TradeSmart Analytics System Architecture

System Architecture Overview

USER INTERFACE DATA RETRIEVAL ANALYSIS ENGINE ML SCORING TECHNICAL ANALYSIS PORTFOLIO MANAGER RISK MANAGEMENT TRADE EXECUTION BACKTESTING REPORTING WATCHLIST

Integrated Trading System Workflow

START SYSTEM USER INPUT INITIALIZE ML ENABLED TRAIN MODEL DECISION TRAIN ML MODEL STOCK ANALYSIS GENERATE WATCHLIST UPDATE PORTFOLIO TRADE RECOMMENDATIONS EXECUTE TRADES DECISION EXECUTE TRADES SAVE STATE BACKTEST SHOW RESULTS YES NO/CONTINUE YES CONTINUE

Machine Learning Model Training Process

COLLECT TRAINING DATA FEATURE ENGINEERING PREPROCESSING TRAIN/TEST SPLIT CROSS VALIDATION HYPERPARAMETER TUNING TRAIN GBDT MODEL VALIDATE PERFORMANCE SAVE MODEL 30+ Technical Features RSI, MACD, Bollinger Moving Averages Volume Analysis Volatility Measures Preprocessing Steps Robust Scaling Feature Selection PCA Dimensionality Reduction GBDT Configuration L1 Regularization Huber Loss Function Feature Importance Analysis TIME SERIES SPLIT RETUNE IF NEEDED

Comprehensive Stock Analysis Process

INPUT STOCK GET STOCK INFO HISTORICAL DATA TECHNICAL INDICATORS SHORT-TERM RSI, MACD MA5, MA10 STOCHASTIC MEDIUM-TERM MA20, MA50 BOLLINGER ATR LONG-TERM MA200 GOLDEN CROSS TRENDS VOLUME OBV VOL RATIO PATTERNS ML SCORING ENABLED APPLY ML MODEL TRADITIONAL SCORING COMBINE SCORES STRATEGY ASSIGNMENT NEWS SENTIMENT PATTERN RECOGNITION Strategy Categories Strong Buy: 80-100 Buy: 60-79 Neutral: 40-59 Sell: 20-39 Strong Sell: 0-19 YES NO

Portfolio Management & Risk Control

CURRENT PORTFOLIO UPDATE MARKET PRICES CALCULATE PORTFOLIO VALUE RISK ASSESSMENT WITHIN LIMITS VALIDATION SECTOR EXPOSURE BETA CALCULATION POSITION SIZING GENERATE RECOMMENDATIONS BUY RECOMMENDATIONS SELL RECOMMENDATIONS HOLD DECISIONS REBALANCE PORTFOLIO Risk Controls Max 5% single position Max 20% sector exposure Beta target: 0.0 ± 0.2 Max 10% daily drawdown Stop loss: -2% position Liquidity requirements Position Sizing Logic Score-based allocation Volatility adjustment Available capital Correlation analysis Sector limit compliance Kelly criterion Performance Metrics Total return Sharpe ratio Maximum drawdown Win rate Alpha vs market Information ratio EMERGENCY ACTIONS NO YES BREACH

Smart Trade Execution System

TRADE RECOMMENDATIONS EXECUTE TRADES USER ENABLED VALIDATION SELECT ORDER TYPE MARKET ORDER TWAP ALGORITHM VWAP ALGORITHM SMART ROUTING ORDER VALIDATION SUBMIT ORDER ORDER STATUS UPDATE PORTFOLIO Execution Features Low slippage algorithms Market impact minimization Real-time order tracking Partial fill handling Order Types Market (immediate execution) TWAP (time-based slicing) VWAP (volume-based) Adaptive algorithms Pre-Trade Checks Available capital Position limits Risk exposure Market hours ORDER REJECTED YES NO FILLED REJECTED

