Trading Platforms Market Forecasting Technology
Trading Strategies Trading Platforms Trading Strategies Trading Algorithms Contact Us
Trading Technologies
Expert system with automatic inference of optimal strategy
Multiple trading strategies to balance profit and risk
Refined selection of technical indicators and algorithms
Trading Spotlight
High frequency algorithmic trading on your favorite trading platform
 
     
 

Platforms


To deploy ForeStock on TradeStation, please follow these steps:

  1. Install TradeStation 2000i or above
  2. Install ForeStock
  3. Enter license keys for all components
  4. Run ForeStock setup for Trade Station
        Programs > StockFusion > StockFusion for Trade Station
  5. There will appear import wizard screen. Select all objects for import and confirm.

Watch imported functions in Easy Language editor. Use provided functions as templates for your own functions and strategies.

 

TradeStationChart

 

Below there is full Easy Language code of Aura Forecast Engine call.

 

{*******************************************************************

    Description: Aura Forecast Engine Extended

    Provided By: Boris Zinchenko (c) Copyright 2008

********************************************************************}

 

DefineDLLFunc: "EEOmegaX.dll", float, "AURA_ENGINE_EX", LPSTR, DWORD, DWORD, LPLONG, LPINT, LPLONG, LPLONG, LPLONG, LPLONG, LPLONG, LPLONG, LPSTR, LPSTR, DWORD;

 

{ Inputs }

 

Inputs:

AlgorithmName(String),

InputLength(Numeric),

SeriesNames(String),

Parameters(String),

ForecastLength(Numeric),

Forecast(NumericRef);

 

{ Inner variables }

Variables: Dummy(0), Counter(0);

 

{ Reserve arrays for data }

Dummy = Date[InputLength];

Dummy = Time[InputLength];

Dummy = Open[InputLength];

Dummy = High[InputLength];

Dummy = Low[InputLength];

Dummy = Close[InputLength];

Dummy = Volume[InputLength];

Dummy = OpenInt[InputLength];

 

{ Call solver }

Forecast = AURA_ENGINE_EX((LPSTR)AlgorithmName, (DWORD)MaxBarsBack, (DWORD)PriceScale,

                          (LPLONG)&Date, (LPINT)&Time, (LPLONG)&Open, (LPLONG)&High,

                          (LPLONG)&Low, (LPLONG)&Close, (LPLONG)&Volume, (LPLONG)&OpenInt,

                       (LPSTR)SeriesNames, (LPSTR)Parameters, (DWORD)ForecastLength);

      

AuraEngineExt = Forecast;

 

Short description of input parameters:

Parameter

Description

AlgorithmName

Name of indicator. It must exactly coinside with the names of algorithms given in algorithm table in this manual. Any misprint, wrong case or white space will result in error.

InputLenght

Desirable input length of symbol history for calculation. Please carefully observe minimum input length limitations in the last section of this manual. If input is too short, no calculation will take place and indicator will stay void. Typically, minimal limitations are just barely enough to run algorith at all. User must expect that good results will require much longer series. It is advised to have at least 500 historical points provided. Best results are expected with several thousands historical points. Note however that the increase of history dramatically increases required computational resources.

SeriesNames

Comma delimited list of input series for calculation. Allowed names include

  • Open
  • High
  • Low
  • Close
  • Volume
  • OI

For example: SeriesNames(“Open,High,Low,Close,Volume,OI”). Names are case sensitive. No whitespaces allowed. User can rearrange names to combine different input sequences to the algorithm. There is no sense to pass several series into algorithms, which are univariate. Please consult algorithm table in the last chapter on allowed number of inputs for each algorithm.

Parameters

Reserved for future usage and complex use cases. Please ignore in current release.

ForecastLenght

Number of forward steps, for which forecast is calculated and returned as function output. Please consult algorithm table in the last chapter on supported forecast lenghts for each specific algorithm. Indicators support only zero forecast length. Predictors support one or more forward steps.

 

This is very simple example of calling engine in trading strategy.

 

{*******************************************************************

    Description: StockFusion Universal Signal

    Provided By: Boris Zinchenko (c) Copyright 2008

********************************************************************}

 

Inputs: AlgorithmName("Linear Regression"), InputLength(500), SeriesNames("Close"), Parameters(""), ForecastLength(1);

 

Variables: Forecast(0);

 

Value1 = QB_AuraEngineExt(AlgorithmName, InputLength, SeriesNames, Parameters, ForecastLength, Forecast);

 

If (Forecast < Close) AND (Close > Close[1]) Then Sell This Bar at Close;

If (Forecast > Close) AND (Close < Close[1]) Then Buy This Bar at Close;

 

Of course, real strategies are typically more complex and realistic .

 

Stocks & Commodities

Unraveling the Mystery
of Stock Prices

Boris G. Zinchenko

Here’s a simple method you can apply to interpret financial charts. It uses classical statistics as well as a number of simple chart indicators, which may help you better understand classical charts from the viewpoint of random processes.

Every trader is familiar with stock charts. To most traders the chart is just a common tool, like a hammer is to the carpenter. The exception is the new trader reading charts for the first time or the advanced trader who begins to question the value of the charts he or she watches.

Although financial charts can be vivid and attractive, they do tend to have contradictions with modern statistics. The charts can introduce dubious and unstable measures, which in turn become the basis of popular trading strategies. This could increase the risk of your trading operations.

...read further in

Stocks & Commodities V. 28:3 (10-16)

 

Download Download
Full featured free trial
User's guide User's guide
Step by step tutorial
User's guide Questions?
Find immediate answer!
 
Terms and conditions | Privacy policy | Disclosure statement | Useful links

Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts. Please view the document titled Risk Disclosure Statement for Futures and Futures Options.

Buy Now Download