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[...] Rule-based strategies The condition list for Date/Time only includes conditions for dates. How do I include a "time of the day" rule? Either use the "Intraday Rule: Time is later (earlier) than HHmm" in Community.Rules library or see a tip in the WealthScript section below. After generating strategy code with "View Strategy Code", there are strings like "Group1" and "Group1|". What do they mean? This is a string used to match up entries with exits. From the technical standpoint, the String.Contains( string ) method does the job here. Is it possible to add an ATR-based [...]
PosSizers (position sizing) I'm using 100% Equity position sizing and strategy doesn't seem to use all 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 [...]
[...] dateTime);
SetGlobal(key, (object)lst);
}
else
lst = (List )GetGlobal(key); PrintDebug("Symbol" + "\t" + "Last Trade" + "\t" + "Strike" + "\t" + "Last Price" + "\t" + "Volume" + "\t" + "Open Interest" + "\t" + "IV");
foreach (var t in lst)
PrintDebug(t.Symbol + "\t" + t.LastTradeDate + "\t" [...]
[...] WealthScript
{
protected override void Execute()
{
SMA sma = SMA.Series( Close,20 );
char sep = '\t';
string s = "Date" + sep + "Open" + sep + "High" + sep + "Low" + sep + "SMA bar \n";
for(int i = sma.FirstValidValue; i i .ToShortDateString() + sep +
Open i + sep + High i + sep + Low i + sep + Close i +
sep + Bars.FormatValue( sma i [...]
Strategy Monitor doesn't work Problem: Suddenly, Strategy Monitor stopped generating orders. The log contains similar lines:
9/25/2013 10:47:18 AM: Update Completed: AAPL, LastDate=9/25/2013 11:46:00 AM, O=483.16 H=483.2399 L=482.61 C=482.8199 V=16646 Count=916, AAPL,OHLCV
9/25/2013 10:47:18 AM: Skip Update (not current): AAPL (916)
9/25/2013 10:34:19 AM: Update Completed: AAPL, LastDate=9/25/2013 11:33:00 AM, O=483.08 H=483.25 L=483.041 C=483.19 V=16451 Count=902, AAPL,OHLCV
9/25/2013 10:34:19 AM: Deleted 1: AAPL
Reason: [...]
[...] if your screen resolution is high, try to change it to a smaller resolution WL 6.9.24.4 doesn't save the Streaming data provider choice Workaround: Change it manually after launch (190249) Missing "Save" and "Save As" menu items "Save" and "Save As" choices are missing from the File menu. Workaround: enable "Function toolbar" from the View menu. Saved workspace restored incorrectly for users with multiple monitors (applies to Wealth-Lab 6.9) Workaround: Save affected workspace to a new name, delete the old one. (8125) Exception: Requested Clipboard operation [...]
[...] SQLite, Firebird, MySQL etc. Every data request is live, the 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 [...]
[...] Error
---------------------------
The server didn't return a download URI for this Extension.
Solution #1: Your computer is configured to work with a proxy server. In this case, what you see is a proxy connection error. Check your proxy or switch to a direct connection. Make sure that: WealthLab.Extensions.Agent.exe isn't restricted. Ports 80/443 are open for WealthLabDev.exe. wl6.wealth-lab.com (IP 137.117.58.204) is accessible to apps like WealthLabDev.exe. Solution #2: Upgrade WL6.9 [...]
[...] Capabilities
Does Wealth-Lab 6 support futures? Yes. Does Wealth-Lab 6 has specific Forex support i.e. bid/ask spread? To the extent that FX markets trade like futures, it's possible to perform FOREX simulations in Wealth-Lab, however, no special support exists for FOREX. Wealth-Lab 6 can backtest currency pairs as if they were futures. Please see this discussion regarding how to model the bid ask spread, and this KB article on configuring the program for Forex/futures: Working with Forex data . Does Wealth-Lab 6 have options support? Previously Wealth-Lab had [...]
