Choose-stocks-with-Top-50-market-capitalization

CODE:
// Earnings Per Share (annual) - Morningstar
...

QUOTE:
What I would like to do with the Top 50 is to make a portfolio of 10 stocks out of the Top 50.
It should symply choose the Top 10 of the ROC 3 Month at the end of the month and rebalance monthly.

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

namespace WealthScript1
{
   public class RankByMarketCap : UserStrategyBase
   {
      private static List<BarHistory> _buys = new List<BarHistory>();
      private static List<String> _openSymbols = new List<string>();

      private int _topNStocks = 50;
      private int _holds = 10;

      public RankByMarketCap()
      {
         AddParameter("Top-N Stocks", ParameterType.Int32, 50, 5, 95, 5);
         AddParameter("Symbols to Hold", ParameterType.Int32, 10, 2, 25, 1);
      }

      public override void Initialize(BarHistory bars)
      {
         StartIndex = 2;
         _topNStocks = Parameters[0].AsInt;
         _holds = Parameters[1].AsInt;
      }

      public override void PreExecute(DateTime dt, List<BarHistory> participants)
      {
         int candidates = (int)Math.Truncate(participants.Count * _topNStocks / 100d);

         //loop through the Nasdaq 100 DataSet and save the market cap value to bars.UserData for sorting
         foreach (BarHistory bars in participants)
         {
            //build market capitalization time series
            TimeSeries marketCap = null, fEPS = null;

            if (bars.EventDataPoints.Count > 0)
            {
               List<EventDataPoint> fList, fList2;

               // Earnings Per Share (quarterly) - YCharts
               fList = bars.EventDataPoints.Where(i => i.Value > 0 && i.Name == "shares_outstanding" && i.ProviderName == "YCharts").ToList();
               // Earnings Per Share (annual) - Morningstar
               fList2 = bars.EventDataPoints.Where(i => i.Value > 0 && i.Name == "Shares" && i.ProviderName == "Morningstar").ToList();
               if (fList.Count > 0)
                  fEPS = Fundamental.Series(bars, "shares_outstanding", true);
               else
                  if (fList2.Count > 0)
                  fEPS = Fundamental.Series(bars, "Shares", true);

               marketCap = fEPS * bars.Close;
            }

            int idx = GetCurrentIndex(bars);
            if(marketCap != null)
               bars.UserData = marketCap[idx];
         }

         //sorts market cap from higher to lower
         participants.Sort((a, b) => b.UserDataAsDouble.CompareTo(a.UserDataAsDouble));

         //add the stocks with the highest market cap to the list
         _buys.Clear();
         _buys.AddRange(participants.GetRange(0, candidates));
         
         foreach (BarHistory bh in participants)
            bh.UserData = -1e9; 

         // Get the 3-Month ROC and sort again
         foreach (BarHistory bh in _buys)
         {
            int bar = GetCurrentIndex(bh);
            double roc = ROC.Series(bh.Close, 3)[bar];
            bh.UserData = roc; 
         }
         participants.Sort((a, b) => b.UserDataAsDouble.CompareTo(a.UserDataAsDouble));

         _buys.Clear();
         _buys.AddRange(participants.GetRange(0, _holds));

         string buySymbols = string.Join(", ", _buys.Select(x => x.Symbol));
         WriteToDebugLog(dt.ToShortDateString() + "\tBuys: " + buySymbols);

         // Assumes run on monthly data
         // Exits
         _openSymbols.Clear();
         foreach (Position p in OpenPositionsAllSymbols)
         {
            //sell positions that are not in the _buys list
            if (!_buys.Contains(p.Bars))
               PlaceTrade(p.Bars, TransactionType.Sell, OrderType.Market);
            else
               _openSymbols.Add(p.Symbol);
         }

         // Entries
         foreach (BarHistory bars in _buys)
         {
            if (!_openSymbols.Contains(bars.Symbol) && !double.IsNaN((double)bars.UserData))
            {
               //using the Transaction object, perform the sizing based on the number of _holds
               Transaction t = PlaceTrade(bars, TransactionType.Buy, OrderType.Market, 0, bars.UserData.ToString());
               t.Quantity = Math.Floor(CurrentEquity / _holds / bars.Close[GetCurrentIndex(bars)]);
            }
         }
      }

      public override void Execute(BarHistory bars, int idx)
      {
         //no-ops
      }
   }
}

CODE:
using WealthLab.IQFeed; //* IQFeed IQFundamental class here for "shares outstanding" *//
...

   double sharesOutstanding = 0.0;
   try
   {
       sharesOutstanding = IQFundamental.ValueDouble(bars.Symbol, "Common shares outstanding") * 1000.0;
   }
   catch (Exception ex)
   {
       WLHost.Instance.AddLogItem("WLTrading", "Couldn’t fetch \"shares outstanding\" for " + bars.Symbol, WLColor.Yellow, ex);
   }