I just released a new premium extension for WealthLab 8 called the Billions College Extension.
Extension: https://www.wealth-lab.com/extension/detail/BillionsCollege
Billions College: https://thomasvittner.com/billions/
This extension was built directly from feature requests made by students of Thomas Vittner’s Billions College, a German language trading course. The goal was simple: expand the Building Blocks framework with more practical execution control, risk management tools, and advanced qualifiers that systematic traders actually use.
It includes:
Advanced Entry & Exit Blocks
- Next bar exits at open or close (profit target, stop loss, trailing stop)
- End-of-day and end-of-month market orders (long and short)
- Structured sell/cover logic for systematic trade management
New Condition Blocks
- N-ATR above/below indicator
- Multi-cross logic (count crosses within N bars)
- Indicator between two values
- Position size reduction (percentage)
New Qualifiers
- “At least X but no more than Y times”
- Sector Qualifier using sector ETFs as external symbols
These blocks make it much easier to model real-world trade management, sector confirmation, and volatility-aware systems without writing C#.
Members of Billions College receive a promo code for a free copy.
For everyone else, the extension is available for $99.
If you rely heavily on Building Blocks and want more control over execution timing and filtering logic, this is a strong addition to your toolkit.
Let us know what you build with it!
Extension: https://www.wealth-lab.com/extension/detail/BillionsCollege
Billions College: https://thomasvittner.com/billions/
This extension was built directly from feature requests made by students of Thomas Vittner’s Billions College, a German language trading course. The goal was simple: expand the Building Blocks framework with more practical execution control, risk management tools, and advanced qualifiers that systematic traders actually use.
It includes:
Advanced Entry & Exit Blocks
- Next bar exits at open or close (profit target, stop loss, trailing stop)
- End-of-day and end-of-month market orders (long and short)
- Structured sell/cover logic for systematic trade management
New Condition Blocks
- N-ATR above/below indicator
- Multi-cross logic (count crosses within N bars)
- Indicator between two values
- Position size reduction (percentage)
New Qualifiers
- “At least X but no more than Y times”
- Sector Qualifier using sector ETFs as external symbols
These blocks make it much easier to model real-world trade management, sector confirmation, and volatility-aware systems without writing C#.
Members of Billions College receive a promo code for a free copy.
For everyone else, the extension is available for $99.
If you rely heavily on Building Blocks and want more control over execution timing and filtering logic, this is a strong addition to your toolkit.
Let us know what you build with it!
Rename
I got the following error when trying to install it.
Give it a try now.
I once wanted to build a rebalancing meta strategy with 1 trading strategy and 3 simple buy&hold. But I found that the rebalancing settings are not effective for buy&hold.
I'm thinking if adding the sell at the end of the month block from this extension to the buy&hold strategy, and combining it with the monthly rebalancing settings to achieve this purpose.
I'm thinking if adding the sell at the end of the month block from this extension to the buy&hold strategy, and combining it with the monthly rebalancing settings to achieve this purpose.
QUOTE:Here's how I'd solve that, assuming a Monthly Rebalance -
But I found that the rebalancing settings are not effective for buy&hold.
1. Create a Buy & Hold strategy that rebalances at the end of the month and assign to the DataSet of your 3 buy & hold symbols. Here's the strategy (it's the sample strategy in the QuickRef for the Rebalance function).
CODE:2. Add your this and your other Strategy to the MetaStrategy.
using WealthLab.Backtest; using System; using WealthLab.Core; using System.Collections.Generic; namespace WealthScript123 { public class MonthlyRebalanceBuyAndHold : UserStrategyBase { static double _pct; public override void Initialize(BarHistory bars) { StartIndex = 1; } public override void PreExecute(DateTime dt, List<BarHistory> participants) { _pct = 100.0 / participants.Count; } public override void Execute(BarHistory bars, int idx) { if (bars.DateTimes[idx].Month != bars.DateTimes[idx - 1].Month) Rebalance(bars, _pct); } } }
3. Select Monthly Rebalance. (Common Capital Pool unchecked.)
4. Since the Rebalance Strategy has 3 symbols, give it a Portfolio Weight of 3. That gives 75% of equity to this strategy to be rebalanced in equal parts and 25% to the other strategy.
That's all folks!
Thank you so much Cone! This is very helpful!
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