Wealth Lab Pro: Good of bad?

Discussion in 'Automated Trading' started by Dominic, May 21, 2006.

  1. Around 10 years. I have a masters in Computer Science. But it is not that hard to learn. I think anybody can learn it.

    Cheers,
     
    #21     May 24, 2006
  2. This question has been mulled over many times.

    If you want to stay a loser, stick to your WL & TS. That's what all of those use.
    To win, you need tools that will support developing something much better. Ya need:
    (1) speed of development;
    (2) availability of rich libraries/modules;
    (3) speed of execution.

    If ya have any sense of future life continuation, include:
    (4) portability between platforms;
    (5) independence of proprietary slave masters: go OSS, the right time is now!

    For me, only Python can give you this, with Ruby as second runner up. Java is a proprietary dog.

    Speed of execution is often brought up against scripting languages by know-nothings about today's programming realities. A language like Python acts mainly as a scheduler/launcher glue in between highly optimized C language code, especially when you structured your application in making use of the appropriate libraries.

    nononsense
     
    #22     May 30, 2006
  3. taowave

    taowave

    Can one create an index in Wealth Lab and perform backtests on the index itself?

    I know in AIQ i can tale a basket of stocks and create an equal dollar index and perform backtests and simulations at the index level.

    The problem is they have very limited position sizing,money management capablities
     
    #23     May 30, 2006
  4. The Wealth-Lab add-on Index-lab performs the Index Building Tasks you refer to above.

    - Spydertrader
     
    #24     May 30, 2006
  5. An example of how speed can be used: www.stratasearch.com.
     
    #25     May 30, 2006
  6. I've been working on for the past few months of converting my WL systems (developed over the past 2 yrs) to something "independent" of WL/Feedelity. I still use WL, and WL does have it's advantages in the testing/optimization space.

    Currently, I have WL running systems under "test" during the day, and once I feel confident enough to turn these systems "live" I prepare to switch them over to a Java-based system I wrote using QuickFIX (open source fix engine) and various market data tools (OpenTick).

    I have been interested in QuantLab (http://www.smartquant.com/) and the environment it creates, perhaps someone who has used it in LIVE trading can comment on this app.

    I am currently writing a system for Crude Oil, but until OpenTick can get NYMEX data (perhaps when CL goes live on Globex this summer) it's just in "testing" stage using WL and NYMEX data. I never thought I would say it, but this is the first time I am looking forward to a predominantly pit traded contract to go "electronic" during the trading day.

    Java has proven to be a rather good language to base my "systems" on. I'm extremely familiar with Java (from my days of programming in it), so I may be a bit biased here. Quantlab and it's .NET platform has promise, and C# is very similar to Java (IMO). Even QuickFIX has .NET libraries.

    The only reason I would move from WL is because of the "Feedelity lock". Other than that, I have been throughly impressed with the system.
     
    #26     May 30, 2006
  7. I'm no programmer, but couldn't one code something similar to this to circumvent the 'lock' referred to above?

    - Spydertrader
     
    #27     May 30, 2006
  8. If I may ask, are you trying to decide whether to automate your discretionary system?
     
    #28     Jun 1, 2006
  9. yeah, i've looked at it... have to take a look at it some more eventually...
     
    #29     Jun 8, 2006
  10. IBData doesn't work on WL Pro, only WL Developer... Already tried that. It also makes WL somewhat unstable on exceptions.
     
    #30     Jun 11, 2006