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1  General Category / News and Public Announcements / Re: GGO / GWFO / CASB V2.02 just released!! on: June 17, 2010, 02:45:17 pm


Please note that TradeStation Technologies, Inc., the trading software technology subsidiary of TradeStation Group, Inc. (NASDAQ GS: TRAD), has acquired the Grail Genetic Optimizer (GGO), Walk-Forward Optimizer (GWFO)
and Computer Assisted Strategy Builder (CASB) technology from Technovest (Pty) Ltd.    The plan is to fully integrate these Grail products within the TradeStation platform over the next few months.
Until the integration is completed, your Grail licence will continue on the same terms, except only that payments for new/additional licences will be going to TradeStation Technologies.
I am joining TradeStation full-time to help lead the integration and the continuation of Grail trading technology as part of the TradeStation platform’s award-winning strategy design, back-testing and optimization offering .  Please read the press release via the link below for more information.

Wouter Oosthuizen
Chief Executive
17 June 2010
2  General Category / News and Public Announcements / TradeStation acquires The Grail! on: June 17, 2010, 02:01:47 pm
TradeStation Acquires the “Grail” Walk-Forward and Strategy Builder Technology

Acquisition Brings TradeStation’s Industry-Leading Strategy Trading Platform to a New Level, Further Raising the Bar against Competitors and Weaker Imitations

Plantation FL, June 17, 2010 –  TradeStation today announced its acquisition of the Grail System “walk-forward”  and “strategy builder” software technology and business from its inventor, Wouter Oosthuizen, and his company, Technovest (Pty) Limited.  The products acquired include Grail Walk-Forward Optimizer, Grail Genetic Optimizer and Grail Computer Assisted Strategy Builder, together with all other products, enhancements and new features currently in development.   These products will be seamlessly integrated with TradeStation’s award-winning, industry-leading trading strategy design, back-testing and automation platform.  Both walk-forward testing and a broad strategy builder offering have been a company priority for TradeStation for some time, as the company has long realized that the potential value of its strategy design, back-testing and automation platform could rise dramatically with the addition of these tools to create and optimize back-tested trading strategies.

   “The Grail Walk-Forward Optimizer should take TradeStation’s strategy back-testing functionality to a new threshold,” said John Bartleman, TradeStation Securities’ Vice President of Product Management. “Once fully integrated and rolled-out as part of our TradeStation Version 9.0, a major-enhancement release that should be out before year-end, traders will have the ability to test the robustness of their strategies at a whole new level. The Grail’s unique model of ‘Walk Forward’ testing allows the trader to see how the strategy he has tested against a historical time period will perform against various unseen market data metrics and time segments within that back-tested time period. The Grail Walk Forward Optimizer performs this multi-dimensional analysis of the strategy and then concludes with a simple ‘pass’ or ‘fail’ based on the simulated performance results.  In other words, if the strategy is going to have a better chance of success in real trading, it must first prove its robustness by passing these rigorous metrics analyses performed by the Grail.

   “The Grail’s Strategy Builder,” Bartleman added, “will significantly help traders build new strategies from scratch without the need for custom EasyLanguage® programming.  Using genetic algorithms, the trader will have the ability to scan through millions of strategy permutations in a relatively short period, identify those strategies he believes show potential, and then submit them to the Grail Walk-Forward Optimizer to test their robustness.”

“The Grail products all were developed principally with TradeStation users in mind,” said Mr. Oosthuizen.  “TradeStation will be releasing some extremely powerful functionality in its upcoming Version 9.0 release which, in my opinion, not only will dramatically increase the Grail’s speed and value, but will take TradeStation to a rarefied position where the barrier of entry for a competitor seems insurmountable.  Teaming up with TradeStation, and having the value of its impressive product development and user support resources and expertise, should take the Grail technology to a whole new level as well.”

Mr. Oosthuizen will be joining the company full-time at its Florida headquarters on October 1, under a three-year employment agreement, to help lead the efforts to enhance the technology and seamlessly integrate it with the TradeStation platform.  The parties have already started working together to achieve these goals.  The purchase was made by TradeStation Technologies, Inc., the trading software development subsidiary of TradeStation Group, Inc. (NASDAQ GS: TRAD) which develops and owns TradeStation’s proprietary software, technology and intellectual property.

