Laboratorio Del Sistema De Comercio

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Introducción

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TSL en una nube

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Realimentación

La plataforma completa de TSL creará sistemas direccionales de mercado único, pares, carteras y sistemas de cobertura con opciones integradas. También se encuentran disponibles sistemas de negociación con sistemas de gestión del dinero y de asignación de activos desarrollados (ver demostraciones). Se están aceptando proyectos de consultoría que generen soluciones personalizadas para fondos de cobertura, programas de cuentas administradas y comerciantes individuales. Descargue la descripción del producto aquí:

Por favor llame al 1-408-356-1800 o envíenos un correo electrónico para comprar una copia de la plataforma completa, ordenar sistemas de negociación individuales o para preguntar sobre relaciones comerciales estratégicas. Se venderá un número limitado de las plataformas completas de TSL.

7 características que necesita saber sobre TSLab

¡Vea la introducción corta para saber más!

Ver el funcionamiento del sistema real

En esta demostración de x8 minutos demostraremos cómo crear un algoritmo de seguimiento de tendencias y conectarlo con indicadores adicionales (como MACD, SMA). Y después de eso vamos a probarlo en el índice ASX. Ver video

Elegir el instrumento para el comercio

¿Prefieres FX o CFD? ¿Crees que tu mejor comercio sería en Opción y Futuros. ¿O quizás confías solamente en Acciones? Obtenga más información sobre las ventajas y desventajas de cada instrumento para algo-trading.

Evolucionar

Aproveche todo lo que TSLab tiene para ofrecer - participar en un curso en línea gratuito dedicado a algo-trading.

Aplicamos tecnología, que le permite superar los límites, los otros sistemas de comercio algorítmico por lo general tienen. Basta con arrastrar y soltar los bloques, que ya contienen una parte del código, y conectarlos juntos.

Módulo de gestión de riesgos

Use el Módulo de Gestión de Riesgos para asegurarse de que todos sus pedidos y operaciones cumplan con su estrategia. Activa tus propios filtros con restricciones y límites.

Construido en indicadores técnicos

Hay cientos de indicadores utilizados por los comerciantes. Permita que TSLab controle los valores que establece en los indicadores para no mezclarlos.

Pruebe sus estrategias

Su corredor siempre puede proporcionarle datos históricos, que puede utilizar fácilmente para refinar su secuencia de comandos. Seleccione el intervalo de tiempo, aplique indicadores y analice los resultados.

Compruebe la estabilidad del script

Puede utilizar datos en tiempo real para controlar su estrategia. Apliqúese usando datos actuales y vea cuáles pueden parecer los resultados sin ninguna pérdida de dinero.

Echa un vistazo a la tabla de profundidad de mercado para conocer no sólo el número de ofertas de compra y venta que implica el instrumento, pero sus precios también. La Profundidad de Mercado indica la liquidez del instrumento.

TSLab es una solución única en el mundo de los sistemas de comercio algorítmico

Creando TSLab decidimos concentrarnos en hacerlo muy simple y fácil de entender por cualquier persona con cualquier formación y antecedentes. Creemos que todo el mundo que está interesado en el comercio algorítmico puede comenzar a construir sus propios scripts en TSLab en poco tiempo.

Anteriormente podría llevar muchos años de estudio para poder programar sus propias estrategias de negociación.

Ahora ofrecemos una solución para crear sus propios scripts sólo pasar unas horas a la semana sin necesidad de conocer los lenguajes de programación.

Las únicas cosas que usted necesita saber son el mercado, sus tendencias e indicadores.

TSLab sólo funciona para usted!

Sistema de Trading Lab Autónomo Diseñador de Sistema de Trading

Trading System Lab Professional es una completa plataforma de trading para desarrollar y comercializar sus ideas. Es tan poderosa como las herramientas utilizadas por algunos de los mayores fondos de cobertura del mundo. De hecho, algunos de ellos utilizan el Laboratorio del Sistema de Negociación como su plataforma de investigación; Los comerciantes que pueden pagar cualquier cosa, elija Trading System Lab. Contiene cientos de funciones poderosas para hacer que la expresión de cualquier idea de negociación sea fácil. También permite una verdadera gestión avanzada y optimización de la gestión del dinero, soporte True Forex, optimización True Walk Forward y el Análisis de Acciones realista más avanzado disponible.

Introducción a TSL

Trading System Lab generará automáticamente Sistemas de Negociación en cualquier mercado en unos minutos usando un programa de computadora muy avanzado conocido como AIMGP (Inducción Automática de Código de Máquina con Programación Genética). Creación de un sistema de comercio dentro de Trading System Lab se lleva a cabo en 3 sencillos pasos. En primer lugar, se ejecuta un preprocesador simple que extrae y procesa automáticamente los datos necesarios del mercado con el que desea trabajar. TSL acepta CSI, MetaStock, AIQ, TradeStation, datos de Internet gratis, ASCII, TXT, CSV, CompuTrac, DowJones, FutureSource, TeleChart2000v3, TechTools, XML, datos binarios e Internet Streaming. En segundo lugar, el generador del sistema de comercio (GP) se ejecuta durante varios minutos, o más, para desarrollar un nuevo sistema de comercio. Puede utilizar sus propios datos, patrones, indicadores, relaciones intermarcas o datos fundamentales dentro de TSL. En tercer lugar, el sistema de comercio evolucionado está formateado para producir nuevas señales del sistema de comercio dentro de TradeStation ™ o en muchas otras plataformas comerciales. TSL escribirá automáticamente Easy Language, Java, Assembler, código C, código C # y WealthLab Script Language. El Sistema de Negociación puede ser negociado manualmente, negociado a través de un corredor, o negociado automáticamente. Usted puede crear el sistema de comercio usted mismo o podemos hacerlo por usted. Entonces, o usted o su corredor pueden negociar el sistema manualmente o automáticamente.

Cómo evitar el ajuste de la curva

El programa genético de Trading System Lab contiene varias características que reducen la posibilidad de ajuste de curvas o producen un sistema de negociación que no continúa realizando en el futuro. En primer lugar, los Sistemas de Negociación evolucionados tienen su tamaño podado hasta el tamaño más bajo posible a través de lo que se llama Presión de Parsimonia, tomando como base el concepto de longitud de descripción mínima. Por lo tanto, el sistema de comercio resultante es tan simple como sea posible y generalmente se cree que cuanto más simple sea el sistema de comercio, mejor se llevará a cabo en el futuro. En segundo lugar, la aleatoriedad se introduce en el proceso evolutivo, lo que reduce la posibilidad de encontrar soluciones que sean localmente, pero no globalmente óptimas. La aleatoriedad se introduce no sólo en las combinaciones del material genético utilizado en los Sistemas de Negociación evolucionados, sino también en Parsimony Pressure, Mutation, Crossover y otros parámetros GP de nivel superior. Se realizan pruebas fuera de la muestra mientras se está realizando el entrenamiento con la información estadística presentada en las pruebas de la muestra y fuera de la muestra del sistema de comercio. Los registros de ejecución se presentan al usuario para los datos de formación, validación y fuera de muestra. Un buen comportamiento El rendimiento de la muestra puede ser indicativo de que el sistema de comercio está evolucionando con características robustas. El deterioro sustancial en las pruebas automáticas fuera de la muestra en comparación con las pruebas en la muestra puede implicar que la creación de un robusto sistema de comercio está en duda o que el terminal o conjunto de entrada puede ser necesario cambiar. Por último, el conjunto de terminales se elige cuidadosamente para no sesgar excesivamente la selección del material genético inicial hacia cualquier sesgo o sentimiento particular del mercado. TSL no comienza su ejecución con un sistema de comercio predefinido. De hecho, inicialmente sólo se establece el conjunto de entradas y una selección de modos o modos de entrada en el mercado, para la búsqueda y asignación automática de entradas. Un patrón o indicador de comportamiento que puede ser pensado como una situación alcista puede ser utilizado, descartado o invertido dentro de la GP. Ningún patrón o indicador está preasignado a ningún sesgo particular del movimiento del mercado. Esta es una salida radical del desarrollo generado manualmente del sistema de comercio.

¿Qué es un sistema comercial?

Un sistema de comercio es un conjunto lógico de instrucciones que le dicen al comerciante cuándo comprar o vender un mercado en particular. Estas instrucciones rara vez requieren la intervención de un comerciante. Los Sistemas de Negociación pueden ser negociados manualmente, observando las instrucciones de negociación en una pantalla de computadora, o pueden ser intercambiados permitiendo que la computadora ingrese los oficios en el mercado automáticamente. Ambos métodos están en uso generalizado hoy en día. Hay más administradores de dinero profesionales que se consideran "sistemáticos o mecánicos" comerciantes que aquellos que se consideran "discrecional", y el desempeño de los administradores de dinero sistemático es generalmente superior a la de los administradores de dinero discrecional. Los estudios han demostrado que las cuentas comerciales generalmente pierden dinero más a menudo si el cliente no está usando un sistema de comercio. El significativo aumento de los sistemas de negociación en los últimos 10 años es evidente, especialmente en las empresas de corretaje de materias primas, sin embargo las empresas de corretaje de acciones y de bonos están cada vez más conscientes de los beneficios mediante el uso de Trading Systems y algunos han comenzado a ofrecer Clientes minoristas. La mayoría de los gestores de fondos mutuos ya están utilizando algoritmos informáticos sofisticados para guiar sus decisiones en cuanto a qué "acción caliente para recoger" o qué "rotación del sector" está a favor. Los ordenadores y los algoritmos se han convertido en la corriente principal en la inversión y esperamos que esta tendencia continúe mientras que los inversionistas más jóvenes y más informáticos continúan permitiendo que partes de su dinero sean administradas por Trading Systems para reducir el riesgo y aumentar los retornos. Las enormes pérdidas experimentadas por los inversionistas que participan en la compra y tenencia de acciones y fondos mutuos como el mercado de valores se derritieron en los últimos años está fomentando este movimiento hacia un enfoque más disciplinado y lógico a la inversión en el mercado de valores. El inversionista medio se da cuenta que él o ella actualmente permite que muchos aspectos de sus vidas y vidas de sus seres queridos sean mantenidos o controlados por computadoras como los automóviles y aviones que usamos para el transporte, el equipo de diagnóstico médico que usamos para el mantenimiento de la salud, Los controladores de calefacción y refrigeración que utilizamos para el control de la temperatura, las redes que utilizamos para la información basada en Internet, incluso los juegos que jugamos para el entretenimiento. ¿Por qué entonces algunos inversores minoristas creen que pueden "disparar desde la cadera" en sus decisiones en cuanto a "qué" acciones o fondos mutuos para comprar o vender y esperar ganar dinero? Por último, el inversor medio se ha convertido en cauteloso de los consejos y la información remitida por corredores sin escrúpulos, contadores, directores corporativos y asesores financieros.

Evolución vs. Optimización

Durante los últimos 20 años, los matemáticos y los desarrolladores de software han buscado indicadores y patrones en los mercados de acciones y materias primas buscando información que pueda apuntar a la dirección del mercado. Esta información se puede utilizar para mejorar el rendimiento de los sistemas de negociación. Generalmente este proceso de descubrimiento se logra a través de una combinación de ensayo y error y más sofisticados "Data Mining". Por lo general, el desarrollador tomará semanas o meses de crujido de números con el fin de producir un sistema de comercio potencial. Muchas veces este sistema de comercio no funcionará bien cuando realmente se utiliza en el futuro debido a lo que se llama "curva de ajuste". A lo largo de los años ha habido muchos sistemas de comercio (y las empresas de desarrollo de sistemas de comercio) que han ido y venido como sus sistemas han fallado en el comercio en vivo. Desarrollar sistemas de negociación que continúen realizando en el futuro es difícil, pero no imposible de lograr, aunque ningún desarrollador ético o administrador de dinero dará una garantía incondicional de que cualquier sistema de comercio, o de cualquier acción, bono o fondo mutuo, continuará Para producir beneficios en el futuro para siempre. Lo que llevó semanas o meses para que el desarrollador del Sistema de Negociación produjera en el pasado puede ahora ser producido en cuestión de minutos a través del uso de Trading System Lab. Trading System Lab es una plataforma para la generación automática de Trading Systems y Trading Indicators. TSL hace uso de un motor de programación genética de alta velocidad y producirá sistemas de negociación a una tasa de más de 16 millones de barras de sistema por segundo basado en 56 entradas. Tenga en cuenta que sólo unas pocas entradas realmente serán usadas o necesarias resultando en estructuras de estrategia evolucionadas generalmente simples. Con aproximadamente 40.000 a 200.000 sistemas necesarios para una convergencia, el tiempo de convergencia para cualquier conjunto de datos puede ser aproximado. Tenga en cuenta que no estamos simplemente ejecutando una optimización de la fuerza bruta de los indicadores existentes en busca de parámetros óptimos desde los que utilizar en un sistema de comercio ya estructurado. El Generador de Sistema de Negociación comienza en un origen de punto cero sin hacer suposiciones sobre el movimiento del mercado en el futuro y luego "desarrolla" los Sistemas de Negociación a un ritmo muy alto combinando la información presente en el mercado y formulando nuevos filtros, funciones, condiciones y relaciones A medida que avanza hacia un sistema de comercio "genéticamente diseñado". El resultado es que un excelente sistema de comercio puede ser generado en unos pocos minutos en 20-30 años de datos de mercado diarios en prácticamente cualquier mercado.

Más información sobre Trading System Lab>

Trading System Lab (www. tradingsystemlab. com)

Preguntándose si alguien ha trabajado con & quot; Trading System Lab & quot; Software "TSL". Este producto se basa en una reconocida herramienta LGP (Linear Genetic Programming) llamada Discipulus.

Los sistemas TSL han estado en Future Truths desde su lanzamiento: Top 10 de los sistemas desde su fecha de lanzamiento

Esto parece bastante impresionante y se informa de manera independiente.

Creación de un sistema de comercio dentro del sistema de comercio de laboratorio

Introducción - Laboratorio del sistema de comercio

Trading System Lab generará automáticamente Sistemas de Negociación en cualquier mercado en unos minutos usando un programa de computadora muy avanzado conocido como AIMGP (Inducción Automática de Código de Máquina con Programación Genética). Creación de un sistema de comercio dentro de Trading System Lab se lleva a cabo en 3 sencillos pasos. En primer lugar, se ejecuta un preprocesador simple que extrae y procesa automáticamente los datos necesarios del mercado con el que desea trabajar. TSL acepta CSI, MetaStock, AIQ, TradeStation, datos de Internet gratis, ASCII, TXT, CSV, CompuTrac, DowJones, FutureSource, TeleChart2000v3, TechTools, XML, datos binarios e Internet Streaming. En segundo lugar, el generador del sistema de comercio (GP) se ejecuta durante varios minutos, o más, para desarrollar un nuevo sistema de comercio. Puede utilizar sus propios datos, patrones, indicadores, relaciones intermarcas o datos fundamentales dentro de TSL. En tercer lugar, el sistema de comercio evolucionado está formateado para producir nuevas señales del sistema de comercio desde dentro de TradeStation ™ o en muchas otras plataformas comerciales. TSL escribirá automáticamente Easy Language, Java, Assembler, código C, código C # y WealthLab Script Language. El Sistema de Negociación puede ser negociado manualmente, negociado a través de un corredor, o negociado automáticamente. Usted puede crear el sistema de comercio usted mismo o podemos hacerlo por usted. Entonces, o usted o su corredor pueden negociar el sistema manualmente o automáticamente.

Curve Fitting - Sistema de comercio de laboratorio

El Programa Genético de Trading System Lab contiene varias características que reducen la posibilidad de ajuste de curvas o producen un Sistema de Trading que no continúa realizando en el futuro. En primer lugar, los Sistemas de Negociación evolucionados tienen su tamaño podado hasta el tamaño más bajo posible a través de lo que se llama Presión de Parsimonia, tomando como base el concepto de longitud de descripción mínima. Por lo tanto, el sistema de comercio resultante es tan simple como sea posible y generalmente se cree que cuanto más simple sea el sistema de comercio, mejor se llevará a cabo en el futuro. En segundo lugar, la aleatoriedad se introduce en el proceso evolutivo, lo que reduce la posibilidad de encontrar soluciones que sean localmente, pero no globalmente óptimas. La aleatoriedad se introduce no sólo en las combinaciones del material genético utilizado en los Sistemas de Negociación evolucionados, sino en la Parsimonia de Presión, Mutación, Crossover y otros parámetros GP de nivel superior. Se realizan pruebas fuera de la muestra mientras se está realizando el entrenamiento con la información estadística presentada en las pruebas de la muestra y fuera de la muestra del sistema de comercio. Los registros de ejecución se presentan al usuario para los datos de formación, validación y fuera de muestra. Un buen comportamiento El rendimiento de la muestra puede ser indicativo de que el sistema de comercio está evolucionando con características robustas. El deterioro sustancial en las pruebas automáticas fuera de la muestra en comparación con las pruebas en la muestra puede implicar que la creación de un robusto sistema de comercio está en duda o que el terminal o conjunto de entrada puede ser necesario cambiar. Por último, el conjunto de terminales se elige cuidadosamente para no sesgar excesivamente la selección del material genético inicial hacia cualquier sesgo o sentimiento particular del mercado.

TSL no comienza su ejecución con un sistema de comercio predefinido. De hecho, inicialmente sólo se establece el conjunto de entradas y una selección de modos o modos de entrada en el mercado, para la búsqueda y asignación automática de entradas. Un patrón o indicador de comportamiento que puede ser pensado como una situación alcista puede ser utilizado, descartado o invertido dentro de la GP. Ningún patrón o indicador está preasignado a ningún sesgo particular del movimiento del mercado. Esta es una salida radical del desarrollo generado manualmente del sistema de comercio.

¿Qué es un sistema comercial? - Laboratorio del Sistema de Negociación

Un sistema de comercio es un conjunto lógico de instrucciones que decirle al comerciante cuándo comprar o vender un mercado en particular. Estas instrucciones rara vez requieren la intervención de un comerciante. Los Sistemas de Negociación pueden ser negociados manualmente, observando las instrucciones de negociación en una pantalla de computadora, o pueden ser intercambiados permitiendo que la computadora ingrese los oficios en el mercado automáticamente. Ambos métodos están en uso generalizado hoy en día. Hay más administradores de dinero profesionales que se consideran a sí mismos "sistemáticos o mecánicos" Comerciantes que aquellos que se consideran "discrecional", y el desempeño de los administradores de dinero sistemático es generalmente superior a la de los administradores de dinero discrecional. Los estudios han demostrado que las cuentas comerciales generalmente pierden dinero más a menudo si el cliente no está usando un sistema de comercio. El significativo aumento de los sistemas de negociación en los últimos 10 años es evidente, especialmente en las empresas de corretaje de materias primas, sin embargo las empresas de corretaje de acciones y de bonos están cada vez más conscientes de los beneficios mediante el uso de Trading Systems y algunos han comenzado a ofrecer Clientes minoristas.

La mayoría de los gestores de fondos mutuos ya están utilizando algoritmos informáticos sofisticados para guiar sus decisiones en cuanto a qué "stock caliente para recoger" O qué "rotación del sector" Está a favor. Los ordenadores y los algoritmos se han convertido en la corriente principal en la inversión y esperamos que esta tendencia continúe mientras que los inversionistas más jóvenes y más informáticos continúan permitiendo que partes de su dinero sean administradas por Trading Systems para reducir el riesgo y aumentar los retornos. Las enormes pérdidas experimentadas por los inversionistas que participan en la compra y tenencia de acciones y fondos mutuos como el mercado de valores se derritieron en los últimos años está fomentando este movimiento hacia un enfoque más disciplinado y lógico a la inversión en el mercado de valores. El inversionista medio se da cuenta de que él o ella actualmente permite que muchos aspectos de sus vidas y vidas de sus seres queridos sean mantenidos o controlados por computadoras como los automóviles y aviones que usamos para el transporte, el equipo de diagnóstico médico que usamos para el mantenimiento de la salud, Los controladores de calefacción y refrigeración que utilizamos para el control de la temperatura, las redes que utilizamos para la información basada en Internet, incluso los juegos que jugamos para el entretenimiento. ¿Por qué entonces algunos inversores minoristas creen que pueden disparar desde la cadera? En sus decisiones en cuanto a "qué" Acciones o fondos mutuos para comprar o vender y esperar a ganar dinero? Por último, el inversor medio se ha convertido en cauteloso de los consejos y la información remitida por corredores sin escrúpulos, contadores, directores corporativos y asesores financieros.

