Enter-30min-before-Close-not-at-Close

Hi Eugene,

Thanks for the response and the F1 help tip! I didn't know about that shortcut.

I think I may be implementing this MarketClose incorrectly. Let's say I see my exit signal 30min before close on Tuesday, based on the mostly-formed Tuesday daily candle. I want to submit a market order to close right then, 30min before close on Tuesday.

What I had originally with building blocks was it was submitting a market order Wednesday at open. Now, with the MarketClose orders implemented (see below), it appears to submit the market order Wednesday, 30min before close.

What am I doing wrong in my code?

CODE:

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


namespace WealthScript2 
{
    public class MyStrategy : UserStrategyBase
    {
       public MyStrategy() : base()
        {

        }

        public override void Initialize(BarHistory bars)
        {
         indicator = new SMA(bars.Volume,14);
         PlotIndicator(indicator,Color.FromArgb(255,0,0,0));
         indicator2 = bars.Close;
         indicator1 = new EMA(bars.Close,8);
         PlotIndicator(indicator1,Color.FromArgb(255,0,0,255));
         indicator22 = new EMA(bars.Close,21);
         PlotIndicator(indicator22,Color.FromArgb(255,255,0,0));
         ha = HeikinAshi.Convert(bars);
         indicator12 = bars.Close;
         indicator23 = new EMA(bars.Close,8);
         ha2 = HeikinAshi.Convert(bars);

         StartIndex = 21;
        }

        public override void Execute(BarHistory bars, int idx)
        {
         int index = idx;
         Position foundPosition0 = FindOpenPosition(0);
         bool condition0;
         if (foundPosition0 == null)
         {
            condition0 = false;
            {
               if (indicator[index] > 500000.00)
               {
                  if (indicator2[index] > 20.00)
                  {
                     if (index - 0 >= 0 && indicator1[index] > indicator22[index - 0])
                     {
                        if (ha.Close[index] > ha.Open[index])
                        {
                           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] < indicator23[index - 0])
               {
                  condition0 = true;
               }
            }
            if (condition0)
            {
               ClosePosition(foundPosition0, OrderType.MarketClose, 0, "Sell At Market (1)");
            }
            condition0 = false;
            {
               if (ha2.Close[index] <= ha.Open[index])
               {
                  condition0 = true;
               }
            }
            if (condition0)
            {
               ClosePosition(foundPosition0, OrderType.MarketClose, 0, "Sell At Market (1)");
            }
         }

        }

      private IndicatorBase indicator;
      private TimeSeries indicator2;
      private IndicatorBase indicator1;
      private IndicatorBase indicator22;
      private BarHistory ha;
      private TimeSeries indicator12;
      private IndicatorBase indicator23;
      private BarHistory ha2;

      private Transaction _transaction;
    }
}

You could run this using 30 minute data, then code your strategy to submit when the time is 3:30. You could also use the synchronizers to compress the 30 minute data to daily for analysis as needed.