Backtest & Optimization at light speed with BTUtils for Wealth-Lab
Author: Domintia-Carlos
Creation Date: 6/8/2019 5:11 PM
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Domintia-Carlos

#1
Dear Wealth-Lab Users:

I want to announce the release of BTUtils for Wealth-Lab, a tool that greatly accelerates the backtests and optimizations (UP TO HUNDRED OF TIMES FASTER!) carried out with Wealth-Lab Dev/Pro thanks to its parallel implementation able to run in modern multicore machines.
The tools are seamlessly integrated into Wealth-Lab and work with almost every WealthScript and compiled strategies, without the need to modify them.

BTUtils for Wealth-Lab includes the following tools:

-BTSimulator: Tool to backtest strategies much faster than with WL native simulator.
-BTOptimizer: Tool to execute optimizations with GIGANTIC speedups.
-BTWalker: Much faster and more flexible Walk forward optimization utility (IN DEVELOPMENT)
-BTWatchLists: Watch-lists creation utility with some improvements.
-BTScorecard: A speed optimized scorecard that includes all of the most useful metrics of other scorecards and several additional features.


Check the BTUtils for Wealth-Lab web page and take a look at the videos.

Also, take a look to BTAnalytics our powerful backtest storage, analysis, and strategy improvement application that also integrates seamlessly with Wealth-Lab.

Carlos Pérez
https://www.domintia.com
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Eugene

#2
This is really a breakthrough for power users!

Way to go Carlos & Domintia!
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Carova

#3
Hi Carlos!

Interesting concept. Which Optimizers are supported in BTOptimizer? Also, when do you expect to have BTWalker available? Thanks!

Vince
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