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[...] system. The two trades was caused by the market opening inside S3/R3 thresholds. The system's unabridged C# code for Wealth-Lab can be found below. On a closing note, motivated traders may also want to explore “Woodies Pivots” – whose difference from the rest of the breed (floor trader pivots, Camarilla points or Fibonacci pivots) is that they introduce today's open price into the formula.
WealthScript Code (C#)
using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators; [...]
[...] 14, adxTrend = 30, adxMax = 42, mab = 50, crit = 22, adxLag = 12;
double adxMult = 1.8;
var c = obj. Close ;
var adx = ADX.Series(obj. Bars ,periodADX);
var avgMAB = SMA.Series(c,mab);
var adxLow = Lowest.Series(adx,adxLag);
ChartPane p = obj. CreatePane (30, true , true );
obj. PlotSeries (p, adx, Color.Red, LineStyle.Solid, 2 );
for ( int bar = obj. GetTradingLoopStartBar (1); bar < obj. Bars .Count; bar++)
{
if (obj. IsLastPositionActive )
{
if ( obj. CrossUnder (bar, c, [...]
[...] Dynamically with Portfolio Level Equity Portfolio Equity Tracker WealthScript How do I start with C# ? If you want to learn programming, then you can take a C# class, buy a book, or use any number of the hundreds of free sources on the web. Typically, any beginner book picked from the bookshelf would do the job because you don't have to be a programmer to become proficient with WealthScript - like "Microsoft C# Programming for the Absolute Beginner" . To create strategies from scratch, you need to have the [...]
[...] Developer 6.2 chart showing the Color-Based System applied to a Daily chart of the SPDR S&P500 ( SPY ). Our C# version of the system allows Wealth-Lab 6 users to easily change the lookback and exit parameters by dragging the parameter sliders in the lower left corner of Wealth-Lab's main workspace. We replaced the default trailing exit with a combination of a profit target and a stop loss, and made the system exit on Red and Orange bars. For traders willing to tweak the rules further, here's a uber simple trend identification idea of the same kind to go along with the volume [...]
[...] 1);
HideVolume ();
for ( int bar = 100; bar < Bars .Count; bar++)
{
double C = Close [bar];
double C1 = Close [bar - 1];
// Buy conditions - broken down to verify which is the triggering condition
bool buy1 = Highest.Series(DIV1, 3)[bar] > 10
&& DIV1[bar] < DIV1[bar - 1]
&& ROC.Series( Close , 2)[bar] > 0
&& C > (1 + pct) * LL4[bar]
&& ybaSMA[bar] > ybaSMA[bar - 1];
bool buy2 = DIV1[bar] > 40
&& [...]
[...] from cache. Will download and rebuild automatically on absence or obsoleteness (every day)
//var c = new UpcomingSplitDownloader(SplitProvider.All);
//var c = new UpcomingSplitDownloader();
var c = new UpcomingSplitDownloader(SplitProvider.Fidelity);
c = UpcomingSplitDownloader.DeSerialize(); DrawLabel ( PricePane , "Upcoming splits: " + c.Splits.Count. ToString () + Environment.NewLine);
ClearDebug ();
PrintDebug ( [...]
[...] working correctly, you can simply leave the resulting Class Library assembly in the Wealth-Lab folder ( C:\Program Files\MS123\Wealth-Lab Developer 6 ), or copy the Strategy code into new script-based Strategies using Wealth-Lab. Follow the steps below to debug your Strategy in Visual Studio: Create a new Class Library project in Visual Studio. You can use any .NET language (Visual Basic, C#, C++, etc.) to develop the code. For WLP/D 6.9 you should target .NET Framework 4.6.2 or higher and not .NET Core or .NET [...]
[...] "yyyyMMdd" ;
if ( Bars .BarInterval > 0 )
dtefmt = "yyyyMMdd HHmm" ;
string path = @"C:\Data\ASCII\" ;
if (!Directory.Exists(path))
throw new Exception( "You must create the directory " + path);
PrintStatusBar ( "Exporting: " + Bars .Symbol);
string file = path + Bars .Symbol + ".csv" ;
List< string > datalist = new List< string >();
for ( int bar = 0; bar < Bars .Count; bar++)
{
string csv = Date [bar]. ToString (dtefmt) + sep
+ Open [bar]. ToString (fmt) + sep
+ High [bar]. [...]
