Input a date? - Wealth Lab Forum

novendeh

#1

6/5/2011 8:03 PM

I am having trouble figuring out how to input one constant (string variable), ymd. Any help would be appreciated. See code below.

Also, if ymd is a string variable, is this the correct way to turn it into an interger

int.Parse(ymd.

I think some of this is basic C# programing, which I am still trying to learn. Thanks.

EARL

CODE:
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I am having trouble figuring out how to input one constant (string variable), ymd.   Any help would be appreciated.   See code below.

Also, if ymd is a string variable, is this the correct way to turn it into an interger

int.Parse(ymd.

I think some of this is basic C# programing, which I am still trying to learn.  Thanks.

EARL

[CODE]using System;												
using System.Collections.Generic;												
using System.Text;												
using System.Drawing;												
using WealthLab;												
using WealthLab.Indicators;												
using WealthLab.Rules;
using Community.Components;												
												
namespace WealthLab.Strategies												
{												
	// --------------------------------------------------------------------------
	// Replicate ETFscreen rsf, mod 1(RoC): weekly data
	// --------------------------------------------------------------------------
	public class Ivy5_1 : WealthScript											
	{											
		private StrategyParameter sma_period;										
		private StrategyParameter roc1_wt;										
		private StrategyParameter roc3_wt;										
		private StrategyParameter roc6_wt;	
		private StrategyParameter roc12_wt;										
		
		public Ivy5_1()										
		{										
			roc1_wt = CreateParameter("RoC_1 weight", 1, 0.8, 1.2, 0.05);
			roc3_wt = CreateParameter("RoC_3 weight", 1, 0.8, 1.2, 0.05);
			roc6_wt = CreateParameter("RoC_6 weight", 1, 0.8, 1.2, 0.05);
			roc12_wt = CreateParameter("RoC_12 weight", 1, 0.8, 1.2, 0.05);
			sma_period = CreateParameter("SMA period", 240, 100, 300, 10);
			string ymd = Utility.Input("START of BUY/SELL TRADES - yyyymmdd");
			return ymd.ToString;
		}

protected override void Execute()										
		{
				
			// 1, 3, 6, 12mo Rate_of_Change (weekly data)
			int mo_wt = roc1_wt.ValueInt + roc3_wt.ValueInt + roc6_wt.ValueInt + roc12_wt.ValueInt;
//			SetScaleWeekly();
			DataSeries roc1 = ROC.Series( Close, 21);
			DataSeries roc3 = ROC.Series( Close, 60 );
			DataSeries roc6 = ROC.Series( Close, 120 );
			DataSeries roc12 = ROC.Series( Close, 240 );
			DataSeries roc = (roc1 + roc3 + roc6 + roc12) / 1.833;
			roc.Description = "Weighted RoC (%)";
												
			DataSeries sma = SMA.Series(Close, sma_period.ValueInt);
												
			//Pushed indicator ChartPane statements, below PricePane
			ChartPane MACDpane = CreatePane(30,false,true);

PlotSeries(PricePane,sma,Color.Red,LineStyle.Solid,1);
			PlotSeries(MACDpane,roc,Color.Blue,LineStyle.Solid,1);

for(int bar = GetTradingLoopStartBar(1); bar < Bars.Count; bar++)									
			{									
				DateTime barDate = Date[bar];		
				bool isFriday = barDate.DayOfWeek == DayOfWeek.Friday;
				int day = barDate.Day;
				int month = barDate.Month;
				int year = barDate.Year;
				int yyyymmdd = year*10000 + month*100 + day;
				
				/* Refresh on third Friday of the month */
				if (isFriday & (day >= 15) & (day <= 21) )
				{					
					if (IsLastPositionActive)							//exit rules
					{							
						Position p = LastPosition;				
						if (p.EntrySignal.Contains("Group1|"))					
						{							
						//	if (Close[bar] < sma[bar]) 
								SellAtClose(bar, p, "");				
						}							
					}							
					else												//entry rules
					{					
						if (
						Close[bar] > sma[bar]  & yyyymmdd >=int.Parse(ymd) )		//Year/Mo/Day of First Buy					
						{							
							if (BuyAtMarket(bar+1, "Group1|") != null) LastPosition.Priority = roc[bar];                      				
						} 
					}
				}
			}
		}
	}
}

[/CODE]

Eugene

#2

6/6/2011 1:27 AM

While it's the biggest error, returning the ymd variable in the constructor might not be the only one here. (The trade processing block conditioned by date suggests it could be so.)

So if you describe the actual trading rules of the screener you are trying to implement, we'll help produce a correctly working version of the code.

novendeh

#3

6/6/2011 2:19 AM

I'm trying to NOT execute any trades before the input date (ymd). This script worked fine when I just typed the date that trades started in the actual script, and now I'm trying to automate it with a dialog box popping up.

