Code-should-generate-a-signal-but-no-entries-are-made

Cannot tell without seeing the code and Strategy settings.

Strategy Settings :



Code :

CODE:

using WealthLab.Backtest;
using System;
using WealthLab.Core;
using WealthLab.Indicators;
using System.Collections.Generic;

namespace WealthScript1
{
   public class s : UserStrategyBase
   {
      private static List<BarHistory> Buys = new List<BarHistory>();

      public override void Initialize(BarHistory bars)
      {
         StartIndex = 101;
         _Mom = new Momentum(bars.Close, 100);
         bars.Cache["Momentum"] = _Mom;
      }

      public override void PreExecute(DateTime dt, List<BarHistory> participants)
      {
         foreach (BarHistory bh in participants)
         {
            Momentum _Mom = (Momentum)bh.Cache["Momentum"];
            int idx = GetCurrentIndex(bh);
            double MomVal = _Mom[idx];
            bh.UserData = MomVal;
            if (_Mom[idx].ToString() == "NaN")
               return;
         }
         participants.Sort((a, b) => a.UserDataAsDouble.CompareTo(b.UserDataAsDouble));
         Buys.Clear();
         for (int n = 0; n <= 1; n++)
         {
            if (n >= participants.Count)
               break;
            Buys.Add(participants[n]);
         }
      }

      public override void Execute(BarHistory bars, int idx)
      {
         bool inBuyList = Buys.Contains(bars);
         if (!HasOpenPosition(bars, PositionType.Long))
         {
            if (inBuyList)
               PlaceTrade(bars, TransactionType.Buy, OrderType.Market);

         }
         else
         {
            if (!inBuyList)
               PlaceTrade(bars, TransactionType.Sell, OrderType.Market);
         }
      }
      private Momentum _Mom;
   }
}

How many NSF trades did the strategy produce in Metrics Report? 38 in my test. That's the key. When using 100% Equity, try changing the Basis Price to "Market Open next Bar" and bumping the Margin Factor up a bit.

NSF : 0

QUOTE:
NSF : 0

OK so you choose to not Retain them. With this preference activated, both Basis Price options work just fine.

How do I know where NSF happens on date

You don't have NSFs. Try "Market open next bar".

With "Retain NSF Positions" disabled in the Advanced Strategy Settings, NSF Position Count will always be zero.

In the code below, you are setting the sort key to Double.NaN some of the time. Is that intentional or a big mistake? Why are you sorting on NaN in the first place?

CODE:
         foreach (BarHistory bh in participants)
         {
            Momentum _Mom = (Momentum)bh.Cache["Momentum"];
            int idx = GetCurrentIndex(bh);
            double MomVal = _Mom[idx];
            bh.UserData = MomVal;
            if (_Mom[idx].ToString() == "NaN")
               return;
         }

Something like this -10000 solution might make a more predicable sort key.

CODE:
         foreach (BarHistory bh in participants)
         {
            Momentum _Mom = (Momentum)bh.Cache["Momentum"];
            int idx = GetCurrentIndex(bh);
            bh.UserData = (_Mom[idx]==Double.NaN) ? -10000.0 : _Mom[idx];
         }

The other thought would be to avoid the Double.NaN cases altogether with a FOR loop (instead of a foreach loop) which begins at _Mom.FirstValidIndex. If the Momentum indicator is failing to set the FirstValidIndex correctly (Is that a problem?), then I would force that setting so it is corrected.

Hi, superticker

thx for ur suggested.

I was debugging the "NaN".