TradingSolutions Glossary
A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
Margin
The minimum amount of money required to buy or sell a security. This is typically a percentage of the overall value of the trade, with the remainder being borrowed.
Margin Call
An action by the broker indicating that the investor must cover all or part of the debt incurred by trading on margin as a result of the underlying trade declining in value.
Market Order
An order to buy or sell a security at the current price. Market orders have precedence over all other types of orders and will be filled as long as there is a corresponding seller or buyer.
Maximum Profit Signal (Optimal Signals Usage)
A type of optimal signal. Maximum profit signals delay entry signals until the point of maximum profit.
& For help with optimal signals, see Generating an Optimal Signal.
Memory Depth
The number of previous samples of data that are included in the values of a memory component. For TDNN memory, this is the same as the number of memory taps. For exponential memories like gamma and Laguarre memories, the memory depth is larger than the memory taps since previous values are combined with newer values.
& For help with neural network topologies, see the Modify Field Dialog: Prediction Model page help.
Memory Taps
The number of values that are stored in a memory axon for each input into that axon. The more memory taps that are in a memory axon, the more previous values it will be able to remember. However, each new memory tap also creates a new output from that memory axon, requiring additional processing.
Menu
A set of options that can be performed in the program. The main menu typically appears at the top of the program window. Context menus can be displayed by right-clicking on various parts of the interface.
& For help with the items in the main menu, see The TradingSolutions Main Menu.
Messages and Alerts Window
A window in TradingSolutions that displays messages and alerts in a to-do list format.
& For help with the Messages and Alerts Window, see The Messages and Alerts Window.
MLP
See Mutlilayer Perceptron.
Model
A general term for a neural network topology, its settings, and its training weights. This grouping can be used as a representation, or model, of the interactions between the inputs and the outputs.
& For help with neural network topologies, see the help for the Modify Field Dialog: Prediction Model page.
Modular Network
A type of neural network that contains multiple processing paths. Each processing path has the potential of specializing on a different aspect of the incoming data, allowing it to specialize on multiple conditions.
& For help with neural network topologies, see the help for the Modify Field Dialog: Prediction Model page.
Momentum (Financial Usage)
A calculation of the "strength" behind the current trend in price movement.
Momentum (Neural Usage)
The amount of the previous weight adjustment that is added to the current weight adjustment. Momentum is used to speed up learning and to avoid local minima.
& For help with neural network settings, see the help for the Advanced Topology Settings Dialog.
Momentum Rate
See Momentum (Neural Usage).
Moving Average (MA)
An average of the current value and a given number of the previous values, for each given day.
Multilayer Perceptron (MLP)
The most basic neural network topology. The data in a multilayer perceptron follows a single path with no recursion or memory elements. Despite its simplicity, the multilayer perceptron can be used to solve the vast majority of problems solvable by supervised neural networks.
& For help with neural network topologies, see the help for the Modify Field Dialog: Prediction Model page.
Mutation (Genetic Algorithms Usage)
An activity during genetic optimization during which a gene in a good chromosome is modified to try a random new value. TradingSolutions uses Gaussian mutation to produce better results than would be achieved if purely random numbers were used.
& For help with optimization, see Optimizing Signals and Predictions.