[UrmaBlume]

During the last week we have seen some very fast action in the equity and equity derivative markets. It probably won't come as much of a surprise to many to know that much of the trading action that drives these markets is executed by the online trading models used by international hedge funds and money center banks.

These models are quite complex, sometimes developed through genetic optimization, and they control the trading in hundreds of millions of shares and hundreds of thousands of equity derivative contracts around the world and around the clock.

Below is the actual code for one such model that is deployed to predict short term price for the S&P futures. Those familiar with basic technology can see at a glance that it is a working program but will not be able to discern the model inputs and thus the model can't be copied.

This particular model uses calculations from advances/declines, UpVol/DnVol, cash indexes and other sources. The model is run every 60 seconds and produces a fresh prediction every 60 seconds. As trading is different from hour to hour over the 24 hour trading day different models are developed for different time periods.

There are, of course, similar models for currency, debt and all other markets in operation today.

For online poker players with a technical background this is one place where bots are allowed and some of them earn billions for their owners and developers.

I am posting this code to give beginners an idea of the competition and stimulate discussion of technique amongst the more sophisticated traders here. Compare this to the code that drives such useless indicators as RSI, Stochastics and MACD. This is an example of one of my trading tools, what do you use?

Variables:BF1(0), BF2(0), BF3(0), BF4(0), BF5(0), BF6(0), BF7(0), BF8(0), BF9(0), BF10(0), BF11(0), BF12(0), BF14(0), BF15(0), BF16(0), BF17(0), BF18(0), BF19(0), BF20(0), BF21(0), BF22(0), BF23(0), BF25(0), BF26(0), BF27(0), BF28(0), BF29(0), BF30(0), BF32(0), BF33(0), BF34(0), BF37(0), BF38(0), BF39(0), BF40(0), BF41(0), BF42(0), BF44(0), BF45(0), BF47(0), BF48(0), BF49(0), BF50(0), BF51(0), BF52(0), BF53(0), BF55(0), BF56(0), BF57(0), BF58(0), BF59(0), BF60(0), BF61(0), BF62(0), BF63(0), BF64(0), BF66(0), BF67(0), BF68(0), BF69(0), BF70(0), BF71(0), BF72(0), BF73(0), BF74(0), BF75(0), BF77(0), BF78(0), BF79(0), BF81(0), BF83(0), BF86(0), BF87(0), BF88(0), BF90(0);

Variables:Fieldname1(0), Fieldname2(0), Fieldname3(0), Fieldname4(0), Fieldname5(0), Fieldname6(0), Fieldname7(0), Fieldname8(0), Fieldname9(0), Fieldname10(0), Fieldname11(0), Fieldname12(0), Fieldname13(0), Fieldname14(0), Fieldname15(0), Fieldname16(0), Fieldname17(0), Fieldname18(0), Fieldname19(0), Fieldname20(0), Fieldname21(0), Fieldname22(0), Fieldname23(0), Fieldname24(0), Fieldname25(0), Fieldname26(0), Fieldname27(0), Fieldname28(0);