[...] hidden files in Windows . The folder name may read different if you're a user of localized Windows (e.g. C:\Benutzer in German Windows). C:\Users\ Windows User Name \AppData\Roaming\Fidelity Investments\WealthLabDev\1.0.0.0\Data\ In \Data\Workspaces, rename the Default.ws file if it exists. Start WLD. Did it help? -> Zip and attached the Default.ws file to the ticket. (If you used both 32 and 64-bit versions and have installed extensions for one version and not the other, the default workspace may be trying to initialize a component that does [...]
[...] cover,0.0128388017118403,0.0271219579897215,0,0.00557644922837501,0.018155881208663,0.00531707949682271,2546,
Example
Below is a demo Strategy that shows how to use the function using C# extension methods:
using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab; namespace WealthLab.Strategies
{
public class RealTradesDemo : WealthScript
{
protected override void Execute()
{
// One position (roundtrip) per line: this .ImportHistoricalTrades( @"C:\Data\Trades.csv" , @"dd-MM-yyyy" , TradeFileImportMode.Format1);
//this.SimTradeFile(@"C:\Data\Trades.csv", [...]
MSR — 1.1%
[...] Calculation The indicator is calculated using the following formula: MSR = (10-day median of (H, L, C) – 20-day MAX (H, L, C))/(20-day MAX (H, L, C))
then take the 252-day percentrank of MSR or percentile ranking
Example This example shows a primitive trading system based on the MSR indicator. Long trades are triggered when the MSR crosses above 0.5 and the system exits when the MSR crosses below 0.5:
using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using [...]
[...] Strategy that uses the procedure. Be sure to create the series first, as is done here: Example using C# extension methods:
using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators; namespace WealthLab.Strategies
{
public class FillSeriesFromFile_Demo : WealthScript
{
protected override void Execute()
{
// Path to the data file containing external series
string path = @"C:\DataSeries.txt" ;
// Series to fill
DataSeries MySeries [...]
DSS — 1.1%
[...] applied to DSS, although DSS offers a much smoother curve than the raw Stochastic.
Calculation DSS = ( C-L 1 / H-L 1 ) * 100 where,
HH = Highest High in Lookback period
LL = Lowest Low in Lookback period
C-L [...]
[...] compares two double values for approximate equality within one tick value of an instrument. Example using C# extension methods:
using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators; namespace WealthLab.Strategies
{
public class AlmostEqualsDemo : WealthScript
{
protected override void Execute()
{
double tick = Bars .SymbolInfo.Tick;
SetBarColors ( Color.Silver, Color.Silver );
for ( int bar = 1; bar < Bars .Count; bar++)
{
bool result =
( [...]
[...] Strategies, data and preferences): Uninstall WLD Delete these folders with whatever files they may contain: "c:\Program Files\MS123\Wealth-Lab Developer 6" "c:\Program Files (x86)\MS123\Wealth-Lab Developer 6" Download and install the updated WLD installer(s) from our website (v6.9.22 and up) Install required extensions Problem: You are unable to properly install or update extensions and the following error message is displayed: Failed to connect to an IPC Port: access denied
Workaround: The IPC port error is a .NET remoting error [...]
[...] example of loading all history for a symbol to alleviate the absence of "lead bars". Example using C# extension methods:
using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators; namespace WealthLab.Strategies
{
public class MyStrategy : WealthScript
{
protected override void Execute()
{
//Bars b = Bars.Symbol.GetAllDataForSymbol( Bars.Scale, Bars.BarInterval );
Bars b = Bars .Symbol.GetAllDataForSymbol( "Dow 30" , Bars .Scale, Bars .BarInterval );
DataSeries [...]
[...] make sure hidden file visibility is enabled), delete the file 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 [...]
[...]
Here is an example illustrating how to use the method in your Strategy code: Example using C# extension methods:
using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators; namespace WealthLab.Strategies
{
public class MyStrategy : WealthScript
{
protected override void Execute()
{
int lookback = 200;
for ( int bar = lookback; bar < Bars .Count; bar++)
{
CommonSignalsEx.WBottom cb = this .CheckBottom(bar, Low , lookback, 8, 1.5);
CommonSignalsEx.MTop [...]
