Global Trading System Introduction

THE GRAIL changes the art of trading financial markets into a mechanical approach.

Computer Assisted Strategy Builder for TradeStation TM : Creates robust trading systems with fully disclosed EasyLanguageTM.

Grail Position Sizer : This document will show you in 5 easy steps, how to implement 7 different money management strategies onto any trading system. All EasyLanguageTM code included.

Computer Assisted Strategy Builder 

The CASB suite is marketed as an add-on to the Grail Genetic Optimizer (GGO) and Grail Walk-Forward Optimizer (GWFO). The suite comes standard with a prototyping strategy that allow users to genetically model new strategies. Users are able to use any TS indicator/technique, as long as it can be classified according to criteria as defined in the prototyping strategy. Thus TS users can experiment with an endless number of different combinations of entries and exits using their own indicators or existing TS indicators. Users can also integrate/link their own indicators with the neural hybrid indicator included in the prototyping strategy. 

Our hybrid approach combines a non-linear structure with linear technical indicators / trading techniques. 
While non-linear functions are better suited to the complexity of market data than linear functions, a hybrid indicator is incorporated into a trading system and a simplified non-linear function is optimized as part of the trading system using a genetic algorithm.

Once a user has modeled a new trading strategy using GGO, he can use GWFO to perform a detailed walk-forward analysis on the strategy, to prove/disprove its robustness. We invite you to try our our demo for GGO/GWFO to explore the exciting capabilities of these products.

The CASB is specifically suitable for hedge fund, asset and portfolio managers or any individual trader who are in need of trading systems for improved diversification. CASB is equally suitable for day traders since it can be specifically set to model day trading systems.

So what's the fuss about Genetic Algorithms?

TradeStationTM 9, TradeStationTM 2000i and EasyLanguageTM are registered trademarks of TradeStation Technologies, Inc.

Neither TradeStation Technologies nor any of its affiliates has reviewed, certified, endorsed, approved, disapproved or recommended, and neither does or will review, certify, endorse, approve, disapprove or recommend, any trading software tool that is designed to be compatible with the TradeStation Open Platform.

Grail Position Sizer

This document will show you in 5 easy steps how to implement any of the following money management strategies onto your own system: %Margin, %Risk, Optimal f, Diluted Optimal f, Kelly Criterion, Diluted Kelly and %Volatility.

For illustrative purposes, the report uses a basic MACD system to show you exactly how to convert any system that trades in a fixed trading size into a system that vary its position size. This will allow the system to optimally reinvest trading profits.

By applying money management strategies to optimally vary position size, the performance of your trading system can be boosted substantially! Research has proven that about 90% of the variance in performance between portfolio managers is due to variable position sizing. 

THE GRAIL Global Trading System Site Map
THE GRAIL Global Trading System