SaveClosedTrades

RSS

Syntax

public static void SaveClosedTrades(this WealthScript obj, string path, bool savePositionType = false)

public void SaveClosedTrades( string path, bool savePositionType = false )

Parameter Description

path

Path to the resulting CSV file

Description

A simple procedure that dumps closed position data to a CSV (comma-separated) file.

The format is:

SymbolName,EntryDate,EntryPrice,EntrySignal,ExitDate,ExitPrice,ExitSignal,The value of Indicator of choice at EntryDate

It's possible to introduce custom output formats by modifying the method body and re-compiling the assembly on your own.

Optional argument "savePositionType" allows to save the Position type (Long, Short)

Note: also see SaveTrades that makes possible to save both closed and open trades, or just open/closed.

Example

This is an example code that illustrates how to call the procedure inside your Strategy:

Example using C# extension methods:


using System;
using System.Text;
using WealthLab;
using WealthLab.Indicators;

namespace WealthLab.Strategies
{
	public class MyStrategy : WealthScript
	{
		protected override void Execute()
		{
			for(int bar = 45; bar < Bars.Count; bar++)
			{
				if (IsLastPositionActive)
				{
					if ( CrossUnder( bar, RSI.Series( Close, 14 ), 70 ) )
						SellAtMarket( bar+1, Position.AllPositions, "exit" );
				}
				else
				{
					if ( CrossOver( bar, RSI.Series( Close, 14 ), 50 ) )
						if( BuyAtMarket( bar+1, "RSI" ) != null )
							// Store indicator data in the position's tag property
							LastPosition.Tag = Bars.FormatValue( RSI.Series( Close, 14 )bar );
				}
			}
	
			// Specify destination file
			string path = @"C:\temp\Trades.csv";
			
			// Call SaveClosedTrades, passing the destination file
			this.SaveClosedTrades( path );
		}
	}
}

Legacy syntax example:


using System;
using System.Text;
using WealthLab;
using WealthLab.Indicators;
using Community.Components; // SaveClosedTrades here
/*** Requires installation of Community.Components Extension from www.wealth-lab.com > Extensions ***/

namespace WealthLab.Strategies
{
	public class MyStrategy : WealthScript
	{
		protected override void Execute()
		{
			// Create an instance of the Utility class and pass WealthScript as "this"
			Utility u = new Utility( this );
			
			for(int bar = 45; bar < Bars.Count; bar++)
			{
				if (IsLastPositionActive)
				{
					if ( CrossUnder( bar, RSI.Series( Close, 14 ), 70 ) )
						SellAtMarket( bar+1, Position.AllPositions, "exit" );
				}
				else
				{
					if ( CrossOver( bar, RSI.Series( Close, 14 ), 50 ) )
						if( BuyAtMarket( bar+1, "RSI" ) != null )
							// Store indicator data in the position's tag property
							LastPosition.Tag = Bars.FormatValue( RSI.Series( Close, 14 )bar );
				}
			}
	
			// Specify destination file
			string path = @"C:\temp\Trades.csv";
			
			// Call SaveClosedTrades, passing the destination file
			u.SaveClosedTrades( path );
		}
	}
}