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What is Market Manager?
Market Manager is a new utility found under the Tools menu after installing the addin from the Extensions section of wealth-lab.com. This utility allows Wealth-Lab Developer 6 users to configure properties for the exchanges where their symbols are traded at. To better understand what the tool is about, think of the Market Manager as the middleman between a data provider and Wealth-Lab. The data [...]
[...] Index, calculated as: (advancing issues / declining issues) / (advancing volume/declining volume) , is a market breadth index. Readings above 1 indicate that more volume is moving into declining stocks, below 1 means that more volume is moving into advancing stocks, and a ratio of 1 is the market in balance. See here for more on its interpretation. Big Movers only (BMO) This is the Advance Decline line by Greg Morris calculated using only days when either the advancers, decliners or both were above a predetermined percentage of total issues. [...]
[...] customer to view this page. Free trial users can not access this content.
In order to support Market Manager in your static and/or streaming data provider and enjoy the benefits the MM provides (such as: define market hours and hide pre-/after-market data, define market groups and specify their properties, etc.), follow these steps: General 1. Add a reference to WealthLab.DataProviders.MarketManager.dll in your solution. 2. Add this using directive [...]
[...] hourly/daily Forex data Your suggestions are welcome. Note: Click to download a set of Symbol Info Manager settings for TradingBlox futures data (for the ActiveTrader standard futures portfolio) and for PremiumData futures data . Unzip to Wealth-Lab's Data folder (see the Wealth-Lab 6 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 [...]
[...] page . There you'll find a link to sign up for a free trial. Data Options Smart Update
Outside of market hours and when Smart Update is enabled, the IQFeed Provider will check if the symbol/interval data is already up-to-date before making a historical data request. Market hours are 0930-1600 EST by default but can be changed by adding symbols to other markets in the Market Manager . Use this option to comfortably leave the "Update Data On-Demand" option selected while backtesting [...]
[...] specified, maxBars will always contain zero. bool includePartialBar If this parameter is true, and the market is currently open, you should include the current, partial, bar of data that represents the current realtime bar (if available). If this parameter is false you should make sure to exclude the partial bar if it is available.
public virtual void CheckConnectionWithServer() Wealth-Lab calls this method in certain cases before it attempts to download data. You should implement this method by making a simple, quick, call to the back end server to check connectivity. [...]
Do It Yourself IndexDefinitions
Below are some popular market breadth indexes that could be constructed using the already available IndexDefinitions, either the built-in or MS123 IndexDefinitions . For thorough descriptions of the many dozens of various market indices, check out Gregory Morris' excellent book "The Complete Guide to Market Breadth Indicators". Try this at home! Indexes based on Advancing/Declining issues
Absolute Breadth Index (Fosback) To build it, simply pass an "Advancing-Declining" index [...]
[...] been easier: no need to program, after installing the extension, just create it once using the Index Manager and then keep up to date.
Description The Arms Index, also known as TRIN, was developed by Richard Arms and is an indicator which determines market strength and breadth by analyzing the relationship between advancing and declining issues and their respective volume. References: Arms Index - TRIN at Investopedia Introduction to the Arms Index How I Use the ARMS Index to Identify Major Tops and Bottoms Example This example [...]
[...] PosSizer #OptVar Strategy Parameter Scans Strategy Monitor ChartScript Rankings Strategy Ranking Quote Manager Quotes tool Order Manager Orders tool Portfolio Manager Accounts tool DataSource DataSet DataSource Manager Data Manager Data Adapter Provider Options Preferences Addin Extension Favorites Workspace WatchList Use the 3rd party Aronow Software LLC Watchlist Static Data Provider as replacement
Tools
Several tools have been combined [...]
[...] sequence from Account Settings section of the website. To finish setup, either type it in the Data Manager's Quandl tab, or create a new static DataSet: Enter Quandl auth token in Data Manager Note! Without completing this step, you will be able to make only 50 data requests per day. Optionally, enable "Perform split adjustment" if you wish to run your backtests on the split-adjusted data. This only applies to the OHLC data (not Close-only) of participating vendors which provide "Split Ratio" in their data.
Finding symbols
Finding [...]