Dual Scoring System Architecture

STOCK DATA SCORING METHOD SELECTION TRADITIONAL SCORING TECHNICAL (35%) RSI, MACD BOLLINGER LONG-TERM (15%) MA200 TRENDS VOLATILITY (20%) ATR RANGE NEWS (10%) SENTIMENT NLP GAP (10%) PRE-MARKET FREQUENCY VOLUME (10%) RELATIVE AVERAGE ML SCORING FEATURE ENGINEERING GBDT PREDICTION 30+ Features All technical indicators Price momentum Volume patterns Volatility measures Market microstructure Cross-correlations Historical returns COMBINE SCORES FINAL SCORE (0-100) STRATEGY ASSIGNMENT Score Ranges Strong Buy: 80-100 Buy: 60-79 Neutral: 40-59 Sell: 20-39 Strong Sell: 0-19 Watchlist threshold: 60+ Trading threshold: 65+ TRADITIONAL ML

Industrial-Grade Backtesting Framework

START BACKTEST HISTORICAL DATA STRATEGY FUNCTION DAY-BY-DAY LOOP POINT-IN-TIME DATA GENERATE SIGNALS CREATE ORDERS APPLY TX COSTS UPDATE PORTFOLIO RISK LIMITS VALIDATION MORE DAYS AVAILABLE CALCULATE METRICS GENERATE REPORT Backtest Features Survivorship bias free Point-in-time integrity Realistic execution Transaction cost modeling Walk-forward testing Monte Carlo simulation Transaction Costs Bid-ask spread Market impact Commission fees Slippage modeling Liquidity constraints Order size penalties Performance Metrics Total return Sharpe ratio Maximum drawdown Win rate Calmar ratio Information ratio Strategy Types ML-based signals Technical indicators Mean reversion Momentum strategies Custom functions Multi-factor models EMERGENCY STOP OK YES NO BREACH LOOP BACK

TradeSmart Analytics Complete System Overview

Core Features

  • Comprehensive stock analysis
  • Machine learning scoring
  • Real-time technical indicators
  • News sentiment analysis
  • Industrial-grade backtesting
  • Portfolio management
  • Smart trade execution

Scoring Systems

  • Traditional Heuristic
  • Technical Score (35%)
  • Long-term Score (15%)
  • Volatility Score (20%)
  • News Sentiment (10%)
  • Gap Potential (10%)
  • Volume Score (10%)

Machine Learning

  • Gradient Boosted Decision Trees
  • 30+ technical features
  • Non-linear relationship discovery
  • L1 regularization & Huber loss
  • Feature importance analysis
  • Time series cross-validation
  • Automatic model retraining

Technical Indicators

  • Short-term: RSI, MACD, Stochastic
  • Medium-term: Bollinger, ATR
  • Long-term: MA200, Golden Cross
  • Volume: OBV, Volume Ratio
  • Support & resistance levels
  • Pattern recognition
  • Gap analysis

Portfolio Management

  • Score-based position sizing
  • Risk controls & limits
  • Sector exposure management
  • Beta-neutral targeting
  • Drawdown protection
  • Performance tracking
  • Automatic rebalancing

Trade Execution

  • TWAP (Time-Weighted Average)
  • VWAP (Volume-Weighted Average)
  • Smart order routing
  • Market impact minimization
  • Real-time order tracking
  • Partial fill handling
  • Dynamic participation rates

Backtesting Framework

  • Point-in-time data integrity
  • Transaction cost modeling
  • Survivorship bias free
  • Walk-forward testing
  • Monte Carlo simulation
  • Performance metrics
  • Equity curve analysis

Strategy Classifications

  • Strong Buy: 80-100 points
  • Buy: 60-79 points
  • Neutral: 40-59 points
  • Sell: 20-39 points
  • Strong Sell: 0-19 points
  • Watchlist threshold: 60+
  • Trading threshold: 65+

System Workflow Summary

Data Ingestion → Technical Analysis → ML Scoring → Portfolio Management → Risk Assessment → Trade Execution → Performance Tracking → Continuous Learning

Combining traditional technical analysis with cutting-edge machine learning for superior trading performance