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WELCOME TO TRADING SYSTEM LAB:
HERE IS A STRATEGY CREATION EXAMPLE USING TSL IN A 6 MiNUTE VIDEO.
JUNE 2017 UPDATE:
Still struggling to create quality Trading Strategies? Perhaps you are struggling with creating the final code necessary to correctly implement your Trading Strategy. Are you a trader or money manager who really cannot write much code? Or, perhaps your Strategies are simply too complex and you have overfit the data? TSL has a solution for all of these "Legacy" issues. Using an advanced Machine Learning algorithm, TSL will automatically, design, test In Sample and Out of Sample, and write the Strategy code for you. Further, these Strategies utilize the absolute minimum number of parameters, so overfitting is reduced. Want a Strategy Development engine that has been proven with top Independent "Forward Testing Only" performance results for nearly 10 years, and is easy to use? TSL is your solution. Contact us for a one on one live WEBEX where you can try TSL and see for yourself how easy unlimited Strategy production can be.
TSL produces completely OPEN CODE machine learning based trading strategies requiring no programming on the part of the user. TSL is not a Black Box. The math, variables, logic, signal generation, preprocessing, etc., are exported in OPEN CODE. Many of the systems come out of the evolutionary process extremely simple with the core GP code being only 7-15 lines of code, using perhaps 3-5 variables. See our Las Vegas Traders Expo PPT for an example of a system that used only one (1) parameter here:
Go to the LVTE Power Point »
The process within TSL results in simple, high performance trading strategies, and simpler is better.
TSL is very easy to use which is why we have clients ranging from beginners in Technical Analysis and Trading Strategies to PhD's in Computer Science, Economics, Machine Learning and AI. Our 6 minute demo summarizes how easy TSL is to use. If you can accomplish these three steps, you can use and be productive with TSL.
Go to the TSL demo »
In the 2016 Issue #3 of Futures Truth, TSL remains at the top of the list of Trading Systems evaluated on Sequestered Data. TSL has the #1 and #2 Bond System, 2 of the Top 10 eMini S&P Systems (the only 2 ES systems TSL has in tracking), the #4 Natural Gas System (out of 1 submitted), and the #1 and #9 Systems since Release Date, and these systems were Machine Designed, not Human Designed, as early as 2007. Futures Truth is a CTA, has a staff of Trading System designers, tracks over 700 Trading System Market-Models submitted by over 80 worldwide Trading Strategy Quants and has been tracking Trading Systems since 1985. TSL's clients range from beginner to PhD Quant since TSL requires no programming.
Go to the Futures Truth website »
Additional historical reports may be found in Futures Truth's reports as well as in TSL presentation material.
Go to past Futures Truth Report Summary »
Read the opinion letters from Futures Truth and other developers and traders here:
Go to the Futures Truth Opinion Letter »
Numerous new features for 2016 have been added to TSL including In-Sample/Out-of-Sample Scatter plots with Wilcoxon tests, Design-Time Adjustable Solutions(DAS), DayTrade Discrete Bars(DTDB), SuperBuffer increases, SubSystem Usage Reports and a soon to be announced options testing integration feature. Please take a look at our latest Flash Demos:
Go to the TSL Flash Demos »
TSL IS PLEASED TO ANNOUNCE THE RELEASE OF DTDB: DTDB stands for "Day Trade Discrete Bars. This package allows for the trading of individual discrete bars on a individual bar basis. Entering on a limit, market or stop, the trade will usually exit at the close of a time, volume, range, etc. type bar. Once designed, using the TSL System Stats report, a user can determine the best time of day, day of week, day of month, day of week in month, week of year and month of year to trade. Filtering this way captures the money flow early and late in the month or quarter that has been observed in capital markets volume, for example. Further it is well known that intra day volatility has a "U" shape with high volatility occurring early and late in the day. This effect can be targeted using Custom Design Sessions and the System Stats report filtering approach. The features for algorithm design capturing short-term and daytrading moves in the market using TSL is substantial and offer a rich environment for discovery and design. See the DTDB flash demo for more information.
Go to the DAS Flash Demos »
TSL IS PLEASED TO ANNOUNCE THE RELEASE OF DAS™: TSL is easy to use but DAS™ takes "Ease of Use" to another level. DAS™ goes beyond EVORUN™ by providing a higher level of control over the automatic design choreography taking place between the Linear Automatic of Machine Code with Genetic Programming Engine and the Integrated Trading Simulation routines inherent in TSL. DAS™ allows the human user to evaluate the effect of various trading criteria far faster than before with direct control over the engine during "Design Time". DAS™ exploits the ALPHA generating capabilities of the TSL code writing engine at a level which was previously unachievable. Using DAS™, users can now direct and redirect the run, in "Design Time", during the design run, not simply configuring the run and then executing the run. EVORUN™ provides the user with a automatic multi-batch run mechanism allowing for a longer run covering many trading and simulation variants to be explored during the run, however DAS™ connects the human designer with the design engine allowing for a vast array of immediate "what if" scenarios to be explored. "The conceptual breakthrough of TSL's DAS is both creative and unique in this business and provides the user with ALPHA design and production capabilities we could have only dreamed about just a few years ago", notes TSL's President, Michael Barna. The plan now is that DAS will be officially released to clients on or before the November International Traders Expo in Las Vegas where TSL will be giving several presentations on TSL, EVORUN and DAS™. New DAS™ videos may be found here-Demo 57 and 58:
Go to the DAS Flash Demos »
Super Buffer Update: Within the patented LAIMGP Trading Systems are stored for implementation during the run. Previously, 30 Best Trading System Programs would be made available for implementation when the run was terminated. TSL has increased this Best Trading Systems Program Buffer to 300. So, a user may select from a much larger list of Trading Systems when the run is terminated. This increased Buffer will be available for Basic Runs, EVORUN™ and DAS™. Please read below for information on DAS™.
End of day(EOD) trading systems are the simplest and fastest to Machine Design. Even in a portfolio of many markets, the TSL engine self-designs trading systems at a very high rate thanks to patented register GP manipulations and high speed simulation, fitness and translation algorithms. Our GP technology is well documented in the leading university textbook on Genetic Programming written by one of TSL's partners, Frank Francone. Particularly important is the fact that still, after 8 years of Sequestered Data independent testing and rating, TSL Machine Designed Trading Algorithms occupy more top performance ratings than any other development company - 5 of the Top 10 since Release Date, 3 of the Top 10 systems for the past 12 months, and 2 of the Top 10 eMini S&P systems. End of Day trading systems are very popular, however intraday trading systems appeal to the more risk adverse traders and interest in shorter term trading systems has increased in recent months. Perhaps due to the concern for higher interest rates, energy and commodity price collapses, geopolitical uncertainty, terrorism, or the recent market volatility, many traders are less willing to hold positions overnight. The logic here is that with overnight risk, the degree of exposure and consequently the chance for higher drawdowns is increased. Of course, intraday volatility might collapse or expand, leading to muted returns or substantial risk as well, particularly for the directional short-term trader. Nevertheless, not holding a trading position overnight does have a great deal of appeal, especially if trading costs can be controlled and trading system alpha production is sufficient. TSL has a large array of day trading features, including short term Fitness Functions, Preprocessors and Daytrading specific Trading Types. TSL Machine users can select the trading frequency, average trade targets, trading times, drawdown targets, and a host of other design objectives. Additionally, input settings for TradeStation and MultiCharts are exported allowing for easy importation to these platforms.
TSL is pleased to announce that CSI COMMODITY SYSTEMS, INC. and TSL have formed an agreement to provide to our clients a portfolio of commodity data, specifically engineered for TSL Machine Learning. To obtain this data a CSI data subscription is required. No other vendor provides this specifically engineered data. This daily data will allow for improved Trading Strategy design using TSL and is the result of many years of research and development of data requirements. Without proper data, robust Trading Strategy designs are very difficult to accomplish. These data portfolios are downloaded and installed as part of the CSI data application. Helper files such as .DOP's and Attributes.INI files are preassembled by TSL to allow for easy data import into TradeStation. Other platforms that can read ASCII, MetaStock or CSI price data may load this data as well for use with TSL. Contact TSL to learn more about this new Trading System design data. CSI has been shown to have the most accurate commodity data available.
Go to the CSI data report »
For those of us who live and work in Silicon Valley, TSL is sponsoring a MEETUP group for people interested in Machine Learning applied to Trading Strategies where we will be exploring various applications and customizations of the TSL platform. You can sign up here and meet other trading professionals who are working with TSL and Machine Learning technology.
Join Silicon Valley Machine Learning for Trading Strategies MeetUp Group »
TSL is pleased to release TSL Version 1.3.2 Portfolios, Pairs and Options and the latest 2015 build for Single Market directional Systems. Contact us for information on these latest builds that focus on directional, long or short, daytrading, Fitness API's and new entry, risk and exit features. The latest Futures Truth reports still show TSL Machine Learning designed Trading Strategies top rated on Sequestered Data 7 years after their designs were frozen and released for independent tracking which points to robustness in the future for these TSL Machine Designed Strategies.
