Here you can search through the pages of this Namespace, their attachments and the files uploaded to the system.
Note: the results will only display the items you have permissions to read.
[...] Strategy does not proceed with the testing. The design is abort strategy processing when an error is detected. Fix the error or wrap the original strategy code in a try/catch block. Is child strategy equity being constantly readjusted on a day-to-day basis with regard to the "Percent of Starting Equity" allocation? No. "Percent of Starting Equity" is used to allocate the specified amount of starting equity, and afterwards [...]
Description MS123 IndexDefinitions is a library of indicators and indices used in Wealth-Lab's Index-Lab tool. At this time, the following indices are included: Adjusted Advance Decline Ratio (ADR) Adjusted Advance Decline Ratio by Richard Russell is calculated as the sum of ((advancers - decliners) / total issues) Advancing/Declining Issues Percent Arms Index (TRIN) The Arms Index, calculated as: (advancing issues / declining issues) / (advancing volume/declining volume) , is a [...]
You must be a verified Wealth-Lab Developer/Pro 6 customer to view this page. Free trial users can not access this content.
Introduction
This document explains how to create new static data adapters for Wealth-Lab.Net. A static data adapter allows Wealth-Lab to load, chart, and backtest historical bar/volume data. The static data adapter itself is a .Net class that derives from the StaticDataProvider base class, and resides in a .Net library [...]
[...] capital and/or there are trades not included due to insufficient capital. Also, when using 10% Equity on a portfolio of 10 stocks, same rules apply. The reason is that when Wealth-Lab determines the number of shares for an order, it does so with regard to the so called "basis price". For the whys and wherefores of it and specifically how this can cause skipped trades with trade sizes near 100% equity, refer to the User Guide: Strategy Window > Backtesting Strategies > 100% of [...]
The Particle Swarm Optimizer has been developed by Leonard Mozeko ( LenMoz ). Benefits of Wealth-Lab's Particle Swarm Optimizer
Speeds up optimizations. Optimal parameters are usually discovered in a fraction of time it takes when using exhaustive search. Works where exhaustive method stumbles: when the number of parameter combinations is too large. It takes only a subset of total runs to find the "Top-10" [...]
[...] Solution: Your PC clock is set incorrectly, confusing the SM. Synchronize your PC clock. Get rid of the illiquid symbols or switch to a higher bar scale. Problem: You run strategies from the Strategy window, but cannot add them to the Strategy Monitor. When you try to open the Strategy Monitor, you get an error message that starts like this:
System.InvalidOperationException: There is an error in XML document (0, 0). System.Xml.XmlException: Root element is missing.
...
...or like this: System.ArgumentException: Tick scale is [...]
[...] WealthSignals (WS) is the Wealth-Lab.com community's new Trading System Subscriber Network. It also includes a sandbox area where you can do your paper trading (virtual trading) and hone your trading system development skills for free. WS provides up to the minute hypothetical performance reporting from quality data streams. Right now, developers can easily upload End Of Day trading alerts and start establishing a public record of forward trading from their licensed Wealth-Lab Developer/Pro [...]
This page provides a list of new and open issues. Reference numbers are for internal tracking.
General
(146) Application needs to support 120 DPI throughout Suggestion: revert to the standard "Smaller - 100%" text size. 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. Workaround: Fix Wealth-Lab Fonts in Windows 10 Workaround: [...]
[...] and up) by DTN IQFeed for U.S. and Canadian stocks, futures, options, forex and more; Click here for a full list of services . The IQFeed provider supports tick, second, and minute bars. For details on installing the IQFeed client and the Wealth-Lab IQFeed provider, see the IQFeed Extensions Detail page . There you'll find a link to sign up for a free trial. Data Options Smart Update
Outside of market hours and when Smart Update is enabled, the IQFeed [...]
You must be a verified Wealth-Lab Developer/Pro 6 customer to view this page. Free trial users can not access this content.
Introduction
This document explains how to create new streaming data adapters for Wealth-Lab.Net. A streaming data adapter allows Wealth-Lab to connect to a streaming, tick-based, data feed and use this feed to update real time charts and quote windows. The streaming data adapter itself is a .Net class that derives from the StreamingDataProvider base [...]
