1. Y. Martemianov
Predictive Automated Marginal Trading Technology – PAMTT outline Part2
PAMTT Software
Conceptual PAMTT Software Diagram
CBB Application
Automated Trading Strategy T&G User
Designer ATSD Interface/
PAB - Predictive Algorithm Block CBB Tuner
TOG – Trade Order Generator
Combined Black Box Builder-> Export
TTE -Test/Trade Engine
PRG - Protocol/Report Generator Combined
CBBB - CBB Builder Black Box
…………. BB1
BB2
BB3
Automated ……
R Trading BBn
a Strategy n
t Asset m
Parameters j
e
s
Automated
Trading
Strategy k
Asset 1
Parameters k
Local Rates ATS Data
Data Base Base
Automated
Trading
Strategy 1
Asset 1
Parameters 1
The central PAMTT application is Automated Trading Strategy Designer (ATSD) for the projection and testing of
ATS. ATSD imitates and models trade process (PAB, TOG and TTE), provides with the perfect performance
information (PRG). ATSD realizes high speed multivariate estimation and optimization of ATS performance using
Parameters vector. (See PAMTT, Part 1). This vector contains an options in rate conversion technique, predictive
calculation technique, some numeric values concerning forecast accuracy and required ATS performance, some
others else.
http://www.slideshare.net/yurimartemianov/predictive-automated-marginal-trading-technology-pamtt-part-1
There is Optimized ATS Data Base in ATSD. That allows realizing of the permanent ATS testing and actualization
with fresh rate data. Then optimized ATS with the fixed parameters values is considering as a Black Box with 2
input parameters – Test/Trade span measured in rate time frame units and Rates vector.
Combined Black Box Builder destination is the following: 1) to build some combination of BB existing in the Data
Base in the compliance with the set of performance indices and optimization procedure; 2) export this BB
combination into Combined Black Box Application as a Core Module and User Interface components. The
protocols, indices for Single BB and Combined BB are uniformed.
PAMTT Combined Black Box Application General structural and functional Diagram is below.

2. PAMTT Combined Black Box Application - Structural and Functional Diagram
T&G User Interface/CBB Tuner
Protocols; Black Box List with Performance Reports
Reports; General Report in Assets
Graphs Combined Black Box List with Performance Report
Input Parameters
Test/Trade
Protocols; BB Ids;
Session Initiation;
Reports; Trade
Actual Strategy Orders;
List; Input Orders;
Tickets;
Parameters; Rates Other Data
Rates
Rates Data Trading
Local Feed Module CM - Core Module: Module
Rates PAB - Predictive Algorithm Block
Data TOG – Trade Order Generator
Base R TTE - Test/Trade Engine Order
a PRG - Protocol/Report Generator execution;
t CBBB - CBB Builder Tickets;
e Rates
s
CBB Broker API Broker
Data Data Feed API
Base Service Account
T&G U I/CBB Tuner is a control module, uniformed for all the kinds of applications. Its main form contains:
Controls for Test/Trading managing, CBB design and archiving; Rate DB management;
Table 1 Complete list of included BB with the standard indices set, sums in assets and sum total;
Table 2 Designed CBB list with the standard indices set;
Table 3 Test/Trade protocol in Assets and Summary in separate windows and Synchronized PL/Rate Time Graph;
PAB, TOG, TTE, PRG, CBBB organized in the program unit Core Module as a DLL. This module realizes, in fact, key functions in
automated trading – generation of Trade Orders and performance control.
Rates Data Feed Module and Trading Module interact with the Broker trade infrastructure through Broker API. In case of Core
Module integration in some Trading Platform corresponded services of TP carry out these functions. In this case CBB Tuner
reserves functions in CBB management and performance control. The integration of PAMTT CM in some mature Trading
Platform is enough easy process.
Two kinds of PAMTT CBB application is realized and in use now:
FXCM PAMTT CBB Application based on Order2 GO Trading API Support, described in Diagram above.
MT4 Expert Advisor with integrated CM and CBB Tuner.
Some suggestions concerning development of some other PAMTT application would considered with high interest.
WEB Server – Client solution with integrated PAMT CBB looks enough attractive from the business standpoint.

3. PAMTT CBB Application development and implementation scheme
CM - Combined Black Boxes
for FXCM based on FX2GO
Automated
Trading
Strategy CM - Combined Black Boxes
Designer for MT4 integrated in EA; MT4
data feed and order execution
CM - Combined Black Boxes Controlled by
for Ninja Trader; NT data feed T&G User
ATS and order execution; to be Interface/
designed Combined
Data Base
Black Box
Tuner
……………………………………….
CM - Combined Black Boxes
for some Broker based on
Broker API – is waiting for
customers
Server – Client solution with integrated PAMT CBB.
WEB
Broker Rates
application;
Server CM+CBB
Tuner;
Account 1 Execution Client Application Client 1 Orders WEB forms
1
with
Execution Client Application Client 2 Orders Protocols,
Account 2
Reports
……………………………………………………………………………
Account n Execution Client Application Client n Orders
Note. CBB of 500 single BB with FXCM was tested in 2007. The duration of trade session wasn’t more than 3-4 min.
In Part 3: SAGE44 40 month operation report.