Futures, Forex and Equities Trading Strategies on Your Favorite Trading Platform. Forecast Stock Market with Chaos Theory, Nonparametric Statistics and Neural Networks.

Expert system with automatic inference of optimal strategy

Multiple trading strategies to balance profit and risk

Refined selection of technical indicators and algorithms

High frequency algorithmic trading on your favorite trading platform

Algorithms

Built-in forecasting expert works on unique collection of elaborate predictors, technical indicators, digital filters and statistical tests to achieve top forecasting accuracy and reliability in full automated unattended mode. Not offered in any other product.

Trading strategies

Direct Forecast
Exact Price Change
Exact Forecast Threshold
Exact Forecast Change
Safe Exit
Safe Balance

Forecasting algorithms

ARIMA
Exponential Fit
Finite State Markov Automaton
History Prophet
Logarithmic Fit
Logistic Fit
MACD Crossover MA
Naive Predictor
Square Fit
Square Root Fit
Stepwise Best Regression MVAR
Univariate linear regression

Trading performance criteria

Asymmetry
Compare to Naive Predictor
Correlation Radius
Cumulative Gain
Excess
Fractal Dimension
Friedman
H parameter
Hurst Coefficient
K-Sample
Kruskal-Wallis
Net Profit
Normal Absolute Difference
Normal Root Mean Square
Predicted Change Direction
Scale of Sign Change Rate
Shannon Probability
Typical Run Length

Technical indicators

1 day ROC of 3 Smooth EMA
Absolute Price Oscillator
Aroon Down
Aroon Oscillator
Aroon Up
Average Price
Average True Range
Avg Direct Move Idx Rating
Avg Directional Move Idx
BB Histogram
Balance of Power
Candle Code
Chaikin AD Line
Chaikin AD Oscillator
Commodity Channel Index
Directional Movement Index
Double Exponential MA
Exponential Moving Average
FXS Adaptive Moving Average
Hilbert Dominant Cycle Period
Hilbert Dominant Cycle Phase
Hilbert Phasor Components
Hilbert SineWave
Hilbert Transform Trendline
Hilbert Trend vs Cycle Mode
Kaufman Adaptive MA
Linear Regr Angle
Linear Regr Intercept
Linear Regr Slope
Linear Regression
MACD 12-24
MACD Crossover
MESA Adaptive Moving Average
Median Price
MidPoint over period
Midpoint Price over period
Minus Directional Indicator
Minus Directional Movement
Momentum
Money Flow Index
Moving Average
Moving Average Ribbon
On Balance Volume
Parabolic SAR
Percentage Price Oscillator
Plus Directional Indicator
Plus Directional Movement
Projection Oscillator
Rate of change
Rate of change Percentage
Rate of change ratio
Relative Strength Index
Simple Moving Average
TEMA Stochastic
Time Series Forecast
Triangular Moving Average
Triple EMA
Triple EMA T3
Triple Exponential MA
True Range
Typical Price
Weighted Close Price
Weighted Moving Average
Wilder Relative Strength Ind
Williams Percent R

Free open API enables unlimited system extensibility both in data access and additional forecasting technologies which then are native consumed in system kernel expert reasoning. SOAP, DCOM and C++ bindings give easy direct integration with virtually any enterprise infrastructure including Java, NET, Delphi, MS Office, online portals and interactive web services.

Formulas

Below we provide the full table of algorithms available in ForeStock. Algorithms are grouped according to their packages. Packages are separate modules in common algorithmic space and are licensed individually. You can watch names of packages in License Manager. Licensing any package implies all algorithms contained inside it.


Forecasting algorithm	Description	Type

ARIMA Expert
ARIMA with expert model fit	Seasonal Auto-Regressive Integrated Moving Average forecasting model with automatic expert inference on all model parameters.	Predictor
Finite State Markov Automation
Finite State Markov Automation	We dynamically construct Markov models that describe the characteristics of Market data flow. Such models are used to predict future market states.	Predictor
Finite Impulse Response NN
Finite impulse response neural network	The finite impulse response neural network is a neural network, where scalar weights are replaced with moving average filters. These filters compute a weighted average of past values presented to the network, as opposed to the feed-forward network, which only computes a weighted "average" of the current value. These networks are trained using a variation on the backpropagation algorithm.	Predictor
Advanced Regressions
Forecast with average value	Classical moving average with period 20	Predictor
Linear regression	Linear regression line y = at + b calculated over 20 last points	Predictor
Exponential Fit	Exponential regression curve y = e^{at + b} calculated over 20 last points	Predictor
Logarithmic Fit	Logarithmic regression y = log(at + b) calculated over 20 last points	Predictor
Logistic Fit	Logistic regression y = c / [1 + e^{-(at + b)}] calculated over 20 last points	Predictor
Square Fit	Parabolic regression y = (at + b)² calculated over 20 last points	Predictor
Square Root Fit	Square root regression y = (at + b)^1/2 calculated over 20 last points	Predictor
History Prophet	Emulates “ideal” predictor. Forecast is set to real next observed value, which ensures 100% forecasting accuracy on historical data. It is very useful to calibrate performance of trading strategies in “ideal” conditions. In no case, it should be used as predictor in real trading.	Predictor
Naive Predictor	Forecast with the previous price. Dummy forecast to evaluate performance of other algorithms.	Predictor

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)

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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.