Build custom data providers, broker integrations, indicators, and more with the WealthLab extension framework.
Explore our extension demo project on GitHub for sample code and a head start on your own WealthLab extensions.
Select a topic to view its detailed documentation and examples.
A Broker Adapter extension allows WealthLab 9 to connect to a live broker, retrieve account and position information, place and cancel orders, and monitor order status. Once connected, WealthLab tools such as the Strategy Monitor and Streaming Chart can automatically stage or place Strategy-generated Signals through the Broker Adapter.
A Building Block Extension allows you to create custom Building Blocks that users can drag and drop onto the Building Block Strategy design surface in WealthLab 9. Building Blocks generate C# Strategy code behind the scenes, allowing an extension to provide reusable entries, exits, conditions, qualifiers, and other Strategy logic without requiring the user to write code.
This document describes how to use WealthLab 9 chart components in your own extensions. The chart components are located in the WealthLab.ChartWPF assembly, so add a reference to this assembly in addition to the other assemblies required by your extension.
A Chart Drawing Object Extension allows you to create custom drawing tools that users can place interactively on WealthLab 9 charts. Drawing Objects appear in the drawing toolbar when a chart has focus. The user selects a Drawing Object and then clicks or drags on the chart to place it. Common Drawing Objects include:
A Chart Style Extension controls how open, high, low, and close (OHLC) price data is rendered on WealthLab 9 charts. Common Chart Styles include:
A Data Panel ScoreCard Extension adds a new ScoreCard choice to the Data Panel in WealthLab 9. The Data Panel displays information for the chart bar currently under the mouse cursor. A Data Panel ScoreCard determines which values appear in the panel and how they are presented.
An Event Provider Extension supplies date-based event data to WealthLab 9. Events represent information associated with a specific date and symbol. Examples include:
A Historical Data Provider Extension allows WealthLab 9 to obtain historical price and volume data from a specific source. Typical data sources include:
An Indicator Library Extension provides one or more Indicators that users can access throughout WealthLab 9. Indicators in your extension appear under their own node in the WealthLab Indicator tree and can be used in Charts, Building Block Strategies, C# Coded Strategies, and other WealthLab tools that work with Indicators.
A Learning Engine Extension integrates a machine learning or neural network framework with WealthLab's Deep Learning extension. A Learning Engine produces and trains a Model using configurable Inputs and Outputs. Inputs and Outputs are represented by WealthLab Indicators. Outputs typically represent future values, such as percentage return several bars ahead. Training occurs over a number of cycles called Epochs. During training, the Learning Engine evaluates performance using both in-sample and out-of-sample data and reports the resulting error or loss values back to Deep Learning.
An Optimization Visualizer Extension adds a custom tab to the Optimization Results section of the Strategy window in WealthLab 9. Optimization Visualizers let you present optimization results in specialized ways, such as tables, charts, heat maps, parameter analysis, or other visual representations.
An Optimizer Extension controls how WealthLab 9 tests Strategy Parameter values during an optimization. The built-in Exhaustive Optimizer evaluates every possible combination of enabled Parameter values. Depending on the number of Parameters and their ranges, this can result in a very large number of backtests. Other Optimizers can use different techniques to reduce the search space or concentrate on more promising Parameter combinations. Each Strategy Parameter defines an optimization range using:
A Performance Visualizer Extension adds a custom tab to the Backtest Results section of the Strategy window in WealthLab 9. Performance Visualizers let you present backtest results in specialized ways, such as tables, charts, statistics, trade analysis, or other custom views.
A Series Plot Style Extension determines how a TimeSeries, such as an Indicator, is rendered on a WealthLab 9 chart. Common Plot Styles include:
A Position ScoreCard Extension defines one or more Performance Metrics that are calculated for individual Positions in a backtest. Examples of Position-level metrics include:
A Position Sizer Extension determines the quantity of shares, contracts, or other units to assign to a Transaction during a WealthLab 9 backtest. A Position Sizer has access to the current and historical equity and cash levels of the simulation, open and closed Positions, Transactions being processed, and other information that can influence the sizing decision. Position Sizers are available in the Position Sizing section of the Strategy Settings.
WealthLab 9 separates core extension logic from Windows-specific user interface functionality. The core WealthLab.Core assembly contains platform-neutral components and interfaces. Extension components such as Historical Data Providers, Broker Providers, and Event Providers can therefore implement their primary functionality without depending directly on WPF. Windows-specific user interface functionality is provided through the WealthLab.WPF assembly.
A ScoreCard Extension calculates a collection of Performance Metrics based on the results of a WealthLab 9 backtest. Performance Metrics include values such as:
This document details the API for building Signal Publishing Service extensions for WealthLab 8. These extensions represent remote services that can be selected in the WL8 Signals Publisher tool. You can publish trading Signals to a publishing service by linking a WL8 Strategy to a Remote Strategy that's defined on the service.
A Strategy Evolver Visualizer Extension adds a custom results tab to the Strategy Genetic Evolver in WealthLab 9. After an evolution session is stopped, each installed Strategy Evolver Visualizer can present the Evolver results in a different way, such as charts, rankings, metrics, or other custom analysis.
A Strategy Gene Extension defines reusable genetic components for the WealthLab 9 Strategy Genetic Evolver. The Evolver uses Strategy Genes to randomly construct and mutate trading Strategies over successive generations. A Gene typically represents one of the following:
A Strategy Library Extension is a compiled .NET assembly containing one or more WealthLab 9 Strategies. WealthLab displays each Strategy Library as a separate node in the Strategies tree. Each Strategy in the assembly is represented by a class derived from UserStrategyBase. If a compiled Strategy exposes Parameters, WealthLab displays them in the Strategy Settings tab just as it does for C# Coded and Building Block Strategies.
A Streaming Data Provider Extension allows WealthLab 9 to subscribe to live market data for one or more symbols. As ticks, bid/ask updates, heartbeats, or completed streaming bars arrive from the underlying data source, the Streaming Data Provider forwards those updates to WealthLab.
WealthLab 9 supports application-wide theming, including Light and Dark modes. Because WealthLab's desktop interface is built with WPF, extensions can participate in the active Theme by using the Theme resources and controls supplied by WealthLab.WPF. The WealthLab theming framework is designed so that additional Themes can be supported in the future.
A Client Extension integrates custom user interface functionality into WealthLab 9. Client Extensions can add items to the WealthLab Extensions menu, open custom child windows, add Preferences pages, integrate with Workspaces, and register Help content. Client Extensions are implemented using two base classes:
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