WealthLab-9

Thank you! Yes WL9 is fully compatible with WL8. The only reason to keep using WL8 would be if you’re waiting for certain finantic extensions.

Thanks boss!

Sorry one more questiinm. After the migration now my Strategy Monitor entries have all disappeared from WL8. What is the name of the file that manages this? I assume I can just copy back from WL9?

Thanks. It didn't work when I reopened the workspace. I think I must have accidentally cleared the workspace, but I've got it all in WealthLab 9. I tried to copy that workspace file over, but it doesn't work in WealthLab 8, so I guess I'll just use WealthLab 9!

You won’t be able to copy things back from WL9 to WL8, it’s not forward compatible but it is backward compatible.

Hi. I am trying to find out how to use the MCP in Claude, and in general the AI capabilities of Wealth Lab 9. The AI assistant doesnt mention it, and I dont see any instructions anywhere.

Where is the documentation (even if only a page or two) please? Thanks and regards
Rod

Thanks. That helps. I pasted the whole thing into Claude and it said:

"I found that WealthLab 9 exposes a local web service I can call directly—no installation needed—giving me access to your datasets and 283 saved strategies. This means I can compile and run backtests myself, reading results and debug output before looping you in, instead of the old back-and-forth where you'd paste errors back to me."

It seems to work. Claude is failing on Meta strategies though - are they meant to work yet? Thanks

"The Meta run came back broken—just one trade executed, 48 skipped for insufficient cash, and an implausible commission figure. I'll test the individual components in isolation before drawing conclusions.

I can't give you a reliable Meta figure. WealthLab 9's connection doesn't run Meta strategies properly. My run of TrendR_meta over the last 8 years came back as nonsense: one trade, 48 trades skipped for lack of cash, and an impossible commission figure. The combined Meta number has to come from the WealthLab 9 screen.

Each of the five strategies inside the Meta runs correctly on its own."

I can't say I'm seeing the same problem...

@rbryant -
If you haven't, clear "Claude" from the Help filter.
Altogether, there are 3 prompts to copy into Claude.

Thanks will try.
And wow, what a system you have with Meta IRA!

I tried with all the relevant prompts pasted in. I still get an issue with the Meta Strategies. Claude wrote this bug report:

Subject: WL9 REST API and MCP - MetaStrategy backtests break position sizing (orders of ~3e26 shares)

WealthLab 9, version 9.0.10.0, Windows 11. Tested through the local REST API
(http://localhost:7240/backtest) and through the MCP server's run_backtest tool
(http://localhost:7240/mcp). Both give identical results.

Summary
When I backtest a saved MetaStrategy through the REST API or the MCP server, the first few
trades are sized normally. After that, every order is sized at about 3 x 10^26 shares. None of
those orders can be funded, so nearly every later trade is rejected as NSF and the backtest is
effectively empty. Each component strategy of the same MetaStrategy runs normally through the
API on its own.

How I ran it
- A saved MetaStrategy with four components. Each component is a Building Block strategy
trading one ETF (single-symbol mode).
- POST /backtest (or MCP run_backtest) with "strategyName" set to the MetaStrategy, a DataSet
name, from/to dates covering ten years, "marginFactor": 1.1, and backtestSettings with
commission and slippage switched off (commissionType 0, slippage disabled). Then I polled
GET /backtest/{jobID} until status was 1.

Expected
Roughly the same trades as running the MetaStrategy in the WealthLab 9 window: hundreds of
trades over ten years.

Actual
- 4 positions and 412 NSF positions; APR about 0%.
- The 4 positions are all in one symbol, normally sized (about 1,600 shares each), in the
first three months.
- After that every order is NSF. The pending signal at the end of the run is a Sell at
MarketClose for 3.196e+26 shares.
- The MCP server's run_backtest returns the same 4 positions, the same 412 NSF and the same
3.196e+26-share pending order.
- With commission switched on, commission seems to be charged on the rejected orders too.
With a flat $1 per trade, Commission came to $831 for only 4 positions. With per-share
commission, it came to about 2.6e25.

What I varied - all gave the same broken result (4 trades, about 412 NSF)
- No commission and no slippage
- Flat $1 commission
- Per-share commission ($0.005, $0.70 minimum)
- positionSize of 100% of equity, max 4 open (the MetaStrategy's saved settings)
- No positionSize sent at all
- strategyWindowHandle "New" (run in a visible Strategy window): 2 trades, 414 NSF

A second MetaStrategy with five single-symbol components shows the same pattern: 1 trade,
48 NSF, and Commission of about 8.6e72.

Components on their own
Each component strategy, run by name through the same API on its own symbol, gives normal
results. For example, one component gives 109 trades and 0 NSF over the same ten years.

Question
Does the API support MetaStrategies? If it does, is there a request setting it needs that I'm
missing, such as a particular positionSize or dataSetName? I was told MetaStrategies work
through the API. A working example request would let me find the difference.