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2*3

Author: urielt

Creation Date: 5/6/2010 1:00 PM

Wealth Lab » Trading Strategies » 2*3

urielt

5/6/2010 1:00 PM

Hello,

i am trying to add 2 more parameter to "Buy" condition in the script to find Uptrend:

1.volume at least 15%-30% higher than the one month average intra-day volume
2.And that have closed at least 3% higher each day for today and the previous two trading sessions

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Hello,

i am trying to add 2 more parameter to "Buy" condition in the script to find Uptrend:

1.volume at least 15%-30% higher than the one month average intra-day volume
2.And that have closed  at least 3% higher each day for today and the previous two trading sessions

[CODE]using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;

namespace WealthLab.Strategies
{
	public class MyStrategy : WealthScript
	{
		StrategyParameter down;
		StrategyParameter up;
		
		public MyStrategy()
		{
			up = CreateParameter("Up Days", 3, 2, 10, 1);
			down = CreateParameter("Down Days", 2, 2, 10, 1);			
		}
		
		protected override void Execute()
		{
			int downDays = down.ValueInt;
			int upDays = up.ValueInt;
			
			for(int bar = 20; bar < Bars.Count; bar++)
			{
				if (IsLastPositionActive)
				{
					if (CumDown.Value(bar, Close, 1) >= downDays)
						SellAtMarket(bar + 1,LastPosition);
				}
				else
				{
					if (CumUp.Value(bar, Close, 1) >= upDays)
						BuyAtMarket(bar + 1);
				}
			}
		}
	}
}[/CODE]

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