WL 5.4
Author: wycan
Creation Date: 5/4/2009 5:47 AM
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wycan

#1
Any update on 5.4... does the June time frame still look probable...? do you know if it will include the optimizer ?


thx
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Eugene

#2
Yes, 5.4 will come with the optimizer.
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wycan

#3
Excellent. thx
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marron

#4
I just got "Authentication Failed" as log in to WL5.1, was fine yesterday. Is it because 5.4 going to release next Monday 6/1 ?!!

And just curious, could you please highlight what's new, upgrade, fix in 5.4 ? Thanks, Eugene.
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Eugene

#5
Nope. No connection to WLP 5.4 release somewhere in June. BTW it happened before and was pretty much a problem within the customer's computer configuration:
Fidelity login fails in WLP 5.1
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DaveAronow

#6
I started getting this Thursday night (5/28). It crashed after authenticating. I had to upgrade to 5.3 to get around it, I'm not sure if that was the problem but I didn't have time to figure it out. I should note the PC crashed and needed a reset button press prior to the problem, so it may have been a corrupted file of some sort.
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marron

#7
Thanks, Eugene. My "Authentication failed" has nothing to do with WLP 5.4 going to release. And 5.4 highlight is Optimizer, will release on the third week of June, from Fidel rep.

Sorry to hear that, DaveAronow. Happened to me before. thus, I back up 1.0.0 folder once a week. If you have to download 1 or 3 minutes data for >1000 symbols, uhmmmm .
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wycan

#8
any word on 5.4 release ?
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Eugene

#9
Please see Robert's reply 6/25/2009 2:08 AM in this thread.
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wycan

#10
great. thx
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Cone

#11
To clarify that, WLP 5.4 should be out the door early next week. For Developer we're officially skipping 5.3 (5.2 was a special educational release for "Pro"), and we're shooting to get WLD 5.4 (Rankings, Optimizer, and Paper Trading) out before the end of July.
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WLTrader23

#12
I recall reading that WL 5.4 could come with a WatchListName function. Has that been incorporated and how could I access it? Thanks.
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Cone

#13
It's mentioned on the Wiki, but I don't recall seeing anything official about putting such a function in 5.4 or even 5.5 or 5.6. Eugene, can you correct that on the "Missing features" wiki article, please?

Nonetheless, you can use the Community.Component extension's GetDataSetName method.
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WLTrader23

#14
Thanks. I'm new at C#, so I'm probably missing something elementary. When I compile, it does not find the namespace 'Community'.
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Eugene

#15
WLTrader23

QUOTE:
When I compile, it does not find the namespace 'Community'.

Please download the Community.Components library from the Extensions section.
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Eugene

#16
Thanks for the pointer, Robert. It's corrected. I was confused about Fidelity adding some watchlist support, which then turned to be a different thing under the familiar name.
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WLTrader23

#17
Perfect. Thanks.

Another Question:

I do some pre-processing of the watchlist before running the strategy. I'm having trouble accessing stock option data.
I get an error whenever it goes to SetPrimarySeries(WatchListSymbol(SymCount)) for an Option Symbol like -COTHA. How do I access the Option Price data in such a WatchList Loop?
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Cone

#18
Where is your historical option data (i.e., chart data) coming from? (You can't SetPrimarySeries if there isn't a series to set it to.)
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WLTrader23

#19
The option is part of the DataSet. It will chart the option, so I thought it would also pick up the bar data for manipulation. A snippet of code is below. It picks up an error for any options.

CODE:
Please log in to see this code.
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Cone

#20
If you have historical bar data for options, then there's no difference in accessing it as for any other symbol. After all, Wealth-Lab doesn't know it's "option data" anyway.

For Version 5, see DataSetSymbols, SetContext, GetExternalSymbol in the QuickRef.
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WLTrader23

#21
Thanks Cone. It's using Fidelity Investment as the provider. I'll play with it some more. Have a great weekend!
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Eugene

#22
Does Fidelity provide historical stock option data?
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WLTrader23

#23
Yes. In WL5.4 I can chart the option data, but when I try to pull it in to process it, I get an error (I understand your point that it should not know the difference). In WL4.5, I could pull it in and process it. Fidelity uses a "-" predecessor for options. Could WL 5.4 being get hung up on that?
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Cone

#24
It works in 5.4 for me. Example -

CODE:
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WLTrader23

#25
Thanks. I find that works for the individual symbol, but when I put it into a DataSetLoop, it gives me a syncronization error "Cannot Synchronize, no overlapping Dates". I'm using .DJI for the first symbol and the option only has 18 bars. If I turn off GetExternalSymbol syncronization, I still get the same error. I put the entire code below. It just writes the price and volume data on a file for offline processing.

CODE:
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Eugene

#26
Please wrap code in the CODE tags when you post it, thanks.
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WLTrader23

#27
Sorry. Here it is again, hopefully more readable. It stops on GetExternalSymbol with the error "Cannot Xynchronize, no overlapping Dates."

