Q&A on moving from WL4 to WL5
Author: warren631
Creation Date: 9/6/2008 10:08 AM
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warren631

#1
List of problems and questions encountered while moving from WL4 to WL5 which might help others going through this:

1. A lot of installation problems - if you normally run WL5 with non-admin rights then you must install with admin rights and then move the installation file (.msi) (you have to cancel installation half way through an installation to get this file since it is deleted at the end of installation) from the Admin Doc Folder where is is kept in a temp folder to a non-Admin doc folder so the program can access it during non-admin running (such as when first trying to start streaming as a non-Admin).
2. Where is the Function Reference Help? Could only find the Quick Ref which does not explain in much detail.
3. How do I quickly switch between the Script (Stratergy) window and the Programming Guide while I am learning (Alt-Tab does not work and I must keep closing one and opening the other)?
4. Is there a cross reference between WL4 and WL5 functions? Where is the 'LowestSeries' function, etc, etc? Do we have to write these from scratch each time?
6. Can floats be used with the new StrategyParameter?
7. No indication if a script is running.
8. Any Community developed functions and indicators for WL5 yet?
9. Must download all data sets from a provider, can't select to download only one data set. I had to delete the NASDAQ 100 set since it would take forever for the starting 1-minute data. Took me a while to figure out where the Data Update button was (its the wide bar at the bottom under the Update Data tab - looks like a status bar).
10. Where is the Optimization function (#OptVar1, etc.)?
11. Couldn't find the 'Push to Script' button.



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Eugene

#2
QUOTE:
1. A lot of installation problems - if you normally run WL5 with non-admin rights...

WL should be installed (WLD > and also activated) using admin rights.
QUOTE:
2. Where is the Function Reference Help? Could only find the Quick Ref which does not explain in much detail.

Since C# is used to program WL5 strategies, MSDN could be called a "Function Reference". The parts specific to the WealthScript namespace are documented in QuickRef.
QUOTE:
3. How do I quickly switch between the Script (Stratergy) window and the Programming Guide while I am learning (Alt-Tab does not work and I must keep closing one and opening the other)?

The Guide window, when open, is placed on top of other (Strategy) window. It is designed so that there's no need to switch between them.
QUOTE:
4. Is there a cross reference between WL4 and WL5 functions? Where is the 'LowestSeries' function, etc, etc? Do we have to write these from scratch each time?

LowestSeries = Lowest.Series. The same logic works for almost all indicator series. See the Indicators list for what's available.
QUOTE:
6. Can floats be used with the new StrategyParameter?

Yes.
QUOTE:
7. No indication if a script is running.

a. Progress bar on the "DataSet" tab.
b. PrintStatusBar in strategy code.
QUOTE:
8. Any Community developed functions and indicators for WL5 yet?

Welcome to Wl5Wiki.
QUOTE:
9. Must download all data sets from a provider, can't select to download only one data set.

1. Highlight a DataSet.
2. Click "Update DataSet" or "Update DataSet (Pricing)".
QUOTE:
10. Where is the Optimization function (#OptVar1, etc.)?

If you're using WL Pro, see Wealth-Lab Pro User Guide, Quick Start > New and Noteworthy.
For simple optimization, use the Parameter Sliders.
QUOTE:
11. Couldn't find the 'Push to Script' button.

Pushing indicators to strategy is not available.
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warren631

#3
Thanks Eugene. Hope this helps all of us (am I the dumbest on the block?).

Item 3 still a nusance - I can't see the Stratergy window with the Programming Guide window on top and must close or minimize it to get back to the Stratergy window. Tried Windows Tile but no change. The Programming Guide must be a System Model window always on top. The 'WL User Guide' window is OK and works fine and need not always be on top like the 'WL Programming Guide' window.

12. I am compiling each line and trying to eliminate errors line by line. But I keep getting the error "No Overload for method 'Series' takes '2' arguments at 45,33" and I don't understand the problem (I DO have two arguments)?. My partial code so far is:

CODE:
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(Just realized that 'DataSeries' is a variable type definition just like 'int' - no help if you highlight 'DataSeries' and press F1).

To find out more about this error I moved along line 45 to position 33 and highlighted EMA and pressed F1 and just got info on the 'Alert Object'. Where do I find details on a function such as EMA so I can understand why this error? Is this also a .NET function?


