Strategy (Wealth-Lab Framework)

The Strategy class holds the strategy code and other metadata information about the strategy. The Backtester class will have an instance of the Strategy being tested, and it may be useful to access some Strategy properties, for example, to ensure that the intended PositionSize is selected or to find the Benchmark symbol.

%Warning!%
Do not modify a Strategy's Properties in Strategy code. Doing so may cause your computer to overheat and the WealthLab police may knock on your door.

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

namespace WealthScript123
{
    public class MyStrategy : UserStrategyBase
    {
		public override void Initialize(BarHistory bars)
		{
			string bm = Backtester.Strategy.Benchmark;
			DrawHeaderText("Benchmark is " + bm, WLColor.Red, 14);
		}

        public override void Execute(BarHistory bars, int idx)
        {
            if (!HasOpenPosition(bars, PositionType.Long))
            {
                //code your buy conditions here
            }
            else
            {
                //code your sell conditions here
            }
        }
    }
}

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

namespace WealthScript123
{
    public class MyStrategy : UserStrategyBase
    {
		public override void Initialize(BarHistory bars)
		{
			if (Backtester.Strategy.SingleSymbolMode)
				DrawHeaderText("Strategy was run in Single Symbol Mode on " + Backtester.Strategy.SingleSymbol, WLColor.Red, 14);
			else
				DrawHeaderText("A Portfolio Backtest was run on " + Backtester.Strategy.DataSetName, WLColor.Red, 14);
		}

        public override void Execute(BarHistory bars, int idx)
        {
            if (!HasOpenPosition(bars, PositionType.Long))
            {
                //code your buy conditions here
            }
            else
            {
                //code your sell conditions here
            }
        }
    }
}

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

namespace WealthScript123
{
    public class MyStrategy : UserStrategyBase
    {
		public override void Initialize(BarHistory bars)
		{
			DrawHeaderText("Retain NSF is " + Backtester.Strategy.RetainNSF, WLColor.Red, 14);
		}

        public override void Execute(BarHistory bars, int idx)
        {
            if (!HasOpenPosition(bars, PositionType.Long))
            {
                //code your buy conditions here
            }
            else
            {
                //code your sell conditions here
            }
        }
    }
}

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

namespace WealthScript123
{
    public class MyStrategy : UserStrategyBase
    {
		public override void Initialize(BarHistory bars)
		{
			if (Backtester.Strategy.SingleSymbolMode)
				DrawHeaderText("Strategy was run in Single Symbol Mode on " + Backtester.Strategy.SingleSymbol, WLColor.Red, 14);
			else
				DrawHeaderText("A Portfolio Backtest was run on " + Backtester.Strategy.DataSetName, WLColor.Red, 14);
		}

        public override void Execute(BarHistory bars, int idx)
        {
            if (!HasOpenPosition(bars, PositionType.Long))
            {
                //code your buy conditions here
            }
            else
            {
                //code your sell conditions here
            }
        }
    }
}

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

namespace WealthScript123
{
    public class MyStrategy : UserStrategyBase
    {
		public override void Initialize(BarHistory bars)
		{
			if (Backtester.Strategy.SingleSymbolMode)
				DrawHeaderText("Strategy was run in Single Symbol Mode on " + Backtester.Strategy.SingleSymbol, WLColor.Red, 14);
			else
				DrawHeaderText("A Portfolio Backtest was run on " + Backtester.Strategy.DataSetName, WLColor.Red, 14);
		}

        public override void Execute(BarHistory bars, int idx)
        {
            if (!HasOpenPosition(bars, PositionType.Long))
            {
                //code your buy conditions here
            }
            else
            {
                //code your sell conditions here
            }
        }
    }
}