Is it possible to add Candidate Count Statistics to the "Performance +" Tab?

It would certainly make sense if "candidate count" actually was a system's performance metric. But I guess it's a bit different, isn't it?

Anyway, I think it's not possible because Wealth-Lab 5 doesn't provide the data for candidate trades for performance visualizers - just to PosSizers.

P.S. Please discuss various Wealth-Lab extensions, such as "Performance+" and other visualizers, here: Extensions. Thanks.

Thanks for giving the link.

I, actually, would consider it as system's performance metric in case of systems that use stop orders.

In that case, maybe it is possible to ask Fidelity to integrate the "Signal Statistics" (Candidates to open positions and close positions) into the "Performance" Tab.

The "Performance" tab isn't different from the "Performance+" tab in this aspect: they both implement the same interfaces (SystemPerformance, SystemResults) and work with the same inputs. Candidate count statistics exists in PosSizers for the current bar only, i.e. at the point when positions are being sized, it's not kept as a DataSeries for each bar even for PosSizers. It "belongs" to Bars.Count-1.

Does it mean that Fidelity will not be able to make Wealth Lab to track Signal Statistics in any case?

Just do a run in Raw Profit mode and you'll get trades for all the candidates. Then you can compare it to Port. Sim. mode.

Alternatively, if you're really motivated to see it as a Port. Sim. Performance measure, write a PosSizer that keeps track of the candidates in global memory (or otherwise), leaving a trail to pick up in your Performance Visualizer.

It would be great if somebody could help to write such Performance Visualizer, since it would allow finding out percentage of Limit/Stop orders that were actually executed out of all given Limit/Stop orders.

Running in Raw Profit mode will not solve the problem because if the limit/stop is not reached, the trade is not executed.

This feature would be useful not only in portfolio simulation mode but also while running a strategy on a single stock. (If it is possible to show it on the "Performance tab" as an example).

QUOTE:
Running in Raw Profit mode will not solve the problem because if the limit/stop is not reached, the trade is not executed.

If the limit/stop level is not reached, then the trade is not a candidate. Actually, it's not a trade (no Alert)!

P.S. I think now I understand your questions in the PosSizer thread about candidate trades: CandidateCount. Replied there.