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[...] 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 / [...]
[...] 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 [...]
[...] 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 [...]
[...] 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 [...]
[...] 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 / [...]
[...] WealthScript
{
LineStyle ls = LineStyle.Solid;
public DataSeries RS2t(DataSeries ds, string 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 [...]
[...] time,Entry name,Exit name,Profit,Cum. profit,Commission,MAE,MFE,ETD,Bars,
1,$AUDUSD,Backtest,ACE,Long,30000,
[...] monthly-based strategy, I thought it would be interesting to see how it performed by varying the monthly period by day of month. To do it, I setup of an optimization that calculates the monthly moving average based on the NAV price for each day of the month 1 to 28 as well as for the standard calendar month. The strategy rules remain the same, but the trades trigger on the specified day of the month. Figure 1 shows the daily NAV prices synchronized with the monthly moving average, whereas Figure 2 has the optimization space plotted against the moving average period [...]
[...] 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 [...]
[...] WealthLab.Strategies
{
public class DivergencePlotterExample : WealthScript
{
private StrategyParameter period;
public DivergencePlotterExample()
{
period = CreateParameter("RSI Period",14,2,200,20);
} protected override void Execute()
{
ChartPane rsiPane = CreatePane(40,true,true);
ChartPane divPane = CreatePane(40,true,true); DataSeries rsi = RSI.Series(Close,period.ValueInt);
PlotSeriesOscillator(rsiPane,rsi,70,30,Color.FromArgb(63,0,
[...] Info Manager: 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 [...]
Syntax public RSquared(DataSeries source, int period, string description)
public static RSquared Series(DataSeries source, int period)
public static double Value(int bar, DataSeries source, int period)
Parameter Description
source
The source DataSeries
period
Indicator calculation period
Description RSquared is the Correlation Coefficient squared from Linear Regression. It is used to determine how much of the price [...]
[...] prematurely. We found that using a loose Chandelier 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 [...]
[...] 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 [...]
[...] 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 [...]
[...] 5% of equity sizing method. The Buy & Hold strategy, however, returned nearly 38% APR over the same period. Figure 1. Note that one of the crossovers did not result in creating a simulated trade. This is not an error and due to the results of a Portfolio Simulation in which insufficient equity existed at the time of the trading alert. The WealthScript code also creates the Heikin-Ashi chart style. Strategy Code using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;
using TASCIndicators; [...]
[...] prepared Strategy script and allows to optimize percentages of different symbols as well as the holding period. Below is the example Strategy code: using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;
using WealthLab.PosSizers; namespace WealthLab.Strategies
{
public class RebalanceStrategy : WealthScript
{
/////////////////////////////////
// config
/////////////////////////////////
bool debugOut = true;
string entry1symbol = "Selected Symbol";
string entry2symbol = "IEF";
string [...]
[...] 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 [...]
[...] 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 =
[...] artistic license. Concentrating on the swing indicator during upward trends determined by a 3-pole 50-Period Gaussian (more responsive than an EMA), we used the 350 Alerts as a setup for both the entries and exits. An entry is triggered when price reaches the highest high of the previous 2 bars after an SMARSI(3) below 20, whereas the exit occurs at the close of the bar on which the low reaches the lowest low of the previous 2 bars. This trigger strategy often entered and exited a prospective trade 1 bar earlier than waiting for the indicator to cross the 20/80 levels [...]
[...] curve value at the beginning of a month using ConvertDateToBar:
double MonthStartEquity = EquityCurve 0 ;
DateTime b = bars.Date bar ;
DateTime tmp = new DateTime(b.Year, b.Month, 1);
MonthStartEquity = EquityCurve EquityCurve.ConvertDateToBar(tmp, false) ;
Extensions I can't download an Extension: the site says Wealth-Lab extensions are available only to Wealth-Lab Version 6 customers. Wealth-Lab Extensions are not available during free trials. Extensions are premium content available to our registered customers, for free. They are not a part of Wealth-Lab Developer/Pro [...]
[...] WealthLab.Strategies
{
public class EmpiricalModeDecomp : WealthScript
{
StrategyParameter _period;
StrategyParameter _delta;
StrategyParameter _fraction;
public EmpiricalModeDecomp()
{
_period = CreateParameter("Period", 20, 5, 50, 1);
_delta = CreateParameter("Delta", 0.5, 0.05, 1, 0.05);
_fraction = CreateParameter("Fraction", 0.25, 0.1, [...]
[...] order to analyze variations of the instantaneous phase and amplitude. HTPeriod (or MESA Instantaneous Period) returns the period of the Dominant Cycle of the analytic signal as generated by the Hilbert Transform. The Dominant Cycle can be thought of as being the "most likely" period (in the range of 10 to 40) of a sine function of the Price Series. Interpretation
The HTPeriod at a specific bar gives the current Hilbert Transform Period as instantaneously measured at that bar in the [...]
[...] 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", [...]
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 [...]