pftq's Stocks and Investing

Trading Guide

Tech Trader


Virtual Trading System

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Most Recent Trades
» Buy STJ, $76.51
     by Tech Trader
» Buy HIG, $45.13
     by Tech Trader
» Sell DG, $80.23 (+4%)
     by Tech Trader
» Sell HT, $27.95 (+6%)
     by Tech Trader
» Buy to Cover DOV, $65.97 (+9%)
     by Tech Trader
» Sell LLY, $88.76 (+13%)
     by Tech Trader
» Sell SMH, $53.1 (+0%)
     by Tech Trader
» Sell Short GM, $31.78
     by Tech Trader
» Buy XLB, $48.07
     by Tech Trader
» Buy SMH, $52.94
     by Tech Trader
July 5th, 2012
Posted by pftq

Tech Trader Tech Trader

Start Tech Trader
The robotic equivalence of pftq's trading strategies and logic (or lack of thereof).
We only predict the future.  Use at your own risk.

Note: Application requires 64-bit Windows, .NET 4, and either Internet Explorer, .NET for Firefox, or .NET for Chrome.
Tech Trader is currently available only on request.  Please contact me with your background if interested.
This is not a product for sale.  I use it in lieu of my own trading and am looking for collaborators, not clients.


Fully Automated Trading, Backtesting, and Visualization of Any Strategy.
   Tech Trader is a fully autonomous trading system capable of trading thousands of stocks simultaneously with no human intervention.  It is unique from conventional quantitative and algorithmic systems in that it's designed for algorithms that take a "human" approach to markets by looking at stocks the same way a human would.  It is not quant.  It is not stat-arb.  It is a system built to mimic the actions traders like myself would take in the stock market, only with the cold discipline and infinite attention span of a machine.  The closest analogy is having a thousand traders each focusing on a single stock as opposed to a single quant manager trying to make sense of a thousand datapoints.  Trades take place over days, months, and even years to achieve significant, scalable returns instead of sharing the race to zero with high frequency bots or competing for evermore marginal returns with scalpers and arbitragers who only focus on fluctuations in price.  Tech Trader leverages technology to do what the best traders do at scale and maximum efficiency rather than approach the markets from the point of view of an academic, mathematician, or scientist.  
     Since its launch in December 2012, Tech Trader has been trading live on its own with no human intervention whatsoever; you can track discussions around what Tech Trader has been trading on The Tech Trader Wall page.  For detailed performance and trading history, please contact me with your name and background.  For details on how I generally approach machine learning, such as that used here, see my write-up Creating Sentient Artificial Intelligence.

Create Any Indicators and Strategies. Use Any Data Source and Broker.
    From a development standpoint, Tech Trader doubles as a compact backtesting and algorithmic trading platform for human traders with a programming background.  The platform's strength is its robust, scalable architecture and its chart-centered design for traders with a visual approach to trading.  Its intuitive interface and interactive charts make it ideal for seeing and developing strategies like those in Technical Analysis, where such visualization is key.  Performance for both individual stocks and entire portfolio simulations is exportable to CSV complete with analytics such as sharpe, hit ratio, average holding period, and more.  Lastly, the system handles all areas of the trading pipeline from signal generation to trade execution and attribution, making it an all-in-one hedge-fund-in-a-box system.
     The Tech Trader platform's primary strength is its open-ended nature such that it allows anyone to create their own indicators, strategies, data sources, and broker connections via a user plugin. Creating your own plugins is made as simple as possible by Tech Trader API and the provided Plugin Template project.  The API is kept extremely light with minimal framework to allow you to fully utilize the underlying C# language to build whatever functionality you want in your plugin.  The template contains sample code for each plugin type and an outline of what the program expects in your plugin.  Function calls are provided for ease of referencing other existing technicals/strategies, as well as batch scanning any other stocks simultaneously for meta/basket strategies.  The template is written in C# and most readily useable in Visual Studio (the Express version is available free and very powerful already).
     Existing plugins can be found in the Tech Trader Plugins section.  You can share and get help with code in the Tech Trader Forums

Videos and Screenshots

Movie Mode in Tech Trader for Demonstration


Short Presentation for Summarizing Capabilities, Goals, and Purpose


Interactive Charts and GUI for Strategy Visualization


Simultaneously Trade Thousands of Stocks in Batch Mode


Automated Portfolio Simulation with Comprehensive Analytics


Automated Charts and Trading of Bitcoin, XRP, and More via Plugins

Responses

pftq says...

Updated the plugin template with several improvements to make it easier to code (namely, you can use PRICE.HIGH etc in the price functions instead of memorizing 0=high, 1=low, etc).  Also you can see sharpe/trade now instead to better assess strategies that don't trade often.  To update your plugin to the new api, just replace TechTrader.dll from the new download.

pftq says...

In addition to the AI now being able to optimize your strategy for any particular statistic (sharpe, nav, hitrate), the Batch mode is now fully parallelized and also accessible from the plugin API.  In other words, you can finish scanning the entire S&P100 in under a minute.  Likewise, when writing your own indicators, you only need to make a single function call to scan any stock or basket of stocks you want and grab the results/data.

pftq says...

The AI/Optimizer is now accessible from the plugin template.

pftq says...

Rolling optimizer technical is now available.  It'll automatically optimize all indicators on the fly for any set window as you are running a strategy on a stock.  Basically just an application of the AI/Optimizer available from the plugin.

pstec says...

awesome!

pftq says...

Tech Trader now has the ability to automate trades.  Please see the updated plugin template for how to add your own broker account.  It is very easy.

pftq says...

Already have Tech Trader auto-trading equities and options with the TDAmeritrade plugin. Smiley

pftq says...

You can now save/load different lists into Batch, and more importantly, you can now scan multiple strategies/profiles at once in the same Batch list.

pftq says...

Tech Trader now automatically posts its own live trades on the Virtual Trading System.  Fun to watch - it's a like another person trading.
http://www.pftq.com/stock_sys/sys_portfolios/tech_trader/

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