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[...] 4);
}
Color ">21"> color = new Color[21 ; // Convert decibels to RGB color for display
for( int n = 0; n n = Color.FromArgb(255, (int)(255 - (255 * n / 10)), 0);
for( int n = 11; n n = Color.FromArgb( (int)(255 * (20 - n)/10 ), 0, 0);
Color ">21"> colorSNR = new Color[21 ; // Corona chart SNR colors
for( int n = 0; n n = Color.FromArgb(c1, c2, c2);
}
for( int n = 11; n n = Color.FromArgb(0, c2, c2);
}
Color [...]
[...] help, then the problem is caused by a documented bug with proxy authentication in Microsoft .NET 2.0. It has been patched but the patch is actually in the .NET 3.5 installation. Please install the following .NET 3.5 patch from Microsoft to fix the problem Microsoft .NET Framework 3.5 Service Pack 1 One more workaround to try: Download this Zip file containing patched version of the WealthLabDev.exe.config file. Close WLD6. Unpack this file to \Program Files\MS123\Wealth-Lab Developer 6\ , replacing existing WealthLabDev.exe.config. Start WLD6 and try again. If nothing [...]
[...] StrategyParameter paramEnhance; public TASC201609()
{
paramEnhance = CreateParameter("Enhance Resolution", 0, 0, 1, 1);
}
protected 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 * 360 / [...]
[...] paramLookbackForStepPattern;
public IRSTS_StepPattern()
{
paramPercent = CreateParameter("Reversal %", 10.0, 1.0, 50.0, 1.0);
paramLookbackForStepPattern = CreateParameter("Lookback", 3, 1, 20, 1);
}
bool isInsideBody( int bar, double price ) {
return price bar ,Close bar ) && price >= Math.Min(Open bar ,Close bar );
}
bool Upstep( int bar, int lookback ) {
bool result = false;
bool way1 = (Open bar > Close bar & Open bar+1 bar+1 ) && isInsideBody(bar, Open bar+1 [...]
[...] Camarilla()
{
Clear();
}
public void FindPivotLevels( double high, double low, double close )
{
R1 = 0; R2 = 0; R3 = 0; R4 = 0; R5 = 0;
S1 = 0; S2 = 0; S3 = 0; S4 = 0; S5 = 0;
double Range = high - low;
R5 = ( high / low ) * close;
R4 = close + Range * 1.1 / 2;
R3 = close + Range * 1.1 / [...]
[...] StrategyParameter paramSL;
public IRSTS123Strategy()
{
paramPercent = CreateParameter("Reversal %",5.0, 1.0, 50.0, 1.0);
paramPT = CreateParameter("Profit Target %",20.0,1.0,50.0,1.0);
paramSL = CreateParameter("Stop Loss %",5.0,1.0,20.0,1.0);
}
protected [...]
[...] time,Entry name,Exit name,Profit,Cum. profit,Commission,MAE,MFE,ETD,Bars,
1,$AUDUSD,Backtest,ACE,Long,30000,
[...] AsciiConfig.xml and start Wealth-Lab: C:\Users\ Your User Name \AppData\Roaming\ WealthLabPro or WealthLabDev \1.0.0.0\Data\ Incorrect number of fields or incorrect fields separator Symptoms:
You are not able to parse your data because the parser throws an exception: "Incorrect number of fields or incorrect fields separator". You are sure that the selected data format is correct. Solution:
Of course, this usually happens when selected format options were incorrect, but there's one special case you should know. It happens [...]
[...] StrategyParameter sliBoxedSeries;
public MyStrategy()
{
sliLeft = CreateParameter("left bars", 13, 0, 30, 1);
sliLeftPrice = CreateParameter("left price", 3.5, 0, 100, 0.001);
sliRight = CreateParameter("right bars", 5, 1, 30, 1);
sliRightPrice = CreateParameter("right price", 1.5, 0, 100, 0.001);
sliPercent = CreateParameter("use percent chg", 1, 0, 1, 1);
sliOccur = CreateParameter("occurence", 5, 1, 25, [...]
