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.
[...] that will contain one or more Static Data Adapters. Add a reference to the WealthLab.dll assembly in your project's References section. This assembly contains classes in the WealthLab namespace. Create one or more classes that derive from the StaticDataProvider base class, that resides in the WealthLab namespace. To test your Static Data Provider, do the following: Drop your Static Data Adapter Assembly (created above) into the Wealth-Lab installation folder. Execute Wealth-Lab. Select "New DataSet" from the [...]
[...] community's new Trading System Subscriber Network. It also includes a sandbox area where you can do your paper trading (virtual trading) and hone your trading system development skills for free. WS provides up to the minute hypothetical performance reporting from quality data streams. Right now, developers can easily upload End Of Day trading alerts and start establishing a public record of forward trading from their licensed Wealth-Lab Developer/Pro software with our WealthSignals Publisher extension. Then subscribers can pay you a monthly [...]
[...] will contain one or more Streaming Data Providers. Add a reference to the WealthLab.dll assembly in your project's References section. This assembly contains classes in the WealthLab namespace. Create one or more classes that derive from the StreamingDataProvider base class, that resides in the WealthLab namespace. To test your Streaming Data Provider, do the following: Drop your Streaming Data Provider Assembly (created above) into the Wealth-Lab installation folder. Execute Wealth-Lab. In the Preferences [...]
[...] Error
---------------------------
Error when identifying Extension download URIs. Strong Name: NeuroLab..., Error The request failed with HTTP status 417: Expectation Failed. ---------------------------
URI Error
---------------------------
Error when identifying Extension download URIs. Strong Name: ..., Error [...]
[...] timestamped beyond the "Next Run". Another possible reason is trading in illiquid symbols.
Solution: Your PC clock is set incorrectly, confusing the SM. Synchronize your PC clock. Get rid of the illiquid symbols or switch to a higher bar scale. Problem: You run strategies from the Strategy window, but cannot add them to the Strategy Monitor. When you try to open the Strategy Monitor, you get an error message that starts like this:
System.InvalidOperationException: There is an error in XML document (0, 0). System.Xml.XmlException: Root [...]
[...] and specifically how this can cause skipped trades with trade sizes near 100% equity, refer to the User Guide: Strategy Window > Backtesting Strategies > 100% of Equity Sizing . Finally, make sure that "Limit a Position's Quantity to a Percentage of the Bar's Volume" is unchecked in Wealth-Lab's Preferences dialog. Workaround #1: Position Options PosSizer includes a "Skipped trade solution" that 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 [...]
[...] returned an error: (407) Proxy Authentication Required .
Solution: At first, please make sure that your computer is configured to let Wealth-Lab connect to the authentication server: Which ports need to be opened to activate Wealth-Lab Developer 6? ( Does not apply to recent WL versions from 6.4 and higher. ) If that didn't 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 [...]
[...] it - for example: 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 [...]
[...] I get a difference between the ATR calculation of Wealth-Lab and my own calculation. Most likely, your calculation is treating ATR as an arithmetic average. It's not : the ATR formula uses Wilder's smoothing method ( WMA ). Check out the proper ATR formula in this Wiki. How do I create MACD indicator with custom parameters? Two solutions: On-the-fly :See Help > WealthScript Programming Guide > Indicators > Custom Indicators > " How to: Create a MACD with Custom Periods ". As a full-blown indicator , accessible by rule-based strategies:Install the Community.Indicators [...]
[...] framework not properly parsing time in the Hmm format, it's not going to work. Find a way to convert your data, for example, to the trouble-free HHmm format. Solution:
Update the ASCII Provider Extension to version 1.3 or higher. The tricky Hmm and Hmmss time formats are now supported. Exception in ASCII provider
Problem: An error message pops up whenever you try to run a strategy, open a chart window using ASCII data or open up the Data Manager:
The type initializer for 'j' threw an exception. at j.b()
at WealthLab.DataProviders.AsciiFilesStatic.AsciiFilesStaticProvider.RequestData(DataSource [...]
