Hi,

I'm new to WL.NET. Wondering if it's possible to run a portfolio simulation with multiple symbols and multiple strategies.

I would like to be able to run one strategy on multiple symbols with different parameters. This was possible in the previous version using "Preferred Values" functionality. I couldn't seem to find this feature in the .NET version.

Running multiple strategies in a portfolio seems problematic as well. I couldn't find the equivalent of "Preferred Chartscript" functionality.

Is the above feature supported in WL.NET? If so, can you please point me to the documentation. If not, is there a workaround?

Thanks.

Hi,

QUOTE:
I couldn't seem to find this feature in the .NET version.

Are you sure you running Wealth-Lab version 6? (Asking this because you haven't taken a free trial.) Version 6 still supports Preferred Values. See the Wealth-Lab User Guide, Strategy Window > Optimization > Results > Preferred Values.

QUOTE:
Running multiple strategies in a portfolio seems problematic as well.

Not sure how the "Preferred ChartScript" feature could help with performing a true simulation of multiple systems in a portfolio; I mean, it never was a solution - that's why half a dozen lengthy "multi-system" chartscripts existed, based on different pricinples and coded by the community (gbeltrame, sokoban, yours truly and others.) Good news: for the first time, true integrated multi-system backtesting capability is expected in a future release of version 6 (next year).

The developer that I'm working with is in the US. I think he downloaded the trial through Fidelity site. Not sure if that's the same as the one directly downloaded from your site.

With regards to the preferred values... we actually do need to run the optimization first and assign the values based on the result? We can't assign some values that we already have, correct?

Incorrect. You can assign them arbitrarily:

User Guide, Reference > Data Panel > Strategy Parameters, How to: Set Preferred Values from Sliders