About TradeStation Group, Inc.

TradeStation Group, Inc. (NASDAQ GS: TRAD), through its principal operating subsidiary, TradeStation Securities, Inc., offers the TradeStation platform to the active trader and certain institutional trader markets. TradeStation is an electronic trading platform that offers state-of-the-art electronic order execution and enables clients to design, test, optimize, monitor and automate their own custom Equities, Options, Futures and Forex trading strategies.

TradeStation Securities, Inc. (Member NYSE, FINRA, SIPC, DTCC, OCC & NFA) is a licensed securities broker-dealer and a registered futures commission merchant, and also a member of the Boston Options Exchange, Chicago Board Options Exchange, Chicago Stock Exchange, International Securities Exchange and NASDAQ OMX.  Its TradeStation Prime Services division, based in New York, seeks to provide prime brokerage services to small and mid-sized hedge funds and other firms. The company’s technology subsidiary, TradeStation Technologies, Inc., develops and offers strategy trading software tools and subscription services.  Its London-based subsidiary, TradeStation Europe Limited, an FSA-authorized brokerage firm, introduces UK and other European accounts to TradeStation Securities.
Forward-Looking Statements – Issues, Uncertainties and Risk Factors
This press release contains statements that are forward-looking and are made pursuant to the safe harbor provisions of the Private Securities Litigation Reform Act of 1995. When used in this press release, the words “potential,” “should,” “could,” “upcoming,” “will,” “going to have a better chance of success,” and similar expressions, if and to the extent used, are intended to identify forward-looking statements. All forward-looking statements are based largely on current expectations and beliefs concerning future events that are subject to substantial risks and uncertainties. Actual results may differ materially from the results herein suggested. Factors that may cause or contribute to the potential differences include, but are not limited to, (i) TradeStation’s success in integrating the Grail technology with the TradeStation platform in a timely manner, and in a manner that increases the quality, value and usability of the Grail technology with TradeStation, and produces an enhanced set of features which customers who back-test strategies will find highly valuable and worth paying for, (ii) the ability of TradeStation to release TradeStation Version 9 and its updates as currently planned and TradeStation’s customer base and market finding the improvements in Version 9 as valuable as TradeStation believes they will, and (iii) to what extent the walk-forward technology will, in real-time application and trading, have validated trading strategies that are more likely to succeed.

John Bartleman
(954) 652-7259
3  General Category / First Time Users / Rules for joining The Grail forum on: May 18, 2010, 07:40:21 am

By posting information in or otherwise using any service that may be available to you on or through this site, you agree that you will not upload, post, execute or otherwise distribute or facilitate distribution of any content—including text, communications, software, images, sounds, data or other information— or software that:

 is unlawful, threatening, abusive, harassing, defamatory, libelous, deceptive, fraudulent, invasive of another's privacy, tortious, contains explicit or graphic descriptions or accounts of sexual acts (including but not limited to sexual language of a violent or threatening nature directed at another individual or group of individuals), uses vulgar language in the creation of a user name, is discourteous or not constructive (in tone or content), impolite, crude or otherwise violates these Guidelines;
 victimizes, harasses, degrades or intimidates an individual or group of individuals on the basis of religion, gender, sexual orientation, race, ethnicity, age or disability;
 infringes on any patent, trademark, trade secret, copyright, right of publicity or other proprietary right of any party;
 constitutes unauthorized or unsolicited advertising, junk or bulk e-mail (also known as "Spamming"), chain letters, any other form of unauthorized solicitation, or any form of lottery or gambling;
 contains or executes software viruses or any other computer code, files or programs that may disrupt, damage or limit the functioning of this forum or any other software, hardware, or telecommunications equipment or to damage or obtain unauthorized access to any data or other information of any third party;
 impersonates any person or entity, including any employee or representative of TradeStation Securities or its affiliates;
 is a buy or sell recommendation of specific securities, or a promotion, advertisement or offer to sell specific trading strategies or systems, or seeks merely to promote a favorite strategy, indicator, analyst, or private agenda.
 circulates or discusses rumors about public companies or securities offerings or transactions.
 contains email addresses, addresses, telephone numbers or other contact information.
 repeats the subject and topic in multiple forums.