Evolution - Trading System Lab Durante los últimos 20 años, los matemáticos y desarrolladores de software han buscado indicadores y patrones en los mercados de acciones y materias primas buscando información que pueda apuntar a la dirección del mercado. Esta información se puede utilizar para mejorar el rendimiento de los sistemas de negociación. Generalmente, este proceso de descubrimiento se logra mediante una combinación de ensayo y error y más sofisticado "Data Mining". Por lo general, el desarrollador tomará semanas o meses de crujido de números con el fin de producir un sistema de comercio potencial. Muchas veces este sistema de comercio no funcionará bien cuando realmente se utiliza en el futuro debido a lo que se llama "ajuste de curva". A lo largo de los años ha habido muchos sistemas de comercio (y las empresas de desarrollo de sistemas de comercio) que han ido y venido como sus sistemas han fallado en el comercio en vivo. Desarrollar sistemas de negociación que continúen realizando en el futuro es difícil, pero no imposible de lograr, aunque ningún desarrollador ético o administrador de dinero dará una garantía incondicional de que cualquier sistema de comercio, o de cualquier acción, bono o fondo mutuo, continuará Para producir beneficios en el futuro para siempre.

Lo que llevó semanas o meses para que el desarrollador del Sistema de Negociación produjera en el pasado puede ahora ser producido en cuestión de minutos a través del uso de Trading System Lab. Trading System Lab es una plataforma para la generación automática de Trading Systems y Trading Indicators. TSL hace uso de un motor de programación genética de alta velocidad y producirá sistemas de negociación a una tasa de más de 16 millones de barras de sistema por segundo basado en 56 entradas. Tenga en cuenta que sólo unas pocas entradas realmente serán usadas o necesarias resultando en estructuras de estrategia evolucionadas generalmente simples. Con aproximadamente 40.000 a 200.000 sistemas necesarios para una convergencia, el tiempo de convergencia para cualquier conjunto de datos puede ser aproximado. Tenga en cuenta que no estamos simplemente ejecutando una optimización de la fuerza bruta de los indicadores existentes en busca de parámetros óptimos desde los que utilizar en un sistema de comercio ya estructurado. El generador del sistema de negociación comienza en un origen de punto cero sin hacer suposiciones sobre el movimiento del mercado en el futuro y luego evoluciona " Trading Systems a una tasa muy alta que combina la información presente en el mercado y la formulación de nuevos filtros, funciones, condiciones y relaciones a medida que progresa hacia una "ingeniería genética" Sistema de Trading. El resultado es que un excelente sistema de comercio puede ser generado en unos pocos minutos en 20-30 años de datos de mercado diarios en prácticamente cualquier mercado.

Los programas genéticos son superiores - el sistema de comercio de laboratorio En los últimos años, ha habido varios enfoques de la optimización del sistema de comercio que emplean el algoritmo genético menos potente. Los programas genéticos (GP) son superiores a los algoritmos genéticos (GA) por varias razones. En primer lugar, los GP's convergen en una solución a una velocidad exponencial (muy rápido y cada vez más rápido), mientras que los algoritmos genéticos convergen a una velocidad lineal (mucho más lenta y no más rápida). En segundo lugar, GP realmente generar código del sistema de comercio de la máquina que combina el material genético (indicadores, patrones, datos inter-mercado) de manera única. Estas combinaciones únicas pueden no ser intuitivamente obvias y no requieren definiciones iniciales por el desarrollador del sistema. Las relaciones matemáticas únicas creadas pueden convertirse en nuevos indicadores, o variantes en el Análisis Técnico, aún no desarrollados o descubiertos. GA, por otro lado, simplemente buscan soluciones óptimas a medida que avanzan en el rango de parámetros; No descubren nuevas relaciones matemáticas y no escriben su propio código de sistema de comercio. Los GP's crean código del sistema de comercio de varias longitudes, usando genomas de longitud variable, modificarán la longitud del sistema de comercio a través de lo que se llama crossover no homólogo y descartarán completamente un indicador o patrón que no contribuye a la eficiencia del sistema de comercio. Los GA sólo usan bloques de instrucciones de tamaño fijo, haciendo uso de un solo crossover homólogo y no producen código de sistema de Trading de longitud variable, ni descartan un indicador o patrón ineficiente tan fácilmente como un GP. Por último, los programas genéticos son un avance reciente en el dominio del aprendizaje automático, mientras que los algoritmos genéticos fueron descubiertos hace 30 años. Los programas genéticos incluyen todas las funciones principales de Algoritmos Genéticos; Crossover, reproducción, mutación y fitness, sin embargo los GP's incluyen características mucho más rápidas y robustas, convirtiendo a GP en la mejor opción para producir Trading Systems. El GP empleado en el generador de sistemas de comercio de TSL es el GP más rápido disponible en la actualidad y no está disponible en ningún otro software de mercado financiero del mundo.

El Algoritmo de Programación Genética, el Simulador de Comercio y los Motores de Fitness utilizados en TSL tomaron más de 8 años para producir.

Trading System Lab es el resultado de años de arduo trabajo de un equipo de ingenieros, científicos, programadores y comerciantes, y creemos que representa la tecnología más avanzada disponible hoy para el comercio de los mercados.

Nil per os - NJAMC [Programador Genérico]

Laboratorio del sistema de negociación entrega algoritmos de aprendizaje de máquina de registro

El valor agregado por los modelos financieros depende de su singularidad, robustez, velocidad y portabilidad. La plataforma de Trading System Lab (TSL) diseña automáticamente modelos únicos, prueba de robustez durante la evolución, converge mucho más rápido que otros algoritmos y luego escribe código portátil en una variedad de idiomas

Noticias pasadas

Denver, CO (PRWEB) 5 de febrero de 2008

Mike Barna, Presidente de Trading System Lab, participó recientemente en una entrevista exclusiva con Ron Powell y la Business Intelligence Network (http://www. BeyeNETWORK. com)]. En esta entrevista, Barna explica cómo la plataforma de Trading System Lab (TSL) diseña automáticamente modelos comerciales usando un algoritmo evolutivo de alta velocidad que diseña el sistema y luego escribe código portátil para desarrolladores y administradores de dinero.

"El valor agregado por los modelos financieros depende de su unicidad, robustez, velocidad y portabilidad. La plataforma de Trading System Lab (TSL) diseña automáticamente modelos únicos, prueba de robustez durante la evolución, converge mucho más rápido que otros algoritmos y luego escribe códigos portátiles en una variedad de idiomas ", dice Mike Barna, presidente de Trading System Lab. "Hecho posible por un algoritmo patentado, embarrassingly paralelo del aprendizaje de la máquina del registro, esta primera plataforma de la industria produce rápidamente los modelos comerciales financieros que comienzan con solamente hechos iniciales o apuntados, conocimiento específico del dominio. La perforación y el modelado profundo en los datos, esta tecnología se ha aplicado a las áreas tales como detección del fraude, réplica de la invención y computación del quántum y ahora se utiliza para generar automáticamente los modelos comerciales financieros, alterando el paisaje del diseño manual del modelo financiero. TSL es un software que escribe software. "

"La plataforma TSL genera automáticamente sistemas de negociación para cualquier mercado en sólo unos minutos", dice Ron Powell, Cofundador y Director Editorial de la Red de Inteligencia de Negocios. "Debido a que su algoritmo evolutivo de alta velocidad escribe algoritmos, su enfoque es órdenes de magnitud más rápido que otros enfoques."

Para escuchar la entrevista, haga clic aquí.

Los Proyectos de Solución de Red de Business Intelligence son diálogos intuitivos con proveedores de soluciones innovadores y estos focos proporcionan una introducción de vanguardia a los nuevos productos y servicios de interés para la comunidad de inteligencia empresarial. La Red publica seis boletines de noticias que atienden a más de 115.000 lectores en una amplia variedad de industrias, lo que la convierte en la mayor fuente de información basada en boletines para la inteligencia empresarial, la gestión del rendimiento, el almacenamiento de datos, la integración de datos y la calidad de los datos.

Acerca del Sistema de Negociación El Laboratorio Lab System (TSL) ofrece sistemas de trading financiero, desarrollo de trading algorítmico, servicios de consultoría y aplicaciones especializadas a clientes en los Estados Unidos y Europa. Con 12 años de experiencia en el mercado de sistemas financieros de negociación proporcionando modelos manualmente derivados, TSL ahora ofrece la capacidad de diseñar automáticamente los sistemas de comercio a través de su primera industria, producto insignia, la plataforma TSL. Utilizando la tecnología patentada, TSL apunta a convertirse en el estándar para el funcionamiento del sistema comercial mediante el empleo de los últimos avances en la programación genética y la simulación del sistema de comercio. Los fondos de cobertura, los fondos de cuentas administradas y los asesores de inversiones pueden ahora utilizar herramientas de vanguardia para diseñar y exportar soluciones de sistemas comerciales a una variedad de plataformas industriales, reduciendo significativamente el tiempo y el coste de implementación.

Acerca de la Red de Inteligencia de Negocios ™ El principal sitio web de la Red, BeyeNETWORK. com, lidera la industria con noticias, boletines, artículos, focos ejecutivos, podcasts, canales y blogs expertos. Entre los expertos se encuentran Claudia Imhoff, Bill Inmon, Craig Schiff, Colin White, David Loshin y otros. BeyeRESEARCH. com ofrece investigaciones y estudios de casos de los principales autores y expertos en inteligencia de negocios. BeyeBLOGS. com es un sitio de blogs de comunidad de inteligencia de negocios específico que proporciona un foro abierto sobre problemas y retos de la industria. BeyeSEARCH. com ofrece el primer y único directorio impulsado por el editor y el motor de búsqueda especialmente construido para servir a esta industria.

Este comunicado de prensa se basa en la información proporcionada por la Compañía. La Red de Inteligencia de Negocios no verifica de forma independiente las declaraciones hechas y no tiene ninguna obligación de actualizar estas declaraciones después de la fecha de lanzamiento.

Contacto: Red de Inteligencia de Negocios Katie Rostermundt 262-780-0202 krostermundt @ b-eye-network. com

Contacto: Laboratorio del Sistema de Comercio Michael Barna 408-356-1800 mike @ tradingsystemlab. com

Comparta el artículo en los medios de comunicación locales o por correo electrónico:

Código del sistema para los laboratorios del sistema de comercio

Volver a la página de códigos principal

Septiembre de 2000, Sistema Híbrido No. 1 Octubre 2000, Sistema RS No. 1 Noviembre 2000, Sistema de retiro No. 1 Enero / Febrero 2001, Sistema Meandro marzo 2001, Fuerza Relativa Junio 2001, Viejo fiel Julio 2001, Volumen ponderado promedio Agosto 2001 , Un mal acuerdo Octubre 2001, Valor beta Noviembre 2001, Harris Variación de patrón 3L-R Diciembre 2001, Sistema de bolsillos profundos Enero 2002, Sistema de pares de comercio Febrero de 2002, Sistema Pair-trade II Abril 2002, Variación prístina Junio 2002, Desempeño experto Julio 2002, Desvío medio móvil Agosto 2002, Marcha inversa Septiembre 2002, Desbordamiento de baja volatilidad Octubre 2002, Sistema de ruptura de volatilidad Noviembre 2002, Sistema de acciones Counterpunch Diciembre 2002, Sistema de referencia de volatilidad Enero 2003, Volatilidad a largo plazo Junio 2004, Sistema de ruptura de QQQ Junio de 2004, Experimentación con salidas (Futures Trading System Lab) Julio de 2004, Sistema de ruptura dinámica Mayo 2004, Sistema de cruces de corto plazo WMA Mayo 2004, Combinación indicador-tiempo (ITC) (Futures System Trading Lab) Agosto 2004, Sistema RSI Trend (Futures Trading System Lab) Junio 2006, Canal Indicador de punto medio

Active Trader está trabajando con varias compañías de software para proporcionar código para Trading System Labs que no se muestra aquí.

Entradas: LookBack (9), WhereToBuy (0.5); Variables: HighValue (0), LowValue (99999), BuyValue (0);

LowValue = más bajo (bajo, LookBack); HighValue = más alta (alta, LookBack);

BuyValue = (HighValue - LowValue) * Donde Comprar;

Si MarketPosition = 0 Entonces comience a comprar mañana en BuyValue + LowValue Stop;

Si Cerrar & lt; LowValue [1] Luego ExitLong en Open;

Si BarsSinceEntry = 9 y OpenPositionProfit & lt; 0 Entonces ExitLong en abierto;

Octubre 2000, código TradeStation:

Variables: RelStr(0), AvgRelStr(0), CalcRelStr(0), AvgOBV(0), CalcOBV(0), CalcStr(0);

RelStr = IFF(AvgPrice = 0, 0, AvgPrice / AvgPrice Data2); AvgRelStr = Average(RelStr, 5); CalcRelStr = IFF(RelStr = 0, 0, RelStr / AvgRelStr);

AvgOBV = Average(OBV, 5); CalcOBV = IFF(OBV = 0, 0, OBV / AvgOBV);

CalcStr = CalcRelStr * CalcOBV;

If CalcStr Crosses Above 1.0 and MarketPosition = 0 Then Buy on Close; If CalcStr Crosses Below 1 Then ExitLong on Close; If Close < EntryPrice * 0.96 Then ExitLong on Close;

November 2000, TradeStation code:

Condition1 = MarketPosition = 0 and Close Average(Close, 50) and High High[1] and (close[1] < close[2] and close[2] < close[3]);

If Condition1 = True Then Buy tomorrow at Market; ExitLong ("Stop") tomorrow at Lowest(Low, 2) Stop; If PositionProfit 0 Then ExitLong ("Exit") tomorrow at Market;

January/February 2001, TradeStation code:

Vars: SumVS(0), AvgVS(0), DiffVS(0), StdVS(0), SetArr(0), SumArr(0), DiffArr(0), VSLow(0), VSMid(0), VSHigh(0), RiskReward(0);

For SetArr = 0 To 4 Begin

VS[SetArr * 4 + 0] = (Open[SetArr] - AvgPrice[SetArr + 1]) / AvgPrice[SetArr + 1];

VS[SetArr * 4 + 1] = (High[SetArr] - AvgPrice[SetArr + 1]) / AvgPrice[SetArr + 1];

VS[SetArr * 4 + 2] = (Low[SetArr] - AvgPrice[SetArr + 1]) / AvgPrice[SetArr + 1];

VS[SetArr * 4 + 3] = (Close[SetArr] - AvgPrice[SetArr + 1]) / AvgPrice[SetArr + 1];

For SumArr = 0 To 19 Begin

If SumArr = 0 Then

SumVS = SumVS + VS[SumArr];

If SumArr = 19 Then

AvgVS = SumVS / 20;

For DiffArr = 0 To 19 Begin

If DiffArr = 0 Then

DiffVS = DiffVS + Square(VS[DiffArr] - AvgVS);

If DiffArr = 19 Then

StdVS = SquareRoot(DiffVS / 20);

VSLow = AvgPrice * (1 + (AvgVS - StdVS * 2));

VSMid = AvgPrice * (1 + AvgVS);

VSHigh = AvgPrice * (1 + (AvgVS + StdVS * 2));

If MarketPosition = 0 Then Begin

Buy ("Buy") Tomorrow at VSLow Limit;

If MarketPosition = 1 Then

ExitLong ("PT") Tomorrow At VSHigh Limit;

If MarketPosition = 1 Then

ExitLong ("TS") Tomorrow At VSLow Stop;

If Open Tomorrow >= VSLow Then

ExitLong ("SLa") From Entry ("Buy") At (VSLow-(VSMid-VSLow)) Stop;

If Open Tomorrow < VSLow Then

ExitLong ("SLb") From Entry ("Buy") At (Open Tomorrow-(VSMid-VSLow)) Stop;

March 2001, TradeStation code:

Vars: MaLen(21), Ratio2(0), Ratio3(0), MaRatio2(0), MaRatio3(0), DiffMaRatio2(0), DiffMaRatio3(0), ProdDiff(0), UpperProdDiff(0), LowerProdDiff(0);

Ratio2 = C / C Data2; Ratio3 = C / C Data3;

MaRatio2 = Average(Ratio2, MaLen); MaRatio3 = Average(Ratio3, MaLen);

DiffMaRatio2 = Ratio2 / MaRatio2; DiffMaRatio3 = Ratio3 / MaRatio3;

ProdDiff = DiffMaRatio2 * DiffMaRatio3; UpperProdDiff = 1 + StdDev(ProdDiff, MaLen) * 1; LowerProdDiff = 1 - StdDev(ProdDiff, MaLen) * 2;

If MarketPosition = 0 and BarsSinceExit(1) > 1 and ProdDiff > UpperProdDiff and ProdDiff > ProdDiff[2] Then Buy ("Go Long") at Close;

If MarketPosition = 1 and ProdDiff < ProdDiff[4] Then ExitLong ("End Long") at Market; ExitLong ("Trailing Long") tomorrow at Lowest(Low, 2) Stop;

If MarketPosition = 0 and BarsSinceExit(1) > 1 and ProdDiff < LowerProdDiff and ProdDiff < ProdDiff[2] Then Sell ("Go Short") at Close;

If MarketPosition = -1 and ProdDiff > ProdDiff[4] Then ExitShort ("End Short") at Market; ExitShort ("Trailing Short") tomorrow at Highest(High, 2) Stop;

If BarsSinceEntry = 8 and OpenPositionProfit < 0 Then Begin ExitLong at Market; ExitShort at Market; End;

June 2001, TradeStation code: Input: VSStd(1); Vars: SumVS(0), AvgVS(0), DiffVS(0), StdVS(0), SetArr(0), SumArr(0), DiffArr(0), VSLow(0), VSMid(0), VSHigh(0), RiskReward(0); Array: VS[20](0); For SetArr = 0 To 4 Begin VS[SetArr * 4 + 0] = (O[SetArr] - C[SetArr + 1]) / C[SetArr + 1]; VS[SetArr * 4 + 1] = (H[SetArr] - C[SetArr + 1]) / C[SetArr + 1]; VS[SetArr * 4 + 2] = (L[SetArr] - C[SetArr + 1]) / C[SetArr + 1]; VS[SetArr * 4 + 3] = (C[SetArr] - C[SetArr + 1]) / C[SetArr + 1]; End; For SumArr = 0 To 19 Begin If SumArr = 0 Then SumVS = 0; SumVS = SumVS + VS[SumArr]; If SumArr = 19 Then AvgVS = SumVS / 20; For DiffArr = 0 To 19 Begin If DiffArr = 0 Then DiffVS = 0; DiffVS = DiffVS + Square(VS[DiffArr] - AvgVS); If DiffArr = 19 Then StdVS = SquareRoot(DiffVS / 20); End; End; VSLow = C * (1 + (AvgVS - StdVS * VSStd)); VSMid = C * (1 + AvgVS); VSHigh = C * (1 + (AvgVS + StdVS * VSStd));

If MarketPosition = 0 and BarsSinceExit(1) > 1 Then Begin If Average(Close, 80) > Average(Close, 80)[11] Then Buy ("Buy") tomorrow at VSLow limit; If Average(Close, 80) < Average(Close, 80)[11] Then Sell tomorrow at VSHigh limit; End;

If BarsSinceEntry >= 1 Then Begin ExitLong on Close; ExitShort on Close; End;

July 2001, TradeStation code:

Vars: MaLen(9), AvgVolume(0), Turbo(0), InvTurbo(0), MaWeight(0), TurboMA(0);

AvgVolume = Average(V, MaLen);

Turbo = (AvgVolume - Lowest(AvgVolume, MaLen)) / (Highest(AvgVolume, MaLen) - Lowest(AvgVolume, Malen)); InvTurbo = 1 - Turbo;

