DateTime (Wealth-Lab Framework)

Covers a list of DateTime extension methods that assist with typical trading functions related to date and time. Call these methods like any other DateTime method using the method syntax. The first parameter, always this DateTime, specifies the type that the method operates on. See the examples for usage details.

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

namespace WealthScript123
{
	public class MyStrategy : UserStrategyBase
	{

		public override void Initialize(BarHistory bars)
		{
		}

		public override void Execute(BarHistory bars, int idx)
		{

			DateTime exp = bars.DateTimes[idx].NextOptionExpiryDate(bars);
			int calendarDaysToExpiry = bars.DateTimes[idx].CalendarDaysBetweenDates(exp);

			//annotate the bars with number of calendar days to Expiry
			DrawBarAnnotation(calendarDaysToExpiry.ToString(), idx, true, WLColor.Black, 9, true);

		}

	}
}

using WealthLab.Backtest;
using System;
using WealthLab.Core;
using WealthLab.Indicators;

namespace WealthScript123
{
	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)
		{
		}

		//execute the strategy rules here, this is executed once for each bar in the backtest history
		public override void Execute(BarHistory bars, int idx)
		{
			if (!HasOpenPosition(bars, PositionType.Long))
			{
				//if the next day is the end of the month, buy on the close
				if (bars.DateTimes[idx].GetNextTradingDate(bars).IsLastTradingDayOfMonth(bars))
					PlaceTrade(bars, TransactionType.Buy, OrderType.MarketClose, 0, "End of Month");
				
			}
			else
			{
				//exit the Position at the Close on the last day of the first week
				if (bars.DateTimes[idx].GetNextTradingDate(bars).IsLastTradingDayOfWeek(bars))
					PlaceTrade(bars, TransactionType.Sell, OrderType.MarketClose, 0, "End of Week");
			}
		}

	}
}

using WealthLab.Backtest;
using System;
using WealthLab.Core;
using WealthLab.Indicators;

namespace WealthScript123
{
    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)
        {
			_sma = SMA.Series(bars.Close, 20);
			PlotIndicator(_sma);
        }

        //execute the strategy rules here, this is executed once for each bar in the backtest history
        public override void Execute(BarHistory bars, int idx)
        {
            if (!HasOpenPosition(bars, PositionType.Long))
            {
				// don't enter before 10:15 am
				if (bars.DateTimes[idx].GetTime() < 1015)
					return; 
	            // after 10:15, buy if the close is above the moving avg
				if (bars.Close[idx] > _sma[idx])
					PlaceTrade(bars, TransactionType.Buy, OrderType.Market);
            }
			else
			{
				// sell on 2 consecutive closes below the moving avg
				if (bars.Close[idx] < _sma[idx] && bars.Close[idx - 1] < _sma[idx - 1])
					ClosePosition(LastPosition, OrderType.Market);
            }
        }

		SMA _sma; 
    }
}

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

namespace WealthScript123
{
	public class MyStrategy : UserStrategyBase
	{
		TimeSeries _dayBeforeHoliday;

		public override	void Initialize(BarHistory bars)
		{
			//create a series that marks the day before a holiday with a 1
			_dayBeforeHoliday = new TimeSeries(bars.DateTimes, 0);

			DateTime nextDate;
			for (int bar = 0; bar < bars.Count; bar++)
			{
				//check if the next non-weekend day (in the future) is a holiday
				nextDate = bars.DateTimes[bar].Date;
				do
				{
					nextDate = nextDate.AddDays(1);
					int day = (int)nextDate.DayOfWeek;
					if (day == 0 || day == 6)  //skip Sunday or Saturday
						continue;

					if (nextDate.IsHoliday(bars))
						_dayBeforeHoliday[bar] = 1;

					break;
				} while (true);

				if (_dayBeforeHoliday[bar] == 1)
					SetBackgroundColorAllPanes(bars, bar, WLColor.FromArgb(40, WLColor.Green));
			}

		}

		public override	void Execute(BarHistory bars, int idx)
		{

		}
	}
}

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

namespace WealthScript123
{
	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)
		{
		}

		//execute the strategy rules here, this is executed once for each bar in the backtest history
		public override void Execute(BarHistory bars, int idx)
		{
			if (!HasOpenPosition(bars, PositionType.Long))
			{
				if (bars.DateTimes[idx].IsLastTradingDayOfMonth(bars))
					PlaceTrade(bars, TransactionType.Buy, OrderType.Market);
			}
			else
			{
				Position p = LastPosition;
				//sell after 5 bars
				if (idx + 1 - p.EntryBar >= 5)
					ClosePosition(p, OrderType.Market, 0, "Time-based");
			}
		}

