this document may contain slightly misleading information, due to changes in the gt code base, the authors operational version, which served as the basis for this data or the errors might just be errors, either explicit or error by omission.
document improvements are welcome. please post to the gt development list.
files used by genius trader (gt)
$HOME/.gt -- this is your private gt configuration directory
data kept here will be used only when the gt process is running with your user id.
/usr/share/geniustrader is a shared geniustrader directory. files kept there can be shared by anyone. gt will search for specific files in this directory for alias files (see below) and rgb (color) data. this path is the default path, it can be changed using an envvar and gt configuration key-values. the envvar is "GT_ROOT". the default root can also be set using the gt configuration key "GT::ROOT". config keys for Path::Aliases (8 of them) and SearchPath::X11_rgb for the color data file.
$HOME/.gt/options -- this is your primary gt configuration file
scan.pl and backtest_many.pl
market_file -- list of security codes
system_file -- system-signals to scan
aliases files
global_alias -- from dir $HOME/.gt/
object_alias -- from Path::Aliases keys for each specific type
colors -- x11 rgb file from SearchPath::X11_rgb search path
used if a colour name is used but not found in the hardcoded list
no harm if file not found (named colour will fail to "black".
xml files (GT/MetaInfo.pm)
your gt portfolio
-- named on command line manage_portfolio.pl and other
Script apps (backtest*.pl etc)
-- named in graphic config PortfolioPositions directives
security (price data) databases (flat files)
GT/Prices.pm -- prices files
GT/DB.pm -- $HOME/.gt/sharenames (used when the prices database
scheme doesn't include company name)
GT/DB/MetaStockReader.pm
GT/DB/MetaStock.pm (depreciated in favor of MetaStockReader.pm)
GT/DB/HTTP.pm
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chart image files -- most likely written to stdout by default
GT/Graphics/Driver/GD.pm
GT/Graphics/Driver/SVG.pm
GT/Graphics/Driver/ImageMagick.pm
GT/Graphics/Driver/Postscript.pm
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analysis report templates --
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prior analyses (GT/Analyzers/Process.pm)
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a list of market codes or security symbols one code per line. the code can appear anywhere on the line. a `#' indicates the beginning of a comment; characters up to the end of the line are ignored. a comment may also appear on a line containing a code.
blank lines, and lines containing only whitespace are ignored.
codes are character strings from the this set of chars [a-zA-X0-9_^.]
scan.pl runs its analysis on each code in turn
a list of one or more gt signal or system descriptions or specifications (sig-sys-desc), one per logical line. long sig-sys-desc can be broken into shorter more readable lines by placing the line continuation character '\' just prior to the line terminator character (watch out for trailing whitespace and be sure there is a blank line or normally terminated line as the last line of a logical line.
a `#' indicates the beginning of a comment; characters up to the end of the line are ignored. comments can appear on sig-sys-desc that are on one line, but comments cannot be embedded into logical line groupings. you can effectively comment out an entire logical line by putting a comment on first line of the logical line group.
blank lines, and lines containing only whitespace are ignored.
scan.pl runs an analysis based on each sig-sys-desc found in the file.
SY:SMA 2 3 4 | TF:AcceptAll
S:Generic:And \
{ S:Generic:Below { I:Prices CLOSE } { I:G:PeriodAgo } } \
{ S:Generic:Below { I:Prices CLOSE } { I:SMA 50 {I:Prices CLOSE} } } \
NAME below 50 day sell \
the following logical line group is effectively commented out
#SY:SMA 10 20 200 \ | TF:AcceptAll
System:ADX 30 | TradeFilters:LongOnly | MoneyManagement:FixedSum same as above using abbreviations SY:ADX 30 | TF:LongOnly | MM:FixedSum
a <system_alias> is a short hand for one or more system components. system components is another reference for sig-sys-desc. a <system_alias> name should be restricted to the characters in this character set [a-zA-Z0-9_] (alphanumeric and underscore). using any of these characters is bound to be troublesome: ':@#[]'.
the format of a system_alias entry:
"Aliases::Global::<system_alias>" <whitespace> <sig-sys-desc>
where "Aliases::Global::<system_alias>" is case insensitive, and will always be processed in lower case. <sig-sys-desc> on the other hand is case sensative. see sig-sys-desc for details on how to craft these elements.
object aliases are aliases of individual system components but not complete or partial systems (e.g. they cannot contain a "|" symbol.
these aliases are stored in top level dir /usr/share/geniustrader/aliases by default, but are also searched for in $HOME/.gt/aliases/.
object aliases are grouped by the kind of system component ("signals", "indicators", "systems", "closestrategy", "moneymanagement", "tradefilters", "orderfactory", "analyzers") <kind> they represent and are searched for in directories bearing that name. this allows a common name to be used in a system context.
the format of a object_alias entry:
"Path::Aliases::<kind>::<object_alias>" <whitespace> <sig-sys-desc>
or in your $HOME/.gt/options file:
"Aliases::<kind>::<object_alias>" <whitespace> <sig-sys-desc>
where "(Path::)*Aliases::<kind>::<object_alias>" is case insensitive -- is it?
can <kind> be abbreviated using the standards?
Aliases::Indicators::MyMean { I:Generic:Eval ( #1 + #2 ) / 2 }
other than that they are very much like a system alias, but in use they are referenced in <sig-sys-desc> by prefixing the '@' symbol to the <object_alias> identifier. for example { @I:MyMean 50 {I:RSI} } denotes that the indicator I:MyMean is an object alias.
file containing perl hash key-values that set the value of the given key. for the most part every key will (should) have a hardcoded default value, use this file to override the default should you want a different value.
gt isn't (but probably should be) shipped with a default options file. there are a couple required items that must be set there as they do not have hardcoded values:
securities prices sources truetype font paths
securities prices sources setup:
to use the sample_data files add these lines -- watch for trailing whitespace
DB::module Text
DB::text::directory /path/to/sample_data/directory
# no trailing / on directory
to use a database engine
refer to your db engine type interface in GT/DB/
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paths to your computers truetype fonts -- be sure to edit the path as well as the actual file name for your computer absolute minimum is Path::Font::Arial key and a value
Path::Font::Arial /path/to/truetype/font/arial.ttf
Path::Font::Courier /path/to/truetype/font/couri.ttf
Path::Font::Times /path/to/truetype/font/times.ttf
Path::Font::Fixed /path/to/truetype/font/VeraMono.ttf
a broker module (not required, but recommended) Brokers::module SelfTrade
background color override (default is harsh white) Graphic::BackgroundColor "LINEN"
there isn't but maybe should be a key for the graphics driver (GD (recommended), SVG, PostScript, ImageMagick). this is set in the gt Script app (Scripts/backtest.pl, Scripts/graphic.pl)
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lines mapping a market code to its long name. each line has this format:
'the securities code' a literal tab character 'the securities long name'
do not quote the code. if the long name is quoted the quotes will be part of the name string.
GT/Indicators/EVWMA.pm /bourse/metainfo/ # EVWMA.pm appears broken GT/List.pm /bourse/listes/
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Scripts/manage_portfolio.pl Scripts/Templates/ Scripts/backtest.pl Scripts/Templates/ Scripts/backtest_multi.pl /bourse/perl
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scan.pl, backtest.pl, backtes_many.pl, gt_sig-sys-desc.pod, Tools.pm, $HOME/.gt/options, $HOME/.gt/aliases/, $HOME/.gt/portfolio/,