In addition, your screen name should ideally be different than your real name and consideration should be given to the declaration of your screen name so that it will not be deemed offensive by other users.

You also agree that you will not harvest or collect information about the users or members of this site or use such information for the purpose of transmitting or facilitating transmission of unsolicited bulk electronic e-mail or communications.

You further agree that you will not knowingly solicit or collect personal information from a minor (anyone under 18 yrs old). Personal information of a minor includes but is not limited to name, address, phone number and name of school.

Neither Technovest(Pty)Ltd nor its affiliates pre-screen the content posted by users on this site. However, Technovest(Pty)Ltd has the right, in its sole discretion, to remove any content that, in its judgment, does not comply with the Guidelines or is otherwise harmful, objectionable or inaccurate. Neither Technovest(Pty)Ltd nor its affiliate is responsible for any failure or delay in removing such content.

We do not share your email address or other information with unaffiliated third parties. Because our site is an interactive community, you may receive automatically generated emails notifying you whenever there are replies to your posts. By becoming a member, you may also receive an occasional email notifying you of new site features or events.

Advertisements are strictly prohibited.
You warrant that you will not solicit through your posts.

The Forum Administrator is monitoring messages posted on the forum. Violations of any of these rules may result in a member losing his/her privileges, where any previous posts and contributions may be deleted at the discretion of the Forum Administrator. In addition, in order to more accurately describe the subject matter of certain posted messages we may edit the subject heading to be more "on point" or descriptive.  

Forum Administrator
4  General Category / News and Public Announcements / Re: GGO / GWFO / CASB V2.02 just released!! on: May 10, 2010, 12:08:28 pm
We have just released an interim upgrade for the GGO/CASB which is V2.02.39.

Upgrade procedure:

Please complete an upgrade request at

Thank you!

for a complete list of all the enhancements included in GGO/CASB V2.02.39

Wouter Oosthuizen
Grail support
5  General Category / News and Public Announcements / Re: GGO / GWFO / CASB V2.02 just released!! on: February 23, 2010, 02:28:06 pm
We have just released an upgrade for the GGO, GWFO & CASB

The latest upgrade is GGO/GWFO V2.02.24

As to streamline our upgrade procedures and also to allow us to exercise better control over upgrades, users that want to upgrade must fill in an upgrade request at the following link:

We will then e-mail you complete upgrade instructions.

Thank you!

for a complete list of all the enhancements included in V2.02.24

6  General Category / News and Public Announcements / Re: GGO / GWFO / CASB V2.01 just released!! on: December 17, 2009, 06:42:22 am
We have just released a new upgrade which is GGO V2.01.23.
Please visit
for download instructions as well as a list of enhancements and fixes.

7  General Category / Testimonials / Testimonials GGO/GWFO/CASB V2.xx on: December 11, 2009, 07:22:51 am
Back in 2005 I dreamed of having 10 machines running TS and the Grail to develop deployable strategies in a reasonalbe time.

It has taken a few weeks to sort out the proper way to exactly duplicate results displayed in TS and MC using Forex Range Bars.

Now that I have that sorted ...

In one 24 hour period I did the following and slept 8 hours...

Ran a CASB run on 30 pip GBPUSD range bars from 1-1-2008 to present using MC for the optimization engine.

Chose my top candidate

Exported the EL

Stripped the code down to the core logic

Remodelled my entry filter

Added some additional exit logic based on the core logic of the CASB created strategy

Went back to GGO and prepared the new strategy for GWFO

Ran concurrent rolling WF of 20,000 iterations again using MC for the optimization engine

Evaluated the default 20% x 10 runs

Ran a full cluster analysis

Chose one with > 84% RI

Prepared an OOS strategy in TS: That is one where the inputs are changed to variables, and the vars changed to correspond to the parameters indicated for the date ranges and values in the OOS report.

Evaluated the report and chose to deploy the strategy to trade live in my TS account.

That was all done on one machine with and i7 chip.

I have 2.