QUANT SYSTEMS LAB UPDATE: TSL remains the main platform of choice for the professional and nonprofessional trader. Quant Systems Lab, however, is a high end, institutional level machine learning platform offering features more appropriate to the advanced quant programmer who routinely uses a variety of API's and programming development languages and environments. QSL's features are not found in any other trading strategy development platform in the world. QSL also encompasses all of the rich development features found in the base TSL platform. QSL is currently under development. RML and TSL are actively seeking partnerships with institutions who may wish to "steer" this development and application environment in a direction that is appropriate for their goals and desires relative to trading approach, research and development and implementation environments. This is a great time to inject your own requirements on the next wave in Machine Learning applied to Trading Strategy design. Contact TSL or RML directly for more information on this unique and exciting new development.
TSL is a Machine Learning algorithm that automatically writes Trading Systems and the Trading Systems created by this machine are top rated by Futures Truth and were evaluated on Sequestered Data. No programming is required. No other Trading System tool in the world has reached this level of achievement. TSL is a remarkable Platform given the fact that the Trading Systems designed by the TSL machine over 7 years ago are still top rated by Futures Truth. TSL employs a Patented Automatic Induction of Machine Code with Genetic Programming engine capable of very high speeds and TSL produces production code, reducing or eliminating the need for trading system programming efforts and technical analysis expertise. The Executive Brief and Demo located below will give you a overview of this powerful trading strategy production tool. It is important to note that TSL designs an unlimited number of Trading Strategies on any market, any time frame, day trading or end of day, as well as portfolios, pairs and options, again, with no programming required. Clients range from beginners to PhD level Quant researchers and developers, domestic and international, as well as CTA's/CPO's, Hedge Fund's and Prop shops. Now, with 7 years of experience serving trading customers, TSL has acquired a high level of experience in Machine Learning as applied to Trading Systems. TSL provides one-on-one training and consulting at no additional cost to clients, to help ensure clients get the most out of the TSL engine.
A end to end 6 minute TSL design of a eMini system is available here:
View the TSL Executive Brief: »
Trading System Lab reduces the complexity of trading strategy design down to a few settings and mouse clicks, saving time, money and programming. This "Self Designing" Trading Strategy Algorithm uses an advanced, patented, register based Genetic Program (not to be confused with a Genetic Algorithm) that is not available anywhere else in the world. These machine designed trading strategies remained robust through the extreme financial meltdown years and subsequent recovery. This paradigm shift showed that a properly chosen and developed machine learning algorithm can automatically design robust trading strategies. The LAIMGP was developed by RML Technologies, Inc. and the Simulation, Preprocessing, Translation, Fitness routines and Integration was accomplished by Trading System Lab(TSL). TSL licenses the complete package to individuals, proprietary trading firms and hedge funds. Preprocess your data, run the advanced genetic program and then implement to your trading platform. We demo this process in a simple 6 minutes flash demo available in the link below. All TSL trading strategies are exported from the machine fully divulged in open code. TSL strategies have been third party performance rated on sequestered data.
Arguments regarding the use of Out of Sample (OOS) data are generally centered around the possible accidential use of this held out data in the development processs. If this happens, then the blind data is no longer blind, it has been corrupted. To eliminate this possibility, TSL submitted machine designed strategies for testing on Sequestered Data. What this means is that the strategy performance measurement occurs in the future. Since the held out data does not exist when the strategies were designed, there is no way that this evaluation data can be accidently used in the development process. Strategies produced by the TSL Machine have been tested on Sequestered Data by the independent third party, Futures Truth and are top rated, beating most other "Human" or Manually designed Trading Systems.
NEW! Here is how you use TSL evolved systems in a C++ or C# OMS/EMS:
View the TSL C# Brief: »
For those of you who missed the LinkedIn Automated Trading Strategies Group Webinar presented by Trading System Lab titled: "WHO DESIGNS BETTER TRADING STRATEGIES? A HUMAN OR A MACHINE?" you may download it here here:
Download the TSL Webinar: »
The free period is over for the new Kindle Book containing our article titled: "Machine Designed Trading Systems", however you can download this inexpensive Kindle Book here:
Download the Kindle Book »
TSL is now officially on the Silicon Valley Map!.
