This page provides a list of new and open issues. Reference numbers are for internal tracking. High priority bugs with deferred low-priority ones in no particular order.
- (79968) Wealth-Lab crashes if regional settings were switched
- (90180) Email Unhandled Exceptions Crash WL 6.4. Errors when sending email and/or incorrect settings are not properly handled like in 6.3 and below, and within 30-60 seconds WL 6.4 crashes.
- (7073) Benchmark Buy & Hold May Start on the Wrong Bar
Benchmark Buy & Hold starts on the first actual bar of the first symbol, not necessarily including the entire test data range. If the first symbol in the DataSet has a short range, i.e., does not begin at the starting date of the backtest, then the Benchmark B&H results will incorrectly reflect the short range of the first symbol.
- (30250) Cryptic exception message on invalid Benchmark Buy&Hold symbol
Enabled Benchmark Buy&Hold option produces an Object reference not set to an instance of an object error when selected benchmark symbol has no data, its symbol name is incorrectly typed and/or it could not be found in existing DataSets.
- (8125) Exception: Requested Clipboard operation did not succeed
Quite frequently, after copying text in the Editor (Ctrl+C), the following exception occurs.
- Suggestion: Do not use Wealth-Lab Editor in parallel with an active remote desktop session e.g. RDP/VNC and/or any 3rd party utility/software monitoring for clipboard activity in the background e.g. Notepad++ with MultiClipboard plugin.
- (146) Aplication needs to support 120 DPI throughout
- Selecting the "Medium - 125%" option in Display (Windows Control Panel) causes some overlay and/or partial invisibility in various tools like Strategy Parameter box, compiler error message box, and many other parts of the interface.
- Suggestion: revert to the standard "Smaller - 100%" text size.
- (68057) "Max Entries per Day" PosSizer is sizing Alerts incorrectly (zero size)
- Backtested values are correct.
- (125578) Wealth-Lab Pro 6.5 (only?) crashes on start with System.TypeInitialization in WealthLab.ChartControl
Issues when regional settings imply the usage of ',' as the currency/decimal separator.
- (3926) Multiple Open Positions allowed in a Single Position Rules-based Strategy.
- The Strategy Builder does not take into account the possibility that multiple stacked stop and/or limit orders can trigger on the same bar in a "Single open Position" Strategy.
- Workaround: convert result to code-based Strategy and fix the logic manually.
Bollinger Bands rules have all Price and BBand Series inputs mixed up Fixed in 6.6.13
- For example, choosing "Price: Low" and "Series: Close" will create a BB based on Low
- (97929) When an indicator requires a double type input, generated Strategy produce a compiler error CS1501
- Comma (',') may not be accepted when typing in fractional values
- Workaround: switch both numeric and currency decimal separators in Windows (Control panel - Regional options) to "." (dot). You might need need to replace "," to " " (blank space) in digit grouping symbol, if applicable.
Combination Strategies are forced to run in Raw Profit mode. Unable to switch to Portfolio Simulation mode. Applied to 6.5.19, Fixed in 6.5.20 Combination Strategy crashes on selecting "Annual" on the "By Period" tab. Applied to 6.5.19, Fixed in 6.5.20
- Compiled strategies are not available in Combination Strategies
- Compiled Strategy libraries like "ActiveTrader Strategy Pack" or custom compiled libraries do not appear on the available Strategy list in Combination Strategies.
- (90184) Occluded Button, Text Labels in Combination Strategy Control. Intermittent issue affecting 6.4+. After loading a saved Combination Strategy, not all form elements are drawn. Some controls appear as black boxes.
- (142680) Cosmetic methods in Combination Strategies. Unlike Optimizations, Combination Strategies process cosmetic methods (such as PlotSeries and PrintDebug) in user's Strategy code. Ignoring them should have positive effect on execution speed and memory requirements.
- Strategy Parameters missing for Precompiled (DLL) strategies when opened from Home Page
Precompiled strategies (in a DLL) are missing Parameter Sliders when opened from the Home Page. Workaround: open the Strategy conventionally i.e. via "Open Strategy".
- (3844) Preferred Values cannot be saved for Strategy Libraries
- (4167) End Date should be ignored in Strategy Monitor Date Range settings
The End Date in the Strategy Monitor Activation Settings is being used when loading data when for the Data Range selection. (The End Date in the Strategy Monitor Activation Settings should be ignored, but instead, data ends at the specified End Date.
- Workaround: use other options - "Most Recent" or "Fixed Bars"
- Workaround: if your Strategy depends on some starting date, manually edit the EndDate tag of your Strategy in the StrategyMonitorConfiguration.xml file so that it points at an ending date in the distant future.
- NullReferenceException in Strategy Monitor
Strategy Monitor doesn't work, throwing an exception when trying to open its window or add a strategy on 1-10 minute bar intervals:
System.NullReferenceException: Object reference not set to an instance of an object.
- Workaround: open the Preferences dialog (F12 key) and select any Streaming data provider.
(6.4) (98369) Stuck in "Run Once beginning" Fixed After clicking "Activate" and immediately selecting "Run this Strategy Now", a Strategy execution is frozen with "Run Once beginning..." message.
