See Into the Future

Instantly analyze any financial market in multiple timeframes and predict future price movements with uncanny accuracy.

Play Video

PrescienTrader is the World's Most Advanced Financial Market Cycles Analytic Platform

IntelliCycle™

Our proprietary IntelliCycle™ technology intelligently selects the optimal cycle frequencies for any market condition, on a bar-by-bar basis. Based on cycles analysis algorithms developed by Lars von Thienen of WhenToTrade.com, we enhanced Lars's algos, adding numerous advanced and highly innovative capabilities, including dynamic lookback and intelligent cycle selection.

All Markets

PrescienTrader doesn't limit you to certain markets. It can analyze any financial market and import data from various real-time data feeds, plus downloaded data in virtually any format. Analyze the raw price data with optional detrending, or preprocess the data through a custom indicator and analyze the indicator output. Just drag a custom indicator onto your chart and it will automatically show up in the Data Series selector.

All Timeframes

PrescienTrader can analyze any timeframe including intraday tick and time-based charts, daily, weekly monthly, etc... and you can rapidly switch between different timeframe views. Additionally, it can perform multiple timeframe analysis, overlaying up to three timeframes on the same chart.

Built on AmiBroker

We didn't reinvent the wheel by developing our own charting platform. Instead, we built PrescienTrader as a plugin for AmiBroker, an incredibly powerful, yet affordable charting, technical analysis and financial trading platform. AmiBroker surpasses all other charting platforms we're aware of, both in terms of speed and features.

Backtesting

The PrescienTrader Developer edition includes a comprehensive backtesting module. The backtesting module provides a function that returns cycles data for all bars in the backtest range. Run backtests against just the cycles data, or use this data as part of a larger strategy based on your own formulas. Since PrescienTrader is built on AmiBroker, you have access to AmiBroker's powerful backtesting engine, which supports true portfolio backtesting, pyramiding, scaling and Monte Carlo simulations.

Screening

PrescienTrader's screening module scans through thousands of markets in your database to filter out trading opportunities based on cycles data. For example, a key cyclical trading signal occurs when price crosses the Future Line of Demarcation (FLD). Therefore, you could search for any market in which an FLD cross has occurred on the most recent bar, then apply other screening criteria to identify trading opportunities having the greatest probability of success.

Optimization

The PrescienTrader Developer edition takes full advantage of AmiBroker's world-class optimization engine, which supports up to 32 threads per analysis window. Optimize up to ten variables simultaneously, with multithreading against a single instrument or across an entire portfolio. Besides exhaustive optimization, AmiBroker also supports smart optimization, including CMA-ES, SPSO and Tribes engines. View the optimization results in table form or as a three-dimensional, fully animated chart, which visualizes how the variables interact with one another.

Automated Trading

IB Controller is an open source application that acts as a bridge between AmiBroker and Interactive Brokers TWS. This allows for fully-automated trading based on signals generated by PrescienTrader. It's also possible to develop automated trading interfaces for other brokers using AmiBroker's built-in OLE automation interface, or by executing REST API calls from an AmiBroker formula.

FEATURES

The Prescient Line

PrescienTrader analyzes hundreds of thousands of data points to calculate the amplitude and phase for hundreds of cycle frequencies. Then, using our proprietary IntelliCycle™ technology, it filters out the market noise and intelligently extracts the optimal cycles for the market condition. Finally, it combines these cycles to create the Prescient Line™, which is the prediction of future prices. The Prescient Line dynamically updates with each new bar, analyzing all the data leading up to that bar.

Point-in-Time Analysis

Position the vertical selector line on any bar to perform a Point-in-Time Analysis, which is a cycles analysis at the selected point in time. When performing a Point-in-Time analysis, PrescienTrader only considers data to the left of the selected bar, ignoring price data to the right of the bar. This allows you to visually compare the Prescient Line, starting at that point in time, with actual future prices.

View Individual Cycles

PrescienTrader analyzes hundreds of cycles and extracts only the ones most significant to current market conditions. While the Prescient Line is the most reliable price predictor, you can also display the individual cycles that form the basis of the Prescient Line. This provides a more granular view of the cyclical structure, which can be useful when making difficult trading decisions.

View All Cycles

Besides viewing individual cycles, you can also view all cycles at once. This is helpful for getting a sense of the big picture, in terms of how the cycles are interacting and their effect on price.

Static Prescient Line

The Prescient Line is dynamic in that its shape changes with each new bar. This is essential for trading, as it provides the most accurate and up-to-date analysis for making trading decisions. However, its dynamic nature makes it difficult to look back in time, to see how well it performed on prior bars. Of course, you can perform a Point-in-Time analysis on any prior bar, but that only shows the result for the selected bar. Therefore, PrescienTrader also provides a feature called the Static Prescient Line.

