Help with coding strategy from "Trade Like a Hedge Fund" book
Author: kaspar1
Creation Date: 2/15/2013 10:57 AM
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kaspar1

#1
Hi,

I'm attempting to implement the Unilateral Pairs Trading Strategy from James Altuchers Trade Like a Hedge Fund. So far with no success. Has anyone tried to implement this strategy?

The code from the book is listed below. Am i missing something? Would anyone care to offer their programming services (for a fee if required)?

Thanks in advance


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Eugene

#2
The code is in WL4 format, so it's not going to work in WL6: someone has to translate it to C# first. You could try the free WealthScript Translator tool (see FAQ: Will Wealth-Lab Developer 6.x recognize my chartscripts?) but I'm afraid that it will stumble on Watchlist* methods: they probably are not supported by WSTL. So, with high certainty it's a manual translation i.e. coding from scratch.

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ss161

#3
It's been a while since I've been on this site. I like the enhancements! I currently don't have Wealth-Lab but am debating getting it again. I've not read the book, but this is my take on Pairs Trading (from 2009). I'm posting as I'm thinking about what I want to do next (on a full time basis) and want to see if this generates any interest -- the code won't run as several required libraries are missing, but it may spur some ideas on how to proceed.


Regards,

Steve

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Eugene

#4
Hi Steve,

Welcome back! Nice to see you here.