Snapshots

RSS

What is it?

The purpose of this new visualizer called "Snapshots" is to collect backtesting results and code in a file, which then can be examined at any time by re-opening this Strategy's window. Snapshots is part of the MS123 Performance Visualizers library.

Every time you save a Strategy that contains changes, Wealth-Lab will automatically take a snapshot that contains:

Strategy code
Key performance metrics
Equity curve
Position sizing, data loading settings and DataSet/symbol

Snapshots are stored as disk files and include version number, starting from zero. Snapshots cannot be saved for Strategies on mapped network drives. When a Strategy is opened, all its snapshots will appear in a tree view. To save your first snapshot, strike Ctrl-S.

Think of "Snapshots" as an automatic backup feature for your Strategies. As you make additions and corrections to the code and execute it again and again, saving code with Ctrl-S, you can be sure that intermediate changes won't be lost as rollback is possible at any time. NOTE: if you haven't made any changes to the code, snapshot will NOT be saved.

Features

Save revisions of Strategy code
Compare two code revisions side by side
Save performance results
Save strategy's Equity curve (with Buy&Hold)

Version tree

The Version tree on the left lists all saved snapshots. Click on a version number to load a saved snapshot of the strategy. From right-click menu, you can delete one or all snapshots by the strategy, copy code to clipboard, or open this document.

Strategy Code

This tab shows saved strategy code. For your convenience, it highlights keywords like the built-in Editor.

Code snapshot

Code is saved only for code- and rule-based strategies; Combination strategies and compiled Strategy libraries are not supported.

Code Compare

Code revisions can easily be compared after selecting different versions from Version dropdowns. Detected changes are highlighted with green/red stripes. If your code is long enough, you can scroll it down - it's synchronized.

Compare code revisions

Note: Through right-click context menu, both Strategy Code and Code Compare allow changing font size and copying the code of currently selected snapshot to the clipboard.

Equity

To minimize snapshot size and memory usage, equity for intraday backtests is always compressed to a single value per day (end-of-day) before saving. The Buy&Hold curve's visiblity can be turned on or off from right-click context menu.

Strategy equity snapshot

Compressed intraday equity snapshot

Performance

To avoid performance overhead, Snapshots include only a minimal, lightweight subset of key performance metrics for "All Trades". Consequently, neither Long/Short nor Buy&Hold results are stored. Nevertheless, this is perfectly enough to quickly evaluate backtest results and compare performance. Additionally, the position sizing/data loading settings applied are stored and displayed on the status bar of Snapshots > Performance results.

Performance snapshot

Technical facts

Sometimes you might want to email or backup a snapshot. They all can be found under the root of the Strategies subfolder in the user's application data folder. For exact location, refer to the Wealth-Lab User Guide > Data > Where data are stored?

Snapshot files follow a pattern: "Guid (version).snapshot". The file format is human-readable JSON notation.

Snapshots may not get saved if Strategy has a non-unique Guid i.e. Strategy with identic Guid exists under different names. It's not a normal use case: it can only happen as a result of manual manipulation outside Wealth-Lab.

Syntax Highlighting in RichTextBox Control (c) Duncan Harris
Generic Diff Algorithm (c) Michael Potter
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