create a selection from datasets
Author: wouterv
Creation Date: 10/5/2009 2:50 AM
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wouterv

#1
Hi,

I'm currently using a trial of WL developer 5 and I have some trouble with creating datasets.

I already have futures data in metastock format. It is organized in such a way that each future has it's own directory and the continuous contracts are all dumped in one. I succeeded in creating datasets per future symbol and a dataset for all continuous contracts.

In both cases I did not find a way to create a selection from the datasets. In the first case I would like to create a new dataset to test strategies on, so one containing for example Corn, T-Bonds and Gold.
In the second case I would like to take only a few futures to do a test, so pick only a few symbols from my dataset, how can this be done?

Prerequisite is that I do not have to start messing with the directory structure, as these are filled and updated by an external data service.

Thanks,
Wouter
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Eugene

#2
Hi Wouter,

It's possible. Please find the link to the "WatchList Provider" (thanks Dave) that allows to combine symbols from different DataSets or just pick a handful of symbols from a big DataSet:

Is there support for WatchLists in Wealth-Lab 5?
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wouterv

#3
Ok, cool, that works. Thanks.
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wouterv

#4
Hi Eugene,

I would like to add something to this. While this provider works as is now, it's not possible to modify datasets, so I'm forced to create a new dataset every time I would like to try a new set of symbols (which can be quite often).

I know this is not a provider you guys developed, but as this looks like quite a basic feature for analyses software I would like to request that you add it to your todo list for a future release (we also do not have any guarantee Aronow soft will be around forever).

Thanks,
Wouter
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