- ago
One pain point for me is that I usually organize strategies by type, such as mean reversion, trend following (long), rotation, etc. This works well as a primary structure.

However, at the same time there are other dimensions that are just as important during development. For example, a trend-following strategy might:
1. currently be under debugging
2. be ready for simulation
3. be derived from ideas from Glitch
4. be a MOC system

With the current directory-based organization, it’s difficult to reflect these additional dimensions without either moving the strategy out of its logical type folder or copying it into multiple folders. Copying introduces duplication and version-sync issues, and moving breaks the original organizational structure.

This is why something like tags or favorite lists (symbolic links) would be very helpful — allowing a strategy to remain in its logical type folder while also being grouped by tags without duplication.
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paul19868
 ( 0.00% )
- ago
#1
@rainfield - as a workaround, if you are using C# for your strategies, you could include comments that have keywords in the comment text. This would allow you to use the "Source Filter" in the Wealth-Lab 8 Strategies tree to find strategies with those keywords.
CODE:
// tags: MOC, RSI, Under development

If you're using blocks then the code below is for a "Comment" block that allows you to add comment blocks into your building block strategies. This in turn allows you to add comment text and hence search for it using the Source Filter as described above.

The comment block is a condition block. Comment blocks don't impact any trade decisions. The comment block shows up in the Building Blocks tree under the Conditions folder.

To be able to use the comment block, you'll have to create a DLL from the code (or incorporate the code into your existing library) and of course copy that DLL into the Wealth-Lab 8 installation folder (only once). If you're not familiar with how to do all of this, please see other posts and references in the forum and WL8 documentation. Also, I didn't bother with a glyph resource, and hence the icons will be blank in the Wealth-Lab 8 user interface.
CODE:
using WealthLab.Backtest; using WealthLab.Core; namespace WLUtility.Blocks { public class CommentBlock : ConditionBuildingBlock { public CommentBlock() { AddParameter("Comment", ParameterType.String, ""); } public override string Name => "Comment"; public override string Description => "Generates a code comment from user-supplied text."; public override string GlyphResource => null; public override void GenerateConditionCode() { // Emit a comment to the main code MainCode.Add($"// {Parameters[0].AsString}"); } } }
4
- ago
#2
QUOTE:
allow you to use the "Source Filter" in the Wealth-Lab 8 Strategies tree to find strategies

That's really cool. So when I type "moneyflow" in the Source Filter, the strategy tree returns all my strategies that employ a moneyflow indicator of some type. I love that!

I typically put C# strategy notes in the strategy description because you forget what that particular strategy is about after a year or so.
0
- ago
#3
Thanks @paul1986 for the workaround. I'll definitely try them ( I have both blocks and code strategies).

I’ll keep this feature request open, though, since native support in the WealthLab UI would make this workflow much more convenient overall.
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Glitch8
 ( 11.86% )
- ago
#4
I am considering the same kind of tag feature for indicators, actually.
2
- ago
#5
@paul1986 what a beautiful workaround the custom building block!
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