This series of applications was written in a proprietary language called EasyLanguage for the trading software Tradestation. I have also included a number of sample reports for reference.
I did this in my internship at Proquest Technologies back in mid 2015 in order to write a Quantitative Trading Algorithm to test and implement this particular investment strategy for the company.
This program took about 6 months for me to create, and accomplished the task filtering through millions of market data points and processed them for strategy optimization based on varying market conditions. After the program exported optimized strategy reports for human review, the program would executed trades, with it's newly optimized settings, in live market conditions across the top 10 income producing assets all while logging those executions for manual oversight and continually optimizing itself as new market data became available. There is also indicator programs that output a visual representation of various aspects of the algorithms decisions making process on price charts.