- ago
Hi,
For entry price:
Position pos in OpenPositions
pos.EntryPrice

For a position that sold there is no entry in OpenPositions
How can I find the exit price in a C# strategy?

Thanks!
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- ago
#1
CODE:
   public override void Initialize(BarHistory bars)    {       Position? pos = LastPosition; //include the '?' because pos must be nullable       if (pos != null)          WriteToDebugLog(pos.ExitPrice);              System.Collections.Generic.List<Position> positions = GetPositions();    }
You can use a Linq query to snoop the positions List for certain positions that have particular attributes.
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Glitch8
 ( 11.27% )
- ago
#2
Like superticker said, you can use GetPositions to get the list of all historical positions in the backtest. Or just save the Position instance to a class level variable. Here's a contived example:

CODE:
using WealthLab.Backtest; using System; using WealthLab.Core; using WealthLab.Data; using WealthLab.Indicators; using System.Collections.Generic; namespace WealthScript2 { public class MyStrategy : UserStrategyBase { //create indicators and other objects here, this is executed prior to the main trading loop public override void Initialize(BarHistory bars) { } //execute the strategy rules here, this is executed once for each bar in the backtest history public override void Execute(BarHistory bars, int idx) {          if (idx == bars.Count - 20)             PlaceTrade(bars, TransactionType.Buy, OrderType.Market, 0);          else if (idx == bars.Count - 10)             PlaceTrade(bars, TransactionType.Sell, OrderType.Market, 0);          else if (idx == bars.Count - 1)          {             List<Position> lst = GetPositions();             if (lst.Count > 0)             {                double exit = lst[lst.Count - 1].ExitPrice;                string s = "Last Position had an exit price of " + exit.ToString("N2");                DrawHeaderText(s, WLColor.Cyan, 24);             }          } } //declare private variables below } }
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