Unlike the regular Prescient Line which changes after each new bar, the Static Prescient Line never changes. When you enable this option, it scans back through all the visible bars and plots the direction and slope of the Prescient Line for each bar at that point in time. Thus, you can easily view all the prior buy/sell signals on any chart.

Multiple Timeframes

PrescienTrader can analyze any chart on any timeframe. Moreover, it can analyze up to three timeframes simultaneously on the same chart, overlaying the higher time period plots on the base period plot. This can provide valuable context for the base period analysis.

Spectral Analysis

PrescienTrader includes a spectrum analyzer that allows you to view the entire cycles spectrum. This can be useful when fine tuning parameters, as it allows you to visualize the effects of different parameter settings.

In addition to the spectral analysis graph, it also provides a detailed report, showing parameter settings, a list of the significant cycles and the data for all analyzed cycles.

For each cycle frequency, it displays amplitude, strength, start date/time and Bartels score, which indicates the statistical correlation between the cycle frequency and the price chart.

Dynamic FLD and RSI

JM Hurst invented the Future Line of Demarcation (FLD). The FLD is a plot of the price graph shifted forward in time by half of a cycle frequency. When price crosses the FLD, it confirms that a peak or trough has occurred in the corresponding cycle frequency. PrescienTrader can plot the FLDs for any combination of the significant cycle frequencies.

The Relative Strength Index (RSI) indicates the strength of price relative to its recent history over a certain range of bars. When RSI is at a high level and turns down, it indicates the uptrend may be ending and vice versa. The problem with RSI is that using different lookback ranges can yield dramatically different results, so how do you know which lookback range to use? Lars von Thienen invented the concept of the dynamic RSI, which automatically adjusts the lookback range based on cycle frequencies and PrescienTrader provides a dynamic RSI indicator. You can choose between setting the RSI range equal to the cycle frequency or half the cycle frequency.

Parameter Settings

The Parameters dialog allows you to adjust numerous settings, including the data series to analyze, detrending, cycle frequency range, lookback range, projection bars and more. You can control the settings independently for the base timeframe and two higher timeframes (HTP1 and HTP2). When you change settings, the plotter and scanner views update in real time.

PrescienTrader can analyze any data series and optionally perform on-the-fly detrending of the data. You can select a built-in data series, such as OHLC, Avg, etc… or you can use the output from an indicator as a custom data series. Any indicators you add to the chart will automatically show up in the Data Series selection list.

You can also save settings individually for each instrument and each timeframe. When analyzing lots of different markets, it’s easy to lose track of which settings work best for which markets. After saving the settings for an instrument, the saved settings will automatically be displayed in the report the next time you load that chart.

Backtesting, Optimization and Screening

The Developer edition of PrescienTrader features a sophisticated backtesting and optimization module. The backtesting module provides Point-in-Time analysis over a user-specified range of bars. For each bar, you can access data such as Prescient Line Slope, total number of bars in the current Prescient Trend, the bar number relative to the trend start and whether or not price has crossed an FLD. It can optionally analyze data on up to two additional timeframes. You can then combine this data with other indicators to develop and backtest advanced trading systems.

Since PrescienTrader is built on AmiBroker, you have access to the most powerful backtesting and optimization platform on the planet. AmiBroker features true portfolio backtesting, pyramiding and scaling, walk forward testing and Monte Carlo simulations. Additionally, AmiBroker includes smart optimization engines, such as Covariance Matrix Adaptation Evolutionary Strategy (CMA-ES), Standard Particle Swarm Optimizer (SPSO) and Adaptive Parameter-less Particle Swarm Optimizer (Tribes). These engines can greatly accelerate the optimization process.

The screening module, available in all PrescienTrader editions, scans through thousands of markets in your database to filter out trading opportunities based on cycles data. For example, a key cyclical trading signal occurs when price crosses an FLD. Therefore, you could search for any market in which an FLD cross has occurred on the most recent bar, then apply other screening criteria to identify trading opportunities having the greatest probability of success.

Finally, AmiBroker is written in blazing-fast C++ and allows for up to 32 threads per analysis window. This is critical because cycles backtesting is extremely CPU and memory intensive. Unlike conventional indicators, cycles backtesting requires performing a full cycles analysis on each and every bar in the backtest. Depending on the number of bars in your backtest, this could be hundreds or thousands of times slower than a standard backtest. Therefore, you need the fastest-possible software platform and all the CPU power and memory you can get your hands on.