If MaLen > 2 Then MaWeight = (2 / (1 + MaLen)) Else MaWeight = 0.67;

TurboMA = TurboMA * InvTurbo + AvgPrice * Turbo;

If Date < 1000401 Then Begin If MarketPosition = 0 and C < TurboMA and TurboMA < TurboMA [1] Then Buy Tomorrow on Highest(High, 2) Stop; End;

If MarketPosition = 1 and C < TurboMA Then Begin ExitLong on Close; ExitLong Tomorrow on EntryPrice * 0.96 Stop; End;

If Date >= 1000401 Then Begin If MarketPosition = 0 and C > TurboMA and TurboMA > TurboMA [1] Then Sell Tomorrow on Lowest(Low, 2) Stop; End;

If MarketPosition = -1 and C > TurboMA Then Begin ExitShort on Close; ExitShort Tomorrow on EntryPrice * 1.04 Stop; End;

August 2001, TradeStation code:

If (Maxlist(High[3], Close[4]) > High[4] Or Maxlist(High[3], Close[4]) > High[2] Or Maxlist(High[3], Close[4]) > High[1]) and Close < Close[1] and Open Tomorrow <= High[3] Then Buy 1 Contract Tomorrow on (Maxlist(High[3], Close[4]) * 1.001) Stop;

If (Minlist(Low[3], Close[4]) < Low[4] Or Minlist(Low[3], Close[4]) < Low[2] Or Minlist(Low[3], Close[4]) < Low[1]) and Close > Close[1] and Open Tomorrow >= Low[3] Then Sell 1 Contract Tomorrow on (Minlist(Low[3], Close[4]) * 0.999) Stop;

If EntryPrice > 0 Then Begin If MarketPosition = 1 Then Begin ExitLong on EntryPrice * 0.96 Stop; ExitLong on EntryPrice * 1.12 Limit; End; If MarketPosition = -1 Then Begin ExitShort on EntryPrice * 1.04 Stop; ExitShort on EntryPrice * 0.88 Limit; End; End;

If BarsSinceEntry >= 3 Then SetExitOnClose; ExitLong on Close; ExitShort on Close; End;

October 2001, TradeStation code:

Inputs: DepPrice(Close of data1), IndPrice(Close of data2); Vars: Length(63), iBeta(1), Ind(0), Dep(0), SumX(0), SumY(0), SumXY(0), SumXsq(0), j(0);

Dep = (DepPrice - DepPrice[1]) / DepPrice[1]; Ind = (IndPrice - IndPrice[1]) / IndPrice[1];

If CurrentBar >= Length Then Begin

SumX = Summation(Ind, Length); SumXY = 0; SumY = Summation(Dep, Length); SumXsq = 0;

For j = 0 to Length - 1 Begin SumXY = SumXY + (Ind[j] * Dep[j]); SumXsq = SumXsq + Square(Ind[j]); End;

If SumXY <> 0 and SumX <> 0 Then iBeta = ((Length * SumXY) - (SumX * SumY)) / ((Length * SumXsq) - Square(SumX));

If IndPrice > Average(IndPrice, Length) and iBeta > 1 and MarketPosition <> 1 Then Buy 1 Contract Tomorrow at Lowest(Low, 5) Limit; If IndPrice < Average(IndPrice, Length) and iBeta < 1 and MarketPosition <> -1 Then SellShort 1 Contract Tomorrow at Highest(High, 5) Limit;

If EntryPrice > 0 Then Begin If Close < EntryPrice * 0.96 or Close > EntryPrice * 1.12 Then Sell Tomorrow at Market; If Close > EntryPrice * 1.04 or Close < EntryPrice * 0.88 Then BuyToCover Tomorrow at Market; End;

November 2001, TradeStation code:

Inputs: PTarget(12), StopL(4); Variables: ProfitPrice(0), StopPrice(0);

If L[1] < L[2] and L[2] < L[3] and H[0] > H[3] Then Buy ("3L-R") Next Bar on Open;

ProfitPrice = EntryPrice * (1 + PTarget / 100); StopPrice = EntryPrice * (1 - PTarget / 100);

If MarketPosition = 1 Then Begin Sell ("3L-R Exit") Next Bar at ProfitPrice Limit; Sell ("3L-R Stop") Next Bar at StopPrice Stop; End;

December 2001, TradeStation code:

Inputs: MaxLength(5); Variables: MarPos(0), LongLoss(0), ShortLoss(0); If BarsSinceEntry >= (MaxLength - 2) Then SetExitOnClose; If MarketPosition <> 1 and Close < AvgPrice and AvgPrice < AvgPrice[5] Then Begin If Open Tomorrow < AvgPrice Then Begin Buy ("Long") tomorrow at AvgPrice Stop; End; End; If MarketPosition <> -1 and Close > AvgPrice and AvgPrice > AvgPrice[5] Then Begin If Open Tomorrow > AvgPrice Then Begin SellShort ("Short") tomorrow at AvgPrice Stop; End; End; MarPos = MarketPosition; If MarPos <> MarPos[1] and MarPos = 1 Then LongLoss = Low[1]; If MarPos <> MarPos[1] and MarPos = -1 Then ShortLoss = High[1]; If EntryPrice > 0 Then Begin If BarsSinceEntry >= 1 Then Begin LongLoss = MaxList(LongLoss, Low); ShortLoss = MinList(ShortLoss, High); End Else Begin LongLoss = MaxList(LongLoss, Low); ShortLoss = MinList(ShortLoss, High); End; If MarketPosition = 1 Then Begin Sell ("LS") tomorrow at LongLoss Stop; Sell ("LT") tomorrow at Highest(High, 5) Limit; End; If MarketPosition = -1 Then Begin BuyToCover ("SS") tomorrow at ShortLoss Stop; BuyToCover ("ST") tomorrow at Lowest(Low, 5) Limit; End; End;

January 2002, TradeStation code:

Variables: LenRC(5), TradeLenRC(5), RiskCalc(0), RC1(0), RC2(0), RC3(0), RC4(0), RC5(0), RC6(0), RC7(0), RC8(0), RC9(0), RC10(0);

RC1 = RateOfChange(Close Data1, LenRC); RC2 = RateOfChange(Close Data2, LenRC); RC3 = RateOfChange(Close Data3, LenRC); RC4 = RateOfChange(Close Data4, LenRC); RC5 = RateOfChange(Close Data5, LenRC); RC6 = RateOfChange(Close Data6, LenRC); RC7 = RateOfChange(Close Data7, LenRC); RC8 = RateOfChange(Close Data8, LenRC); RC9 = RateOfChange(Close Data9, LenRC); RC10 = RateOfChange(Close Data10, LenRC);

If MarketPosition = 0 and RC1 = MinList(RC1,RC2,RC3,RC4,RC5,RC6,RC7,RC8,RC9,RC10) Then Begin Buy Next Bar at Market; RiskCalc = AvgTrueRange(5); End;

If MarketPosition = 0 and RC1 = MaxList(RC1,RC2,RC3,RC4,RC5,RC6,RC7,RC8,RC9,RC10) Then Begin Sell Next Bar at Market; RiskCalc = AvgTrueRange(5); End;

If BarsSinceEntry >= TradeLenRC Then Begin ExitLong Next Bar at Market; ExitShort Next Bar at Market; End;

February 2002, TradeStation code:

Vars: Ratio(0), AvgRatio(0), RiskCalc(0);

Ratio = Close Data1 / Close Data2;

AvgRatio = XAverage(Ratio, 9);

If AvgRatio Crosses above AvgRatio[9] Then Begin Buy at market; RiskCalc = AvgTrueRange(9); End;

If AvgRatio Crosses below AvgRatio[9] Then Begin Sell at market; RiskCalc = AvgTrueRange(9); End;

April 2002, TradeStation code:

Variables: LenRC(5), TradeLenRC(5), RiskCalc(0), MMExport(1), RC1(0), RC2(0), RC3(0), RC4(0), RC5(0), RC6(0), RC7(0), RC8(0), RC9(0), RC10(0), TrendFilter(0);

If TrendFilter > TrendFilter[11] Then Begin If MarketPosition = 0 and RC1 = MinList(RC1,RC2,RC3,RC4,RC5,RC6,RC7,RC8,RC9,RC10) Then Begin Buy Next Bar at Market; RiskCalc = AvgTrueRange(5); End; If MarketPosition = 0 and RC1 = MaxList(RC1,RC2,RC3,RC4,RC5,RC6,RC7,RC8,RC9,RC10) Then Begin Sell Next Bar at Market; RiskCalc = AvgTrueRange(5); End; End;

If TrendFilter < TrendFilter[11] Then Begin If MarketPosition = 0 and RC1 = MinList(RC1,RC2,RC3,RC4,RC5,RC6,RC7,RC8,RC9,RC10) Then Begin Sell Next Bar at Market; RiskCalc = AvgTrueRange(5); End; If MarketPosition = 0 and RC1 = MaxList(RC1,RC2,RC3,RC4,RC5,RC6,RC7,RC8,RC9,RC10) Then Begin Buy Next Bar at Market; RiskCalc = AvgTrueRange(5); End; End;

If BarsSinceEntry >= TradeLenRC Then Begin ExitLong Next Bar at Market; ExitShort Next Bar at Market; End;

May 2002, TradeStation code:

If High < High[1] and High [1] < High[2] and High[2] < High[3] and Close < Open and Close[1] < Open[1] and Close[2] < Open[2] Then Buy Tomorrow at High Stop;

ExitLong Tomorrow at Low Stop;

If MarketPosition <> 0 and Open Tomorrow > High Then ExitLong Tomorrow at Open;

If High > High[1] and Close < Close[1] Then SetExitOnClose;

June 2002, TradeStation code:

Inputs: BarsInTrade(8), ProfitExit(8), LossExit(4); Variables: LongStop(0), ShortStop(0), LongTarget(0), ShortTarget(0), LimitExit(0), StopExit(0); LimitExit = (ProfitExit / 2 + 0.5) / 100; StopExit = (LossExit / 5 + 0.2) / 100; If MarketPosition = 0 Then Begin If High < High[2] and Close < Open and Open Next Bar < High Then Begin Buy Next Bar at High Stop; LongStop = 1 - StopExit; LongTarget = 1 + LimitExit; End; If Low > Low[2] and Close > Open and Open Next Bar > Low Then Begin Sell Next Bar at Low Stop; ShortStop = 1 + StopExit; ShortTarget = 1 - LimitExit; End; End; If MarketPosition = 1 Then Begin ExitLong Next Bar at EntryPrice * LongStop Stop; ExitLong Next Bar at EntryPrice * LongTarget Limit; End; If MarketPosition = -1 Then Begin ExitShort Next Bar at EntryPrice * ShortStop Stop; ExitShort Next Bar at EntryPrice * ShortTarget Limit; End; If BarsSinceEntry = BarsInTrade+1 Then Begin ExitLong Next Bar at Market; ExitShort Next Bar at Market; End;

July 2002, TradeStation code:

If MarketPosition <> 1 and Average(Close, 9) Crosses above Average(Close, 36) Then Begin RiskCalc = 4 * AvgTrueRange(10); Buy Next Bar at Market; End;

If Average(Close, 9) Crosses below Average(Close, 36) Then ExitLong Next Bar at Market;

If MarketPosition = 1 and EntryPrice > 0 Then ExitLong Next Bar at EntryPrice - RiskCalc Stop;

August 2002, TradeStation code:

If MarketPosition <> -1 Then Sell Next Bar at Close[1] + 2 * AvgTrueRange(5) limit; If MarketPosition <> 1 Then Buy Next Bar Close[1] - 2 * AvgTrueRange(5) limit; If MarketPosition = 1 Then Begin ExitLong Next Bar at EntryPrice - AvgTrueRange(5) Stop; ExitLong Next Bar at EntryPrice + 2 * AvgTrueRange(5) Limit; End; If MarketPosition = -1 Then Begin ExitShort Next Bar at EntryPrice + AvgTrueRange(5) Stop; ExitShort Next Bar at EntryPrice - 2 * AvgTrueRange(5) Limit;

September 2002, TradeStation code:

Variables: ProfitDistance(0), RiskCalc(0), MMExport(1);

Condition1 = Range = MinList(Range, Range[1], Range[2], Range[3]); Condition2 = Low < Low[1] and High < High[2]; Condition3 = Low > Low[1] and High > High[1]; Condition4 = Close < High[1] and Close > Low[1];

If MarketPosition = 0 and Condition1 and Condition2 and Condition4 Then Begin Buy Next Bar on High Stop; ProfitDistance = Range * 3; End; If MarketPosition = 0 and Condition1 and Condition3 and Condition4 Then Begin Sell Next Bar on High Limit; ProfitDistance = Range * 3; End; > If EntryPrice > 0 Then Begin ExitLong at Low Stop; ExitLong at EntryPrice + ProfitDistance Limit; ExitShort at EntryPrice - ProfitDistance Limit;> End;

October 2002, TradeStation code:

Variables: EntryAvg(0), ExitAvg(0), EntryVol(0), ExitVol(0), RiskCalc(0);

EntryAvg = Average(Close, 60); ExitAvg = Average(Close, 30); EntryVol = 2 * StdDev(Close, 60); ExitVol = 1 * StdDev(Close, 30);

RiskCalc = (EntryAvg + EntryVol) - (ExitAvg - ExitVol);

Buy NumCont Contracts Next Bar at EntryAvg + EntryVol Stop; Sell NumCont Contracts Next Bar at EntryAvg - EntryVol Stop;

ExitLong Tomorrow at ExitAvg - ExitVol Stop; ExitShort Tomorrow at ExitAvg + ExitVol Stop;

EntryAvg = MA(Close, 60); ExitAvg = MA(Close, 30); EntryVol = 2 * StDev(Close, 60); ExitVol = 1 * StDev(Close, 30);

RiskCalc = (EntryAvg + EntryVol) - (ExitAvg - ExitVol);

/* entry at Entryavg + EntryVol STOP */

BuyStopLevel = EntryAvg + EntryVol; Buy = High > BuyStopLevel; BuyPrice = Max( Open, BuyStopLevel );

/* and similar equations for short */

ShortStopLevel = EntryAvg - EntryVol; Short = Low < ShortStopLevel; ShortPrice = Min( Open, ShortStopLevel );

SellStopLevel = ExitAvg - ExitVol; Sell = Low < SellStopLevel; SellPrice = Min( Open, SellStopLevel );

CoverStopLevel = ExitAvg + ExitVol; Cover = High > CoverStopLevel; CoverPrice = Max( Open, CoverStopLevel );

November 2002, TradeStation code:

Condition1 = CloseW(2) > CloseW(1) and CloseW(1) > C and C[2] > C[1] and C[1] > C; Condition2 = CloseW(2) < CloseW(1) and CloseW(1) < C and C[2] < C[1] and C[1] < C;

If Condition1 = True and MarketPosition = 0 Then Buy ("Go long") at open; If Condition2 = True and MarketPosition = 0 Then Sell ("Go short") at open;

Variables: TrailingStop(True), BarsInTrade(8), ProfitExit(4) , LossExit(1.6) , LongStop(0), ShortStop(0), LongTarget(0), ShortTarget(0), Top(0), Bottom(0);

If BarNumber = 1 Then Begin ProfitExit = ProfitExit / 100; LossExit = LossExit / 100; LongStop = 1 - LossExit; LongTarget = 1 + ProfitExit; ShortStop = 1 + LossExit; ShortTarget = 1 - ProfitExit; End; Top = High; Bottom = Low;

If EntryPrice > 0 Then Begin If MarketPosition = 1 Then Begin If TrailingStop = True Then Begin Top = MaxList(Top, High); ExitLong ("L-Trail") Next Bar at Top * LongStop Stop; End Else ExitLong ("L-Stop") Next Bar at EntryPrice * LongStop Stop; ExitLong ("L-Trgt") Next Bar at EntryPrice * LongTarget Limit; End; If MarketPosition = -1 Then Begin If TrailingStop = True Then Begin Bottom = MinList(Bottom, Low); ExitShort ("S-Trail") Next Bar at Bottom * ShortStop Stop; End Else ExitShort ("S-Stop") Next Bar at EntryPrice * ShortStop Stop; ExitShort ("S-Trgt") Next Bar at EntryPrice * ShortTarget Limit; End; If BarsSinceEntry = BarsInTrade + 1 Then Begin ExitLong ("L-Time") Next Bar at Market; ExitShort ("S-Time") Next Bar at Market; End; End;

December 2002, TradeStation code:

Variables: RandomTrigger(0), ShortVol(0), LongVol(0), ShortLookBack(10), LongLookBack(63), ShortTrend(0), LongTrend(0), LongTrendDir(0);

ShortVol = AvgTrueRange(ShortLookBack); LongVol = AvgTrueRange(LongLookBack); If ShortVol > LongVol Then ShortTrend = 1 Else ShortTrend = -1;

LongTrend = Average(Close, 80); If LongTrend > LongTrend[20] Then LongTrendDir = 1 Else LongTrendDir = -1;

If MarketPosition = 0 and ShortTrend = 1 and RandomTrigger = 1 Then Begin If Date < 1000401 Then Buy at Close; If Date >= 1000401 Then Sell at Close; End;

If MarketPosition <> 0 Then Begin ExitLong at (EntryPrice - ShortVol) Stop; ExitLong at (EntryPrice + 3 * ShortVol) Limit; ExitShort at (EntryPrice + ShortVol) Stop; ExitShort at (EntryPrice - 3 * ShortVol) Limit; If BarsSinceEntry >= ShortLookBack -1 Then Begin ExitLong on Close; ExitShort on Close; End; End;

January 2003, TradeStation code:

If Close > (Average(Close, 60) + StdDev(Close, 60)) Then Buy at Market;

If Close < (Average(Close, 60) - StdDev(Close, 60)) Then Sell at Market;

February 2003, TradeStation code:

Var: HistVol(0), YestHistVol(0), DeltaHistVol(0), LookBack(0);

YestHistVol = HistVol; HistVol = StdDev(C, 30); DeltaHistVol = (HistVol - YestHistVol) / HistVol; If CurrentBar = 1 Then LookBack = 20; LookBack = LookBack * (1 + DeltaHistVol); LookBack = MaxList(LookBack, 20); LookBack = MinList(LookBack, 60);

If Close > Highest(High, LookBack)[1] Then Buy at Market;

If Close < Lowest(Low, LookBack)[1] Then Sell at Market;

May 2004, MetaStock code:

To create the system test, open the tester under the Tools menu. Select new test and enter the following formulas in for the specific orders.

Enter Long: Cross(Mov(C,10,W),Mov(C,7,W))

Close Long: Cross(Mov(C,7,W),Mov(C,10,W))

Enter Short: Cross(Mov(C,7,W),Mov(C,10,W))

Close Short: Cross(Mov(C,10,W),Mov(C,7,W))

MetaStock code for Futures Trading System Lab:

To create the system test, open the tester under the Tools menu. Select new test and enter the following formulas in for the specific orders.

June 2004, TradeStation code:

inputs: Length( 10 ), NumDevsDn( 1.5 ) ; variables: LowerBand( 0 ) ; LowerBand = BollingerBand( Low, Length, - NumDevsDn ) ; value1 = TL_New( Date[1], Time[1], LowerBand[1], Date, Time, LowerBand ); if CurrentBar > 1 and Low crosses under LowerBand then Buy ( "BBandLE" ) next bar Market ;

if Close > EntryPrice then Sell this bar at Close ; if BarsSinceEntry = 20 then sell this bar at Close ;

To create the system test, open the tester under the Tools menu. Select new test and enter the following formulas in for the specific orders.

Buy Order: L<BBandBot(L,10,S,1.5)

Sell Order: bc:=L<BBandBot(L,10,S,1.5); C > ValueWhen(1,Ref(bc,-1),O)

MetaStock code for Futures Trading System Lab

Because this system uses an entry signal that can be true for several bars in a row, MetaStock version prior to 8.0 can not accurately count how long the trade has been active. Therefore, the formulas for this system are only valid in the MetaStock 8.0 and later. To create the system test, open the tester under the Tools menu. Select new test and enter the following formulas in for the specific orders.

