Why does convert or open to Code based from Rules based strategy generate duplicate DataSeries? - Wealth Lab Forum

Why does convert or open to Code based from Rules based strategy generate duplicate DataSeries?

Author: KEVINP

Creation Date: 10/18/2015 7:26 PM

Wealth Lab » WealthScript (.NET) » Why does convert or open to Code based from Rules based strategy generate duplicate DataSeries?

KEVINP

#1

10/18/2015 7:26 PM

Why does convert or open to Code based from Rules based strategy generate duplicate DataSeries?

In the code below which is the code generated going from Rules based to Code based, the conversion generated a duplicate CCI DataSeries. The CCI DataSeries is used twice in the trading loop. The second time it is used, a duplicate CCI is used, not the first one.

Is there some internal reason for this? Do I need to adhere to this, or should I ignore it and eliminate the duplicate and use the first DataSeries for both occasions? Why is this?

CODE:
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Thanks for any help in understanding.

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Why does convert or open to Code based from Rules based strategy generate duplicate DataSeries?

In the code below which is the code generated going from Rules based to Code based, the conversion generated a duplicate CCI DataSeries. The CCI DataSeries is used twice in the trading loop. The second time it is used, a duplicate CCI is used, not the first one.

Is there some internal reason for this? Do I need to adhere to this, or should I ignore it and eliminate the duplicate and use the first DataSeries for both occasions? Why is this?

[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
	{
		
		protected override void Execute()
		{
			DataSeries CCISer = CCI.Series( Bars, 20 );
			DataSeries stochd = StochD.Series(Bars, 10, 3);
			DataSeries RSISeries = RSI.Series(Close, 20);
			DataSeries CCISer_1 = CCI.Series( Bars, 20 );

ChartPane pane1 = CreatePane(75,true,true);
			PlotSeries(pane1, CCI.Series(Bars, 20), Color.Teal, LineStyle.Solid, 2);
			DrawHorzLine(pane1, 100, Color.Black, LineStyle.Dotted, 2);
			DrawHorzLine(pane1, -100, Color.Black, LineStyle.Dotted, 2);
			ChartPane paneStoch = CreatePane(75,true,true);
			PlotSeries(paneStoch, stochd, Color.Black, LineStyle.Dotted, 2);
			DrawHorzLine(paneStoch, 20, Color.Green, LineStyle.Solid, 1);
			ChartPane paneRSI = CreatePane(75,true,true);
			PlotSeries(paneRSI, RSISeries, Color.Navy, LineStyle.Solid, 2);
			DrawHorzLine(paneRSI, 30, Color.Red, LineStyle.Solid, 1);

for(int bar = GetTradingLoopStartBar(21); bar < Bars.Count; bar++)
			{
				if (IsLastPositionActive)
				{
					Position p = LastPosition;

}
				else
				{
					bool cond1 = false;
					int cntMultiCondition1 = 0;
					int saveBar1 = bar;
					for(int i = 6; i > 0; --i)
					{
						if (CrossOver( bar, CCISer, -100 ))
						{
							cntMultiCondition1++;
							break;
						}
						bar--;
					}
					bar = saveBar1;
					for(int i = 6; i > 0; --i)
					{
						if (stochd[bar] < 20)
						{
							cntMultiCondition1++;
							break;
						}
						bar--;
					}
					bar = saveBar1;
					for(int i = 6; i > 0; --i)
					{
						if (RSISeries[bar] < 30)
						{
							cntMultiCondition1++;
							break;
						}
						bar--;
					}
					bar = saveBar1;
					if (cntMultiCondition1 >= 2)
					{
						cond1 = true;
					}
					bool cond2 = false;
					if ( CCISer_1[bar] > 100 )
					{
						cond2 = true;
					}
					if (cond1 || cond2)
					{
						BuyAtMarket(bar + 1, "");
					}

}
			}
		}
	}
}[/code]

Thanks for any help in understanding.

Eugene

#2

10/19/2015 1:42 AM

Answer: this is by design. You should ignore this.

Wealth Lab » WealthScript (.NET) » Why does convert or open to Code based from Rules based strategy generate duplicate DataSeries?

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