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.
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Simultaneous optimization by several criterions. This makes describing the optimization task much easier and lets you solve tough tasks with ease;
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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;
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Simultaneous optimization of several populations. This is one of the Island method’s variants, which boosts the probability of finding a global extremum;
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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;
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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;
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Notable increase in optimization speed, fast convergence of work parameters;
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Large amount of optimization parameters – up to 1000;
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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;
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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;
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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;
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Easy to use on almost any type of systems;
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A comfortable graphic interface to analyse the results of optimization and save them for later processing;
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Product Name:
Genetic Optimizer for TradeStation (Omega
Research)
Version: 2.0
Release Date: Mar 15, 2008
Distribution: Full
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