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[...] L)
{
H = lead; L = lead;
if( fifo.Count n ;
if( val > H ) H = val;
if( val ">61"> ah = new ArrayHolder[61 ;
for( int n = 12; n n = new ArrayHolder();
double domCycle = 0d;
string s = ds.Description + ")";
DataSeries ">61"> DB = new DataSeries[61 ;
DataSeries domCyc = new DataSeries(Bars, "DC(" + s);
domCycMdn = new DataSeries(Bars, "DomCyc(" + s);
snrSer = new DataSeries(Bars, [...]
[...] Execute()
{
if ( !Bars.IsIntraday )
{
DrawLabel( PricePane, "For use on intraday data", Color.Red );
Abort();
}
// Change scale to Daily
HideVolume();
SetScaleDaily();
Bars dailyBars = Bars;
DataSeries CompBar = new DataSeries(Bars, "Compressed Bar Numbers");
for (int bar = 0; bar bar = bar;
RestoreScale();
dailyBars = Synchronize(dailyBars);
DataSeries GetDailyBar = Synchronize(CompBar); // Initialize an instance of the CamarillaPoint class
Camarilla c = new [...]
[...] (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) More instruments can be supported. Please suggest your candidates for inclusion in this forum thread: Visit the Quandl provider support thread Setting up
It's a must that before using the provider you obtain a so called Auth Token [...]
[...] close together, the group is largely in agreement. One of the differences made by author BC Low is that new trend starts when signaled by TAC-DMI clusters converging at an extreme and then reversing as a group. On the contrary, multiple moving averages tend to expand as a group, following a change in price direction. As the Strategy code below illustrates, the convergence pattern of triple ADX, DI+ or DI- can be formalized pretty easily in WealthScript. Our “Convergence” routine with configurable thresholds highlights each of the four events on a chart triggered by combining [...]
[...] 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 Dictionary ZZs
ws A WealthScript reference. Pass this reversalAmount The amount of price reversal in percentage or points per the ptmode parameter that determines when a peak or trough as formed. initializeAsTrough Pass true or false to initialize the data series as a peak or a trough. [...]
[...] static void DrawLinRegChannel(this WealthScript obj, int bar, DataSeries ds, int period, double width, Color color, LineStyle style, int line)
public static void DrawLinRegChannel(this WealthScript obj, int bar, DataSeries series, int period, Color color, LineStyle style, int line)
public static void DrawLinRegChannel(this WealthScript obj, int bar, DataSeries series, int period, double width, Color color, LineStyle style, int [...]
[...] A = advancers, D = decliners, TI = total issues, UV = up volume, DV = down volume, V = volume, H = new highs, L = new lows Climax Indicator (CLX) CLX is the number of symbols with upside breakouts in their On Balance Volume minus the number of symbols having downside breakouts in OBV . It oscillates around a zero line; negative readings is the number of stocks dropping in price on large volume, and vice versa. Look for confirmations or non-confirmations of price moves by the CLX. For example, of CLX drops on a general up day in the "Basic [...]
[...] percent = paramPercent.Value;
const string t = "\t"; string s = string.Empty;
ZZBuilder zz = new ZZBuilder( Bars, percent );
List lst = zz.ZigZags; bool[] BearishEngulfing; CandlePattern.BearishEngulfingLines(this, s, false, out BearishEngulfing);
bool[] BullishEngulfing; CandlePattern.BullishEngulfingLines(this, s, false, out BullishEngulfing);
bool[] BearishHarami; CandlePattern.BearishHarami(this, s, false, out BearishHarami);
bool[] BullishHarami; CandlePattern.BullishHarami(this, s, false, out BullishHarami);
HideVolume(); SetBarColors(
Syntax
public static void PriceVolumeDist(this WealthScript obj, int Lookback, Color LineColor, Color FillColor) public void PriceVolumeDist( int Lookback, System.Color LineColor, System.Color FillColor );
Parameter Description Lookback Number of bars used in the distribution LineColor Outline color of the distribution bars. For no outline, pass the same color as FillColor FillColor Fill color [...]
[...] CreateParameter("Gaussian Period",50,10,100,5);
donchPer = CreateParameter("Donchian Period",13,8,21,1);
rsiPer = CreateParameter("RSI Period",3,2,21,1);
smaPer = CreateParameter("SMA(RSI)Period",3,2,21,1);
}
protected override void Execute()
{
bool longSetup = false;
bool sellSetup = false;
Font font = new Font("Wingdings", 8, FontStyle.Bold);
string diamond = Convert.ToChar(0x0077).ToString();
// Create and Plot Indicators
[...]
