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[...] in Figure 1, the three-bar pattern occurs more frequently that you otherwise might expect in the CL, SI, and GC (shown) electronic sessions. Figure 1. The light gray and blue boxes highlight the short and long setups, respectively.
While testing the code, we noticed that short trade triggers (the last bar in the pattern) whose Close was below the Low of the previous bar had a better success rate than if the Close were simply lower than the previous Close. Just toggle the “Modified Short” parameter to test both versions of the Strategy. Although the modification [...]
[...] EPSEstimate, EPSSurprise . They are available in two forms: In a popup when mousing over an [si] eps item on a stock chart In WealthScript Strategoes via the GetDetail or FormatValue methods:
Make sure you've collected the fundamental data before running this Strategy (Data Manager > "Update Data" tab > check "StreetInsider earnings releases" > go to "DataSets" tab > click "Update DataSet").
using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators; namespace WealthLab.Strategies
{
[...]
[...] Commodity Index (CME)
// Metals
GC Gold (COMEX)
HG Copper Grade #1 (COMEX)
PL Platinum (NYMEX)
SI Silver (COMEX)
PA Palladium (NYMEX)
// [...]