- Added GannHiLoActivator to TASC indicators.
- Fix: Transformer Indicators were not honoring modified parameters in the selected target Indicator.
- Fix: Optimization Surface Graph did not populate when Tabular Result pushed to other Visualizers.
- Add right margin space to a Chart by clicking and dragging left where the chart edge meets the right margin. Great for projecting future trendlines or Fibonacci levels. This only works if a Strategy is not attached to the Chart.
- Right click on a chart to push the drag and dropped Indicators to C# Code.
- You can now delete rows from the Optimization Tabular result list.
- Added Gap Indicator, which is useful for certain IndexLab composite Indicators.
- Fix: Saving Workspaces with Charts with hidden Volume was throwing an Exception.
- Fix: ASCII DataSets were not always indicating the correct supported Scales.
- Added two new Transformer Indicators, MathIndOpInd which lets you perform a mathematical operation on two other indicators, and MathIndOpValue which performs an operation on an Indicator and a fixed value.
- You can now set the location of the Wealth-Lab 7 Data Folder form the File menu.
- The By Symbol Visualizer has undergone significant performance optimizations, it was causing delays in large backtests.
- Compressing data to higher frequencies (daily to weekly for example) now uses the market calendar to determine if the final bar of the compressed series is actually the end of the compressed interval.
- You can turn the zero anchoring of the Equity Curve Visualizer on or off.
- Fixed a precision in PriceGrid when you create a PriceGrid from an area of data from a BarHistory (i.e., from the chart.)
- This release includes the WealthSignals Publisher tool, so you can publish Signals to your WealthSignals.com strategies.
- You can now optimize the following three Position Size parameters: Starting Capital, Amount, and Margin Factor.
- Introducing Transformer Indicators - Indicators that apply Transformations onto other Indicators. These are especially useful in Building Block Strategies, can can also be dropped onto the chart in their own right. Included are OffsetInd (which applied an N Bar Offset to an Indicator), ScaleInd (which scales an indicator to another frequency), and SymbolInd (which generates the Indicator from an external symbol.) Look for them in the "Transformer Indicators" folder in the Indicators List.
- The new SymbolInd indicator mentioned above replaces the Indicator Symbol Qualifier, which has been removed from the Building Blocks tree.
- Added logic to speed up backtests if an Event Provider is checked by avoiding excessive data requests.
- Fidelity Select Sector Fund DataSet's composition now dynamically changes over time.
- Added DMH TASC Indicator from Stock & Commodities Dec 2021 issue.
- Fix: MetaStrategy was not honoring base-level Strategy's Margin Factor setting.
- Fix: Recent change to save pane heights in Workspace caused Charts with attached Strategies to fail to reload in a Workspace.
- Fix: Some Conditions Building Block parameters were broken in non-US locales.
- Added Calendar Projection Drawing Object to help track things like wash sale end dates on the chart.
- Indicators can now be marked as lengthy in their calculations (virtual IsCalculationLengthy property). The Indicator Profiler new version now uses this property to determine which Indicators to disable by default.
- Yahoo! Finance Provider will not make requests if symbol is a Wealth-Data delisted stock.
- For the purposes of calculating Bars Held, limit/stops that execute above the limit/stop price are not counted as being held for that bar (same as market exit orders).
- Sort order is now retained when list results are copied to clipboard.
- Workspaces now save chart pane heights.
- The Home Page now contains all of the Extension version information, along with the WL7 version info.
- You can now specify a Default Workspace WL7 will open with when launched.
- Added a new command line argument /w to open WL7 with the specified Workspace. Place the Workspace name in a quoted string after the argument: /w "My Workspace".
- More information is now saved regarding chart settings in Workspaces.
- Fixed some account anomalies that were discovered in the Quotes tool and Order Manager.
- You can now configure Parameters for MetaStrategy Components.
- Fixed some issues with MetaStrategies, results should now 100% match independent Strategy runs, as long as all settings are equal.
