PreExecute-end-of-execution

Hi,

[Suppose] 2018/5/29 ~ 2021/5/25

the code:

CODE:

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

namespace WealthScript9 
{
    public class MyStrategy : UserStrategyBase
    {
      //the list of symbols that we should buy each bar
      private static List<BarHistory> buys = new List<BarHistory>();

      //create the weight indicator and stash it into the BarHistory object for reference in PreExecute
      public override void Initialize(BarHistory bars)
      {
         rsi = new RSI(bars.Close, 14);
         bars.Cache["RSI"] = rsi;
      }

      //this is called prior to the Execute loop, determine which symbols have the lowest RSI
      public override void PreExecute(DateTime dt, List<BarHistory> participants)
      {
         //store the symbols' RSI value in their BarHistory instances
         foreach (BarHistory bh in participants)
         {
            RSI rsi = (RSI)bh.Cache["RSI"];
            int idx = GetCurrentIndex(bh);  //this returns the index of the BarHistory for the bar currently being processed
            double rsiVal = rsi[idx];
            bh.UserData = rsiVal; //save the current RSI value along with the BarHistory instance
         }
         
         //sort the participants by RSI value (lowest to highest)
         participants.Sort((a, b) => a.UserDataAsDouble.CompareTo(b.UserDataAsDouble));

         //keep the top 3 symbols
         buys.Clear();
         for (int n = 0; n < 2; n++)
         {
            if (n >= participants.Count)
               break;
            buys.Add(participants[n]);
         }
         WriteToDebugLog("----------------PreExecute----------------");
         WriteToDebugLog(dt.ToShortDateString());
         WriteToDebugLog(buys[0].ToString());
         WriteToDebugLog(buys[1].ToString());
      }

      //execute the strategy rules here, this is executed once for each bar in the backtest history
      public override void Execute(BarHistory bars, int idx)
      {
         WriteToDebugLog("----------------Execute----------------");
         WriteToDebugLog(bars.GetDate(idx));
         bool inBuyList = buys.Contains(bars);
         if (!HasOpenPosition(bars, PositionType.Long))
         {
            //buy logic - buy if it's in the buys list
            if (inBuyList)
               PlaceTrade(bars, TransactionType.Buy, OrderType.Market);
         }
         else
         {
            //sell logic, sell if it's not in the buys list
            if (!inBuyList)
               PlaceTrade(bars, TransactionType.Sell, OrderType.Market);
         }
      }

      //declare private variables below
      private RSI rsi;
    }
}

When PreExecute is over, Execute always loops Why?

Look Deebug Log



Thx.