I am one happy camper!!  Cool

Thanks Wouter and MC!!

8  General Category / News and Public Announcements / Re: GGO / GWFO / CASB V2.01 just released!! on: November 03, 2009, 02:59:59 pm
Hi All

We have just released a new upgrade which is GGO V2.01.21 and GWFO V2.01.09.
Please visit
for a list of the enhancements.

9  General Category / News and Public Announcements / Re: GGO / GWFO / CASB V2.01 just released!! on: September 23, 2009, 03:41:36 pm
Summary of enhancements:

GGO V2.01.11 (released 23/9/2009) fixed the following bugs:
1. Fixed bug where CASB exported code that under certain conditions left out the definition for Ind2Period2
2. Fixed 'range' is not a floating point value error which happened when RANGE was used as an input.
   Optimize and Stress setting for Price Inputs e.g. O,H,L,C is now set to 'No' by default.
3. Fixed bug where CASB strategies with SecondEntryType=0 would not generate any trades
4. CASB no more allows simultaneous Buy and Sell market orders for the next bar

GGO V2.01.11 introduces the following new functionality:

1. MultiCharts compatible!!!
2. GGO/GWFO/CASB now caters for Kagi, Kase, Linebreak, Momentum, Range, Renko bars
3. CASB now caters for 3 different lengths to be used in indicaters, e.g. AdaptiveMovAvg(Price,Length,Length2,Length3)

GGO V2.01.12 (released 26/9/2009) introduces the following enhancements:

1. CASB now generates more efficient code excluding portions of redundant code when the SecondEntryType is used. (i.e. when 'Allow two entry types simultaneously' is checked)
2. To prevent multiple trades on the same bar, CASB no more allows simultaneous Buy/SellShort stop/limit orders.
10  General Category / News and Public Announcements / Re: GGO / GWFO / CASB V2.01 just released!! on: September 23, 2009, 01:58:50 pm
Hi All

We have just released the new GGO / GWFO / CASB V2.01 for TradeStation and MultiCharts !!
V2.01.xx is compatible with TradeStation 8.x, the older TS2000i, as well as MultiCharts 5.x

Upgrade to the latest Version of GGO/GWFO/CASB V2.0x.xx as follow:

1. Download  Grail Genetic Optimizer (GGO) V2.01.12  from

(Download GGOInstall.rar and use the WinRAR utility to extract. Note that you can download WinRAR for free at )

2. Just run GGOInstall.exe and install V2.01.12 over the existing version on your computer. No need to uninstall previous version.

3. Download Grail Walk-Forward Optimizer (GWFO) V2.01.03  from

4.  Run WFOInstall.exe and install GWFO over the existing version on your computer. No need to uninstall previous version.

5. Import the file GrailWFO.eld and GrailWFO_Adv.eld (located in C:\Program files\TheGrailGGO folder) into TradeStation / MultiCharts

6. When you run GGO V2.01.12 for the first time, it will automatically copy the file GGOMCTS.dll from the C:\Program files\TheGrailGGO folder to the C:\Windows\System folder. Please double check that GGOMCTS.dll is indeed in the C:\Windows\System folder and if not, manually copy the file.


i. You will notice that with strategies created by the new GGO, no small window will pop-up in TradeStation during optimization.
ii. Only strategies created/modified with GGO V2.01.04 Beta or later will work with MultiCharts
iii. Note that the default download is for 32 bit operating systems. If you have a 64 bit operating system, then contact for further instructions

11  General Category / News and Public Announcements / Re: GGO / GWFO / CASB V2.00 just released!! on: September 05, 2009, 07:50:15 am
A comprehensive list of Frequently Asked Questions is available at

IMPORTANT: Read how you could improve the speed of your GGO/CASB optimizations and concurrent walk-forward analysis by a factor of up to 11x :
12  General Category / First Time Users / Instructions to Register on: August 21, 2009, 09:49:35 pm
Instructions for access to The Grail forum

Welcome to This is a private forum to discuss The Grail system evaluation methodology and related software.