[...] @"http://www.cboe.com/publish/ScheduledTask/MktData/datahouse/indexPC.csv"; if ( GetGlobal("onDemand") == null )
{
/* Download the file and split into lines */
WebClient client = new WebClient();
string text = client.DownloadString(URI);
string " title=" lines = text.Split(new string ">"> lines = text.Split(new string[ { "\n" }, StringSplitOptions.RemoveEmptyEntries); /* Parse the Put/Call [...]
[...] User Guide > Data on where the data are stored ; enable hidden file visibility in Windows).
How do I get a complete list of NYSE, Nasdaq, and AMEX symbols/tickers? They are built into Wealth-Lab's Yahoo! provider > "Create New DataSet" > Classification Groups. Whenever you need detailed information on tickers, contract specifications, etc., start by searching the official site of market where the product trades. Is it possible to edit stored data in Wealth-Lab 6? Yes. Double-click on a bar to edit it. Note that there also is a programmatic way that involves calling [...]
[...] cached. This feature was implemented because the IQFeed history time filter does not exclude "Form T" (premarket) trades with timestamps after 0930. Often these trades wind up being the opening price of the first intraday bar, so this feature aligns the opening intraday bar trade with the official daily opening trade. In summary, for the Opening Price replacement feature to work, the following conditions must exist:
Regular Session option must be checked Split Adjust Intraday option must be checked Daily bars must be updated first. This will occur automatically [...]
[...] "Reversal %" slider in the bottom left part of the screen. One thing's for sure: If you draw 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 [...]
[...] following FAQ section: FAQ > Data and Data Providers
General
An "error" in data that doesn't come away. Symptoms:
You have an error in Daily data (e.g. a spike) that can't be fixed by reloading chart history and even deleting the .WL file directly. Reason:
Most likely you are confusing an intraday DataSet (e.g. 1-minute ) with Daily. If you're viewing an intraday DataSet and then you re-scale to Daily, you're viewing the intraday data rescaled to Daily. It's not the same as using a "native" Daily DataSet. For instance, if there's [...]
[...] 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 Pack 1. It's required for .NET 4.6.2+ to install and run.
Connection and activation problems Problem: You can't activate the 30-day trial or an activation key because Wealth-Lab throws an exception: System.Net.WebException: The remote server returned an error: (407) Proxy Authentication Required .
Solution: At first, please make sure that your computer is configured to let [...]
[...] )
ExitAtClose( bar, pos, "Last Bar" );
}
However, sometimes it gets more tricky. Read on below:
Problem
I'm trying to code an intraday strategy that doesn't hold any positions overnight. In order to do this I need to keep the buy limit order from being placed on the bar before the last bar of the day, since if the order gets executed, I can't get out of it on the next bar. I'm using WL6 with autotrading so I [...]
[...] for detecting the 1-2-3 waves. The system marks each Wave on the chart, connecting them with colored lines, and enters on pullbacks in the direction of the primary trend (Wave 1). Its exits are simple profit target and stop loss based on optimizable percentages. Motivated trading system developers are welcome to experiment with adding other entry/exit rules and tweaking the swing detection routine. For example, consider range bound markets. Wave 3, breaking through its father Wave 1’s extreme price, gets interruprted with a correction Wave 2 and then with Wave 1 in the [...]
[...] only does the charting. The system marks each zigzag leg on the chart, connecting them with colored lines. The blue/red letters attached to turning points indicate Downstep (D), Upstep (U), Engulfing (E) and Harami (H) patterns, respectively. To execute successfully in Wealth-Lab, the system requires the companion SVEHLZZperc indicator from TASCIndicators library. Please install (or update if you haven't done so already) the library from the www.wealth-lab.com site to its latest version 2013.04 or higher. Figure 1. A Wealth-Lab 6 chart [...]
[...] aNightVolume bar == 0 )
aNightVolume bar = aNightVolume bar - 1 ;
// Aftermarket
if( (t > 1515) && (t = 0000) && (t bar = 0;
else
cNightVolume bar = cNightVolume bar-1 ;
// Cumulate night volume series
cNightVolume bar += Volume bar ;
if(t == 0830)
{
firstHourStart = bar;
lstVolumes.Add(cNightVolume bar );
}
}
// First hour
if( (t > 0830) && (t [...]