[...] Stochastic strategy available in WL Developer 5.1.
Long trades:
Premier stochastic crosses below 0.90, Premier stochastic crosses below 0.20 Short trades:
Premier stochastic crosses above -0.90, Premier stochastic crosses above -0.20
Strategy Code
using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators; namespace WealthLab.Strategies
{
// Premier Stochastic
public class PremierStochastic [...]
[...] "References...", then "Other Assemblies..." > "Add a reference"
//2. In "C:\Windows\Microsoft.NET\Framework64\v4.0.30319\" (or "Framework" on 32-bit systems),
//choose and okay "System.Windows.Forms.DataVisualization.dll" namespace WealthLab.Strategies
{
public class SC_2019_09_KaufmanSeasonality : WealthScript
{
private StrategyParameter paramYears;
private StrategyParameter paramPrice;
private StrategyParameter paramThresholdHigh;
private StrategyParameter paramThresholdLow; public SC_2019_09_KaufmanSeasonality()
{
paramYears = CreateParameter("Average, Years", [...]
[...] WealthLab;
using WealthLab.Indicators; namespace WealthLab.Strategies
{
enum Side { Buy = 1, Sell = -1, NA = 0 }
public class TASC201406_Kaufman : WealthScript
{
Side SingleDivergence( int bar, int period, int momperiod,
DataSeries ps, DataSeries ms, out bool trendup, out bool trenddn, out int p, out int m )
{
trendup = (ps bar > 0 && ms bar > 0);
trenddn = (ps bar bar bar >= 0 ? 1 : ps bar bar >= 0 ? 1 : ms bar bar > 0 [...]
[...] CreateParameter("Pole Timeout", 23, 10, 50, 1);
paramPoleHeight = CreateParameter("Pole Height", 5.5, 1.0, 10, 0.5);
paramUptrendBeforePole = CreateParameter("Uptrend Before Pole", 70, 10, 100, 10);
paramSMAPeriod = CreateParameter("SMA Period", 50, 10, 100, 5);
paramFlagHeight = CreateParameter("Flag Height", 2.5, 0.5, 5.0, 0.5);
paramFlagTimeout = CreateParameter("Flag Timeout", 15, 3, 30, 1);
paramMinFlagDuration = CreateParameter("Min [...]
[...] adding prejudice. Entry rules Pullback entry: Buy at open next bar if the DMI Oscillator is above 0 and the DMI Stochastic crosses above 10. Short at open next bar if the DMI Oscillator is below 0 and the DMI Stochastic crosses below 90. Countertrend entry: Short at open next bar if the DMI Oscillator crosses under -20. Buy at open next bar if the DMI Oscillator crosses above 20.
Exit rules Fixed bars: exit at open next bar when the specified number of days has been reached. Profitable and Losing closes (profitable close is a [...]
[...] _priceQueue = new Queue(); // FIFO queue
private double AverageQueue()
{
if (_priceQueue.Count == 0) return 0;
double sum = 0;
foreach(Object obj in _priceQueue)
sum += (double)obj;
return sum / _priceQueue.Count;
}
public void SetNextMonth()
{
if (_dayOfMonth.ValueInt == 0) return;
int y = _endofMonth.Year;
int m = _endofMonth.Month;
m++;
if (m > 12)
{
m = 1;
y++;
}
_endofMonth = new DateTime(y, m, _dayOfMonth.ValueInt);
}
public [...]
[...] paramEntryBreakout ;
public TASC_2018_08()
{
paramMode = CreateParameter("A/D/ ATR/ ADX", 0, 0, 2, 1);
paramLength = CreateParameter("Length", 4, 4, 10, 2);
paramADX = CreateParameter("ADX Trigger", 30, 5, 40, 5);
paramConsTimeout = CreateParameter("Cons. timeout", 4, 2, 20, 2);
paramConsFactor = CreateParameter("Cons. factor", 0.75, 0.25, 0.75, 0.25);
paramEntryBreakout = CreateParameter("Brkout/Pullback", [...]