Access to the private discussion section of the forum (including our Think Tank, Suggestion box and Customer support section) is limited to users that are registered license holders of the Grail Genetic Optimizer (GGO), Walk-Forward Optimizer (GWFO) or Computer Assisted Strategy Builder (CASB)

License holders may register at
or click on the Register link at the top of the page and follow the instructions.

Trial/demo users may receive free support by contacting directly.

Forum Administrator
13  General Category / News and Public Announcements / What makes The Grail different than other software? on: August 21, 2009, 11:09:53 am
What distinguish GGO/GWFO from other similar tools?

The biggest advantage of The Grail is its combined genetic/walk-forward/stress testing approach.
Thus our software is not only a genetic optimizer or only a walk-forward optimizer or only performs some sensitivity analysis.
No, the GGO/GWFO performs all of these together to form a comprehensive system evaluation methodology.

Most other commercial walk-forward tools are doing only a single walk-forward analysis.
E.g. you would select a certain portion of data to be OOS (e.g. 20% of each walk-forward window)
and number of walk-forward runs and then perform a walk-forward analysis.
This still gives you only one walk-forward analysis based on OOS=20% for each window and 10 OOS runs for example.

By varying these parameters you can get totally different walk-forward analysis and thus totally different results!
The Grail Walk-Forward Optimizer (GWFO) allow you to vary these settings so you could run MULTIPLE walk-forward analyses.
For instance you may vary the OOS% between 5 - 30% and vary the number of OOS runs between 10-100.
We call this comprehensive testing of multiple walk-forward analyses a cluster analysis.
Thus we are analysing clusters of walk-forward analysis!
This is only possible because our software runs between 20-100 times faster than an Excel environment
(People sometime confuse multiple OOS runs with multiple walk-forward analysis.
An individual walk-forward analysis will always have multiple OOS runs, but it is still a SINGLE walk-forward analysis. This is the case with most other walk-forward tools. The mere fact that a walk-forward test has more than one walk-forward runs is NOT the same as a cluster analysis of MULTIPLE walk-forward analysis as performed by the GWFO!)

This approach is also more comprehensive than simply looking at a graph that can at any time only display
the variation of two individual variables.
In fact, the GWFO also shows that it is possible for a system to pass a single walk-forward analysis permutation (e.g. OOS=20%, OOS runs=10) but could still fail all the surrounding
walk-forward analysis permutations, thus it is indeed dangerous to only perform a single walk-forward analysis (as offered by other similar tools)

Doing a cluster analysis of multiple walk-forward analysis raises the assurance of the test to a much higher level than when only performing a single walk-forward analysis.

The third important component in the methodology is "stress testing". During the genetic optimization the GGO performs a sensitivity analysis on the parameters being optimized. This is done by varying the individual parameters a certain percentage to the up/downside to see how quickly the results are degrading. This feature further promotes the selection of truly robust parameters.

How does the GGO, GWFO and CASB complement each other?
The Grail software is built around our Walk-Forward Optimizer. Our walk-forward optimizer is what makes The Grail software truly unique.  
The walk-forward optimizer (GWFO) is designed to provide an objective method to determine whether a trading strategy is robust or not.
The walk-forward optimizer works together with our Genetic Optimizer (GGO). The GGO allows a user to cleverly search a vast optimization space in a short period of time. At the same time, the GGO selects solutions to be walk-forward tested by the GWFO.
If a strategy passes the Walk-forward test, then such a strategy is deemed appropriate for real time implementation.
The GGO and GWFO can be applied to ANY EasyLanguage trading strategy, thus traders typically use it to evaluate the robustness of strategies designed by them self.
This is the crux of The Grail system evaluation methodology.
GGO&GWFO is recommended for ANY trader, right through from novice to experienced traders. If you do not have the GWFO in your arsenal of performance evaluation tools, then you are trading dangerously!

