LIM (Logical Information Machines) http://en.wikipedia.org/wiki/Logical_Information_Machines SSS (Structured Software Systems) http://ptolemy.berkeley.edu/people/index.htm Tom Lane (Structured Software Systems) (tgl (at) sss pgh pa us) HP Port, many improvements to pigi and the kernel. BUILDING TRADING SYSTEMS USING AUTOMATIC CODE GENERATION by Michael R. Bryant, Ph.D. http://www.adaptrade.com/Articles/WhitePaper-GP-Content.htm Trading Blox http://www.tradingblox.com/?page_id=9 We then back up that programming-free environment with a powerful Blox⢠Basic development language available in Trading Blox⢠Builder, where you can create new Trading Bloxâ¢, indicators, parameters, and systems. These are then available in the user environment for testing. THERE ARE FRIGGING 100'S OTHERS DUDE. you need some lessons about how to google, facts are you want to be blind, just get your grade man forget about being a ground breaker cause i ain't seen anything new yet.
Regarding: LIM (Logical Information Machines) This company is now called Morningstar according to the website linked from wikipedia. They have a special type of database and a special query language with which it is possible to easily implement screeners. Though it seems these screeners are not used inside of automated trading strategies. Also I did not claim to have invented the screener, which in my eyes is common knowledge that it exists in the financial sector. I would also be surprised if they have something in common under the hood with what I am writing about.
Logical Information Machines, Inc. Patent applications Patent application number Title Published 20100153300 DERIVATIVE TRADING STRATEGY BACKTESTING MACHINE - An automated information search, retrieval and reporting system, and more particularly, a system designed for the historical backtesting of financial market positions, for example, the simulation of the execution of derivative trading strategies. A user accesses data in a market information database via user interface by submitting queries in a near natural language format that define a desired derivative trading strategy with respect to one or more tradable securities. Historical daily price information about securities and derivatives are gathered and combined in a single location. Derivative relative data is created from the historical information and stored as a continuous historical series, wherein the derivative relative data is derived from each derivative's relative position to the underlying instrument with respect to price and date information. Reports express the results of the simulated execution of the derivative trading strategy that would have resulted from actual execution of the derivative trading strategy in the historical timeframe, including the daily profits and losses. it probably was better than your idea because it used english language, i had one you said "if the wind blows north tomorrow during the hours of 10:00am to 3:00pm at postal code 75082 and the wind speed is at least 35 mph and if the dow has made a new high on the day but the sp has not done the same ten minutes before the close buy 1500 contracts with 30 tick range - well get the idea.
Interesting, does it provide backtesting? (well you answered it already with the patent) It surely does not automatically combine variants of rules. Nevertheless, it is a very efficient way to implement strategies with. But I guess the expandability is not so easy. I wonder how complex rules turn out in that 4th generation language. Anyway, TREE (http://www.strsoft.com/intro/treeintro-1.html) from SSS looks more promising right now. I will report when I finished reading that.
lim will not automatically do it but guess what the 250k a year ned davis research software will i know i had it also, my publically disclosed active trader magazine article featured a system built completely by a machine and for two years it kicked ass till it self imploded from the load of users, two million hits a month on that web site all for free. it dictated the action of the sp market. look like i said you just haven't been around long nuff to know all this stuff but its all out there my man. ps almost everything i have ever built off of for the past 20 years has been something discovered by the ndr platform. no human can come up with stuff like i have published.
Do you have an link to that article? I would like to read it. Sounds very interesting. Is it this one: http://markbrown.com/activetrader/ ?
http://www.linkedin.com/in/markbrowndotcom prob have to join to see it. ah your in luck http://www.markbrown.com/client_con...rading_research/oddball/odball1/oddball-1.pdf hey one thing just dont steal it and try and get a grade on it ok lol oh and what is this another one wtf http://www.markbrown.com/client_con...ading_research/oddball/oddball2/oddball-2.pdf wonder how many thousands of these a cray can spit out an hour over 20 years... ho ho hey man were you even born by 97? âThis system was originally developed by Mark Brown (www.markbrown.com) in 1997 yea and for real i am here wasting my time on this stupid forum cause i really do care about people.
