Advanced Secure Intelligent Networked Systems

1 . A method for generating and selecting trading algorithms, the method comprising:

randomly selecting a technical indicator;

randomly selecting an evaluation interval;

randomly selecting a first tradable item;

randomly selecting a first evaluation bar characteristic;

calculating a past value of the technical indicator for the tradable item utilizing a product of the first evaluation bar characteristic times the evaluation interval;

calculating a present value of the technical indicator for the tradable item upon an occurrence of the first evaluation bar characteristic;

making a decision based upon a relationship between past and present values at each occurrence of the first evaluation bar characteristic for a predetermined period of time going forward;

determining a predetermined historical period of time;

calculating a past value of the technical indicator for the tradable item utilizing a product of the first evaluation bar characteristic times the evaluation interval for the predetermined historical period of time;

calculating a present value of the technical indicator for the tradable item upon an occurrence of the first evaluation bar characteristic during the predetermined historical period of time;

making a decision based upon a relationship between past and present values at each occurrence of the first evaluation bar characteristic for the predetermined historical period of time;

determining a first performance metric and a threshold criteria of success with respect to the first performance metric;

if the threshold criteria of success is satisfied,

selecting a second evaluation bar characteristic;

calculating a past value of the technical indicator for the tradable item utilizing a product of the second evaluation bar characteristic times the evaluation interval;

calculating a present value of the technical indicator for the tradable item upon an occurrence of the second evaluation bar characteristic;

making a decision based upon a relationship between past and present values at each occurrence of the second evaluation bar characteristic for a predetermined period of time going forward;

determining a predetermined historical period of time;

calculating a past value of the technical indicator for the tradable item utilizing a product of the second evaluation bar characteristic times the evaluation interval for the predetermined historical period of time;

calculating a present value of the technical indicator for the tradable item upon an occurrence of the second evaluation bar characteristic during the predetermined historical period of time;

selecting a second tradable item;

selecting a third evaluation bar characteristic;

calculating a past value of the technical indicator for the second tradable item utilizing a product of the third evaluation bar characteristic times the evaluation interval;

calculating a present value of the technical indicator for the second tradable item upon an occurrence of the third evaluation bar characteristic;

making a decision based upon a relationship between past and present values at each occurrence of the third evaluation bar characteristic for a predetermined period of time going forward;

determining a predetermined historical period of time;

calculating a past value of the technical indicator for the second tradable item utilizing a product of the third evaluation bar characteristic times the evaluation interval for the predetermined historical period of time;

calculating a present value of the technical indicator for the tradable item upon an occurrence of the third evaluation bar characteristic during the predetermined historical period of time;

determining a second performance metric;

ranking performance of the technical indicator relative to other similarly ranked algorithms; and

selecting the algorithms achieving a predetermined threshold with respect to the second performance metric.