Descriptions of Omega TradeStation’s PWRKArea.WRK File

Besides strategy’s name and description, so far, I do not see any other property that can be shown in Omega TradeStation application. So, I think there is not much property information regarding certain strategy created in TradeStation application.

As of TradeStation 8.5, the UI of TradeStation application also do not provides some window to view the properties for custom-created strategies. I do not see a menu like “Properties…” or the like upon performing right-click or by searching the active menu when the strategy is loaded for the same function.

So, when I try to import from the ELD file, the same strategy name as is already registered in TradeStation platform, the suddenly popped confirmation window :

This message challenged my previous assumption about the absence of any other useful property information. From the above confirmation window, the “hidden” property name is modification date. Curiously, this piece of information can not be viewed through any of TradeStation menu.

So, where’s the location of this modification date property ? It turns out that this value is used by orlib20!SigRecDateToOleDate date conversion function that eventually would give the above well-formated date/time information.

After tracing through the long path from the variable that get passed to the above function, I eventually found that this field is one of stream data of the M_3_0_Property stream name. The number 3 that is embedded in the stream name is supposedly the code of analysis type which is ActivityBar analysis type.

This stream name is located within PWRKArea.wrk file, and if viewed using compound file storage object viewer, the stream data will look like this :

The value in the red box (0x070B07DA) is the date signature, which will get translated to the above date format in confirmation window. It is undoubtedly that there are many more property information such as the one in blue box which is unlike the date signature, nearly impossible to interpret because there is no equivalent UI shown for those fields.

To make it certain that this field is indeed is the one that is accessed when TradeStation application is comparing the date of strategy name, I changed the field to some arbitrary value, say, from 0x070B07DA to 0x070B07DB.

In order that the change to be effective, other date signature that is located in L_3 stream in MWRKArea.wrk should also be changed accordingly. This is because when there is a discrepancies between the two field, the one in L_3 stream is used to overwrite date field in property stream.

Then after using the generated ELD file to import the analysis name, now the confirmation windows become :

Which confirms that the field in that stream record is the date signature.


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