(duration 3 minutes)
(duration 5 minutes) - - How it works
- 1- Overview in 8 steps
- 2- Safir Xp automated development
- 3- Export proven systems to the database
- 4- Extract systems from the database
- 5- Run the systems in the PFO3
- 6- Build several pools of systems
- 7- run the dynamic money management
- 8- Plug the automated orders
Build neurofuzzy systems, check them on unseen data, store the results without writing a single line of code !
STEP 1: Load the train and test data
as well as the indicators templates
in Safir Xp2.
The next step will take care of
all the research
while you are sleeping.
as well as the indicators templates
in Safir Xp2.
The next step will take care of
all the research
while you are sleeping.
Develop, test and make compete up to 1,000 state of art neurofuzzy trading systems in real time without having to write a single line of code, automated orders included.
Never ask again "when should I stop my trading system ? And what to do next ?". Our solutions rely on automated controlled and back testable switching of systems, time frames, instruments, for every new trade to be placed.
Never ask again "when should I stop my trading system ? And what to do next ?". Our solutions rely on automated controlled and back testable switching of systems, time frames, instruments, for every new trade to be placed.
The whole development is really fully automated. Your computer will do the research, backtest and evaluation of your systems without your help.
Check the eight easy steps (tabs1 to 8), read the eight explanation tabs above and watch the animated tutorials.
From that point the software will run thousands of parameters settings, allowing to search the best train test period, the best zigzag to learn, all of this for each indicator configuration set.
Several of these candidates will be then loaded into the neurofuzzy engine and the process will start until all of the configurations variants have been examinated and evolved through the neurofuzzy logic research engine.
Several of these candidates will be then loaded into the neurofuzzy engine and the process will start until all of the configurations variants have been examinated and evolved through the neurofuzzy logic research engine.
Sounds complicated ?
Not that much...
The only parameters that you have to give are gathered in a simple panel.
These settings can be saved if you wish to run them later again.
Once done, click OK and wait for the completion:
Not that much...
The only parameters that you have to give are gathered in a simple panel.
These settings can be saved if you wish to run them later again.
Once done, click OK and wait for the completion:
Moreover, the software will run the systems on the check portfolio ( unseen data) and the validated systems ( those having passed minimum user defined yearly ROA ) will be exported to a database from where they will be later examinated and exported according to your criteria.
This process could take hours ( months if you did this manually) and will work without you help. Launch it at night then the next morning you could have hundreds systems tested over years of intraday data, already stored in the database, waiting for your advice.
This process could take hours ( months if you did this manually) and will work without you help. Launch it at night then the next morning you could have hundreds systems tested over years of intraday data, already stored in the database, waiting for your advice.
The software will develop and test thousands and thousands of systems, then store the results in a database,while you are away.
STEP2 : Prepare the automated research, allowing you computer to program, test and store the best systems for you .
The software accepts several database names.
. For example you can decide to store t he results for some futures in a given database, forex systems into an other one.
You may have one database per instrument (recommended for futures) or even several database for the same instrument. You just have to tell the software which database will be the target for storing the results (see step 2).
Now you select here the database that you want to review, sort, examine, select and export.
All the database are easily accessed from a combo box.
. For example you can decide to store t he results for some futures in a given database, forex systems into an other one.
You may have one database per instrument (recommended for futures) or even several database for the same instrument. You just have to tell the software which database will be the target for storing the results (see step 2).
Now you select here the database that you want to review, sort, examine, select and export.
All the database are easily accessed from a combo box.
Now, the Safir Xp 2 software has found hundreds if not thousands of validated neurofuzzy systems, applied to the check portfolios (unseen data ).
All of these results were exported to the database as well as the system neurofuzzy code during the previous step.
Having a too low number of valid trading systems is annoying, but having too many of them is also a problem, because you will have in this case to review and select them.
All of these results were exported to the database as well as the system neurofuzzy code during the previous step.
Having a too low number of valid trading systems is annoying, but having too many of them is also a problem, because you will have in this case to review and select them.
Sort and examine all of the stored results with the
easy to use database
STEP3 : Choose the systems among those already time tested and selected through the full automated step2.
panel
Export the best
selected systems
with one click !
STEP 4 : Althought fully automated, there are some steps where we ask for your expertise, mainly when it comes to your risk aversion,
something that the software cannot evaluate.
So, we let you choose the systems
to export for further use.
something that the software cannot evaluate.
So, we let you choose the systems
to export for further use.
Thanks to the database, all of the results are stored including a snapshot of the equity curves and a performance summary.
And as usual with this new software suite, no programming is needed for any operation. You just have to specify how many solutions you want to extract, and what are the minimum criteria for that (usually yearly ROA and average trade).
And as usual with this new software suite, no programming is needed for any operation. You just have to specify how many solutions you want to extract, and what are the minimum criteria for that (usually yearly ROA and average trade).
STEP 5 : Run the exported systems in the management software. Verify that overall they correctly behave using the largest database. They will become good candidates for real trading in the next step.
Now comes the most innovative feature:
You will run the exported systems in the management software and blend them in order to have a portfolio of candidates for trading. You may verify their equity curves, run the system with different parameters ( time frame, range bars, stop limit orders).
The Goal here is to build a family of equity curves that show some winning potential at any time (in other words, we seek for a diversified collection of equity curves that must be decorrelated as much as possible (and show some properties in terms of ROA. And unlike what happens with trading systems, we do not expect the best equity curve over years, just an unmanaged equity curve that shows a winning behavior over time ( the green one one the screen shot).