[...] - DIMinus.Series(Bars, 10);
var smi = SMI.Series(Bars, 8, 3, 3); PlotSeries( PricePane, hilo, Color.DarkGreen, LineStyle.Solid, 2);
PlotSeries( CreatePane( 30,false,true), dmi, Color.DarkGreen, LineStyle.Histogram, 3);
ChartPane sPane = CreatePane( 30,false,true);
PlotSeries( sPane, smi, Color.Fuchsia, LineStyle.Solid, 2);
DrawHorzLine( sPane, 40, Color.Green, LineStyle.Dashed, 1);
DrawHorzLine( sPane, -40, Color.Red, LineStyle.Dashed, [...]
Traders' Tip text
Below is the C# code for Wealth-Lab 6 that plots the indicators and does color highlighting used in Barbara Star's TMV template. The Strategy is available for instant download from Wealth-Lab's "Open Strategy" dialog. Keep in mind that the breakout and retracement opportunities suggested by the template are to be found in trending markets. Figure 1. A Wealth-Lab 6.3 chart showing the highlighting according to the TMV template using Daily data of Crude Oil futures contract. The bottom pane visualizes the Volume Oscillator (OscV) featured in [...]
[...] Zone Oscillator strategy in action applied to a Daily chart of Walt Disney Co. ( DIS ). Although the new complementary oscillator implementation is pretty straightforward, the accompanying system rules have to function in different market regimes and cover such events as positive and negative price/oscillator divergences. The complexity of their implementation is hidden in an additional library, "Community Components" , available for download to Wealth-Lab customers from our site www.wealth-lab.com ( "Extensions" section). On Figure 1, users can see the divergence lines [...]
[...] automatically by programming a simple peak/trough search and using the bar number results to obtain a new Midas indicator. Strategy Code Note! Requires TASCIndicators 1.0.2 or greater. using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;
using TASCIndicators; namespace WealthLab.Strategies
{
public class MidasTouch : WealthScript
{
protected override void Execute()
{
const int c = 6;
const double pct = 7d;
Color ">c"> color [...]
[...] strategy in action applied to Natural Gas, continuous futures contract ( NG20_I0B , daily). Although the new oscillator implementation is pretty straightforward, the accompanying system rules have to function in different market regimes and cover such events as positive and negative price/oscillator divergences. The complexity of their implementation is hidden in additional library, " Community Components ", available for download to Wealth-Lab customers from our site ( Extensions section). Users can see the divergence lines drawn on a chart (the traditional way) and as [...]
[...] WealthLab.Strategies
{
public class FibLucas : WealthScript
{
private StrategyParameter paramAmount;
int ">"> fib = new int[ {5,8,13,21,34,55,89,144,233,377,610,987,1597,2584,4181,6765};
int ">"> lucas = new int[ {3,4,7,11,18,29,47,76,123,199,322,521,843,1364,2207,3571};
Font font = new Font("Wingdings", 8, FontStyle.Bold);
Font font2 = new Font("Verdana", 7, FontStyle.Regular);
string upArrow = Convert.ToChar(0x00E9).ToString();
string dnArrow = Convert.ToChar(0x00EA).ToString();
[...]
[...] Creating a Screener in the WealthScript Programming Guide), After that, you'll need to "Open Code in new Strategy Window" and make the following edit: // IS:
BuyAtLimit(bar + 1, High bar , ""); // CHANGE TO:
BuyAtStop(bar + 1, High bar + 0.10, "");
I'm not able to edit the optimization parameters (Default, Start, End, Increment) in the Optimization Control tab for rule-driven strategies. It's locked for rule-based strategies by design. You will have to "Convert to code-based strategy" or "Open Strategy code in new window". For advanced [...]
[...] class
AdaptiveLookback ap = AdaptiveLookback.Series( Bars, paramSwings.ValueInt, false );
DataSeries adaptiveRSI = new DataSeries( Bars, "Adaptive RSI" );
RSI rsi = RSI.Series(Close, 14);
// Build the adaptive RSI series
for (int bar = ap.FirstValidValue; bar bar = RSI.Series( Close, Math.Max( 1, (int)ap bar ) ) bar ; LineStyle solid = LineStyle.Solid;
ChartPane arPane = CreatePane( 50, true, true ); HideVolume();
PlotSeries( arPane, adaptiveRSI, Color.Blue, solid, 2 );
PlotSeries( arPane, rsi, Color.DarkBlue, [...]
[...] Library. In addition, the money management rule for not sharing profit or loss between symbols inspired a new MS123.PosSizer to be created for that purpose. The Equity Curve for the Portfolio Simulation with $100,000 starting equity is shown in Figure 1. As a reminder, Wealth-Lab users should install the CBOE Provider extension from Wealth-Lab.com to easily access and update Put/Call Ratio data directly from the CBOE website.
