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.
[...] "Trend Vigor" is now correct. Additionally, the starting loop variable was changed from 12 to 51, and DataSeries initializations have been simplified. // WAS:
double Trend = ds bar - ds cycPeriod ;
// SHOULD BE (IS):
double Trend = ds bar - ds bar - cycPeriod ; /* Strategy Code revised 20090611 */
using System;
using System.Collections;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators; [...]
[...] (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 [...]
Syntax SeriesHelper methods:
public static DataSeries PlotPeakDivergence(this WealthScript obj, int proximity, ChartPane cp1, DataSeries ds1, double rev1, ChartPane cp2, DataSeries ds2, double rev2)
public static DataSeries PlotTroughDivergence(this WealthScript obj, int proximity, ChartPane cp1, DataSeries ds1, double rev1, ChartPane cp2, DataSeries ds2, double rev2) public DataSeries PlotPeakDivergence(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 [...]
Syntax
public static int FillSeriesFromFile(this DataSeries Series, WealthScript ws, string FileName)
public static int FillSeriesFromFile(this DataSeries Series, WealthScript ws, string FileName, char separator, string DateTimeFormat)
public static int FillSeriesFromFile(this DataSeries Series, WealthScript ws, string FileName, char separator, string DateTimeFormat, bool exactMatch)
public static int FillSeriesFromFile(this DataSeries[] SeriesArray, WealthScript ws, string FileName, [...]
[...] 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 [...]
[...] 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 [...]
[...] 0.5, 0.05, 1, 0.05);
_fraction = CreateParameter("Fraction", 0.25, 0.1, 1, 0.05);
} public DataSeries BandPassSeries(DataSeries ds, int period, double delta)
{
DataSeries res = new DataSeries(ds, "BandPassSeries(" + ds.Description + "," + period + "," + delta + ")");
double beta = Math.Cos(2 * Math.PI / period);
[...]
[...] override void Execute()
{
bool EnhanceResolution = paramEnhance.ValueInt == 0 ? false : true;
DataSeries HP = new DataSeries(Bars, "HP");
DataSeries Filt = new DataSeries(Bars, "Filt");
DataSeries DominantCycle = new DataSeries(Bars, "DominantCycle"); double Deg2Rad = Math.PI / 180.0;
double cosInDegrees = Math.Cos((.707 [...]
[...] The price movement plot is based on a user-specified percentage. As suggested by the article, for a DataSeries plotted in the arithmetic scale the minimum vertical distance required to find a PIP is the percentage of the DataSeries’ entire range, whereas a fixed vertical distance in a log plot is inherently represented equally by the same percentage. For example, on a log chart the distance between 1 and 10 is the same as that between 10 and 100 (or for any other 1000% price change). Finally note that due to the manner in which the indicator [...]
[...] WealthLab.Indicators; namespace WealthLab.Strategies
{
public class TradingTheAussie : WealthScript
{
private DataSeries SecBol( DataSeries ds, int period )
{
DataSeries sd = 2 * StdDev.Series(ds, period, StdDevCalculation.Population);
return 1 + ( ( ds - SMA.Series(ds, period) + sd ) / ( sd + sd + 0.0001 ) );
}
protected override void Execute()
{
string [...]
[...] probability is achieved through some simple statistical calculations. At the foundation of his work is a new rendition of J. Welles Wilder's classic indicator True Range called the “Modified True Range”. The difference is simply the omission of the current high less the current low: the new indicator only considers the greatest of the two values: Absolute value of the current high less the previous close Absolute value of the current low less the previous close It's noticeable how the rounding performed by the Average MTR indicator makes the [...]
[...] EqualPriceThreshold, bool PercentMode, bool SetLeftSwings, bool SetOuterSwings, bool SetSteppedSeries) public SwingHi( DataSeries ds, int LeftBars, double LeftReversalAmount, int RightBars, double RightReversalAmount, double EqualPriceThreshold, bool PercentMode, bool SetLeftSwings, bool SetOuterSwings, bool SetSteppedSeries, string description )
public SwingHi( DataSeries ds, int LeftBars, int RightBars, double EqualPriceThreshold, bool SetLeftSwings, bool SetOuterSwings, bool SetSteppedSeries, string [...]
[...] includes a "Skipped trade solution" that helps overcome it by adjusting the basis price. Workaround #2: For AtMarket orders, by overloading the market order with a limit order at the opening price, you can get all the trades if you run without commissions. With commissions, bump up Margin Factor a bit (e.g. 1.01) to ensure you get all the trades. Add this method to your Strategy class: /* Add this BuyAtMarket method and nothing else needs to be changed */
// It uses a limit order that executes at the opening price so that the basis price is the same as the execution [...]
