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Home - Community.Visualizers

Download

Latest version: 2008.12

Previous version: 1.1

Revision History

• Baseline released

• Added new visualizer:
  • Trades view with Priority
• Fixed:
  • Added "$K" to Y scale labels of the Strategy Equity and Percent Drawdown PV

• Added new visualizer:
  • Performance Extras
• Added moving average(s) of drawdown to the Drawdown (%) performance visualizer
• Added linear/log scale selection to Strategy Equity + Drawdown % and Closed Equity. (Learn more about Log Charts vs. Linear Charts.)

Installation

• Unpack the binary archive into Program Files\MS123\Wealth-Lab Developer 5 (or Program Files\Fidelity Investments\Wealth-Lab Pro 5)
• Start WLD/WLP

Included Performance Visualizers

• Percent Drawdown
• Contribution pie chart
• Strategy Equity + Percent Drawdown combined view
• Net Profit + Percent Drawdown combined view
• Closed Equity
• Trades view with Priority
• Performance Extras

Notes

• I've chosen ZedGraph as the charting component for the already included and possible future Visualizers. Reasons:
  • supports printing, copying to clipboard and saving into files
  • powerful (everything except for 3D charts), fast, configurable
  • very small footprint (120K compressed)
  • free, open source, possible to use in commercial apps

• Right click menu is generally unified with built-in visualizers. Basically it contains these features:
  • Copy Chart to Clipboard
  • Copy Data to Clipboard
  • Save as... (graphic file in a variety of vector/bitmap formats)
  • Unzoom (Restores state of scale to default)
  • Change Scale (Switches between linear and log scale of equity)

• Equity and Drawdown curves are semi-transparent near initial values and get most saturated color at their extremes. In other words, the red gets darker as the drawdown deepens, the green gets darker as the profit is higher. All visualizers (except the Contribution chart which displays static values) share this idea.

• When mousing over a chart, a tooltip will hint of equity value, drawdown depth etc.

Known issues

• Because ZedGraph is not TeeChart (that powers Wealth-Lab 4/5's graphics), it handles zoom and un-zoom events in a different manner. If you try to un-zoom the good old Wealth-Lab way (click and drag backwards), you'll just zoom the chart even more. So there goes a special context menu "Unzoom" that restores scale to default.
  • It is always enabled, it was a bit tedious for me to figure out how to code this zoom event handler without any example. Maybe in a later release; now it doesn't affect any functionality.

TO DO

• Performance
  I'm satisified with ZedGraph's performance even with large sets of data. Even then, should we desire to speed it up, there are two options:
  • FilteredDataPoints - a drop-in replacement for internal data structures that reduces the number of points displayed. You may recall a similar concept in Reports-Lab 2 implemented in the name of "Load necessary number of records" option.
  • Switch Anti-aliasing off.

• Possible ideas for future Visualizers: