Reports-Lab
Author: Calarnic
Creation Date: 8/28/2008 7:05 AM
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Calarnic

#1
Hello!

When should we wait new version of RL? Unfortunately version 2 of RL do not work with WL 5
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Eugene

#2
Unfotunately we don't have an ETA for Reports-Lab v3 yet. While the terms are being established you may continue to use the trusty old version with WLD4.
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sf631

#3
Is there any update on this? I'm seeking some method of batching multiple sequential backtests so I can leave my desk now and again. I'm not a WL4 user, so am not familiar with what used to be available on that platform

Thanks
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Cone

#4
<< batching multiple sequential backtests >>

I don't have an update on Reports-Lab other than it's not a priority project at the moment. But depending on what you're looking for, "batching multiple sequential backtests" is already available in WLP 5.3 with the Rankings tool. In WLP 5.4, comes the Optimizer, which when run in Exhaustive mode is essentially a batch process for a single Strategy.
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sf631

#5
Thanks Cone. Any release date on 5.4? That's what I'm looking to do: multiple permutations of the same strategy (varying slider values) for a single ticker list.
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sf631

#6
Oh, and the same strategy across multiple ticker lists or time frames. I'm starting to work with intraday data across 10+ years and a BIG universe of stocks and I'm finding the same memory limitations that others have mentioned.
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Eugene

#7
WLP 5.4 is going to be released this month. Regarding memory considerations, please see the Memory section of the WL5Wiki FAQ.
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Sammy_G

#8
Is Reports-Lab going to be developed at all? If so, when?
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Eugene

#9
No plans and no estimates. There are more important items for us to work on.
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JDardon

#10
Any updates on Reports Lab for WL6?
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Eugene

#11
Sorry, no.
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Sammy_G

#12
Rather than waste a fine, fine program, how about making the code open source so other developers may work on it?
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Eugene

#13
Making the source code public (which isn't considered) won't help a developer. RL3 must be rewritten from scratch to work with WL6. There's a totally different architecture. It's a large scale effort.
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JDardon

#14
Does anybody have any suggestion on a tool to use to save your back testing results, and analyzing them?
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Sammy_G

#15
I haven't tried but its possible one could store (atleast some of) the results in Excel. But it would be slow and painful to do so on a large scale.
*/

Eugene, why don't you re-re-reconsider; this fine program must not be trashed!! If you don't want to do it, give it to Aleksey (wasn't the program originally his? I forget) or some 3rd party; even if they put out a version with limited functionality, it will be worth it!!
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Eugene

#16
Sammy, the program is not trashed. There are plans for RL3.
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Sammy_G

#17
QUOTE:
There are plans for RL3.


That's a suspenseful and tantalizing statement! Can you share some more details?!
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Eugene

#18
Let's say it's in early design stages.
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Sammy_G

#19
That's very good news!!! :)
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festipower

#20
Eugene,

Is Reports-Lab going to be developed in the near time? when is it scheduled to be released?

When you are making a lot of backtesting it is a must to have a comfortable method in order to store the backtesting results to make subsequent analysis and comparisons.
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Eugene

#21
Carlos,

Unfortunately, we have no short-term plans for Reports-Lab as the respective developer has been busy with a top priority project.
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JDardon

#22
Eugene:
Do you think sometime this year it will be worked on? this is really great program that has been sorely missed since 4.5, and I am sure that most of the user base would appreciate it if you could ramp it up a bit in the priorities.


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Eugene

#23
Jorge,

Our unnamed project still has top priority: everything else (including Interactive Brokers and eSignal providers and Reports-Lab) is getting deferred. But we're getting closer to completeness.
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Eugene

#24
"Our unnamed project" was WealthSignals but Reports-Lab is not forgotten. In fact, I'm building its successor right now.
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Eugene

#25
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