Buy Order: h>ref(hhv(h,55),-1)

Sell Order: x:= Simulation. CurrentPositionAge; l< ref(llv(l,55),-1)*((0.1*ATR(20))*x)

July 2004, MetaStock code:

This system is designed to run on weekly data. To create the system test, open the tester under the Tools menu. Select new test and enter the following formulas in for the specific orders. The formulas below are for version 7.2 and earlier.

Enter Long: ADX(14)<30 AND Cross(Mov(C,30,S),Mov(C,60,S))

Close Long: bc:=ADX(14)<30 AND Cross(Mov(C,30,S),Mov(C,60,S));

If(BarsSince(bc)<=10, L<Ref(LLV(L,60),-1), Mov(C,30,S)<Mov(C,60,S) )

Enter Short: ADX(14)<30 AND Cross(Mov(C,60,S),Mov(C,30,S))

Close Short: sc:=ADX(14)<30 AND Cross(Mov(C,60,S),Mov(C,30,S));

If(BarsSince(sc)<=10, H>Ref(HHV(H,60),-1), Mov(C,30,S)>Mov(C,60,S) )

For versions 8.0 and later, the formulas can be simplified a bit, and at the same time, made for accurate to the intents of the system. Below are the 8.0 formulas.

Buy Order: ADX(14)<30 AND Cross(Mov(C,30,S),Mov(C,60,S))

Sell Order: If(Simulation. CurrentPositionAge<=10, L<Ref(LLV(L,60),-1), Mov(C,30,S)<Mov(C,60,S) )

Sell Short Order: ADX(14)<30 AND Cross(Mov(C,60,S),Mov(C,30,S))

Buy to Cover Order: If(Simulation. CurrentPositionAge<=10, H>Ref(HHV(H,60),-1), Mov(C,30,S)>Mov(C,60,S) )

August 2004, MetaStock code:

The following formulas were written for use in an Expert Advisor. To use them, open the expert advisor from the Tools menu. Select New and then move to the symbols tab. For each of the following formulas, click New to make a new symbol. Enter the name and the formula. Then select the graphics tab to set the symbol, color and placement desired.

Name: Enter Long Formula: r:=RSI(14); bc:=Cross(r,75); sc:=Cross(25,r); trade:=If(PREV=0,If(bc,1,0), If(sc OR (PREV=20),0,PREV+1)); trade=1

Name: Enter Short Formula: r:=RSI(14); bc:=Cross(r,75); sc:=Cross(25,r); trade:=If(PREV=0,If(sc,1,0), If(bc OR (PREV=20),0,PREV+1)); trade=1

Name: Exit Long Formula: r:=RSI(14); bc:=Cross(r,75); sc:=Cross(25,r); trade:=If(PREV=0,If(bc,1,0), If(sc OR (PREV=20),0,PREV+1)); Cross(trade=0,0.5)

Name: Exit Short Formula: r:=RSI(14); bc:=Cross(r,75); sc:=Cross(25,r); trade:=If(PREV=0,If(sc,1,0), If(bc OR (PREV=20),0,PREV+1)); Cross(trade=0,0.5)

The same formulas listed above can be put into the columns of an exploration. Put each one into a separate formula and use the following formula for the filter:

cola AND colb AND colc AND cold

The formulas can also be used in a system test. No changes are required for this.

June 2006, tymoraPRO software code:

Program TymoraSampleIndicator_Channel_MidPoint; //Must have the word "Indicator" in the Program Header const IndName = 'ChnMidP'; var tmpHi, tmpLo, curHi, curLo, prvMidP, MidP, PS, PV, MM, LS: extended; barsToUse, rColor: integer; Band1: Integer; function init(ChartNo, TF: Integer; AssetN: String): integer; //this function is called first by tymoraPRO and should initialize all your variables, etc //ChartNo = 0..35, TF (timeFrame) = 1=Day. 7=1min, AssetN = assetname // if this function returns anything but 0 tymoraPRO will ignore indicator for this run var i: integer; cfgs: string; begin // Initialization code goes here SetName(IndName); Band1 := AddBand(ChartNo); SetBandScale(Band1,0); //set scale to price SetBandStyle(Band1,2,psSolid); tmpHi := 0; tmpLo := 0; curHi := 0; curLo := 0; barsToUse := 50; rColor := clGreen; cfgs := GetInitParams(ChartNo, IndName); if (cfgs <> '') then Begin try barsToUse := strtoint(cfgs); except barsToUse := 50; end; End; //if (barsToUse = 0) then barsToUse := OptimalCycle(ChartNo, TF)*4; //if (barsToUse = 0) then barsToUse := 50; ReturnAssetInfo(AssetN, PS, PV, MM, LS); result := 0; end; function main(ChartNo, TF: Integer; AssetN: String; istemp: boolean): integer; //this function is called first by tymoraPRO and should initialize all your variables, etc //ChartNo = 0..35, TF (timeFrame) = 1=Day. 7=1min, AssetN = assetname // if (istemp = true) this is a temporary newbar (the current uncompleted bar) //indicator can also be customized based on ChartNumber, TimeFrame, and/or AssetName var i, volup, voldn, dt, tm, ok: integer; op, hi, lo, cl, pcl, useHi, useLo, useMidP: extended; hifirst: boolean; begin // main code goes here if (not istemp) then Begin tmpHi := 0; tmpLo := 0; if (curHi <> 0) then Begin ok := BarData(ChartNo, barsToUse, dt, tm, op, hi, lo, cl, volup, voldn, hifirst); if (ok = -1) or CompPrc(curHi, hi, PS,'=') or CompPrc(curLo, lo, PS,'=') then curHi := 0; End; if (curHi = 0) then Begin curHi := 0; curLo := 0; for i := 0 to barsToUse-1 do begin BarData(ChartNo, i,dt, tm, op, hi, lo, cl, volup, voldn, hifirst); if (curHi = 0) or (curHi < hi) then curHi := hi; if (curLo = 0) or (curLo > lo) then curLo := lo; end; End; PrvMidP := MidP; MidP := (curHi+curLo)/2; if (MidP > PrvMidP) then rColor := clGreen else if (MidP < PrvMidP) then rColor := clRed; BandAddXY(Band1,NewChartX(ChartNo, istemp),MidP, rColor, istemp); End; if istemp then Begin if (tmpHi = 0) then Begin for i := 0 to barsToUse-2 do begin BarData(ChartNo, i,dt, tm, op, hi, lo, cl, volup, voldn, hifirst); if (tmpHi = 0) or (tmpHi < hi) then tmpHi := hi; if (tmpLo = 0) or (tmpLo > lo) then tmpLo := lo; end; End; useHi := tmpHi; useLo := tmpLo; BarData(ChartNo,- 1,dt, tm, op, hi, lo, cl, volup, voldn, hifirst); //new temporary bar if (hi > useHi) then useHi := hi; if (lo < useLo) then useLo := lo; if ((useHi+useLo)/2 > MidP) then rColor := clGreen else if ((useHi+useLo)/2 < MidP) then rColor := clRed; BandAddXY(Band1,NewChartX(ChartNo, istemp),(useHi+useLo)/2,rColor, istemp); End; result := 0; end; function afterdraw(ChartNo, TF: Integer; AssetN: String; FirstValueIndex, LastValueIndex: integer): integer; //this routine is called in order to add any additional text or drawing on the final chart begin // additional chart annotation goes here result := 0; end; function cleanup(ChartNo, TF: Integer; AssetN: String): integer; // perform any variable cleanup and other stuff here, return 0 if all okay begin // final cleanup code goes here (ie. freeing created bands) FreeBand(Band1); result := 0; end;

Trading System Lab

Acerca de

Trading System Lab is located at the address 140 Old Orchard Dr in Los Gatos, California 95032.

Trading System Lab has an annual sales volume of 501K - 999,999. For more information contact Michael L. Barna, President

For maps and directions to Trading System Lab view the map to the right. For reviews of Trading System Lab see below.

In a prior post I discussed the performance of a system I’ve been trading live for over two years (and whose algobot is running as we speak). For the purposes of this discussion, I’ll refer to this system as “System A”.

As mentioned in the post, System A performs well but has a known weakness: It is very susceptible to Black Swans (outlier market shocks) and can generate some uncomfortable drawdowns when they hit. The system usually recovers from these drawdowns reasonably fast, but they’re certainly no fun to sit through when you’re trading with real $$$.

These Black Swans seem to be hitting the market with increasing frequency, so after surviving the most recent crash (August 2011), I started experimenting with a variation of System A (we’ll call it “System B”) that temporarily moves to the sidelines the moment it senses a crash is imminent.

The backtesting results of System B are encouraging. Here is the equity curve from an 8-year trading simulation run (click to zoom):

In this particular run, the system generated 14,637 trades (about 10 trades per day) and had an annualized return of 40% with a -6% maximum peak-to-trough drawdown. This translates into a Calmar Ratio of 7:1, which isn’t bad considering the events of the past four years. Note that these returns and drawdowns are at 1:1 leverage so – depending on your risk tolerance – you could ratchet up them to a much higher absolute level.

The Buy and Hold return during the same 8yr period was +19% with a -51% max drawdown (vs +40%/-6%), so on both an absolute and risk adjusted basis System B’s returns were quite respectable.

I’m particularly happy with the performance during the 2008 meltdown, which sent the S&P 500 down almost -60%. System B chugged right along with only a -5% drawdown, which it recovered from in less than a month. It also cleared +35% for calendar 2008.

Optimization Details

The system was optimized using GA and Monte Carlo sampling techniques on the most recent 4 years of data, and the above equity curve was generated by running the final winning chromosome over the entire 8-year data set.

Thus, while the above results are at least partially in-sample, they were not curve fit to the particular path of the 8 year dataset. Also, the trades / parameters ratio is also quite high (over 3000:1), which helps one have more confidence that the results are not spurious.

Plan of Attack

The next step for me is to code the actual trading bot that will connect to my brokerage and run the strategy in real time. Once the bot is written, I’ll test it for a few days using my broker’s simulator mode to make sure there’s no bugs, then go live with a small account and scale in my equity over time as the system (hopefully) performs as expected. I’ll be posting blog updates on my progress as things proceed. I’m cautiously optimistic; Fingers crossed!

LAB tradingSystems

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Став участником LinkedIn, вы присоединитесь к 400 млн специалистов, которые делятся идеями, возможностями и контактами.

Общие сведения

Entreprenual and creative individual who can devise unique solutions to challenging and non linear problems such as the financial markets. Over 10 years experience in this domain has meant I can develop methodologies with a long term expectancy, for example systems with a high profit factor 4 tested over 10 years of historical data for Forex pairs which is one of the most challenging markets along with many positively tested systems using Monte Carlo analysis. Interested in synergies with like minded individuals and companies.

Опыт работы

LABTrading

январь 2009 – настоящее время (7 лет 3 месяца)

For over 10 years I have been analysing markets and developing automated financial trading systems. As well as coding unique systems and indicators using my IT background I am a trader and passionate about the markets with considerable experience in Forex, Options and Equities trading.

Londres

май 2007 – декабрь 2008 (1 год 8 месяцев)

Mónaco

май 2000 – май 2006 (6 лет 1 месяц)

Проекты

Helix EURUSD Trading System

Дата начала: июль 2011

My latest development is the EURUSD Helix Trading system using a unique multi-engine deterministic engine capable of dealing with all different types of market conditions. Coded in MultiCharts and TradeStation compatible it has been back-tested over 10 years with a 15,000% return with the in built money management module enabled (averaging over 100%) a month and high profit factor over 4. Backtest screenshot available at: http://www.2shared. com/photo/kUAIYWFm/helix_eu. html

Языки

French

Навыки

Mr. Mike Barna

Michael L. Barna. Trading System Lab 's Founder

Michael L. Barna is Trading System Lab 's founder and President. Mike received a Bachelor of Science in Mathematics from Arizona State University, a Master of Science in Astronautical and Aeronautical Engineering from Stanford University, holds or has held a Series 3 Commodity Brokers License, a Series 30 Branch Office Manager License, a California Real Estate License, a National Futures Association Commodity Trading Advisor designation and 12 FAA pilot licenses or ratings.

background included work as a Senior Vice President for Regency Stocks and Commodity Fund, LP, and engineering and management positions in several large Fortune 500 defense firms where

developed ramjet, missile, and space based laser defense systems.

work included the use of Artificial Intelligence (AI) algorithms as a means to enhance various guidance and control systems.

Mr. Barna has utilized similar AI techniques in the design of modern Trading Systems and has pioneered AI and Trading System integration. Mike has created numerous popular and successful Trading Systems that are employed by fund managers, brokerage houses and traders worldwide.

Legacy Trading System "Big Blue" is ranked one of the Top Ten Trading Systems of All Time as published in the Book: "The Ultimate Trading Guide", by Hill, Pruitt and Hill. Mr. Barna is the creator and author of one of the most popular Legacy daytrading systems ever written, The RMESA Trading System, which is

first trading system to include a basic Neural Network approximation filter.

Mike's background includes airline captain and flying management positions at one of the largest international airlines in the world. Mr. Barna has provided more Futures Truth top ranked trading systems than any other developer in the country. Mike has developed Trading Strategies for many different trading platforms including TradeStationâ„¢.

work has been published in numerous books and journals on Trading Systems. Mike is an tournament level, indoor 4 wall handball player with California State, Canadian National and United States National Masters Championship Titles.

Mike Barna The Striker Report

Mike Barna Founder of Aaron Asset Management, LLC Program(s) Developed: Mesa software and Alfaranda systems

An interview with Michael L. Barna. who is associated with system vendors MESA Software and Alfaranda Systems. In addition to being a captain for a major airline and a nationally ranked handball player, Mr. Barna is also the founder of Aaron Asset Management LLC (AAM), a registered Commodity Trading Advisor (CTA).

Mike Barna. Before college and throughout undergraduate and graduate school I maintained my interest in the financial markets while pursuing my studies in science, mathematics and engineering.

Mike Barna. Large jet aircraft have autopilots for several basic reasons, but mainly for safety and efficiency.

Mike Barna. Program I is a portfolio-based product providing a mixture of markets and trading systems, termed "Market-Models".

Mike Barna. Day trading has been and continues to be popular due to the elimination of overnight uncertainty and the fact that margin requirements are so much lower if positions are not held overnight.

Mike Barna. This industry has been "static" for about 10 years in that the only enhancements have been in nicer charts, graphics, increased processor speed, and some improvements in trading systems and indicators, etc.

Mike Barna. There are two critical areas that I look for in futures trading systems that a newcomer to trading systems should know:

The Big Blue-2 Trading System was developed by Mike Barna. Mr. Barna is the author and developer of several well known trading systems including RMESA and THE BIG BLUE. The Big Blue Trading System is listed as one of the "Top Ten Trading Systems of All Time" as given in the Hill/Pruitt/Hill book "The Ultimate Trading Guide".The Big Blue was developed with the late Vilar Kelly, an "Enigma" intelligence analyst during World War II. RMESA is a well-known and popular S&P Day-trading system and was originally created in 1996 by Mike Barna during his early work efforts with one of the industries leading expert in cycle analysis, John Ehlers of MesaSoftware.

Big Blue-2 makes use of data mining accomplished by Mike Barna during the creation of the futuristic Data Base Driven Indicators including "BARNA-BARS" which present a "bar chart like" forecast of the remainder of the trading day after only the first bar of the day has completed. This type of "Projected" bar chart makes use of large data bases compiled and analyzed in real time by the UPM algorithm. UPM is an advanced algorithm provided by Triant Technologies of Canada. The UPM Algorithm is more efficient for modeling financial data than other Artificial Intelligence ("AI") Algorithms such as Neural Networks. Mr. Barna has used AI in numerous Trading Systems

has developed and this work lead to the creation of the BigBlue-2 Trading System.

Mike Barna. CTA provides more Futures Truth top ranked trading systems than any other developer in the country. Money managers, institutions, brokerage houses and individual traders worldwide use

associations include MESA SOFTWARE. ALFARANDA SYSTEMS and WELLINVESTED.

has been programming for over 30 years, has been developing Trading Systems for over 14 years and has been managing money since 1998.One more notable international fund where several of

systems are being traded is the REFCO-CANADA FUND.

is the sole Managing Member of Aaron Asset Management, LLC. a firm employing

mechanical trading systems. Previously,

was Vice President for Trading and Systems with Regency Stocks and Commodities Fund.

Paul Leo and Peter Temple interviewed Mr. Barna for the book "The Ultimate Technical Trading Software".

Mr. Barna is known for

tough on robustness approach to system development. Mr. Barna's current research areas employ state of the art technology used in

prior career as an Astronautical Engineer.

current research includes an options back-testing engine using the Bjerksund-Stensland Options Model (among others) integrated with mechanical trading systems that are capable of producing options trading systems back-test equity streams. Mike received a Master of Science in Astronautical and Aeronautical Engineering from Stanford University and a Bachelor of Science in Mathematics from Arizona State University. Mike holds or has held 2 commodity licenses, 10 FAA pilot ratings and licenses and a California State Realtors license.

is also a current Boeing 727 airline Captain with a major US airline.

With design, testing and coding being mainly accomplished automatically, the Daytrading System designer can focus on important "big picture" elements of

diseño. - Mike Barna, President, TSL

Mike Barna. President and Founder of Trading System Lab will be speaking at the 2014 International Traders Expo on November 19th through 22nd at Caesars Palace in Las Vegas. Mike will be giving several presentations on Machine Designed Trading Strategies and will also take part in an Educators' Roundtable. Check the official website here for more information: Go to 2014 Traders Expo: >

Other People with the name "Barna":

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Trading Systems For Sale

Adaptive Trend-following system

The TFadapt system is a long/short trend-following system that adapts to changing market conditions. Suitable for both qualified longer-term traders and funds. Click here for more details, here for performance results in stock indices and here for performance results in SPY and QQQ. Code is provided for Amibroker. Price: $8K. Contact us for more details.

Click here for 2013 performance results.

System licenses require signing an agreement that prohibits distribution of the code and generated signals. A performance report can be produced before a sale is made for up to 10 markets with data supplied by the customer. The results will be reproducible by the customer (no randomness is involved in the system decisions).

Before ordering any of our products please make sure you read this disclaimer .

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Two Part Elliott Wave Made Simple Course (and it’s Free) …. Have you heard of Elliott Wave analysis? This is possibly THE most powerful means of predicting market movement, even though most individual traders find it hard to understand and apply. PERO.

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Wealth-Lab: System Testing Software for Trend Followers

Wealth-Lab was founded by Dion Kurczek & Volker Knapp. They recently agreed to an interview to discuss an assortment of trading system related issues.

Q: How did Wealth-Lab get started? What’s the story? There were many different trading software packages out there already. How did you know what you had to offer was needed?

Because all of the other products I tried to implement my trading system ideas I found lacking. In particular, I wanted to test systems that could maintain multiple positions of varying share/contract sizes independently. I found this impossible to achieve using the existing tools. Also, I realized the value of testing a system against a portfolio with true portfolio-level position sizing rules and risk management. So I started developing Wealth-Lab to implement my own trading system ideas. It evolved into the commercial product and the web site.

Before I discovered Wealth-Lab I had purchased software for over $10.000 and was just considering buying an add-on for TradeStation from RINA-Systems. After looking at Wealth-Lab and talking to Dion Kurczek, the mastermind behind Wealth-Lab I knew that I was talking to one of the most talented software developers and that I had to search no further. BTW, at that time the desktop version of Wealth-Lab was at version ONE and was US $300 at that time.

Q: How much do you attribute the “community” to Wealth-Lab’s success?

I’d say it was a most important factor. It’s great to have an active online community that can help answer questions from newer users. Also, our community shares and refines trading strategies via the web site, resulting in a unique form of trading system evolution and development.

We are very proud of our active, friendly and helpful community. Trading is often an isolated business, and system trading can be even more isolating. With the Wealth-Lab web site we have created a platform for all traders worldwide to exchange ideas, improve the ideas they’ve collected and share information about the latest in the industry.

Q: Tradestation has been around forever. Why do I want to consider Wealth-Lab? How are you making my day-to-day trading life better?

