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
Tab-Delimited File
A text file in which the columns are separated by tabs. In other words, a file that uses the tab character as the field delimiter.
& For help with text files, see Importing Data into TradingSolutions.
TanH Axon
A component in a neural network that adjusts all of the values that pass through it with a nonlinear function that produces values between -1 and 1.
& For help with neural network components, see the help for the Advanced Topology Settings Dialog.
TDNN Memory
A type of memory used in dynamic neural networks. Short for time-delay neural network memory, the first memory taps contain the current value of each input to the memory. Each memory tap after that contains the last value of each previous memory tap for each input, effectively creating a buffer of the last several input values. Since the actual values of the inputs are stored, the memory depth of a TDNN memory is the same as the number of memory taps.
& For help with neural network components, see the help for the Advanced Topology Settings Dialog.
& For help with neural network topologies, see the help for the Modify Field Dialog: Prediction Model page.
Technical Analysis
Analyzing securities by examining the trading of those securities. This differs from Fundamental Analysis, which examines the strength of the companies underlying the securities.
& For an overview of technical analysis, see What is Technical Analysis?
Testing Set
A set of data used during the analysis of the training of a neural network. The testing set is used after training has completed to determine how well the network works on out-of-sample data. The better a neural network has modeled the data, the more the analysis of the testing set will match the results of the training and cross validation sets. It is important to note that the training is not modified based on the values testing set, it is only used for analysis.
& For help with predictions, see Predicting and Modeling Financial Data.
Text File
A file that contains only textual information, allowing it to be read by most programs. Files that are not text files typically contain additional information in a format that is only readable by programs that know how to read that specific format.
& For help with text files, see Importing Data into TradingSolutions.
Theta (Options Trading Usage)
The amount that the price of an option will decay for every one day that passes.
Thresholded Analog Signal (Optimal Signals Usage)
A type of optimal signal. Thresholded analog signals are analog signals without the strength information.
& For help with optimal signals, see Generating an Optimal Signal.
Ticker
The trading symbol used for a security. For example, the ticker for Microsoft is MSFT.
Time-Delay Neural Network (TDNN)
See TDNN Memory.
Time-Lag Recurrent Network (TLRN)
A neural network topology that includes memory elements which allow it to identify patterns that occur over multiple samples.
& For help with neural network topologies, see the help for the Modify Field Dialog: Prediction Model page.
Time Series
A set of values in which the values occur over time with each successive value being associated with a new period in time.
TLRN
See Time-Lag Recurrent Network.
Toolbar
A set of icons, typically at the top of the program window. Clicking on an icon in the toolbar performs a function in the program.
& For help with the toolbars, see Customizing the Toolbars.
Topology
The layout and types of the components of a neural network. Using different components in different orders provides different functionality within the network.
& For help with neural network topologies, see the help for the Modify Field Dialog: Prediction Model page.
Trade
The term trade has two meanings. In the case of commissions, a trade indicates a transaction to enter or exit the market. In the case of signal analysis, a trade indicates the entire entry/exit process associated with that transaction.
Trade Length
The number of bars that the trade was in the market, not including the bar it was exited on.
Trading Market
A market in which the prices are primarily level, indicating that equivalent numbers of shares are being bought and sold.
Trading Range
The range or prices during a particular period of time, typically represented by the high and low prices for that period.
Trading Signal
See Entry/Exit Signal.
Trading Solution
A set of definitions of one or more fields that can be applied to a data series to recreate those fields on new data. Trading Solutions can also be exported for other users to recreate your work.
& For help with trading solutions, see Working with Complete Trading Solutions.
Trading Solution Group
A collection of trading solutions. Groups are used to separate definitions during selection. Typically, the definitions in a group share common characteristics.
Trading Style
A group of settings used for entry/exit signal analysis and optimization. A trading style specifies such things as the amount to invest and the amount of commission to pay on each trade.
& For help with trading styles, see Using Trading Styles.
Trading System
See Entry/Exit System.
Trading Value
The price used for the market entry price and the exit price of each trade during the simulated trading of an entry/exit signal. Typical values are tomorrow’s opening price or today’s closing price.
& For help with trading styles, see Using Trading Styles.
Trailing Stop
A stop order that is updated on a bar-by-bar basis to cover any increased profits that are gained by a trade.
For example, if a long trade is entered at 30, a stop may be placed at 25 to protect against large losses. If the price increases to 35 on the next day, the stop may be updated to 30 to protect against losing the gains that have been made. In other words, the stop trails the price as it increases. It is left unchanged if the price decreases.
& For help using stop orders, see Using Trading Styles.
Training Data
A general term for all of the data used in the training (and the analysis of the training) of a prediction. This includes the training set, the cross validation set, and the testing set.
& For help with predictions, see Predicting and Modeling Financial Data.
Training Optimization
The genetic optimization of the settings for the topology of the neural network.
& For help with optimization, see Optimizing Signals and Predictions.
Training Set
A set of data used during the training of a neural network to adjust the training weights. Each piece of data in the training set is presented to the neural network as an example of the desired output for a given set of inputs. The entire training set is presented once per training epoch.
& For help with predictions, see Predicting and Modeling Financial Data.
Training Weights
The internal values of a neural network that the inputs to each processing layer are multiplied by. These weights are adjusted during training so that the inputs are transformed to be as close as possible to the desired output values. This term may also be used to refer to all of the values that are adjusted during training, including the exponents used by gamma and Laguarre memory.
& For help with predictions, see Predicting and Modeling Financial Data.
Trending Market
A market in which the prices are moving primarily up or down. Prices during a trending market typically close near the extreme in the direction they are trending.
Two Digit Years
A specification that the year component of a date should include only the last two digits of the year, rather than all four digits.