For anyone like me looking for a pure programmatic way of enabling all WPF Tracing at a given Trace Level, here is a piece of code that does it. For reference, it's based on this article: Trace sources in WPF.

It doesn't requires a change in the app.config file, and it does not require to change the registry either.

This is how I use it, in some startup place (App, etc.):

....
#if DEBUG
    WpfUtilities.SetTracing();
#endif
....

And here is the utility code (by default it sends all Warning to the Default Trace Listener):

public static void SetTracing()
{
    SetTracing(SourceLevels.Warning, null);
}

public static void SetTracing(SourceLevels levels, TraceListener listener)
{
    if (listener == null)
    {
        listener = new DefaultTraceListener();
    }

    // enable WPF tracing
    PresentationTraceSources.Refresh();

    // enable all WPF Trace sources (change this if you only want DataBindingSource)
    foreach (PropertyInfo pi in typeof(PresentationTraceSources).GetProperties(BindingFlags.Static | BindingFlags.Public))
    {
        if (typeof(TraceSource).IsAssignableFrom(pi.PropertyType))
        {
            TraceSource ts = (TraceSource)pi.GetValue(null, null);
            ts.Listeners.Add(listener);
            ts.Switch.Level = levels;
        }
    }
}