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This search, performed through 3.13 MB (614 documents, 10195 words), completed in 0.0 seconds and yielded 30 results.

TASC 2009-07 | Tr&nd Stop (Vervoort) — 15.6%

[...] 0.2); period = CreateParameter( "Period" , 10, 2, 100, 2); } public DataSeries TrndsStop( Bars b, int period, double factor ) { DataSeries loss = factor * TASCIndicators.ATRModified.Series(b, period); DataSeries resistance = b. Close + loss; DataSeries support = new DataSeries(b, "Support(" + period + "," + factor + ")" ); DataSeries trends = new DataSeries(b, "TrendsStop(" + period + "," + factor + ")" ); for ( [...]

TASC 2010-05 | Smoothing the Bollinger %b (Vervoort) — 6.7%

Traders' Tip text We took this opportunity to add both the Bollinger %b and the Sylvain Vervoort’s smoothed version to Wealth-Lab’s TASCIndicator library for Version 6. The WealthScript code shows how to access and plot both indicators, their standard deviation bands and parameter sliders. We have to wait for the author’s follow-up article for the indicator’s suggested use in a trading strategy; meanwhile, we look for price divergence as one would with the traditional %b indicator. At the time this went to print, the Nasdaq 100 appears [...]

TASC 2011-07 | A Color-Based System For Short-Term Trading (Kraut) — 6.7%

[...] lookback ) { Color c = Color.Transparent; if ( Bars .Count > lookback ) { int b = bar-lookback; bool green = ( Close [bar] > Close [b]) && ( Volume [bar] > Volume [b]); bool blue = ( Close [...]

Ichimoku — 5.9%

[...] Ichimoku contains comprised five lines called the Tenkan Sen, Kijun Sen, Senkou Span A, Senkou Span B and Chickou Span, and is devised like an "all-in-one" indicator that helps gauge an market's trend, momentum and support and resistance points at the same time. References: Senkou Span A , Senkou Span B , Tenkan Sen , Kijun Sen , Chikou Span . Ichimoku Cloud Filters Information Storm Example This example nicely plots the Senkou Span A and Senkou Span B indicators as a dual fill band: using System; [...]

TASC 2009-06 | Modified ATR Trailing Stop (Vervoort) — 5.2%

[...] private bool longPosition; private DataSeries atrMod; public ATRTrail(WealthScript wL, Bars b, bool positionLong, double initialStop, int period, double factor ) { ws = wL; bars = b; longPosition = positionLong; stopPrice = initialStop; atrMod = factor * TASCIndicators.ATRModified.Series(bars, period); } // Call this method to update and return the stop price on each bar after entry public double Price( int bar) { double prevPrice = stopPrice; double newPrice; if [...]

GetAllDataForSymbol — 5.2%

[...] the test period to build indicators, known as "Lead Bars" in legacy versions of Wealth-Lab, affects B&H comparisons and performance metrics sensitive to changes in start/end dates. Imagine an indicator that takes a while to build up - like a 200-day moving average. The Buy & Hold starts immediately while the Strategy has to wait for at least 200 bars. Should Lead Bars exist, they would provide a slightly more accurate statement of performance over the test period when backtesting such Strategy. Fortunately, there's a script-based workaround for situations when there's [...]

ATRModified - Modified ATR — 5.2%

[...] private bool longPosition; private DataSeries atrMod; public ATRTrail(WealthScript wL, Bars b, bool positionLong, double initialStop, int period, double factor ) { ws = wL; bars = b; longPosition = positionLong; stopPrice = initialStop; atrMod = factor * TASCIndicators.ATRModified.Series(bars, period); } // Call this method to update and return the stop price on each bar after entry public double Price( int bar) { double prevPrice = stopPrice; double newPrice; if [...]

WilsonRSIChannel — 3.7%

[...] RSI.Series( Close , rsiPer), Color.Blue, LineStyle.Solid, 2); SetPaneMinMax ( rsiPane, 30, 80 ); int b = Bars .Count - 1; double [] rect = { b, 55, b, 70, 0, 70, 0, 55 }; [...]

BollingerPctBSmoothed - Bollinger %b Smoothed — 3.7%

[...] Description Bars The symbol's Bars object pctbPeriod The period for Bollinger %b smoothPeriod The smoothing period sdCalc StdDevCalculation Enum: Population or Sample Description Bollinger %b Smoothed from the May 2010 issue of Stocks & Commodities magazine. Calculation (See open source) [...]

TASC 2008-07 | Leader Of The MACD (Siligardos) — 3.0%

[...] ShortAtClose ( bar ); /* Highlight divergence */ for ( int b = peakBar; b [...]

TASC 2008-02 | Trading Divergences (Vervoot) — 3.0%

[...] LineStyle.Solid, 2); if (Math.Sign(price[pb1] - price[pb2]) == 1) for ( int b = pb2; b [...]

BollingerPctB - Bollinger %b — 3.0%

[...] Description Bars The symbol's Bars object period The period for Bollinger %b StdDevCalculation The StdDevCalculation Enum: Population or Sample Description Bollinger %b [...]

ARSI - Asymmetrical RSI — 3.0%

[...] BuyAtMarket ( bar+1 ); /* Highlight divergence */ for ( int b = troughBar; b [...]

FAQ | Position Sizing, Extensions, Miscellaneous — 3.0%

[...] insufficient funds. Why? It is possible in Raw Profit mode when a) Fixed Dollar sizing is selected and b) the selected position size is not enough to purchase even one share of the instrument. It can happen with with higher-priced instruments such as indices. Consider this example: your position size is $1,000 Fixed Dollar, and at the time of entry the security's price exceeds the position size e.g. is $1,100. There are two options: switch to Fixed Shares or increase the Fixed Dollar position size. How do I implement volatility position sizing? Position sizing based [...]