It is interesting that you ask. Like most people interested in a trading system you think you have to buy the expensive stuff because you want the best. So I bought TS2000i. If you stick around for long enough and still feel challenged to “read” the market with a system, you realize the limitations of TS. One of the major limitations of TS is the ability to perform true portfolio level backtesting. This was a feature I personally was waiting for many years to be added by Omega Research. Until today they were not able to add this most important feature to their system trading. So then I bought Excalibur (for Windows) from Futures Truth but soon found out that the portfolio backtesting was limited and the programming language (C or C++) was quite a challenge. I also bought Behold. Behold is a Mac trading software developed by Jim Payne. Behold has a similar programming language and I loved it but it had several limitations and Jim Payne was not able to keep up with the demands of fast changing technology. Later I bought several other products as well. Finally I came across Wealth-Lab. Wealth-Lab has so many unmatched features. For a none programmer I would mention the following:

1. Creating custom filters just with drag and drop. 2. Creating trading systems just with drag and drop. 3. Create indicators and indicators of indicators with drag and drop. 4. Test strategies on a whole portfolio with true portfolio level backtesting. 5. Optimize a whole portfolio and apply the best values to each symbol with a single mouse click. 6. Applying optimized value on symbol/system combination and on all relevant tools. 7. Powerful scanning/filter tool. 8. Real time scanning for systems. 9. Automated Trading Execution via Fidelity.

Q: You talk a lot about “strategy testing at the portfolio level”. What do you mean exactly? Can you give an example?

Michael, you know the best how important strategy testing at the portfolio level is. A lot of people who start out in system trading develop one system for the S&P mini or some individual stocks. The truth is that even though the markets have certain characteristics, you only know if a strategy is valid if you have tested it on a portfolio. With Wealth-Lab we have a tool called ChartScript Scanner, it can scan the whole published system database of Wealth-Lab (over 1000) and show you exactly which system performed the best on one market (or even on a portfolio, since we are geared towards portfolio testing). But that results only tells you half of the story or even less. You need to apply the right money management or position sizing strategy to your portfolio too. Only then you see your real risk and possible drawdown and profits.

Q: Everyone talks about risk management and money management. How does Wealth-Lab tackle the issue of adding to positions and controlling risk?

With Wealth-Lab you can scale in and out to your current position. There are several pre-programmed money management methods. To see the effect of position sizing you don’t need to change the whole code. You just key in a number in the appropriate field. In fact for programmers we developed several interesting features. For example you can create your own money management strategy (called SimuScript) and apply it to any system on a portfolio level by just clicking on it. You can create your own performance report metrics by using the PerfScript tool. I believe that, besides Wealth-Lab covering the most important methods natively it also gives extremists the power to extend the program to their needs.

Q: What instruments can I NOT trade with Wealth-Lab?

I cannot think of any instrument that you cannot trade with Wealth-Lab.

Q: Do you have links to reviews that I can read?

We have been reviewed in Stocks & Commodities, Futures magazine and Active Trader magazine. Our rating has always been excellent and so has the rating on the EliteTrader web site.

Q: Now that Wealth-Lab is a part of Fidelity — what does that mean for me?

US citizens cannot buy Wealth-Lab direct. But there is good news! Fidelity is marketing the Wealth-Lab Pro to their Active Trader clients (120 trades per year) and offering free real time data, free end of day data plus the extremely helpful automated trading feature. So it actually means that instead of spending approximately $1000 for real time data you get it for free when you trade with Fidelity.

Q: What information can people find on your web site?

Our web site www. wealth-lab. com is all about system trading, designing and testing. The desktop offers much more power and more features but the web site also offers some unique and interesting features. You can program your strategy on the web site, save it in your “personal only for you” accessible folder and test systems on a portfolio of stocks or individual stocks although to test futures or FOREX you would need the desktop version. You can even scan your systems for tomorrow’s signals. You can do paper trading on our web site and note your entry and exit points. The entry and exit points will be displayed on the corresponding chart. Besides these features we have one of the most active web site focused on system trading with a very active and friendly community. Community members also have the opportunity to publish systems (currently over 1000) on the web site. These systems often become part of discussions and have great potential for our community members after they customize them to their personal preferences.

Thanks guys! As a side note, I have had the opportunity to spend time with both Dion and Volker. You could not meet two more passionate individuals. They live and breathe Wealth-Lab and it shows in their work!

Trend Following Books

Trend Following™, TurtleTrader®, TurtleTrader. com® are trademarks/service marks of Trend Following. Other trademarks and service marks appearing on the Trend Following network of sites may be owned by Trend Following or by other parties including third parties not affiliated with Trend Following.

Articles and information on the Trend Following™ network of sites may not be copied, reprinted, or redistributed without written permission from Michael Covel and or Trend Following (but written permission is easily and typically granted).

The purpose of this website is to encourage the free exchange of ideas across investments, risk, economics, psychology, human behavior, entrepreneurship and innovation. The entire contents of this website are based upon the opinions of Michael Covel, unless otherwise noted. Individual articles are based upon the opinions of the respective author, who may retain copyright as noted. The information on this website is intended as a sharing of knowledge and information from the research and experience of Michael Covel and his community.

Information contained herein is not designed to be used as an invitation for investment with any adviser profiled. All data on this site is direct from the CFTC, SEC, Yahoo Finance, Google and disclosure documents by managers mentioned herein. We assume all data to be accurate, but assume no responsibility for errors, omissions or clerical errors made by sources.

Trend Following™ markets and sells various investment research and investment information products. Readers are solely responsible for selection of stocks, currencies, options, commodities, futures contracts, strategies, and monitoring their brokerage accounts. Trend Following™, its subsidiaries, employees, and agents do not solicit or execute trades or give investment advice, and are not registered as brokers or advisors with any federal or state agency. Read our full disclaimer .

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Meetup: Machine Learning the Trading System Lab way

As I like to align myself with best of breed in certain technologies, I am happy to bring back Mike Barna who is part of Trading Systems Lab. He will demo the capability of his powerful software. This software comes out on top with major leading trading magazines.

Trading System Lab® and Register Machine Learning, Inc. the companies that produce the Trading System Lab Platform, will be presenting a WEBINAR on “MACHINE DESIGNED TRADING STRATEGIES”.

This WEBINAR will focus on end to end items from preprocessing to design to implementation of Machine Designed Trading Strategies (MTDS). A peek into TSL Next Gen (Quant Systems Lab) will also be given.

About Trading System Lab® Trading System Lab ® (TSL) licenses the TSL Development Platform to clients in the U. S. Europe, South America and Asia. While trading strategy developers may spend months or years developing trading models manually, TSL now provides the ability to automatically design trading systems and produce tradable code with no programming through its industry first, flagship product, the TSL platform. Utilizing patented technology, TSL employs the latest advances in Register based Genetic Programming and Trading System Simulation. Hedge funds, managed account funds and investment advisors may now use state of the art tools to design and export trading system solutions to a variety of industry platforms, significantly reducing deployment cost and time. The platform is currently in use by novice trading strategy developers through PhD Quants. Independent third party competitive tracking by Futures Truth of over 700 trading algorithms submitted by over 80 worldwide developers and tested on Sequestered Data show TSL Machine Produced Algorithms to hold #1 ratings in numerous categories including Top System since Release Date, Top System for Past 12 months and Top S&P System.

Machine Learning the Trading System Lab way

Tuesday, May 5, 2015, 7:00 PM

GotoMeeting Webinar online GotoMeeting Webinar online Toronto, ON

Meetup: Machine Learning the Trading System Lab way As I like to align myself with best of breed in certain technologies, I am happy to bring back Mike Barna who is part of Trading Systems Lab. He will demo the capability of his powerful software. This software comes out on top with major leading trading magazines. http://www. tradingsystemlab. com…

Machine Learning the Trading System Lab way

Tuesday, May 5, 2015, 7:00 PM

GotoMeeting Webinar online GotoMeeting Webinar online Toronto, ON

13 Researching Traders Went

Machine Learning the Trading System Lab way

Tuesday, May 5, 2015, 7:00 PM

Mensaje de navegación

Algorithmic Trading

Develop trading systems with MATLAB

Algorithmic trading uses algorithms to drive trading decisions, usually in electronic financial markets. Applied in buy-side and sell-side institutions, algorithmic trading forms the basis of high-frequency trading. FOREX trading, and associated risk and execution analytics .

Builders and users of algorithmic trading applications need to develop, backtest, and deploy mathematical models that detect and exploit market movements. An effective workflow involves:

Developing trading strategies, using technical time-series. machine learning. and nonlinear time-series methods

Applying parallel and GPU computing for time-efficient backtesting and parameter identification

Calculating profit and loss and conducting risk analysis

Performing execution analytics, such as market impact modeling and iceberg detection

Incorporating strategies and analytics into production trading environments

Examples and How To

Software Reference

Try Financial Toolbox

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www. tradingsystemlab. com

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tradingsystemlab. com is very popular in Delicious and Stumble Upon. It is liked by 6 people on Facebook and it has 2 twitter shares.

This CoolSocial report was updated on 19 Mar 2013. you can refresh this analysis whenever you want.

Tradingsystemlab. com scored 44 Social Media Impact. La puntuación de impacto en los medios sociales es una medida de cuánto es popular en las redes sociales. 2 / 5.0 Stars by Social Team

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just copy & paste the snippet into your website!

Social Media

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This is the sum of two values: the total number of people who shared, liked or recommended the tradingsystemlab homepage on Facebook + the total number of page likes (if tradingsystemlab has a Facebook fan page). This is the sum of two values: the total number of people who shared the tradingsystemlab homepage on Twitter + the total number of tradingsystemlab followers (if tradingsystemlab has a Twitter account). The total number of people who shared the tradingsystemlab homepage on StumbleUpon. The total number of people who shared the tradingsystemlab homepage on Google Plus by a google +1 button. The total number of people who shared the tradingsystemlab homepage on Delicious.

GDX Swing Trade System

Oct 20th: Please Note! The GDX system has been struggling lately, in fact the last 4 trades have been losing trades. Is the system broken? Possibly, and sometimes systems do this and then start working again. However for now we will continue to send out the trades as they occur.

Also note that lately our GDX Renko system has been working better then the BPGDM based GDX system below. Here's a chart, it's a Renko style plot based on a box size of 0.63 cents. Buy and sell signals are generated via the Parabolic Sar indicator (blue dots). However note that the signals should only be taken at the end of the day because intra day they can switch back and forth, so only trust the end of day signals.

And please note, because this is a Renko system based on a set point size, over time this will need to be adjusted i. e. the 0.63 cent size won't always work, and will eventually have to be adjusted to account for new market/GDX volatility.

GDX Swing Trade Mechanical System Overview:

I have developed a mechanical swing trade system for GDX (gold stock ETF). The system is based on the Bullish Percent Gold Miners Index (symbol $BPGDM in Stockcharts. com) and has a clear set of rules, that make this a true mechanical rule based system (rules are listed below). Most traders lose money over time because of the lack of discipline such as trading willy nilly and not setting stop losses, etc. Mechanical systems by their very nature instill discipline. Also, one of the most difficult things about trading (if not the most difficult) is controlling one's emotion. There are a vast number of books written on technical analysis and the study of chart patterns, and these are important, however it is emotion that is often the most difficult to control or master for many traders. Mechanical systems that have hard-set rules for buy/sell signals help to take away the emotion that makes trading so difficult.

The system entries have strict guidelines and rules (for a detailed list of rules, see the System Rules Below). However the problem with Stockcharts. com is that the $BPGDM chart does not up date intra day and only updates 2 hrs after the market closes, or 6:00 pm EST. This causes a problem because you either have to enter the GDX trade 2 hrs after the market closes (which is not ideal because you may not get a good fill on GDX during after hrs), or enter GDX the next morning on the open, however entering the trade on the next day has been found to greatly reduce the system performance. The statistics show that it's bext to enter GDX on the same day that the signal occurs.

BPT Proprietary Advantage:

As I stated above, the problem with the Stockcharts. com $BGPDM is that it does not update until 2 hrs after the market closes and does not update intra day. However I have a custom scan that tells me the BPGDM is doing intra day, therefore I can get the signal before the market closes so that we all have plenty of time to enter the trade by the close of the day and not wait 2 hrs after the market closes like everyone else has to. Again, taking the trade on the day of the BPGDM buy/sell signal dramatically improves the system. Disclaimer: Please note that we are using a Scan from Stockcharts. com, therefore we are still hostage to Stochcharts. com, therefore if Stockcharts. com is down on the daily that a signal occurs, it's possible that we may not be able to get the signal to you before the close, however this should be a very rare occurance.

True End Of Day Swing System:

This system is a 'true' swing system with an average hold time of 17 trading days (not weekends) and each trade is taken at the end of the day, which makes it ideal for those of you who work day jobs and can't follow the market all day long! Since all trades are entered at the end of the day.

How Will I Be Notified When Trades Occur:

I will notify members of Breakpoint Trades via email before the market closes if the BPGDM is going to produce a buy or sell signal. I will also post this information on the Trading Community blog. However I will also send this information out via SMS text message . therefore you might also want to consider subscribing to our SMS Text service so that if you are away from the computer, you will still be notified via phone!

If you wish to subscribe to our SMS Text/Email Servic e, please click on the grapic directly to the right called " BPT Alerts SMS System "

1. Buy Signals are generated by a cross over the 5 day simple MA.

2. Sell Signals are generated by a cross below the 8 day simple MA.

3. Do not short GDX if the price is < 3% above the 200 day MA, Instead go to cash and wait for the next buy signal. 4. All new Trades (Longs/Shorts) are entered at the close of the day (true end of day swing system), except for Stops which can occur intra day.

5. Exit Longs and Short when $BPGDM goes above 86%

6. Exit Longs and Short when $BPGDM goes above 83.8% with a gap up >1% in the GDX ETF. 7. Set an initial Stop loss of 8% from the entry price Note: this is NOT a trailing Stop and can be hit any time during the day.

8. Time Stop - If you are in a position for 20 days, move your stop loss up from the -8% initial stop up to +0.50%. This will ensure that you can't take a loss now

9. Exit trades and go to cash once a Profit Target of 13.5% has been met.

10. ATR Trailing Stop, Custom Tradestation Indicator

System Statistics and Trades:

Below is a table from Excel showing all the trades for the system with entry and exit dates, number of days in the trade, and percentage win/loss.

Also note the Key Statistics below such as the Profit Factor of 11, this means that the system only loses $1 for every $11 it makes.

The chart picture below is the daily $BPGDM chart, this chart updates automatically about 2 hrs after the market closes, it does not update intra day.

Also, here's a dynamic chart link from Stockcharts. com: BPGDM Chart

Intraday (updates hourly): 65.52

8 Day Moving Average: 68.10

5 Day Moving Average: 66.90

Mark Larsen's Forex EA Laboratory

Only $4.95 for 7 days trial then $29/month including the full access to Forex EA Lab, recommendations, statistics, live trading results of over 100 systems and free weekly updates. You can cancel any time.

Let me ask you this

Imagine if you had a place where you could monitor all free and commercial systems and robots in real time, track their performance, live trading results, latest trades, stats and get the recommendation of the best system to pick up and download the best settings for it!

But hold on. That not all! Imagine if you had the opportunity to sort all of the systems according to initial deposit, profit, drawdown and performance and build a successful portfolio that is proven to be profitable!

What if you had a place where you ccould choose from the top and most trusted forex brokerages, VPS services, and other money making software?

Sound great? I bet it does.

Bien. Let me present Forex EA Laboratory . Ronald, Antony and I have been working on it during the last 2 years and finally we are ready to present it to the members of my private group of fellow traders!

So what is Forex EA Laboratory?

Forex Ea Laboratory is an absolutely, 100% independent forex trading service . where you will NOT find dishonest opinions or comments, fake reviews or other crap, only real results and trading statements. You will also find detailed statistics and bare facts about every expert advisor, brokerage, VPS server and other money making software - without any exceptions!

You will be able to observe the trades from more than one hundred of today's existing systems both free and commercial, and that number is growing every day!

And for each one of them, my laboratory will provide the most updated information possible.

Look what Peter is saying about the ForexEALab. com:

By using this trading service, you will no longer have to guess about which commercial or free expert adviser is the best for trading, what brokerage and VPS server will be more suitable for you because all of the necessary results for the systems and information you need can be found in the Forex EA Lab.

This means that you can now make accurate and informed decisions on which system to use. Thus, you can protect yourself from buying into a scam, which has flooded the forex market in the last few years, or protect yourself from choosing unfair brokerage and unstable VPS server. Moreover, if necessary, you can download free systems for self-testing and make a request for review of expert advisors, brokerages and VPS servers that you are interested in.

Then we contact the vendors on your behalf and prepare comprehensive reviews so you don't need to waste your money testing them!

Look what Brad is saying about the ForexEALab. com:

Also you will find a detailed and honest backtest for each trading system. Forget photoshopped screenshots and cherry picked trades.

Full truth is revealed!

You will also discover the trading strategies . which every EA uses, and, download the best presets with the optimized settings as well as getting bi-weekly reports with fresh information about the best systems, safest strategies, most dangerous expert advisors, winnings portfolios and much more!

Actually Forex EA Lab is the ultimate tool necessary for every successful forex trader.

So Let me show you how the Forex EA Lab looks inside and what you get:

Here is how you can build a winning portfolio:

As you can see the laboratory site's system analyzes all of the statements collected, calculates additional parameters and finally creates the reports, recommendations and winning portfolios.

Here you can find all the necessary information and detailed analysis that includes graphs, charts and indicators. The reports reflect the results of actual trading in a pleasant and easy to understand form.

Look what Laura is saying about the ForexEALab. com:

You will also find the current recommendations which are based on pure science and not on some affiliations with the vendors! Best systems are sorted by the level of the trading system's efficiency, developed by Lars Kestner. Thus, when the system is more effective, it will be higher on the list.

Only numbers talk!

This way you can easily pick the best systems and form the portfolio of successful robots. Remember, diversification is the key to success.

Look what David is saying about the ForexEALab. com:

So here is what I want you to do now.

Simply click on the orange ADD TO CART button to receive your instant member access to Forex EA Laboratory!

By ordering today, you are going to get instant access to the whole laboratory, reviews, reports, analytics and live trading results along with recommendations of the best systems, optimized settings presets with additional bonuses and free updates for life for a small monthly fee. Remember, you can cancel any time!

That is 100% guaranteed by clickbank so there is no risk at all.

Simply click on the orange ADD TO CART button below the video to get started, and get instant access to the whole Forex EA Laboratory.

Remember, if you are not completely satisfied, you'll get a full refund. Lo digo en serio. If for any reason Forex EA Lab did not help you achieve your goals, I will give you your money back with zero headaches, hassles or frustrations. What other trader can give you such a promise?

And bear in mind the Forex EA Lab has only a limited number of free spots and when all of them are filled we close, so hurry up to get your access to the Forex EA Lab.

Get a Bi-Weekly Update with InDepth Report!

Don't Forget about the great bonuses we included:

Ver. To be successful on forex you've got to be armed with the best weapons - most powerful trading systems . And how would you separate the wheat from the chaff if you don't have the full trading results for each system available on the market? This is where Forex EA Laboratory comes to your help! So don't miss out on this opportunity to get the best systems on the market for you to choose from and see exactly how they perform so you can choose the best of the best!

Well, thank you for your interest to the Forex EA Lab and thank you very much for posting hundreds of positive comments on the blog about our service! We really appreciate it! I look forward on seeing you on the other side!

Secure your member area access in the Forex EA Lab:

Your email has been sent.

Mutual Funds and Mutual Fund Investing - Fidelity Investments

Al hacer clic en un enlace se abrirá una nueva ventana.

What we offer

Investments and services

Advanced Trading

Aprende más

Active Trader Pro Platforms SM

Get more from your online trading and portfolio monitoring with customizable desktop and web-based platforms so you can make your online experience all your own.