Benefits of Wealth-Lab's Genetic Optimizer
Speeds up optimizations. Optimal parameters are usually discovered in a fraction of time it takes when using exhaustive search. Works where exhaustive method stumbles: when the number of parameter combinations is too large. It takes only a subset of total runs to find the "Top-10" of values using genetic algorithm. Aims at [...]
Description
In the April 2011 issue of TASC magazine, Dr. Siligardos presented an algorithm to detect cups (as in "cup and handle") early in their formation. As such he called the pattern a "semi-cup". As described in the associated Traders' Tip , we modified the algorithm and added the classes below to the TASCIndicator library. Note! Although Semi-Cup Pattern Detection is included in the TASCIndicators component, it is not an indicator. You must employ the classes (as shown [...]
Tutorial: Setups, Triggers, Delays, and Timeouts
Background
If you can express a trading system in words, then you can almost certainly program it with WealthScript. Unlike most other analytical trading tools, WealthScript doesn't hide the trading system loop from the programmer and largely for this reason you can design systems in Wealth-Lab that could not even be realized on other platforms. The programming power of WealthScript can overwhelm at first, and we tend to see the same questions when it comes to adding rather simple new [...]
[...] databases, and Wealth-Lab listened: this provider helps connect to any ADO.NET compatible datasource. Out of the box, a typical PC with .NET framework supports Oracle, OleDb, ODBC, SQL Server and SQL Compact. Features
Supports historical and real-time data For static and streaming quotes, can query different databases The provider is optimized for MS SQL Server (uses asynchronous methods) If other database installs its .NET driver in the system, the provider can autodetect and support it - for example: SQLite, Firebird, MySQL etc. Every data [...]
Errors installing/updating Extensions
Problem: When trying to install an Extension, a specific error message (see below) is returned by the Extension Manager: ---------------------------
URI Error
---------------------------
Error when identifying Extension download URIs. Strong Name: NeuroLab..., Error The request failed with HTTP status 417: [...]
[...] SetAutoStopMode(AutoStopMode mode)
public virtual void InstallTimeBasedExit(int Bars)
public virtual void InstallStopLoss(double StopLevel)
public virtual void InstallTrailingStop(double Trigger, double StopLevel)
public virtual void InstallReverseBreakEvenStop(double LossLevel)
public virtual void InstallBreakEvenStop(double Trigger)
public virtual void InstallProfitTarget(double TargetLevel)
public virtual void OnProcessingComplete()
Parameter [...]
Data
Where to find a source of historical futures data? Here are some extensive sources of free ASCII data that we found reliable over time: Quandl , free historical futures/stocks data files. Individual and continuous contracts. Wealth-Lab provider available! (click) Forexite.com: Free 1-minute Forex data. Wealth-Lab provider available! (click) Stooq , free historical daily and intraday data for U.S. and world futures, stocks, indices and macroeconomy items. Available in ASCII and MetaStock formats. [...]
[...] variable commissions to bring trading simulation as close to reality as possible. Likewise, your task as a trading system designer is to express your system in C# code that validly recreates security orders as they would have been and will be executed in real life. Bar Definition
A bar is any interval of time that has an open, high, low, and closing price, whose values may be different or equivalent. These can consist of any number of minutes (e.g., 1, 2, [...]
The Portfolio Inspector is a tool designed to show how the portfolio composition would look at any given day for a portfolio simulation. It provides a holistic approach to portfolio analysis, acting as the Trades tab combined together with the Equity Curve chart, and giving even more insight with useful performance metrics from the Performance tab. The Portfolio Inspector is a fast way to see what kind of portfolios the system [...]
[...] platform built for Windows 10 in continuous development for enhancements and extensions. Here are some of the hard-hitting new features: Connections for multiple brokerages for automated trading , streaming, and historical data - including cryptocurrency trading ! Fast optimizations using multiple CPU cores Overhauled backtesting engine which processes bar-by-bar so you can interact with the equity curve and other simulation aspects dynamically Extremely versatile and configurable Strategy Building Blocks - programming not required! Unique new tools like the Candlestick [...]
Original tutorial idea: Dion Kurczek .
Re-created for WL6 by Eugene . Wealth-Lab 6 provides a way for you to test the effects of different indicator filters on your trading system results - the Analysis Series view found in the Extra Performance Visualizers library. This performance visualizer lets you analyze how a particular indicator or data series correlates to trade profitability. You can also quickly see how filtering on the indicator would have impacted the performance of the [...]
