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NEW TS TECHNIQUE |
Software SolutionsForeTrade will therefore always endeavour to deliver
FREE OR LOW COST quality trading or generic AI
tools. Our preferred development platform is : TradeStation 8.1, brokerage: Interactive Brokers, using Microsoft VC++. Listed below are the following software currently available on our site:
Note: we believe in sharing information, and
we will do our best to describe exactly what our products actually do to
avoid misunderstandings and undue expectations. Having said
that, this site is not designed to be a tutorial site on AI either, and the
technical level required to use our tools may be relatively high.
We will however do our best to assist, but prior knowledge on AI techniques may be certainly needed. Please also note our (usual) disclaimer: 1. ForeTrade Technologies shall not be held liable for any losses
incurred while using information derived from using any of its software solutions
or consulting services. NXL2 is a simple but powerful neural net library (DLL) which can easily be used within Microsoft Excel or Access for function mapping, or simple data mining operations. VB/VBA programmers will find it particularly easy to use. The algorithm is based on QuickProp (from Prof Fahlman), written in C, and further streamlined for optimal performance. It must be noted that the registered version takes a virtually unlimited number of training patterns, and can use over 32000 nodes (neurons)... If your computer can handle such large neural networks of course. Note: the C++ beta version is ready to be released. More details on the NXL page This is a freeware FL controller executable program written in VC++ (.NET) based on the Seattle Robotics tutorial. We however recommend acquiring the source code to develop your own modular FL applications using our VC++ FL classes. NEW: The sFLC C++ library (DLL) is now available for beta testing. More details on our FL page. IB_Direct (discontinued)IB_Direct is a Simple Order Management program for IB (www.interactivebrokers.com). It's main particularity is that orders can be sent simultaneously to up to 3 IB accounts. One instance of IB_Direct can however only trade 1 instrument. This makes it particularly useful to swing traders or scalpers. To trade more than 1 instrument, one or more other instances of the program can however run concurrently (locally or remotely to the IB TWS). The screen footprint has been reduced for that purpose. For more details, please download the IB_Direct Quick Guide (PDF document ~500KB), or just try it with a IB paper trading account, or with the public IB demo account! NOTE: This new beta release 4 includes access to source code. We shall try our best to always keep it up-to-date with the latest IB API beta version as the COM interface seems to change from time to time. NOVEMBER 2007: VC++ developer willing to take it over and maintain it: please contact me More details on our IB_Direct page. For discussion purposes at this point, here is an introduction to our TS trading technique. Pending this site's revamping, all updates are posted on a separate blog (http://ts-trading-technique.blogspot.com). More details on our TS_Technique page. While erring through the meanders of mixing A.I. techniques with trading in the early to mid-90s, we have managed to "package" a nifty little pattern finder which has been around for nearly 8 years now. From a concept, it became a tool, first a little rough around the edges. It has been improved over time, and has been made available to the trading community in 1999:
Note: It must be stressed that the GPF is
very much uncorrelated to most other linear or non-linear indicators. More details on our GPF page. We have coded a few indicators and templates for NeuroShell Trader. This area of the site is
permanently under
"construction" ;) but you are most
welcome to take a look at some of
them. More details on our Indicators page. Here is a DLL where a subset of GeneHunter API calls have been coded to allow access to the genetic algorithms library from within TradeStation EasyLanguage. More details on our GH_TS page. We have released a low price neural net program for Excel. Check our Neural Net page for details. Not only it is one of the most versatile VB coded BackProp applications available, but you can make it your own by purchasing the Visual Basic source code. As a matter of fact, VB BackProp is an excellent way to start developing feed-forward MLPs if you are not a C/C++ programmer. The Shareware version and the VB BackProp are available on our Download page. Please note that we have not quite yet embarked onto a training course on neural net. It is not a tutorial, simply because there are numerous good ones available on the Net, starting with the Neural Net newsgroup (see our links page for details). However this VB BackProp program is a very versatile general purpose application not only for traders but for everyone interested in this exciting technology. A FREE shareware version is also available. VBBackProp is a simple programmers' tool. It is highly recommended to acquire the VB code and adapt it to your needs. More details on our Neural Net page. We do not claim to be experts in wavelets. Many wavelet bases are just not suitable at all for financial series, but there are interesting works going around, like Prof. Murtagh's modified Haar. Wavelets can be used to bring about underlying trends, and make pretty good filters. You are most welcome to try our implementation of Prof. Murtagh's "A-Trous" wavelet (1999) available on the Download page. More details on our Wavelet page. WinSOM is a pattern classifier using the well known Kohonen SOM (Self Organizing Maps) algorithm. It is a "unsupervised" neural network, in the sense that outputs are not needed to group patterns into clusters. There are many documents on the Internet on this topic, starting with a tutorial from Teuvo Kohonen himself: http://www.cis.hut.fi/projects/somtoolbox/theory/somalgorithm.shtml. The mathematics may look a little difficult to grasp at first, so the best way is probably to try and see for yourself. More details on the WinSOM page
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