WSJ-s-Throwing-Dart-Experiment

CODE:

using WealthLab.Backtest;
using System;
using WealthLab.Core;
using WealthLab.Data;
using WealthLab.Indicators;
using System.Collections.Generic;

namespace WealthScript1 
{
    public class MyStrategy : UserStrategyBase
    {
      //constructor
      public MyStrategy() : base()
      {
         AddParameter("Number of Symbols", ParameterType.Int32, 10, 1, 100, 1);
      }
      
        //create indicators and other objects here, this is executed prior to the main trading loop
        public override void Initialize(BarHistory bars)
        {
         symsBought.Clear();
        }

        //determine candidate symbols that could be bought on this bar
        public override void PreExecute(DateTime dt, List<BarHistory> participants)
        {
         //how many symbols should we buy?
         int numToBuy = Parameters[0].AsInt - OpenPositionsAllSymbols.Count;

         //buy random symbols
         if (numToBuy > 0)
         {
            //get list of candidates
            candidates.Clear();
            foreach(BarHistory bars in participants)
               if (!symsBought.Contains(bars.Symbol))
                  candidates.Add(bars);

            //divide the available cash to determine how many shares to buy
            double cashPerPos = CurrentCash / numToBuy;
            Backtester.PositionSize.PositionSizeType = PositionSizeType.Dollar;
            Backtester.PositionSize.Amount = cashPerPos;

            //buy random symbols from candidates list
            while(numToBuy > 0 && candidates.Count > 0)
            {
               BarHistory buy = candidates.RemoveRandomValue;
               numToBuy--;
               PlaceTrade(buy, TransactionType.Buy, OrderType.Market);
               symsBought.Add(buy.Symbol);
            }
         }
        }

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

      //declare private variables below
      private static List<string> symsBought = new List<string>();
      private static RandomList<BarHistory> candidates = new RandomList<BarHistory>();
    }
}