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; [...]
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 [...]
[...] 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 [...]
[...] (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
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, [...]
[...] 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 [...]
[...] 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 [...]
[...] 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 sampleSym = "YBA"; // out-of-sample; [...]
[...] 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 [...]
[...] 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 [...]
[...] 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 [...]
[...] 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 DataSeries(Bars,"R-Low"), dsClose = new DataSeries(Bars,"R-Close");
DataSeries [...]
[...] 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);
double gamma = 1/ Math.Cos(4 [...]
Sum — 0.6%
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 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 [...]
[...] 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 [...]
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 [...]
NewMax: Indicator Documentation
Syntax
DataSeries NewMax( DataSeries series, int period )
Parameter Description
series
A price series
period
Lookback period for indicator calculation
Description NewMax by DrKoch www.finantic.de 2004-06-22 This indicators finds new highs and new lows.
The value walks between -100 and +100.
If Price action reaches a new high relative to period Bars, the NewMax indicator is [...]
[...] 20, 2);
} // ROC of LR Line divided by its period
private double LRLineROCdivPeriod(int bar, DataSeries ds, int period)
{
int n = bar - period + 1;
double y1 = LinearRegLine(ds, n, bar, bar);
double y2 = LinearRegLine(ds, n, bar, n);
double per = period;
return 100 * ( y1 / y2 - 1d ) / per;
}
protected override void Execute()
{
HideVolume();
int buyMonth = 9; int sellMonth = 6;
// Access external data
Bars dxy = GetExternalSymbol("DXY", [...]
[...] 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, "SwamiStoch(" + s);
DataSeries ">49"> swamistoch = new DataSeries[49 [...]
[...] 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 Color[21 [...]
[...] data only exists in your database (and can't be edited in WL) Supports Market Manager
Creating a new DataSet
To work with a database containing some data, you need to create a new static DataSet first. Pick the appropriate Provider from the list of available ones (e.g. System.Data.OleDb/ODBC for Excel, Access, text files and lots more, System.Data.SqlClient for SQL Server etc.), compose a connection string, and you're ready for the next step. Usually, this is a no-brainer for the database guys, but should you feel lost in connection [...]
[...] 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 [...]
Syntax
public static void CreatePaneList(this WealthScript obj, DataSeries[] dsArray)
public static void CreatePaneList(this WealthScript obj, List dsList) public void CreatePaneList(DataSeries[] dsArray)
public void CreatePaneList(List dsList)
Parameter Description dsArray Array of DataSeries or... dsList ...List of DataSeries Description
This handy shortcut method allows to plot multiple DataSeries at once w/o having to create ChartPanes. [...]
Hull MA (HMA): Indicator Documentation ==== Syntax ====
DataSeries HullMA( DataSeries Series, int Period); Parameter Description
Series
Data series used to produce the HMA calculation
Period
Period to average the data series
Description The Hull Moving Average (HMA) was created by trader, businessman, mathematician, and IT expert Alan Hull. It is a combination of weighted moving averages (WMA) designed to be more responsive to current price fluctuations while still smoothing prices. Alan Hull's [...]
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, [...]
Syntax public WilsonRSIChannel(DataSeries ds, int rsiperiod, int smoothperiod, double cord, string description)
public static WilsonRSIChannel Series(DataSeries ds, int rsiperiod, int smoothperiod, double cord) Parameter Description
ds
Source Series
rsiperiod
RSI period
smoothperiod
EMA smoothing period. Keep this low as higher numbers increase delay.
cord
Cord is the RSI value between 0 [...]
[...] available through our Wealth-Data provider - the advancing, declining and unchanged issues as well as new highs/lows for AMEX, NASDAQ and NYSE. Here are the symbols: Symbol Description $AMEX_ADVN AMEX Advancing Issues $AMEX_DECLN AMEX Declining Issues $AMEX_UNCHN AMEX Unchanged Issues $NASDAQ_ADVN NASDAQ Advancing Issues $NASDAQ_DECLN NASDAQ Declining Issues $NASDAQ_UNCHN NASDAQ Unchanged Issues $NYSE_ADVN NYSE Advancing Issues $NYSE_DECLN NYSE Declining Issues $NYSE_UNCHN NYSE Unchanged Issues $AMEX_newhi AMEX New Highs $AMEX_newlo [...]
[...] Transforms a series for unscaled plotting (translated from WL4 Code Library, Dexter Brunet)
public DataSeries TransformSeries( DataSeries ds, double a1, double a2, double b1, double b2)
{
string sName = ds.Description + "(No Scale)";
if (Math.Abs(a1 - a2) > 0.00001)
{
double a = (b1 - b2)/(a1 - a2);
double b = (b2 * a1 - a2 * b1)/(a1 - a2);
DataSeries s = ds * a;
s += b;
s.Description [...]