Fieldname1 = aaaOBVPulse - aaaOBVPulse[3]; {OBV3}
Fieldname2 = aaaINXPulse - aaaINXPUlse[3]; {INX3}
Fieldname3 = aaaPulse500; {P500F}
Fieldname4 = aaaINXPulse; {INXP}
Fieldname5 = aaaDnVolPulse - aaaDnVolPulse[9]; {DNVOL9}
Fieldname6 = aaaOBVPulse; {OBVP}
Fieldname7 = aaaOEXPulse - aaaOEXPulse[9]; {OEX9}
Fieldname8 = aaaINXPulse - aaaINXPulse[9]; {INX9}
Fieldname9 = aaaPricePulse - aaaPricePulse[3]; {PRICE3}
Fieldname10 = aaaOBVinxTPulse - aaaOBVinxTPulse[9]; {OBVINXT9}
Fieldname11 = aaaINXPulse - aaaINXPulse[6]; {INX6}
Fieldname12 = aaaDnVolPulse; {DNVOLP}
Fieldname13 = aaaDecPulse; {DECP}
Fieldname14 = aaaDecPulse - aaaDecPulse[9]; {DEC9}
Fieldname15 = aaaPricePulse - aaaPricePulse[6]; {PRICE6}
Fieldname16 = aaaAdvPulse; {ADVP}
Fieldname17 = aaaAdvPulse - aaaAdvPulse[9]; {ADV9}
Fieldname18 = aaaTickPulse; {TICKP}
Fieldname19 = aaaTickPulse - aaaTickPulse[6]; {TICK6}
Fieldname20 = aaaUpVolPulse; {UPVOLP}
Fieldname21 = aaaTrinPulse - aaaTrinPulse[9]; {TRIN9}
Fieldname22 = aaaTrinPulse - aaaTrinPulse[6]; {TRIN6}
Fieldname23 = aaaOBVinxTPulse - aaaOBVinxTPulse[6]; {OBVINXT6}
Fieldname24 = aaaOBVinxTPulse; {OBVINXP}
Fieldname25 = aaaPricePulse; {PRICEP}
Fieldname26 = aaaUpVolPulse - aaaUpVolPulse[6]; {UPVOL6}
Fieldname27 = aaaTrinPulse - aaaTrinPulse[3]; {TRIN3}
Fieldname28 = aaaAdvPulse - aaaAdvPulse[6]; {ADV6}
BF1 = MaxList(0, Fieldname1 -41.46400);
BF2 = MaxList(0, -Fieldname1 +41.46400);
BF3 = MaxList(0, Fieldname2 +40.38000);
BF4 = MaxList(0, -Fieldname2 -40.38000);
BF5 = MaxList(0, Fieldname3 -1423.74805) * BF2;
BF6 = MaxList(0, -Fieldname3 +1423.74805) * BF2;
BF7 = MaxList(0, Fieldname4 -94.52000) * BF6;
BF8 = MaxList(0, -Fieldname4 +94.52000) * BF6;
BF9 = MaxList(0, Fieldname5 +137.72099) * BF2;
BF10 = MaxList(0, -Fieldname5 -137.72099) * BF2;
BF11 = MaxList(0, Fieldname6 +19.12000) * BF10;
BF12 = MaxList(0, -Fieldname6 -19.12000) * BF10;
BF14 = MaxList(0, -Fieldname4 -44.36000) * BF1;
BF15 = MaxList(0, Fieldname4 -0.58000) * BF2;
BF16 = MaxList(0, -Fieldname4 +0.58000) * BF2;
BF17 = MaxList(0, Fieldname7 -82.18800) * BF16;
BF18 = MaxList(0, -Fieldname7 +82.18800) * BF16;
BF19 = MaxList(0, Fieldname8 +32.94000) * BF9;
BF20 = MaxList(0, -Fieldname8 -32.94000) * BF9;
BF21 = MaxList(0, Fieldname9 -89.50000) * BF15;
BF22 = MaxList(0, -Fieldname9 +89.50000) * BF15;
BF23 = MaxList(0, Fieldname10 +65.33300) * BF10;
BF25 = MaxList(0, Fieldname3 +1734.56897);
BF26 = MaxList(0, -Fieldname3 -1734.56897);
BF27 = MaxList(0, Fieldname11 -87.62000) * BF25;
BF28 = MaxList(0, -Fieldname11 +87.62000) * BF25;
BF29 = MaxList(0, Fieldname12 +33.25200) * BF3;
BF30 = MaxList(0, -Fieldname12 -33.25200) * BF3;
BF32 = MaxList(0, -Fieldname13 -97.06701) * BF30;
BF33 = MaxList(0, Fieldname14 +1.93300) * BF6;
BF34 = MaxList(0, -Fieldname14 -1.93300) * BF6;
BF37 = MaxList(0, Fieldname15 -98.50000) * BF16;
BF38 = MaxList(0, -Fieldname15 +98.50000) * BF16;
BF39 = MaxList(0, Fieldname16 +6.33300) * BF3;
BF40 = MaxList(0, -Fieldname16 -6.33300) * BF3;
BF41 = MaxList(0, Fieldname17 +3.53300) * BF28;
BF42 = MaxList(0, -Fieldname17 -3.53300) * BF28;
BF44 = MaxList(0, -Fieldname18 +52.81000);
BF45 = MaxList(0, Fieldname5 +0.00000) * BF30;
BF47 = MaxList(0, Fieldname17 -58.00000) * BF4;
BF48 = MaxList(0, -Fieldname17 +58.00000) * BF4;
BF49 = MaxList(0, Fieldname19 +78.13000) * BF47;
BF50 = MaxList(0, -Fieldname19 -78.13000) * BF47;
BF51 = MaxList(0, Fieldname20 +82.61800) * BF30;
BF52 = MaxList(0, -Fieldname20 -82.61800) * BF30;
BF53 = MaxList(0, Fieldname19 -95.69001) * BF40;
BF55 = MaxList(0, Fieldname4 -25.42000) * BF44;
BF56 = MaxList(0, -Fieldname4 +25.42000) * BF44;
BF57 = MaxList(0, Fieldname3 +699.52899) * BF44;
BF58 = MaxList(0, -Fieldname3 -699.52899) * BF44;
BF59 = MaxList(0, Fieldname2 -85.59999) * BF56;
BF60 = MaxList(0, -Fieldname2 +85.59999) * BF56;
BF61 = MaxList(0, Fieldname17 -114.86700) * BF56;
BF62 = MaxList(0, -Fieldname17 +114.86700) * BF56;
BF63 = MaxList(0, Fieldname21 +79.71400) * BF28;

