C# Strategy Designer
OneNight w Moving Percentile and Ranking
Published by DrKoch on 3/8/2023
Keep it simple: Buy low, Sell next morning. "Low" is determined by a moving percentile of True Range. Uses CMF for setup and ranking. Properties of this strategy: - Low NSF ratio - Low number of limit orders The following Extensions were used during development of this trading startegy: - finantic.Indicators: MovingPercentile, Ranking, fill estimation - finantic.Optimizers: SMAC Optimizer and Grid Optimizer - finantic.ScoreCards: The IS/OS ScoreCard and Favourites Scorecard - finantic.IndicatorSelection: Find best indicator to use for setup and ranking
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Moving Average Crossover
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.