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[...] introduced in WL5
for ( int p = ActivePositions .Count - 1; p > -1 ; p-- )
{
Position pos = ActivePositions [p];
// Request Chandelier stop value using Period: 14, Coefficient: 3
chandelierStop = pos.ChandelierStop( Bars , bar, 14, 3 ); if ( pos.PositionType == PositionType.Long )
SellAtTrailingStop ( bar + 1, pos, chandelierStop, "Chandelier LX" );
else
if ( pos.PositionType == PositionType.Short [...]
[...] here: */
if ( globalEquity[bar] > globalEquity[bar-100] )
{
Position pos = u.entry( p, bar, p.EntrySignal, p.BasisPrice );
if ( pos ! = null )
{
pos.Priority = p.Priority;
pos.EntrySignal = p.EntrySignal; //pos.Equals(p);
}
}
#endregion User-configurable: Interacting with Portfolio Equity
/* Alternative:
u.entry( p, bar, p.EntrySignal, [...]
[...] ShortAtMarket ( bar+1 ); for ( int p = ActivePositions .Count - 1; p > -1; p-- )
{
Position pos = ActivePositions [p];
ep = pos.EntryPrice;
stop = ( pos.PositionType == PositionType.Long ) ? ep*0.8 : ep*1.2;
profit [...]
[...] bar = bbPer; bar < Bars .Count; bar++)
{
if ( IsLastPositionActive )
{
Position Pos = LastPosition ;
if (bar + 1 - Pos.EntryBar >= timedExit)
SellAtMarket (bar + 1,
[...] loserCount = 0;
for ( int p = ActivePositions .Count - 1; p >= 0; p-- )
{
Position pos = ActivePositions [p];
if ( bar >= pos.EntryBar )
{
string sym = pos. Bars .Symbol;
SetContext ( sym, true );
SMA sma = SMA.Series( Close , 20 [...]
[...] WealthLab.LineStyle.Solid, 1 );
for ( int bar = 100; bar < Bars .Count; bar++)
{
for ( int pos = ActivePositions .Count - 1; pos [...]
[...] >= 5 && sellVote[bar] == 0;
bool buyTrigger = sellVote[bar] > 0; for ( int pos = ActivePositions .Count - 1; pos [...]
RVI — 3.6%
[...] .Count; bar++)
{
for ( int p = ActivePositions .Count - 1; p >= 0; p--)
{
Position pos = ActivePositions [p];
if ( CrossOver ( bar, rvi, 0.35 ) )
SellAtMarket ( bar+1, pos [...]
[...] strategy that translates to:
for ( int p = ActivePositions .Count - 1; p >= 0; p--)
{
Position pos = ActivePositions [p];
// exit on the last bar of the day
if ( Bars .IsLastBarOfDay(bar) )
ExitAtClose ( bar, pos, [...]
[...] LastActivePositionInSym( List<Position> lst, string symbol )
{
return lst.FindLastIndex( delegate (Position pos) { return pos.Symbol.Equals(symbol, [...]
[...] .Count; bar++)
{
for ( int p = ActivePositions .Count - 1; p > -1; p-- )
{
Position pos = ActivePositions [p];
lastEntryPrice [...]
[...] drawdown Losing streaks Market's Money No Profit/Loss Sharing Percent volatility Percent Winners Pos.Sizing (% Equity) Portfolio Balancing Portfolio [...]
[...] H:mm:ss tt . Here is a fragment illustrating the file format: Trade-#,Instrument,Account,Strategy,Market pos.,Quantity,Entry price,Exit price,Entry time,Exit [...]