Machine Designed Trading Strategies

• NEW UPDATES FOR DEC 2011: 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.
• NEW UPDATES FOR AUG/SEP 2011: TSL has completed a Hyperthreaded enhancement of the Strategy Auto-Design learning engine resulting in a 8 fold speedup. TSL now runs at 16 MSBS on a core i7 990x. See Demo 49.
• STILL STRUGGLING TO MANUALLY WRITE YOUR TRADING STRATEGY? TSL will automatically design Directional Trading Systems, Daytrading Systems, High Frequency Trading Strategies, Money Management Algorithms, Hedging Systems, Pairs Systems, Portfolios and Options Trading Systems without having to learn a programming language. Using TSL, the Trading System code is written for you, including C#, C++, Easy Language, WealthLab, and others. TSL is a Algorithm that writes another Algorithm.
• 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, Daytrading, 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.
• TSL's evolved code will interface with TradeStation and other platforms that accept C#, C, C++, JAVA, VB, or third party DLL's. Contact TSL for platform compatibility information. Full customization of the inputs, Trading System type and Machine Learning parameters is possible. TSL evaluates and evolves strategies at rates over 2 million system-bars/second, while other evaluators operate 100 times slower, use GA or brute force design techniques and require extensive manual design based work flows. TSL can autodesign a trading system in just a few minutes, and then create portable code. A TSL "Machine Auto-Designed" strategy was rated #1 for 4 consecutive reporting periods by Futures Truth. TSL has platforms operating in 7 countries.
• PARADIGM SHIFT: In approximately 10 minutes of run time on a desktop PC, using test strategies submitted over three years ago, a TSL "MACHINE DESIGNED" TRADING STRATEGY has beaten all other "Human Designed" Trading Strategies submitted to Futures Truth for four consecutive reporting periods. The total blind plus Out of Sample period exceeds 5 years in length. This "Machine Designed" paradigm shift was accomplished with the original Version 1.0 of TSL. TSL has 3 of the top 4 S&P Trading Systems tracked by FT. See the results here: Go to the Futures Truth website »
• TSL's daytrading preprocessors contain BigBlue2 DNA. BigBlue2 has been performing well in this volatile market. Thus it was a natural "evolution" to include BigBlue2's DNA within the preprocessor used in TSL. Users can inject their own DNA in the form of custom patterns and indicators of their choice. TSL's preprocessors are completely customizable. See BigBlue2's latest results here: Go to the Futures Truth website »
• 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 »
• TSL flash demos are here »
• TSL RELEASES 64 BIT VERSION. TSL now supports 32 bit Windows XP and 32/64 bit Windows 7.
• TSL RELEASES NEW MULTIMODE INTRADAY TRADE TYPE. Trading System Lab has completed the development of an advanced trade type that allows four subsystems to be evolved within the same daytrading system. In this strategy three stop entry systems and one limit entry system operate within the same strategy. This captures trading opportunities often missed when employing a single tactic. TSL evolves the code for this multi-mode strategy within the same evolutionary run. Comments from traders indicate that "TradeType 21" is the best we have developed to date. More advanced trade types are planned. See flash demos 22-29 and demo 41.
• TSL is used by money managers and individual traders world wide and is becoming the standard for trading system design.
• Read our articles on automatic creation of Trading Systems using TSL in past issues of Futures Magazine.
• TSL will generate a great Trading System, generally in a few minutes, while "manual development" will take months of testing and developing, and often results in mediocre systems.
• The technology used in Trading System Lab is 60 to 200 times faster than other algorithms. (See White Papers on speed studies at SAIC)