Hello-World

Hi,

Below is my version of Hello World for WL7. It touches on a few basic things that will hopefully help people out. The most complicated thing on it is the coloring of the background for position profitability that is in a procedure separate from the Execute procedure. It also includes a debugging example. The strategy is not meant to be profitable.

MPO

CODE:
using WealthLab.Backtest;
using System;
using WealthLab.Core;
using WealthLab.Indicators;
using System.Drawing;
using System.Collections.Generic;

namespace HelloWorld 
{
    public class HelloWorldStrategy : UserStrategyBase
    {
      
      //the base procedure must have the same name as the class
      //add parameters here
      public HelloWorldStrategy() : base()
      {
         AddParameter("Days", ParameterTypes.Int32, 2, 2, 5, 1);
         AddParameter("SMA Days", ParameterTypes.Int32, 90, 30, 180, 30);
      }
      
      
      //create indicators and other objects here, this is executed prior to the main trading loop
       //also do plotting here
      public override void Initialize(BarHistory bars)
        {
         //assign parameters to variables
         days = (int)Parameters[0].Value;
         sma_days = (int)Parameters[1].Value;
         
         //create new series
         sma_values = SMA.Series(bars.Close, 14);

         //ignore data before the StartIndex
         StartIndex = sma_days + 1;

         //do all the plotting here
         //label the line
         DrawHeaderText("SMA " + sma_days + " day", Color.Red, 12);
         PlotTimeSeries(sma_values, sma_values.Description, "Price", Color.Red, PlotStyles.Line);
      }

      
      public void WinLossBackground(BarHistory bars, int idx)
      {
         int profit_level = 0;
         System.Drawing.Color color;
         double profit = 0.0, code_s = 0.0;

         // Series of color codes
         // use code_s to find the worst trade for overlapping positions
         
         // First determine the worst profit level at each bar based on the positions
         List<Position> positions = GetPositions();
         foreach (Position p in positions)
         {
            //add line to the Debug Log window
            WriteToDebugLog("Bar: " + idx + " Pos Open: " + p.IsOpen + " ExitBar: " + p.ExitBar);

            // foreach (Position p in OpenPositions) won't work because it skips the ExitBar
            if ( !(p.IsOpen || idx == p.ExitBar) )
               continue;
            
            //can't use p.Profit because the profit isn't calculated yet so it just gives open cost
            profit = p.ProfitPctAsOf(idx);

            // Profit/Loss in percent
            if ((profit >= 0))
            {
               profit_level = (int)-1;
            }
            else
               // loss
               profit_level = (int)-2;

            double old_code = 0.0;

            // keep most pessimistic in overlapping trades
            old_code = (double)code_s;
            if ((profit_level < old_code))
            {
               code_s = profit_level;
            }
         } // foreach position

         // Now set the background color for the bar
         int color_code = 0;

         color_code = (int)Math.Floor(code_s);
         switch (color_code)
         {
            case -1:
               color = Color.LightGreen;
               break;
            case -2:
               color = Color.MistyRose;
               break;
            default:
               color = Color.White;
               break;
         } // switch   color_code

         SetBackgroundColor(bars, idx, color);
      } // WinLossBackground

      
      //execute the strategy rules here, this is executed once for each bar in the backtest history
      public override void Execute(BarHistory bars, int idx)
        {

         //cycle through all the open positions and put in the sell signals
         foreach (Position p in OpenPositions)
            {
       
               //End trade after a fixed number of days
            if (idx + 1 - p.EntryBar > days)
               ClosePosition(p, OrderType.Market, 0, "Exit Day");
         }

         //put the buy orders here
         if ((OpenPositions.Count == 0) && (bars.Close[idx] < sma_values[idx]))
            PlaceTrade(bars, TransactionType.Buy, OrderType.Market, 0, "Initial");

         //change background colors here
         WinLossBackground(bars, idx);
           
      }

      //declare private variables below
      int days, sma_days;
      TimeSeries sma_values;
   }
}