C# Output for Validation - Trading Software

C# Output for Validation

Dave W.
2015-02-05 14:25:20

Hi. I'm trying to add some output statements in a money management script to help me troubleshoot a trading system. One of the statements is in the OnEndPeriod event and I want it to tell me if the period is the last day of the month. I'm using the following code, but I'm doing something wrong - the result should be either a 0 or a 1, but it isn't. Can you point me in the right direction / show me how to do it? Also, in the formula below I used "SPY" in one of the statements -- I'd prefer not to hard-code a symbol name.

OnEndPeriod Event Code

MMParser parser = Data.ParseFormula("a = (ref(Month(),-1) != Month());");
Divers.Output("Last Day of Month?: " + parser.GetTimeSeries("SPY","a") );

Dave W.
2015-02-05 14:46:58

Best Answer

I figured it out. Here's the answer in case it helps someone else.

OnEndPeriod Event Code

// Last Day of Month. Returns 1 for true, 0 for false
string[] SymbolList = Data.GetSymbols(); //Need to get a symbol for use in the GetTimeSeries statement.
MMParser parser = Data.ParseFormula("a = (ref(Month(),-1) != Month());");
TimeSeries LastDay = parser.GetTimeSeries(SymbolList[0], "a");
double dblLastDay = LastDay[0];
Divers.Output("Last Day of Month?: " + dblLastDay );

Get more messages

No more messages

Back


Trading Items Output metric for each trading year Per Symbol Average Output Average Output Per Year Average Output Per Month High to low stock pattern for the close price	How-to Lessons How to display the number of stocks per day for different RSI gro... How to download EOD quotes for active and valid stocks only How to get stocks for a particular index using the global script How to add future bars to plan for market scenarios How to screen for stocks having a high correlation with the Dow J...
Related Forum Threads Output window problem Custom Multi-Dimensional Fitness Formula (CMDFF) for Optimizer Save Rules Analyzer Output Clear output window Neural Network Prediction Output function - seems strange	Blog Posts Rules performance for different volatility regimes Create custom metrics for the statistical data analysis tool How to Download Trading Data for Certain Securities Only How to Select the Best Market Indicator for your Trading System Download historical EOD data for the stock, futures, ETF and Fore...