Wealth-Lab on a Mac
Wealth-Lab’s download page lists Windows 10 or 11 and says “On Mac, a Windows virtual machine such as Parallels or VMware Fusion is required.” It also asks for “16 GB RAM minimum; 32 GB+ recommended.” If that setup works for you, it’s a fine answer.
Rearview is for when you’d rather test natively on your Mac, with an engine that is checked against a second engine on every release and tells you when a result is probably luck.
Running Wealth-Lab on a Mac today
- A Windows virtual machine. On a Mac with Apple silicon, Parallels or VMware Fusion runs the Arm version of Windows, and Windows runs x64 programs on it through emulation. The memory Wealth-Lab asks for comes on top of what the virtual machine and macOS need.
- Your data. A Wealth-Lab subscription includes Wealth-Data, which “generally covers the symbols in the Nasdaq 100, S&P 500, and German DAX indices”. Rearview needs data you hold yourself, as CSV files.
Moving a strategy to Rearview
A Wealth-Lab strategy is a C# class whose Execute method runs on every bar. A Rearview strategy states its rules instead, one per line, and Rearview runs them each day at the close:
| Wealth-Lab (C#) | Rearview |
|---|---|
Execute(BarHistory bars, int idx), called on every bar | the script’s statements, evaluated each day at the close |
if (!HasOpenPosition(bars, PositionType.Long)) and PlaceTrade(bars, TransactionType.Buy, OrderType.Market) | enter long when <condition> |
ClosePosition(LastOpenPosition, OrderType.Market) | exit when <condition> |
Transaction.Weight, the priority when candidates outnumber the capital | rank by <score> (higher is preferred) |
| Position sizing in the strategy’s settings | size 10% of equity and max positions 10 in the script |
AddParameter("Entry", ParameterType.Int32, 10, 5, 20, 5) | param entry = 10 in 5..20 step 5 |
GetHistory(bars, "SPY") | close("SPY") |
SMA.Series(bars.Close, 200) | sma(close, 200) |
| MetaStrategies | a portfolio file: two to eight strategies in fixed sleeves or sharing one pool of cash |
| Building Blocks, without code | a short script; the language reference is one page an AI coding agent can read to write it for you |
This table is written from Wealth-Lab’s public documentation and hasn’t yet been checked by running the same strategies in both tools. If a line is wrong, tell us.
The examples are complete scripts to start from.
Getting your data across
Write each symbol’s daily prices to its own CSV file and point Rearview at the folder with Data Library ▸ Import ▸ Per-Symbol Files…, or rvw convert ohlcv on the command line. The converter finds the columns by name and says what such files can’t tell it: whether prices are already adjusted, which stocks were delisted, and which were in an index on a past date. For those, use a source in Rearview’s import format. Check your data vendor’s terms first: most allow personal use only.
What works differently
- Signals at the close, fills next session. Every rule is evaluated on a day’s close and orders fill in the next session, at the open by default. Same-day fills are possible with
fill same_close, and results that use them are marked approximate. - Prices as traded. Rearview stores the prices you actually traded at and works out split- and dividend-adjusted series itself.
closeis the day’s real close, averages run on split-adjusted prices, and percentage indicators on total-return prices. - Sizing and cash. A position is sized from the signal day’s equity. If cash runs short after a gap, the share count shrinks rather than the trade being skipped.
- Ties. When candidates rank exactly the same, the one with the lower security id goes first.
- Is it luck? Every search counts the variations you tried, earlier runs and previews included, and reports a Deflated Sharpe Ratio and the Probability of Backtest Overfitting, with a plain verdict. A single run can be set against random entries at its own rate and stress-tested. A lockbox holds back the latest data until you choose to look.
Sources
Read on 23 October 2026: Wealth-Lab download and requirements, Wealth-Lab on survivorship bias, and Wealth-Lab’s API reference for UserStrategyBase and Transaction.
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