Figure 1. The strategy was able to avoid Buy & Hold’s large drawdown in 2008 (blue) by trading from the short side (red), which compensated [...]
[...] Bi-Weekly and Monthly scales contain 10 and 22 trading days (respectively), it doesn't look like the new scale would be that necessary to bring much difference from either Bi-Weekly or Monthly. Out of the box, Wealth-Lab does not support custom chart scales like Bi-Weekly or Half-Quarterly. Alhtough the scales like Bi-Weekly or Quarter Quarterly could be accomplished fairly easily using the EOD Scaling Provider (a Wealth-Lab addon), we felt it would make more sense if the voting process considered intraday data instead. As a result, our aggregate voting indicator polls [...]
[...] WealthScript
{
protected override void Execute()
{
const int c = 6;
const double pct = 7d;
Color ">c"> color = new Color[c ;
color 0 = Color.Blue;
color [...]
[...] Vervoort is presented. Included Strategy demonstrates how to calculate all the traditional and the new pivot series using data compressed in the Daily scale and then save the information in the Intraday scale so that it can be charted. Figure 1 illustrates the usual “floor trader” pivots as well as the new “SvePivots”
Code using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators; namespace WealthLab.Strategies
{
public class SvePivots : WealthScript
{
private [...]
[...] 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 assembly (dll). To build a Static Data Provider, perform the following steps: Create a Class Library project in Visual Studio that will contain one or more Static Data Adapters. Add a reference to the [...]
Traders' Tip text
In this issue, Dr. John Ehlers shares two new "decycler" indicators whose main feature is ability to identify trends with virtually zero lag. To demonstrate the timely response of Decycler oscillator to market action, the enclosed long-only trading system applies the idea of using a Decycler oscillator pair with different parameters as per the article: Enter long when the yellow line crosses over the red line Exit long when the yellow line crosses under the red line On the price pane, the decycler is plotted along with the hysteresis lines [...]
[...] WealthScript
{
// Plots the percent change of the charted symbol and the benchmark symbols in a new pane
public void PlotBenchMarkPct(string ">"> bmSymbols, Color[ colors, DateTime fromDate)
{
int bar = Bars.ConvertDateToBar(fromDate, false);
SetBackgroundColor(bar, Color.Pink);
ChartPane cp = CreatePane(60, true, true);
DrawLabel(cp, "Percent Change since " + fromDate.ToShortDateString(), Color.Navy);
int c = 0;
foreach (string sym in bmSymbols)
{
Bars [...]
[...] );
ChartPane paneCCI_LT = CreatePane( 40, false, true);
PlotSeriesOscillator( paneCCI_LT, CCI_LT, 100, -100, Color.FromArgb( [...]
Traders' Tip text
Don’t be confused by the SveVolatilityBands name: the new bands by author Sylvain Vervoort are different from the synonymous indicator from his August 2013 article in Traders’ Tips . We decided that a good illustration of its application may be through the concept of volatility contraction and expansion. Price breakout following a volatility contraction implies an expansion in volatility of the price range which acts as catalyst to longer term trends. The opposite phase, i.e. when the bands volatility reaches its long-term high, signifies considerable [...]
[...] CCI.Series(Bars,14);
var ema = EMAModern.Series(Close,13);
var days = 10;
SetBarColors( Color.Silver,Color.Silver);
var ls = LineStyle.Solid;
var cp = CreatePane( 30,true,true);
var mp = CreatePane( 30,true,true);
var ap = CreatePane( 30,true,true);
PlotSeries( mp, macd, Color.DarkGreen, ls, 2 );
PlotSeries( ap, adx, Color.Red, ls, 2 );
PlotSeries( cp, cci, Color.Black, LineStyle.Histogram, 2 );
PlotSeries( PricePane, [...]
[...] Wealth-Lab 4, you'll find the code snippets below helpful: Code Example 1: GetIntradayBar
Font font = new Font("Arial", 7, FontStyle.Regular);
SetScaleCompressed(15);
DataSeries CompBar = new DataSeries(Bars, "Compressed Bar Numbers"); // initialize a DataSeries
for (int bar = 0; bar bar = bar;
DataSeries CompressedClose = Close; // Compressed series for test
RestoreScale(); // Synch the bar numbers with the base time frame (here's your "function")
DataSeries GetIntradayBar = Synchronize(CompBar);
for(int bar = 0; bar bar [...]
[...] DataSeries cosine)
{
double twoPi = 2 * Math.PI;
// Initialize arrays
ArrayHolder ">51"> ah = new ArrayHolder[51 ;
for( int n = 8; n n = new ArrayHolder();
Color ">21"> color = new Color[21 ;
DataSeries ">51"> DB = new DataSeries[51 ;
double domCycle = 0d;
string name = ds.Description;
DataSeries result = Close [...]