The TradingSystemLab (TSL)

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was founded cashbackforexbtc 1985 as FuturesTruth magazine to serve stock East forex cashback commodity futures traders around the world, and its fundamental m Eastforexcashbacksion is to validate the live forexcashbackcalculator results of systematic trading strategies for its readers. In the past years, the cashback forex-[XXX] trading system has dominated the market, and what is even more surprising is that the TSL family of trading strategies was designed by the same company using the same quantitative trading strategy design system software  The majority of TSLs customers, through the "truth about futures" ranking list and know, understand TSL, and then purchase a valuable TSL products as an indispensable tool for trading career to find the best and robust trading strategies!  What is TSL?  TradingSystemLab (TSL) is a high-tech company located in the United States Silicon Valley, but also the company designed and produced a financial quantitative trading strategy design system software with the same name TSL is different because it is used as the underlying algorithm engine AIM-GP (genetic genetic program) AutomaticInductionofMachineCodewithGenetic Programming)GeneticProgramming(GP) is the EvolutionAlgorithm Researchers, such as Swedish scientist Dr. Peter Nordin and American scientist Dr. John R. Koza, began actively developing the theory and applications of this algorithm in the early 1990s, and hundreds of academic computer papers were produced in just a few years (200 in 1992-98). In just a few years, hundreds of academic computer papers were published (more than 800 papers on GP from 1992-98), all on the topic of genetic programming, which shows that scientists have high expectations for it. In his 2013 paper "GeneticProgrammingandEmergence", Dr. Wolfgang Banzhaf argues that the emergence of natural phenomena in everything exists objectively in the algorithmic nature of genetic programs. cold hardware running some tasteless repetitive operations! The Chinese cultural heritage of Lao Tzus Taoist approach to nature can be regarded as the originator of Emergentism, a genetic program that invokes the inductive method of Darwins theory and evolves through a group of computer programs to do MachineLearning (ML) to help find optimal solutions to predefined problems. Like everything in the world, naturally (automatically) generate computer programs that know how to solve problems AutomaticInductionofMachineCode (AIM) refers to the genetic program algorithm at the bottom of the computer, the instruction symbols with binary machine code storage, directly in the central processor to operate In fact, in the past few decades, despite the rapid advances in technology, computer hardware speed is increasing rapidly, but people want to use the computer to mine data, looking for a sound trading strategy, it still takes months, sometimes even years to have a chance to fix (#) & . nbsp; In view of this, TSL founder Mike Banner (MikeBarna) decided to form a team to help users shorten the strategy development time, through the cutting-edge AIM-GP optimization algorithm technology, greatly reducing the optimal search strategy computing cycle, as short as a few minutes to complete the strategy development!  Company founder and CEO profile Mike Barna (MikeBarna), the United States Arizona State University undergraduate degree in mathematics, Stanford University, aerospace engineering masters degree, worked as a defense rocket ramjet and missile guidance system engineer and Star Wars research and development management engineer, but also the famous trading system BigBlue * and R- Mike started developing his own trading system in 1997 and founded AaronAssetManagement,LLC to run it, and was also a member of the National Futures Association, which he joined as a commodity futures trading advisor in the 1990s. TradingandSystemswithRegencyStocksandCommoditiesFund,L.P. Vice President in 1993, founded what is now TradingSystemLab, began managing funds in 1998 and has nearly 40 years of modeling experience How do TSL users generate a trading strategy?  TSL users only need to follow a few simple steps to build a profitable and robust trading system 1.Import raw data: Without user setup, TSL can import raw data from a variety of different typesetting models, such as CSI (CommoditySystemsInc), MetaStock, AIQ, TradeStation, Multicharts (MC), FreeInternetdata, ASCII, TXT, CSV, CompuTrac, DowJones, FutureSource, TeleChart2000v3, TechTools, XML, binary numbers and Internet Real-time data 2. Custom inputs: Users can choose to use custom indicators, price patterns, product correlation descriptions and fundamental data as input signals for the TSL strategy generator 3. backtesting run speed, however, most entry-level trading strategy design systems ignore this simple but critical step) 4. Select training framework: 40 objective function models (money growth curve pattern), 25 order models (open, close and stop loss) general commodity, options trading model definition in-sample (In-Sample) and out-of-sample ( Artificial intelligence training begins: TSL generates hundreds or even thousands of new trading strategies per second depending on the computer hardware configuration and the amount of data, and