What it is
This is a suite comprised of static and fundamental providers that download daily (EOD) historical data from Quandl website. free and subscription-based static EOD data for global instruments (futures, commodities, rates, stocks, indices, bonds, currencies...) free COT data (in legacy and new formats) free sentiment data (AAII, NYSE, NAAIM...) free historical U.S. Treasury yield curve rates subscription-based fundamental data by Zacks (up to 200 fundamental items, dividends, earnings esimates/surprises, analyst ratings) [...]
[...] impressed with these colorful charts – mine was! We wrapped the indicator creation and plotting in a tidy SuperIndicators method so that all four indicators can be returned to a Strategy script in a single call. The full translation for Wealth-Lab 6 (.NET) WealthScript can be found in the TASC Traders’ Tips section at the Wealth-Lab.com Wiki site. Figure 1. The Trend Vigor’s ominous corona in June provided a good warning that MSFT’s March-April rally had lost its steam.
Strategy [...]
Installation issues Problem: Installation of WLD 6.9.23 fails at installing .NET 4.6.2+ stage with error message" "Installation Did Not Succeed.
.NET Framework 4.6.2 has not been installed because:
A certificate chain processed but terminated in a root certificate which is not trusted by the trust provider." Solution: You're running outdated, unsupported and insecure Windows 7. Upgrade it to a modern operating system i.e. Windows 10, or at the very least to Windows 7 Service [...]
Syntax public ZigZag(WealthScript ws, double reversalAmount, bool initializeAsTrough, PeakTroughMode ptmode)
public ZigZag(WealthScript ws, DataSeries singleSeries, double reversalAmount, bool initializeAsTrough, PeakTroughMode ptmode)
public DataSeries PeakSeries()
public DataSeries PeakBarSeries()
public DataSeries TroughSeries()
public DataSeries TroughBarSeries()
public DataSeries PeakTroughSeries()
public void Draw(Color upColor, Color downColor, LineStyle style, int width)
public void PlotPeakTrough(Color plotColor, int width)
public [...]
[...] Developing and testing trading systems on Forex involves the two steps: Find the correct "Ticker" of Forex data with your data provider Enter the contract details in the Symbol Info Manager. Contract Details and the Symbol Info Manager
Point Value, Margin, Decimals To simulate some of the properties of FOREX contracts, the forex contract specifications should be entered in the Symbol Info Manager. This allows the simulation of leverage and margin requirements. Definitions [...]
Features
MEGAN Ratio The MEGAN ratio was presented by Oscar G. Cagigas in January, 2009 issue of Technical Analysis of Stocks & Commodities. See this article for more information. Closed trade drawdown Displays maximum drawdown based on closed trade equity, i.e. excluding unrealized trades. Max closed trade drawdown ($) + Max closed trade drawdown ($) date Max closed trade drawdown (%) + Max closed trade drawdown (%) date Note: Does not apply to Buy&Hold. Reason is obvious: Buy&Hold does not have closed trades. Ignore zero values [...]
Syntax Community Indicators:
public SwingHiLo( Bars bars, int LeftBars, double LeftReversalAmount, int RightBars, double RightReversalAmount, double EqualPriceThreshold, bool PercentMode, bool SetLeftSwings, bool SetOuterSwings, bool SetSteppedSeries, string description )
public SwingHiLo( Bars bars, int LeftBars, int RightBars, double EqualPriceThreshold, bool SetLeftSwings, bool SetOuterSwings, bool SetSteppedSeries, string description )
public static SwingHiLo( Bars bars, [...]
What is Market Manager?
Market Manager is a new utility found under the Tools menu after installing the addin from the Extensions section of wealth-lab.com. This utility allows Wealth-Lab Developer 6 users to configure properties for the exchanges where their symbols are traded at. To better understand what the tool is about, think of the Market Manager as the middleman between a data provider and Wealth-Lab. The data returned by your data vendor are stored by the data provider, [...]
Wealth-Lab 6 is based on Microsoft .NET Framework 4.5, 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
Create an Indicator Library | Download PDF You can package your own set of Indicators for Wealth-Lab.NET that can then be dragged and dropped onto a [...]