- ago
Can the Trend Line Block be applied to an indicator? It would be a nice feature.

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Cone8
 ( 28.25% )
- ago
#1
Certainly possible, but need a feature request for that.
0
Cone8
 ( 28.25% )
- ago
#2
It'll take some re-arranging, but I think I can knock this out pretty quickly. Look for it in Build 31.
0
- ago
#3
Cone Thank you. There is one Strategy in the community called Trendline Break CCI but only works for CCI.
0
Cone8
 ( 28.25% )
- ago
#4
Okay, but I've been given some higher priorities, so let's call it off for Build 31 for now.
0
- ago
#5
Ok. No problem in the meantime I'm going to look at the Trendline Break CCI C# code and figure out maybe I can doctor it for other indicators like RSI etc.
0
- ago
#6
I can't find the Trendline Break CCI strategy. I looked in the WL.com Published Strategies and Sample Strategies. I also filtered by name (e.g. Trend) and can't find it. Is it on Github? Thanks.
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Cone8
 ( 28.25% )
- ago
#7
This was just a demo that I created after modifying the code a bit from the blocks.

CODE:
using WealthLab.Backtest; using System; using WealthLab.Core; using WealthLab.Indicators; using System.Drawing; using System.Collections.Generic; namespace WealthScript1 { public class MyStrategy : UserStrategyBase {     public MyStrategy() : base() { } public override void Initialize(BarHistory bars) {          //WAS:          //pt = new PeakTroughCalculator(bars, 40.00, PeakTroughReversalType.Percent);          //create the indicator, and add it to the pt calculator and plot it          _cci = CCI.Series(bars, 20);          pt = new PeakTroughCalculator(_cci, 40.00, PeakTroughReversalType.Percent);          PlotIndicatorLine(_cci);                              ChartDisplaySettings cds = new ChartDisplaySettings();          cds.LogScale = false;          SetChartDrawingOptions(cds);          StartIndex = 20; } public override void Execute(BarHistory bars, int idx) {          int index = idx;          Position foundPosition0 = FindOpenPosition(0);          bool condition0;          if (foundPosition0 == null)          {             condition0 = false;             {                tlFlag = false;                TrendLine tl = pt.GetUpperTrendLine(index, 3, false);      // 3 is the number of consecutive peaks required                if (tl != null && tl.IsFalling)                {                   double val = tl.ExtendTo(index, false);                   if (tl.Deviation <= 2.00)                   {                      if (_cci[index] > val)                         tlFlag = _cci[index - 1] < tl.ExtendTo(index - 1, false);                      if (tlFlag || index == bars.Count - 1)                      {                         int toIdx = index + Math.Min(bars.Count - 1 - index, 5);                         DrawLine(tl.Index1, tl.Value1, toIdx, tl.ExtendTo(toIdx, false), WLColor.Green, 2, LineStyle.Solid, "CCI", false, false);                      }                   }                }                if (tlFlag)                {                   condition0 = true;                }             }             if (condition0)             {                _transaction = PlaceTrade(bars, TransactionType.Buy, OrderType.Market, 0, 0, "Buy At Market (1)");             }          }          else          {             ClosePosition(foundPosition0, OrderType.Market, 0, "Sell At Market (1)");          } }       private PeakTroughCalculator pt;       private bool tlFlag;       private Transaction _transaction;              //Add the indicator reference       CCI _cci; } }
1
- ago
#8
It is under the Community folder.



0
- ago
#9
Trendline Break RSI code below with sample image. I added a filter to only enter when current close is larger than close 2 bars ago. Works pretty good. Alls I have to do is replace CCI for RSI in all the instances in Cone's code.

CODE:
using WealthLab.Backtest; using System; using WealthLab.Core; using WealthLab.Indicators; using System.Drawing; using System.Collections.Generic; namespace WealthScript1 {    public class MyStrategy : UserStrategyBase    {       public MyStrategy() : base()       {       }       public override void Initialize(BarHistory bars)       {          //WAS:          //pt = new PeakTroughCalculator(bars, 40.00, PeakTroughReversalType.Percent);          //create the indicator, and add it to the pt calculator and plot it          _rsi = new RSI(bars.Close,20);          pt = new PeakTroughCalculator(_rsi, 40.00, PeakTroughReversalType.Percent);          PlotIndicatorLine(_rsi);          ChartDisplaySettings cds = new ChartDisplaySettings();          cds.LogScale = false;          SetChartDrawingOptions(cds);          StartIndex = 0;       }       public override void Execute(BarHistory bars, int idx)       {          int index = idx;          Position foundPosition0 = FindOpenPosition(0);          bool condition0;          if (foundPosition0 == null)          {             condition0 = false;             {                tlFlag = false;                TrendLine tl = pt.GetUpperTrendLine(index, 3, false); // 3 is the number of consecutive peaks required                if (tl != null && tl.IsFalling)                {                   double val = tl.ExtendTo(index, false);                   if (tl.Deviation <= 2.00)                   {                      //                     if (bars.Close[index] > val)                      //                        tlFlag = bars.Close[index - 1] < tl.ExtendTo(index - 1, false);                      //                     if (tlFlag || index == bars.Count - 1)                      //                     {                      //                        int toIdx = index + Math.Min(bars.Count - 1 - index, 5);                      //                        DrawLine(tl.Index1, tl.Value1, toIdx, tl.ExtendTo(toIdx, false), WLColor.Green, 2, LineStyle.Solid, "Price", false, false);                      //                     }                      if (_rsi[index] > val)                         tlFlag = _rsi[index - 1] < tl.ExtendTo(index - 1, false);                      if (tlFlag || index == bars.Count - 1)                      {                         int toIdx = index + Math.Min(bars.Count - 1 - index, 5);                         DrawLine(tl.Index1, tl.Value1, toIdx, tl.ExtendTo(toIdx, false), WLColor.Green, 2, LineStyle.Solid, "RSI", false, false);                      }                   }                }                if (tlFlag && _rsi[index] > _rsi[index - 2])                {                   condition0 = true;                }             }             if (condition0)             {                _transaction = PlaceTrade(bars, TransactionType.Buy, OrderType.Market, 0, 0, "Buy At Market (1)");             }          }          else          {             condition0 = false;             {                condition0 = true;             }             if (condition0)                //{                //ClosePosition(foundPosition0, OrderType.Market, 0, "Sell At Market (5)");                //}                Backtester.CancelationCode = 123;             if (idx - foundPosition0.EntryBar + 1 >= 20)             {                ClosePosition(foundPosition0, OrderType.Market, 0, "Sell after 20 bars");             }          }       }       private PeakTroughCalculator pt;       private bool tlFlag;       private Transaction _transaction;       //Add the indicator reference       RSI _rsi;    } }


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Glitch8
 ( 12.08% )
- ago
#10
Impressive!
0
- ago
#11
Thanks, I find the WL8 script very logical and easy to understand.
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