[...] _rsiPer;
public PutCallRatioIndicator()
{
_rsiPeriod = CreateParameter("Fast RSI Period", 5, 2, 30, 1);
_wmaPeriod = CreateParameter("Fast WMA Period", 5, 2, 10, 1);
_devs = CreateParameter("SD Multiple", 1.3, 1, 2, 0.1);
_slowRainbowPeriod = CreateParameter("Slow Rbw Period", 4, 1, 10, 1);
_wmaSlow = CreateParameter("Slow Smooth Period", 2, 1, 10, 1);
_rsiPer = CreateParameter("Slow IF RSI Period", 8, 1, 20, 1);
}
// Transforms a series for unscaled [...]
[...] Futures Mode: enabled
Symbol: ZS; Type: Future; Margin: 4000; Point Value: 50; Tick: 0.25; Decimals: 2 WealthScript Code (C#)
/* Seasonal Soybean Strategy per Katsanos article EL 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
{ StrategyParameter D1DXY;
StrategyParameter D2SNL;
StrategyParameter LRSDXYSELL;
StrategyParameter LRSNLSELL;
StrategyParameter MASELL;
StrategyParameter MASNL;
StrategyParameter [...]
[...] 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, [...]
Sum — 0.5%
Syntax public static Sum Series(WealthLab.DataSeries ds, int period)
public Sum(DataSeries ds, int period, string description)
public static double Value(int bar, DataSeries ds, int period)
Parameter Description
ds
The source DataSeries
period
Indicator calculation period
Description Returns the sum of values from the specified [...]
Syntax
public AlligatorJaw(DataSeries ds, int period, int delay, string description)
public static AlligatorJaw Series(DataSeries ds, int period, int delay) public AlligatorTeeth(DataSeries ds, int period, int delay, string description)
public static AlligatorTeeth Series(DataSeries ds, int period, int delay) public AlligatorLips(DataSeries [...]
[...] VervoortOct2014()
{
paramRPU = CreateParameter("Renko Units", 1, 1, 10, 1);
paramPeriod = CreateParameter("MA Period", 8, 2, 20, 1);
}
protected override void Execute()
{
double rpu = paramRPU.Value;
int period = paramPeriod.ValueInt;
TRenko renko = new TRenko(Bars, rpu);
DataSeries dsOpen = new DataSeries(Bars,"R-Open"), dsHigh = new DataSeries(Bars,"R-High"),
dsLow = new [...]
[...] the "Download" button in Wealth-Lab's "Open Strategy" dialog. Figure 1. A Wealth-Lab Developer 6.2 chart showing the Price 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" [...]
[...] signals to buy on the open in the Alerts view as on Figure 1:
Figure 1. A view of the Alerts tab with 2 signals with the highest reading of the RS5 oscillator. If you wish to visualize the oscillators, double click on any trading signal. Wealth-Lab will plot them on a chart like Figure 2 illustrates:
Figure 2. A sample plot of the RS4 and RS5 oscillators built using author’s default set of 11 index funds on the daily chart of QQQ. Index fund data provided by Tiingo. On a closing note, simply download public [...]
[...] is not accessible to strategies running in the Strategy Monitor. Solution
Here's Robert Sucher's 2-script solution : Compile the first script. Draw a Trendline Name the Trendline Resistance Click "Go" (or hit F5) to write the TL Resistance data to the file. (*This step is imperative!) Then you only have to run the second script on the same symbol in the same scale. Script 2 will re-calculate the new value each day. Also, if you delete or change the position of the Trendline, you need to click "Go" again [...]
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: On Windows 10, right click on Wealth-Lab's shortcut, [...]
[...] R2, R3;
internal double Im, Im2, Im3;
internal double A;
internal double dB;
}
public DataSeries CycleFilterDC(DataSeries ds, out DataSeries sine, out 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 [...]
[...] 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 [...]
[...] Wealth-Lab's Tools menu. For example, tools like Market Manager and Neuro-Lab are already using it. To use the new API, create a class derived from the base class MenuItemHook . The class has one method that needs to be overridden : public abstract void AddMenuItems(IMenuItemAdder adder); This method gives you an instance of a IMenuAdder interface (the "adder" variable). You can call adder.AddMenuItem to add a menu to WL6.x: public override void AddMenuItems(IMenuItemAdder adder)
{
adder.AddMenuItem("Mini App", "&Tools", "Index-Lab ®",
new [...]
[...] _plotWidth;
public SwamiStochastics()
{
_plotWidth = CreateParameter("Plot Width", 6, 2, 10, 1);
}
public class ArrayHolder
{
internal double Stoc, Num, Denom;
}
public void SwamiStochHeatMap(DataSeries ds, int plotThickness)
{
int r = 0; int g = 0; int b = 0;
string s = ds.Description + ")";
DataSeries swStoch = new DataSeries(ds, [...]
[...] 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 [...]
Syntax
public AroonDown(WealthLab.DataSeries source, int period, string description)
public static AroonDown Series(WealthLab.DataSeries source, int period)
public static double Value(int bar, WealthLab.DataSeries source, int period)
Parameter Description
source
Price series
Period
Indicator calculation period
Description The Aroon indicator developed by Tushar Chande, indicates if a price is trending or in range trading. It can also reveal the beginning of a new [...]