kazuna8
 ( 63.94% )
- ago
In WL6.9, you can simply save a strategy and then the selected symbol and applied indicators are saved along with the strategy xml file.

How can I do the same in WL7?

No matter I do and save the strategy, neither the symbol nor the indicators are saved to the strategy txt file.
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kazuna8
 ( 63.94% )
- ago
#1
Actually Symbol seems to have saved to the strategy txt file.
However, it is unseen until you hit "Run Backtest".
But that symbol isn't focused on DataSets list.

WL6.9 is much friendly and not only the symbol is focused on DataSets list but also it is displayed on the window title.

Still I'm figuring out how to save the indicators with the strategy txt file.
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- ago
#2
In WL7 this is not supported directly but there are Indicator Sets (Help > Charts > Indicator Sets). They let you save groups of drag and dropped indicators and switch between them from a dropdown menu. This is a convenient alternative for saving indicators with strategies. And of course you can define your indicators in code and save with the strategy. That's another option.
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kazuna8
 ( 63.94% )
- ago
#3
Hmm. Apparently WL7 requires more manual operation than WL6.9.

I deal with ~100 ETFs and 50 strategy code.
I manage the strategy parameters and indicators by directly modifying the XML files.
Then I distribute those XLM files to other computers and local accounts to optimize the parameters in parallel at the weekend.
Unfortunately manual operation like selecting from the dropdown menu is not practical because of the number of chart windows (e.g. 30 to 50 chart windows on 4K monitor) and symbols and strategy combinations.
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kazuna8
 ( 63.94% )
- ago
#4
I also manages the data range by directly editing the XML files.
However, all those values in WL7 TXT files appear non-human readable.

[2020/06/08 to 2021/06/07]
}6|DOW 3016|2|V31|01|14|True49|1|72|1018|63727256510193000018|63758706110193366943|2|V41|04|50006|1000001|11|01|01|01|05|False0|4|True3|SPY7|BTC.USD5|False0|5|False4|True16|2|V31|01|14|True

[2019/06/08 to 2020/06/07]
}6|DOW 3016|2|V31|01|14|True49|1|72|1018|63695634110193000018|63758706110193366943|2|V41|04|50006|1000001|11|01|01|01|05|False0|4|True3|SPY7|BTC.USD5|False0|5|False4|True16|2|V31|01|14|True
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- ago
#5
QUOTE:
However, all those values in WL7 TXT files appear non-human readable.

Yes, the TXT files created by WL7 cannot be manipulated by hand as you're used to. However, your XML workflow sounds highly specific to be a popular use case. How do you know what parameters to modify in the source file without looking at the charts and indicators?
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kazuna8
 ( 63.94% )
- ago
#6
QUOTE:
How do you know what parameters to modify in the source file without looking at the charts and indicators?

Parameters are in the code so I can modify the const int/float values.
Indicators are pre-generated and I copy-paste it.
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- ago
#7
This is an unexpected workflow to say the least but you could try compiled strategy libraries. There you have complete control over your code.

https://www.wealth-lab.com/Support/ExtensionApi/StrategyLibrary
https://www.wealth-lab.com/Discussion/New-instruction-for-using-Visual-Studio-to-develop-and-debug-strategies-5494
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kazuna8
 ( 63.94% )
- ago
#8
QUOTE:
This is an unexpected workflow to say the least

Yes, I understand that but WL6.9 was so unique and very flexible for automation and manipulations.
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Glitch8
 ( 12.08% )
- ago
#9
We could go back to an xml format given enough support.
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kazuna8
 ( 63.94% )
- ago
#10
QUOTE:
We could go back to an xml format given enough support.

I don't think XML is a best format but it was far better than the TXT format as far as manipulations are concerned.

I just looked at WL7's workspace TXT files and they are also almost impossible to manipulate.

I manipulate XML workspace file which consists 30 charts and change the date range to create another workspace. For example, EFT_2010.xml, EFT_2011.xml, ... EFT_2020.xml. Then open each at a time to optimize all ETF at once for each year.

Unfortunately due to scalability issue in WL6.9, I actually have to split the workspace to consist less than 8 charts then run each workspace under sperate local account. For example, EFT_2010_A.xml, EFT_2010_B.xml, EFT_2010_C.xml, EFT_2010_D.xml, EFT_2011_A.xml, ... EFT_2020_D.xml.

I was hoping WL7 to resolve this scalability issue but WL7 has much fundamental changes and issues compared to WL6.9.
1
- ago
#11
QUOTE:
Unfortunately manual operation like selecting from the dropdown menu is not practical because of the number of chart windows (e.g. 30 to 50 chart windows on 4K monitor) and symbols and strategy combinations

QUOTE:
Parameters are in the code so I can modify the const int/float values.

No I mean you do have to run charts or strategies to visually inspect the system performance to know to modify some parameters? Otherwise why do you need WL7 and not some in-house software?
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kazuna8
 ( 63.94% )
- ago
#12
QUOTE:
No I mean you do have to run charts or strategies to visually inspect the system performance to know to modify some parameters?

I only use the visually inspection when I develop a strategy from an idea. Once I have a strategy, I backtest it againt 100+ ETFs to pick the top performing 10-20 ETFs and then I trade them mecanically without watching it. I still monitor it at the end of the day but not during the market hours, otherwise your mental tends to break the rule. I backtest those strategy and ETF combinations every weekend to rebalance the ETF lists.

QUOTE:
Otherwise why do you need WL7 and not some in-house software?

Honestly speaking I don't need WL7 but I DO need WL6.9. The problem with sticking to WL6.9 is the risk for when you stop supporting it and WL6.9 stops working completely. So I'm trying to be prepaired before WL6.9 stops working like I did when I heard the rumor about Fidelity decommissioning WLP and I was able to transition my trading platform with the minimum downtime.
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- ago
#13
QUOTE:
We could go back to an xml format given enough support.
The XML source-file approach provides more flexibility--and future extensibility--than the text-based approach.

But if you provided a class library to read and deserialize these text source files into a structured data object, that works too. I already voted for a feature request along those lines. The big advantage with XML is that the .NET framework already provides an XML deserializer to do exactly this, so you don't need a proprietary class library to deserialize.

Interested parties can vote up the https://www.wealth-lab.com/Discussion/Export-and-Import-coded-Strategies-6123 feature request.
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kazuna8
 ( 63.94% )
- ago
#14
Glitch,

Could you also consider switching from TXT to XML?

Perhaps not only Strategies but also everything else (Workspaces and DataSets etc...) if all that possible.

XML is useful not only for manual manipulation but also identifying a corruption. WL6 sometime fails to start or crashes due to corrupted those files. XML was easier to identify such corruption (e.g. truncated in the middle) but these TXT files are almost impossible to understand.
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- ago
#15
Could you send us the TXT file that you believe is corrupt so we could take a look and improve the existing code? Wouldn't it be more reasonable to submit evidence to help us commit a quick patch rather than ask for a groundbreaking change that would affect every user of the product?
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kazuna8
 ( 63.94% )
- ago
#16
I'm not saying the TXT file ever corrupted.
I'm saying that XML file is much more manageable by the users.
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Glitch8
 ( 12.08% )
- ago
#17
Of course, I COULD do that, but it would be a very high effort task. And, while I was spending time on that, I would not be able to work on the Feature Requests that have more votes. You see the dilemma? 🤷🏼‍♂️
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- ago
#18
@kazuna
Good to know that there is no pressing issue with file corruption!

We hear you on that for some power users the XML format is more convenient. At the same time we strive to make the product robust enough to not require any attention to the file internals by the users. Please help us make it better by submitting evidence when you have it. Thanks.
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