Building trading systems using automatic code generation



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White Paper: Building Trading Systems Using Automatic Code Generation


As more and more traders have moved to automated trading, the interest in systematic trading strategies has increased. While some traders develop their own trading strategies, many traders lack the necessary skills to implement their ideas. A recently developed solution to this problem is the use of computer algorithms to automatically generate trading system code. The goal of this approach is to automate many of the steps in the traditional process of developing trading systems.

This paper presents an overview of automatic code generation methods for building trading systems. Both simple and complex methods are discussed. A simple ad hoc method is presented that can be implemented in TradeStationís EasyLanguage scripting language to find basic price pattern-based strategies. A more complex approach based on genetic programming is also discussed.


Automatic code generation techniques have the potential to generate robust trading strategies with no coding for almost any market and time frame in a fraction of the time required by traditional methods.

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