- (6.4) (98370) A GetExternalSymbol overload failure in Strategy Monitor
GetExternalSymbol overload with the dataSetName fails in Strategy Monitor.
//Bars sp100Index = GetExternalSymbol("Indices","^OEX", true);
Bars sp100Index = GetExternalSymbol("^OEX", true);
- (84581) Unable to access symbols that start with % (affects external symbols created in Index-Lab)
- (107082) "Current TimeZone not found" error
When Strategy Monitor is opened, you get an error message saying that Current TimeZone not found. Bug affects localized Windows 7 Ultimate or Enterprise editions when user changes the system's Display Language.
- Workaround: revert the Display Language (e.g. German Windows Ultimate, Display Language changed to English - roll it back to German).
- Custom columns in Strategy Monitor and Strategy windows: enhancement request, deferred
WealthScript & Strategy Editor
- (83553) Update QWhale Editor component for C# 3.0/4.0 features
- Add "Collapse to Definition" shortcut
- Add "Split Screen" feature
- (7282) SplitPosition() does not interact realistically in Portfolio Simulation Mode
- Background: In a Portfolio Simulation it's correct to expect that all Positions associated with a split be accepted or all be rejected according to the amount of cash available on the entry bar.
- Problem: Currently Wealth-Lab treats split Positions as a separate Positions competing for cash, and if Position.Priority is random each Position has a random chance of being selected or rejected in a high-exposure MSB Portfolio Simulation. A possible outcome is that one Position associated with a split be accepted while another is rejected, which is unrealistic.
- Partial Work-around: After calling SplitPosition(), assign the same Priority to the new split Position as the original. The assignment will help to reduce (but in no way guarantee) the frequency that different actions are taken for Positions associated in a split when the strategy enters several Positions on the same bar.
/* Example: */
Position p = LastPosition; // Position to split
Position sp = SplitPosition(p, 49.99); // The new Position
sp.Priority = p.Priority; // Assign the same Priority as the original Position
- (250) ClearPositions does not function as expected in MSB
- Problem: In Multi-Symbol Backtest mode, the ClearPositions method clear trades for all symbols in a DataSet. On the Trades list, only the last symbol's trades are left. It is working by design of the new Wealth-Lab .NET, where all of the positions are stored in one list - that's why ClearPositions clears them all and does not work as expected in Multi-Symbol Backtest mode.
- (76675) Editor: Non-white space character cannot be typed if included in CreateParameter after ampersand
- Problem: Including an ampersand as part of CreateParameter description (e.g. "L&S") and compiling prevents from typing the character after the ampserand (i.e. "S"), whitespace excluded, in that Strategy Window.
- (103725) FundamentalDataSeriesAnnual overload with symbol name ignores the symbol parameter, executing on the current (primary) Bars.
- Workaround: Wrap the call to FundamentalDataSeriesAnnual(symbol...) in SetContext/RestoreContext.
- (757) Dynamic WatchList Support: enhancement request, deferred
- (98348) Optimizer API not sufficient to create parallelized, multi-threaded optimizers. Leverage benefits of multi-core CPUs in Optimizer.
(90177) Extended Scorecard crashes Wealth-Lab when symbol(s) have no data Fixed in 6.6
- When a symbol has no Bars data, optimizing a Strategy with Extended Scorecard enabled will crash WL6.
- Workaround: when optimizing with Extended Scorecard, double check that the data exists for all symbols of the DataSet, or exclude the empty symbol(s).
- Workaround: use the MS123 Scorecard, if applicable.
Genetic Optimizer crashes Wealth-Lab on certain action sequence Fixed in upcoming update
- Scenario #1: with "Genetic" as selected optimization method, choose "Estimate" in Optimization Control, switch to any other optimization method, click "Begin Optimization" and then "Cancel Optimization", then re-select "Genetic" and choose "Begin Optimization".
- Scenario #2: optimize with Exhaustive method, cancel, select "Genetic", click "Begin Optimization".
(43984) Optimizer (in Portfolio Simulation mode) returns all zeroes for the results if a runtime error occurs for just one symbol Fixed in 6.6 (7878) Optimizer incorrectly applies regional decimal setting Fixed in 6.6
For regional settings using "," as the decimal/currency separators, the Optimization tool incorrectly applies "," as decimal separator, resulting in a compiler error message.
- (76499) Exhaustive optimization (2 Parameter Graph) may be unable to plot all values when step is relatively tight compared to the range
- A cosmetic/display issue which does not affect the accuracy.
- (98351) The Optimization control lacks the ability to selectively omit Strategy Parameters from optimizations
- (98352) 3D graph colors: change the existing color scheme from the current 'dark blue to white' to a more intuitive version
- (13704) Optimizer runs past Stop value
- (55091) Calculating StochD gets slower in geometric progression depending on smoothing
- Building StochD using shorter lookback and smoothing period (e.g. 14,3) is fast, but slows down in geometric progression when larger periods are selected.
