Compiled Strategy in DLL not shown in Combination Strategy

Author: jecjackal

Creation Date: 2/24/2019 5:09 PM

Wealth Lab » Extensions » Compiled Strategy in DLL not shown in Combination Strategy

jecjackal

2/24/2019 5:09 PM

Hello,

I am trying to create a combination strategy out of strategies I have defined in my own DLL. However, I do not see my strategies in the selection window of the combination strategy. I do see the strategies elsewhere in Wealthlab. I can open and run these strategies just fine. Does anyone know if it is possible to use DLL strategies inside a combination strategy or if I can create a combination strategy via code?

Thank you for the help,

Jec

Eugene

2/24/2019 6:12 PM

Hi Jec,

QUOTE:
Does anyone know if it is possible to use DLL strategies inside a combination strategy

The Wealth-Lab User Guide already knows. Find out the answer yourself in Strategy Window > Combination Strategy chapter > scroll down to the bottom where it says "Combination Strategy FAQ" > Why doesn't my Strategy appear on the available Strategy list for my Combination Strategy?

jecjackal

2/25/2019 1:13 AM

Hi Eugene,

I downloaded the latest user guide for WealthLab 6.9, and I cannot find the FAQ you are referring to. I read the section on combination strategies (7.3) several times and I don't see an FAQ. I also pulled up the user guide inside WealthLab and I couldn't find a combination strategy FAQ there either. I would check the wiki, but it is down at the moment. Is there a more current version of the user guide than the one found here?: https://www.fidelity.com/trading/advanced-trading-tools/strategy-testing/overview

Thanks for the help,

Jec

Eugene

2/25/2019 5:27 AM

Jec, that or the one under the Help menu. But my bad, they're probably out-of-sync with the always actual one in Wealth-Lab Developer installation. Here's a copy of it:

Combination Strategy FAQ

Is child strategy equity being constantly readjusted on a day-to-day basis with regard to the "Percent of Starting Equity" allocation?

No. "Percent of Starting Equity" is used only to allocate the specified amount of starting equity. Thereafter, each strategy is confined to its individual equity allocation.

Why doesn't my Strategy appear on the available Strategy list for my Combination Strategy?

Compiled Strategy libraries (like "ActiveTrader Strategy Pack" or custom built) are incompatible with Combination Strategies.