The BacktestSettings class contains information about how a backtest was conducted, including the benchmark symbol used, and whether cash interest and dividends were considered.

The BarHistory class represents historical price and volume data for a market. When you work with code-based Strategies, you're passed an instance of a BarHistory object in the Initialize, Execute, and other methods. This instance contains the historical data your Strategy should backtest.

BarHistoryCompressor is a static utility class containing methods that let you compress a BarHistory instance from one scale down to a more compressed scale. For example, you can call BarHistoryCompressor.ToWeekly to compress a daily BarHistory into a weekly one.

BarHistorySynchronizer is a static utility class containing the Synchronize method, allowing you to synchronize a BarHistory instance with another time series (either a TimeSeries or BarHistory instance). It is useful when you want to plot time series in one scale on a chart based on another scale (for example, weekly to daily).

Contains the information for a tooltip to be displayed on the chart.

Covers a list of DateTime extension methods that assist with typical trading functions related to date and time. Call these methods like any other DateTime method using the method syntax. The first parameter, always this DateTime, specifies the type that the method operates on. See the examples for usage details.

These are the various enumerated types used throughout the WealthLab .NET Framework.

The EventDataPoint class represents a single piece of event data, such as a fundamental data item (dividend, split, earlings), analyst rating, or chart pattern. WealthLab supports several Event Data Providers, both included out of the box and available via extensions. Each provider supplies its own set of historical event data.

The HistoryScale class represents a data time scale, for example daily, weekly, or 5-minute intraday scales.

The IHost interface is used to communicate various aspects of the WL7 environment to WL7 itself, the WL.com web site, and to extensions. You can always get the current instance of the IHost interface by accessing WLHost.Instance.

IndicatorBase is the base class for indicators in WealthLab. It is derived from TimeSeries, and basically contains a list of floating point double Values keyed off a list of DateTimes. The class contains additional methods and properties that let it work with the indicator management subsystem of WealthLab, and will be most useful for developers creating their own custom indicators.

The IOptimizationHost interface allows Optimization Visualizers to communicate back to their host Optimization (Strategy) window.

The MarketDetails class contains information about a market, such as the US Stock Market, or the Cryptocurrency markets. Historical Data Providers in WealthLab can create MarketDetails instances and assign them to symbols, or you can make such assignments yourself using the Markets & Symbols tool.

The MarketHours class represents the open and close times of a market, and is used to represent market trading hours in the MarketDetails class.

MarketManager is a static utility class that manages information about markets and symbols in WealthLab. It contains a list of MarketDetail instances in the Markets property. This contains information about the various markets such as US stocks, Forex, or Cryptocurrencies. It also contains a list of SymbolInfo instances in the Symbols property that contain information about symbols, such as their associated market, margin, and point values.

The Parameter class represents a configurable parameter, and it most often used in C# Coded Strategies and custom indicators (derived from IndicatorBase). Each Parameter instance has a Name, a Type (see ParameterTypes in the Enums reference) and a default Value.

The ParameterList class descends from List, and contains Parameter instances. Various classes in the WL7 code base expose a ParameterList as their Parameters property, including IndicatorBase, OptimizerBase, DrawingObjectBase, and many of the data provider base classes.

The PeakTrough class represents a peak or trough that was detected in time series data by the PeakTroughCalculator utility class.

The PeakTroughCalculator is a utility class the calculates peaks and troughs in the source time series data. Peaks and troughs are calculated by observing when the data moves by a certain reversal amount, which can be expressed as either percent or point value. The result is a list of PeakTrough objects available via the PeakTroughs property.

The Position class represents a long (result of a buy order) or short (result of a sell short order) position that was generated by the backtester.

Represents the position sizing that was established for a backtest.

The SymbolInfo class represents information about a single tradable instrument, keyed by the Symbol property. If Futures Mode is enabled in WealthLab, the Margin, PointValue, and other futures related properties are factored into backtesting.

The TimeSeries class manages a series of numeric double values keyed off a list of DateTimes. The two primary properties of TimeSeries are:

TimeSeriesBase is an abstract class that contains the plumbing for working with a time series keyed off a list of DateTimes. It exposes this list through the DateTimes property, which is a List<DateTime>. Two important concrete classes derive from TimeSeriesBase:

TimeSeriesCompressor is a static utility class containing methods that let you compress a TimeSeries instance from one scale down to a more compressed scale. For example, you can call TimeSeriesCompressor.ToWeekly to compress a daily TimeSeries into a weekly one.

TimeSeriesSynchronizer is a static utility class containing the Synchronize method, allowing you to synchronize a TimeSeries instance with another time series (either a TimeSeries or BarHistory instance). It is useful when you want to plot time series in one scale on a chart based on another scale (for example, weekly to daily).

The Transaction class represents the result of an order (buy, sell, sell short, or cover short) that was placed either during a simulated backtest, or in the WealthLab Order Manager.

The TrendLine class represents a trend line within a time series data source. It expresses two points via the properties Index1, Value1 and Index2, Value2. The PeakTroughCalculator contains methods that return TrendLine instances based on the generated peaks and troughs.

UserStrategyBase represents a trading Strategy in WealthLab. When you work with C# Code-Based Strategies, you are actually coding a custom class that is derived from UserStrategyBase. The class provides properties and methods that let you control the logic of the trading system, including placing orders and examining the current state of the system.