Porting 4.0 to 6 - Wealth Lab Forum

reds

#1

5/21/2014 1:46 PM

Can anyone help port the below script from 4.0 to 6.6?

Thanks,

Mike

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Can anyone help port the below script from 4.0 to 6.6?

Thanks,

Mike

[code]
{#OptVar1 67;70;200;10}   //67
{#OptVar2 96;70;200;10}   //96
{#OptVar3 94;70;200;10}   //94
{#OptVar9 1;1;30;1}
{#OptVar10 1;1;816;1}

{
  Optimization Variables:
  #OptVar1 through #OptVar8 = Security Multiple
  #OptVar9 = Period
  #OptVar10 = Symbol Group Selection
}

var sym: array[1..3] of string;
var o: array[1..4] of integer;
var h: array[1..4] of integer;
var l: array[1..4] of integer;
var c: array[1..4] of integer;
var Multiple: array[1..3] of float;
var i, Bar, Period, MAPeriod, ROCPane: integer;
var CombinedROC: integer;
var ROC_MA: integer;
var a, x, OpenV, HighV, LowV, CloseV: float;

{ Define the external symbols we'll be using }
begin

case #OptVar10 of
  1 : begin
        sym[1] := 'IWM';sym[2]:= 'SPY';sym[3]:= 'EWP';
 end;
  2 : begin
         sym[1]{1} := 'BBHHIGH';sym[2]{2}:= 'BBHOPEN'  ;sym[3]:= 'QQQOPEN';
 end;
  3 : begin
         sym[1] := 'SMHCLOSE';sym[2]:= 'SPYCLOSE';sym[3]:= 'IGMHIGH';
 end;
  4 : begin
         sym[1] := 'btk--x';sym[2]:= 'cyc--x';sym[3]:= 'mid--x';
 end;

end;
 end;

Multiple[1] := #OptVar1/100;
Multiple[2] := #OptVar2/100;
Multiple[3] := #OptVar3/100;

{ Get the handle of the closing price for each of the symbols }
for i := 1 to 3 do
begin
  o[i] := GetExternalSeries( sym[i], #Open );
  h[i] := GetExternalSeries( sym[i], #High );
  l[i] := GetExternalSeries( sym[i], #Low );
  c[i] := GetExternalSeries( sym[i], #Close );
  DrawLabel( 'Symbol ' + IntToStr( i ) + ' = ' + sym[i], 0 );
end;

{ Variable set up }
Period := #OptVar9;
MAPeriod := 1;

{ Create Combined ROC }
CombinedROC := CreateSeries;

for Bar := 0 to BarCount - 1 do
begin
   x := 0;
  for i := 1 to 3 do
  begin
   x := x + ROC( Bar, c[i], 1) * Multiple[i];
  end;
  SetSeriesValue( Bar, CombinedROC, x );
end;

{ Plot Combined ROC, and it's MA }
ROCPane := CreatePane( 80, true, true );
PlotSeries( CombinedROC, ROCPane, #Green, #Thick );
ROC_MA := SMASeries( CombinedROC, MAPeriod );
PlotSeries( ROC_MA, ROCPane, 020, #Thick );
DrawLabel( 'Combined ROC(' + IntToStr( Period ) + ') and ' + IntToStr( MAPeriod ) +
  ' period SMA', ROCPane );

for Bar := Period to BarCount - 1 do
begin
    begin
      x := GetSeriesValue( Bar , ROC_MA );
      if MarketPosition = 1 then
      begin
        if x < 1 then
          SellAtClose( Bar , LastPosition, '' );
      end
      else if MarketPosition = -1 then
      begin
        if x > -1 then
          CoverAtClose( Bar , LastPosition, '' );
      end;
      if MarketPosition = 0 then
      begin
        if x > 1 then
          BuyAtClose( Bar  , '' )
       else if x < -1 then
          ShortAtClose( Bar , '' );
      end;
    end;
end;
[/code]

Eugene

#2

5/21/2014 2:33 PM

At least this seems much easier than the one I approached a few years back:

Porting 4.0 to 5.0

reds

#3

5/21/2014 4:19 PM

I have kept it on the simple side and as I get into it and hopefully embrace 6.7. I need to make the move to C#, currently coding in R, and just need a complete example and then can hopefully move on by myself.

I know you can code it but time is always an understandable issue.

Mike

Eugene

#4

5/22/2014 1:10 AM

Then you're in luck: the strategy previously coded for WL5 is the most complete example one can find.

reds

#5

5/22/2014 9:12 AM

Will give it a shot..but fair warning I will be back to iron out the fine points and add some functionality :-)

I have the 30-day trial version installed & it will not allow me to download extensions. Is this because it is a trial?

In the prior post you mentioned something about "MarketPlace" that was/would be a medium to contractors/developers. Has this been implemented?

Also, my firm has a few off-shore offices, Zurich, Cayman etc..could I have them buy the software? Now that you have added WFO I am ready to migrate from R to WL 6.0.

Thanks,

Mike

Eugene

#6

5/22/2014 9:23 AM

QUOTE:
I have the 30-day trial version installed & it will not allow me to download extensions. Is this because it is a trial?

Yes: FAQ: I can't download an Extension: the site says Wealth-Lab extensions are available only to Wealth-Lab Version 6 customers.

QUOTE:
In the prior post you mentioned something about "MarketPlace" that was/would be a medium to contractors/developers. Has this been implemented?

No, the MP project has been discarded.

QUOTE:
Also, my firm has a few off-shore offices, Zurich, Cayman etc..could I have them buy the software?

Yes. Should be fine as long as one is not using a U.S./Canadian bank account when paying.

reds

#7

5/22/2014 9:38 AM

OK..where is the link to buy? I only see the Fido link. Also, how much?

Eugene

#8

5/22/2014 10:00 AM

Well, the Purchase link is displayed to the residents of applicable countries. For those with offshore offices, this is usually not a problem.

Please also note that in Wealth-Lab Developer, the Fidelity static, streaming and fundamental data is not available as well as order execution through Fidelity. Of course there are replacements (by free and paid sources) in the Extensions section. No broker provider is available (although 3rd party companies have developed some solutions for Interactive Brokers etc).

reds

#9

5/22/2014 2:45 PM

Thanks, I will ask my Zurich office to take a look at the website. I just wanted to give them a direct link.

Looking forward to getting started with WL again.

Thanks,

Mike