[...] items. Available in ASCII and MetaStock formats. FXHistoricalData.com , free 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 [...]
[...] gEqPane, globalEquity, Color.DarkGreen, LineStyle.Histogram, 2 );
HideVolume ();
}
}
// Your optional "donor" strategy
public class Donor : WealthScript
{
protected override void Execute()
{
for ( int bar = 21; bar < Bars .Count; bar++)
{
if ( IsLastPositionActive )
{
if ( Close [bar] < Close [bar-20] )
SellAtMarket ( bar+1, LastPosition );
}
else
{
if ( Close [bar] > Close [bar-20] )
if ( BuyAtMarket ( bar+1 ) ! = null )
LastPosition .Priority = Close [bar];
}
}
}
}
}
[...]
[...] mixing them with manual stops. These methods can help you program various types of automated exits in your trading systems and reduce the size of your code. The "AutoStops" for Version 6 were created by Dave Aronow. Note: you must call PositionHelper.OnProcessingComplete() at the end of your Strategy as shown on examples below. Without it, running several Strategies that employ AutoStops with different settings will result in totally wrong trades. Update Community Components to v2017.05 or higher.
Using Automated [...]
In order to prepare your Extension 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;
[...]
[...] Microsoft Visual Studio. You can leverage the full power of the Visual Studio debugger to step through your Strategy as it executes within Wealth-Lab, and use the powerful variable evaluator tools that come with the Visual Studio environment. To debug Strategies in Visual Studio, you will need to create the Strategies in a Class Library within Visual Studio, instead of using the Wealth-Lab built-in Editor. When you are satisfied that the Strategies are working correctly, you can simply leave the resulting Class Library assembly in the Wealth-Lab folder ( C:\Program Files\MS123\Wealth-Lab [...]
[...] view this page. Free trial users can not access this content.
Creating a Data Manager tab for your data provider
Refer to this KB article: Creating a Data Manager tab for your data provider Inserting custom items under Wealth-Lab's Tools menu (6.0)
In 6.0, an API was added that can be used to dynamically insert menu items in 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 [...]
[...] process than it was previously. This article walks you through the process, step-by-step, to activate your Wealth-Lab Developer installation for a 30-day trial or for a paid registration. Log in to www.wealth-lab.com For both trials and paid registrations, you must create a free account at www.wealth-lab.com . Our site's server maintains your activation details. Note that it's not possible for you to activate more than one copy of Wealth-Lab (on other computers) for the same website account. First Launch
When you launch your [...]
[...] extended.
Advanced Programming Topics
Create an Indicator Library | Download PDF You can package your own set of Indicators for Wealth-Lab.NET that can then be dragged and dropped onto a chart, or used in the visual Strategy Builder. Your Indicator Library appears as a new folder in the Indicators form. Learn how to create custom indicators in Wealth-Lab 6. Creating ChartStyles | Download PDF Chart Styles represent how the chart is rendered visually. Well known styles are Bar, Candlestick, Point & Figure. You can create brand new [...]
[...] 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 from Quandl.com. To obtain it, register on their website , activate your account and copy the 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 [...]
[...] Create dummy "dividend generator" symbol with synthetic historical data Configure Wealth-Lab Adjust your WealthScript Strategy Let's get started: Create history of account transfers (deposits, withdrawals)
The fundamental provider recognizes them through a plain text file under WL's user data folder. Navigate there with hidden file visibility enabled and create the file named AccountTransfers.txt in Notepad with the history of account transfers: c:\Users\ Windows account name \AppData\Roaming\Fidelity Investments\WealthLabDev\1.0.0.0\Data\ [...]
