Code-for-Build-15-What-s-New-Video

CODE:

using WealthLab.Backtest;
using System;
using WealthLab.Core;
using WealthLab.Indicators;
using System.Collections.Generic;

namespace WealthScript1 
{
    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)
        {
         rates = Fred.Series(bars, "FEDFUNDS", false, "FFR");
         PlotIndicator(rates);
         StartIndex = 1;
        }

        //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 - 1)
            return;
         double rtn = ROC.Value(idx + 1, bars.Close, 1);
         if (rates[idx] > rates[idx - 1])
         {
            isRising = true;
         }
         else if (rates[idx] < rates[idx - 1])
         {
            isRising = false;
         }
         if (isRising)
         {
            countUp++;
            sumUp += rtn;
            SetBackgroundColor(bars, idx, colorRise);
         }
         else
         {
            countDown++;
            sumDown += rtn;
            SetBackgroundColor(bars, idx, colorFall);
         }
        }

        public override void Cleanup(BarHistory bars)
        {
         string s = countUp + " bars with Rising Rates";
         DrawHeaderText(s, WLColor.Aqua, 20);
         double avg = sumUp / (double)countUp;
         DrawHeaderText("Avg Return: " + avg.ToString("N2"), WLColor.Aqua, 20);
         s = countDown + " bars with Falling Rates";
         DrawHeaderText(s, WLColor.Aqua, 20);
         avg = sumDown / (double)countDown;
         DrawHeaderText("Avg Return: " + avg.ToString("N2"), WLColor.Aqua, 20);
        }

      //declare private variables below
      bool isRising = true;
        private IndicatorBase rates;
      private int countUp = 0;
      private int countDown = 0;
      private double sumUp = 0.0;
      private double sumDown = 0.0;
      private WLColor colorRise = new WLColor(32, 255, 0, 0);
      private WLColor colorFall = new WLColor(32, 0, 128, 0);
    }
}