WL4 baum's 'My Version of CMOModified With StochRS
Author: dizzydeane
Creation Date: 9/1/2008 3:32 AM
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dizzydeane

#1
As an example, could someone convert the following WL4 code to WL5? It was written by a German named baum on July 28, 2004. Thanx.

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Eugene

#2
Here it goes. Note the following differences:

1. The order of stops - moved the trailing stop to the bottom of the list because market orders should have preference over stops (for more information and an example, see WealthScript Programming Guide, Programming Trading Strategies > Peeking).

It can and will affect backtesting results.

2. ActivePositions: a great time saver. Wealth-Lab will loop through only active positions because native support for such collection exists in WL .NET.

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dizzydeane

#3
Wow, thanx, Eugene. Amazing. You took only 9 minutes from WL4 to WL5 including receipt, rewrite & posting. It's amazing how close the 2 codes are. Thanx again.