After have used WealthLab about 2 years i would like to thank team who created such powerful program and suggest some features to improve.

Technical (realisation) questions:
1. In some situations (for example some real time 1 minute trading charts ) Wealthlab's interface is freezed. There are new bars coming, there are alerts, orders are placed, there is more than 50% of free memory etc, but WealthLab interface is not responding. Improvement of this feature will be great.
2. Genetic optimization is a great tool but without multicore support parallel optimization it takes too many time and seems affecting WealthLab interface freezing too. So multicore support would be great.

Additional features:
Seems WealthLab is missing only one feature - portfolio strategy analysis. Certainly it would be great to have possibility to develop code not only for strategies but also to manage strategies portfolio

1. This should certainly not be a problem. But it will be if you're trying to analyze tens of thousands of bars with every imaginable Performance Visualizer. How many bars are you loading? Which visualizes do you use in real time? (The answer to that last one should be, "as few as possible since I don't need to backtest while I'm trading live".)

2. I won't argue about multicore, but tell us more about the optimzation. How many bars, symbols, and parameters?

QUOTE:
Seems WealthLab is missing only one feature - portfolio strategy analysis

Be more specific. I run strategies and analyze the results of different portfolios every day.

To be honest i work with good team previously worked with WealthLab more than 5 years. They developed first real time adapter in Russia. And many problems than cant be even imagined in testing mode are resolved and payed by blood and money in real time trading.)
I m talking about things unfortunately i cant affect.
I dont use any vizualizer in real time, i switch them off. Sometimes in tests i switch on Simple Performance vizualizer, Equity portfolio level and MonteCarlo Lab. That's all.
Trading cycle doesnt exceed 50 bars, DataRange is 2 days series ( something like 1500 bars ). But sometime interface is freezing. There s no such problem with visual studio, microsoft office or for example Amibroker on computers with 1gb and 1.5Ghz cpu. In strategies code i ve put all graphic methods at the end - after all computed series, changing contexts and order placements. Even if i switch plotting series etc off - it doesnt give me anything. I ve heard such freezing may depend on DDE threads. But if bars are updating and other functions working - why interface is freezing - it may freeze for 1 second or more. It may not freeze for half hour, and to freeze for 10-20 seconds, after that WealthLab may be working without it half of day and freeze again. In system monitor WealthLab is not shown as not responding, other windows with other programs are switching without any delay. Im not professional software developer but i im sure - interace work may be improved.

As for optimization - 40.000 bars, 3-5 parameters. For example if i run only one optimization - it may pass in 20 minutes. If more overall time can take up to 5-6 hours. So i run them and let them compute during the night or if more time needed during weekend. I look in windows system monitor - it shows 8 cores and only 2 are 25% used. For example for not standard experiments i use one 800 mb Excel datasheet - one operational day of one bank ( great example of not effective computing )- in x32 excel it runs 25 minutes and doesnt involve all cores, when i installed x64 office - this crazy file executes in 6-8 minutes - all cores are involved and no freezing interface. I tested with this file many pc's. Computer i use now shows one of best results with this crazy datasheet.

I can use one symbol or multisymbol strategy and i can see their results in performance vizualizer tab or develop my own. But it s not needed to use too complicated methods to understand does strategy suit for trading or not.
But it s important to see to see how combination of strategies will work.
I ve not seen such realization as ready to use tool but in general - d like to see how combination of strategies will work, how each strategy affects results, is there correlation between p/l of strategies, to optimize cash allocation in each strategy ( optimal bet size ) based on different methods, to see efficiency frontier ( limit ).

For example i can use 2 strategy parameters with short range to optimize ( let s say up to 10-15 values ) in each strategy and i d like to see how their react with 1-2 parameters in combination of strategies ( mostly concerning optimal value of cash allocation in each strategy ) for best gemetrical growth.

1 - What has DDE to do with this? Wealth-Lab does not use this outdated technology. The DDE provider, if you mean it, was created basically for demo purposes and is not part of Wealth-Lab.