can generate hundreds of thousands of strategies in a matter of moments (minutes) 6. Real-time detection of strategy performance: each time the evolutionary process survives a superior solution strategy, it is in the sample Out ofSample (OOS) data to do simulated transactions, resulting in out-of-sample OoS profit (OoSProfit) and retracement (OoSDrawDown) results TSL will be marked in the results of the Run-PathLog (RPL) RPL allows users to see at a glance the evolutionary process of each of the optimal solution strategy profit and After considering the performance of the RPL, if the user is not yet satisfied with the trading strategy, he/she can choose to go back to step 4 and select a different framework to retrain 7. C#, etc. based on the platforms original code, backtesting, simulated trading or live trading on the platform the user is used to using How does TSL prevent excessive curve-fitting?  TSL prevents overfitting by using the following features to improve the robustness (robustness, robustness) of trading strategies robustness 1. Classical computer programming language simplifies the preferred method ParsimonyPressure, which can be understood as Occams Razor, that is, the shorter the space occupied by the trading logic program, the higher its weight, that is, Minimumdescriptionlength(MDL)principle) 2. Evolutionary process Randomization in the evolutionary process: the introduction of randomness in the evolutionary process to avoid falling into the awkward situation of local optimum in the process randomly added, not only the genetic algorithm chromosome pairing, and higher-order genetic evolutionary procedures 3. Evolutionary goal randomization: in the evolution of genetic genetic procedures to generate new strategies, and not exactly to the direction of the objective function as the evolutionary goal in turn, in the algorithm theory to avoid the embarrassing situation of falling into the local optimum 4. Initial strategy randomization: before TSL begins to evolve, the random strategy is used as the initial strategy to prevent the local maximization in the n-D space, thus enhancing the chance of finding the global optimum 5. Strategy test diversification: TSL is used to verify whether overfitting overfitting in addition to Out-of-Sample (OOS) testing, in the optimal solution run path log chart RunPathLog,RPL 6. real-time display of each strategy generated in the optimal solution, which in turn illustrates the robustness of the framework operation 7. Evolutionary setup market unbiased: the evolutionary setup has no market bias and does not do any input data information on directional interpretation, using different directions, combinations to test their substantive utilization value 8. Rationalization of weight structure: in TSL, the higher the Trade-to-ParameterRatio (TTPR), the higher the number of transactions and the simpler the trading strategy, then the higher its weight (degree of freedom specificity) For example, a channel breakout system that can be used in a basket of of financial products to generate more than 10,000 sizable transactions 9. Strategy backtesting is the most simplified: the user generated trading strategies in the trading varieties, can easily call its backtesting on its market or variety, and as a way to verify the robustness of the strategy the process, without first converting the code to a third-party platform, can be directly called in TSL for testing advanced day trading system calculations: TSL How to deal with the hot zone system transfer (RegimeSwitching) problem?  GeneticProgramming (GP) is capable of multiple outputs, allowing multiple subsystems to co-exist in a larger trading system each subsystem acts on the capital return curve of the larger system This automated strategy generation system is very powerful because it is known that systems that combine multiple robust strategies have more performance than individual For example, a pattern trading strategy may perform well for establishing a bullish position, and an indicator-based strategy may generate signals that perform well for establishing a bearish position, a situation that is likely to alternate at any time in the future The RegimeSwitching mechanism has always been an extremely difficult problem for system traders to face over time However, because of the high accuracy of the daily trading training data, the volume of data is relatively large. However, because of the high accuracy and relatively large volume of data, and the richness of the RegimeSwitching reference sample, TSLs genetic program generates multiple outputs that automatically optimize and combine multiple subsystems around various scenarios in the historical data to form a large system During the optimization of subsystems, TSL follows a user-defined objective function, such as the Sharpe ratio (SharpeRatio), and automatically combine subsystems with low correlation of returns with the objective function value, which ultimately results in a trading strategy with improved returns and trading robustness. AutomaticInductionofMachineCode,AIM) technology to save computing time, but also because of the nature of the genetic program to the subsystem of multi-end output characteristics, a one-stop solution to the hot zone system transfer problem user development strategy speed and