- ago
To visualize trades on the chart, something like "PositionHelper.DrawTradeLines(this,false);"
would be desirable, as it was in WL6 Community Components
2
928
Solved
2 Replies

Reply

Bookmark

Sort
- ago
#1
Here you go. Paste the DrawTradeLines routine to your Strategy code or a compiled DLL (which targets .NET Core) and call from BacktestComplete(). Team will discuss if this feature is worth including in our open source WealthLab.Community library.

CODE:
using WealthLab.Backtest; using System; using WealthLab.Core; using WealthLab.Indicators; using WealthLab.ChartWPF; using System.Drawing; using System.Collections.Generic; namespace WealthScript4 { 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) {          hh = new Highest(bars.High, 33);          ll = new Lowest(bars.Low, 33);          PlotIndicator(hh, Color.Green);          PlotIndicator(ll, Color.Red); } //a basic stop and reverse system public override void Execute(BarHistory bars, int idx) {          PlaceTrade(bars, TransactionType.Cover, OrderType.Stop, hh[idx]);     PlaceTrade(bars, TransactionType.Sell, OrderType.Stop, ll[idx]);     if (!HasOpenPosition(bars, PositionType.Long))             PlaceTrade(bars, TransactionType.Buy, OrderType.Stop, hh[idx]);     if (!HasOpenPosition(bars, PositionType.Short))             PlaceTrade(bars, TransactionType.Short, OrderType.Stop, ll[idx]); }       //run after Execute has finished       public override void BacktestComplete()       {          DrawTradeLines(GetPositions(), false);       }              public void DrawTradeLines(List<Position> lst, bool showSignal = false)       {          for (int iPos = 0; iPos < lst.Count; iPos++)          {             Position position = lst[iPos];             int positionExitBar;             double positionExitPrice;             if (position.IsOpen)             {                positionExitBar = position.Bars.Count - 1;                positionExitPrice = position.Bars.Close[positionExitBar];             }             else             {                positionExitBar = position.ExitBar;                positionExitPrice = position.ExitPrice;             }             Color col;             if (position.PositionType == PositionType.Long)                col = (positionExitPrice - position.EntryPrice) > 0 ? Color.Green : Color.Red;             else                col = (positionExitPrice - position.EntryPrice) > 0 ? Color.Red : Color.Green;             DrawLine(position.EntryBar, position.EntryPrice, positionExitBar, positionExitPrice, col);             if (showSignal)             {                DrawBarAnnotation(position.EntrySignalName, position.EntryBar, position.PositionType == PositionType.Long, Color.Black, 12);                DrawBarAnnotation(position.ExitSignalName, position.ExitBar, position.PositionType == PositionType.Short, Color.Black, 12);             }          }       }              //declare private variables below       IndicatorBase hh;       IndicatorBase ll; } }
0
Best Answer
- ago
#2
Thank you so much!
0

Reply

Bookmark

Sort