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[...] WealthLab.Strategies
{
public class AnchoredVWAPChannel : WealthScript
{
private StrategyParameter _startBar;
private StrategyParameter _barsToUpper;
private StrategyParameter _barsToLower;
public AnchoredVWAPChannel()
{
_startBar = CreateParameter("Start Bar",2300,0,10000,5);
_barsToUpper = CreateParameter("Bars to Upper",23,0,200,1);
_barsToLower = CreateParameter("Bars to Lower",32,0,200,1); }
protected override void Execute()
{
int startBar = _startBar.ValueInt;
int [...]
[...] BarInactive, inclusive. public Dictionary Status Level()
For detection purposes, SemiCups are divided into 6 levels (5 equal boxes), 0 to 5, inclusive. Level 0 is the base and Level 5 is the top of the SemiCup. After a SemiCup is detected, if price crosses Level 2, it is assumed a Cup pattern is forming and the SemiCup is frozen. For backtesting, the Level method provides the ability to return specific levels of a SemiCup formation as of a specified bar. Levels change after a SemiCup is detected and then fails. The bar passed to the method should be in the range [...]
Syntax public Midas(Bars ds, int startBar, string description)
public static Midas Series(Bars ds, int startBar)
Parameter Description
ds
The symbol's Bars object
startBar
The bar number at which Midas should start; generally a peak or trough.
Description The Midas indicators from the September 2008 issue of Stocks & Commodities magazine. Midas is the cumulative Price * Volume [...]
[...] LineStyle.Solid, 2);
/* Trading System */
int startBar = (int)Math.Round( Math.Max( 2 * DVS_PER, 1.5 * CYC_PER ) );
if( startBar >= Bars.Count )
DrawLabel(PricePane, "More bars required", Color.Red );
double Stp = 0d;
for(int bar = startBar; bar bar /100 );
if( [...]
[...] StartBar = Math.Max( Bars.Count - 260, 0 );
foreach( string ds in DataSetSymbols )
{
DataSeries extClose = GetExternalSymbol( DataSetSymbols DataSetSymbols.IndexOf(ds) , true ).Close;
rocList.Add( ( extClose - (extClose>>StartBar) ) / (extClose>>StartBar) * 100.0 );
} HideVolume();
ChartPane rocPane = CreatePane( 100, true, true [...]
[...] {barsAvgPrice,barsMedPrice,barsMedPrice2,
barsMedBodyPrice,barsMedBodyPrice2,barsMedBodyPrice3};
int startBar = lookback.Max() + 1;
var sfasatura = -paramGap.Value;
for(int bar = GetTradingLoopStartBar(startBar); bar = bars2Exit )
SellAtMarket( bar+1, p, "Timed" [...]
[...] howManyYearsToAverage;
var startBar = DateTimeToBar(new DateTime( firstYearWithValidData, 12, 31), false); //3. Only trade if the high frequency is 75 % or greater and the low frequency is 25 % or lower.
var thresholdHigh = paramThresholdHigh.ValueInt / 100d;
var thresholdLow = paramThresholdLow.ValueInt / 100d; //Average annual price
DataSeries avgYearlyPrice = AveragePrice.Series(BarScaleConverter.ToYearly(Bars)); //Average monthly prices (take AveragePrice or simply Close)
SetScaleMonthly();
DataSeries avgMonthlyPrice = paramPrice.ValueInt == 0 [...]