[...] classic swing trading philosophy. With our simplified rendition of Vervoort’s quite complex system in our C# code, based on fixed percentage swings, we laid out a framework 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 [...]
[...] recognize my chartscripts? No, because Wealth-Lab .NET has a different, full-blown programming language - C#. However, it's possible to translate existing V4 scripts with the help of the free WealthScript Translator (WSTL) tool:
Download WealthScript Translator (alternative download link ). Documentation
Is there a documentation for WealthLab.dll class procedures and methods? The documentation for WealthLab.dll is the QuickRef (hit F11) and Wealth-Lab Version 6 (.NET) Development Guide . Whatever you didn't find covered there is not supported. How to print the PDF [...]
[...] cache. Will download and rebuild automatically on absence or obsoleteness (90 days).
Classification c = Classification.DeSerialize(); DrawLabel ( PricePane , "Total stocks in Classification: " + c.StockList.Count. ToString () + Environment.NewLine);
foreach ( string ex in c.Exchanges )
{
DrawLabel ( PricePane , ex + " stocks: " + c.ByExchange(ex).Count. [...]
[...] both StdDev and the value (or series) by the DataSeries value. Correct /* Normalized */
double C = Close [bar];
if ( ( ExpDev.Series( [...]
[...] cache. Will download and rebuild automatically on absence or obsoleteness.
StockSpinoffDownloader c = StockSpinoffDownloader.DeSerialize();
DrawLabel ( PricePane , "Upcoming spinoffs: " + c.Spinoffs.Count. ToString () + Environment.NewLine);
ClearDebug ();
PrintDebug ( "Upcoming [...]
[...]
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: These lines indicate that the SM considered the data not current, thus skipping the update (1st log) or deleting N bars from the updated [...]
[...] Period );
DataSeries c2 = Correlation.Series( cmo, rsi, Period );
HideVolume ();
ChartPane c = CreatePane ( 50, false , true );
ChartPane c_ = CreatePane ( 50, false , true );
PlotSeries [...]
[...] both StdDev and the value (or series) by the DataSeries value. Correct /* Normalized */
double C = Close [bar];
if ( ( EStdDev.Series( Close , 20 )[bar] /
[...] Before you can start charting the data series or utilizing it in your strategies, be they coded in C# or built with the help of the GUI-based Strategy Wizard, please install the TASC Magazine Indicators library from the Extensions section of our website if you haven't done so, or apply the update directly using Wealth-Lab's Extension Manager. In both cases, don't forget to restart Wealth-Lab. Copy/paste the included Strategy's C# code or simply let Wealth-Lab do the job: in “Open Strategy” dialog, click “Download” to get this strategy's [...]
[...] );
DrawLabel (cp, "Percent Change since " + fromDate.ToShortDateString(), Color.Navy);
int c = 0;
foreach ( string sym in bmSymbols)
{
Bars bmBars = GetExternalSymbol (sym, true );
double refPrice = bmBars. Close [bar];
DataSeries dsPctChange = 100 * (bmBars. Close /refPrice - 1);
dsPctChange.Description = sym;
PlotSeries (cp, dsPctChange, colors[c], [...]
Traders' Tip text Wealth-Lab owes to C# for the power of extensibility and ability to express trading rules of any complexity. However, its strong point is also that no programming may be required to "wire-frame" a trading system idea. The Strategy Builder lets us throw building blocks known as Rules onto a "drawing board", group them together or divide them into separate chunks: Add a pair of few entry Buy/Sell rules (or Short/Cover if you prefer) Drag and drop some "Indicator crosses below (above) a value" and pick "ZScore" from the Community Indicators group [...]
[...] public class MidasTouch : WealthScript
{
protected override void Execute()
{
const int c = 6;
const double pct = 7d;
Color[] color = new Color[c];
color[0] = Color.Blue;
color[1] = Color.Red;
color[2] = Color.BlueViolet;
color[3] = Color.Fuchsia;
color[4] = Color.Green;
DataSeries ap = AveragePrice.Series( Bars );
DataSeries pbSer = PeakBar.Series(ap, pct, PeakTroughMode.Percent);
DataSeries tbSer = TroughBar.Series(ap, pct, PeakTroughMode.Percent);
int bar = Bars .Count - 1;
[...]