Is it possible to build this system via Building Block?
Here is the code for reference. I do have the finatic indicators.
Here is the code for reference. I do have the finatic indicators.
CODE:
using WealthLab.Backtest; using System; using WealthLab.Core; using WealthLab.Indicators; using finantic.Indicators; namespace WealthScript2 { public class MyStrategy : UserStrategyBase { MP movingPercentile; public override void Initialize(BarHistory bars) { TR tr = new TR(bars); movingPercentile = new MP(tr, lookback: 100, percentile:75); } public override void Execute(BarHistory bars, int idx) { foreach (var pos in OpenPositions) ClosePosition(pos, OrderType.Market); double mpfactor = 0.7; double limit = bars.Close[idx] - movingPercentile[idx] * mpfactor; PlaceTrade(bars, TransactionType.Buy, OrderType.Limit, limit); } } }
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