Advanced Secure Intelligent Networked Systems

Abstract

Provided herein are various exemplary systems and methods for generating and selecting trading algorithms, including randomly selecting a technical indicator, randomly selecting an evaluation interval, randomly selecting a first tradable item, and randomly selecting a first evaluation bar characteristic.

What is claimed is: 
     
         1 . A method for generating and selecting trading algorithms, the method comprising:
 randomly selecting a technical indicator;   randomly selecting an evaluation interval;   randomly selecting a first tradable item;   randomly selecting a first evaluation bar characteristic;   calculating a past value of the technical indicator for the tradable item utilizing a product of the first evaluation bar characteristic times the evaluation interval;   calculating a present value of the technical indicator for the tradable item upon an occurrence of the first evaluation bar characteristic;   making a decision based upon a relationship between past and present values at each occurrence of the first evaluation bar characteristic for a predetermined period of time going forward;   determining a predetermined historical period of time;   calculating a past value of the technical indicator for the tradable item utilizing a product of the first evaluation bar characteristic times the evaluation interval for the predetermined historical period of time;   calculating a present value of the technical indicator for the tradable item upon an occurrence of the first evaluation bar characteristic during the predetermined historical period of time;   making a decision based upon a relationship between past and present values at each occurrence of the first evaluation bar characteristic for the predetermined historical period of time;   determining a first performance metric and a threshold criteria of success with respect to the first performance metric;   if the threshold criteria of success is satisfied,   selecting a second evaluation bar characteristic;   calculating a past value of the technical indicator for the tradable item utilizing a product of the second evaluation bar characteristic times the evaluation interval;   calculating a present value of the technical indicator for the tradable item upon an occurrence of the second evaluation bar characteristic;   making a decision based upon a relationship between past and present values at each occurrence of the second evaluation bar characteristic for a predetermined period of time going forward;   determining a predetermined historical period of time;   calculating a past value of the technical indicator for the tradable item utilizing a product of the second evaluation bar characteristic times the evaluation interval for the predetermined historical period of time;   calculating a present value of the technical indicator for the tradable item upon an occurrence of the second evaluation bar characteristic during the predetermined historical period of time;   selecting a second tradable item;   selecting a third evaluation bar characteristic;   calculating a past value of the technical indicator for the second tradable item utilizing a product of the third evaluation bar characteristic times the evaluation interval;   calculating a present value of the technical indicator for the second tradable item upon an occurrence of the third evaluation bar characteristic;   making a decision based upon a relationship between past and present values at each occurrence of the third evaluation bar characteristic for a predetermined period of time going forward;   determining a predetermined historical period of time;   calculating a past value of the technical indicator for the second tradable item utilizing a product of the third evaluation bar characteristic times the evaluation interval for the predetermined historical period of time;   calculating a present value of the technical indicator for the tradable item upon an occurrence of the third evaluation bar characteristic during the predetermined historical period of time;   determining a second performance metric;   ranking performance of the technical indicator relative to other similarly ranked algorithms; and   selecting the algorithms achieving a predetermined threshold with respect to the second performance metric.