FUZZY LOGIC FOR TRADESTATION
FUZZY LOGIC FOR TRADESTATION
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FUZZY LOGIC FOR TRADESTATION(introduction to fuzzy logice) A wrapper C++ class and a custom API have been written to provide the same sFLC3 functionalities inside TradeStation. Here below is an example of a FuzzyStoK indicator (single FLC). It is only meant to be a test indicator for the sFLC3 library, i.e. one should not try and interpret too much the significance of the indicator as such. It is more important to visualise the FLC implementation for TradeStation as a building block for more complex fuzzy systems. In this simple example, we have 2 fuzzy variables StoK and GradientStoK and a standard rule set. There are many possible variations (fuzzy sets, rule set) which we will explore later. For the time being, let's say that this FLC generates a fuzzy output for each rule of the following generic type: IF STOK IS {LOW|AVG|HIGH} AND GRADIENT_STOK IS {LOW|AVG|HIGH} THEN OUTPUT IS {LOW|AVG|HIGH} Syntax: {LOW|AVG|HIGH} = a given LOW or AVG or HIGH value in the variable's specific fuzzy set. The rule set is fully defined (i.e. 9 or 3x3 rules for 2 variables each associated to a 3-state fuzzy set ).
The EasyLanguage code allows
the construction of any number of fuzzy logic controllers inside an indicator,
making the decision system quite versatile and polymorphic. In addition, in
order to simplify the implementation of fuzzy systems, only 1 Call (EL function)
is necessary. This allows easy replication of fuzzy indicators. While accessing the API directly through the sFLC3 library is technically possible, it is recommended for most TradeStation users to rely on the provided EasyLanguage function to call the FL library. Please contact Support for a demo version of the sFLC3_TS DLL, indicators and sample workspace. |
Page last modified:
May 08, 2008 |
