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allan nathan
2013-03-18 18:14:49

I am running a money management script posted by another user.I keep on getting an error message..

OnEndPeriod : Compilation error in 'OnEndPeriod':
Unable to cast object of type 'System.Double' to type 'System.String'.

OnEndPeriod : Compilation error in 'OnEndPeriod':
Unable to cast object of type 'System.Double' to type 'System.String'.

The user has checked the code and it works fine for him.No issues.Why would I be getting that error message and what does it mean?


2013-03-18 18:52:10


Best Answer
I sent you an email with fixed code:

double vixPeriod = (double)Variables.GetVariable("MA Period");
double newPercent = (double)Variables.GetVariable("New Percent to Invest");
double perInvested = (double)Variables.GetVariable("per_invested");
string inst = (string)Variables.GetVariable("Instrument");
string mav = (string)Variables.GetVariable("Type MA");

TimeSeries ts = Data.ParseFormula("a = close < ma(close, " + Math.Round(vixPeriod, 0) + ","+mav+");").GetTimeSeries(""+inst+"", "a");
//TimeSeries ts = Data.ParseFormula("a = close < sma(close, " + Math.Round(vixPeriod, 0) + ");").GetTimeSeries(""+(string)inst+"", "a");


if(ts[0] == 1)

if(perInvested != newPercent)
Portfolio.UpdateCategorySettings("long", (double)newPercent, TradingSystemSettings.NbPositions, Orders.CloseMarketOrder());
Portfolio.UpdateCategorySettings("short", (double)newPercent, TradingSystemSettings.NbPositions, Orders.CloseMarketOrder());



Portfolio.UpdateCategorySettings("long", 100, TradingSystemSettings.NbPositions, Orders.CloseMarketOrder());
Portfolio.UpdateCategorySettings("short", 100, TradingSystemSettings.NbPositions, Orders.CloseMarketOrder());



2013-03-18 19:05:48


Or you can download updated script.


2013-03-18 19:51:24


hey Clonex, can you so kindly make a MM script for a intraday strategies where the strategies buys X amount of positions and ends all position if the net P&L on all positions is X

for example a traders daily goal is: 200$, when the net P&L (combined pnl on all 10 positions) is $200, the system exits all positions
or if the net loss on all position is 200$, the system exits all positions.

That would be much appreciated!

allan nathan
2013-03-18 20:48:03


Thank you Clonex.Thank you so much.I downloaded it and it appears to work as hoped.Excellent!!


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