FUZZY LOGIC FOR TRADESTATION

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Technical
Description

Forthcoming Releases:

Fuzzy Logic:
sFLC3
DLL & API

Neural Net:
Release of NXL3
DLL & API

FUZZY LOGIC FOR TRADESTATION

A wrapper C++ class and a custom API have been written to provide the same sFLC3 functionalities inside TradeStation. Here below is an example of a FuzzyStoK indicator (single FLC). It is only meant to be a test indicator for the sFLC3 library, i.e. one should not try and interpret too much the significance of the indicator as such. It is more important to visualise the FLC implementation for TradeStation as a building block for more complex fuzzy systems.

In this simple example, we have 2 fuzzy variables StoK and GradientStoK and a standard rule set. There are many possible variations (fuzzy sets, rule set) which we will explore later. For the time being, let's say that this FLC generates a fuzzy output for each rule:

IF STOK IS {LOW,AVG,HIGH} AND GRADIENT_STOK IS {LOW,AVG,HIGH} THEN

OUTPUT IS {LOW,AVG,HIGH}

Syntax: {LOW,AVG,HIGH} = a given value LOW or AVG or HIGH in variable specific fuzzy set.

The rule set is fully defined (i.e. 9 rules for 2 variables each associated to a 3-state fuzzy set).

The EasyLanguage code allows the construction of any number of fuzzy logic controllers inside an indicator, making the decision system quite versatile and polymorphic. In addition, in order to simplify the implementation of fuzzy systems, only 1 Call (EL function) is necessary. The EasyLanguage code is not protected.

While accessing the API directly through the sFLC3 library is possible, it is recommended to use the provided EasyLanguage function to call the FL library.

Please contact Support for a demo version of the sFLC3_TS DLL and indicators and sample workspace.

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