Wl

Front 1

optimization hotkey

Back 1

ctrl T

Front 2

up to how many OptVars?

Back 2

10

Front 3

steps to optimize (7)

Back 3

1. ctrl T
2. modify script (ex. Slow := #OptVar1;
SlowMA := WMASerires(#Close, SlowPer );
3. portfolio simulation and sizing method
4. check box for Portfolio $imulation Mode.
5. exhaustive or monte carlo
6. click watchlist
7. begin

Front 4

position sizing control, 2 types, describe each

Back 4

raw profit: all trades that are signaled are feflected in the system's performance results. concept of starting equity does not exist.
portfolio simulation: true trading system with money management rules. if portfolio does not have enough free cash to enter a new trades, then trade is rejected.

Front 5

results explorer

Back 5

results of the simulator.
2 displayed metrics:
$imulator's performance view
chartscript window's performance view

Front 6

wealth lab score metric

Back 6

WLscore=xRAR x (1+MaxDrawDownPct)
xRAR=APR/exposure
xRAR is annualized RAR
APR = annual % return (annualized risk adjusted rate of return)
exposure=%exposure
ex. apr 8, exposure 25%, mdd -15% =
(8/.25)*(1-0.15)=27.20

Front 7

wealthscript
protect 70% of profits once we achieve 20% profit

Back 7

var BAR: integer;
InstallTrailingStop(20, ( 100 - 70 ) );
for BAR := 20 to BarCount - 1 do
begin
ApplyAutoStops(Bar);
(...Entry and Exit Rules...)
end;

Front 8

wealthscript
sell at a 20% stop loss level

Back 8

1.var BAR: integer;
2.var xStop: float;
3.for BAR := 40 to BarCount - 1 do
4.begin
5.if not LastPositionActive then
6.begin
(...Entry Rules...)
7. end
8. else
9. begin
10.xStop:=PositionEntryPrice(LastPosition)* 0.8;
11.SellAtStop
(Bar+1,xStop,LastPostion,'Stop Loss');
12.end;
13.end;

Front 9

wealthscript
% up over x number of days??

Back 9

hMomentumPct:=MomentumPctSeries(#Close,#Close, 35);

???

Front 10

PositionOpenMFEPct

Back 10

Max Favorable Excursion as of a specified Bar, in percent.

largest gain that the position experienced during its lifetime on an intraday basis.

Front 11

PositionOpenMFE

Back 11

Max Favorable Excursion of an open position. or the MFE for a position as of a specified Bar. Largest gain that the Position experienced during its lifetime on an intraday basis. Result reported in dollars.