- ago
Example:

GE stock on the 2011/6/8 has data

calculate 2011/6/8 LogReturn error message

Strategy Setting :



Code :

CODE:
using WealthLab.Backtest; using System; using WealthLab.Core; using WealthLab.Indicators; using System.Collections.Generic; namespace WealthScript7 {    public class _Ask : UserStrategyBase    {       private LogReturn _LogReturn;       public override void Initialize(BarHistory bars)       {          _LogReturn = new LogReturn(bars.Close, 20);          bars.Cache["Return"] = _LogReturn;          StartIndex = 20;       }       public override void PreExecute(DateTime dt, List<BarHistory> participants)       {          foreach (BarHistory bh in participants)          {             try             {                LogReturn _LogReturn = (LogReturn)bh.Cache["LogReturn"];             }             catch (Exception ex)             {                WriteToDebugLog(" Symbol = " + bh.Symbol + " Date = " + bh.GetDate(GetCurrentIndex(bh)) + " Exception = " + ex);             }          }       }       public override void Execute(BarHistory bars, int idx)       {       }    } }


Debug Log :



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- ago
#1
This has nothing to do with LogReturn. Do you already see what I see i.e. the mismatch between the string values "Return" and "LogReturn" in your script?

CODE:
bars.Cache["Return"] = _LogReturn;


CODE:
LogReturn _LogReturn = (LogReturn)bh.Cache["LogReturn"];
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