FAQ | Position Sizing, Extensions, Miscellaneous

PosSizers (position sizing)

/* Add this BuyAtMarket method and nothing else needs to be changed */
      // It uses a limit order that executes at the opening price so that the basis price is the same as the execution price
      Position BuyAtMarket(int n, string sigName = "")
      {
         if (n >= Bars.Count)
            return base.BuyAtMarket(n, sigName);   // create market order alert
         else
            return BuyAtLimit(n, Open[n], sigName);
      }

1. Hit Ctrl-W, O to open the Output window (VS 2008 shortcut; Ctrl-Alt-O in SharpDevelop).
2. Call Trace.WriteLine in your PosSizer:
   

System.Diagnostics.Trace.WriteLine( whatever_you_wanted_to_send_to_PrintDebug );

if( bar == Bars.Count-1 ) )
   Bars.Tag = some_double_value;

// Fails:
//if (Positions[n].EntryBar == bar + 1)
// Workaround:
if(Positions[n].EntryDate == bars.Date[bar + 1].Date)

double MonthStartEquity = EquityCurve[0];
DateTime b = bars.Date[bar];
DateTime tmp = new DateTime(b.Year, b.Month, 1);
MonthStartEquity = EquityCurve[EquityCurve.ConvertDateToBar(tmp, false)];

Extensions

Error Unable to copy file "MyExtension.dll" to "..\Program Files\MS123\Wealth-Lab Developer 6\...". Access to the path is denied.

Strategies

            get
            {
            //INCORRECT !
            throw new NotImplementedException();
            }

Indicators

• for an Indicator, you have correctly implemented the IndicatorHelper
• placed the resulting DLL in Wealth-Lab's main folder
• targeted the right framework version. To be recognized by Wealth-Lab 6.4, .NET 4.0 can be selected. For version 6.3 and earlier, libraries must be targeting .NET 2.0 or 3.5 (by default, Visual Studio 2010 targets .NET 4.0 which is incompatible with WL 6.3 - this can be changed in your project's properties, and it should be recompiled)
• the target CPU is set to Any (and not to e.g. 32 bit)
• restarted Wealth-Lab after placing the DLL(s), if it was running.
  

error CS1704 @ (0.0): An assembly with the same simple name "TASCIndicators, Version=1.0.2.0, Culture=neutral, PublicKeyToken=nul 

• If the new file has a name different from the original library (e.g. you are copying TASCIndicators.dll as TASCIndicators1.dll to the Wealth-Lab main program directory.
• If you renamed the original file for backup purposes but preserved the .dll extension (e.g. you've copied the new file named TASCIndicators.dll, renaming the old file as TASCIndicators.Copy.dll).
  

Visualizers

1. Add a column to the ListView (by defining a ColumnHeader) of the control.
2. Specify the type of data (i.e. double) for the purposes of sorting (notice ListViewSortManager in the PVTrades2 constructor).
3. GenerateOutput is used for copying to clipboard, so you should skip this method for now.
4. Now, in CreateVisualization method body you will need to calculate your performance metric and use AddSubItem to push it to the ListView.
   

• Average % profit is positive while average $ profit is negative
• Average trade is negative while net profit is positive
  

Data and Broker providers

Miscellaneous

• Pearson Correlation indicator in Community Indicators
• Pearson Correlation function in Community Components