strategy return benefits are thus enhanced TSLs genetic program GeneticProgramming algorithm engine TSL for any market trading varieties, can automatically generate a robust trading system in just a few minutes it has such extraordinary computing power, thanks to its underlying algorithm engine DiscipulusRMLTech developed Discipulus engine is based on an advanced Computer programming algorithm theory AIM-GP (genetic genetic program binary machine code automatic induction synthesis algorithm AutomaticInductionofMachineCodewithGeneticProgramming) developed by the commercial algorithm engine TSL with Discipulus to achieve AIM-GP this cutting-edge The GP of AIM-GP here is one of the program arrangement methods in genetic programming LinearGeneticProgramming (LGP) Linear-arranged genetic programming LGP is different from tree-based genetic programming basedGeneticProgramming(TGP) we can understand that LinearGeneticProgramming(LGP) is inspired by ImperativeProgramming; Tree-basedGeneticProgramming(TGP) is inspired by FunctionalProgramming. Programming contains instructions that affect state, such as delegating the value of variables Most commercial programming programs are imperative programming, such as C++, Pascal and Fortran Many researchers have even gone so far as to view branching under a tree structure as imperative rather than functional, because many applications seem more natural to be processed in a linear arrangement  Research shows that the AIM-GP outperforms neural networks, vector machines SVM, categorical regression tree CART, tree networks and follow-in forest AIM-GP is known as todays most successful binary machine code automatic induction synthesis algorithm it can be in the process of genetic evolution, the various elements involved in the transaction, such as indicators, patterns and different market data, at the lowest level of the binary machine code for genetically and synthetically so that it can be as fast as lightning! Evolutionary and synthetic strategies, often not the average designer intuitively created, but by a completely new mathematical logic of technical analysis indicators General application of GeneticAlgorithm (GA) to find the best trading software, can only be based on self-contained or user-provided logic to do the patchwork, then, the innovative ability to find the best natural limitations In fact, many In fact, many trading platforms provide a GA to do trading strategy optimization software system, for example, futures trading brokerage Multicharts (MC) also comes with a GA strategy optimization function but, the general GA algorithm-based optimization system, the speed is only a linear increase while the TSL quoted AIM-GP technology to run the speed of the optimization engine is a geometric increase, with The faster you calculate the performance of the final overall computing time is greatly reduced  (I have tried numerous quantitative trading software, I boldly believe that, in addition to TSL, in the users lifetime, no other commercial or open-source genetic algorithm policy-seeking system is efficient enough to generate a set of highly robust strategies for users to trade!) Discipulus specifically implements the algorithmic functionality of AIM-GP Numerous industries data analysis researchers, such as natural resources, biotechnology, etc., nowadays adopt Discipulus powerful strategy-seeking algorithm engine to drive their data mining and data prediction applications In the field of financial trading strategy seeking, users who wish to use the powerful and efficient Discipulus is the only company in the world that has been granted the right to develop and apply Discipulus in the field of financial trading Today, TSLs trading strategy optimization system, after more than a decade of continuous improvement, has reached an impeccable level in many financial trading areas (stock, futures, foreign exchange and options trading) TSL is the exclusive license Discipulus, the exclusive AIM binary machine code automatic induction synthesis algorithm in the field of financial trading no competitors trading strategy design system, can be compared to TSLs strategy search speed and the long-term robustness of the generated strategy scholars, industry professionals and professional user reviews  TradingSystemLab will our company developed AIM-GP (GeneticProgramming binary machine code automatic induction synthesis algorithm Automatic InductionofMachineCodewithGeneticProgramming) to create a complete and easy to use automated generation of Trading Strategies SystemIn the process, TSL produced a physical is in terms of technology, design, and conceptual innovation are still a million miles away when I put pen to paper on GeneticProgramming: An Introduction design-wise, the formulation of the objective function for training in trading strategies is, in my opinion, groundbreaking --Frank D Franconi, the President of RMLTech, author of the university textbook GeneticProgramming: AnIntroduction We have worked with TSL and appreciate and acknowledge their efforts in terms of the quality of their products and scientific research We believe that TSL and the use of machine learning to design trading strategies will both be The future development of the megatrend - well-known quantitative fund CerebellumCapital CEO David Andre (DavidAndre) Mike Barna (MikeBarna) produced a software is used to develop trading systems his TSL software uses artificial intelligence systems, in any trading market, can be carried out in the strategy Development If you are interested in machine learning, I recommend you go down Mikes TSL website to download the white paper he wrote Remember to keep an open mind in the face of this emerging paradigm of system development Can a computer really beat a technical analysis veteran? Many people may not believe it, but I often find that technical analysts are quite biased in their analysis, but not the computer, it will try every way possible to try all kinds of methods Mike submitted three trading systems to me in January 2008, asking me to track them for 18 months before publishing them, and then, these three systems have been in the top ten of my tracking system in 2010. He gave me three more systems and I am tracking them. No! Just like any other trading system developed by the human brain, they are subject to a certain degree of retracement. They do not need to know any basic knowledge of trading strategies or ideas, just enter the risk factor and the desired trading market, the computer will generate EasyLanguage language, you can directly throw in TradeStation to do live trading I may have oversimplified the whole process, I hope you do not mind too much ah At the beginning, I always thought in the heart The software generated systems would be over-fitted, but after discussing it with Mike, it became clear that he had used out-of-sample data to validate that robustness (robustness) had been repeatedly confirmed during the development process Over the past three years, three of the six systems have been successfully validated for robustness in these volatile market conditions --George Pruitt The United States "FuturesTruth" FuturesTruth magazine research director buy TSL is one of the best investments since the inception of my company TSL is not for clients who generally only need to generate 1-2 strategies it is for clients who need to run many sets of strategies you just need to be familiar with TSL, you can use it to generate many different highly robust (robust) strategies I think one of the biggest advantages of TSL is that each time I generate a different strategy, I can trade five different strategies at the same time on the same instrument. I believe that any fund manager would find TSL to be the perfect tool for creating a solid system. I also know that these are just tools like TSL, and there is always a lot of manual interaction involved, but I believe that after using these tools, the results are far better than not using them. Florida I am a TSL user and have designed several high frequency and medium frequency systems that have been profitable in several different futures and stock varieties I have tried to design medium to long term systems and have worked hard to adjust different settings such as K-lines, position opening patterns, etc. in vain I have tried many other system design software and none of them come close to the robustness of the strategies generated by TSL That being said, the TSL still requires a lot of effort and time to study. The developers of TSL often update the software, adding new features and making it run faster. TSL requires users to spend a lot of time to study and research in order to produce a reliable strategy that can do live trading today. Conclusion TSLs performance in the U.S. market can be verified through The Truth About Futures, and dozens of trading variety training samples are provided in the official Flashdemos website for reference However, TSLs performance in the Asia-Pacific market, given the system trading potential customers Readers who are familiar with individual markets or trading varieties and want to know if TSL can find a better strategy in this trading variety, please contact us and submit historical trading data and clear return indicators We will try to use TSL to help you find a strategy to do so, it may be more straightforward Warm reminder TSL is not a It is a tool to assist users in producing an unlimited number of trading strategies in the shape of the Holy Grail. Do I have enough trading capital to trade the strategies generated by TSL and then earn back the high cost of TSL access? So it is recommended that readers have at least the equivalent of six million RMB systematic trading capital before considering the acquisition of TSL! The AIM-GP technology used by TSL, provided by RML, has always maintained a leading position in the field of GP research, combining the most efficient algorithm theory and technology with the AIM binary machine code automatic induction synthesis technology, compiled into a convenient integration of the application software  (#) in the system trading best-selling author IreneAldridge 2013 release of "High Frequency Trading Practical Guide," the second edition of High- FrequencyTradingAPracticalGuidetoAlgorithmicStrategiesandTradingSystems,2nd, she states that it will take at least three years to develop stable, profitable ultra-short-term trading strategies. developmentofconsistentlyprofitableultra-short-termtradingstrategiestakesatleastthreeyears. * systemsdata/THEBIGBLUE2TRADINGSYSTEM.pdf**

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