Why my code didn't buy on some date?

Author: colotrader

Creation Date: 12/30/2010 3:40 PM

Wealth Lab » WealthScript (.NET) » Why my code didn't buy on some date?

colotrader

12/30/2010 3:40 PM

The following code does produce the long trade entry points that I would expect from examining the chart produced by the code.
For example:
Symbol BAC; Scale: Daily, Data range: 2 Years.
Slider1 set to 0.4, Slider2 set to 75,000.
The other Strategy Parameters are set to their default values.
Position size set to $500 in raw profit mode.

I would expect to see a long position entry on the open on October 28, 2010. I do not see that on the chart or in the Trades tab.

What am I missing?

CODE:
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Thanks

Size:

Color:

I would expect to see a long position entry on the open on October 28, 2010.  I do not see that on the chart or in the Trades tab.

What am I missing?

[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
	{
		private StrategyParameter slider1;
		private StrategyParameter slider2;
		private StrategyParameter AveVolPeriod;
		private StrategyParameter PriceFilter;
		public MyStrategy()
		{
			slider1 = CreateParameter("Gamma",0.5,0.1,0.9,0.05);
			slider2 = CreateParameter("AveVol",350000,0,1500000,25000);
			AveVolPeriod = CreateParameter("AveVolPeriod",20,0,120,10);
			PriceFilter = CreateParameter("PriceFilter",2.00,0.00,5.00,0.25);
		}

protected override void Execute()
		{
			DataSeries SMAGreaterThan = SMA.Series(Volume,AveVolPeriod.ValueInt);

ChartPane pane1 = CreatePane(75,true,true);
			PlotSeries(pane1,LaguerreRSI.Series(Close,slider1.Value),Color.Red,LineStyle.Solid,2);
			PlotSeries(VolumePane, SMAGreaterThan, Color.Red, LineStyle.Solid, 2 );

for(int bar = GetTradingLoopStartBar(51); bar < Bars.Count; bar++)
			{
					if (CrossOver(bar, LaguerreRSI.Series(Close,slider1.Value), 5))
					{
						if(SMAGreaterThan[bar]>slider2.ValueInt)
						{
							if (Close[bar] > PriceFilter.Value)
							{
								BuyAtLimit(bar + 1, Open[bar], "");
							}
						}
					}
				
				for(int _pos = ActivePositions.Count - 1; _pos >= 0; _pos--)
				{
					Position p = ActivePositions[_pos];
					if (p.Active)
						{

}
				}
			}
		}
	}
}[/CODE]

Thanks

Cone

12/30/2010 4:29 PM

Tip: Click the "CODE" button when posting code.

The script is buying with a limit price of the open of the current bar. On 10/27, the open was 11.32, but the low on 10/28 was 11.41 = no trade.

Note that your price filter does not consider splits. That's a peeking error.