Not Getting Alerts - Wealth Lab Forum

Not Getting Alerts

Author: sdbens20

Creation Date: 7/6/2011 6:09 PM

Wealth Lab » WealthScript (.NET) » Not Getting Alerts

sdbens20

7/6/2011 6:09 PM

The following code is not producing Alerts after daily prices are updated after the market closes:

CODE:
Please log in to see this code.

It is a strategy that I created using rules and then had Wealth Lab convert it to code.

Additional info:

Running WL 6.2.34.0, 32 bit, Windows Vista Pro
Scale is daily
Data range is 1 Year
Position Size is $1,000,000 (RP)
Data Set is 76 ETF's
PortfoliooOptimized using the genetic method
Strategy is in the Strategy Monitor
"Show Alerts for All Strategies" is activated.

Thanks,

Sherm

Size:

Color:

The following code is not producing Alerts after daily prices are updated after the market closes:

[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
	{
		private StrategyParameter slider1;
		private StrategyParameter slider2;
		private StrategyParameter slider3;
		private StrategyParameter slider4;
		private StrategyParameter slider5;
		private StrategyParameter slider6;
		private StrategyParameter slider7;
		private StrategyParameter slider8;
		public MyStrategy()
		{
			slider1 = CreateParameter("Buy - StochK Period",5,1,200,20);
			slider2 = CreateParameter("Buy - Period",5,1,200,20);
			slider3 = CreateParameter("Sell - StochK Period",5,1,200,20);
			slider4 = CreateParameter("Sell - Period",5,1,200,20);
			slider5 = CreateParameter("Short - StochK Period",5,1,200,20);
			slider6 = CreateParameter("Short - Period",5,1,200,20);
			slider7 = CreateParameter("Cover - StochK Period",5,1,200,20);
			slider8 = CreateParameter("Cover - Period",5,1,200,20);
		}

protected override void Execute()
		{
			DataSeries stochk = StochK.Series(Bars, slider1.ValueInt);
			DataSeries CCISer = CCI.Series( Bars, slider2.ValueInt );
			DataSeries stochk_1 = StochK.Series(Bars, slider3.ValueInt);
			DataSeries CCISer_2 = CCI.Series( Bars, slider4.ValueInt );
			DataSeries stochk_3 = StochK.Series(Bars, slider5.ValueInt);
			DataSeries CCISer_4 = CCI.Series( Bars, slider6.ValueInt );
			DataSeries stochk_5 = StochK.Series(Bars, slider7.ValueInt);
			DataSeries CCISer_6 = CCI.Series( Bars, slider8.ValueInt );

ChartPane paneStoch = CreatePane(75,true,true);
			PlotSeries(paneStoch, stochk, Color.Purple, LineStyle.Solid, 2);
			DrawHorzLine(paneStoch, 50, Color.Red, LineStyle.Solid, 1);
			ChartPane pane2 = CreatePane(75,true,true);
			PlotSeries(pane2, CCI.Series(Bars, slider2.ValueInt), Color.Teal, LineStyle.Solid, 2);
			DrawHorzLine(pane2, 0, Color.Black, LineStyle.Dotted, 2);
			DrawHorzLine(pane2, -100, Color.Black, LineStyle.Dotted, 2);
			PlotSeries(paneStoch, stochk_1, Color.Purple, LineStyle.Solid, 2);
			DrawHorzLine(paneStoch, 50, Color.Red, LineStyle.Solid, 1);
			ChartPane pane3 = CreatePane(75,true,true);
			PlotSeries(pane3, CCI.Series(Bars, slider4.ValueInt), Color.Teal, LineStyle.Solid, 2);
			DrawHorzLine(pane3, 0, Color.Black, LineStyle.Dotted, 2);
			DrawHorzLine(pane3, -100, Color.Black, LineStyle.Dotted, 2);
			PlotSeries(paneStoch, stochk_3, Color.Purple, LineStyle.Solid, 2);
			DrawHorzLine(paneStoch, 50, Color.Green, LineStyle.Solid, 1);
			ChartPane pane4 = CreatePane(75,true,true);
			PlotSeries(pane4, CCI.Series(Bars, slider6.ValueInt), Color.Teal, LineStyle.Solid, 2);
			DrawHorzLine(pane4, 50, Color.Black, LineStyle.Dotted, 2);
			DrawHorzLine(pane4, -100, Color.Black, LineStyle.Dotted, 2);
			PlotSeries(paneStoch, stochk_5, Color.Purple, LineStyle.Solid, 2);
			DrawHorzLine(paneStoch, 50, Color.Green, LineStyle.Solid, 1);
			ChartPane pane5 = CreatePane(75,true,true);
			PlotSeries(pane5, CCI.Series(Bars, slider8.ValueInt), Color.Teal, LineStyle.Solid, 2);
			DrawHorzLine(pane5, 50, Color.Black, LineStyle.Dotted, 2);
			DrawHorzLine(pane5, -100, Color.Black, LineStyle.Dotted, 2);

for(int bar = GetTradingLoopStartBar(1); bar < Bars.Count; bar++)
			{
				if (IsLastPositionActive)
				{
					Position p = LastPosition;
					if (p.EntrySignal.Contains("Group2|"))
					{
						bool cond1 = false;
						if (CrossOver(bar, stochk_5, 50))
						{
							cond1 = true;
						}
						bool cond2 = false;
						if (CrossOver( bar, CCISer_6, 50 ))
						{
							cond2 = true;
						}
						if (cond1 || cond2)
						{
							CoverAtClose(bar, p, "Group2");
						}
					}
					if (p.EntrySignal.Contains("Group1|"))
					{
						bool cond3 = false;
						if (CrossUnder(bar, stochk_1, 50))
						{
							cond3 = true;
						}
						bool cond4 = false;
						if (CrossUnder( bar, CCISer_2, 0 ))
						{
							cond4 = true;
						}
						if (cond3 || cond4)
						{
							SellAtClose(bar, p, "Group1");
						}
					}

}
				else
				{
					if (stochk_3[bar] < 50)
					{
						if (CrossUnder( bar, CCISer_4, 50 ))
						{
							ShortAtClose(bar, "Group2|");
						}
					}
					if (stochk[bar] > 50)
					{
						if (CrossOver( bar, CCISer, 0 ))
						{
							BuyAtClose(bar, "Group1|");
						}
					}

}
			}
		}
	}
}[/code]

It is a strategy that I created using rules and then had Wealth Lab convert it to code.

Additional info:

Running WL 6.2.34.0, 32 bit, Windows Vista Pro
Scale is daily
Data range is 1 Year
Position Size is $1,000,000 (RP)
Data Set is 76 ETF's
PortfoliooOptimized using the genetic method
Strategy is in the Strategy Monitor
"Show Alerts for All Strategies" is activated.

Thanks,

Sherm

Sammy_G

7/6/2011 8:12 PM

All trades (Buy/Sell/Short/Cover) should be for bar+1, not bar.

Cone

7/7/2011 1:23 AM

Sammy_G is right, but generally "AtClose" strategies don't Alert unless you implement the extra step to change the AtClose to AtMarket when processing the last bar. See the WealthScript Programming Guide > Programming Trading Strategies > Alerts > How to: Alert for AtClose Signals