aaaFinSoL1min8x1 = -0.35648 -0.00311 * BF3 -0.03182 * BF4 -0.00012 * BF5 +0.00001 * BF6 +0.00001 * BF7 -0.000000056 * BF8 -0.00010 * BF9 +0.00190 * BF10 -0.00040 * BF11 -0.00006 * BF12 +0.00405 * BF14 +0.00040 * BF16 +0.00006 * BF17 -0.0000016 * BF18 +0.0000003 * BF19 +0.0000011 * BF20 -0.00020 * BF21 +0.0000007 * BF22 -0.00031 * BF23 +0.00031 * BF25 +0.00406 * BF26 +0.0000061 * BF27 -0.0000017 * BF28 -0.00017 * BF30 +0.00023 * BF32 -0.000000059 * BF33 -0.000000020 * BF34 +0.00193 * BF37 -0.0000008 * BF38 -0.00007 * BF39 -0.00014 * BF40 +0.000000029 * BF41 +0.000000026 * BF42 -0.01078 * BF44 -0.00003 * BF45 +0.00559 * BF47 +0.00040 * BF48 -0.00014 * BF49 -0.00011 * BF50 +0.0000076 * BF51 +0.00007 * BF52 +0.00001 * BF53 -0.00045 * BF55 +0.00039 * BF56 +0.00001 * BF57 -0.0000088 * BF58 +0.00164 * BF59 -0.0000007 * BF60 -0.00009 * BF61 -0.0000006 * BF62 +0.000000016 * BF63 +0.000000052 * BF64 +0.00012 * BF66 -0.00066 * BF67 +0.00028 * BF68 +0.00005 * BF69 +0.00001 * BF70 +0.0000001 * BF71 +0.000000089 * BF72 -0.000000097 * BF73 -0.000000039 * BF74 -0.00007 * BF75 +0.0000036 * BF77 +0.00002 * BF78 -0.0000075 * BF79 +0.00020 * BF81 -0.03978 * BF83 +0.00001 * BF86 +0.0000093 * BF87 +0.000000031 * BF88 -0.0000011 * BF90 ;