Silicon Valley Map and TSL location(6 o'clock position)»
TSL is a machine that designs algorithms, forward walks, backtests, multi runs, EVORUNS and export code in a variety of languages. As far as forward robustness, TSL holds numerous top rankings with machine designed trading algorithms as reported by the independent reporting company, Futures Truth. These (machine designed) systems out-performed, in forward walk, most or all other (manually designed) tracked systems, and included slippage and commission in the testing. (see references below) The paradigm shift is that these systems were designed by a machine, not a human, and the "TSL Machine" designs millions of systems at very high rates using an advanced, exclusive, patented algorithm (LAIMGP), specifically engineered to automatically design trading systems. Traders with no programming experience can run the TSL platform, produce the trading algorithms and deploy them in a variety of Trading Platforms including TradeStation, MultiCharts and specialized OMS/EMS's. Programmers and quants can accomplish even more advanced work since the Terminal Sets are fully customizable.
TSL is capable of using multi-data DNA within its preprocessors. See Demo #48 where we use the CBOE Volatility Index (VIX) to Machine Design a eMini S&P Trading System. This type of design work is simple to accomplish in TSL since the preprocessor is completely customizable using your unique patterns and indicators in a single or multiple data stream design. Enhanced Preprocessors have been shown to offer an additional boost to Trading System performance.
How did the "TSL Software that writes Software Machine" out-design other human submissions to FT with no programming required? How do Machine Designed Trading Systems actually work? Our development chronology is well covered in our White Papers and Flash Demos available on the TSL web site.
The Linkden Automated Trading Strategies WEBINAR can be found here:
Go to the LinkedIn WEBINAR »
The 2015 OUANTLABS WEBINAR can be found here:
Go to the 2015 QUANTLABS WEBINAR »
The 2014 OUANTLABS WEBINAR can be found here:
Go to the 2014 QUANTLABS WEBINAR »
What is the Optimum Bar Size to trade? 100 tick, 15 minute, daily??? TSL's new EVORUN module allows strategies to be Machine Designed while iterating over Bar Size, Trade Type, Preprocessor, Trading Frequency and Fitness Function in one multirun. EVORUN and TSL Version 1.3 Demos 51 and 52 are now available here:
Go to TSL Demos »
ALL TSL STRATEGIES ARE FULLY DISCLOSED IN OPEN CODE.
WANT TO READ A BOOK ON THE TSL GENETIC PROGRAM? Frank Francone co-authored the university textbook "Genetic Programming: An Introduction" (The Morgan Kaufman Series in Artificial Intelligence).
TSL has several HFT projects underway on various colocated servers near exchange matching engines. TSL machine designed strategies may be deployed on order book based data or sub-second bars. See Demo 50. Contact TSL for additional information.
Using OneMarketData, TSL can Auto-Design High Frequency Trading Strategies. Demo 50 shows an example using 250 millisecond granularity Order Book Data created using OneMarketData's OneTick Complex Event Processing Order Book Aggregator.
TSL is a stochastic, evolutionary, multirun, Trading Strategy autodesigner that produces and exports portable code in a variety of languages. This is a complete end to end Trading System design platform and will autodesign High Frequency Trading Systems, Day Trading, EOD, Pairs, Portfolios and Options Trading Systems in a few minutes with no programming. See Theses, White Papers, PPT Presentations and other documentation under the Literature Link at the left. Watch the Flash Demos at the left for a complete briefing on this new technology. The TSL Platform produces "Machine Designed", Trading Strategies at ultra high rates thanks to "register level" evaluations. No other trading strategy development platform on the market provides this level of power. The LAIMGP-Genetic Program within TSL is one of the most powerful algorithms available today and operates at rates much faster than competing algorithms. With TSL, trading systems and code are written for you in languages including C, JAVA, Assembler, EasyLanguage, and others through translators.
Frank Francone, President of RML Technologies, Inc. has prepared a flash demo titled "Genetic Programming for Predictive Modeling". RML produces the "Discipulus" Genetic Programming engine that is used within TSL. This tutorial is an excellent way to learn about Discipulus and will provide a basis for your continued understanding of TSL's Auto-Design of Trading System Paradigm Shift. TSL simplifies the data import, preprocessing and design of Trading Systems using Trading System performance as fitness. Make sure you watch the TSL demos as the TSL platform is specifically targeted for Trading System design.
Download the Discipulus tutorial »
The technology used in Trading System Lab is 60 to 200 times faster than other algorithms. See White Papers on speed studies at SAIC here:
Go to white papers »
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