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TREE offers a powerful, flexible, carefully-thought-out environment for
the design and testing of automated trading systems. Its advantages
include:
- Support for stepwise construction of very complex systems. Organizing a
trading system as hierarchical blocks helps to keep complexity manageable.
- Accurate historical testing. Critical errors that can invalidate a historical
test are prevented by TREE's design.
- Easy, reliable transition from testing to live trading. Since the same code
is used for both purposes, there are never errors in converting a back-tested
algorithm for realtime use.
- Supreme extensibility and modifiability. To illustrate this, we showed
how automatic parameter optimization and asset allocation among multiple
trading strategies can be built up from ``spare parts'' using TREE's
general-purpose facilities. Features like these can be user-constructed
and user-modified in TREE.
The authors know of no other financial trading software that comes close to
the capabilities of TREE.
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Copyright 1997, Structured Software Systems, Inc.