[...] slippage and variable commissions to bring trading simulation as close to reality as possible. Likewise, your task as a trading system designer is to express your system in C# code that validly recreates security orders as they would have been and will be executed in real life. Bar Definition
A bar is any interval of time that has an open, high, low, and closing price, whose values may be different or equivalent. These can consist of any number of minutes (e.g., 1, 2, 5, 20, 30-minute bars), 1 day, 1 week, or 1 month. Wealth-Lab 6 also includes [...]
[...] covered in the QuickRef or the API section in the Wiki, are not supported and you're using them on your own.
Configuration
Which ports need to be opened to activate Wealth-Lab Developer 6? Wealth-Lab requires Internet access in order to activate and authenticate, get quote data and view the Indicator Documentation. 1. Open ports 80/443 for WealthLabDev.exe . The HTTPS protocol is used for activation and all subsequent authentications, and HTTP can be used to download historical/real-time quotes. 2. Permanently allow wealth-lab.com , wl6.wealth-lab.com and their [...]
[...] Options > Sharing , click on the Share Mac tab and select Share None Folders and also uncheck Share Mac user folders with Windows Less likely workarounds: Workaround : run Windows10_DPI_FIX.exe from this site if you're not on Windows 10 Creators Update Workaround: Follow procedure which involves tweaking the system registry and using an external manifest file. Instead of using regedit.exe, simply download this file and execute. The manifest.txt file from the article should be saved in UTF-8 encoding either as WealthLabDev.exe.manifest (WLD) or WealthLabPro.exe.manifest [...]
[...] Version 6 is a major step ahead. A new look and feel, performance boost and additional tools will make your analysis and trading workflow as intuitive as possible. Based on the .NET platform, the new software can work side by side with your tried & true Developer V3/4 (unsupported).
Charting and Navigation Enhancements
Reorganizing and updating the look and feel of Wealth-Lab Developer makes it easy-to-use and improves the workflow. Before After Each ChartScript or $imulator window had its own dialog for position sizing and loading [...]
[...] 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 to your project: using WealthLab.DataProviders.MarketManagerService; [...]
What are Extensions?
Extensions are plugins that add spice to your Wealth-Lab application: support price and fundamental data providers, offer new kind of chart styles, enhance your backtests with advanced performance visualizers, power your research with strategies and indicators from the Wealth-Lab community and vendors and do many more. Finding and installing extension has never been easier than it is in Wealth-Lab 6 – no need to visit different sites and keep track of new releases. If you're searching for [...]
[...] Description
This solution helps you pick up a series of real (historical) trades from a text file on your disk to visualize and analyze them as if they were natively created in a Wealth-Lab Strategy. It supports different data formats: one trade per line, one roundtip per line, importing trade history from Wealth-Lab's Accounts tool, and more. It reads a file that contains trade executions and makes Wealth-Lab's engine take the same trades - with the help of EnterAtPrice and ExitAtPrice functions. Once you run the Strategy, you will have access to all of the familiar [...]
[...] Please review the procedures below to find out how you can contribute to the Community projects, and how your (and our) efforts are delivered to Wealth-Lab users around the globe! Wealth-Lab Open Source Projects Use the links here or in the sidebar to visit a project's home page. To contribute to open source projects, continue reading below. Indicators (Community) Components Visualizers Commissions TASCIndicators
Open Source Procedures The remainder of this topic explains how to contribute to Open Source code, our review process, and how the binaries are distributed [...]
[...] is being updated. Provider does not have the means to adjust for splits and dividends. To maintain your data in good shape, either perform splits manually or reload the DataSet from scratch using the Data Tool 's "Remove all data" feature and then updating the DataSet. Example Strategy
Check out this example Strategy code illustrating how keep track of the credit spreads. Make sure you've created a BBFree DataSet with USSOC:IND and US0003M:IND before running it:
using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using [...]
[...] Error
---------------------------
Error when identifying Extension download URIs. Strong Name: NeuroLab..., Error The request failed with HTTP status 417: Expectation Failed. ---------------------------
URI Error
---------------------------
Error when identifying Extension download URIs. Strong Name: ..., Error [...]