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warren631

#4
OK, just found more detailed information on EMA at http://www2.wealth-lab.com/WL5Wiki/EMA.ashx and EMA needs 3 arguments. Everything OK for now. Still don't like the Programming Guide being on top all the time - just my preference.
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warren631

#5
13. Can't find a WL5 equivalent to the WL4 'LastLongPositionActive' and 'LastShortPositionActive' - how do I find if an active position is short or long? Couldn't find anything in any of the Guides or QuickRef.
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Cone

#6
Simple enough, just paste these functions inside the Strategy class when you need to use them -
CODE:
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QUOTE:
how do I find if an active position is short or long?
While this is answered in the code, see the Position Object in the QuickRef for all Position properties and examples of how to use them.
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warren631

#7
Thanks Cone but I couldn't copy and paste properly from your above post (have you tried it - doesn't seem to be any returns in it) so I typed it all into my script - sorry, Strategy class. But got error:

"Cannot convert method group to non-deligate type 'bool'. Did you intend to invoke the method?".

Not sure what this error means or where to answer its question. Enough of this for one day - it has taken all day and I haven't got very far. It's 11:30 and time for bed - I will try again tomorrow if I get time. I will also investigate the new 'Position Object'.



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Eugene

#8
QUOTE:
Thanks Cone but I couldn't copy and paste properly from your above post (have you tried it - doesn't seem to be any returns in it) so I typed it all into my script -

You must be an IE7 user, right? There's a forum bug with copying/pasting code which affects IE7. Although Firefox3 is a better and more secure browser, here's a workaround until the issue is resolved: copy, paste in Wordpad, copy from there, paste in Wealth-Lab.
QUOTE:
"Cannot convert method group to non-deligate type 'bool'. Did you intend to invoke the method?".

There must be a syntax error when you try to use one of those methods: missing parentheses. The correct syntax is:
CODE:
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warren631

#9
Thanks Eugene. Found my error and now my new Stratergy is finished and working great (Net Profit: $7,853.00 Long + $14,416.10 Short against a B&H of $2,002.00 on 92 trades)! I'm getting to like this new WL5. Seems to run faster than WL4. Just a couple more questions:

14. How do I copy and paste the results of my new Stratergy to record/show how great my new stratergy is (the Stratergy Summery or Performance Data tabs) so I can compare it with my future revisions?

15. I would like to make a backup of my new script to my thumb drive for safety after all this effort but couldn't find where it was stored on my computer. I looked for a C# program (.cs). WL4 had a backup/restore item in the File menu.

16. Could I edit and run a WL5 Stratergy C# program in my MS Visual Studio 2005?

17. I only trade the Q's ETF and my srtatergy seems to work best on about 34-minute QQQQ chart. How do I set my stratergy to always open a 34-minute chart of the QQQQ's?

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Eugene

#10
QUOTE:
14. How do I copy and paste the results of my new Stratergy to record/show how great my new stratergy is (the Stratergy Summery or Performance Data tabs) so I can compare it with my future revisions?

Right now these Performance Visualizers are copy-enabled so you can copy by right-clicking the tab and saving the output elsewhere. If you envision more of a Reports-Lab functionality, then this is coming later.
QUOTE:
15. I would like to make a backup of my new script to my thumb drive for safety after all this effort but couldn't find where it was stored on my computer.

Wealth-Lab User Guide, Data, Where Data is Stored.
QUOTE:
16. Could I edit and run a WL5 Stratergy C# program in my MS Visual Studio 2005?

Yes.
How can I debug my trading strategies in Wealth-Lab Pro 5?
Debugging a Strategy with Visual Studio Express or SharpDevelop
QUOTE:
How do I set my stratergy to always open a 34-minute chart of the QQQQ's?

1. Preferences, Advanced Options, Enable: Save Data Scale etc.
2. Save the Strategy.
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warren631

#11
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warren631

#12
Sorry, just one more question:
17. How do I use the TASCIndicators EMA2 indicator in my strategy. I keep getting the error: "EMA2 does not exist in the current context"
CODE:
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Cone

#13
You have to use (include) the TASCIndicators namespace to use its functions -
CODE:
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warren631

#14
Thanks Cone. That fixed it. But one more question I can't find in the help files:
18. How can I edit out bad download data in WL5? WL4 data manager had a Data Editor. I just noticed the Bad Tick Filter for streaming data but the bad data is already in my historic data file. Is this data also in an .XML database file that I could edit? Should I delete the data set and re-download the data now that my streaming Bad Tick Filter is set?

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Eugene

#15
QUOTE:
18. How can I edit out bad download data in WL5?

This will be a later addition to WL5. For now, use Dave Aronow's free Editor for WL 5 files. If Fidelity would fix the spike after your call, however, you may want to right-click on the chart and Reload Chart History.
QUOTE:
Is this data also in an .XML database file that I could edit?

No, the data is stored in binary files which is a faster approach because there's no need to parse such a file.
QUOTE:
Should I delete the data set and re-download the data now that my streaming Bad Tick Filter is set?

No, the filter affects streaming data only.
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