Show Strategy name in emailed trade Alerts
Author: Panache
Creation Date: 11/17/2017 10:53 PM
profile picture

Panache

#1
In Strategy Monitor, I have Auto-Email selected for each of my Strategies (and have Email Settings configured in Preferences). When I receive emailed Trade Alerts, they don't tell me which Strategy they relate to. As there any way I can configure Wealth-Lab Pro to also include the name of the Strategy which generated the Trade Alert?
profile picture

LenMoz

#2
profile picture

Panache

#3
Thank you Len.

I think I understand how AlertsByEmail would be used to generate alerts within a Strategy.

However, I often make use of PosSizer Settings like Max open positions in Position Options. Therefore, even though my Strategy may generate one or more buys or sells, there is no way to know which of them, if any, should be traded on until the PosSizer runs. I have done that kind of position sizing within a Strategy by checking for signals for every symbol in the DataSet for each bar, putting them in a list and then sorting the list, but for most Strategies, that makes Optimizations substantially slower.

Am I missing something?

I thought about having each Strategy just generate an email saying it was being run, but that only works if the emails are delivered sequentially.
profile picture

Eugene

#4
QUOTE:
In Strategy Monitor,

Kurt, it's a suboptimal idea to use PosSizers in the Strategy Monitor. Check out the User Guide for explanation: Reference > Data Panel > Position Size Control > Operational difference between the Strategy Monitor and Backtester

QUOTE:
However, I often make use of PosSizer Settings

SM aside, a workaround to AlertsByEmail might be a custom performance visualizer to send out the email alerts because they run after position sizing has been applied. (After all, the Alerts tab is a visualizer too.)
profile picture

Panache

#5
Thank you Eugene.

QUOTE:
it's a suboptimal idea to use PosSizers in the Strategy Monitor

I'm always scared to find out how little I know. I run my Strategies on end of day data. Is using a PosSizer a problem in that situation?

Let's say I want to have a strategy with 10 open positions. What is the recommended way to trade that in Strategy Monitor?

QUOTE:
a workaround to AlertsByEmail might be a custom performance visualizer

I was thinking about a custom PosSizer, but that's even better, because that will let me send all the Alerts for the Strategy in one email. Do you have any thoughts about how I can pass my password to the PV, so I don't have to modify the PV every time I change my password.
profile picture

Eugene

#6
QUOTE:
Do you have any thoughts about how I can pass my password to the PV, so I don't have to modify the PV every time I change my password.

The simplest technique might be to save credentials in a text file (encrypted if you prefer) and read them back in the visualizer but as you're already familiar with ICustomSettings why not implement this straightforward interface?