For example, if I use MathNet.Numerics in my strategy and don't copy the dll to the WL folder, it gives an error as it should, but WL ignores it!?
Rename
What would you have WL do, shut down!?
I never mix MathNet calls in my strategy proper because that would mean introducing datatypes (like Matrix and Vector), which are not part of WL. Instead, I have custom libraries (Local.Components.dll) as an in between so the strategy itself is only seeing native WL datatypes. In those custom local libraries you can add your own error handling for MathNet and send those caught error messages into the WL error logger with AddLogItem. Very handy.
I have about 2700 lines of reusable classes in Local.Components.dll, which rarely change. In contrast, my Strategies run about 200 to 400 lines of code and often change.
I have about 2700 lines of reusable classes in Local.Components.dll, which rarely change. In contrast, my Strategies run about 200 to 400 lines of code and often change.
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