Community.Rules

Modified on 2021/03/13 12:50 by Eugene — Categorized as: Misc

Description

Community.Rules are a set of additional "drop-in" Strategy Builder Rules requested by Wealth-Lab customers. The attachment also includes Candestick.Rules.xml, which may augment the Candlestick.Rules included with Wealth-Lab's installation.

Download Community.Rules

You can find its zipped source code by clicking on "Attachments" on top of the page.

To download attachments, you need to log in to the Wiki with a SEPARATE Wiki account authorized by Wealth-Lab staff for this purpose! Logging in on the wealth-lab.com site is NOT enough.

Wealth-Lab customers who can't see "Attachments" - please visit Support section at wealth-lab.com.

Installation Note

Rules cannot currently be delivered via Extensions. To install the Rule set:

Shutdown Wealth-Lab
Download the attachment
Right click the zip file, select Properties, and click the "Unblock" button (if it exists) near the bottom of the General tab.
Unzip Community.Rules.xml and/or Candlestick.Rules.xml to the ..\Data\Rules subdirectory in Wealth-Lab's main installation folder. For most customers, the folder is as follows on a 32/64-bit O.S. installation:

C:\Program Files\MS123\Wealth-Lab Developer 6\Data\Rules
C:\Program Files (x86)\MS123\Wealth-Lab Developer 6\Data\Rules - for 32-bit WLD on 64-bit Windows

List of Rules

Basic exits

Sell at ATR based Stop Loss
Sell at ATR based Profit Target
Cover at ATR based Stop Loss
Cover at ATR based Profit Target
Sell at Stop if Price at Entry Bar is Exceeded by %
Sell at Stop if Price at Entry Bar is Exceeded by ATR
Sell at Stop if Price Declines by $ Value from Entry Bar
Cover at Stop if Price at Entry Bar is Exceeded by %
Cover at Stop if Price at Entry Bar is Exceeded by ATR
Cover at Stop if Price Declines by $ Value from Entry Bar
Sell at Limit of Entry Bar's Range %
Cover at Limit of Entry Bar's Range %

General Indicators

Indicator is above (below) a value for n consecutive bars
Indicator is above (below) Indicator for n consecutive bars
Indicator increases (decreases) a number of bars within period
Indicator is X% above (below) its value a number of bars ago
Smoothed Indicator crosses above (below) Value

External Symbol

External Symbol Price is above (below) its Moving Average
External Symbol Price crosses above (below) its Moving Average
External Symbol Price increases (decreases) a consecutive number of bars
External Symbol Moving Average increases (decreases) a consecutive number of bars
External Symbol makes a new high (low) within period
External Symbol Moving Average crosses above (below) a level
External Symbol Moving Average is above (below) a level
External Symbol Moving Average is trending up (down)
External Symbol Fast Moving Average crosses above (below) Slow Moving Average
External Symbol Fast Moving Average is above (below) Slow Moving Average
External Symbol Price is higher (lower) by X% than it was a number of bars ago

Price (or Volume) Action

Gap up (full)
Gap down (full)
Price <= Lowest Price in prior period
Price >= Highest Price in prior period
Price is higher (lower) by X% than it was a number of bars ago
Price is higher (lower) by $ than it was a number of bars ago
Price increases (decreases) a number of bars within period
Turnover is above (below) a value
Price crosses above (below) a Tradable Trendline

Position-Based

Intraday Rule: One entry per day
Active Position is profitable
Active Position is unprofitable
Active Position is older than a number of bars
Active Position is not older than a number of bars
Price is higher (lower) by X% than it was at Current Position's Entry Bar

Date/Time

Intraday Rule: Time is later (earlier) than HHmm
Intraday Rule: Is Last Bar of Day
Intraday Rule: Is Not Last Bar of Day

Trailing Stops

ATR based Trailing Stop (Exit Long)
ATR based Trailing Stop (Exit Short)
Buy at point based Trailing Stop
Short at point based Trailing Stop

General Fundamentals

Price per Fundamental Item is Above (Below) a Value
Price by Fundamental Item is Above (Below) a Value

OBV (On-Balance Volume)

OBVM crosses above (below) Signal Line

Previous Revision (2020/09/30)

Fix:

"Price is lower by X% than it was at Current Position's Entry Bar" was broken

Latest Revision (2020/11/06)

New Condition Set: Norgate Historical

Exit for Delisted Symbols
Prevent Alerts for Delisted Symbols
Symbol is Index Constituent on Next Bar
Symbol is Index Constituent