HI,
I am trying to use event provider data elements in Design Surface strategy building blocks. Specifically, I am trying to use epsactual from Norgate data set that seems to be available in the Event Provider page (i.e. if epsactual is above x).
Are you able to point me out as to how do I go about using such?
Many thanks,
Peter
I am trying to use event provider data elements in Design Surface strategy building blocks. Specifically, I am trying to use epsactual from Norgate data set that seems to be available in the Event Provider page (i.e. if epsactual is above x).
Are you able to point me out as to how do I go about using such?
Many thanks,
Peter
Rename
1. When working with Events, the first thing you need to do is to enable (check) the Event provider and check the items to Plot.
2. In Blocks, use the Fundamental Indicator. You'll be able to select an item from those you checked to Plot in #1.
That said, Norgate's fundamental data is "Metadata". Only the last value updated is available. These one-time events aren't working currently with the Fundamental indicator - now fixed for WL Build 105.
Meanwhile, I'm not so sure I'd trust the Norgate Metadata. I've only looked at a couple symbols, but I'm not seeing what I'd expect to see for many of the most recent values. Run this script on a symbol to review the data yourself in the debug window.
2. In Blocks, use the Fundamental Indicator. You'll be able to select an item from those you checked to Plot in #1.
That said, Norgate's fundamental data is "Metadata". Only the last value updated is available. These one-time events aren't working currently with the Fundamental indicator - now fixed for WL Build 105.
Meanwhile, I'm not so sure I'd trust the Norgate Metadata. I've only looked at a couple symbols, but I'm not seeing what I'd expect to see for many of the most recent values. Run this script on a symbol to review the data yourself in the debug window.
CODE:
using WealthLab.Backtest; using WealthLab.Core; using WealthLab.Data; namespace WealthScript4 { public class MyStrategy1 : UserStrategyBase { public override void Initialize(BarHistory bars) { for (int n = 0; n < bars.EventDataPoints.Count; n++) { EventDataPoint fdp = bars.EventDataPoints[n]; WriteToDebugLog($"{fdp.ItemName,-20}\t{fdp.Value,10}\t{fdp.Date:yyyy-MM-dd}"); } } public override void Execute(BarHistory bars, int idx) { } } }
WL Build 105 seems to turn into something I really want due to some annoying squashed bugs. Do you guys have an ETA for it?
Let’s get it out sooner than later then, will see if we can finish up and release it tomorrow.
Thank you, Glitch! I truly appreciate all the hard work you and your team put into creating such an amazing product!
Many thanks for a great support Glitch and the team. Love your cooperation with us and collaborative approach. Really love WL and what it can do.
Awesome! Time to check it out!
Your Response
Post
Edit Post
Login is required