Bars-FirstActualBar-in-WL7

CODE:
for (int bar = 10; bar < Bars.Count; bar++)
         {
            foreach (string symbol in DataSetSymbols)
            {

               SetContext(symbol, true);
               if (Bars.FirstActualBar < bar)
               {

               }
               RestoreContext();
            }
         }

CODE:
for (int bar = 10; bar < bars.Count; bar++)
         {
            foreach (BarHistory symbol in BacktestData)
            {

               ------->    if (" the first real bar of the secondary series(Equivalent WL6 FirstActualBar) " < bar)  <-------
                           {
                                 //do something..........
                           }
               
            }
         }

CODE:
using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;
 
namespace WealthLab.Strategies
{   
   public class FSF_RotationJuan : WealthScript, IComparer<MOMHolder>      
   {
   
      StrategyParameter numberOfSymbols;
      StrategyParameter SMA_Period;
      StrategyParameter a1;
      public FSF_RotationJuan()
      {
         numberOfSymbols = CreateParameter("n Symbols", 6, 1, 12, 1);
         SMA_Period = CreateParameter("SMA Period", 10, 3, 18, 1);
         a1 = CreateParameter("ProtectionFactor", 0, 0, 2, 1);
      }      
      
      protected override void Execute()
      {
         ClearDebug();
         ClearExternalSymbols();
         int number = numberOfSymbols.ValueInt;
         int a = a1.ValueInt;
         int Period = SMA_Period.ValueInt;      
         int N =12; //Numero activos sin IEF
   
   
         //Execute rotation strategy
         List<MOMHolder> list = new List<MOMHolder>();
         for(int bar = Period; bar < Bars.Count; bar++)
         {
            //Identify the symbols with the highest MOM
            list.Clear();
            int SMApos=0;
            foreach(string symbol in DataSetSymbols)
            {  //HACE UNA LISTA MOMHolder CON LOS ETF "NO IEF"
               if (symbol !="IEF")
               {
                  SetContext(symbol, true);
                  if (Bars.FirstActualBar < bar)
                  {
                     MOMHolder holder = new MOMHolder();
                     holder.symbol = symbol;
                     holder.mom = Close[bar]/SMA.Series(Bars.Close, Period)[bar]-1;
                     if (holder.mom>0) SMApos++;
                     list.Add(holder);
                     PrintDebug (Date[bar]+"    "+holder.symbol +"    "+holder.mom );
                  }
                  RestoreContext();
               }
            }
            list.Sort(this);
            list.Reverse(); // Reverse sorting order to select highest MOM symbols
            
            double BF =100*(N-SMApos)/(N-a*N/4);
            BF = Math.Min(100,BF); // PORCENTAJE DE COMPRA IEF
            double porcent_stocks = 100-BF;
            
            PrintDebug (Date[bar]+"    SMApos = "+SMApos +"    BF = "+BF);
    
            //keep top number (1 is initial default) only
            int c = list.Count;
            int Top = Math.Min(SMApos,number); // COMO MAXIMO COMPRA 6 ETFS "NO IEF"
            double porcent_stock = porcent_stocks/Top; //PORCENTAJE DE COMPRA DE CADA ETF "NO IEF"

    
            //Close ALL positions 
            for(int pos = ActivePositions.Count - 1; pos >= 0; pos--)
            {
               Position p = ActivePositions[pos];

                  SellAtMarket(bar+1, p); 
            
            }
   
            // QUITA LAS POSICIONES NO TOP DE LA LISTA
            for(int i = c - 1; i >= Top; i--)
               list.RemoveAt(i);
            
            //Buy new positions
            foreach(MOMHolder holder in list)
            {
                  SetContext(holder.symbol, true);
            
               // COMPRA LOS ETF NO IEF SI porcent_stock>0
               if ((porcent_stock>0)&& ( BuyAtMarket(bar + 1) != null))
                  {
                     LastPosition.Tag =porcent_stock ; 
                     PrintDebug (Date[bar]+"    "+holder.symbol +"    porcent_stock = "+porcent_stock );   
                  }   
                  RestoreContext();
               
            }
            // SI EL PORCENTAJE DE BF ES MAYOR DEL 5% ENTRA EN IEF (LA COMPRA MAS PEQUEÑA DE IEF ES 8% -> PARA a=0 y n=11
            if (BF>5)
            {
               SetContext("IEF", true);
               if ( BuyAtMarket(bar + 1) != null)
               {
                  LastPosition.Tag =BF ;       
                  PrintDebug (Date[bar]+" IEF   porcent_stock = "+BF );
               }   
               RestoreContext();
            }
            
         }
         

      }
  
      public int Compare(MOMHolder item1, MOMHolder item2)
      {
         return item1.mom.CompareTo(item2.mom);
      }
   }
   public class MOMHolder
   {
      internal string symbol;
      internal double mom;
   }
}

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

namespace WealthScript1 
{
    public class TacticalAssetRotation : UserStrategyBase
    {
      //declare private variables below
      private TimeSeries avgROC;
      private string seriesKey = "Average ROC";
      
      //the list of symbols that we should buy each bar
      private static List<BarHistory> buys = new List<BarHistory>();

      //create the weight indicator and stash it into the BarHistory object for reference in PreExecute
      public override void Initialize(BarHistory bars)
      {
         avgROC = (ROC.Series(bars.Close, 60) + ROC.Series(bars.Close, 120) + ROC.Series(bars.Close, 200)) / 3;
         bars.Cache[seriesKey] = avgROC;
      }

      //this is called prior to the Execute loop, determine which symbols have the lowest average ROC
      public override void PreExecute(DateTime dt, List<BarHistory> participants)
      {
         //store the symbols' AvgROC value in their BarHistory instances
         foreach (BarHistory bh in participants)
         {
            TimeSeries symbolRoc = (TimeSeries)bh.Cache[seriesKey];
            int idx = GetCurrentIndex(bh);  //this returns the index of the BarHistory for the bar currently being processed
            double rocVal = symbolRoc[idx];
            bh.UserData = rocVal; //save the current AvgROC value along with the BarHistory instance
         }

         //sort the participants by AvgROC value (lowest to highest)
         participants.Sort((a, b) => a.UserDataAsDouble.CompareTo(b.UserDataAsDouble));

         //keep the top 3 symbols
         buys.Clear();
         for (int n = 0; n < 3; n++)
         {
            if (n >= participants.Count)
               break;
            buys.Add(participants[n]);
         }
      }

      //execute the strategy rules here, this is executed once for each bar in the backtest history
      public override void Execute(BarHistory bars, int idx)
        {
         bool inBuyList = buys.Contains(bars);
         if (!HasOpenPosition(bars, PositionType.Long))
         {
            //buy logic - buy if it's in the buys list
            if (inBuyList)
               PlaceTrade(bars, TransactionType.Buy, OrderType.Market);
         }
         else
         {
            //sell logic, sell if it's not in the buys list
            if (!inBuyList)
               PlaceTrade(bars, TransactionType.Sell, OrderType.Market);
         }
        }
    }
}