Various suggestions
Author: Musashi1970
Creation Date: 8/31/2012 11:41 AM
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Musashi1970

#1
Hi

Some possible enhancement suggestions which I would more than highly appreciate:

- only recently I learned of a MAE/MFE visualitzation which is very common, since it is used, e.g., in TS and MC. I liked this kind of representation immediately and think it is more useful than the one currently implemented in WL.

- In WL4 you had a regression line for the equity curve. One of the more useable Performance indicators in my opinion is the R2 of such a regression line. I suggest to calculate this value and include it in the Wealth Lab score section on the performance tab

- Furthemore, it would be awesome, if you could include the MAR-Ratio and Sortino-Ratio also in the Wealth Lab score section (they are now on the "Performance+"-tab)

- The stops plotted when you use PlotStops() are really tiny. Although, certainly one is able to implement own plotted stops (e.g. with DrawCircle), it would be much more comfortable to just have some parameters (color, size and behind bars) for describing the wished appearance of the stops of the PlotStops()-method.

- The implemented file management system is really basic in my opinion (not able to use subfolder e.g.). I am pretty sure, for a C# implementation, there are some file management modules out there, which should not be too difficult to implement, but are much more capable than the current one

- Another competing product has the feature that it saves every backtest result (I guess without optimization) including relevant parameters in a list, to which you could refer to later

After all these fine suggestions, also a compliment to WL since it is still the most capable tool out there...

Kind Regards
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Eugene

#2
Hi,

Thank you for your suggestions.
QUOTE:
- Furthemore, it would be awesome, if you could include the MAR-Ratio and Sortino-Ratio also in the Wealth Lab score section (they are now on the "Performance+"-tab)

Modifying the built-in Performance or Equity tab is not something one expects to happen in general. The policy here is that some valuable performance metrics requested by customers may appear in MS123 Visualizers. If MS123 has already took the trouble of making the MAR/Sortino ratios available in this extension, there is no practical sense of including them on a built-in tab.
QUOTE:
- In WL4 you had a regression line for the equity curve. One of the more useable Performance indicators in my opinion is the R2 of such a regression line. I suggest to calculate this value and include it in the Wealth Lab score section on the performance tab

Same as above. I guess that the regression line was dropped from Version 5 for simplicity's sake. Nonetheless, nothing stops a motivated developer from duplicating the Equity tab and plugging in a regression line. If you want us to research if it's feasible to include it in MS123 Visualizers, please consider submitting a support ticket so that the request won't be lost.
QUOTE:
- The implemented file management system is really basic in my opinion (not able to use subfolder e.g.).

Yet it will stay as is for simplicity's sake. Subfolders aren't considered by Fidelity.
QUOTE:
- Another competing product has the feature that it saves every backtest result (I guess without optimization) including relevant parameters in a list, to which you could refer to later

We had plans to revive Reports-Lab but a high priority project has taken over.
QUOTE:
- only recently I learned of a MAE/MFE visualitzation which is very common, since it is used, e.g., in TS and MC. I liked this kind of representation immediately and think it is more useful than the one currently implemented in WL.

Not sure if I know what you're talking about but again, motivated developers are welcome to create their own custom rendition as a new Performance Visualizer.
QUOTE:
- The stops plotted when you use PlotStops() are really tiny.

Right but isn't the QuickRef explicitly stating that: Stop and limit orders will appear as small colored dots on the chart...?
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Eugene

#3
QUOTE:
If you want us to research if it's feasible to include it in MS123 Visualizers, please consider submitting a support ticket so that the request won't be lost.

I'm putting this idea in my queue for the brand new, rewritten from scratch, .NET4-based and speedy MS123 Visualizers. Not to imply it will happen but I'm going to consider reviewing the equity linear regression line for feasibility in a new "Equity+" visualizer.
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streak

#4
Request for locking of the time axis as a strategy parameter's value is changed.

Request for WealthLab to handle zero values in dataseries like any other value.

Request for Data Manager to provide a view of existing DataSet properties as is available in WLD4

Thanks
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Eugene

#5
QUOTE:
Request for Data Manager to provide a view of existing DataSet properties as is available in WLD4

Are you looking for this one?

Data Tool addin
Data Tool in the Wiki
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streak

#6
I did not look right into this extension after noticing that it is incompatible with ascii, which is what is needed.

Hopefully a newer version will provide a view of ascii dataset properties.

Thanks
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Eugene

#7
Sorry, this is not considered.
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streak

#8

Make say 15 datasets with various custom fields, some daily, some weekly etc.

Come back after 2 months (less if your 50yrs+ lol) and try to write some code using a datasets field(s).

Workable?
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streak

#9
Only workarounds(?); make notes somewhere or almost make a new dataset going through the ascii wizard; /Common Formats.../Copy Format from a DataSet/...

But seems very long winded. Couldn't this same info be made available like in WLD4, or are there some behind the scenes complications?
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Eugene

#10
It's technically not possible. See "Compatibility" note on the tool's Wiki page.
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streak

#11
Might have wires crossed here? I was wondering if the ascii properties could be viewed from within Data Manager - not the DataTools extension.

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streak

#12

Request for DrawVertLine, ie a partner to DrawHorzLine, with an overload for pane. Just lost a heap of time between having zeros in some data and drawing vertical lines in charts where the y axis values I put were general, manual and not related to any series values - it really threw Wld to the extent that after searching help thought I was going to have to reload dot net framework. Glad I checked a bit more. Consequently DrawVertLine would be a welcome addition.
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Eugene

#13
QUOTE:
I was wondering if the ascii properties could be viewed from within Data Manager - not the DataTools extension.

This is not considered. The interface should be kept simple and not overloaded by obscure features. For customization, there exist the various addin APIs.
QUOTE:
Request for DrawVertLine,

Also not considered. Use the built-in cosmetic chart functions to code the routine and optionally include it in a library.

Also, please note that this thread is neither an official feature request thread nor a reincarnation of the facility existed on the wl4 site before. Fidelity has its own view for the product development. There are bigger items scheduled for 2013.
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Eugene

#14
QUOTE:
- In WL4 you had a regression line for the equity curve. One of the more useable Performance indicators in my opinion is the R2 of such a regression line. I suggest to calculate this value and include it in the Wealth Lab score section on the performance tab

I will implement linear regression line of the equity curve in new performance visualizer "Equity+" -- a blend of "Equity + Drawdown" & "Net Profit + Drawdown" -- in upcoming build of the MS123 Visualizers library. This is the best we can do.
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dan_rozenberg

#15
Since the editor might need a revamp in order to work with .NET4, i would like to request intelisense for external libraries. Do you think that can be done?

Cheers!
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Eugene

#16
Guys, please do not use this thread for adding more feature requests.

QUOTE:
Also, please note that this thread is neither an official feature request thread nor a reincarnation of the facility existed on the wl4 site before. Fidelity has its own view for the product development. There are bigger items scheduled for 2013.


Its title turned up provoking, so I'm going to rename it.
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Eugene

#17
QUOTE:
- In WL4 you had a regression line for the equity curve. One of the more useable Performance indicators in my opinion is the R2 of such a regression line. I suggest to calculate this value and include it in the Wealth Lab score section on the performance tab

Patrick,

Linear regression line of the equity/cash curve has been added to the new performance visualizer "Equity+".
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Eugene

#18
QUOTE:
- Another competing product has the feature that it saves every backtest result (I guess without optimization) including relevant parameters in a list, to which you could refer to later


This has been implemented:

Snapshots: Reports-Lab successor for Wealth-Lab 6
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