Purpose.

TSGTEditor - strategy editor for TSGT. TSGTEditor enables to make strategy preparation easy using TSGenotic optimizer.

Start TSGTEditor.

By pressing buttons (2) or (3), you can load a strategy into the editor either from a file (2) or from a clipboard (3). Loaded strategy will appear in the editor’s field (1).

In the text field (6), there will appear a description of the current tab.

You can move from one tab to another by clicking on the title of the tab (5) or by pressing “Next” button (4).

So, after the strategy text is downloaded into the editor, press “Next” button (4).

Now you can see a tab with the choice of parameters which need to be optimized.

All your strategy parameters are now shown in table (7). Not all the parameters can be optimized. Moreover, some parameters do not even need to be optimized. (For example, text parameters, logging parameters, screen output parameters, debugging parameters, etc.).

In field (8) you can select those parameters, which values need to be optimized by checking them off .

Parameter’s name will be shown in field (9).

Minimal parameter’s value will be output in field (10). If the parameter is not optimized, then you should input its value into this field.

Fields (10), (11), (12) are minimal value (10), maximal value (11) and a parameter optimization step (12). You may skip step setting and leave it for the Genetic optimizer. Besides, by artificially desensitizing an optimization step, user complicates optimization process and makes it longer. We suggest you leave the step set as default. The step can also be negative, if optimization limits lie in a field of negative values.

Field (13) determines a parameter’s type – integer-valued or with a floating point. So, if, for example, you input 1.1 and 10.9 in fields 10 and 11 respectively, then you should select real parameter’s type in field (13).

You can go back to a previous tab or move forward by pressing “Previous” (14) and “Next” (15) respectively.

Selection of genetic algorithm’s parameters will take place at tab (16).

Parameters (17) can be changed by the user, if he understands the logics of genetic algorithm’s functioning.

GA Total Population is a number of individuals in one population. The more optimization parameters are selected, the larger GA parameter should be. Though, this dependence is not linear.

GA Total Epoch is a number of generations that will elapse during optimization process. This number is only important for Single Mode. In Multiple Mode, you can continue optimization further.

GA Crossover probability, GA Mutation probability and GA Inversion probability are set by numbers in percentage mode. Change of these parameters can only be performed by an advanced user for a finer optimizer setting.

In field (18) there is a GA Fitness formula which sets an optimization criterion. (fitness function). You can select it from a list or input it manually. Syntax and TradeStation EL language functions are available for manual input.

Single or Multiple work modes can be selected in field (19). To select Multiple Mode, you should specify IP address of the computer where the main optimizer’s module is to be run.

After all optimizer’s parameters are set, you can move further to final strategy text formation by pressing button (20)..

There will be a formed strategy text in field (21) which is ready to be used by TSGenotic optimizer.

With the use of buttons (22) and (23), you can save the strategy text in a file or copy it into the clipboard.

To complete this program, press button (24).

In case, some parameters are set incorrectly, TSGTEditor will notify you in a pop-up window. You can go back to the previous tab and correct the parameters.

Parameter values of a strategy as well as the genetic optimizer, in case they are fractional, have to be input using a point not a comma. The Editor will notify the user about this case.

If IP address of the main computer is set incorrectly, then a strategy in Multiple Mode will not work. If you can not detect the IP address yourself, contact your system.