[...] LineStyle.Solid, 6);
}
// Convert decibels to RGB color for display
for( int n = 0; n n = Color.FromArgb(255, (int)(255 - (255 * n / 10)), 0);
for( int n = 11; n n = Color.FromArgb( (int)(255 * (20 - n)/10 ), 0, 0);
// Detrend data by High Pass Filtering with a 40 Period cutoff
DataSeries HP = result;
double alpha = (1 - Math.Sin(twoPi/40)) / Math.Cos(twoPi/40);
for(int bar = 1; bar bar = 0.5 [...]
[...] index, int period = 10, bool plotSeries = false)
{
var rs = new DataSeries(ds, string.Format("RS2t({0},{1},{2}", ds.Description, index, period));
var extSym = GetExternalSymbol(index, true);
var RS1 = ds / extSym.Close; var Fast = EMAModern.Series(RS1, period); //Fast MA: Orange
var Med = SMA.Series(Fast, 7); //Medium MA: Green
var Slow = SMA.Series(Fast, 15); //Slow MA: Red
var Vslow = SMA.Series(Slow, 30); //V Slow MA: Blue int Tier1 = 0, Tier2 = 0, Tier3 = 0, [...]
[...] RebalanceStrategy()
{
entry1portion = CreateParameter(entry1symbol + " portfolio percentage", 30, 0, 100, 5);
entry2portion = CreateParameter(entry2symbol + " portfolio percentage", 30, 0, 100, 5);
entry3portion = CreateParameter(entry3symbol + " portfolio percentage", 30, 0, 100, 5);
holdingPeriod = CreateParameter("holding period", 60, 5, 200, 5);
symInfos = new Tuple numEntries ;
MS123.PosSizers.BalancingPosSizer.SymInfos = symInfos;
}
private void OnLog(object sender, MS123.PosSizers.SizerMessageEventArgs [...]
[...] stop as the only exit criteria with an arbitrary Fibonacci period of 55 and an ATR coefficient of 3.0 increased profitability of trading 1 contract (8.1% vs. 6.7% APR) and win rate (63.5% vs. 52.1%) while decreasing number of trades (63 vs. 71) and drawdown (6.13% vs. 6.55% based on $100K Starting Equity). Figure 1 illustrates how the new exit strategy generally helped to keep trades active longer with a well-defined risk.
Figure 1. The strategy that used the Chandelier exit (top) often gave trades the wiggle room they needed for increased profitability, particularly [...]
[...] 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 ;
// Initialize array
ArrayHolder ">49"> ah = new ArrayHolder[49 ;
for( int n = 4; n n = new ArrayHolder();
// Create and plot the heatmap series (change bar colors later)
HideVolume(); HidePaneLines();
[...]
[...] CreateParameter("Expires after", 10, 5, 20, 5);
paramSecondEntry = CreateParameter("Second entry?", 1, 0, 1, 1);
}
protected override void Execute()
{
bool runup = false, reversion = false, pullback = false, secondEntry = paramSecondEntry.ValueInt == 1;
int runupBar = -1, pBar = -1, reversionBar = -1, uptrendDays = paramUptrendDays.ValueInt;
double runupStart = 0, runupHigh = 0, runupRange = 0, pivotPrice = 0, reversionThreshold = 1.0;
Highest [...]
[...] auto;-webkit-overflow-scrolling: touch;}} Index (6.1) Field Name Return Type Description of field 0 F string The character F, indicating a fundamental data message 1 Symbol string The Symbol ID to match with watch request 2 Exchange ID int This is the Exchange Group ID. Converted from hex to decimal - use the Listed Markets lookup to decode this value. 3 PE double Price/Earnings ratio 4 Average Volume int Average daily volume in 1000's of shares (4 week average) 5 52 Week High double Highest price of the last 52 weeks. [...]
