Dear Wealth-Lab Users:

I want to announce the release of BTUtils for Wealth-Lab, a tool that greatly accelerates the backtests and optimizations (UP TO HUNDRED OF TIMES FASTER!) carried out with Wealth-Lab Dev/Pro thanks to its parallel implementation able to run in modern multicore machines.
The tools are seamlessly integrated into Wealth-Lab and work with almost every WealthScript and compiled strategies, without the need to modify them.

BTUtils for Wealth-Lab includes the following tools:

-BTSimulator: Tool to backtest strategies much faster than with WL native simulator.
-BTOptimizer: Tool to execute optimizations with GIGANTIC speedups.
-BTWalker: Much faster and more flexible Walk forward optimization utility (IN DEVELOPMENT)
-BTWatchLists: Watch-lists creation utility with some improvements.
-BTScorecard: A speed optimized scorecard that includes all of the most useful metrics of other scorecards and several additional features.


Check the BTUtils for Wealth-Lab web page and take a look at the videos.

Also, take a look to BTAnalytics our powerful backtest storage, analysis, and strategy improvement application that also integrates seamlessly with Wealth-Lab.

Carlos Pérez
https://www.domintia.com

This is really a breakthrough for power users!

Way to go Carlos & Domintia!

Hi Carlos!

Interesting concept. Which Optimizers are supported in BTOptimizer? Also, when do you expect to have BTWalker available? Thanks!

Vince

Hi, Carova.

All optimizers except 'Particle Swarm' work with BTUtils for Wealth-Lab.
Particle Swarm optimizer should be very easy to modify to work with BTUtils for WL, so I will contact the author to discuss how it can be done.

Regarding BTWalker, there are a few months left before I can have some time to finish it.

thanks for your interest!

Carlos Pérez
https://www.domintia.com

Hi Carlos!

If you get the Particle Swarm Optimizer included I would definitely be interested. It is the only optimizer I use.

Thanks!

Vince

QUOTE:
If you get the Particle Swarm Optimizer included I would definitely be interested. It is the only optimizer I use.

Same here. It's the only optimizer I use. Due to slowness, I only optimize over 800 daily bars, but I would like to optimize over 1500 bars to get more trades on some sparely traded stocks.

For PSO requests please start a new topic or use thread below:

Particle Swarm Optimizer - New tool in the Wealth-Lab toolbox

I noticed that Domintia website is offline for some time already.

Other than that, I found some bugs (or I'm misusing those somehow), which I don't know if it's better to open a new topic or to report them here, which I will do for now.

- When using max risk % pos sizers I get 0 trades on BTOptimizer.
- Not possible to change scale on Scale option of Wealth-lab
- Many metrics are distant to the ones calculated using native WL simulator, specially APD/APAD ratios, which are more than a hundred on BTUtils but usually less than 1 on native WL. Also there are small differences on Ulcer Index, Sharpe Ratio, etc

QUOTE:
I noticed that Domintia website is offline for some time already.

Their website works okay for me on Firefox and Chrome. Which browser are you using? Post your issues to their forum. https://www.domintia.com/forum/index

Thanks, the website works on Firefox. I also have the same problem when accessing the WL wiki, which is only accessible for me using Firefox, due to SSL errors.

Carlos, are you still supporting this? I can't get the trial to activate with the credentials I signed up with on your website and no one appears to be monitoring the forum.

Hello!
Installed BTUtils For Wealth-Lab in WL.
The 30 day free license has expired. I didn't like the work of BTUtils For Wealth-Lab. I intend to delete it.
When WL starts, the following window appears: BTUtils For Wealth-Lab-License Expired. The contents of the window are as follows: The evaluation period has expired. To continue using BTUtils For Wealth-Lab, you need to purchase a license. Do you want to purchase BTUtils For Wealth-Lab now?
I do not intend to renew BTUtils For Wealth-Lab due to poor performance.
Please tell me how to remove BTUtils For Wealth-Lab?
What should be done so that the above window does not appear when WL starts.

Hello!
Installed BTUtils For Wealth-Lab in WL.
I started testing it. MPR tests don't work. Equity tests work and do not work. Shares tests work and don't work either. It is impossible to use such a program.
After optimization in BTOptimizer, we export the Result to file 111 using Save Results To File. From file 111, it is impossible to load the results into WL.
In early October 2020, I posted questions to technical support at info@domintia.com, carlos@domintia.com, support@domintia.com. No one has answered me to this day.
So BTUtils For Wealth-Lab doesn't work. Nobody answers the questions.
I recommend doing optimization acceleration yourself, without involving third-party organizations.
The optimization acceleration function is long overdue. She is very much needed. Now the Genetic optimization takes me 2.5 hours. Optimizing in 2.5 hours is a very long time.

QUOTE:
Please tell me how to remove BTUtils For Wealth-Lab?

Denis, I think you simply have to close WLD and remove all the BTUtils DLL files from the Wealth-Lab folder under Program Files at "c:\Program Files\MS123\Wealth-Lab Developer 6".

Please tell me if these files need to be deleted?

BTAnalyticsExternalSimulationFacilities
BTAnalyticsFeeder
BTUtilsAutoUpdater
BTUtilsAutoUpdater
BTUtilsForWLHelp
DomintiaSoftware.WealthLab.BTUtils.XmlSerializers
DomintiaSoftware.WealthLab.BTUtils.dll
DomintiaSoftware.WealthLab.BTUtils
WealthLabBTAnalyticsFeeder
DomintiaSoftware.Helpers
DomintiaSoftware.Logging

Still need to delete files that are not on the list? If so, what are they called?

Sorry, it's entirely up to you. We do not support 3rd party software.

Hello, I have just started using the BTUtils tools and I am having an issue while running the Particle Swarm Optimizer. When I run the optimization I recive two error pop ups one right after the other and they read.

"FirstRun: System.NullReferenceException: Object reference not set to an instance of an object.
at System.Object.GetType()
at d.g()
at SwarmOptimizer.SwarmOptimizer.a()
at SwarmOptimizer.SwarmOptimizer.FirstRun()"

"NextRun: System.NullReferenceException: Object reference not set to an instance of an object.
at System.Object.GetType.a(OptimizationResult a, Int32 A)
at SwarmOptimizer.SwarmOptimizer.NextRun(SystemPerfomance sp, OptimizationResult or)"


Can you help identify the problem? This happens with multiple different strategies and have tried all configurations of options.

Thank you.

Hello,

As we do not support the 3rd party software (BTUtils), please contact its developer for troubleshooting and support. Thanks.