GA for TS
Genetic Algorithms in TradeStation
Genetic algorithms are particularly suited for optimizations, so can definitely be of interest in TradeStation. However most if not all GA implementations are problem specific, in other words the fitness functions and constraints have to be coded for the problem at hand.
The library we provide is therefore essentially a wrapper for the WardSystems GeneHunter library to allow access to the API from within TradeStation (TS2000i or TS8). Here is a sample EL script (TS2000i syntax) which calls the API to determine optimal parameters for a MACD crossover.
The product will be soon made available on our download page. Please contact us by email for the time being.
The GeneHunter API is not fully implemented. Only essential calls for the most common optimization problems are available at present. We can certainly add to it on request. VC++ source code is also available.
The API does not require support as this is essentially a simple wrapper for the GeneHunter API, hence most implementations issues are likely to be more related to the utilization of genetic algorithms.
Support has to remain limited... Being a wrapper layer in between GeneHunter and EasyLanguage, it is clear that one can easily fall on either side of this fine line. The product is simple, inexpensive, but is basically offered "as is".
Users must be genuine Ward Systems GeneHunter registered users (the GeneHunter DLL is not part of the existing product). A valid license number is therefore required.
Some knowledge of the GeneHunter API is necessary. We recommend users to go through the sample codes (VB or C) provided with GeneHunter.
Problem solving with Genetic Algorithms is always very specific to the problem on hand. Designing the fitness function therefore requires good knowledge of EasyLanguage.
The GeneHunter API Wrapper for TS only costs US$50
Page updated: 08 May, 2008
Page last modified:
May 08, 2008