Ant Strategy Explorer with Artificial Intelligence Designer
Explores millions of strategy permutations to find robust trading signals. Model new strategies with proprietary features not available in
TradeStationTM / MultiChartsTM or use it as a Data Mining tool to uncover hidden patterns and unknown correlations.
Back-test across multiple bar intervals or markets simultaneously.
Rationale behind the Ant Strategy Explorer (ASE):
- Provide a versatile trading strategy design & evaluation tool for the next generation
- 64-bit & distributed computation in a Local/Cloud environment, ideal for Big Data analytics and Data mining
- Array processing language built on the strengths of legacy EasyLanguageTM, albeit with a facelift (unnecessary complexity stripped to target Millennials & Generation Z)
- Can be used as a domain specific Big Data Analyzer or Data Mining tool to uncover hidden patterns and unknown correlations on any kind of numeric data stream
- Artificial Intelligence Designer models new strategies from scratch, using a cutting edge AI inspired approach.
- User interface is so easy, it can be used by anyone, from novice to very experienced.
- Create an unlimited amount of original and unique trading strategies on any symbol or bar interval.
- Ant Colony Optimizer (Swarm Intelligence algorithm), ideal for discrete and combinatorial Big Data optimization problems
- Simultaneous back-testing/optimization across multiple bar intervals or markets, with the click of a button!
- Proprietary Neural Ant Hybrid (i.e. combo of Neural Network and Ant algorithm) supports Machine Learning / Artificial Intelligence. Allows one to mix different data types e.g. you can use any combination of technical, fundamental, calendar event, social media or astrological data as input for your strategy.
- Explores millions of strategy permutations to find robust trading signals
- Proprietary 64-bit compiler for Domain Specific Array Language that is "EasyLanguage friendly"
- All compilation takes place in the Cloud
- Exploration/Optimization can be either in the cloud or on a local computer
- Back-test across multiple bar intervals simultaneously (i.e. fitness function calculated across multiple data streams)
- Select one bar interval as Out-of-Sample, e.g. calculate fitness function on 25 & 30 min bars and walk-forward test on 35 min bars. (Using an out-of-sample with a different bar interval is a better test for robustness than merely excluding a portion of a single bar interval, as is the case with most commercially available walk-forward analyzers)
- Automated Pass/Fail evaluation, determine at an early stage if a strategy adheres to certain minimum robustness requirements
- Monte Carlo analysis for maximum drawdown evaluation
- Calculates combined Portfolio equity on a time-stamped bar by bar basis for perfect synchronization between data streams.
Rationale behind the Artificial Intelligence Designer (AID)
Recently Data mining and Artificial Intelligence (AI) have become popular buzzwords. But the biggest hurdle is converting the overload of available information into a useful and profitable trading strategy that will continue to perform on unseen data.
The process of implementing a Neural Network can be quite challenging and requires a lot of experience, unless the user has access to software like the Artificial Intelligence Designer that automatically performs all the heavy lifting in the background.
The AID uses a clever approach to solve the above problem, implementing a Neural-Ant Hybrid. The Hybrid is a combination of a Neural Network and Ant Colony Optimization algorithm. While the underlying architecture of the Ant Strategy Engine is quite complex, the AID exposes this cutting edge functionality to the user in a user-friendly and easy to understand way.
The AID exposes a subset of the underlying Domain Specific Language features:
- Ant Colony Optimization (Swarm Intelligence) to drive search & exploration process (Refer FAQ1)
- Ability to calculate fitness functions across multiple data streams (not available in TradeStationTM or MultiChartsTM).
Refer FAQ2 to understand why this feature is so important.
- Support various multi bar interval and multi market optimization scenarios, no additional programming or modification of strategies needed.
Refer FAQ3 for an explanation of the different scenarios.
- "EasyLanguage friendly" (Refer FAQ4)
- Support 195 legacy EasyLanguageTM reserved words & functions (e.g. Buy, SellShort, NetProfit, PositionProfit etc.). Click
here for a complete list of commands supported
- Support 185 canned EasyLanguageTM functions (e.g. RSI, FastK, Parabolic, etc., number to increase with time)
- Introduce 84 new reserved words & functions for improved Performance Evaluation and file in/output to communicate efficient in a cloud environment as well as supporting Big Data analytics and mining.
- 64-bit compiler, multi-thread safe. ASE compiler generates machine code for Intel compatible processors (IA-32/64 architecture) for platforms: Win32/Win64 (Mac OS optional). Number of 64-bit Engines that can be run in parallel only limited by hardware & cost.
64-bit architecture is crucial for Big Data mining since it removes the 4GB 32bit memory restrictions which especially becomes a showstopper when evaluating portfolios of strategies.
- Ability to compile either as a Windows or Web application (i.e. one underlying code base with different deployment options: Windows Service, Standalone Server, ISAPI module)
- Easier and faster than Python (refer FAQ6)
- Strategies may use multiple bar interval or symbol optimizable data streams as input. Each data stream may have a different bar interval/symbol. ASE strategy engine will automatically synchronize streams with different bar intervals.
- Supports Portfolios with up to 1000 strategies or instruments. Calculates combined Portfolio equity on a bar by bar basis for maximum accuracy. (refer FAQ7)
The ASE supports 64-bit & distributed computation in a Local/Cloud environment:
Copyright 2017 Next Generation Trading LLC - All rights reserved
Copyright 2017 Next Generation Trading LLC - All rights reserved
9.1 / 9.5 and EasyLanguageTM are registered trademarks of TradeStation Technologies, Inc.
Technologies nor any of its affiliates has reviewed, certified, endorsed,
approved, disapproved or recommended, and neither does or will review,
certify, endorse, approve, disapprove or recommend, any trading software
tool that is designed to be compatible with the TradeStation Open
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You must be aware of the risks and be willing to accept them in order to invest in the futures and options markets.
Don't trade with money you can't afford to lose.
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No representation is being made that any account will or is likely to achieve profits or losses similar to those discussed on this web site.
The past performance of any trading system or methodology is not necessarily indicative of future results.