Wealth-Lab 6 is based on Microsoft .NET Framework 2.0, and is a fully "managed" application. The Wealth-Lab 6 base architecture, and Wealth-Lab Pro/Developer 6 specifically, offer many points that developers can hook into to extend the system. The documents below detail how various aspects of Wealth-Lab.NET can be extended.
Advanced Programming Topics
You can package your own set of Indicators for Wealth-Lab.NET that can then be dragged and dropped onto a chart, or used in the visual Strategy Builder. Your Indicator Library appears as a new folder in the Indicators form. Learn how to create custom indicators in Wealth-Lab 6.
Chart Styles represent how the chart is rendered visually. Well known styles are Bar, Candlestick, Point & Figure. You can create brand new Chart Styles by extending the ChartStyle base class. Learn how to create your own ChartStyle in Wealth-Lab 6.
Discover how to customize chart settings and drawing objects in Wealth-Lab 6.
Find out how to build a custom Optimizer to test whether your trade strategy is robust.
When you open a Strategy for back-testing, various tabs appear that display the performance of the Strategy in various ways, such as a performance report, equity curve, etc. Each of these tabs is a Performance Visualizer, and you can build your own Performance Visualizers to render the Strategy performance in new and novel ways. Define a custom performance view to display the results of your trading strategy.
PosSizers are custom position-sizing rules that you can then apply to any Strategy during back-testing. New PosSizers that you build are seamlessly integrated into the Wealth-Lab 5 position sizing controls. Create a PosSizer that changes the original Position Sizing rules while the strategy is running.
Strategy Libraries are pre-compiled assemblies that contain Wealth-Lab Strategies (classes the derive from WealthScript). Pre-compiling Strategies and offering them as a Library allows you to distribute Strategies without the actual script code, and to offer your Strategies commercially. See Question: How can I debug my trading strategies in Wealth-Lab Pro 6?
Understand how to build a custom IndexDefinition in Wealth-Lab for use with the Index Manager.
You can integrate custom commission calculation schemes into Wealth-Lab.NET, and users can select your Commission structure from the Preferences form. Commission structures are created by extending the Commission base class. Check out the Community.Commissions
project for the source code of an actual commission library.
Describes how to build custom chart drawing objects for Wealth-Lab.NET. Drawing objects all derive from an abstract base class called ChartDrawingObject
PVReport is a special type of Performance Visualizer that presents the detailed performance report of a Strategy. You can derive new classes from PVReport and create brand new performance reports that contain exactly the metrics that you wish to calculate and present.
Wealth-Lab 6 uses the "provider" pattern to load historical price/volume data for backtesting. You can build an adapter that allows Wealth-Lab to access data stored in a specific format such as a relational database, or a data provider's custom format. Check out the MS123 Providers
project for the source code of an actual static data provider.
Wealth-Lab Pro uses streaming data to update Streaming Charts and power Quotes. You can build an adapter that allows Wealth-Lab 6 to connect to a streaming data source from a particular data provider. Check out the MS123 Providers
project for the source code of an actual streaming data provider.
- Fundamental Data Adapters
Wealth-Lab 6 uses Fundamental Data Adapters to load fundamental data from a specific data provider. You can build an adapter that can access either symbol-specific fundamental data, or non-symbol-specific data (such as economic indicators). The fundamental data items provided by your adapter appear under a new folder in the Fundamental Data Items form, and can be drag and dropped onto a chart and used in the visual Strategy Builder.