Run the following code in 5-minute interval: once with VXX as the default 'Single Symbol', and once as "SPY".
It should close the position when "VXX" is the bar's symbol, but leave the position open with one share if the symbol is 'SPY'.
Next, create a MetaStrategy and apply the same strategy twice: once with VXX and once with SPY as the symbol to run on. You will notice that for SPY, the entire position remains open instead of just one share.
Expected: MetaStrategy to work as running the strategy standalone.
![](/api/discussion/download/image/7766-meta-2024-05-24-031904-png)
CODE:
using WealthLab.Backtest; using System; using WealthLab.Core; using WealthLab.Data; using WealthLab.Indicators; using System.Collections.Generic; namespace WealthScript3 { public class MyStrategy : UserStrategyBase { BarHistory barsToUse = null; public override void Initialize(BarHistory bars) { barsToUse = GetHistory(bars, "VXX"); 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 bar) { int barTime = bars.DateTimes[bar].Hour * 100 + bars.DateTimes[bar].Minute; Position position = GetPositionsAllSymbols(true).Count > 0 ? GetPositionsAllSymbols(true)[0] : null; if (position == null && bar == StartIndex) { PlaceTrade(barsToUse, TransactionType.Buy, OrderType.Market); } else { if(barTime >= 1555 && position != null && position.IsOpen) { Transaction transaction = PlaceTrade(position.Bars, TransactionType.Sell, OrderType.Market); if(bars.Symbol != "VXX") { transaction.Quantity = position.Quantity -1; } } } } //declare private variables below } }
It should close the position when "VXX" is the bar's symbol, but leave the position open with one share if the symbol is 'SPY'.
Next, create a MetaStrategy and apply the same strategy twice: once with VXX and once with SPY as the symbol to run on. You will notice that for SPY, the entire position remains open instead of just one share.
Expected: MetaStrategy to work as running the strategy standalone.
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