Strategies.ActiveTrader
Author: Eugene
Creation Date: 2/15/2009 8:28 AM
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Eugene

#1
Monthly update of Strategies.ActiveTrader. Since our current ActiveTrader lab uses Wealth-Lab 4 for this advanced system portfolio risk management script, we added the code for February 2005 article called "The VKW Bands" in this update.
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kfmfe04

#2
How do we load the .wle file?

Thanks in advance.

- Ken

Never mind! Double-clicking on it seems to work...
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Cone

#3
That's one of at least 3 ways! Click Extensions in menu above for all the instructions.
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Eugene

#4
Monthly update of Strategies.ActiveTrader: The Impulse filter.
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Eugene

#5
Strategies.ActiveTrader updated to include Adaptive Money Flow Index, download the Extension from this site or start Extension Manager to do the job if the strategy pack is already installed.
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Eugene

#6
Update the Extension to get your hands on June 2009 code for "Adaptive price channels".
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Eugene

#7
"Adaptive RSI 2.0" (July 2009) arrives with this monthly update.

For more details about the system, visit the Wiki page:
ActiveTrader 2009-07 | Adaptive RSI 2.0
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Eugene

#8
Monthly update for August issue posted:

"The shakeout system"

For more details about the system, visit the Wiki page:
ActiveTrader 2009-08 | The shakeout system
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Eugene

#9
We studied the effect of filtering a swing-trading system with DCI (Dreiss Choppiness Index) this month:

ActiveTrader 2009-09 | Choppiness index filter

Download the library of ActiveTrader compiled strategies from our Get Extensions page.
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Eugene

#10
This month, we feature Intraday stochastic pop. Downloading the Extension will work in WL5.4 or above. As always, its source code is available in our Wiki.
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Eugene

#11
In this monthly update:

"Acme R" rectangle trading system

From the November, 2009 issue of the Active Trader Magazine.
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Eugene

#12
Our strategy pack updated with December 2009 code for "Modified Turtle Soup".

Note: you can also download this and other AT Mag strategies in Wealth-Lab 5.5 or higher. Code will be editable.

See Strategies and Trading
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Eugene

#13
January 2010 code for "Intraday false-breakout system" in this monthly update 2009.12.

As usual, users of Wealth-Lab 5.5 and higher can download the editable code of this and other AT Mag strategies using "Download Strategies" feature and in the Wiki.
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Eugene

#14
February 2010 code for "RSI scale-out system" in this monthly update 2010.01.

As usual, users of Wealth-Lab 5.6 and higher can download the editable code of this and other AT Mag strategies using "Download Strategies" feature and in the Wiki.
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Eugene

#15
Release 2010.02 brings the code for "Weak-stock rotation" (March 2010).

As usual, users of Wealth-Lab 5.6 and higher can download the editable code of this and other AT Mag strategies using "Download Strategies" feature and in the Wiki.
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Eugene

#16
Updated to 2010.03 for the April 2010 code of "Volatility scale in system".

As usual, users of Wealth-Lab 5.6 and higher can download the editable code of this and other AT Mag strategies using "Download Strategies" feature and in the Wiki.

Important:

For proper results, this system should be tested together with the "Pyramiding" PosSizer from MS123.PosSizers library.

Portfolio backtesting results obtained without the 'Pyramiding' PosSizer might be incorrect!
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Eugene

#17
Updated the library to 2010.05 for

* Oscillator pullback system (May 2010 TSL)
* Risk management: Fighting off sharks and piranhas (Elder) (June 2010 TSL)

Note!

For proper results, the latter system should only be tested together with the "Limit Monthly Drawdown" PosSizer from MS123.PosSizers library. It's not possible to backtest Elder's risk management method without using this PosSizer.
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Eugene

#18
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Sammy_G

#19
When I open any of the Active Trader strategies, I can't inspect the code as the Editor tab is missing. How come?
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DaveAronow

#20
The extension is a compiled version of the strategies. You can view the source on their wiki here:

http://www2.wealth-lab.com/WL5WIKI/ActiveTraderMain.ashx

Edit: Eugene -- after looking over the wiki I saw the comment about vs2005 -- instead of that why not add a .vs2005.sln file to the source code package that users of VS2005 could just open? I've seen this in other places such as codeproject
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Eugene

#21
QUOTE:
How come?

By design.
QUOTE:
why not add a .vs2005.sln file to the source code package that users of VS2005 could just open? I

Thanks for the suggestion Dave, that's a good idea.
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Sammy_G

#22
Thanks for the explanation, Dave.

Eugene, you wrote:
QUOTE:
By design.

What's the point in not being able to view the code conveniently inside WLP5 but having to go online for that?
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DaveAronow

#23
I can't speak to the design, but from a practical point of view there's no "easy" way to display the source for compiled strategies. Think of the extension as a easy way to play with the strategies. That said the actual code would be nice to have via the download feature in Wealth-Lab, I'm not sure if it is or not. Eugene, can you say feature creep? :P
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Eugene

#24
QUOTE:
What's the point in not being able to view the code conveniently inside WLP5 but having to go online for that?

There's no point since you could as well use the Strategy Download feature in WLP's "Open strategy" dialog to download the uploaded Strategy code. I make the code available at the same time in the 3 places: the Wiki, as a downloadable compiled library (Strategies.ActiveTrader), and as individual Strategies downloadable in WLP directly. "Strategy Downloads" is a later addition (WLP 5.5 and up).

To sum it up, the download feature in Wealth-Lab already delivers the AT Mag et al. strategy code directly to your WLP and is preferred over downloading/updating the Strategies.ActiveTrader extension.

P.S. Since a strategy library is a compiled binary, there simply can be no accessible Strategy code at all in the following cases:

1. The Strategy code may be obfuscated. Often, letting the user view your code is the last thing you want - when what you developed is a black/grey box strategy.
2. The Strategy code may exist in a language unsupported by the Strategy Editor e.g. VB. NET or C# 3.5/4.0.
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Sammy_G

#25
Thanks for the explanation, Eugene. Now that I realize the strategies are also available as separate downloads and allow the code to be viewed & edited, I am happy as a kitten in a mitten!
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Eugene

#26
Update:

Version 2010.06 is probably the last release of the Strategies.ActiveTrader library for the following reasons:

* It was required until WL 5.5 came out with more convenient, built-in Strategy Download feature.
* Strategy code isn't viewable and editable, as opposed to using native Strategy Downloads.
* Posting exactly the same content three times doesn't make sense to me -- to the Strategies & Trading section, in compiled form, and to the Wiki.
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Eugene

#27
From now on, new Trading System Lab article announcements will be posted in the Trading Strategies forum.