- Added Symbol Equity graph in the "By Symbol" Performance Visualizer.
- Added the new PriceGrid class to WealthLab.Core, which lets you create and evaluate chart patterns based on a 2D grid of mapped price values.
- Enhanced the Event Provider API, so that Event Providers can be configured to calculate and return Events for selected items only. This is currently utilized by the CandleStick and the upcoming Chart Patterns Extensions.
- Fixed an issue with Building Block Strategies not using the correct optimized Parameter values on the first Strategy run.
- Several other miscellaneous fixes and enhancements.
- Added a new Backtest Preference so you can control how Signals are sorted in the Signals tab.
- Fixed some minor issues that were introduced in recent Builds, including missing progress bar during data updates.
- Implemented WealthSignals Trader tool so you can easily download your WealthSignals trades and route them to the desired broker for execution.
- Added Trading Thresholds, so you can stop auto-trading when Account Buying Power, Cash, or number of Entries exceeds the threshold you specify.
- There is a new toggle button next to a chart's symbol entry field which allows you to Link the chart, so that it responds to symbol changes in other charts and loads the same symbol.
- The Equity Curve Visualizer now lets you see the number of Open Positions.
- Now handling sparse optimization results better in the Optimization Visualizers.
- Broker Recorded Account Value in Position Sizing preference was non operational in Strategy Monitor, fixed.
- Added Portfolio Synch options to Trading Preferences. Use these to ensure that WL7 does not exceed the quantity of your actual positions for exit signals, and to optionally force all exit signals to use the full quantity in your positions.
- One Cancels Other order support has been added, with an option in Trading Preferences. Currently only Alpaca, IB and TB brokers support OCO natively. Brokers that do not natively support OCO will still leverage the WL7 software-based OCO. When enabled, WL7 automatically places OCO orders for pairs of matching stop/limit orders sumbitted at the same time.
- Market on Open order support has been added, with an option in Trading Preferences. Curretly only Alpaca and IB brokers supports MOO. When enabled, supporting brokers will detect Market orders that are submitted within the target market's window for Market on Open orders, and submit them as MOO.
- Added "Trailing" checkbox to Sell/Cover at Stop Loss Exit Building Blocks.
- Fixed a drag and drop indicator bug introduced in Build 16.
Important: This Build introduces some breaking changes to the Broker interface. Please update any Broker Extensions (Alpaca, Kraken, Interactive Brokers, TD Ameritrade) when updating to Build 16.
- Added support for Same Bar Stop and Limit Exits. The support extends to both backtesting and live trading:
- Option One: Set the AutoStopLossPrice and/or AutoProfitTargetPrice of the Transaction class that is returned from a call to PlaceTrade.
- Option Two: Override the AssignAutoStopTargetPrices method in your Strategy code. This allows you to establish stop/limit prices based on the actual execution price of the order, and works even in live trading.
- Added Accounts Window which shows all accounts and positions for connected Brokers. You can close positions from this tool, and even enable streaming to get current prices for all of the positions.
- You can now start WL7 with optional command line arguments, "/u" to perform an automatic data update on startup, and "/c" to automatically close WL7 after the automated data update completes.
- You can now manually enter Strategy parameter values, in addition to using the sliders like before. Additionally, parameter values are no longer locked to the start/stop/step increment values, so you can run backtests from optimizers that return values that are not locked to the step increment (like the finantic.Optimizers).
- Added Percent/Points selection in Building Blocks Sell/Cover at Stop Loss and Sell/Cover at Profit Target.
- We now display the Parameter Default Value in the Optimization Parameters list.
- Added MAD indicator from Stocks & Commoditoes Oct 2021 issue to TASC Indicators.
- ASCII DataSets can now handle seconds-based scales.
- You can now target other Drag & Dropped indicators in the Indicator Parameters Editor dialog for TimeSeries parameters.
- You can configure Dummy Accounts using the Configure button in the Order Manager for the Dummy Broker, including adding new Dummy Accounts.
