The property returns null in both StrategyExecutionModes.StreamingChart and StrategyExecutionModes.StrategyMonitor;
It is not clear in the monthly email whether it is just limited to StrategyExecutionModes.Strategy.
It is not clear in the monthly email whether it is just limited to StrategyExecutionModes.Strategy.
Rename
ExecutionDataSetName is null in the context of single symbol backtest such as streaming chart.
I agree with your statement above, but it is not the issue. I do run the strategy on a dataset not a single symbol.
steps:
- Create any simple strategy.
- Drop it in Strategy Monitor.
- Configure it to operate on a dataset named "MyDataSet".
- Then examine ExecutionDataSetName. You will find it null.
- In The example below you will notice that no signal is generated, but if you remove && ExecutionDataSetName == "MyDataSet", a signal will be generated.
steps:
- Create any simple strategy.
- Drop it in Strategy Monitor.
- Configure it to operate on a dataset named "MyDataSet".
- Then examine ExecutionDataSetName. You will find it null.
- In The example below you will notice that no signal is generated, but if you remove && ExecutionDataSetName == "MyDataSet", a signal will be generated.
CODE:
using WealthLab.Backtest; using System; using WealthLab.Core; using WealthLab.Indicators; using System.Drawing; 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) { DrawHeaderText("DataSet -->" + ExecutionDataSetName); } //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 (!HasOpenPosition(bars, PositionType.Long)) { if(idx == (bars.Count - 1) && ExecutionDataSetName == "MyDataSet") { PlaceTrade(bars, TransactionType.Buy, OrderType.Market, 0, ""); } } else { //code your sell conditions here } } //declare private variables below } }
Sorry, we neglected to set that in the SM, will work on getting that assigned for the next build.
Your Response
Post
Edit Post
Login is required