		//declare private variables below

	}
}

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

namespace WealthScript123
{
	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)
		{
			PlotStopsAndLimits(3);
			_ib = Highest.Series(bars.Close, 20);
		}

		//execute the strategy rules here, this is executed once for each bar in the backtest history
		public override void Execute(BarHistory bars, int idx)
		{
			if (!HasOpenPosition(bars, PositionType.Long))
			{
				PlaceTrade(bars, TransactionType.Buy, OrderType.Stop, _ib[idx]);
			}
			else
			{
				Position p = LastPosition;
				
				//exit the Position at the Close on the last day of the week
				if (bars.DateTimes[idx].GetNextTradingDate(bars).IsLastTradingDayOfWeek(bars))
					PlaceTrade(bars, TransactionType.Sell, OrderType.MarketClose, 0, "End of Week");
			}
		}

		//declare private variables below
		IndicatorBase _ib; 

	}
}

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

namespace WealthScript123
{
	public class MyStrategy : UserStrategyBase
	{
		public override void Initialize(BarHistory bars)
		{

		}

		public override void Execute(BarHistory bars, int idx)
		{
			//make the background light blue on option expiry day
			if (bars.DateTimes[idx].IsOptionExpiry())
				SetBackgroundColorAllPanes(bars, idx, WLColor.FromArgb(40, WLColor.Blue));
		}
	}
}

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

namespace WealthScript123
{
	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)
		{
			//will the market trade on Dec 25, 2045?
			DateTime dte = new DateTime(2022, 12, 25);
			WriteToDebugLog("The market will trade on Dec 25, 2045: " + dte.IsTradingDay(bars));
		}

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

		}
	}
}

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

namespace WealthScript123
{
	public class MyStrategy : UserStrategyBase
	{

		public override	void Initialize(BarHistory bars)
		{
		}


		public override	void Execute(BarHistory bars, int idx)
		{
			//make the background light	blue on	option expiry day
			if (bars.DateTimes[idx].IsOptionExpiry())
				SetBackgroundColor(bars, idx, WLColor.FromArgb(40, WLColor.Blue));

			if (!HasOpenPosition(bars, PositionType.Long))
			{
				//buy 4	trading	day	before the next	option expiry
				//using BarHistory method
				int daysToExpiry = bars.TradingDaysBetweenDates(bars.DateTimes[idx], bars.NextOptionExpiryDate(idx));

				//since	we buy on next bar,	test for 5 days
				if (daysToExpiry == 5)					
					PlaceTrade(bars, TransactionType.Buy, OrderType.Market);
			}
			else
			{
				//get the expiry after the position	entry bar
				DateTime expiryAfterEntry = bars.NextOptionExpiryDate(LastPosition.EntryBar);

				//now get the following	expiry date using the DateTime extension method
				DateTime nextExpiry	= expiryAfterEntry.AddDays(1).NextOptionExpiryDate(bars);

				int	daysToExpiry = bars.TradingDaysBetweenDates(bars.DateTimes[idx], nextExpiry);

				//sell 11 trading days before the next expiry
				if (daysToExpiry == 12)					
					PlaceTrade(bars, TransactionType.Sell, OrderType.Market);
			}
		}
	}
}

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

namespace WealthScript123
{
	public class MyStrategy : UserStrategyBase
	{
		public override void Initialize(BarHistory bars)
		{
			//find the previous trading date 1 year from the last bar
			DateTime dt	= bars.DateTimes[bars.Count - 1].AddYears(1);

			DateTime prevTradingDay = dt.PreviousTradingDay(bars.Market);
			WriteToDebugLog("The current date is " + dt.ToString("yyyy-MM-dd HH:mm"));
			WriteToDebugLog("The trading day prior date 1 year from now is " + prevTradingDay.ToString("yyyy-MM-dd HH:mm"));
		}

		public override void Execute(BarHistory bars, int idx)
		{

		}
	}
}

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

namespace WealthScript123
{
    public class MyStrategy : UserStrategyBase
    {
        public override void Initialize(BarHistory bars)
        {
			StartIndex = 1;	        
        }

        public override void Execute(BarHistory bars, int idx)
        {
			//identify the first day of the week by its WeekOfYear number
			int woy = bars.DateTimes[idx].WeekOfYear();
			if (woy != bars.DateTimes[idx - 1].WeekOfYear())
				DrawBarAnnotation(woy.ToString(), idx, true, WLColor.NeonGreen, 14);

		}
	}
}