- Fixed MetaStrategies, their components were not always restricting purchases based on their Portfolio Weighting.
- Multi-column sorting is now activated throughout WL7. The tabular views will retain 3 levels of sort, with up/down arrow visual cues.
- Added ATR and ATRPercent reversal types to PeakTroughCalculator. (PeakTroughCalculator and Trendline classes have moved from WealthLab.Core to WealthLab.Indicators to facilitate this change.)
- Added the ability for Chart Styles to suppress the default gridlines (Point & Figure does this now) and render cumulative volume (all Chart Styles in the TrendChartStyles extension do this now.)
- Added optional paneTag parameter to DrawHeaderText.
- Added a Chart Preference to turn off the rendering of entry/exit arrows, and a corresponding DrawTradeArrows property in the ChartDisplaySettings class so you can control them in code based Strategies, using SetChartDrawingOptions.
- Added choice of Population/Sample to StdDev and RSquared, and added RSquared.Value method.
- Added optional font parameter to DrawText.
- Periodic Returns Visualizer now lets you select Benchmark Data for comparison.
- Added Strategy Import and Export. Let's you easily share strategies and their settings with other Wealth-Lab 7 customers and the support team!
- Added new method: SetPaneDrawingOptions. Lets you control each chart pane's relative height and position via code.
- Added new method: SetChartDrawingOptions. Lets you control a variety of cosmetic chart properties via code.
- Added new property: ExecutionDataSetName. Returns the name of the DataSet that the Strategy is currently executing on, or null if it was run in single symbol mode.
- Added new method SetTextDrawingFont to set the font to use for drawing text within Strategy code.
- Added text filtering to QuickRef.
- Added new Yahoo! DataSet": "Major US/World Indices".
- Added new Strategy Rankings tool (under Tools menu).
- Added a new Metric Columns Preference Page where you determine which metrics (among all ScoreCards) to use in Optimizations and Rankings.
- Exposed MetaStrategy Component column to Signals tab.
- Fixed EnvelopeUpper, could not be used in Blocks.
- Fixed empty Optimization in non-US locales if fractional parameters are included.
- Added new Advanced Trendline Building Block, and supporting new methods in the PeakTroughCalculator and Trendline classes.
- Added Fibonacci Extensions drawing tool.
- Added SendEmail method to send email messages like trade alerts via SMTP
- When you move the mouse over an indicator plot in the chart, the corresponding right margin value marker is now brought to the front.
- Fixed ClosePosition throwing a runtime error if LastPosition is null.
- Fixed copy to clipboard from Debug Log's right click menu.
- Fixed a recent change that broke MetaStrategies, causing second and subsequent Strategies in the MetaStrategy to not return any results.
- Added some internal references so the dynamic keyword can work in C# Coded Strategies.
- Fixed copy to clipboard from Positions, also made Tag and Metastrategy columns hidden unless there's a tag/Strategy is Metastrategy.
- Fix for Data Tool duplicate symbols if they have mixed cases.
- Overhauled MetaStrategy component calculations so Profit Curves now line up with overall Equity Curve.
- Added ExecutionMode property to determine if the Strategy is running from a Strategy Window, Streaming Chart, Optimization, or Strategy Monitor.
- You can now directly specify the broker account number to use in Streaming Chart windows and Quote windows.
- You can now specify the broker and account directly in the Backtest window Signals tab.
- Certain Indicators that "peek into the future" (namely, the Swing Indicators in the Community node) are flagged in the Indicator list.
- Several miscellaneous fixes and enhancements.
- Added elements of the WL6 Data Tool to Data Manager, DataSets tab:
- Data Truncation
- Inactive Symbols
- Data Integrity
- Added a custom built ScottPlot library to the distribution. This can be used to generate various charts and plots in memory, and render them to a chart using DrawImage and the new DrawImageAt.
- Added MAE (Max Adverse Excursion) and MFE (Max Favorable Excursion) to Positions Performance Visualizer.
