I would like to set up a system where Claude Opus can write a C# coded strategy, tell WL8 to execute a backtest, and then review the backtest results. Ideally, this would all happen from the command line, or at least a Visual Studio project, without having to interact with the WL8 GUI. Is anything like this possible?
I've been playing around the last couple days with having Claude actually interact with the WL8 GUI, and while it's possible it's very clunky and prone to breaking if it gets confused about where to click or anything like that. This is why I'm thinking a headless mode would be preferred (and far more cost-efficient).
The end goal here is to let Claude interact with WL8 in a loop, where it can try out an idea in a strategy, review the backtest results, and then further refine the strategy and keep iterating.
I've been playing around the last couple days with having Claude actually interact with the WL8 GUI, and while it's possible it's very clunky and prone to breaking if it gets confused about where to click or anything like that. This is why I'm thinking a headless mode would be preferred (and far more cost-efficient).
The end goal here is to let Claude interact with WL8 in a loop, where it can try out an idea in a strategy, review the backtest results, and then further refine the strategy and keep iterating.
Rename
It's been my experience that AI is not good enough "today" to generate functional code. So the experienced C# programmer still needs to be in the loop to make corrections and optimizations after AI delivers its solution. This is a must in "today's" AI world. And I think we all know that. So having a headless solution may not be the best solution for now if the C# programmer has to still be in the middle.
However, AI can deliver elements to the solution that one may not have otherwise considered. For example, I seen one AI solution for a WL indicator that included code to build "local" TimeSeries objects on the stack instead of the heap. That's a neat trick because the heap requires garbage collection (extra "background" CPU cycles); whereas, the stack doesn't. I wouldn't have thought of that. (I didn't even know the C# code could allocate block storage on the stack, so I learned something.)
I've also seen AI solutions that fail when it comes to numerical analysis or signal processing problems, so if your strategy requires this, I would stick to calling an external numerical analysis (e.g. Math.NET) or signal processing (e.g. NWaves) package yourself, and not strictly depend on AI coding. But AI could "attempt" (with the programmer's corrections) to write the glue logic for calling such packages.
I can't speak for AI's success with calling statistical packages. But I would be interested in your experience here, especially with "robust" statistical analysis (percentiles and quantiles).
However, AI can deliver elements to the solution that one may not have otherwise considered. For example, I seen one AI solution for a WL indicator that included code to build "local" TimeSeries objects on the stack instead of the heap. That's a neat trick because the heap requires garbage collection (extra "background" CPU cycles); whereas, the stack doesn't. I wouldn't have thought of that. (I didn't even know the C# code could allocate block storage on the stack, so I learned something.)
I've also seen AI solutions that fail when it comes to numerical analysis or signal processing problems, so if your strategy requires this, I would stick to calling an external numerical analysis (e.g. Math.NET) or signal processing (e.g. NWaves) package yourself, and not strictly depend on AI coding. But AI could "attempt" (with the programmer's corrections) to write the glue logic for calling such packages.
I can't speak for AI's success with calling statistical packages. But I would be interested in your experience here, especially with "robust" statistical analysis (percentiles and quantiles).
I upvoted this for a different reason. I'd like to be able to run my metastrategy to generate daily signals automatically. For example, I should be able to setup a scheduled task on windows, it starts WL, update checked historical data, and run my metastrategy to generate signals.
I know that different people have different opinion on this, but having this option is always good.
I know that different people have different opinion on this, but having this option is always good.
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I'd like to be able to run my metastrategy to generate daily signals automatically. For example, I should be able to setup a scheduled task on windows,...
So you're saying you want to run WL as a batch process from a script? Can't you already do that with a StrategyRunner process, or am I wrong? (I've never used StrategyRunner, so my concept of it could be wrong.)
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So you're saying you want to run WL as a batch process from a script?
Yes something like this.
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Can't you already do that with a StrategyRunner process
I don't know about this. If that's true I'd like to explore more about it.
I think to schedule a batch COM script, WealthLab.exe needs to accept stdin and stdout as command line arguments, which it's not doing now. But that's a different feature request. stdin would be the strategy filename(s); a list of them.
And the next question is what should the stdout include in the output? I suppose that could be controlled with a couple other /switch parameters. Alternatively, one could pipe stdout into an awk process to filter out (or reformat) the final output.
Come to think of it, WL is going to need the stdin and stdout arguments anyway for the headless implementation, so these needs are related.
And the next question is what should the stdout include in the output? I suppose that could be controlled with a couple other /switch parameters. Alternatively, one could pipe stdout into an awk process to filter out (or reformat) the final output.
Come to think of it, WL is going to need the stdin and stdout arguments anyway for the headless implementation, so these needs are related.
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