Add-a-new-position

2022-06-23T13:53:24Z - 2022-06-23T13:53:24Z ago

Hello guys

I am trying to place an order every time the candle closure is 0.5% higher than my last open position, but I'm strugling with an error.

CODE:
using WealthLab.Backtest;
using System;
using WealthLab.Core;
using WealthLab.Indicators;
using System.Collections.Generic;
using WealthLab.MyIndicators;


namespace WealthScript4 
{
    public class MyStrategy : UserStrategyBase
    {
       public MyStrategy() : base()
        {

        }

        public override void Initialize(BarHistory bars)
        {
         indicator1 = new CustomSMA(bars.Close,7);
         PlotIndicator(indicator1,new WLColor(0,0,0));
         indicator1.MassageColors = true;
         indicator2 = new CustomSMA(bars.Close,14);
         PlotIndicator(indicator2,new WLColor(0,0,255));
         indicator2.MassageColors = true;
         indicator12 = new CustomSMA(bars.Close,7);
         indicator22 = new CustomSMA(bars.Close,14);
         indicator13 = new CustomSMA(bars.Close,7);
         indicator23 = new CustomSMA(bars.Close,14);

         StartIndex = 14;
        }

        public override void Execute(BarHistory bars, int idx)
        {
         int index = idx;
         Position foundPosition0 = FindOpenPosition(0);
         bool condition0;
         if (foundPosition0 == null)
         {
            condition0 = false;
            {
               if (index - 0 >= 0 && indicator1[index] > indicator2[index - 0])
               {
                  if (OpenPositions.Count == 0)
                  {
                     condition0 = true;
                  }
               }
            }
            if (condition0)
            {
               _transaction = PlaceTrade(bars, TransactionType.Buy, OrderType.Market, 0, 0, "Buy At Market (1)");
            }
         }
         else
         {
            condition0 = false;
            {
               if (index - 0 >= 0 && indicator12[index] < indicator22[index - 0])
               {
                  condition0 = true;
               }
            }
            if (condition0)
            {
               Backtester.CancelationCode = 168;
               ClosePosition(foundPosition0, OrderType.Market, 0, "Sell At Market (1)");
            }
         }
         Position open = LastOpenPosition; //mycode
         Double re = open.EntryPrice * 1.005; // mycode
         BarHistory at = Parameters[0].AsBarHistory; // mycode
         TimeSeries check = at.Close; //my code
         bool condition1;
         if (open == null)
         {
            condition1 = false;
            {
               if (OpenPositions.Count > 0)
               {
                  if (check > re) // mycode
                  {
                     if (index - 0 >= 0 && indicator13[index] > indicator23[index - 0])
                     {
                        condition1 = true;
                     }
               }
            }
            }
            if (condition1)
            {
               _transaction = PlaceTrade(bars, TransactionType.Buy, OrderType.Market, 0, 1, "Buy At Market (2)");
            }
         }
         else
         {
         }

        }

        public override void NewWFOInterval(BarHistory bars)
        {
         indicator1 = new CustomSMA(bars.Close,7);
         indicator2 = new CustomSMA(bars.Close,14);
         indicator12 = new CustomSMA(bars.Close,7);
         indicator22 = new CustomSMA(bars.Close,14);
         indicator13 = new CustomSMA(bars.Close,7);
         indicator23 = new CustomSMA(bars.Close,14);

        }

      private IndicatorBase indicator1;
      private IndicatorBase indicator2;
      private IndicatorBase indicator12;
      private IndicatorBase indicator22;
      private IndicatorBase indicator13;
      private IndicatorBase indicator23;

      private Transaction _transaction;
    }
}

482

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7 Replies

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Cone8

( 6.32% )

2022-06-23T14:20:38Z - 2022-06-23T14:20:38Z ago

check is a TimeSeries. To get the value of a TimeSeries (or Indicator) at the current bar, you have to use an indexer like this -

CODE:
if (check[idx] > re) // mycode

idx is the current bar, idx - 1 is the previous bar, idx - 2 is 2 bars ago, etc.

lucasoppitz8

2022-06-23T14:25:30Z - 2022-06-23T14:25:30Z ago

Thank, I think this part of the code is working, as well I finally discovered what idx stands for...

But it seem that I have new errors to deal with:

Cone8

( 6.32% )

2022-06-23T14:52:17Z - 2022-06-23T14:52:17Z ago

These type of questions will go on many more times unless you understand what you're programming. You've added code "outside" the "if/else" block for foundPosition0 .. why, exactly? I cannot tell.

But to answer this specific error, objects, like a Position object that's returned from LastOpenPosition, can have a null value. When they do, you can't use them to access their properties or methods, like you did on line 72. If there's a chance of a null, you have to check for it ...

CODE:
Position open = LastOpenPosition;
if (open == null) return;  // nothing you can do with open if it's null
double re - open.EntryPrice * 1.005;

Best Answer

lucasoppitz8

2022-06-23T16:24:21Z - 2022-06-23T16:24:21Z ago

I can not tell either... that came from the strategy constructor..

Cone8

( 6.32% )

2022-06-23T20:54:29Z - 2022-06-23T20:54:29Z ago

If there's a problem with auto-generated block code, let us know before you modify it ;)

I can see there was an open == null check already, but you added code above that statement - and below it (the other error with check).

lucasoppitz8

2022-06-24T00:22:14Z - 2022-06-24T00:22:14Z ago

I managed to make it work!!!

Thak you very much for the help ;)

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