SunnyX
asked on
How integrate price array in code
Could you help me ?
I need to make that specific strategy will be activated only around specific price array.
Let's take for example some default strategy :
Where should I put price array in my code ?
I guess it should be looks something like this :
A little bit more clarification
Let say
Price of "A" change from 3.5$ to 2.01$
I would like that before price of "A" reaches 3.33$ ( let say above 12 cents so it will be 3.45$) my algorithm start to check price action on needed to me condition in order to find point of opening potions. In addition, I would like that my algorithm turn off after 5 cents ( 3.28$) when pivot price point is pasted. Moreover, I would like again that my algorithm turn on when price action approach 2.22$ ( again 12cent above = 2.34$ ) and turn off 5 cents below 2.22$ ( 2.17$ )
price_array == [ 1.11 ; 2.22; 3.33; 4.44; 5.55; 6.66; 7.77 ; 8.88; 9.99 ]
So, price array for strategy just another one "if than condition". Please, could you tell me how would be code looks like ?
price-array.png
I need to make that specific strategy will be activated only around specific price array.
Let's take for example some default strategy :
using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;
namespace WealthLab.Strategies
{
public class TwoBarBreakout_Revisited : WealthScript
{
protected override void Execute()
{
for(int bar = 60; bar < Bars.Count; bar++)
{
if (!IsLastPositionActive)
{
// Set-up
if( Bars.Low[bar] < Bars.Low[bar-1] )
if( Bars.High[bar] < Bars.High[bar-1] )
if( Bars.Close[bar] < Bars.Open[bar] )
// Trade filter
if( SMA.Series( Bars.Close, 5 )[bar] > SMA.Series( Bars.Close, 50 )[bar] )
// Entry
BuyAtStop( bar+1, Bars.High[bar] + 0.1 * ATR.Series( Bars,2 )[bar] );
}
else
{
// Added profit taking
if( !SellAtLimit( bar+1, LastPosition, Bars.High[bar] + 0.5 * ATR.Series( Bars, 2 )[bar], "Take Profit" ) )
SellAtTrailingStop( bar+1, LastPosition, Lowest.Series( Low, 2 )[bar], "Trailing Stop" );
}
}
}
}
}
Where should I put price array in my code ?
I guess it should be looks something like this :
using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;
namespace WealthLab.Strategies
{
public class TwoBarBreakout_Revisited : WealthScript
{
price_array == [ 1.11 ; 2.22; 3.33; 4.44; 5.55; 6.66; 7.77 ; 8.88; 9.99 ] // MY PRICE ARRAY THAT I WANT TO IMPLEMENT how should I do think correctly
protected override void Execute()
{
for(int bar = 60; bar < Bars.Count; bar++)
{
if (!IsLastPositionActive)
{
// Set-up
if( Bars.Low[bar] < Bars.Low[bar-1] )
if( Bars.High[bar] < Bars.High[bar-1] )
if( Bars.Close[bar] < Bars.Open[bar] )
// Trade filter
if( SMA.Series( Bars.Close, 5 )[bar] > SMA.Series( Bars.Close, 50 )[bar] )
If Bars.Close[bar] > price_array (// on 0.12$ ) and Bars.Close[bar] < price_array (// on 0.05$) // than make some action // I don't know how to integrate condition related to 0.12 and 0.05 cents please take a look on the picture in attachment
// Entry
BuyAtStop( bar+1, Bars.High[bar] + 0.1 * ATR.Series( Bars,2 )[bar] );
}
else
{
// Added profit taking
if( !SellAtLimit( bar+1, LastPosition, Bars.High[bar] + 0.5 * ATR.Series( Bars, 2 )[bar], "Take Profit" ) )
SellAtTrailingStop( bar+1, LastPosition, Lowest.Series( Low, 2 )[bar], "Trailing Stop" );
}
}
}
}
}
A little bit more clarification
Let say
Price of "A" change from 3.5$ to 2.01$
I would like that before price of "A" reaches 3.33$ ( let say above 12 cents so it will be 3.45$) my algorithm start to check price action on needed to me condition in order to find point of opening potions. In addition, I would like that my algorithm turn off after 5 cents ( 3.28$) when pivot price point is pasted. Moreover, I would like again that my algorithm turn on when price action approach 2.22$ ( again 12cent above = 2.34$ ) and turn off 5 cents below 2.22$ ( 2.17$ )
price_array == [ 1.11 ; 2.22; 3.33; 4.44; 5.55; 6.66; 7.77 ; 8.88; 9.99 ]
So, price array for strategy just another one "if than condition". Please, could you tell me how would be code looks like ?
price-array.png
are the Wealthlab modules freely available.. is the documentation available.. This is a specialized area and not using a default system configuration
ASKER
yes, it is. There is free 30 days trial and documentation available.
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ASKER
Nobody answer on my question in this forum so I figure out by myself