TASC 2008-10 | Asymmetric RSI, ARSI (Vervoort) — 3.0%

[...] BuyAtMarket ( bar+1 ); /* Highlight divergence */ for ( int b = troughBar; b [...]

TASC 2010-04 | Volume-Price Trend Indictor (Hawkins) — 2.2%

[...] PricePane , "Please switch to Bar (OHLC) Chart Style" , Color.Red); return ; } int b = bcs.LeftEdgeBar; DataSeries mVPT = new DataSeries( Bars , "Modified VPT" ); DataSeries avg4 = ( Open + High + Low + Close ) / 4d; _level.Value = avg4[b]; DataSeries avg4_1 = avg4 >> 1; DataSeries change = (avg4 - avg4_1) / avg4_1; // changed from *= (Volume / 50000d); // to compensate a little for diverse ranges of Volume change *= ( Volume / Math.Pow(10, Math.Log10(SMA.Value( [...]

Intraday / Multi-Time Frame | GetIntradayBar and the similar functions — 2.2%

[...] GetIntradayBar = Synchronize (CompBar); for ( int bar = 0; bar < Bars .Count; bar++) { int b = ( int )GetIntradayBar[bar]; AnnotateBar (b. ToString ( "0" ), bar, true , Color.Black, Color.Transparent, [...]

TASC 2011-11 | Put/Call Ratio Indicators (Vervoort) — 1.5%

[...] ; if (Math.Abs(a1 - a2) > 0.00001) { double a = (b1 - b2) / (a1 - a2); double b = (b2 * a1 - a2 * b1) / (a1 - a2); DataSeries s = ds * a; s += b; s.Description [...]

TASC 2013-06 | The 1-2-3 Wave Count (Vervoort) — 1.5%

[...] private set; } public List<ZigZag> ZigZags { get; private set; } public ZZBuilder( Bars b, double pct ) { this .bars = b; [...]

TASC 2013-07 | The Step Candle Pattern (Vervoort) — 1.5%

[...] private set; } public List<ZigZag> ZigZags { get; private set; } public ZZBuilder( Bars b, double pct ) { this .bars = b; [...]

TASC 2012-06 | Trading High Yield (B. Gardner) — 1.5%

Traders' Tip text Since trading high-yield bonds was a simplistic monthly-based strategy, I thought it would be interesting to see how it performed by varying the monthly period by day of month. To do it, I setup of an optimization that calculates the monthly moving average based on the NAV price [...]

Errors | Strategy — 1.5%

[...] and 'maximum'. at WealthLabPro.Chartform.q() at WealthLabPro.Chartform.o() at WealthLabPro.Chartform.b(Int32 A_0, Object A_1) at System.Windows.Forms.Control.Invoke(Delegate method, Object[] args) at System.Windows.Forms.Control.MarshaledInvoke(Control caller, Delegate method, Object[] args, Boolean synchronous) Solution: Close and re-open the strategy window or restart WL6. Problem: Your otherwsie valid code that may run, produces the following error with certain Data Loading Range settings: Cannot Synchronize, no overlapping Dates. Solutions: The symbol you're [...]

TASC 2012-03 | Swami Stochastics Heat Map (Ehlers) — 1.5%

[...] public void SwamiStochHeatMap(DataSeries ds, int plotThickness) { int r = 0; int g = 0; int b = 0; string s = ds.Description + ")" ; DataSeries swStoch = new DataSeries(ds, "SwamiStoch(" + s); DataSeries[] swamistoch = new DataSeries[49]; // Initialize array ArrayHolder[] ah = new ArrayHolder[49]; for ( int n = 4; n < 49; n++ ) ah[n] = new ArrayHolder(); // Create and plot the heatmap series (change bar colors later) HideVolume (); HidePaneLines (); ChartPane swPane = CreatePane [...]

TASC 2011-12 | Stoch IFT Strategy (Vervoort) — 1.5%

[...] if (Math.Abs(a1 - a2) > 0.00001) { double a = (b1 - b2) / (a1 - a2); double b = (b2 * a1 - a2 * b1) / (a1 - a2); DataSeries s = ds * a; s += b; [...]

TASC 2012-05 | Sentiment Zone Oscillator (SZO) (Khalil) — 0.7%

[...] LLP; DataSeries Prange = Range * (Percent/100d); DataSeries OB = LLP + Prange; OB.Description = "O/B" ; DataSeries OS = HLP - Prange; OS.Description [...]

TASC 2014-09 | Finding The Golden Triangle (Hudgin) — 0.7%

[...] // 4.a Price confirmation if ( Close [bar] > sma[bar] ) { // 4.b Volume confirmation (if enabled) [...]

Alpha — 0.7%

[...] forecast for the next day's price is made based on the last n bars based on linear prediction model (mx+b) The price-difference between the forecasted [...]

TASC 2013-09 | Oscillators, Smoothed (Vervoort) — 0.7%

[...] using smoothing techniques. A combination of TEMA and WMA does a nice job smoothing out wiggles in a %b oscillator, derived from zero-lag “Rainbow” [...]

Introductory | Bars, Loops, and Bar + 1 — 0.7%

[...] DrawLabel ( PricePane , "We hit bar " + bar. ToString () ); } You could just as easily use the names b , xyz , or RightNow in place of Bar, but none [...]

TASC 2010-10 | Smooted RSI Inverse Fisher (Vervoort) — 0.7%

[...] includes a simple shorting Strategy which triggers and entry when a) SVE_IF_RSI crosses under 70, and, b) price negatively diverges with the ARSI. [...]

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