Preferred values
Author: abegy
Creation Date: 5/1/2011 3:55 AM
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abegy

#1
I have optimized a strategy by attached for each symbol in a dataset a preferred value.
I would like to see now the result with a new backtest on a different period of time.
But I don't know how to force backtest on a dataset to use preferred value.

Can you tell me how to do that ?
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Cone

#2
Enable the "PV" button in the lower right corner of the Strategy Window.
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abegy

#3
I would like to know how I can see/edit/Modify a Preferred values attached to a specific symbol after having assigned it ?
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Cone

#4
See it: Open the Strategy, enable PV, and look at the parameter values.

Change it: Change the sliders, right click, and "Store these PVs as the PV for the Symbol(s)"


Hmmm: But saving that change for the PVs without changing the default value for the STrategy is a bit tricky. To save the new PVs without changing the default value, it seems you have to:

1. Enable PV
2. Change the sliders, right click, and "Store these PVs as the PV for the Symbol(s)"
3. Disable PV
4. Save the Strategy.
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abegy

#5
I would like to know if there is a way to know which of my symbols list are a prefered value or not ?
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Cone

#6
Not from the WL U.I., but if it's really important to know and you can't determine it by clicking symbols while watching the the parameter values, you can inspect the strategy's XML file and look for the symbols in the PreferredValues tag.

What's the reason for the question? Is it because you need a reminder that you've assigned PVs to a particular DataSet? Something else?
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abegy

#7
Thank you for your reply.

I need to know which symbols have preferred values to be able to reset it if needeed.
I could be interesting to have a GUI in WLD to know which symbols have preferred values and for which scripts.
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Eugene

#8
QUOTE:
I could be interesting to have a GUI in WLD to know which symbols have preferred values and for which scripts.

Wealth-Lab 5/6 has always been about simplification and clarity, so a WL4 "Preferred Values Manager" incarnation is not possible. However, as Cone already suggested, you can inspect the strategy's XML file and look for the symbols in the PreferredValues tag. You might want to consider developing an utility for such lookup and smoothly integrating it in the Tools menu:

Programming | Wealth-Lab 6.x API Changes > Inserting custom items under Wealth-Lab's Tools menu (6.0)

(Accessible only after logging in to the Wiki under a verified customer's account).
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abegy

#9
Thank you very much.
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