- Workaround (for code-based Strategies):
//DataSeries stochd = StochD.Series(Bars,period,smooth);
DataSeries stochd = SMA.Series( StochK.Series(Bars,period), smooth);
- Workaround (for rule-based Strategies):
When speed matters, replace your long-term StochD(period,smooth) with corresponding StochK(period) used with SMA(smooth)
- (17617) Dropping on a code-based indicator and pushing code causes exception (NullReferenceException)
- Scenario #1: create an indicator in code (or drop and push it to code), Compile and Execute, drop an indicator on that code-based indicator and Push to code again.
- Scenario #2: drop ROC on Volume histogram, Push indicator to code.
- (4037) Consider Standard Indicator CalculatePartialValue methods incorrect until proven otherwise
- (756) Williams %R readings contradict standards
- (18427) FirstValidValue after Synchronize is incorrect for ARSI
- (3138) Manually typed overbought/oversold threshold values less than 1 are rounded in Indicator Options dialog (which doesn't affect their correct plotting on the chart)
- Some IndexDefinitions from MS123 IndexDefinitions library do not load when "Most Recent" or "Date Range" data loading option is selected, producing a chart with "No Data Available" and 0 bars reported in Data Manager > Symbol Details.
- Affected: Cumulative Volume Ratio, Demand Index, Eliades TRIN, Haurlan Index, JK HiLo Index, Low Frequency Trading, McClellan Oscillator, McClellan Oscillator - Volume, McClellan Summation Index, McClellan Summation Index - Volume, Merriman Volume Model, New Highs and New Lows Oscillator, Swenlin Trading Oscillator, Swenlin Trading Oscillator - Volume, and Trend Exhaustion Index.
- Workaround: Use "All Data" or "Fixed Bars".
- Wealth-Lab (general issues):
- (49880) Synchronization of external 60-minute Bars does not work properly when using "Fixed Bars"
- Workaround: Use Most Recent (months, days etc.) option
- Fidelity: Affects Fidelity WLP users only.
- (46123) Fidelity data fails to update again if it was not updated in several months.
Occasionally, "Update All Data" may result in data loss when having multiple Y! DataSets. After an update, use is left with nearly a dozen bars of data in some symbols.
Fixed in 6.6
Cause: when symbols are contained in multiple DataSets with different starting dates and you update the DataSet with a closer starting date and then "Update All Data".
- Delete the data for all affected Yahoo symbols (recommended: delete the YahooStaticProvider\Daily subfolder, found after enabling hidden file visibility under Windows Control Panel > "Folder options" on the following location: C:\Users\username\AppData\Roaming\Fidelity Investments\WealthLabDev or Pro\184.108.40.206\Data\)
- Update the affected DataSet to reload its data from scratch
- To avoid the problem, make a special DataSet that contains ALL of your Yahoo symbols, and update it instead of using "Update All Data by selected providers now"
- MSN Money stopped updating their data on 06/28/2013 for unknown reason.
- Downloaded data may have various errors (Close > High etc). The data feed is to blame.
Orders and Trading
- (13901) Stop orders (and Limit orders assumed) with constant price are unnecessarily canceled and replaced if the order's Position shares are reduced by Portfolio Synch or increased by Exit Orders "full Position" logic. Applies to Auto-Trading.
- (62779) Market orders fail at session open "Could not get Quote".
- (62854) Paper Trading in international markets doesn't work outside of hours defined in "US Equities".
- Workaround: Launch a text editor with elevated privileges (as admin) and manually edit the Open and Close Market hours in the ..\Data\Markets.xml file beneath Wealth-Lab's main program directory under Program Files (and/or Program Files(x86)).
- (63321) Accounts Tool: Profit does not reflect Futures Mode Point Value
Development related (affects Extension development)
- (7980) Wealth-Lab crashes if Streaming provider returns null instead of an instance of a Static data provider.
- (30255) SystemPerformance.Strategy.DataSetName returns wrong DataSet name for Rotation-type Strategy.
- Returns the DataSetName string stored in the XML file at the time of saving it.
- (7488) IsIntraday Bug in Performance Visualizers, PosSizers
- The .IsIntraday property of SystemPerformance.Results.EquityCurve, .Results.CashCurve, .ResultsBuyHold.EquityCurve, .ResultsBuyHold.CashCurve, ResultsLong.EquityCurve, .ResultsLong.CashCurve, .ResultsShort.EquityCurve, .ResultsShort.CashCurve incorrectly boolean value false on all intraday data while true should be returned.
- (62853) In PosSizers, the Candidates list is empty for Alert sizing
- The collection functions as advertised for historical backtests, but for sizing Alerts at Bars.Count it is not being populated.
- (68056) PosSizers: Starting Equity/Cash are reported for Alerts at Bars.Count. Update: In multi-symbol backtests, there may be a discrepancy between the "EquityCurve" and "equity" values. Under investigation
The feature functions as advertised for historical backtests, but for sizing Alerts at Bars.Count it is equal to the starting equity value.
- (80612) Visualizers: RawTrades issues in Combination Strategies
- The SystemPerformance.RawTrades.Count property in Aggregate Strategy mode is identical to its Number of Trades: i.e., trades dropped due to insufficient capital are not included on the RawTrades list.
- All Combo Strategy children have their SystemPerformance.RawTrades property null.