Thanks.

Eugene

#4

6/6/2011 2:24 AM

Of course I know that, but was asking you about the entry/exit rules.

novendeh

#5

6/6/2011 7:53 AM

Sorry - I misunderstood, as exit and entry rules work OK for me in another version of code. Basically, they are:

EXIT - sell on the third Friday of each month each holding.

ENTRY - If after date yyyymmdd that I enter in the dialogue box and Price greater than SMA, buy security, based on priority (ROC). If date before, remain in cash. I am trying to do a date to compare results to ETFScreen.com which only gives data fro 3 years (thus I am constantly changing start date).

Let me know if you need more. Many thanks.

Eugene

#6

6/6/2011 8:20 AM

Thanks, this is going to help.

Here's my take at it:

CODE:
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Thanks, this is going to help.

Here's my take at it:
[CODE]using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;
using Community.Components;

namespace WealthLab.Strategies
{
	// --------------------------------------------------------------------------
	// Replicate ETFscreen rsf, mod 1(RoC): weekly data
	// --------------------------------------------------------------------------
	public class Ivy5_1 : WealthScript
	{
		private StrategyParameter sma_period;										
		private StrategyParameter roc1_wt;										
		private StrategyParameter roc3_wt;										
		private StrategyParameter roc6_wt;	
		private StrategyParameter roc12_wt;
		
		public Ivy5_1()										
		{										
			roc1_wt = CreateParameter("RoC_1 weight", 1, 0.8, 1.2, 0.05);
			roc3_wt = CreateParameter("RoC_3 weight", 1, 0.8, 1.2, 0.05);
			roc6_wt = CreateParameter("RoC_6 weight", 1, 0.8, 1.2, 0.05);
			roc12_wt = CreateParameter("RoC_12 weight", 1, 0.8, 1.2, 0.05);
			sma_period = CreateParameter("SMA period", 240, 100, 300, 10);
		}
		
		private bool Is3rdFriday( DateTime date )
		{
			return date.DayOfWeek == DayOfWeek.Friday && (date.Day-1)/7 == 2;
		}
		
		private bool IsAfterDate( string ymd, DateTime now )
		{
			return (DateTime.Compare(DateTime.ParseExact(ymd, "yyyyMMdd", 
				System.Globalization.CultureInfo.InvariantCulture), now) <= 0 );
		}
		
		protected override void Execute()
		{
			string ymd = Utility.Input("START of BUY/SELL TRADES - yyyyMMdd");

// 1, 3, 6, 12mo Rate_of_Change (weekly data)
			int mo_wt = roc1_wt.ValueInt + roc3_wt.ValueInt + roc6_wt.ValueInt + roc12_wt.ValueInt;
			DataSeries roc1 = ROC.Series( Close, 21);
			DataSeries roc3 = ROC.Series( Close, 60 );
			DataSeries roc6 = ROC.Series( Close, 120 );
			DataSeries roc12 = ROC.Series( Close, 240 );
			DataSeries roc = (roc1 + roc3 + roc6 + roc12) / 1.833;
			roc.Description = "Weighted RoC (%)";
												
			DataSeries sma = SMA.Series(Close, sma_period.ValueInt);
												
			ChartPane MACDpane = CreatePane(30,false,true);
			PlotSeries(PricePane,sma,Color.Red,LineStyle.Solid,1);
			PlotSeries(MACDpane,roc,Color.Blue,LineStyle.Solid,1);
			
			for(int bar = GetTradingLoopStartBar(1); bar < Bars.Count; bar++)
			{
				if (IsLastPositionActive)
				{
					//EXIT - sell on the third Friday of each month each holding.
					if( Is3rdFriday( Date[bar] ) )
						SellAtClose( bar, LastPosition );
				}
				else
				{					
					//ENTRY - If after date yyyymmdd that I enter in the dialogue box and Price greater than SMA, 
					//buy security, based on priority (ROC). If date before, remain in cash.

if( IsAfterDate( ymd, Date[bar] ) && Close[bar] > sma[bar] )
					{							
						if (BuyAtClose(bar) != null) 
							LastPosition.Priority = roc[bar];                      				
					} 
				}
			}
		}
	}
}[/CODE]

novendeh

#7

6/6/2011 2:39 PM

Eugene - you code looks much better, but we are not quite there. If I run a simulation on 5 stocks, the dialogue box comes up five times. I want it to display only once.

Any suggestions? Thanks.

Eugene

#8

6/6/2011 3:41 PM

This is simple: define the "ymd" as a class level variable and call Utility.Input in the constructor:

CODE:
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It's going to be called just once when the strategy isn't recompiled i.e. every time the "Go" button is being clicked. The opposite holds true i.e. will be called every time you click "Execute".