[...] it. This is done from the already familiar Setup menu. If you changed your mind for some reason, don't worry: any WSTS previously assigned to a Strategy can be linked with a different Strategy. To attach to a different account, follow these steps: Close all open Strategy windows (recommended) Open a new window for the Strategy you want to assign to a different WSTS Pick up the new TS and confirm the dialog message box: Upload Historical Results
Now that a WSTS has been associated with the Strategy, you might want to upload its historical backtest results. By [...]
[...] Traders, or some spot instrument or a rate. They've been uploaded by different vendors but you don't have to configure anything. Like we already said, the free data can sometimes be quite dirty: for example, it may be missing certain fields for several months and then they reappear. In these cases, the provider has to make assumptions about the data and replace the missing Open, High, and/or Low fields with Close. COT data
Among the many types of data, supported is Commitments of Traders data which can be downloaded in both legacy (e.g. CFTC/T_F_ALL [...]
[...] the variance of the prices grows linearly with time. While the expected value for a price after time t is equal to the starting price (meaning there are no moves on average), the StdDev of the "target price distribution" after time t is proportional to sqrt(t). The growth of variance with time can be used to check if the prices move strictly according to a "pure" random walk. If a large number of "moves" after time t are symmetric around zero with a StdDev proportional to t [...]
[...] - 1 - howManyYearsToAverage; //Average price by year
var yearlyAverages = lstMonths.GroupBy(i => i.Year)
.Where(i => i.Key = yearFrom)
.Select(g => new { Year = g.Key, Average = g.Average(a => a.AvgPrice) }); var lstFreqUp = new Dictionary ();
var lstBreakdown = new Dictionary >(); //Calculate Monthly Adjusted Returns, Up Months and Frequency of Positive Returns
for (int month = 1; month foreach (var _m in lstMonths)
{
//Ensure [...]
[...] MorningstarSymbolData msd)
{
ClearDebug();
PrintDebug("Stock: " + symbol + "\r");
PrintDebug("Sector: " + "\t" + msd.Sector);
PrintDebug("Industry: " + "\t" + msd.Industry);
PrintDebug("Description: " + "\t" + msd.Description);
PrintDebug("NAICS: [...]
[...] for (int bar = GetTradingLoopStartBar(vixSma.FirstValidValue); bar bar >= 11 ) {
for( int i = bar; i > bar-11; i )
SetBackgroundColor( [...]
[...] (StreamReader sr = new StreamReader(path))
{
temp = sr.ReadToEnd();
}
string " title=" lines = temp.Split(new string ">"> lines = temp.Split(new string[ { "\r\n" }, StringSplitOptions.RemoveEmptyEntries);
if (!temp.Contains(key)) return;
List tlist = new List ();
using (StreamWriter file = new StreamWriter(path, false))
{
foreach (string s in lines)
{
if (!s.Contains(key))
tlist.Add(s);
}
}
File.WriteAllLines(path, tlist);
}
protected [...]
[...] DownloadHistory(symbol, startDate, endDate);
}
catch { } if (bars != null)
{
for (int i [...]
[...] the embarrassment involved after you've published and promoted your killer script). But please don't be too hard on yourselves if this happens, because it's happened to the best of us. I've gone through this more times than I care to mention. Sometimes it was the fault of the software I was using, but most of the time it was my mistake. The general pattern is that you come across a set of rules that perform beautifully in most markets. You're absolutely amazed at the nice smooth [...]
[...] debugging features of any dedicated IDE like Visual Studio or SharpDevelop . Follow this guide: How can I debug my trading strategies in Wealth-Lab? Support for scripting complementary functionality money management and commission rules, textual performance reports. Create fast and versatile libraries for the multitude of tools like custom indicators or commission plans and use them in Wealth-Lab 6. For example, a Performance Visualizer displays the performance results the way that is important to you: a complete interactive tab with your own graphics, text and tables. [...]
[...] The second and succeeding moving averages are calculated according to this formula: PREVSUM = SMMA(i-1) *N
SMMA(i) = (PREVSUM-SMMA(i-1)+CLOSE(i))/N
Where:
SUM1 — is the total sum of closing prices for N periods;
PREVSUM — is the [...]