QV18
- ago
20+ year WLD 3.x user ... just purchased WLD 8 and just starting to learn c# and play around with the program. Can anyone help me switch the Stop orders in Cone's channel breakout to StopLimit orders with limit 0.5% more/less than stop price? There are no StopLimit orders yet in the building block section.

CODE:
using WealthLab.Backtest; using System; using WealthLab.Core; using WealthLab.Indicators; using System.Collections.Generic; namespace WealthScript7 { public class MyStrategy : UserStrategyBase {     public MyStrategy() : base() {          AddParameter("Period", ParameterType.Int32, 50, 5, 100, 1); } public override void Initialize(BarHistory bars) {          source = new Highest(bars.High,Parameters[0].AsInt);          PlotIndicator(source,new WLColor(0,0,0));          source.MassageColors = true;          pct = 0.01;          pct = (100.0 + pct) / 100.0;          multSource = source * pct;          PlotStopsAndLimits(3);          source2 = new Lowest(bars.Low,50);          PlotIndicator(source2,new WLColor(0,0,255));          source2.MassageColors = true;          pct2 = 0.01;          pct2 = (100.0 - pct2) / 100.0;          multSource2 = source2 * pct2;          PlotStopsAndLimits(3);          StartIndex = 50; } public override void Execute(BarHistory bars, int idx) {          int index = idx;          Position foundPosition0 = FindOpenPosition(0);          bool condition0;          if (foundPosition0 == null)          {             condition0 = false;             {                condition0 = true;             }             if (condition0)             {                val = multSource[idx];                _transaction = PlaceTrade(bars, TransactionType.Buy, OrderType.Stop, val, 0,"Buy at Stop 0.01% above Highest(High,50)");             }          }          else          {             condition0 = false;             {                condition0 = true;             }             if (condition0)             {                Backtester.CancelationCode = 234;                val2 = multSource2[idx];                ClosePosition(foundPosition0, OrderType.Stop, + val2, "Sell at Stop 0.01% below Lowest(Low,50)");             }          } } public override void NewWFOInterval(BarHistory bars) {          source = new Highest(bars.High,Parameters[0].AsInt);          source2 = new Lowest(bars.Low,50); }       private double pct;       private double val;       private IndicatorBase source;       private TimeSeries multSource;       private double pct2;       private double val2;       private IndicatorBase source2;       private TimeSeries multSource2;       private Transaction _transaction; } }
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- ago
#1
QUOTE:
20+ year WLD 3.x user ... just purchased WLD 8 and just starting to learn c# and play around with the program.

Great to hear from a veteran user, thank you for subscribing.

Adjust the entry part like this:
CODE:
_transaction = PlaceTrade(bars, TransactionType.Buy, OrderType.StopLimit, val, 0,"Buy at Stop 0.01% above Highest(High,50)"); _transaction.StopLimitLimitPrice = val * 1.005;


And now the exit logic to:
CODE:
//ClosePosition(foundPosition0, OrderType.Stop, + val2, "Sell at Stop 0.01% below Lowest(Low,50)"); Transaction t = PlaceTrade(bars, TransactionType.Sell, OrderType.StopLimit,val2, "Sell at Stop 0.01% below Lowest(Low,50)"); t.StopLimitLimitPrice = val2 * 0.995;
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QV18
- ago
#2
Thank you. It is nice to see that all of the familiar names are still around.
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