLastPositionActive)
					{
					
						if ((DateRules.IsLastTradingDayOfQuarter(Bars.Date[bar])))
						{
							SellAtMarket(bar+1,LastPosition);
						}
					}
				else
				
					{
		
						if (DateRules.IsLastTradingDayOfQuarter(Bars.Date[bar]) && tiker > 0)
						{
							BuyAtMarket(bar+1);
						}	
					}
				}
			}
		}
	}
[/code]

Cone

#7

4/3/2021 10:47 AM

You should to reset tiker to 0 on every bar, but the big problem is that you're not resetting the class variable nabor between symbol runs. Anyway, here's an optimized way to do it. Notice that _naborList is cleared if executing a bar outside of the date ranges.

CODE:
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You should to reset tiker to 0 on every bar, but the big problem is that you're not resetting the class variable [i]nabor[/i] between symbol runs.  Anyway, here's an optimized way to do it.  Notice that _naborList is cleared if executing a bar outside of the date ranges.

[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 MyStrategy4 : WealthScript
	{
		List<string> _naborList = new List<string>();
	
		protected override void Execute()
		{
			int listnum = 0;
			string[] naborQ118 = new string[3] { "AAPL", "DIS", "PYPL" };
			string[] naborQ218 = new string[3] { "FB", "MSFT", "TWTR" };
		
			DateTime dte1 = new DateTime(2018, 01, 03);
			DateTime dte2 = new DateTime(2018, 04, 02);
			DateTime dte3 = new DateTime(2018, 07, 02);
			
			for (int bar = 1; bar < Bars.Count; bar++)
			{
				
				if (Date[bar] >= dte1 && Date[bar] <= dte2)
				{
					if (listnum != 118)
					{
						_naborList = new List<string>(naborQ118);
						listnum = 118;
					}
				}
				else if (Date[bar] > dte2 && Date[bar] <= dte3)
				{
					if (listnum != 218)
					{
						_naborList = new List<string>(naborQ218);
						listnum = 218;
					}
				}
				else if (listnum != 0)
				{
					_naborList.Clear();
					listnum = 0;
				}

if (IsLastPositionActive)
				{
					// purchase at the opening of the 2nd day of the quarter, and a sale at the 1st day.
					if ((DateRules.IsLastTradingDayOfQuarter(this.DateOfNextTradingDay(bar))))
					{
						SellAtMarket(bar + 1, LastPosition);
					}
				}
				else
				{
					if (DateRules.IsLastTradingDayOfQuarter(Bars.Date[bar]))
					{
						if (_naborList.Contains(Bars.Symbol))
						{
							BuyAtMarket(bar + 1);
						}
					}
				}
			}
		}
	}
}[/code]

algotradingwl

#8

4/4/2021 7:48 PM

QUOTE:

You should to reset tiker to 0 on every bar, but the big problem is that you're not resetting the class variable nabor between symbol runs. Anyway, here's an optimized way to do it. Notice that _naborList is cleared if executing a bar outside of the date ranges.

Thank you very much!
The code works as it should!
I will delve into the subtleties!