The Computer Assisted Strategy Builder (CASB) is an add-on tool and does not form part of The Grail system evaluation methodology.
The CASB is intended to allow users to quickly explore many different permutations of different indicators, price patterns and exits.
The intention with CASB is NOT to be some magic piece of software that will automatically spit out hundreds of trading strategies which are all robust.
The intention with CASB is to provide the trader a powerful tool as to further explore and refine their own trading ideas.
With CASB, a user will be able to quickly see which kind of indicators performs well or does not work on a specific market.
While the CASB is so flexible, the user can add virtually any new indicator or price pattern and then use CASB to sift through millions of permutations identifying those solutions that show promise.
Once CASB has determined solutions that show potential, the user can submit such a strategy again to the GGO/GWFO as to determine if the strategy is truly robust.
Note that CASB is a tool that requires the trader to spend some time with it. The more time you spend with CASB, the more you will realize its true potential.  
CASB is not recommended for the occasional trader.  
14  General Category / News and Public Announcements / Re: GGO / GWFO / CASB V2.00 just released!! on: August 21, 2009, 07:47:34 am
Find below a screen dump of one of the screens of the new CASB V2.08.

You will notice the introduction of a 5th entry type for pattern definitions. The example template includes definitions for all the popular Candlestick patterns, but you can define virtually ANY pattern!
Note that if you tick the 'Allow two entry types simultaneously' checkbox, then CASB will use ANY checked entrytype AND/ORed with ANY checked entrytype from the same list (in the 'Entry type selection' box)
e.g.  Entrytype #1/#2/#3/#4/#5/#6   And/Or   Entrytype #1/#2/#3/#4/#5/#6   And/Or   Buyfilter
It must also be noted that TradeStation has introduced an important new feature in TS8.6,
that is to allow you to specify that an order is only assumed to be filled when the trade price exceeds the limit price.
(refer )
Previously one could not rely on TradeStation backtesting results when limit orders were involved, but this new TS feature indeed opens up the door to use powerful software like CASB to explore limit orders to their full extent!
Should you want to explore strategies employing limit orders, then on tab CASB3, just set the Entry order type
 to 'Buy/Sell next bar at YOUR FORMULA Limit' and then make sure you set your TradeStation Backtesting assumptions to 'Fill entire order when trade price exceeds limit price' and there you go! You're ready for a CASB D&P.....
Since the new CASB has got quite a lot more functionality, I will be offering one on one Skype sessions / webinars for new CASB users, as to help them to get up to speed.
These personalized sessions will be available at a cost of $90 per hour.
My experience is that each user has a different background & requirements and being able to speak to the person directly would allow me to bring that person much quicker up to speed as to get the most out of CASB.
CASB is like a Ferrari, it does not help if you only drive it in second gear. You need to switch over to 5th and 6th gear as to experience its true potential!

Experienced traders that want their own proprietary modification/s to CASB (or any other EasyLanguage programming) can also be accommodated.
Our hourly rate for programming is $75-$90/hour depending on the complexity of the project and the minimal order cost is $450, i.e. 5-6 hours of work.

Wouter Oosthuizen
15  General Category / News and Public Announcements / Re: GGO / GWFO / CASB V2.00 just released!! on: August 21, 2009, 07:40:52 am
Summary of enhancements in new CASB V2.08:
1. 64 inputs vs 55 inputs previously
2. Introduced Price pattern setup to cater for candlesticks and/or other patterns.
   (Entry type#5 comes with most popular candlestick setups pre-defined)
3. CASB now allows two entry types simultaneously, e.g.
   Buy when EntryType#1=true and/or EntryType Entrytype#5=true and/or Buyfilter=true
   Previous CASB version only supported:
   Buy when EntryType#1=true and/or Buyfilter=true
4. Fixed the error which occured in TS8.6 where a CASB D&P would automatically be terminated at Test #500.
GGO SmartEditor V2.00.08 enhancements:
1. GGO SmartEditor now saves all settings on the GA Settings tab.
So when you use GGO SmartEditor next time, it will reset the settings to those used during your previous session.
2. Concurrent walk-forward now has a setting for TS8/2000i platform as to ensure that the correct code is generated for the different platforms
3. The new version automatically copies the GGO DLL's to the C:\Windows\System folder, so no more will an user have to do this manually.
4. Improved software security

GWFO V2.00.12 enhancements
1. Genetic sample walk-forward is much faster (typically between 3-10 times faster!) than V1.04.40
   This becomes especially useful when a cluster analysis is performed.
2. Caters for 64 inputs as to be compatible with GGO/CASB
3. Improved software security
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