Wealth-Lab per se does not freeze out of the blue, and therefore it's not a "suggestion for future versions" - with high probability it's something about your workflow. Tell us more details. Are you using the DDE provider? Or it sounds like there's a 3rd party static/streaming data provider developed by the Zerich team? This is where your troubleshooting should start - I highly doubt it's a suggestion/feature request.

2 - Multi-core support for Strategies and optimization would be great, no need to argue - but the world positively does not need another thread for that. There are existing threads for that, for instance:

Any plans for multicore support?

It's purely a question of business objectives of the product owner and primary developer: "bang for the buck". For example, Wealth-Lab 6.4 is to be based on the latest .NET platform version (and by virtue of .NET 4.0, will have better "garbage collector") and so it's absolutely naturally to expect the built-in Editor to start speaking LINQ and emit parallel tasks, right? Wrong. It takes upgrading the 3rd party editor component - a drop-in replacement of a DLL - and I failed lobbying this minor change with Fidelity for 4 months. Now compare the complexity of enabling multi-core CPU support with this.

3 - Your suggestion is a good candidate for a new feature request in this already existing thread for Combination Strategies: Combination Strategy Impressions, Suggestions thread

DDE is great stress test. Another freezing (not not responding) occurs during optimization. If everything is all right with interface may be it wont be freezing with multicore support.

Sorry if any, but some posts seem dead. That's only why i ve writen some words.
If i put p.3 in another thread - it will be only posted and may be discussed or there is real chance to see it in future versions? I think it this case must be more seriuos discussion.

QUOTE:
If i put p.3 in another thread - it will be only posted and may be discussed or there is real chance to see it in future versions? I think it this case must be more seriuos discussion.

Talking about chances, at least it won't get carried away with the sands of time if you post it next to all the other already existing Combo Strategy enhancement requests. Should in the future Fidelity demonstrate their interest about extending Combination Strategies, we will know where to look for the suggestions.

QUOTE:
DDE is great stress test.

If it's a great stress test, you are not testing Wealth-Lab but...

a) the provider developed for demo purposes that might not necessarily be optimized for high load
b) the 3rd party NDde component (that plugs into legacy technology) whose developers stopped maintaining it in 2009.

QUOTE:
There s no such problem with visual studio, microsoft office or for example Amibroker on computers with 1gb and 1.5Ghz cpu.

You won't be stress testing a PC with just 1 Gb RAM, right? The more powerful the PC is, the more load it gets.

QUOTE:
Another freezing (not not responding) occurs during optimization.

Let's see if the migration to .NET 4.0 with its improved garbage collection in WL6.4 improves the situation; however, that might be anything, even a RAM issue.

QUOTE:
like to see how combination of strategies will work, how each strategy affects results, is there correlation between p/l of strategies, to optimize cash allocation in each strategy ( optimal bet size ) based on different methods

That sounds like a task for a serious custom performance visualizer.

About 1 Gb and DDE, order placement, not synchronized data - i just meant u never know how u ll be surpised in future. And the main idea - you and your strategy must be always ready. There are always unexpected risks.

As for strategies combination optimization - first step must be vizualize results correlation for example, second step which metrics to optimize etc.
As for visualization and results analysis - Strategy Combination may show equity levels of each strategy. Does it mean - i can get access by code for each strategy results? Seems in Creating Performance Visualizers in Wealth-Lab Pro there is no description how to work with it.

QUOTE:
Strategy Combination may show equity levels of each strategy. Does it mean - i can get access by code for each strategy results? Seems in Creating Performance Visualizers in Wealth-Lab Pro there is no description how to work with it.

The documentation was created and approved before Combo Strategies. Yes, it's possible to access combination Strategy "children" performance - see this KB article: Wealth-Lab 6.x API Changes > "Performance Visualizer API changes in 6.2 (Combination Strategy support)" (requires login)

Seems really interesting possibility.
Thank You.