TradeStation Solutions

Genetic Optimizer v.2.0 (TSG2)

TSG2 is a function set for genetic optimization and analysis, which are being referred to in the strategy code, created on EasyLanguage in TradeStation.
To analyse the optimization and see the results you can use the program Report Viewer, which is in the installation box.
To convert market strategies into strategies for genetic optimization, use the program EasyLanguage Code Converter, which also is in the set.

TSG2 uses an original algorithm that is much faster than typical genetic algorithms.
View the list below to learn about what’s new in this version.

• Simultaneous optimization by several criterions. This makes describing the optimization task much easier and lets you solve tough tasks with ease;
• Two ways of various criterions: Usual – finding maximum or minimum. Minimax – in this case the program looks for the maximum by the worst of parameters;
• Simultaneous optimization of several populations. This is one of the Island method’s variants, which boosts the probability of finding a global extremum;
• Possibility to put limitations for either the range of input parameters of the term, and for it’s results. It’s possible to describe conditions for parameters or for the results of the system, at which we consider the system unusable;
• Greatly improved Report Viewer. Now it’s layout is much more comfortable, it can show results of several tests and has visual presentations in the way of histograms and 2D or 3D diagrams. Also it generates online, in optimization process;
• Notable increase in optimization speed, fast convergence of work parameters;
• Large amount of optimization parameters – up to 1000;
• Possibility of structural optimization – building complex strategies, that contain many blocks, elements of which will be automatically turning on and off on different instruments and in different time intervals;
• Simple result’s visualization on both, Sample and Out of Sample, e.g., testing the strategy in the In Sample sector while watching the results in the Out of Sample sector in the same time;
• Creating a portfolio of systems. You can obtain many systems, all close to optimal, out of which you can then create your marketing system portfolio;
• Easy to use on almost any type of systems;
• A comfortable graphic interface to analyse the results of optimization and save them for later processing;

Trendiness

TS Trendiness is a separate Dll module for calculating the fractal dimensions of price series. TS Trendiness requires look-back period ~ 20-40 bars comparing to 10^3 bars for the Hirst index, so it can really detect local trends in prices. The TS Trendiness oscillates around 0.5 (random walk), its extreme values mean the possible beginning and the finishing of trend or range.

• If returned value is >0.5 – then it’s trend mode;
• Iff returned value is < 0.5 – then it’s flat mode;
• If returned value is = 0.5 – then it’s brownian motion.

Genetic Optimizer v.1.5 (TSGO)

This program is to incredible improving of TradeStation abilities of design, testing and optimization of trading strategies.

We can offer the add-on for TradeStation (TradeStation Group, Inc.) which realizes the advanced optimization methods based on Genetic Algorithms


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Portfolio Analyzer

Tool to TradeStation (TradeStation Group, Inc., former Omega Research, Inc.) for designing, testing and managing portfolio of trading strategies and assets using money management algorithms in real time.

Popular trading platforms (in particular, TradeStation by TradeStation Group, Inc., former Omega Research, Inc.) function using the scheme “one asset – one strategy” and originally were not designed for portfolio trading. Moreover, all of these operate with the statistics of particular transactions’ results, and not of equity changes. Another problem is that the statistics is calculated in relative but not in absolute values, which is not correct: asset price alteration of $5 while asset price being $10 is not equal to price alteration of $5 while asset price being $100.


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MATLAB Link Dll

TS MATLAB Link Dll spreads standard of trading industry - trading platform TradeStation to standard of engineering and scientific calculations of MATLAB.

As a result of combining these two powerful programs we get unbeatable advantage in complex mathematical calculations, simplicity, speed and accuracy of analysis, visualization on a level of scientific graphics and programming on scientific language that needs only to mathematical statement of a problem.
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Excel Link Dll

Dll module for data exchange between TradeStation (TradeStation Group, Inc.) and MS Excel.

Dll Add-on module for TradeStation allows to develop trading strategies, indicators, analyze results of trading, use add-ons of other applications and send orders to brokers by using wide range of Excel possibilities in real time.
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Wavelet Transform Dll

The complete indicator-based technical analysis without magic and profanation.

Anyone who uses the history of the prices change of anyhow deals with the technical analysis. The formalized part of the technical analysis appears to be so-called "indicators". The indicator, by definition of Mr. Akelis, the creator of the popular program MetaStock, is "a mathematical calculation which is applied to the price and - or volume of the securities. The result is value which is used for expectation of the future change of the prices ".
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