[...] of clicks. If an extension is no longer needed, it can be removed just the same. What is Extension Manager ?
Wealth-Lab Developer's built-in Extension Manager allows to install, uninstall, update and get more information on installed addins. To access the utility, click on the Tools menu and then select Extension Manager. If connection to the Internet is established, the EM will send a query to the server and compare the list of locally installed extensions with the remote version numbers. After comparing Extensions [...]
[...] Ideally, the Heartbeat method should be called on or shortly after the beginning of each minute during market hours. This will cause streaming charts that have not had tick updates themselves to update. void Heartbeat(DateTime timeStamp, MarketInfo marketInfo)
When Streaming Adapters support multiple markets (see below) they should call this version of Hearybeat , and specify the MarketInfo object that specifies the time zone being updated. Adapters should call Heartbeat for each market that they currently have symbols streaming. Multiple [...]
[...] still available as of that date.
Superseded by Wealth-Data Provider! The most frequently used market sentiment data is now 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 [...]
[...] the MOEX. The historical data downloads are fast. Sample 60-minute chart Setting up
1. Choose a market group. Instruments which belong to different asset classes cannot be mixed! Market group choice 2. Look up the symbols at the MOEX website : Symbol lookup 3. Choose a bar scale and type in your symbols in the next Wizard page: Symbol input Done! Now you're ready to update your new DataSet. Usage notes
The provider can be installed and used in Wealth-Lab Developer v6.9.20+ only . Neither WLP nor WLD 6.9.15 is compatible. [...]
[...] appear in the New DataSet Wizard. Reason:
You uninstalled one (or more) data providers that uses the Market Manager . The MM is a shared component, and if you uninstall a data provider that depends on the MM, other data providers will stop working because its library was removed - except those that do not use it (e.g. Index-Lab). Solution:
Re-install the removed data provider. If it's not acceptable, install any other data provider that uses the Market Manager instead (ASCII, BBFree [...]
[...] viewing charts with on-demand updates, but will not work to update even a small DataSet using the Data Manager, which will attempt hundreds of requests every minute. In this case only the first 5 symbol requests will update and the rest will fail. If you're familiar with the built-in Yahoo! provider, you're going to get common with the Alphavantage provider very quickly. Its features include: the split and dividend history for U.S. stocks is stored locally and can be optionally applied to price data. This means that DataSet refreshes are never required in order to apply [...]
[...] correct "Ticker" of Forex data with your data provider Enter the contract details in the Symbol Info Manager. Contract Details and the Symbol Info Manager
Point Value, Margin, Decimals To simulate some of the properties of FOREX contracts, the forex contract specifications should be entered in the Symbol Info Manager. This allows the simulation of leverage and margin requirements. Definitions Let's start with some forex terminology: Pip: Pip is an acronym for Percentage In Point and is the smallest amount [...]
[...] SMA if unchecked, or EMA if checked Description
Standard Deviation is the statistical measure of market volatility. If prices trade in a tight narrow trading range then StdDev will return a low value indicating volatility is low. Conversely if prices swing wildly up and down then StdDev returns a high value indicating volatility is high. What it does is measure how widely prices are dispersed from the average or mean price. What makes ExpDev (exponential deviation) different is the use of exponential smoothing ( EMA ) vs. simple averaging that takes place inside [...]
[...] build ESD period Lookback period Description
Standard Deviation is the statistical measure of market volatility. If prices trade in a tight narrow trading range then StdDev will return a low value indicating volatility is low. Conversely if prices swing wildly up and down then StdDev returns a high value indicating volatility is high. What it does is measure how widely prices are dispersed from the average or mean price. What makes EStdDev (exponential standard deviation) different is the use of exponential smoothing ( EMA ) vs. simple averaging that takes place [...]
[...] indicator whose purpose is to act as a filter in a trading strategy, facilitating it to adapt to changing market conditions. A change from a trending mode to a mean reverting one is measured through a ratio dividing the number of bars when the Historical Volatility (HV) of the daily close price change in a given lookback period was lower or equal to today's daily ROC's HV. To take advantage of Volatility Switch in Wealth-Lab's charts, code- and interactive rule-based strategies, all it takes is to install (or update if you haven't done that already) the TASCIndicators library [...]