Reasons to consider ActiveTraderPro ®

Streaming, customizable quotes and watch lists

Integrated access to positions, charts, news, alerts, and orders help identify entry and exit strategies

Real-time integrated balances, history, and positions with real-time tax lot detail

Get started

For quick, easy access, you can also use your PC or Mac to log in to ActiveTraderPro. com ®

Caracteristicas

Streaming, customizable quotes and watch lists

Interactive charts with tabbed views, plus pattern and event recognition

Preset filters to track market movers, technical events and option activity, now with access to Custom Option Scan results

Advanced option analytics, including a Probability Calculator, Profit and Loss Calculator, Option Statistics, and Strategy Ideas

Integrated Time and Sales Tool with real-time and historical data for equities and options

Use Trade Armor TM to trade equities, ETFs, and options with integrated access to Positions, Chart, News, Alerts, Orders, and Research.

Create, save, and place up to 50 equity or option orders simultaneously with the multi-trade ticket.

Use conditional orders to create triggers for stock and option orders based on the price movement of stocks, indices, or options contracts.

Trade on unsettled funds and day-trade stocks and options in retirement accounts.

Leverage directed equity and options trading, including access to advanced algorithms.

View financing costs and share availability when selling short, hard to borrow securities.

Real-time integrated balances, history, and positions with real-time tax lot detail.

Options Summary with option positions by underlying, strategy, or expiration; margin requirements; and profit and loss information

Account Summary with intraday realized and unrealized gain/loss, balances, restrictions, and order information

Enhanced balances display, including cash available to trade without margin impact and daily mark to market

Preset and custom layouts

Fast order entry by clicking the bid or ask to prefill trade ticket

Advanced order status with quick cancel-and-replace interaction

Eligibility and system requirements

Active Trader Pro Platforms SM are available to customers trading 36 times or more in a rolling twelve-month period; customers who trade 120 times or more have access to Recognia anticipated events and Elliott Wave analysis.

Sell orders are subject to an activity assessment fee (from $0.01 to $0.03 per $1,000 of principal). Trades are limited to online domestic equities and options and must be used within two years. Las operaciones de opciones se limitan a 20 contratos por operación. Offer valid for new and existing Fidelity customers opening or adding to an eligible Fidelity brokerage retail account. Accounts receiving $100,000 or more will receive 500 free trades. Account balance of $100,000 must be maintained for at least nine months; otherwise, normal commission schedule rates may be retroactively applied to any free trade executions. See Fidelity. com/bundleoffer1 for further details. Apple Gift Cards can be redeemed at any Apple Store. Other terms and conditions may apply. Apple is a registered trademark of Apple Inc. All rights reserved. Apple is not a participant in or sponsor of this promotion.

Fidelity's Active Trader Pro Platforms SM is available to customers trading 36 times or more in a rolling twelve-month period; customers who trade 120 times or more have access to Recognia anticipated events and Elliott Wave analysis.

El comercio de opciones supone un riesgo significativo y no es apropiado para todos los inversores. Algunas estrategias de opciones complejas conllevan un riesgo adicional. Antes de negociar opciones, lea Características y riesgos de las opciones estandarizadas. and call 800-343-3548 to be approved for options trading. Documentación de apoyo para cualquier reclamo, si corresponde, se proporcionará a petición.

National Financial Services is the executing broker-dealer for directed trading orders.

La disponibilidad del sistema y los tiempos de respuesta pueden estar sujetos a las condiciones del mercado.

The initial customer ratings and reviews for this product (those dated before 11/17/2014) were provided to Fidelity through an email solicitation for feedback on the product. All ratings and reviews are provided to Fidelity on a voluntary basis and are screened in accordance with the guidelines set forth in our Customer Ratings and Reviews Terms of Use. For additional information on which ratings and reviews may be posted, please refer to our Customer Ratings and Reviews Terms of Use. Featured reviews have been selected based on subjective criteria and have been reviewed by Fidelity Investments. The average rating is determined by calculating the mathematical average of all ratings that are approved for posting per the Customer Ratings and Reviews Terms of Use, and does not include any ratings that did not meet the guidelines and were therefore not posted). Ratings and reviews are added continuously to the Web site (after a delay for screening against guidelines), and average ratings are updated dynamically as reviews are added or removed.

The ratings and experiences of customers may not be representative of the experiences of all customers or investors and are not indicative of future success. The accuracy of information included in the customer ratings and reviews cannot be guaranteed by Fidelity Investments. Customers who post ratings may be responsible for disclosing whether they have a financial interest or conflict in submitting a rating or review.

Please contact a Fidelity representative if you have any questions or concerns about the ratings and reviews posted here.

Reviews displayed were solicited for Active Trader Pro ® version 10.2 and ActiveTraderPro. com ® version 10 and above.

Options trading systems

Shubh Options 10%- This is fine tuned trading strategy which never allows you to turn your profit making trade to loss making one. This strategy allows your profits to grow unlimited but never allows them to come down below 10%. I Options Ants – Option Ants works same way like all ants work, it keep taking small profits all the time. This is high frequency trading strategy. The sensors used in this strategy are fine tuned to catch up smallest profits in markets. Shubha Labha Options - This is true intraday options strategy which takes no risk of overnight trade but gives you benefits of overnight trades.

These strategies will be shortly available on your favorite trading terminal and charting software. Por favor manténgase al tanto. We will also publish back tested reports. .

Trading Webinars

Carl’s complementary talents of strong tape reading skills and software development has uncovered repeating events of non-random behavior between Order Flow and changes within Chaotic Price Series (CPS) within the electronic futures markets.

His primary drive and focus is to expand the efforts that have yielded an extensive and mature library of software based Intellectual Property in and around the monitoring of Order Flow via Transaction Level Analysis (TLA).

Topic: Algos Gone Wild! The Trading Bots Now Control The Market!

Learn How to Use …sceeto for MultiCharts To Trade With The Bots & Not Against Them.

Description: We have all seen the Trading Bots & Algos run amok lately.

We have all seen the S&P 500 move 10 points instantly in a straight line - then wallow back and forth in a 2 point range for hours, upon painful, hours.

Why Does This Happen?

In our opinion, it is because the intense presence of trading bots, High Frequency Trading (HFT) routines, and Quant Traders, place an undue strain on the market’s ability to maintain an efficient Supply & Demand through what we have been accustomed to in the form of Price Discovery.

How Can You Take Advantage of This?

If you think about it, a 10 point that moves in a straight line is actually a trader’s dream come true.

Join us in this webinar where we will show you a very specific and consistent setup that will allow you to enter very safely, and exit very profitably from ‘straight-line’ moves.

We will also show you how advanced Order Flow Algorithms can vastly improve your trading.

Jason Alan Jankovsky is a 25+ year veteran of leveraged transaction trading. Trading extensively in Futures, Options, and FOREX since 1986, first as a customer and then as a registered broker, he is self-taught and self-educated. Working in almost all facets of the trading business, he has authored several trading systems, trained other successful traders and has been published in many industry periodicals; his numerous articles on global cash FOREX have appeared in "Traders Savvy", "The Perspective", “SFO Magazine”, “Futures Magazine”, "FX Magazine" and other industry publications. He is a regular guest on FOREX TV and the Jack Bouroudjian Show as well as other business radio and television shows. He is the author of "Trading Rules that Work: The 28 essential lessons every trader must master" (John Wiley & Sons, October 2006), a regular Amazon top-100 best seller in the category of “Futures”. His second book "The Art of the Trade: What I learned (and lost) trading the Chicago futures markets" (John Wiley & Sons, October, 2008) is an autobiography of his education as a trader and is also a regular Amazon top-100 bestseller in the category of “biography/business”. His latest book titled "Time Compression Trading: Exploiting multiple time frames in zero sum markets" (John Wiley & Sons, October 2010) is also a regular Amazon top-100 best seller in its category of "Finance". He has focused on the psychology of trading as the key component to a successful trading methodology and teaches a six-week course on trading psychology every quarter to traders around the world. He appears regularly as a guest speaker at many public and private trading forums and has been invited to speak at round table discussions offered by events such as “The Orlando MoneyShow” and “The New York Trader’s Expo” He provides daily trade coaching and analysis working directly with traders of all skill levels and he trades his own accounts every day. Born and raised in Chicago, IL, he is an avid Sailor and Private Pilot.

Topic: Understanding Trading Systems and Robots

Description: If you have been looking for a better trading edge you most likely have looked at several “off the shelf” trading systems and Electronic Assistants (Trading Robots). If you have invested your money in using someone else’s trading system or EA you most likely have not seen the kind of gains you had expected. It doesn’t have to be that way.

In this webinar I’ll be showing you often over-looked facts about Trading Systems and Electronic Assistants (Trading Robots) that will help you get more from your trading. It’s not as simple as “turning the system on and letting it run” If it were that simple, computers and EA’s would have replaced live trading a long time ago.

The first fact you need to understand is that if a system or robot was really that good you as a retail trader would not have access to it. Institutional and professional traders invest a lot of time and money into their trading systems and consider it a trade secret. If it has very good potential to find quality edges in the markets—it likely will not be sold or distributed to anybody. No serious trader would allow others to work against his own approach.

Therefore, most systems and robots offer only a limited ability to help you find reasonable edges. And you are often working against better systems used by professionals. You as the trader need to know what the limitations and probabilities of your system or robot really are and how the system was designed in the first place. Without a solid understanding of what the system is trying to do you most likely will not be able to use the signals as well as you had initially expected.

Deep Profit LAB Powerful Forex Trading System Daily 100Pips

The majority of losers actually believed that they could predict the future … However, if everybody knew everything, prices would never have been a surprise and markets would be non-existent. Don’t get into guessing.

This system is designed to make trading easier for the average person and professional trader, and see a real market picture to help you to be a Super Successful Forex Trader.

Installation and Setup

If you already have MetaTrader 4 installed, place the following files:

into C:/Program Files/xxxxx/experts/indicators . where xxxxx is the name of your MT4.

For example, the MT4 from Tradenext Capital is called Tradenext Capital – MetaTrader 4 . and the complete Template goes:

into C:/Program Files/xxxxx/templates . where xxxxx is the name of your MT4.

After finished restart you MT4 platform for changes to apply.

IMPORTANT . In order to achieve good results you must read AND FOLLOW THE MAJOR RULES BELOW!

Recommended Time Frames: 30 MIN (Experienced Traders can change)

Use this system during London and New-York Sessions .

Keep Away from High Impacted News .

Pairs: All Major Pairs during trending the market.

Follow Money Management Concept.

Price at Red Price Border . (1)

MACD Pro color changed into Red . (2)

Trend Pro Indicator changed into Red upper 0.85 level . (3)

Mini_Max Line turned Up to Below . (4)

Trend Finder Indicator shows Major Trend Down . (5)

Exit when appear reversal signals. (6)

Recommended Article: Forex Easy Fractal Breakout Strategy with Bollinger Bands and MACD

Deep Profit LAB is a Powerful Forex Trading System. But please be aware of the potential loss, risk, personal or otherwise consequences of the use and application of this Trading System.

You must know your strategy before you start trading . If market turns against you get out of trade when stoploss conditions have been met.

Always follow your trading plan . Not following the trading plan is the number one mistake traders make. You must know exactly what you are going to do from start to finish BEFORE you enter a trade . and stick with it. Don’t second guess yourself in the middle of a trade. If you can’t overcome this hurdle you won’t be around as a trader for long.

Mensaje de navegación

Trading system design

We develop custom trading systems based on your trading ideas. Trading system generates buy or sell and short or cover signals based on certain market conditions. You also need to define position size (increasing or decreasing) and stop loss rules. To develop good trading system, we need to know well defined trading rules from you. Trading rules can be written in plain English, we will help you convert them in well define setup. Currently we develop trading systems on Amibroker and Metastock.

On Amibroker, we develop trading system either in AFL (Amibroker formula language) or c# DotNet. Complex calculations and logic can best developed using combination of AFL and C#.

Strategy Testing

Need more info?

Back-Testing Trading Strategies with Wealth-Lab Pro.

The Trading Strategies and Strategy Testing feature and trade signals generated by the strategies are provided for educational purposes and as examples only, and they should not be used or relied upon to make decisions about your individual situation. You may modify the Strategy Testing parameters as you see fit. Fidelity is not adopting, making a recommendation for or endorsing any trading or investment strategy or particular security. The Strategy Testing feature provides a hypothetical calculation of how a security or portfolio of securities, subject to an example trading strategy, would have performed over a historical time period. Only securities that were in existence during the historical time period and that have historical pricing data are available for use in the Strategy Testing feature. The feature has only a limited ability to calculate hypothetical trading commissions, and it does not account for any other fees or for tax consequences that could result from a trading strategy. You should not assume that Strategy Testing of a trading strategy will provide any indication of how your portfolio of securities, or a new portfolio of securities, might perform over time. You should choose your own trading strategies based on your particular objectives and risk tolerances. Asegúrese de revisar sus decisiones periódicamente para asegurarse de que siguen siendo coherentes con sus objetivos.

El rendimiento pasado no es garantía de resultados futuros.

&dupdo; 1998 – 2012 FMR LLC.

Thread: Deep Profit Lab

Deep Profit Lab System

[INDENT][INDENT] Deep Profit Lab. rar : ©Bid Ask. ex4 ©Clock. ex4 ©CMA. ex4 ©Days. ex4 ©Fib Level. ex4 ©MACD Pro. ex4 ©Mini Max. ex4 ©Pip Meter. ex4 ©Price Border. ex4 ©Spread. ex4 ©Trend Finder. ex4 ©Trend Pro. ex4 Deep Profit Lab. tpl DPL User Manual. pdf

[Only registered and activated users can see links. ]

The Following 7 Users Say Thank You to papa4x For This Useful Post:

Join Date Oct 2013

A good trading system. But somehow in the long boot Metatrader.

Join Date Jul 2010

At least some indicators could be useful. Parts, parts, parts for other ideas, not bad. I like the day open marking. By the way, has somebody purchased the LT Pulse indicator sold by Alessio Rastani for $500? That would be a nice Christmas present. Saludos Hermes

Last edited by hermes; 12-06-2013 at 03:31 PM.

Trading Solutions for Investors and Institutions

IB SM. InteractiveBrokers. com ®, IB Cuenta Universal SM. Interactive Analytics ®, IB Opciones Analytics SM. IB SmartRouting SM. Portfolio Analyst TM y IB Trader Workstation SM son marcas de servicio y / o marcas comerciales de Interactive Brokers LLC. Documentación de apoyo para cualquier reclamo e información estadística se proporcionará a petición. Los símbolos de negociación que se muestran son sólo para propósitos ilustrativos y no pretenden presentar recomendaciones.

El riesgo de pérdida en el comercio en línea de acciones, opciones, futuros, divisas, acciones extranjeras y bonos puede ser sustancial. Las opciones no son adecuadas para todos los inversores.

Para obtener más información, consulte el apartado "Características y riesgos de las opciones estandarizadas". Para obtener una copia, visite http://www. theocc. com/about/publications/character-risks. jsp. Antes de negociar, los clientes deben leer las declaraciones pertinentes de divulgación de riesgos en nuestra página de advertencias y exenciones de responsabilidad: http://www. interactivebrokers. com/disclosure. La negociación en margen es sólo para inversores sofisticados con alta tolerancia al riesgo. Usted puede perder más que su inversión inicial. Para obtener información adicional sobre las tasas de préstamos con margen, consulte http://www. interactivebrokers. com/interest. Los futuros de seguridad implican un alto grado de riesgo y no son adecuados para todos los inversores. La cantidad que puede perder puede ser mayor que su inversión inicial. Antes de negociar futuros de valores, lea la Declaración de divulgación de riesgos de futuros de seguridad. Para obtener una copia, visite http://www. interactivebrokers. com/disclosure. Existe un riesgo sustancial de pérdida en el comercio de divisas. La fecha de liquidación de operaciones en divisas puede variar debido a las diferencias de zona horaria y los días festivos. Cuando se negocia a través de los mercados de divisas, esto puede requerir fondos de préstamos para liquidar operaciones de divisas. La tasa de interés de los fondos prestados debe ser considerada al calcular el costo de las operaciones en múltiples mercados.

ENTIDADES INTERACTIVAS DE CORREDORES

INTERACTIVE BROKERS LLC is a member NYSE - FINRA - SIPC and regulated by the US Securities and Exchange Commission and the Commodity Futures Trading Commission. Headquarters: One Pickwick Plaza, Greenwich, CT 06830 USA www. interactivebrokers. com

INTERACTIVE BROKERS CANADA INC. Is a member of the Investment Industry Regulatory Organization of Canada (IIROC) and Member - Canadian Investor Protection Fund. La negociación de valores y derivados puede implicar un alto grado de riesgo y los inversores deben estar preparados para el riesgo de perder toda su inversión y perder otros importes. Interactive Brokers Canada Inc. es un distribuidor exclusivo para la ejecución y no proporciona asesoramiento ni recomendaciones sobre inversiones en relación con la compra o venta de valores o derivados. Oficina registrada: 1800 McGill College Avenue, Suite 2106, Montreal, Quebec, H3A 3J6, Canadá. www. interactivebrokers. ca

CORREDORES INTERACTIVOS (INDIA) PVT. LIMITADO. Es miembro de NSE. BSE y NSDL [http://www. sebi. gov. in]. Regn. Nº NSE: INB / F / E 231288037 (CM / F & O / CD); BSE: INB / F / E 011288033 (CM / F & O / CD); NSDL: IN-DP-NSDL-301-2008. CIN-U67120MH2007FTC170004. Domicilio social: 502 / A, Times Square, Andheri Kurla Road, Andheri Este, Mumbai 400059, India. Tel: +91-22-61289888 / Fax: +91-22-61289898 www. interactivebrokers. co. in

INTERACTIVE BROKERS SECURITIES JAPAN INC. 商号：インタラクティブ・ブローカーズ証券株式会社。金融商品取引業者：関東財務局長（金商）第187号。加入協会：日本証券業協会。東京カスタマーサービス：03-4588-9700(平日8：30-17：30)。 Registered Office: 4th Floor Tekko Kaikan, 3-2-10 Nihonbashi Kayabacho, Chuo-Ku, Tokyo 103-0025 Japan www. interactivebrokers. co. jp

INTERACTIVE BROKERS HONG KONG LIMITED is regulated by the Hong Kong Securities and Futures Commission, and is a member of the SEHK and the HKFE. Registered Office: Suite 1512, Two Pacific Place, 88 Queensway, Admiralty, Hong Kong SAR www. interactivebrokers. com. hk

The 10 Best Forex Strategies

I've found in over 10 years of trading…

When it comes to selecting strategies to trade, you have the choice between buying one off-the-shelf or trawling the Internet for freebies. The trouble with free forex trading strategies is that they are usually worth about as much as you pay for them. They haven’t been tested, and there is little evidence of their reliability.

The strategies covered here on the other hand, are ones that either I or successful traders I know have used in a consistently profitable fashion…

#1: The Bladerunner Trade

The Bladerunner is an exceptionally good EMA crossover strategy, suitable across all timeframes and currency pairs. It is a trending strategy that tries to pick breakouts from a continuation and trade the retests.

#2: Daily Fibonacci Pivot Trade

Fibonacci Pivot Trades combine Fibonacci retracements and extensions with daily, weekly, monthly and even yearly pivots. The emphasis here is on using these combinations with daily pivots only, but the idea can easily be extended to longer timeframes incorporating any combination of pivots.

#3: Bolly Band Bounce Trade

The Bolly Band Bounce Trade is perfect in a ranging market. Many traders use it in combination with confirming signals, to great effect. If Bollinger Bands appeal to you, this one is well worth a look.

#4: Forex Dual Stochastic Trade

The Dual Stochastic Trade users two stochastics – one slow and one fast – in combination to pick areas where price is trending but overextended in a short term retracement, and about to snap back into a continuation of the trend.

#5: Forex Overlapping Fibonacci Trade

Overlapping Fibonacci trades are the favourites of some traders I have known. Uesd on their own, their reliability can be a little lower than some of the others strategies, but if you use them in conjunction with appropriate confirming signals, they can be extremely accurate.

#6: London Hammer Trade

The extra volatility you get when London opens presents some unique opportunities. The London Hammer Trade is my take on an attempt to capitalise on these opportunities. Especially effective during the London session, it can be used at any time when price is likely to be taking off strongly in one direction, and possibly reversing from an area of support/resistance just as strongly.