- Fixed index out of range exceptions that sometime occurred in streaming charts with Strategies.
- The Log Viewer will now show you a counter of the number of duplicate items logged, instead of logging numerous identical items.
- Several other minor fixes and enhancements.
The primary changes in Build 8 are not outwardly visible, but were required to support a number of Extension upgrades, and to support the upcoming NeuroLab Extension. Depsite this, there are still several notable changes:
- Added Linear/Log option to Trendline Break Condition Building Block.
- Exit Signals from NSF Positions are now flagged as such in the Signals list.
- Corrected WealthData dividends that were not properly back-adjusted for splits.
- Deleted Strategies will now be put into the Windows Recycle Bin.
- Several other miscellaneous fixes and enhancements.
- The Strategy Monitor has gone through a round of optimizations that should result in an order of magnitude performance gains.
- Changed LastPosition to return the last Position, whether it's open or closed. Added LastOpenPosition to return the last open Position.
- Created a new Advanced Strategy Settings area for advanced backtest settings that should be applied at a Strategy level and not globally.
- Retain NSF Positions option has been moved from Backtest Preferences into Advanced Strategy Settings.
- Added a new Advanced Strategy Setting, Granular Limit/Stop Processing, that lets you use intraday data to determine the precedence of limit/stop fills within a daily bar.
- Added MACDClassic indicator.
- Added Swing indicators to WealthLab.Community library.
- Numerous miscellaneous fixes and enhancements.
- Exposed new Chart Preferences for showing the Chart Status Bar, and controlling the auto-hide behavior of the Chart Toolbar.
- DrawBarAnnotations now stacks properly if multiple annotations are drawn to the same bar.
- Fixed issues in the ReverseFisher indicators.
- Several other miscellaneous fixes and enhancements.
- Fixed an issue in Build 4 that prevented Building Block Strategies to work because of the removal of the Plot method.
- Added method PlotStopsAndLimits so you can visualize your stop/limit prices on the chart.
- Added a search field in the QuickRef.
- Added hotkey F5 to run a backtest.
- Added optional paneTag parameter to PlotIndicator and PlotIndicatorLine to control where the indicators get plotted.
- Removed deprecated Plot method, use the methods like PlotIndicator, PlotBarHistory, and PlotTimeSeries instead.
- Added MFI, TradingDaysSince, and TradingDaysLeft indicators, and moved some more obscure indicators to the PowerPack extension.
- Exposed Cursor Color (Vertical and Crosshair) as a new Chart Preference.
- Metastock: fix for symbols with trailing spaces.
- Yahoo: fix for partial bar missing in streaming.
- Added Building Blocks for Exiting using ATR-based Stop/Limits.
- Added Sound Preferences to Preferences window.
- Added ToMinute method to TimeSeriesCompressor, and fixed a bug in that method for BarHistoryCompressor.
- Tabular Optimization Results can now push a set of parameter values to the other Optimization Visualizers.
- One Parameter Graph Optimization Visualizer now works better with sparsely populated results.
- Fixed exception that occurs when you disable a Transaction Weight Building Block.
- Shrinking Window and Exhaustive (non-Parallel) Optimizers now honor Optimization Variable on/off check-boxes.
- Added One-Parameter Graph Optimization Result Viewer.
- Optimization Surface Graph will now automatically default to the first actual set of recorded parameter values, especially helpful for non-Exhaustive optimizations.
- Added option to create Building Block Strategies that maintain multiple open Positions.
- Added new Commission type - Percent of Trade Value.
- Added PlotBarHistoryStyle method so you can plot a BarHistory with a specific chart style in another pane.
- GetHistory and GetHistoryUnsynched now have an optional dataSetName parameter, so you can specify a DataSet to use when requesting external data.
- Fix: WL7 was experiencing issues when you write a very large number of strings to the Debug tab.
- Fix: Transaction Weight Highest/Lowest was reversed.
- Welcome to Wealth-Lab 7!
- Check back in this spot for details on new builds.