Then during the next step, the software will chose the best equity curves to compose the managed portfolio, that could be seen as the summation of some fragments of the equity curves of the unmanaged portfolio. This will produce the red equity curve, that represent the portfolio that will be traded.
You will run the exported systems in the management software and blend them in order to have a portfolio of candidates for trading. You may verify their equity curves, run the system with different parameters ( time frame, range bars, stop limit orders).
The Goal here is to build a family of equity curves that show some winning potential at any time (in other words, we seek for a diversified collection of equity curves that must be decorrelated as much as possible (and show some properties in terms of ROA. And unlike what happens with trading systems, we do not expect the best equity curve over years, just an unmanaged equity curve that shows a winning behavior over time ( the green one one the screen shot).
Then during the next step, the software will chose the best equity curves to compose the managed portfolio, that could be seen as the summation of some fragments of the equity curves of the unmanaged portfolio. This will produce the red equity curve, that represent the portfolio that will be traded.
Running systems in the PFO3 is just a breeze: You have to load the list of exported systems ( step 3), give the instrument name and classical parameters ( timeframe, costs ...).
You may reselect the systems again according to their current results and keep only some of them.
You may reselect the systems again according to their current results and keep only some of them.
Here we run several systems (pools of systems) in the PFO3 management software.
Additional quality control are performed here
STEP 6 : Blending several pools of systems applied to different instruments, time frames.
This will produce a diversified population of systems where we hope that some of them will be better for the next trade to come, better at least that staying with fixed systems and fixed portfolios.
This will produce a diversified population of systems where we hope that some of them will be better for the next trade to come, better at least that staying with fixed systems and fixed portfolios.
This step is the most important done under you control.It's up to you to verify that the general behavior of the unmanaged portfolio as well as the sub portfolio are always able to understand something at any time, at least on one part of the unmanaged portfolio. No matter what the local results were, but it's important to verify that some solutions are still winning at any time. The management software will then do the selection for you according to the available metrics applied to each line of the unmanaged portfolio.
Adding several pools ( different systems applied to the same symbol, same conditions) to the candidates will improve the behavior of the managed portfolio on unseen data
STEP 8 (final)
Two solutions are proposed with the software suite , according to the brokerage you want to use:
Either TradeStation securities,and/
or any Ninja Trader compatible broker.
Several accounts are of course allowed.
In both cases, you just have to run an indicator with the traded symbols and connect to your broker account..
Two solutions are proposed with the software suite , according to the brokerage you want to use:
Either TradeStation securities,and/
or any Ninja Trader compatible broker.
Several accounts are of course allowed.
In both cases, you just have to run an indicator with the traded symbols and connect to your broker account..
Automated orders needs anyway that you monitor the behavior of the whole hardware software chain.
Think that we monitor up to 1000 neurofuzzy systems in real time (any of them having hundreds of rules), and dynamic money management on top of this.
The automated orders need to place any position change that could occur in real time from such a vivid complex structure running on your PC.
It's not exactly a dummy channel breakout system automated by a mouse click !
Think that we monitor up to 1000 neurofuzzy systems in real time (any of them having hundreds of rules), and dynamic money management on top of this.
The automated orders need to place any position change that could occur in real time from such a vivid complex structure running on your PC.
It's not exactly a dummy channel breakout system automated by a mouse click !
The automated order code takes in account most of the incident and always attempts to recover from any situation, provided that you maintain a valid internet connection and a working PC.
All important data are stored on your HD and will be used as spare information in case of reboot, disruption and so on.
All important data are stored on your HD and will be used as spare information in case of reboot, disruption and so on.
Run automated orders without any programming. This daunting task is taken in account by the integrated solution we provide with
the software suite
The software will develop and test thousands and thousands of systems, then store the results in a database,while you are away.
The software will develop and test thousands and thousands of systems, then store the valid results in a database,while you are away...
Step3 : Choose the systems among those already time tested and selected through
the full automated step2
the full automated step2
Sort and examine all of the stored results with the easy to use database panel
The software accepts several database names.
. For example you can decide to store the results for some futures in a given database, forex systems into an other one.
You may have one database per instrument (recommended for futures) or even several database for the same instrument. You just have to tell the software which database will be the target for storing the results (see step 2).
Now you select here the database that you want to review, sort examine select and export.
All the database are easily accessed from a combo box.
. For example you can decide to store the results for some futures in a given database, forex systems into an other one.
You may have one database per instrument (recommended for futures) or even several database for the same instrument. You just have to tell the software which database will be the target for storing the results (see step 2).
Now you select here the database that you want to review, sort examine select and export.
All the database are easily accessed from a combo box.
The automated order code takes in account most of the incident ant attempts to recover from any situation, provided that you maintain a valid internet connection and a working PC.
All important data are stored on your HD and will be used as spare information in case of reboot, disruption and so on.
All important data are stored on your HD and will be used as spare information in case of reboot, disruption and so on.
Automated orders needs anyway that you monitor the behavior of the whole hardware software chain.
Think that we monitor up to 1000 neurofuzzy systems in real time, and a dynamic money management on top of this. The automated orders need to place any position change that could occur in real time from such a vivid structure. It's not exactly a dummy channel breakout system
Think that we monitor up to 1000 neurofuzzy systems in real time, and a dynamic money management on top of this. The automated orders need to place any position change that could occur in real time from such a vivid structure. It's not exactly a dummy channel breakout system