Books for WLP - Wealth Lab Forum

jelamiju1

#1

7/25/2009 3:16 PM

I am not a programmer but would like to learn enough to code WLP 5.4. Any suggestions?

My e-mail is j.gillman@tds.net

Best,

Jeff

Hi Jeff,

Please see some suggested reading in our Wealth-Lab 5 Wiki:

[LINK=http://www2.wealth-lab.com/WL5WIKI/kbFAQStrategy.ashx]How do I start with C# ?
I'm a Wealth-Lab 3/4 user, how to learn C# ?[/LINK]

jelamiju1

#3

7/31/2009 11:01 AM

Dear Eugene,

I am not getting the results, that I should in this program, because it is not closing at EOD.
Could you please help. Thank you.

Best,

Jeff from Maine

CODE:
Please log in to see this code.

Size:

Color:

Dear Eugene,

I am not getting the results, that I should in this program, because it is not closing at EOD.
Could you please help.  Thank you.

Best,

Jeff from Maine

[CODE]using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;

namespace WealthLab.Strategies
{
	public class MyStrategy : WealthScript
	{
		
		protected override void Execute()
		{
			DataSeries maFast = EMAModern.Series(Close, 9);
			DataSeries maSlow = EMAModern.Series(Close, 39);
			DataSeries maFast_1 = EMAModern.Series(Close, 9);
			DataSeries maSlow_2 = EMAModern.Series(Close, 39);
			DataSeries maFast_3 = EMAModern.Series(Close, 9);
			DataSeries maSlow_4 = EMAModern.Series(Close, 39);
			DataSeries maFast_5 = EMAModern.Series(Close, 9);
			DataSeries maSlow_6 = EMAModern.Series(Close, 39);

PlotSeries(PricePane,EMAModern.Series(Close,9),Color.Red,LineStyle.Solid,2);
			PlotSeries(PricePane,EMAModern.Series(Close,39),Color.Green,LineStyle.Solid,2);

for(int bar = 40; bar < Bars.Count; bar++)
			{
				if (IsLastPositionActive)
				{
					Position p = LastPosition;
					if (p.EntrySignal.Contains("Group3|"))
					{
						SellAtClose(bar, p, "Group3");
					}
					if (p.EntrySignal.Contains("Group4|"))
					{
						CoverAtClose(bar, p, "Group4");
					}
					if (p.EntrySignal.Contains("Group1|"))
					{
						if (CrossUnder(bar, maFast_3, maSlow_4))
						{
							SellAtMarket(bar + 1, p, "Group1");
						}
					}
					if (p.EntrySignal.Contains("Group2|"))
					{
						if (CrossOver(bar, maFast_5, maSlow_6))
						{
							CoverAtMarket(bar + 1, p, "Group2");
						}
					}

}
				else
				{
					if (CrossUnder(bar, maFast_1, maSlow_2))
					{
						ShortAtMarket(bar + 1, "Group2|Group4|");
					}
					if (CrossOver(bar, maFast, maSlow))
					{
						BuyAtMarket(bar + 1, "Group1|Group3|");
					}

}
			}
		}
	}
}[/CODE]

Cone

#4

7/31/2009 11:20 AM

What are the results that you are expecting and not getting? Be very specific. Symbol, data loading, etc.. It's a good idea to focus on a specific trade to discuss.

Eugene

#5

7/31/2009 11:28 AM

He may be confusing the at-close-of-bar exit used in the rule-based wizard with the actual exit at end-of-day using intraday data. If this is the case, the wizard will not do this for you jelamiju1 and you have to be prepared to do some coding:

CODE:
Please log in to see this code.

For backtesting purposes, this should suffice. For more, you're invited to take a look in our WL5 Wiki:

Intraday / Multi-Time Frame | Keep from holding positions overnight

Size:

Color:

He may be confusing the at-close-of-bar exit used in the rule-based wizard with the actual exit at end-of-day using intraday data. If this is the case, the wizard will not do this for you jelamiju1 and you have to be prepared to do some coding:
[CODE]
using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;

namespace WealthLab.Strategies
{
	public class MyStrategy : WealthScript
	{
		protected override void Execute()
		{
			DataSeries maFast = EMAModern.Series(Close, 9);
			DataSeries maSlow = EMAModern.Series(Close, 39);

PlotSeries(PricePane,maFast,Color.Red,LineStyle.Solid,2);
			PlotSeries(PricePane,maSlow,Color.Green,LineStyle.Solid,2);

for(int bar = maSlow.FirstValidValue*3; bar < Bars.Count; bar++)
			{
				if (IsLastPositionActive)
				{
					Position p = LastPosition;
					
					if (p.PositionType == PositionType.Long)
					{
						if( Bars.IsLastBarOfDay(bar) )	// exit on the last bar of the day
							SellAtClose(bar, p, "EOD");
						else
							if (CrossUnder(bar, maFast, maSlow))
								SellAtMarket(bar + 1, p, "CrossUnder");
					}
					else
					{
						if( Bars.IsLastBarOfDay(bar) )	// exit on the last bar of the day
							CoverAtClose(bar, p, "EOD");
						else
							if (CrossOver(bar, maFast, maSlow))
								CoverAtMarket(bar + 1, p, "CrossOver");
					}
				}
				else
				{
					if (CrossUnder(bar, maFast, maSlow))
						ShortAtMarket(bar + 1);
					if (CrossOver(bar, maFast, maSlow))
						BuyAtMarket(bar + 1);
				}
			}
		}
	}
}
[/CODE]
For backtesting purposes, this should suffice. For more, you're invited to take a look in our WL5 Wiki:

[LINK=http://www2.wealth-lab.com/WL5Wiki/kbIntradayOvernight.ashx]Intraday / Multi-Time Frame | Keep from holding positions overnight[/LINK]

jelamiju1

#6

8/2/2009 7:20 PM

Eugene,

You are right on. The Wizard won't let you exit at end of day. I will take your help, and Back Test, then let you know if this was the solution. Also,thank you for your advice, and I will spend time with WLP5 Wiki.

Best,

Jeff from Maine

jelamiju1

#7

8/3/2009 9:58 AM

Eugene,

For Fidelity's WLP-5.4, can I learn (for coding) C++ .NET or does it have to be, C# .NET?

Best,

Jeff

Eugene

#8

8/3/2009 10:07 AM

It doesn't have to be C#, Jeff. Although Strategies can only exist as C# code in the built-in Editor, precompiled Strategies can be in any .NET language. However, C++ has a noticeably steeper learning curve.

jelamiju1

#9

8/6/2009 11:20 AM

Eugene,

A couple of things:

1. Your "EOD" code worked Great, thank you, thank you!!

2. Also, I picked up a 2008 Csharp for Dummies authored by Chuck Sphar and looks good.

3. I down loaded 2008 MS Visual Basics to use in my quest to learn, along with this book.

4. After working through this material, what would be the best way to proceed for writing different trading codes on Fidelitiy's WLP 5.4?

Thank you.

Best,

Jeff from Maine

Eugene

#10

8/6/2009 1:21 PM

QUOTE:
4. After working through this material, what would be the best way to proceed for writing different trading codes on Fidelitiy's WLP 5.4?

Explore the canned strategies. Study code examples from the WealthScript Programming Guide and the WL5 Wiki. Release 5.5 this Autumn will bring strategies shared by our users - more food for thought. Practice makes perfect.