[...] = RSI.Series(Close,period.ValueInt);
PlotSeriesOscillator(rsiPane,rsi,70,30,Color.FromArgb(63,0,0,255),Color.FromArgb(63,255,0,0),Color.FromArgb(255,0,0,128),LineStyle.Solid,2);
DataSeries pd = this.PlotPeakDivergence(6, PricePane, High, 10d, rsiPane, rsi, 15d);
PlotSeries(divPane, pd, Color.Blue, LineStyle.Solid, 2);
DataSeries td = this.PlotTroughDivergence(6, PricePane, Low, 10d, rsiPane, rsi, 15d);
PlotSeries(divPane, [...]
[...] StrategyParameter paramGap;
public TASC201708()
{
paramLookback1 = CreateParameter("AP bars",1,0,4,1);
paramLookback2 = CreateParameter("MP1 bars",3,0,4,1);
paramLookback3 = CreateParameter("MBP1 bars",0,0,4,1);
paramLookback21 = CreateParameter("MP2 bars",2,0,4,1);
paramLookback31 = CreateParameter("MBP2 bars",1,0,4,1);
paramLookback32 = CreateParameter("MBP3 bars",2,0,4,1);
paramExitAfter [...]
[...] message that starts like this:
System.InvalidOperationException: There is an error in XML document (0, 0). System.Xml.XmlException: Root element is missing.
...
...or like this: System.ArgumentException: Tick scale is not supported
at WealthLab.MarketHours.GetNextTimeStamp(DateTime timeStamp, BarDataScale scale)
at WealthLabPro.StrategyCenterItem.CalculateNextRun(Boolean forceToFuture)
at WealthLabPro.StrategyCenterForm.c()
...
Reason: The Strategy Monitor configuration file (StrategyMonitorConfiguration.xml) got broken. The [...]
[...] CreateParameter("Expires after Y bars", 20, 5, 40, 5);
paramVolConf = CreateParameter("Volume confirmation?", 0, 0, 1, 1);
paramMaxBuy = CreateParameter("Max buy price", 5, 1, 10, 1);
paramTrail = CreateParameter("Trailing low exit", 40, 10, 80, 10);
}
protected override void Execute()
{
bool pivot = false; int pivotBar = -1;
bool pullback = false; int pullbackBar = -1;
bool recovery = false; int recoveryBar = -1;
bool volConfirm = paramVolConf.ValueInt == 1;
double ws = paramWhiteSpace.Value / 100d;
double within [...]
[...] TradingGapReversals()
{
gapPct = CreateParameter("Gap %", 10, 1, 30, 1);
buyStp = CreateParameter("Buy stop", 0.50, 0.10, 1.0, 0.1);
sellStp = CreateParameter("Sell stop", 0.40, 0.10, 1.0, 0.1);
} protected override void Execute()
{
DataSeries trigger = Bars.Close * (1 - gapPct.Value / 100) >> 1;
int cnt = 0;
for (int bar = 1; [...]
[...] timestamped July 03, choosing any starting date after June 30 would make the chart display the item as 0. Workaround : choose your data loading range accordingly (182124) Drag and drop doesn't function for non-symbol fundamental items Workaround: click "Push all indicators and fundamental items into the Strategy code" Point and Figure chart cannot be changed to Log %, freezes WLD 6.9.24 Workaround: downgrade to 6.9.23 ( create a support ticket - only if you're a customer with active maintenance period) Streaming stops in charts upon launching a New Workspace [...]
[...] current bar
AF = Acceleration Factor
EP = Extreme Point for current trade The AF used by Wilder is 0.02. This means move the stop 2 percent of distance between EP and the original stop. Each time the EP changes, the AF increases by 0.02 up to the maximum acceleration, 0.2 in Wilders' case. Practical values are: AF range 0.01 to 0.025, and AFmax range of 0.1 to 0.25. If long then EP is the highest [...]