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[...] system. The two trades was caused by the market opening inside S3/R3 thresholds. The system's unabridged C# code for Wealth-Lab can be found below. On a closing note, motivated traders may also want to explore “Woodies Pivots” – whose difference from the rest of the breed (floor trader pivots, Camarilla points or Fibonacci pivots) is that they introduce today's open price into the formula.
WealthScript Code (C#)
using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators; [...]
[...] 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, [...]
[...] 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 [...]
[...] (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 [...]
[...] 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 [...]
[...] 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 [...]
[...] 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 [...]
[...] 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 [...]
[...] 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 [...]
[...] they haven't already done so, and restart Wealth-Lab. Then either copy/paste the included Strategy's C# code or simply let Wealth-Lab do the job. From “Open Strategy” dialog, click “Download” to get this strategy as well as many other contributed by the Wealth-Lab community.
WealthScript Code (C#)
using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;
using TASCIndicators;
using Community.Indicators; namespace WealthLab.Strategies
{
public class SC202010 [...]
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 [...]
[...] WealthLab.Strategies
{
public class MidasTouch : WealthScript
{
protected override void Execute()
{
const int c = 6;
const double pct = 7d;
Color ">c"> color = new
[...] 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 [...]
[...] enough lines on a chart, some of them are bound to hit important turning points.
WealthScript Code (C#)
using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;
using Community.Components; namespace 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 [...]
[...] 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 [...]
[...] 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 [...]
[...] swings, but can leave you out of the most profitable trades in strong trends. WealthScript Code (C#)
using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;
using TASCIndicators; namespace WealthLab.Strategies
{
public class Swing350 : WealthScript
{
private StrategyParameter rsiPer;
private StrategyParameter smaPer;
private StrategyParameter donchPer;
private StrategyParameter gaussPer;
public Swing350()
{
gaussPer = CreateParameter("Gaussian Period",50,10,100,5);
[...]
[...] rather classify it as pure momentum trading. Figure 1. A Wealth-Lab Developer 6.2 chart showing the Color-Based System applied to a Daily chart of the SPDR S&P500 ( SPY ). Our C# version of the system allows Wealth-Lab 6 users to easily change the lookback and exit parameters by dragging the parameter sliders in the lower left corner of Wealth-Lab's main workspace. We replaced the default trailing exit with a combination of a profit target and a stop loss, and made the system exit on Red and Orange bars. For traders willing to tweak the [...]
[...] 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, [...]
[...] 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 [...]
[...] 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 [...]
[...] 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 [...]
[...] 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 [...]
[...] = 14, adxTrend = 30, adxMax = 42, mab = 50, crit = 22, adxLag = 12;
double adxMult = 1.8;
var c = obj.Close;
var adx = ADX.Series(obj.Bars,periodADX);
var avgMAB = SMA.Series(c,mab);
var adxLow = Lowest.Series(adx,adxLag);
ChartPane p = obj.CreatePane(30,true,true);
obj.PlotSeries(p, adx, Color.Red, LineStyle.Solid, 2 );
for(int bar = obj.GetTradingLoopStartBar(1); bar bar bar > avgMAB bar )
obj.BuyAtMarket(bar+1,"Strong Trend"); if( adx bar > adxMult * adxLow bar && obj.CrossOver(bar, [...]
[...] (Bitcoin) .
To make your conclusions regarding the efficiency of the indicator combo, run enclosed C# Strategy code (or simply download it from Wealth-Lab's “Open Strategy” dialog):
C# Code using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators; namespace WealthLab.Strategies
{
public class MyStrategy : WealthScript
{
protected override void Execute()
{
var adx = ADX.Series(Bars,10);
var macd = MACD.Series(Close);
var cci = CCI.Series(Bars,14);
var [...]
[...] slider” at the bottom to adjust the number of sessions to average the nightly volume. Although the C# code that implements his "Night and Day" breakout strategy can be copied into Wealth-Lab 6, for your simplicity we recommend to download it straight from the application's "Open Strategy" dialog. We hope that this strategy becomes a good addition to the trader's arsenal: using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;
using System.Linq;
using System.Globalization; namespace WealthLab.Strategies
{
public [...]
[...] the RSI of SMA with the same period (violet line) visibly lags its counterpart. WealthScript Code (C#)
using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;
using Community.Indicators; namespace WealthLab.Strategies
{
public class TradersTips201012 : WealthScript
{
private StrategyParameter paramPT;
private StrategyParameter paramSL;
public TradersTips201012()
{
paramPT = CreateParameter("Profit Target %",10,1,100,1);
paramSL = CreateParameter("Stop Loss %",10,1,100,1);
}
protected [...]