#7: The Bladerunner Reversal

As mentioned above, the Bladerunner is a trend following strategy. The Bladerunner reversal just as effectively picks entries from situations where the trend reverses and price begins to trade on the other side of the EMA’s.

#8: The Pop ‘n’ Stop Trade

If you’ve ever tried to chase price when it bounds away to the upside, only to suffer the inevitable loss when it just as quickly reverses, you will want the secret of the pop and stop trade in your trader’s arsenal. There is a simple trick to determining whether or not price will continue in the direction of the breakout, and you must know it in order to profit from these situations.

#9: The Drop ‘n’ Stop Trade

The flip side of the pop and stop, this strategy trades savage breakouts to the downside.

#10: Trading The Forex Fractal

The forex fractal is not just a strategy but a concept of market fundamentals that you really need to know in order to understand what price is doing, why it is doing it, and who is making it move. This is the kind of inside info that took me years and many thousands of dollars to learn. It’s yours here for free, so make use of it

“Like most traders who eventually succeed I have spent my fair share of nights lying awake in bed staring at the ceiling”

One morning back in 2012, after I'd gone to bed beating myself up for having been taken by yet another scam forex educator (this time to the tune of $10,000) I woke up, logged on to the net and registered the name AuthenticFX. com.

I just needed to feel there was ONE forex website on the Internet that wasn't devoted solely to exploiting people.

I also had some vague idea it would be a way to record all I had learned in seven years of trading, especially in regard to the pitfalls and con artists.

It was a watershed moment, even though it would be several months before I started writing the pages and blog posts for AuthenticFX. From that moment I decided if I was ever going to make it as a trader, it would be necessary to go back and analyse everything that had happened over the past seven years.

I needed to get all that had passed in perspective, and to clearly identify:

WHAT WORKS AND WHAT DOESN'T WORK IN FOREX TRADING!

The time for going around in circles, trying one system after another, trusting one guru after another, was over.

From that point on, my trading began to recover. Even at the start, I was losing far less than the highly paid "educators" had "trained" me to lose! I gradually began to put together a clear picture of everything that worked, and discarded everything that didn't. That clarity finally got me on my feet as a trader, and is the basis of everything I teach.

This website is about that journey, and it is dedicated to helping you in yours!

I trade mostly the AUDUSD, and mostly during the Asian session, as these represent the bulk of trading opportunities available to me during my waking hours. The strategies presented here however, can be traded across all time zones and all currencies.

I’m a predominantly manual trader, although I have extensive experience trading automated systems. It’s just that I have never found a fully automated system that has worked consistently over the longer term.

I have used and developed many strategies over the years, and I teach the essentials of the best of these in this short course. I currently employ ideas from several of the strategies, predominantly based around what I refer to as the Bladerunner trading strategy.

USING THE FISHER TRANSFORM - Trading System Lab PDF

USING THE FISHER TRANSFORM - Trading System Lab Free Book:

The EasyLanguage code to do this is shown in Figure 4. Value1 is a function to normalize price within its last 10 day range. The period for the range is

USING THE FISHER TRANSFORM - Trading System Lab PDF Download:

http://www. tradingsystemlab. com/files/Using The Fisher Transform. pdf Quick View PDF Download PDF

Related to USING THE FISHER TRANSFORM - Trading System Lab PDF:

USING THE FISHER TRANSFORM - Trading System Lab book 8.8 out of 10 based on 26 ratings.

В© Trading 2010 All Trading ebooks are the property of their respective owners. Trading does not host any of pdf ebooks on this site. We just links to books available on the internet. DMCA Info Validate XHTML & CSS

Please accept the terms of the following Disclosure

CFTC disclosure The CFTC (Commodities Futures Trading Commission) mandates that you be shown their risk disclosure statements BEFORE you are shown futures trading hypothetical performance results. Please read the disclosures presented below. All performance data shown in this website is hypothetical performance in that it is not the result of actual trading. Hypothetical performance results may have many inherent limitations. No se hace ninguna representación de que cualquier cuenta tenga o sea probable obtener ganancias o pérdidas similares a las mostradas. De hecho, hay frecuentemente fuertes diferencias entre los resultados de rendimiento hipotético y los resultados reales logrados posteriormente por cualquier programa de comercio en particular. Una de las limitaciones de los resultados de rendimiento hipotético es que generalmente se preparan con el beneficio de la retrospección. Además, el comercio hipotético no implica riesgo financiero, y ningún registro de operaciones hipotético puede explicar completamente el impacto del riesgo financiero en la negociación real. Por ejemplo, la capacidad de soportar las pérdidas o adherirse a un programa de negociación particular a pesar de las pérdidas comerciales son puntos importantes que también pueden afectar adversamente los resultados comerciales reales. There are numerous other factors related to markets in general or to the implementation of any specific trading program which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results. The CFTC wants you to be presented a realistic picture of futures trading. The leverage that gives futures trading so much potential can also work against you. Not only do you have the potential for highly leveraged gains, but you also have the potential for highly leveraged losses. Futures’ trading involves significant risk and is not suitable for everyone. You should carefully consider your financial position before participating in futures trading. El desempeño pasado no es necesariamente indicativo del desempeño futuro. One should not trade with money one cannot afford to lose. We have tried to present information that is 100% accurate in this website, but we do not warrant that it is error free and complete. Please do not rely on our information as a substitute for your own judgment and counsel in deciding your role in futures trading. The trading systems we present in this website are meant for sophisticated traders. Following our system's trading signals will not necessarily lead to profit, and could lead to loss. If you do not understand the type and degree of risks associated with futures trading, our trading systems are probably not suitable for your use. Should you use our trading signals, Chris Trading Systems LLC and its principles accept no liability for any loss incurred from such trading. Chris Trading Systems LLC and its principles will not be held liable for any direct or consequential damages incurred as a result of your participation in futures trading. Chris Trading Systems LLC does not provide personalized advice. We provide only standardized trading signals, not customized for any individual or specific population. We do not solicit trade or manage customer money. Chris Trading Systems LLC and its principles are not registered with the NFA or CFTC. If we should later also provide personalized advice or solicit, trade or manage customer money, we would need to register beforehand, and will of course do so . .

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THE TRADING ROOM™

Futures Truth Magazine has named The Trading Room® TradeLAB as one of the Top 10 trading rooms in the United States in a study conducted by Dr. Dean Handley.

"The study took into account over four years of evaluation, 47,000 historical trade records and 19,000 prospective trades. In Dr. Handley's study, he reviewed more than 400 futures trading websites and evaluated them using several factors including their transparency, proven track record, and the likelihood of them assisting traders become successful".

Find out for yourself what all the buzz is about. Test drive our live trading room for free.

Markets covered:

Financials – S&P 500, DJI, NASDAQ, Russell, Interest Rates

Metals – Gold, Silver, Copper

Energy – Crude Oil, Natural Gas

Grains – Soy, Corn, Wheat

Forex – usd/jpy, eur/usd, eur/jpy, usd/chf, usd/cad, gbp/usd, aud/usd

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COMMODITY FUTURES, OPTIONS, AND FOREX TRADING INVOLVES SUBSTANTIAL RISK AND IS NOT SUITABLE FOR ALL INVESTORS. CLICK HERE FOR A FULL RISK DISCLOSURE

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Artical fx lab forum

Foreign exchange trading demands extreme universal attention because it is simply the most lucrative investment you can make. Although many sites preach how easy it is to turn one hundred dollars into one thousand dollars by investing in the fx market, in reality fx trading takes much concentration, will, and patience to achieve favorable results, once experienced though, results come easier and profits larger. The beauty of trading currencies is its flexibility it can be done part time, at any hour, from anywhere in the world. The following are a few global forex trading tips for beginners. 1.Take The Time To Understand The Basics Before you jump head first into global forex trading, take the time to develop an understanding of what the currency markets encompass. There is an abundance of knowledge for you to be exposed to before the first live trade. You do not need to be an expert before you place your first trade, but it is advisable that you understand what a currency pair is, how you stand to make money by buying or selling, and what influences price movements on the exchange. 2.Use A Demo Account First To trade forex you must use a platform provided by a broker.

September 13, 2013 3:14 pm

TSL is very interesting. However, what’s the difference between their product (which when I checked 2 years ago was $60k) and http://www. adaptrade. com ‘s genetic programmer – which costs around $1k? As far as I can tell these two products do roughly the same.

I used the latter’s product profitably for a couple of years now on TF & ES futures. Very nice, no complaints at all. You have to know what to look for / how to direct the evolution of the system. But apart from that, it’s simple and effective.

September 14, 2013 6:28 am

I’m not sure what all the differences are but I do believe one of them is Adaptrade Builder does not do predictive modeling. It does use a genetic algorithm to develop a system based upon price action and indicators. Maybe someone else can clarify, but I’m also guessing the backtesting capabilities and output format of TSL is a lot different. In short, TSL is clearly an institutional product unlike Builder.

September 14, 2013 1:57 pm

I enjoy your blog very much and your practical examples of systems and code for TS.

I know s few PhD qunats working for hedge funds who have not had good success trying genetic programming. One of them is using http://www. strategyquant. com/ which is cheaper but a bit more advanced than Adaptrade. About TSL I cannot speak about but I have heard complains from users not been able to generate any profitable systems.

In my opinion the statement that “Currently, trading systems developed by Trading System Lab are ranked by third parties as among the world’s most profitable trading systems.” is not verifiable because of the nature of GPs and their inherent randomness. Each time a GP goes through a new random generation data-mining bias is introduced by virtue of reuse of same data. This process of testing billions of combinations of entry and exit logic will eventually find some systems that minimize the objective function specified in the in-sample of data but also in any out-of-sample including all possible walk-forward samples. This is basically curve-fitting enforced by data-mining bias. Although GPs are extremely useful in problems where optimization is required that is a disadvantage when it comes to trading systems because optimization is a handicap there rather than desired as you well know.

One guy told me that using such a program was very frustrating and time-consuming as eventually everything that was generated and tested profitable in out of sample fell apart quite fast. I think your readers should be aware of these other views. Keep up the good work!

December 12, 2013 7:56 am

I am a user of TSL, and have found it very powerful. There is a clear and distinct wall separating the ‘evolution’ phase (when the GP establishes the trading rules) and the ‘live trading’ phase (during which the GP is not active or even available). TSL system live trading track records are thus credible, since the company doing the verification (Futures Truth) only has access to the fixed and static trading rules, not the evolution engine. Some of the TSL systems have been tracked and continue to ‘lead the pack’ 5+ years after release…. best stuff I’ve ever seen.

November 23, 2014 12:15 am

Hello Darryl –

I attended a Trader System Labs (TSL) seminar this week and was intrigued by it. I googled and found this website

with your comments about the TSL system. You wrote in Dec 2013, is it possible that you can share with me how the system has been behaving this past year, has there been any problems, how did it handle the market correction last month, etc. Have your created any other strategies? What kind of returns are you seeing?

Do you know of any other users of the TSL system that I can talk with, looking for some more information from the user community before spending the money.

My email is: airbear77 (at) msndotcom

December 12, 2013 9:43 pm

I am currently a user of TSL, and have been for the last 3 years. I have been trading some of the systems I built since 2010 (it’s currently December 2013) and they continue to hold up well out of sample. I focus mainly on futures, more specifically Ten Year Futures (TY) and Bond Futures (US) which trade on the CME. TSL is not the holy grail, but it is without a doubt the best piece of software I have ever used when it comes to building trading systems. Following the rules that TSL has laid out, I built a number of systems with great profit factors and very reasonable trade-to-parameter ratios that continue to outperform any system I was previously able to build by hand. Best of all, TSL is able to find profitable trading systems in a few minutes time. I know that futures truth tracks the real time progress of algorithmic trading systems factoring in very reasonable amounts of slippage and commissions, and TSL continues to top a number of those different lists. I would highly recommend you view the videos on the TSL website to get a feeling of what TSL is capable of (the videos are free). I continue to evolve systems with TSL that continue to hold up in real time, which can be traded in real time by both programmers and non-programmers alike.

November 23, 2014 12:11 am

Hello Richard –

I attended a Trader System Labs (TSL) seminar this week and was intrigued by it. I googled and found this website

Do you know of any other users of the TSL system that I can talk with, looking for some more information from the user community before spending the money.

My email is: airbear77 (at) msndotcom

November 19, 2014 6:42 am

Very nice presentation. Any other good resources for predictive modeling research out there? My company, Modern Analytics, has produced an incredible technique for predictive modeling that we have packaged into a SaaS solution, but we’re always trying to further our research to improve the solution.

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Il Trading è una professione come tante: si può imparare, richiede impegno, ma prima di ogni cosa, un Metodo . che può essere appreso attraverso la frequenza ad un corso. Percorso in aula

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o seguendo l'operatività di Trader più esperti attraverso dei Segnali Operativi inviati real time . Segnali Operativi

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Hoboken, N. J. – Leaders in the Financial Engineering field, as well as Lieutenant Governor Kim Guadagno (R-NJ), joined officials at Stevens Institute of Technology to open the Hanlon Financial Systems Lab, a state-of-the-art financial teaching and research facility that will serve as a classroom and laboratory to graduate and undergraduate students in the Financial Systems Center at Stevens. The lab comes courtesy of a gift from Stevens alumnus and Board of Trustees member John “Sean” J. Hanlon IV, CFP® ’80 (B. E. Mechanical Engineering) .

“Today Stevens continues its leadership role in formulating a systems perspective for the study of the global financial system, a sector undergoing constant changes with the innate ability to disrupt the global economy,” said Dr. Nariman Farvardin, President of Stevens. “The lab’s cross-disciplinary focus across financial systems, software engineering and cyber security, and its location in the heart of the world’s financial center has positioned Stevens to impact this growing and vital field.”

“The speed of change in financial systems due to technological innovation compels institutions of higher learning to remain ahead of the curve in order to produce impactful research and properly educate students within the current tools that employers demand,” said Hanlon. “Stevens has built a strong reputation in the financial services community through the research we have done and the graduates that have entered the workforce. This facility gives Stevens the resources to remain at the forefront of the industry.”

The Hanlon Financial Systems Lab. as the teaching and research facility will be known, will mirror what students will find at any investment bank, hedge fund, financial institution or asset management firm. The lab will integrate the latest hardware and software technologies to support innovative research into the most common and urgent problems in contemporary finance including systemic risk, enterprise-level risk management, software development and cyber security.

The Hanlon Financial Systems Lab is designed to support academic programs within the Financial Systems Center at Stevens, which include a graduate program in Financial Engineering, offering Masters and PhD degrees, and an undergraduate program in Quantitative Finance, the only one of its kind in the Northeast. The lab features equipment typically found in a trading room including Bloomberg terminals, trading desks, Smartboards and several high definition screens.

Hanlon, who founded Hanlon Investment Management in 1999, will serve as the Chairman of the Advisory Board for the Financial Systems Center. Dinesh Verma, Dean of the School of Systems & Enterprises, and Professors Khaldoun Khashanah and George Calhoun join Hanlon in leading the undergraduate and graduate programs associated with the Financial Systems Center.

ICAP and RealTick are strategic partners of the Stevens Financial Systems Center. Additional support, data and software for the FSC will be provided by the likes of Bloomberg, Thomson Reuters, Jefferies, Gain Capital, Tripwire, Decide-FS, Redseal and Fortify.

Preceding the opening of the lab, Dr. Robert Engle, Professor of Finance at NYU and winner of the 2003 Nobel Prize in Economics; Dr. Andrei Kirilenko, Chief Economist of the Commodity Futures Trading Commission; and Dr. Lou Crandall, Chief Economist of Wrightson ICAP participated in an academic colloquium titled: “The New Complexity – A Systems Perspective on Finance.” Following that, was a luncheon with keynote speaker, Richard Brueckner, Chief of Staff, BNY Mellon.

About Stevens Institute of Technology

Founded in 1870, Stevens Institute of Technology, The Innovation University ™, lives at the intersection of industry, academics and research. The University's students, faculty and partners leverage their collective real-world experience and culture of innovation, research and entrepreneurship to confront global challenges in engineering, science, systems and technology management.

Based in Hoboken, N. J. and with a location in Washington, D. C. Stevens offers baccalaureate, master’s, certificates and doctoral degrees in engineering, the sciences and management, in addition to baccalaureate degrees in business and liberal arts. Stevens has been recognized by both the US Department of Defense and the Department of Homeland Security as a National Center of Excellence in the areas of systems engineering and port security research. The University has a total enrollment of more than 2,400 undergraduate and 3,700 graduate students with more than 450 faculty. Stevens’ graduate programs have attracted international participation from China, India, Southeast Asia, Europe and Latin America as well as strategic partnerships with industry leaders, governments and other universities around the world. Additional information may be obtained at www. stevens. edu and www. stevens. edu/news .

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Welcome to Quantitative Systems. Quantitative Systems is an executive technology search firm that focuses on finding the best technical talent. We focus our resources on finding the most talented software engineers in the world across multiple industries.

We are experts at identifying the best software developers in the world. We are always searching for programmers who are talented in any of the major object oriented languages: such as Java, C++, C#, or Ruby on Rails.

Quantitative Systems has a practice that is dedicated to Quantitative trading. This particular part of Quantitative Systems focuses on finding software development professionals that have a keen interest and understanding of the financial markets and systematic trading. Quantitative Trading has been defined as the systematic implementation of trading strategies that human beings create through rigorous research where as systematic is defined as a disciplined, methodological, and/or automated approach. We support many software and infrastructure related positions throughout the field of finance.

Quantitative Systems also has a dedicated search practice for each Media, Start-ups, and Technology companies. Since the lines between media, start-up and technology can blur at times, we just make sure we find the best software developers on the planet for our clients.

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Wed, 05 Mar 2014 10:32:37 GMT - Mercury Minerva

Mercury Minerva’s FPGA-based trading system speeds up, and expands into government and military use

4 March 2014, Carmel IN. Since its launch in Q3 2013, Gunslinger HFT™ 1.0 High Frequency Trading System has executed about ¼ of a million trades. Just released, version 2.0 is 25% faster, running at 750 Nanosecond latency. Latency is measured from the time a market data event “of interest” arrives at the Solarflare network interface card, until the first byte of the order appears on the wire. In the competitive world of high frequency algorithmic trading, a 25% speed-up is a big deal.

Typical market data “events” (e. g. market pre-open messages) on the prevailing 10 GB/S feeds are streaming at 15 nanosecond intervals. Automated responses need to happen in under a microsecond to maximize a strategy’s fill rate. Order bursts of 100 or more orders per market event are not uncommon, and are fully supported by Gunslinger software working on the Mercury Minerva Trading system.

Mercury-Minerva’s systems provide a solid high-frequency platform for trading, compliance, and security approaches with simple configuration and minimal application engineering. They are built on COTS (commercial off the shelf) parts including a Dell 4U chassis, a Solarflare Application Offload Engine PCIe board, Altera Stratix V FPGAs, Impulse Accelerated Technologies C to FPGA compilation and Altera Quartus. This strategy improves the system’s return on investment as networking and processing technologies continue to improve.

Other new features in Gunslinger HFT 2.0 make the system more flexible:

& Middot; Multiple triggering strategies enable users to plug in multiple event detection modules at boot time and switch between them as needed at run-time.

& Middot; Order message refresh has been pared down to near wire speeds. It takes only 2.3 microseconds to do a worst-case refresh of an FPGA order template with the typical 560-byte single-order only requiring 840 nanoseconds to refresh. By using multiple trading sessions on alternating ports the system provides the ability to keep up to 16 order templates current even with multiple triggering events during a single market data message block.

& Middot; OpenOnload Integration makes it unnecessary to integrate an expensive and latency-inducing TOE (TCP Offload Engine) into the FPGA logic as well as providing acceleration for the trading engines operations that are not offloaded to the FPGA.

Simple Application Integration is provided by the new Gunslinger-API. The API makes minutia of implementation of the FPGA transparent to the user. Additionally, the tight integration into OpenOnload minimizes the application customization needed. One Beta client of the new Gunslinger API was able to hook Gunslinger into the existing trade engine in less than one work day. For many competing solutions this is a multi-month activity.