Well, I am grateful for that. I was 10 years old then and my interest in finance was not very well developed. I rather thought the tree house I built was quite an achivement.
To better undrstand where I am coming from, my career did involve getting educated formally and going through the thesis process. I did work at one job after graduation and my employer did put me through theoretical physics as a preformance enhancement trechnique. Later, I did a stint in academia (Subtended by consulting via a top tier US Ivy League business school.) Then I drifted into government via a lot of cabinet level departments and then EOP. Problem solving was my general routine. I feel the best addition to problem solving is money. Therefore, I have dealt with the core problem of creating wealth. On page 60 you apply your trple tiered model to value investing and I quote: 1. "The best time to buy a company is when the market price is above the intrinsic value." and 2. "The time to sell comes when the intrinsic value is less than he market price." 1. is MP> IV. 2. is IV < MP. In this paradigm of two HS, the switch in the independent variable and the switch in the dependent vaiable violates Keynes' paradigm theory. Also you just said the same thing twice. I see you work around some of this problem but your HS is incomplete. You have good work and you laid the ground work (and acknowledged the sources satisfactorily) and you do present your new ideas on three shell levels. Mark Brown is humorous in his point making since he just generalizes "processings" of other independent goal oriented systems. As a note the Blox value of the Sharpe Ratio for one app I do in stocks is 60+. So assign the independent variable to IV and let MP in various default forms be the dependent variable. Assume you do this as a mathematical requirement dictated to you by Carnap (Boole's Algebra) and Arithmetic Operator conventions. In 4.3.2 the money making has four periods (two moments and two processing periods.) You left out the Wait which is located between Sell and Buy. Wait is also the key element of the outer shell of protfolio management. Thus, you then have a cyclic system. This will further revealed to you how making money works in the other half of market operations you did not have to present. All four parts require IF independent, THEN dependent form of expression. Add the 4.3.2 key terms to your vocabulary. In the vocabulary add the first use page reference for each term. This facilites the reader's study of your hard work. Now, I can answer your question. As you see trending is a process where a series of events take place. As you also see, buying and selling are each just moments where one event takes place. All references to time series analysis can die on the spot at this point in market management development. You have build a new indicator system and associated signals This sentence is just the usual QA statement to show your achieved milestone. You have shown "value investing" to be based on "two line theory". See Figure 18 for the "indicators" of the two variables: independent (IV) and Dependent (MP). A formula exists that is applied across the board for IV. It is a first and second shell API weighted Filter where all elements of the filter are expressed in boolean criteria or range criteria (where often a mean or mediun is used rather than and extreme of range. MP comes from the market and SP = 0.5MP You are inventing a system to run a portfolio from information. your invention is an "automation" of a dynamic system. Buy and sell are done with the independent variable indicator and its signals. I like seeing IV turn from a negative slope to a positive slope (and vice versa) where all indicators (lines) are commonly ranked on a single universal scale. Thus value investing where stocks compete for capital. Optimizing making money is done with the "automating" indicator linkage of the function whereby MP is a function of IV, i. e., the "hold" indicator and it's signals. You use an API shell to show the MP variation within an API buy/sell API shell. Hold and Wait are processes of trend events. (Call it continuation of capital application) Buy and sell happen in a moment. (Call them End Events or change of capital application) For capital application, continuation and change are orthogonal. Processes and single events are orthogonal. Non intersecting cause and effect sets. In logic, this can be amplified greatly. All of your events in continuation are muturally exclusive to your buy and sell events. There are about three times more buy and sell vents than continuation events. During various encomomic and econometric stages sub subsets of continuation and sub sets of buy/sell are moe or less probable. What you system is introducing to the world is the dynamic of being able to float the "container of automated system analysis" on these ripples, waves and tides of markets and their instruments (your shells so to speak). Congrats. I'm not knocking what you are doing; instead I feel I am allowing you to think about things and further refine. I am not suggesting you change specific things for a particular purpose. Do your own thing and just temper the places where you are going to get push back from those who guide and enable you in your formal education. In court rooms, things can get dicey if you are not prepared. ET and school are not court rooms by any means. I like the court room. It is adversarial and judgements get made.