C#
Strategy Designer
OneNight w Moving Percentile and Weight
Published by DrKoch on 11/29/2022
Keep it simple:
Buy low.
Sell next morning.
"Low" is determined by a moving percentile of True range.
Aweight is assigned to each position.
The following Extensions were used during development of this trading startegy:
finantic.Indicators: MovingPercentile
finantic.Optimizers: SMAC Optimizer and Grid Optimizer
finantic.ScoreCards: The IS/OS ScoreCard and Favourites Scorecard
finantic.IndicatorSelection: Find best indicator to use as a weight
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Start with a Template:
Moving Average Crossover
Oscillator Oversold
Channel Breakout
3x2 System
C# Strategy Tips
• Strategies are coded in the C# language and utilize the Microsoft .NET framework.
• Your Strategy is a .NET class derived from the UserStrategyBase base class.
• Override Initialize to perform one-time tasks like creating indicators.
• Override Execute, which is called once for every bar of data being processed, to implement your trading rules.
• Check the Online WealthLab Framework Reference for documentation on classes and methods.