[...] symbology and symbol lookup, please visit these pages: Symbol Help Guide Symbol Lookup Supports Market Manager . Splits and Dividends
Starting from v2020.03, provider returns split- and dividend-adjusted data by default which you can unadjust on-the-fly using the new Data Manager tab: Data Manager tab Splits and dividends are also available for plotting on the chart and accessing via standard WealthScript methods: Data Manager tab Keep [...]
[...] WealthLab.Indicators.StdDevCalculation Sample = 1
Description Standard Deviation is the statistical measure of market volatility. If prices trade in a tight narrow trading range then StdDev will return a low value indicating volatility is low. Conversely if prices swing wildly up and down then StdDev returns a high value indicating volatility is high. What it does is measure how widely prices are dispersed from the average or mean price.
Interpretation Standard deviation rises as prices become more volatile. As price action calms, standard deviation heads lower. Market [...]
[...] Tiingo server (usually affects volume). Supports on-demand data requests, GetSessionOpen, Paper Trading, Market Manager Setting it up
Before you're able to download any data, follow these steps: Install the extension and restart WLP/D Register a free account at Tiingo.com Verify it (click on link you get by email) Go to Your API token page and copy/paste it (no typing !!!) in the Data Manager's Tiingo tab Provider tab in Data Manager Never perform On Demand data updates : Overrides [...]
[...] 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 price
Position BuyAtMarket ( int [...]
[...] more responsive to price action. One of possible approaches to trading them is during a rangebound market. Our simple system’s concept is based on the ADX indicator’s trait. A declining ADX indicates a less directional market which may be approached with a swing trading system. In the flat market an entry can be made when the lower band is violated - and with an upsurge in the ADX ending that trade. Entry rules Buy at limit at the Lower Exponential Deviation Band if ADX is less than it was 10 bars ago. [...]
[...] moving average types: SMA, EMA, WMA or SMMA (smoothed MA)
Description
The Rex oscillator measures market behavior based on the relationship of the close to the open, high and low values of the same bar. A big difference between the high and close on a bar indicates weakness, and wide disparity between the low and close indicates strength. The difference between open and close also indicates market performance. The True Value of a Bar (TVB) gives an indication of how healthy the market is. A negative close and [...]
[...] Setting up
Firstly you need to enter your email address and password in the provider's tab in Data Manager ( note: context sensitive!) Enter username and password - YCharts paid plans only
To start collecting 75+ fundamental items and 15+ economic data items provided by YCharts, check the provider's entries in Wealth-Lab's Data Manager tool (at the bottom of the "Update Data" tab). Now, Wealth-Lab will also collect fundamental data for all symbols and/or economic data after it finishes updating static data. Provider supports data retrieval [...]
[...] data are supported: you can select a data scale from the drop down list. For 1-minute scale, custom market hours can be specified. Finally, the Starting Date field controls how deep your "historical" data will be. Starting from version 2011.02, the provider allows to specify which randomization method to use when creating new DataSets. Read on below for their descriptions. This is a breaking change: all DataSets created before will be lost and have to be created from scratch (but all previously generated data is preserved).
Under the hood
Under the hood, the provider [...]
[...] to be published in the Extensions section of the site and let the user control it via the Extension Manager, you need to perform these steps: Include a reference to WealthLab.Extensions.Attribute in any of the Extension's assemblies. The WealthLab.Extensions.Attribute assembly can be found in the ..Program Files\..\Wealth-Lab Pro (or Developer ) directory. Specify an assembly-level attribute "ExtensionInfo" in this assembly. Example: using System;
using System.Collections.Generic;
using System.Text;
using WealthLab.Extensions.Attribute; // Information for the [...]
[...] an oscillator developed by an Australian trader E.W. "Bill" Dreiss. It measures the trendiness of a market versus its choppiness and is used to distinguish a trending market from a choppy/rangebound movement. The Choppiness Index varies from 0 to 100. The standard lookback period is 14 bars with a level of Fibonacci numbers 61.8 or higher being an indication of choppy market and 38.2 or lower marking a trending market. As Dreiss said, "Low readings in the CI correspond closely with [...]