Percent-equity-position-sizes-changing-from-day-to-day

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

//add your libraries here

namespace WealthScript1 
{
    public class HelloWorldStrategy : UserStrategyBase
    {
      //declare parameter variables
      int max_days;
      double profit_target, stop_loss;
      int percent_sma;

      //declare other variables


      //time series variables are used for calculated bar data
      TimeSeries sma_values;

      //the base procedure must have the same name as the class
      public HelloWorldStrategy() : base()
      {
         //add parameters here
         AddParameter("Profit Target", ParameterTypes.Double, 2, 1, 3, 1);
         AddParameter("Stop Loss", ParameterTypes.Double, 2, 1, 3, 0.5);
         AddParameter("Max Days", ParameterTypes.Int32, 2, 2, 5, 1);
         AddParameter("Percent SMA", ParameterTypes.Int32, 5, 5, 100, 5);

         //add strategy specific parameters here
      }
      
      
      //create indicators and other objects here, this is executed prior to the main trading loop
       //also do plotting here
      public override void Initialize(BarHistory bars)
        {
         
         //assign parameters to variables
         profit_target = (double)Parameters[0].Value;
         stop_loss = (double)Parameters[1].Value;
         max_days = (int)Parameters[2].Value;
         percent_sma = (int)Parameters[3].Value;

         //create new series that can be pre-calculated here
         sma_values = SMA.Series(bars.Close, 14);

         //create new series that need to be calculated here

         //ignore data before the StartIndex
         StartIndex = 1;

         //put headers on the chart here
         DrawHeaderText("SMA days", Color.Red, 12);

         //do all the plotting of anything that can be pre-calculated here
           //   plot anything that needs to be calculated below in Cleanup
         PlotTimeSeries(sma_values, sma_values.Description, "Price", Color.Red, PlotStyles.Line);

      }

      //color the background based on the level of profit/loss
      public void WinLossBackground(BarHistory bars, int idx)
      {
         int profit_level = 0;
         System.Drawing.Color color;
         // use code_s to find the worst trade for overlapping positions
         double profit = 0.0, code_s = 0.0;


         // First determine the worst profit level at each bar based on the positions
         List<Position> positions = GetPositions();

         foreach (Position p in positions)
         {
            // foreach (Position p in OpenPositions) won't work because it skips the ExitBar
            if (!(p.IsOpen || idx == p.ExitBar))
               continue;

            //can't use p.Profit because the profit isn't calculated yet so it just gives open cost
            profit = p.ProfitPctAsOf(idx);

            // Profit/Loss in percent
            if ((profit > 5))
               profit_level = (int)-1;
            else if ((profit > 0.5))
               profit_level = (int)-2;
            else if ((profit > -0.5))
               profit_level = (int)-3;
            else if ((profit > -5))
               profit_level = (int)-4;
            else
               // profit <= -5.0
               profit_level = (int)-5;

            double old_code = 0.0;

            // keep most pessimistic in overlapping trades
            old_code = (double)code_s;
            if ((profit_level < old_code))
               code_s = profit_level;
         } // foreach position

         // Now set the background color for the bar
         int color_code = 0;

         color_code = (int)Math.Floor(code_s);
         switch (color_code)
         {
            case -1:
               color = Color.LimeGreen;
               break;
            case -2:
               color = Color.LightGreen;
               break;
            case -3:
               color = Color.LightYellow;
               break;
            case -4:
               color = Color.MistyRose;
               break;
            case -5:
               color = Color.LightPink;
               break;
            default:
               color = Color.White;
               break;
         } // switch   color_code

         SetBackgroundColor(bars, idx, color);
      } // WinLossBackground

      double RoundPrice(double price, double decimal_points)
      {
         return Math.Round(price * Math.Pow(10, decimal_points)) / Math.Pow(10, decimal_points);
      }

      //use to fix price to sell short or buy long
      double FloorPrice(double price, double decimal_points)
      {
         return Math.Floor(price * Math.Pow(10, decimal_points)) / Math.Pow(10, decimal_points);
      }

      //use to fix price to sell long or buy short
      double CeilingPrice(double price, double decimal_points)
      {
         return Math.Ceiling(price * Math.Pow(10, decimal_points)) / Math.Pow(10, decimal_points);
      }

      public void SellStrategy(BarHistory bars, int idx, double ProfitTarget, int days)
      {
         //go through each position and sell
         foreach (Position p in OpenPositions)
         {
            // Set Close signals
            if (p.PositionType == PositionType.Long)
            {
               //End trade after a fixed number of days
               if ((idx + 1) - p.EntryBar > days)
                  ClosePosition(p, OrderType.Stop, bars.Close[idx] - 0.01, "DaysExpired");
               else
               {
                  if (bars.Close[idx] > (double)(p.EntryPrice * (1 + profit_target / 100.0)))
                     ClosePosition(p, OrderType.Stop, bars.Close[idx] - 0.01, "Close Gain");
                  else
                  {
                     if (bars.Close[idx] < (double)(p.EntryPrice * (1 - stop_loss / 100.0)))
                        ClosePosition(p, OrderType.Market, 0, "Close Loss");
                     else
                     {
                        //when placing both orders this can be a conditional one-cancels-other
                        ClosePosition(p, OrderType.Limit, CeilingPrice(p.EntryPrice * (1 + profit_target / 100.0), 2), "Limit");
                        ClosePosition(p, OrderType.Stop, CeilingPrice(p.EntryPrice * (1 - stop_loss / 100.0), 2), "Stop Loss");
                     }
                  }
               } // if expired long
            } // if long
            else
            {
               if ((idx + 1) - p.EntryBar > days)
                  ClosePosition(p, OrderType.Stop, bars.Close[idx] + 0.01, "DaysExpired");
               else
               {
                  if (bars.Close[idx] > (double)(p.EntryPrice * (1 - profit_target / 100.0)))
                     ClosePosition(p, OrderType.Stop, bars.Close[idx] + 0.01, "Close Gain");
                  else
                  {
                     if (bars.Close[idx] < (double)(p.EntryPrice * (1 + stop_loss / 100.0)))
                        ClosePosition(p, OrderType.Market, 0, "Close Loss");
                     else
                     {
                        //when placing both orders this can be a conditional one-cancels-other
                        ClosePosition(p, OrderType.Limit, FloorPrice(p.EntryPrice * (1 - profit_target / 100.0), 2), "Limit");
                        ClosePosition(p, OrderType.Stop, FloorPrice(p.EntryPrice * (1 + stop_loss / 100.0), 2), "Stop Loss");
                     }
                  }
               } // if expired short
            } // if short
         } // OpenPositions
      } // WaveRiderSell


      public void BuyStrategy(BarHistory bars, int idx)
      {
         if ((OpenPositions.Count == 0) && (bars.Close[idx] < (percent_sma / 100.0) * sma_values[idx]))
            PlaceTrade(bars, TransactionType.Buy, OrderType.Market, 0, "Initial");
      }

      public override void Cleanup(BarHistory bars)
      {
         //do all the plotting of any series that need to be calculated by bar here
      }

      //execute the strategy rules here, this is executed once for each bar in the backtest history
      public override void Execute(BarHistory bars, int idx)
        {

         // put the sell orders or sell procedure here
         SellStrategy(bars, idx, profit_target, max_days);

         //put the buy orders or buy procedure here
         BuyStrategy(bars, idx);

         //calculate series that need to be calculated by bar in Execute

         //change background colors by bar here
         WinLossBackground(bars, idx);
           
      } // Execute
      
   } // class
} // namespace

CODE:
//ignore data before the StartIndex
         StartIndex = 14;

QUOTE:
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