CODE:
Please log in to see this code.
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Eugene

#28
Neither .DJI-COTHB nor .DJI-COTHA seem like a valid symbol to me: no data available.
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WLTrader23

#29
At Fidelity the "." prefix is for indices and "-" is for options. The "." works and delivers the expected symbol data. Unfortunately "-" does not in the dataset loop. As I mentioned, it works if done for a single symbol. I may have to do that.
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Cone

#30
First thing, the error "Cannot Xynchronize, no overlapping Dates" refers to synchronization with the primary (clicked) symbol. If you access a secondary symbol that doesn't have any dates in common with the primary symbol, then it's unlikey that there's any point to accessing that symbol in the current context.

In reality, it appears to me that the purpose of your code is to export the raw data for symbols in the WatchList. You should not be synchronizing secondary symbols for that purpose. In the v4 code that you translated, you're missing an EnableSynch(false) statement. I don't know how WSTL handles that.

Second, if you've got a problem with WSTL, then you should report that to the WSTL forum. We can't support that component problems in translated code. Consequently, my advise is to re-write the code without dependence on WSTL following the example in the QuickRef for DataSetSymbols. Keeping in mind the first thing, it will work.

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Eugene

#31
Or simply modify this Wiki sample (where it says "Exporting to ASCII comma-separated files (CSV)"):
Data | Exporting data out of WL5 to ASCII and WL4 native binary files
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WLTrader23

#32
Thanks guys. For some reason FileCreate/FileWrite didn't work, but as soon s I went to StreamWriter, it worked fine.
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WLTrader23

#33
Sorry, still learning. It's 8pm and when I update a dataset from wealthlab, I'm still getting 7/2 data versus 7/6. In WL4.5, I get the 7/6 data which is updated right after close. What do I have set wrong?
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Cone

#34
Hmmm, considering that the data come from the same place and are requested the same way, it's hard to know what could be wrong other than something with the system clock (make sure the clock is accurate for the Time zone and DST setting), or potentially you just happened to hit a server that isn't working. If the problem persists another day, please call Fidelity about Fidelity data problems.
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kool

#35
Any ETA on WLD 5.4? I am keenly awaiting it.
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Eugene

#36
In a few days. We're putting on the finishing touches.
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DSA

#37
The free version for acquaintance will be?
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Eugene

#38
Like always, there is a free 30-day trial of Wealth-Lab Developer.
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DSA

#39
Has installed. At start there is an error:

????????:
Stopped working

????????? ????????:
??? ??????? ????????: CLR20r3
????????? ???????? 01: wealthlabdev.exe
????????? ???????? 02: 5.1.5.10
????????? ???????? 03: 48a5e379
????????? ???????? 04: System
????????? ???????? 05: 2.0.0.0
????????? ???????? 06: 49cc5ec9
????????? ???????? 07: 5a2
????????? ???????? 08: 0
????????? ???????? 09: System.TypeInitialization
?????? ??: 6.0.6002.2.2.0.256.6
??? ?????: 1049

OS: Vista Business SP2, RAM: 4G
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Eugene

#40
This is not WLD 5.4, you have installed WLD 5.1. Probably the same package you've used 2008/08/29 when taking a trial.
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DSA

#41
Has helped so:
Has deleted WLD
Has cleared the directory "C:\Program Files\MS123\Wealth-Lab Developer 5"
Has installed WLD

Most likely stirred files of an old trial.
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Eugene

#42
Again, this is not WLD 5.4.
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norfleetc

#43
In WLP 5.4 when using code that reads and write to text files I am constantly getting errors that indicate the FileOpen, FileWrite, FileRead do not exist in the current context..In WLP 4.5 such coding works fine and when I run the translator on the 4.5 code, the code runs fine, however if I write the coding from scratch in WLP 5.4 I get the errors noted above. Could you point me to some same coding in 5.4 that read and write to text files. Thanks
sample code below

CODE:
Please log in to see this code.
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Cone

#44
Those File* commands do not exist in C# or in WealthScript for version 5. They work in the WSTL because that includes a special library to interpret those statements. (If you're familiar with the syntax of the WSTL library, just include it with a "using" statement and you should be able to work with that old WealthScript syntax.)

Please browse through the WL5 Wiki for lots of good information when making the transition from 4x to 5x. Specifically, looking in the Knowledge Base, Data category for an ASCII example.
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norfleetc

#45
The tip about WL5 Wiki was right on. You wrote a beautiful example of filewriting in WLP 5.4 back on 13 Oct of 2008. I will use it as a guide. for others reference link.. http://www2.wealth-lab.com/WL5WIKI/kbSaveOpenTrades.ashx

As for being familiar with the syntax of WSTL library, I am totally unfamiliar with the syntax other than being aware of the using statements at the beginning of those scripts that have been translated.

again...thanks
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