I am new to WL but I've read all the help and trolled the wiki for the past 2 weeks. I've used TS, MC and TradingBlox but I really think WL has the most flexibility of them all. That being said, I still have the a few questions if you could point me in the right direction.

a) I've ported over a number of my daily strategies to WL. They generally give me signals at either near the close of the trading day (usually between 1-15 min before the close) or after the first tick in the morning based on the opening price. What is the best way to generate these two signals so that I can execute them as near to the close / open as possible?

b) When I add a strategy to the strategy monitor and I set the Daily Scheduling to 5 minutes before the close will it use the current last price for today in the calculation? And use the actual close for prior days?

c) For my Daily strategies, I generate signals at a set time for all of the strategies and then rank the orders by a fitness function, apply concentration risk limits and then execute the selected trades. Can this be done using the strategy monitor or is there a better way?

d) For some of my strategies, I run multiple time at different parameter settings. This generally occurs when I have some setups that are very profitable but happen infrequently, but when they do occur I take a larger position size than normal. Is it possible to do this in the Strategy Monitor so that I don't duplicate the trade from multiple entries of the same strategy and dataset with different parameters?

e) Is it possible to add / customize some of the widgets in WL? As I wanted to create some forms that would help me such as a more elaborate trade bar, and a better watch list.

a)

* AtClose orders: see the WealthScript Programming Guide > Programming Trading Strategies > Alerts
* Open price: make sure not to miss the GetSessionOpen Property in the QuickRef.

b) Yes/yes.

c) Hmm, did you mean using Position.Priority for the ranking? If so, you can assign a priority to a trade signal, making it appear in the Signal Name column of the Strategy Monitor's Alerts view.

d) Sure, this is possible by developing a custom PosSizer using an IDE like Visual Studio, or simply employing an existing one from MS123 PosSizers:

http://www2.wealth-lab.com/WL5WIKI/psPositionOptions.ashx
http://www2.wealth-lab.com/WL5WIKI/psPriority.ashx

Position Options: when enabled, the Use .Tag button allows to define the Percent Equity or Max Pct Risk input programmatically.

Priority Adjustment allows to assign a variable percentage of equity to a position based on certain conditions (which do not matter to the PosSizer) through a different Position.Priority setting in your Strategy.

e) Let's agree on definitions first. What is a widget (no widgets in WL), watchlist (there are DataSets, and watchlist in a 3rd party data provider), and trade bar (there are partial bar, chart style)?

Most everything is extendable, one way or another. The ready to use, 3rd party WatchList provider allows to combine symbols from different DataSets, and custom-built ChartStyles control the presentation of a Wealth-Lab chart.

http://www2.wealth-lab.com/WL5WIKI/apiDevelopmentGuide.ashx

Thanks Eugene.

A couple more questions:
Is it possible to label my custom indicator library? It just shows up as a blank icon in the indicator list.

from e) above ....
I want to create a child form within WL. How would I approach that? I wanted to start by creating a watchlist grid form that allows me to add indicators to the grid.

Re: labeling indicator library

Yes it is possible:

CODE:
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Our TASCIndicators and Community Indicators libraries have glyphs - use them as example.

Re: creating child forms within WL

Check this out (after logging in to the Wiki with your qualified account):

Wealth-Lab 6.x API Changes > "Inserting custom items under Wealth-Lab`s Tools menu (6.0)"

That is just awesome. Thank you.

Hi Eugene,
I am having trouble adding a new menu item. If you could point me in the right direction I would appreciate it. I am posting my code below.

CODE:
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The problem is caused by not following the code snippet in the Wiki. Here is the proper syntax:

CODE:
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Sorry about the obvious mistake of @ instead of &. I must have looked at it a 100 times and didn t see it. Unfortunately it still isn t working. WL crashes before start up. I tried attaching to the process but it never hits any break points in my library before crashing.

I am using exactly the code you have above. I ve tried using an image from the Community.Indicators to ensure that isn t the issue. The only thing left is my click method handler which is below. Any ideas? I have all the other interfaces working except for this.

CODE:
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Not just @ but it`s required to specify the proper, existing anchor like "Index-Lab ®". Otherwise your menu item won`t show up -- like if you`d put "Test" there as per your reply #6.

Thanks Eugene. Its working now. Sorry for being so dense. When I get some time, I will port over my walk forward optimizer and donate it to the community.

Glad to have helped, Mitchell.