Mike Barna, President of Trading System Lab, a leading Financial Technology company commented, “It is interesting to see the advances in low-latency trading show up on simple, user accessible systems like this when a few years ago it was the province of very expensive systems providers only. It kind of equalizes things.”

In related news; Government clients have begun sampling versions of this system for low-latency Ethernet packet inspection. It turns out that the technology also applies to many mil and government tasks and also to commercial data mining applications.

Mercury Minerva Trading Systems makes semi-custom solutions for high frequency trading, compliance, risk analysis and general Ethernet streaming analysis. www. MercuryMinerva. com. Or info@MercuryMinerva. com

Dettagli Creato Giovedì, 29 Maggio 2014 17:12 Visite: 9427

In this section you can find a list of the Trading Systems available for lease throught Tradestation App Store.

VBI (Volatility Breakout Intraday) on EURUSD

This Trading System has sent real time trading signal from January 2013 to April 2014 (then we decided to make it available for lease in the TS App Store)

VBI (Volatility Breakout Intraday) on USDJPY

This Trading System has sent real time trading signal from January 2013 to April 2014 (then we decided to make it available for lease in the TS App Store)

. more on this system in the App Store

Short Strangle on Weekly and Monthly Options with Mechanical Defense om the underlying Future

This Strategy works on 16 different Futures (with monthly options) and 6 different Futures (with weekly options); with some of these underlying the Strategy is live from september 2011 (sending weekly and monthly tradng signals) and results are recorded on a monthly basis in this section of the Forum.

Il Trading è una professione come tante: si può imparare, richiede impegno, ma prima di ogni cosa, un Metodo . che può essere appreso attraverso la frequenza ad un corso. Percorso in aula

osservando un Trader e affiancandolo nella sua operatività (Coaching Individuale). Coaching 101

o seguendo l'operatività di Trader più esperti attraverso dei Segnali Operativi inviati real time . Segnali Operativi

Quantitative Trading LAB di Luca Giusti - e-mail: [email protected] Tutti i diritti sono riservati. tel: 0041 44 586 68 57

Accedendo e continuando nella lettura dei contenuti di questo sito Web dichiari di aver letto, compreso e accettato le sopracitate informazioni legali.

Dettagli Creato Giovedì, 29 Maggio 2014 17:12 Visite: 9427

In this section you can find a list of the Trading Systems available for lease throught Tradestation App Store.

VBI (Volatility Breakout Intraday) on EURUSD

This Trading System has sent real time trading signal from January 2013 to April 2014 (then we decided to make it available for lease in the TS App Store)

VBI (Volatility Breakout Intraday) on USDJPY

This Trading System has sent real time trading signal from January 2013 to April 2014 (then we decided to make it available for lease in the TS App Store)

. more on this system in the App Store

Short Strangle on Weekly and Monthly Options with Mechanical Defense om the underlying Future

Il Trading è una professione come tante: si può imparare, richiede impegno, ma prima di ogni cosa, un Metodo . che può essere appreso attraverso la frequenza ad un corso. Percorso in aula

osservando un Trader e affiancandolo nella sua operatività (Coaching Individuale). Coaching 101

o seguendo l'operatività di Trader più esperti attraverso dei Segnali Operativi inviati real time . Segnali Operativi

Quantitative Trading LAB di Luca Giusti - e-mail: [email protected] Tutti i diritti sono riservati. tel: 0041 44 586 68 57

Accedendo e continuando nella lettura dei contenuti di questo sito Web dichiari di aver letto, compreso e accettato le sopracitate informazioni legali.

NAMO & NYMO Market Trading Systems

The NYMO and NAMO indicators are also called the McClellan Oscillator, the NYMO is derived from the NYSE while the NAMO is derived from the Nasdaq. Below I show a few chart examples of this 'Quasi Mechanical System', but first let's cover the definition of what the NYMO and NAMO are.

Developed by Sherman and Marian McClellan, the McClellan Oscillator is a breadth indicator derived from Net Advances, the number of advancing issues less the number of declining issues. Subtracting the 39-day exponential moving average of Net Advances from the 19-day exponential moving average of Net Advances forms the oscillator. As the formula reveals, the McClellan Oscillator is a momentum indicator that works similar to MACD. McClellan Oscillator signals can be generated with breadth thrusts, centerline crossovers, overall levels and divergences.

The McClellan Oscillator at Stockcharts. com is ratio adjusted to take into account changing totals in issues traded on the NYSE and Nasdaq. Instead of using Net Advances, Stockcharts. com calculates Net Advances as a percentage of advances plus declines. The result is then multiplied by 1000 to obtain whole numbers and eliminate decimals. This ratio adjustment makes it possible to compare McClellan Oscillator levels over a period of time. The NYSE traded just over 2000 stocks in 1990 and 1991. The total surged throughout the 90s and exceeded 3000 in 1995. Between 1998 and 2010, the NYSE traded between 3000 and 3600 stocks on a daily basis. Because of this increase, it would not be possible to compare the early 90's McClellan Oscillator with the late 90's McClellan Oscillator. Raw numbers for advances and declines do not reflect the fluid nature of total issues. Ratio adjusted net advances (RANA) solves this problem by showing net advances as a percentage of advances plus declines.

Use as a quasi Bollinger Band System for identifyin g tradeable market bot to ms and tops

Below are chart examples of the NYMO and NAMO plotted with simply with Bollinger Bands, and as you can see from the charts notice that when then these indicators close below or above their respective Bollinger Bands, they are pretty good at marking tradeable market bottoms and tops (however they appear to be better at markting bottoms vs tops. The reason I label these charts as a 'Qasi System' is because I have not done the statistics or went throught the trades with a fine tooth comb in order to come up with a set of hard rules. Simple use these charts indicators as a visual tool to hel indentify market inflection points i. e. tradeable bottoms or tops.

Below is a chart of the NYMO plotted with Bollinger Bands - notice how well it has identified tradeable market bottoms ( click here for a real time chart ).

Please note, the images below are static and I will not be updating them that often, if you want to see a live chart, click the URL above)

And below is a chart of the NAMO with Bollinger Bands (the Nasdaq McClellan Oscillator) - notice how well it has identified tradeable market bottoms ( click here for a real time chart ).

Please note, the images below are static and I will not be updating them that often, if you want to see a live chart, click the URL above)

This article is going to be an extension of a previous article where we performed an intraday price study. We do this by exploring different market sessions to determine if we can find an edge for a possible intraday trading system. If you have not read the previous article, When To Go Long, I urge you to read this because we are going to jump right in and explore the same concept on the short side. As a reminder here are the five different market sessions we will be looking at. Six Market Sessions Pre-Market, 06:20 – 08:30 The Open, 08:30 to 10:40 Midday, 10:40 to 13:50 The Close, 13:50 to 15:00 Post-Market, 15:00 to 17:10 We will be using the […]

February 8, 2016 5:00 am 5 comments

In this article I would like to perform an intraday price study to explore the intraday action of the market to determine if we can find an edge. I’m going to be using the S&P E-mini futures market, but the principles here could be applied to any market. In particular, I’m interested how different times of the day affect different trading strategies. The trading day, as defined by the U. S. open and close, for the S&P is six and a half hours. That translates to 390 minutes. We can then break the day up into three 130-minute periods. Let’s also explore the times before and after the regular day session. To do this we can add a 130-minute period before the market open (Pre-Market) and a 130-minute […]

January 4, 2016 5:00 am 0 comments

Happy New Year system traders! With the new year it’s time to take a look back at 2015 and highlight the top five most popular articles. These articles all provide great material to help you in your systematic trading. Did you miss any of these articles? If so, now is your chance to review this popular material and see where it might fit into your system development process. I determined the top five articles based upon the number of views the article received. So let’s get going by starting with the 5th most popular article for 2015… Number 5 Connors 2-Period RSI Update For 2014 Once again the simple 2-period RSI trading models popularized by the book, “Short Term Trading Strategies […]

December 14, 2015 5:00 am 13 comments

In last week’s article, A License To Print Money, we took a look at three different opening range breakout methods that were used by several well-known traders. These traders grew very small seed accounts into large winnings. All these traders used a very similar trade setup. That was, variations of the opening range breakout on the futures and/or bond markets. The three traders which were highlighted were… Tony Crabel Sheldon Knight Larry Williams We also discovered the recent performance of these open range breakout setups has been diminishing. It’s assumed that a couple of factors are coming into play which are reducing their effectiveness. Most notably is the introduction of the electronic markets which reduced the impact of the traditional market […]

December 7, 2015 5:00 am 2 comments

When it comes to legends in the trading world the name Larry Williams comes up often. Larry is the creator of the ultimate oscillator and the Williams %r indicators. Furthermore he has written many popular books. His claim to fame is taking a $10,000 account to $1,100,000 during the 12-month competition known as the World Cup Championship of Futures. Interestingly his daughter, Michelle Williams, won the same contest at age 17. I bet a little help from Dad went a long way with that one! While Larry’s impressive story is well known to many there is another trader who as done equally as well when it comes to taking a small account to large sums. That trader is Sheldon Knight. [& Hellip;]

November 30, 2015 5:00 am 0 comments

With Christmas about four weeks away, I thought it would be interesting to see how the S&P behaves in the days just before Christmas. Do the days just before this holiday tend to be bullish, bearish, or neutral? To test the market behavior just before the Christmas holiday I will use the S&P Cash index back in 1960. I will create an EasyLanguage strategy that will enter a trade X days before Christmas and close that trade on the opening of the first trading day after Christmas. Each trade will dedicate $100,000 to purchase shares. Stops, and both commissions and slippage are not utilized in this study. Ten Days Before Christmas First let’s look at the ten days before Christmas. What happens […]

November 16, 2015 5:00 am 1 comment

In a recent article, Seasonality Study, I took a look at the classic seasonality effect as seen in the U. S. markets. Briefly recapping that article, it shows that the trading days between November through May appear to hold significant gains in the market while the trading days between June and October hold far less profit. In this article I would like to test the market’s intra-day behavior based upon seasonality. This idea came upon me as a reader privately emailed me. We are all aware that different sessions exist for any market. For example, when dealing with the emini S&P we have a pre-market session, the morning session, lunch time session, and an afternoon session. Often you can see distinct characteristics within each session. To test for […]

November 9, 2015 5:00 am 5 comments

November is here and that means the start of a historically strong period for the U. S. markets. This is a well known seasonality period which runs from November to May. While it’s true the U. S. markets experienced a Death Cross formation not very long ago, the market has since rebounded nicely. The Death Cross formation is still in effect but it may give way to its opposite formation, the Golden Cross, very soon. If the Golden Cross formation does take hold, this would simply be another indication that the market may be posed for a new run. In this article I would like to take a closer look at the seasonality bias which so many investors and traders talk about. Seasonality Bias First, I would […]

October 26, 2015 5:00 am 5 comments

In the October issue of Futures magazine author Jean Folger discusses an important aspect when selecting two or more indicators when developing a trading system. While I don’t recommend simply combining indicators to create a trading system, and I don’t think that’s what Folger is suggesting either, when there comes a time to introduce two or more technical indicators to a trading system, this is when Folger’s advice is relevant. The author highlights a common mistake when selecting two or more indicators that could really hinder the performance of your system. By following Folder’s advice you can multiply the effectiveness of your system by selecting two or more indicators when done properly. Types of Indicators When it comes to technical indicators we are talking about mathematical formulas that are applied to price or volume. These technical indicators include MACD, Moving Averages, […]

Some trading systems have prolonged periods of winning or losing trades. Long winning streaks may be followed by a prolonged period of drawdown. Wouldn’t it be nice if you could minimize those long drawdown periods? Here is one tip that might help you do just that. Try applying a simple moving average to your trading system’s equity curve and use that as a signal on when to stop and restart trading your system. This technique just might radically change your trading system’s performance. How to do this? Well the moving average applied to your trading system’s equity curve creates a smoothed version of your trading system’s equity curve. You can now use this smoothed equity curve as a signal on when to stop or restart trading. For example, […]

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Driven by a common vision, sharing common values and inspired by a spirit of innovation and imagination, TM Lab Systems employees continue to display dedication to place the Company at the forefront of the Laboratory, Office and Educational Furniture Systems increasing our market position

Our strong reputation built on quality products and excellent service has helped us to develop strong relationships with local Educational Establishments, Industry, Commercial, Hospitals and Healthcare and Government Sectors throughout the Country. Our strong reputation built on quality products and excellent service has helped us to develop strong relationships with local Educational Establishments, Industry, Commercial, Hospitals and Healthcare and Government Sectors throughout the Country.

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Laboratory Furniture and Equipment, Fumehood, Laminar Flow Cabinets & Bio-Chemical Cupboards, Safety CabinetsToilet Cubicles, HPL Lockers, School Furniture, Kindergarten and Nursery Furniture, Hospital and Healthcare Furniture, Office Furniture, Partitions, Educational, Laboratory and Office Boards (Cork, Notice and White Boards) Contract Site Furniture, Pantry and Kitchen Furniture

Welcome To PATs Price Action Day Trading Website!

Welcome to the Price Action Trading System Home Page. Nuestro objetivo principal aquí en PATs es ofrecerle información comercial y estrategias de negociación que se basan en las entradas de acciones de precios, más conocido como Price Action Trading. Todo lo que necesita saber acerca de dónde se dirigen los precios se puede encontrar directamente en los precios que se encuentran en su gráfico. There is NO better way to trade, guaranteed!

Price Action Day Trading Strategies (NinjaTrader Charting)

If you learn to read and understand the language of price action . No hay necesidad de indicadores de fantasía. Pronto aprenderá a comerciar rentablemente utilizando nada más que un solo gráfico, ordenado.

You don’t need a fancy trading station with stacks of monitors, nor do you need any expensive and over used chart indicators that will simply confuse you and trick you into entering bad trades. Tenemos varias estrategias de negociación y un curso de acción de precio de comercio disponible aquí en nuestro sitio que le moverá en la dirección correcta cuando se trata de encontrar una estrategia comercial exitosa.

Con nuestras estrategias de negociación, todo lo que necesita es un gráfico único, un promedio móvil simple y unas pocas líneas de tendencia. Cualquier cosa más que esto y sólo hará que el comercio más difícil. Tómese el tiempo para explorar nuestro sitio y evaluar algunas de nuestras estrategias comerciales.

Nuestro principal objetivo comercial será enseñarle a leer un gráfico de precios, y esta estrategia funcionará en cualquier gráfico y en cualquier mercado, así como, en cualquier momento. There simply is no “better” Manera de negociar. Descubra hoy por qué podemos hacer esta afirmación explorando nuestro sitio y nuestros productos. Uso de la acción de precios como su principal herramienta de comercio se limpia sus cartas y eliminar el desorden que normalmente crea confusión e indecisión para los comerciantes. Basar sus operaciones en los precios y su movimiento le ayuda a encontrar razones fiables para entrar en un comercio, al tiempo que le da información comercial clara y precisa. Why not find out what this strategy can do for you starting today?

Your first step should be to check out our e-book manual on learning to read a price chart. Es fácilmente vale la pena muchas veces el costo que cobramos. Lo mejor de todo, puede descargarlo al instante, para que pueda empezar rápidamente. Se le presentará a todas nuestras estrategias de negociación de precios de acción.

Aunque recomendamos empezar con el manual de acción de precios, también ofrecemos algunas estrategias de negociación que se basan en habilidades similares de lectura de gráficos, sin embargo, usted puede aprender rápidamente sin tener que entender completamente la acción del precio. Son simples y fáciles de aprender estrategias, pero muy poderosos fabricantes de dinero. However, don’t sell yourself short, make sure that you start at the beginning by starting with “Mack’s Price Action Manual!”

Our price action trading manual and all of our strategies were developed and written by our own traders here at PATs. Somos comerciantes de día de tiempo completo que tienen muchos años de experiencia en el comercio de día en los mercados. Utilizamos todas estas técnicas en nuestras propias cuentas comerciales todos los días. Sabemos y entendemos la ventaja que obtienes al comerciar con nuestra probada estrategia comercial.

What is Price Action Trading?

We are often asked here at PATs what the term price action, or “action price” actually means. Bueno, no hay una verdadera definición de estos términos, pero en inglés simple, es una técnica comercial que le permite leer el mercado y tomar decisiones comerciales basadas en los movimientos reales de precios o la acción de los precios como ondular e imprimir a un gráfico , En lugar de basarse en indicadores rezagados. La mayoría de los indicadores se derivan de los precios del pasado en el gráfico, por lo que son, de hecho, que le da información sobre los movimientos de precios rezagados. Stop the madness of using indicators and learn how to trade by understanding how to read a price chart today!

Why would you want to base your trades on past information when the most important factor in trading is what prices are doing right now, and what they are most likely to do in the very near future? Using our strategies, we can help you to learn what prices are most likely going to do in the near term, rather than trying to guess using lagging and misleading indicator tools. Hay algunos comerciantes y algunas grandes instituciones que realmente se desvanecen los movimientos de los indicadores por la única razón que tantos comerciantes perdidos los utilizan para basar sus decisiones comerciales. Eso solo debe decir que son un juego perdedor en la mayoría de los casos.

One of the most common themes we hear in trading is that “the trend is your friend !” This is a very true statement, but the second most common theme to losing traders is that they are always looking for tops and bottoms and thus end up counter trend trading the majority of the time and this causes them to lose money. El problema del millón de dólares a negociar con la tendencia es saber cuándo la tendencia está en juego, y cuando está terminando realmente y una nueva tendencia está comenzando. Our trading rules will show you an easy way to determine and solve this problem, and that alone will put you on the winning side of the market more often!

The market can actually only do three things. Puede tendencia hacia arriba, puede tendencia hacia abajo, o puede chop alrededor de un rango de comercio. Nuestro manual de negociación de acción de precio puede mostrarle cómo determinar fácilmente cuál de estas cosas el mercado está haciendo. Le mostraremos cómo determinar lo que el mercado está haciendo, la forma en que se está yendo, y donde es más probable que vaya en el corto plazo utilizando nada más que un único gráfico de comercio y unas pocas líneas simples. Honestamente, una vez que aprendas nuestras técnicas, nada más se necesita. Comience hoy comprando nuestro curso de negociación de acciones de precios.

Echa un vistazo al siguiente gráfico. Es una foto instantánea de mi gráfico de comercio actual al final del día de negociación. Observe cómo es limpio y cómo es fácil ver qué manera los precios iban en cualquier momento. Esto se puede aprender fácilmente, pero lo más importante, podemos enseñarle cuándo entrar en el mercado en los momentos más oportunos.

CHART ONE: Notice My Clean And Easy To Read Price Action Trading Chart

Now take a look at chart two. Es el mismo gráfico excepto que tiene flechas azules y rojas añadidas para indicar los puntos de entrada para las operaciones rentables. Las flechas azules indican entradas largas y las flechas rojas indican entradas cortas. Aprendiendo nuestros métodos de la acción del precio, usted puede aprender realmente entrar en estos puntos al negociar.

Gráfico 2: Observe los puntos de entrada limpios y fáciles de detectar en mi gráfico de acción de precios.

Day Trading no es fácil, y no te hará rico durante la noche. Sin embargo, si usted está armado con las herramientas adecuadas, y si pone en el momento adecuado para aprender a usarlos, puede hacer una buena vida de comercio de los mercados. La información que encontrará aquí en nuestro sitio le dará una gran oportunidad para aprender las claves más importantes y básicas que se necesitan para hacer un día de vida de comercio de cualquier mercado que es líquido y que se puede cartografiar. Preferimos negociar los futuros de índices, pero puede utilizar nuestras estrategias para negociar acciones, futuros, Forex y cualquier otro mercado que se pueda cartografiar. Estas estrategias de acción de precios de comercio de trabajo en todos los mercados, ya que utilizan las huellas de otros comerciantes para determinar dónde ha estado el mercado, y donde es probable que vaya en el futuro. Nuestro curso premier le permite seguir el dinero y que también le permitirá ganar dinero.

Get our PRICE ACTION TRADING MANUAL here!