Hi,

Is it possible to create, change virtual ( paper ) accounts from strategy, get and use strategy performance results?
Unofrtunately didnt get it from user guide.

QUOTE:
Is it possible to create, change virtual ( paper ) accounts from strategy,

No wonder you didn't find it covered in the User Guide: your request is pretty exotic that it either wasn't raised before or appeared in a different form. Either way, I have little idea how would you do that.

QUOTE:
get and use strategy performance results?

Strategy performance results are obtained when Strategy has already finished executing. There is a way to get and use them in Strategies via a hack described here:

WealthScript Techniques | Interacting Dynamically with Portfolio Level Equity

(Consequently, the place to find some documentation would be here: Wealth-Lab Version 6 (.NET) Development Guide > "Performance Visualizers")

I don't want to repeat myself as we've discussed this subject thoroughly a couple of days ago:

Access to data/stats normally displayed in the performance tab during a backtest
And its continuation in a new thread:
Accessing SystemResults

Please pay attention to my last comment in the latter thread (2/3/2012 5:22 AM) which is very important in this context.

Nothing exotic.
I think it is natural experince evolution of Wealth Lab Power).
The main idea is self optimization.
I developed constructor of trend/oscillator 3 * 3 intraday signals.
and i d like to combine real time trading with some automatic corrections.
Correction must be done after portfolio simulation in the middle of the day for example.
Optimized parameters will be used in real-time strategy on real account.
I m not sure in great performance improvement but it is difficult to be 100% sure before i try to realize it.

I fail to see what this kind of period reoptimization (at least it looks to me) has to do with changing paper accounts.

I use 44 seconds timeframe and 3 - 4 futures.
I tried to use GA optimization each evening/night during december - january with 30 days data range - i think enough for intraday strategy.

Mostly 10% of best GA results are based on RSI and NATR signals with small changes in period parameters sometimes with addition of other signals. But after some trading days GA shows combination of Divergence, double extremum, MicroW, MicroM and cross middle line of BB range as best.

My experience of testing different combinations of 3 osc and 3 trend signals by GA choice shows that win rate changes from day to day between 52-62%, net profit may vary by 10-40%.

My idea is as follows - if i can improve ( in theory )average result during the day by 3-5-10% accumulated results during the month will be higher.
So i d like to try do see how it will work - self adjusting in the middle of the day - in virtual testing - certainly it will take 2-3 days on my computer and if the result will be more or less positive i ll try to use it in real-time trading.

If i understand right the logic of wealth lab i need additional ( virtual to main executed ) account wich will give me possibility to compute different results, choose optimized parameters and use it in main account trading.
Voila.
I ll have 10 days vacations next week and i d like to try to realise it.