Install AutoStop by using Community.Components

Author: pubx101

Creation Date: 12/22/2015 2:18 PM

Wealth Lab » WealthScript (.NET) » Install AutoStop by using Community.Components

pubx101

12/22/2015 2:18 PM

EDITED 04/17/2017 by Eugene: Code updated to reflect a bug fix in C.Components' version of AutoStops. Update C.Components to v2017.05 or higher.

Try to add stop loss to NeoMaster strategy, and still get the same results, it looks like the stoploss function didn't work.

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[color=#ff00ea][b]EDITED 04/17/2017 by Eugene:[/b] Code updated to reflect a bug fix in C.Components' version of AutoStops. Update C.Components to v2017.05 or higher.[/color]

Try to add stop loss to NeoMaster strategy, and still get the same results, it looks like the stoploss function didn't work.

[code]using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;
using Community.Components; //

namespace WealthLab.Strategies
{
	public class NeoMaster : WealthScript
	{
		private StrategyParameter paramPeriod;
		private StrategyParameter paramConsec;
		private StrategyParameter paramAgo;
		private StrategyParameter paramOversold;
		
		public NeoMaster()
		{
			paramPeriod = CreateParameter("CMO Period", 14, 6, 30, 4);
			paramConsec = CreateParameter("Consec Down", 9, 3, 21, 3);
			paramAgo = CreateParameter("Bars Ago", 4, 1, 8, 1);
			paramOversold = CreateParameter("Oversold", 50, 30, 100, 10);
		}
		
		protected override void Execute()
		{
			AutoStopMode AsPercent = AutoStopMode.AsPercent;
				
			PositionEx.SetAutoStopMode(AsPercent); // choose AutoStopMode 
			PositionEx.InstallStopLoss(10);
			PositionEx.InstallTrailingStop(6, (100 - 70));
			
			bool bought = false;
			
			//Get values from parameters
			int period = paramPeriod.ValueInt;
			int consec = paramConsec.ValueInt;
			int ago = paramAgo.ValueInt;
			double oversold = paramOversold.Value;
			
			//Create and plot Chande Momentum Oscillator
			DataSeries cmo = CMO.Series(Bars.Close, period);
			ChartPane cmoPane = CreatePane(75, true, true);
			PlotSeries(cmoPane, cmo, Color.Blue, LineStyle.Solid, 1);
			
			//trading system rules
			for(int bar = Math.Max(period, consec + ago); bar < Bars.Count; bar++)
			{
				if (CumDown.Value(bar, Bars.Close, ago) == 0)
					bought = false;
				if (CumDown.Value(bar, Bars.Close, ago) >= consec)
					if (!bought)
					{
						bought = true;
						BuyAtMarket(bar + 1);
					}
				if (CumUp.Value(bar, Bars.Close, ago) >= 9 || cmo[bar] >= oversold)
					SellAtMarket(bar + 1, Position.AllPositions);
					
			}

PositionEx.OnProcessingComplete();
		}
	}
}[/code]