Originally Posted By: gtell
How do you rate TSSB? Is it a complete tool or it has some gaps?
How is it with comparison of other ML tools?


It is an interesting tool worth trying (ideally while reading the book). The scripting language is nice. Unfortunately back then it didn't have an integration for any trading platform (it's probably still the case). I didn't want to spend time creating models in TSSB only to be forced to reimplement everything later.

However there's a tool called tssbutil which is able to run TSSB through Python function invocation and which can parse TSSB outputs. Using that it could be possible to build an automated trading system using TSSB. But it's definitely not an elegant solution. I think tssbutil is no longer maintained and it required a small fix in order to run. The fixed version can be found here.

Compared with some other tools TSSB maybe allows for more rapid prototyping (if you learn how to use it effectively) but the number of model types (e.g. regression, neural networks etc..) is somewhat limited. There's lot of indicators but if I remember correctly it's not possible to extend the scripts with completely new ones. You can use indicators which are not included by generating the indicator data in another application and loading it into TSSB though.

Last edited by pcz; 09/27/16 20:13.