Symbol-closes-higher-than-last-week

2021-07-10T16:15:16Z - 2021-07-10T16:15:16Z ago

Hi,
I have a simple strategy to backtest symbols in a dataset.
It would generate an alert for all those symbols that closed higher than last week.

I am hoping if anyone can help convert this WL6 code to equivalent WL7 :

CODE:
namespace WealthLab.Strategies
{
   public class MyStrategy0 : WealthScript
   {
      protected override void Execute()
      {      
                        int FirstBar_Friday = Bars.Count - 6;
         int SecondBar_Friday = Bars.Count - 1;
   
         double Week1_close = Bars.Close[FirstBar_Friday];
         double Week2_close = Bars.Close[SecondBar_Friday];
         
         {
            if (IsLastPositionActive)
            {
               Position p = LastPosition;
            }
            else
            {
               if (Week2_close > Week1_close)
               {
                                                BuyAtMarket(SecondBar_Friday + 1, "");
               }
            }
         }
      }
   }
}

Thanks!

702

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Eugene8

2021-07-10T17:19:50Z - 2021-07-10T17:19:50Z ago

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

namespace WealthScript1
{
   public class subing20210710 : UserStrategyBase
   {
      TimeSeries weekly;

      //create indicators and other objects here, this is executed prior to the main trading loop
      public override void Initialize(BarHistory bars)
      {
         //get weekly data
         weekly = TimeSeriesSynchronizer.Synchronize(BarHistoryCompressor.ToWeekly(bars).Close, bars);
         PlotTimeSeries(weekly, "Close(Weekly)", "Price", Color.Blue);
      }

      //execute the strategy rules here, this is executed once for each bar in the backtest history
      public override void Execute(BarHistory bars, int idx)
      {
         if(idx > 0)
            if(weekly[idx] > weekly[idx - 1])
               PlaceTrade(bars, TransactionType.Buy, OrderType.Market);
      }
   }
}

Best Answer

subing8

2021-07-12T13:15:12Z - 2021-07-12T13:15:12Z ago

Thank you, Eugene!

WL version 7 seems to be so different from WL6..
The TimeSeriesSynchronizer is cool tool I was not aware of.

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