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
Sample
The data in one record. For daily data in TradingSolutions, a sample represents the data for one day. This is also referred to as one bar of data.
Samples Per Exemplar
The number of samples that should be examined each time the neural network updates its weights during the training phase of a dynamic network.
& For help with neural network settings, see the help for the Advanced Topology Settings Dialog.
Secondary Signal
A signal designation typically used to indicate an alternate signal you would like to watch for a data series.
& For help with special signals, see Primary, Secondary, and Service Signals.
Selection Tree
A list of possible values, arranged into groups or categories.
& For help with selection trees, see the help for Selection Trees.
Service Signal
A signal designation used to indicate the signal that is currently being generated by the Solution Service for a data series.
& For help with special signals, see Primary, Secondary, and Service Signals.
Sharpe Ratio
The average change in the equity divided by the standard deviation of the equity. This is useful as a basic reward-to-risk ratio. Higher Sharpe Ratios indicate that a greater amount of average profit could be made with less day-to-day volatility.
Short Trade
Borrowing a security and selling it at the current price with the intent of replacing that security after the price has gone down. In effect, betting that the price will decrease.
Signal
See Entry/Exit Signal.
Signal Type (Optimal Signals Usage)
The type of optimal signal to produce. Analog value signals adjust the strength of the signal based on the potential profitability of the signal. Thresholded analog signals remove the strength information from analog signals. Maximum profit signals delay entry signals until the point of maximum profit.
& For help with optimal signals, see Generating an Optimal Signal.
Simple Predictor
A basic prediction of a value, often used as a baseline for evaluating the effectiveness of a prediction. In TradingSolutions, the last known value is used as a simple predictor of the next value. Another possible simple predictor is the mean of all known values.
Slippage
The difference between the estimated trading price during simulated trading and the actual trading price that would be achieved. TradingSolutions can simulate the effects of negative slippage by applying a percentage change to the trading prices used during simulated trading.
& For help using stop orders, see Using Trading Styles.
Smoothing
The application of a moving average to a chart line in order to reduce the amount of variability (noise) that appears in the line.
Solution
See Trading Solution.
Solution Service
A service that provides you with sample models, data, and commentary for a select group of stocks so that you can see the software in action.
& For help with the Solution Service, see The TradingSolutions Solution Service.
Sortino Ratio
This value is the average change in the equity over the downside deviation of those changes. It is similar to the Sharpe Ratio, but instead of penalizing for general volatility including upward changes, it only penalizes for downward volatility.
Source Field
A field that is used to define a trading solution. The trading solution that uses that source field is able to recreate the source field and all of the fields that were used to create that source field, excluding any raw data.
& For help with trading solutions, see Working with Complete Trading Solutions.
Special Signal
A signal designation that allows you to easily track and analyze your favorite entry/exit signals for each data series.
& For help with special signals, see Primary, Secondary, and Service Signals.
Split
See Stock Split.
Split-Adjusted Data
Historical price data that has been adjusted to match the price levels after a stock split. For example, after a 2-for-1 stock split, the price of a stock is cut in half. Therefore, all of the price data before that stock split needs to be cut in half to maintain a continuous price value.
& For help with split-adjusted data, see Handling Data Adjusted for Stock Splits.
Spreadsheet
A method of displaying numbers in a two-dimensional grid. In the TradingSolutions Spreadsheet View, the horizontal rows of the spreadsheet represent information for individual dates, while the vertical columns of the spreadsheet represent individual fields.
& For help with the Spreadsheet View, see Displaying Data in a Spreadsheet.
Spreadsheet View
A TradingSolutions window that can display a spreadsheet of the values of one or more data fields in a portfolio.
& For help with the Spreadsheet View, see Displaying Data in a Spreadsheet.
Start Date
The first date in a range of data used for a particular operation, delineated by the dates associated with that data. Date ranges typically have a start and end date. If a start date is not specified, the first available date is used.
Startup Behavior
The types of information and menus that should be displayed when TradingSolutions is started.
& For help changing the startup behavior, see Changing Global Defaults.
Static Neural Network
A type of neural network that examines only the patterns between each set of inputs. This is different from a dynamic neural network, which also has memory to allow it to learn patterns over time. Multilayer perceptrons, modular networks, and Jordan/Elman networks are examples of static neural networks.
& For help with neural network topologies, see the help for the Modify Field Dialog: Prediction Model page.
Status Dialog
A dialog that appears while TradingSolutions is performing processing to indicate what is happening and how long it should take to complete. When processing has completed, the Status Dialog disappears automatically.
& For help with the Status Dialog, see the help for the Status Dialog.
Step Size
The amount of the backpropagated error that is applied to each training weight during the training of a neural network.
& For help with neural network settings, see the help for the Advanced Topology Settings Dialog.
Stock Split
An action taken by a company in which it splits their outstanding shares into a larger number of shares. A 2-for-1 split would result in the company having twice the number of shares, investors having twice as many shares, and each share being worth half as much. Therefore, each investor has the same percentage of equity in the company, but the individual shares would cost half as much to purchase.
& For help with historical data after stock splits, see Handling Data Adjusted for Stock Splits.
Stop Order
An order to buy or sell a security once that security reaches a given price. Once the price is reached, the order is filled at the best available price, like a market order. Stop orders are typically used as "protective stops" which cause an open trade to exit if an unfavorable price is reached.
For example, if a long trade is entered at 30, a stop may be placed at 25 to protect against large losses. This stop will only be executed if the low price reaches 25 while the trade is open.
Stop orders can be simulated during signal analysis to help decrease losses.
& For help using stop orders, see Using Trading Styles.
Stop Limit Order
This is the same as a Stop Order, except that once the price is reached, the order becomes a limit order, causing it to only be filled at the specified price or better.
TradingSolutions does not currently simulate stop limit orders.
Stop Market Order
This is the same as a Stop Order. The name "Stop Market Order" is sometimes used to differentiate it from a "Stop Limit Order".
Streaming Intraday Data
Data that is imported continuously throughout the day while the underlying trades are occurring.
& For help with streaming data, see Streaming Intraday Data.
Strike Price (Options Trading Usage)
The price associated with an options contract. Specifically, it is the price per share for which the underlying stock can be purchased if a call option is exercised or sold if a put option is exercised.
Sub-chart
One of multiple charts in a single Chart View window. Each Chart View window can display multiple charts at one time. Each sub-chart has its own value axis (y-axis), but all sub-charts share the same date axis (x-axis).
Subgroup
A way of subdividing data in a TradingSolutions portfolio. Subgroups can be used to organize data in the Portfolio View. They can also be used to establish different generalized processing for groups of data.
& For more help with subgroups, see Grouping Data in your Portfolio.
Support
The support for the price of a stock increasing. The lower that the price of a stock decreases, the more support it receives for increasing back to previous levels. This is the opposite of Resistance.
Synapse
A type of component of a neural network breadboard. Synapses represent the place where the information from axons is combined and weighted. This is different from axons, which process information from inputs and synapses.
& For help with neural network components, see the help for the Advanced Topology Settings Dialog.
System
See Entry/Exit System.
System Group