Open after and close before example code

Author: Algotrader

Creation Date: 3/16/2009 8:10 PM

Wealth Lab » Trading Strategies » Open after and close before example code

Algotrader

3/16/2009 8:10 PM

Can someone please show me an example of code that I can modify that will:

Not trade until after some time like 945AM

Close open positions by some time like 355PM

And have 2 or more conditions that are anded together like 3 up bars and price > MA 21 Bars.

Please use the "&" within a set of brackets style as I cannot fathom the indented brackets.

If you want to be really kind have multiple entries ORed along with multiple and conditions.

You guys are fond of saying how easy it is to code but I am old and untrainable.

I want a generic template to modify.

Thanks, algotrader

Eugene

3/17/2009 2:18 AM

CODE:
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[CODE]using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;

namespace WealthLab.Strategies
{
	public class AlgoTrader : WealthScript
	{
		private StrategyParameter todayCloseTime;
		
		public AlgoTrader()
		{
			todayCloseTime = CreateParameter("Close Today", 1600, 1300, 1600, 300);				
		}

protected override void Execute()
		{
			/*
			Not trade until after some time like 945AM
			Close open positions by some time like 355PM
			And have 2 or more conditions that are anded together like 3 up bars and price > MA 21 Bars.
			
			...have multiple entries...
			*/
			
			SMA sma = SMA.Series( Close,21 );
			PlotSeries( PricePane, sma, Color.Blue, LineStyle.Solid, 2 );
			
			if( ( Bars.Scale == BarScale.Minute ) && ( Bars.BarInterval <= 5 ) )
			{
				for(int bar = sma.FirstValidValue; bar < Bars.Count; bar++)
				{
					// Entry conditions
					bool timeWindow = ( GetTime( bar ) > 0945 ) && ( GetTime( bar ) < 1555 );
					bool upBars = ( CumUp.Series( Close,1 )[bar] >=3 );
					bool overMA = ( Close[bar] > sma[bar] );
					
					// Exit conditions
					bool timeExpired = ( GetTime( bar ) >= 1555 );
					
					// Check for active positions
					if( ActivePositions.Count > 0 )
					{
						// Sell the whole bunch
						if( timeExpired )
						{
							SellAtMarket( bar + 1, Position.AllPositions );
						}
						
						// When you come up with a full-fledged exit strategy, use this loop instead:
						/*for( int p = ActivePositions.Count - 1; p > -1 ; p-- )
							if( timeExpired )
								SellAtMarket( bar+1, ActivePositions[p] );*/
					}
					
					// Enter positions
					if( timeWindow & upBars & overMA )
						BuyAtMarket(bar+1); 
				}
			}
			else
			{
				DrawLabel( PricePane, "Requires 1..5-minute data" );
			}
		}
		
		#region Helper functions
		
		public int GetTime(int bar)
		{
			return Date[bar].Hour * 100 + Date[bar].Minute;
		}
		
		#endregion Helper functions

}
}[/CODE]

Wealth Lab » Trading Strategies » Open after and close before example code