pftq's Stocks and Investing

Trading Guide

Tech Trader

Virtual Trading System

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July 5th, 2012
Posted by pftq | #

Tech Trader Tech Trader

Start Tech Trader
Note: Application requires 64-bit Windows, .NET 4, and either Internet Explorer, .NET for Firefox, or .NET for Chrome.
Tech Trader is accessible 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.

Human-Like Intelligence, Machine-Like Discipline, Fully Autonomous

    Tech Trader is a fully autonomous system capable of trading thousands of stocks simultaneously with no human intervention.  It is unique from conventional algorithmic systems in that it takes a "human" approach to markets.  It is not quant.  It is not stat-arb.  It is a program that looks at stocks the same way a person would but with the cold discipline and infinite attention span of a machine that can be everywhere at once.  It is analogous to 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.  It is akin to Swarm Intelligence in Ants where the true intelligence emerges from the collective behavior of a thousand independent minds performing at their best instead of any central control or top-down view.  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 scalpers.  A person doesn't think through stats, correlations, or complex math models when trading, and neither does Tech Trader.  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 and fully automated 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 a sense of how I generally approach writing my algorithms (loosely machine learning but not *really*), see my write-up Creating Sentient Artificial Intelligence.

Fully Automated Trading, Backtesting, and Visualization

     From a developer's 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 complete with analytics such as sharpe, hit ratio, average holding period, and more.  It's less a tool to assist in trading and more a successor for traders wanting to fully automate and move on from having to manually trade their strategies.  The system handles all areas of the trading pipeline from trading decisions to execution, making it essentially an all-in-one "hedge fund in a box."
     The platform's primary strength, besides being fully automated in every aspect, is its open-ended nature such that it allows anyone to create their own indicators, strategies, data sources, and broker connections via a Tech Trader Plugin API. Creating your own plugins is made as simple as possible by the provided Plugin Template complete with example code.  The API is extremely light with minimal framework to allow one to fully utilize the underlying C# language in building whatever functionality one may want and expressing whatever idea that may come to mind.  This was designed from the perspective of a trader to fit the mindset of a trader and not from the perspective of an engineer looking to build tools.
     Existing plugins can be found in the Tech Trader Plugins section.  You can share and get help with code in the Tech Trader Forums

A Hedge Fund in a Box

     Tech Trader handles everything from trading decisions to compliance to order management to execution.  It is a one-man team combining the backtesting, signal generation, live trading, and portfolio analytics all in one compact system.  If a trade doesn't complete, it knows to continue or resend it.  If positions are missing or unrecognized, it knows to add or close them.  Portfolios automatically resize when NAV changes or when gains stack over time to take advantage of compounding.  Performance can be broken down by strategy, sector, and exposures on any time frame with everything tracked to a tee.  Tech Trader does the work of an entire hedge fund, the humans included.  At the end of the day, Tech Trader is not a tool that aids humans in their trading endeavors.  It replaces them.

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

Fully Featured "Hedge-Fund-in-a-Box" That Replaces the Entire Hedge Fund (Humans Included)
Disclaimer: Above images are for demonstration purposes only and do not reflect a live account.

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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...


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.

pftq says...

Pretty funny.  I get a lot of critique for not having any explicit portfolio management in my system, but now, after 3 years, I finally read about swarm intelligence here, which is pretty spot on to how my system trades (a thousand traders going at it independently with no central control):
Intuitively it makes sense.  If you focus on making each of those thousand traders the best they can be, the collective performance should be better than what you can do at the top level with one person.

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