Backtest & Optimization at light speed with BTUtils for Wealth-Lab
Author: Domintia-Carlos
Creation Date: 6/8/2019 5:11 PM
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Domintia-Carlos

#1
Dear Wealth-Lab Users:

I want to announce the release of BTUtils for Wealth-Lab, a tool that greatly accelerates the backtests and optimizations (UP TO HUNDRED OF TIMES FASTER!) carried out with Wealth-Lab Dev/Pro thanks to its parallel implementation able to run in modern multicore machines.
The tools are seamlessly integrated into Wealth-Lab and work with almost every WealthScript and compiled strategies, without the need to modify them.

BTUtils for Wealth-Lab includes the following tools:

-BTSimulator: Tool to backtest strategies much faster than with WL native simulator.
-BTOptimizer: Tool to execute optimizations with GIGANTIC speedups.
-BTWalker: Much faster and more flexible Walk forward optimization utility (IN DEVELOPMENT)
-BTWatchLists: Watch-lists creation utility with some improvements.
-BTScorecard: A speed optimized scorecard that includes all of the most useful metrics of other scorecards and several additional features.


Check the BTUtils for Wealth-Lab web page and take a look at the videos.

Also, take a look to BTAnalytics our powerful backtest storage, analysis, and strategy improvement application that also integrates seamlessly with Wealth-Lab.

Carlos Pérez
https://www.domintia.com
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Eugene

#2
This is really a breakthrough for power users!

Way to go Carlos & Domintia!
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Carova

#3
Hi Carlos!

Interesting concept. Which Optimizers are supported in BTOptimizer? Also, when do you expect to have BTWalker available? Thanks!

Vince
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Domintia-Carlos

#4
Hi, Carova.

All optimizers except 'Particle Swarm' work with BTUtils for Wealth-Lab.
Particle Swarm optimizer should be very easy to modify to work with BTUtils for WL, so I will contact the author to discuss how it can be done.

Regarding BTWalker, there are a few months left before I can have some time to finish it.

thanks for your interest!

Carlos Pérez
https://www.domintia.com
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Carova

#5
Hi Carlos!

If you get the Particle Swarm Optimizer included I would definitely be interested. It is the only optimizer I use.

Thanks!

Vince
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superticker

#6
QUOTE:
If you get the Particle Swarm Optimizer included I would definitely be interested. It is the only optimizer I use.
Same here. It's the only optimizer I use. Due to slowness, I only optimize over 800 daily bars, but I would like to optimize over 1500 bars to get more trades on some sparely traded stocks.
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Eugene

#7
For PSO requests please start a new topic or use thread below:

Particle Swarm Optimizer - New tool in the Wealth-Lab toolbox
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