ATS SP Dakota Systems 7.3
Overview
This page documents the Software Requirements, Data Requirements, Installation Instructions, Release Notes and the Hypothetical Historical Performance for the ATS SP Dakota Systems 7.3.
Software Requirements
The Software required to run the ATS SP Dakota Systems is listed in the table below.
|
Software
|
Version
|
Provider
|
|
ATS Dakota Systems
|
7.3
|
AdaptiveTradingSystems.com
|
|
ATS Data Library
|
1.21
|
AdaptiveTradingSystems.com
|
|
ATS Indicators Library
|
1.70
|
AdaptiveTradingSystems.com
|
|
ATS Metrics Library
|
1.70
|
AdaptiveTradingSystems.com
|
|
ATS Swarm Adaptation Library
|
2.00
|
AdaptiveTradingSystems.com
|
|
ATS Dakota Equity Engines
|
1.50
|
AdaptiveTradingSystems.com
|
|
ATS EST ScriptBot Library
|
1.80
|
AdaptiveTradingSystems.com
|
|
ATS ScriptBot Library
|
2.71
|
AdaptiveTradingSystems.com
|
|
CPredictor Indicator Add-In
|
1.30
|
AdaptiveTradingSystems.com
|
|
TrendOscillator Indicator Add-In
|
1.10
|
AdaptiveTradingSystems.com
|
|
WaveOscillator Indicator Add-In
|
1.10
|
AdaptiveTradingSystems.com
|
|
WavePhase Indicator Add-In
|
1.10
|
AdaptiveTradingSystems.com
|
|
BioComp Dakota EOD
|
2.1.48
|
BioComp Systems Inc.
|
|
HQuote Pro
|
7.42
|
HQuotes.com
|
Data Requirements
The Data sources required to run the ATS SP Dakota Systems are listed in the table below. All data is end-of-day data.
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Data Series
|
Description
|
Data Source
|
|
SP.LNG
|
SP futures contract reverse adjusted.
|
Pinnacle CLC Database
|
|
NY-ADVIS
|
Advancing Issues in the NYSE Composite.
|
Pinnacle IDX B1 Database
|
|
$R2000
|
Russell 2000 Index
|
Pinnacle IDX C3 Database
|
|
SP500
|
S&P 500 Index
|
Pinnacle IDX X2 Database
|
|
AMAT
|
Applied Materials Inc. share price daily closing value.
|
Yahoo Finance, HQuote Pro
|
Release Notes
One of the main and ongoing objectives of AdaptiveTradingSystems.com is to increase the diversity amongst the market timing models that are combined to form the master trading signal. This objective is being realized to an increasing degree with each new release of the ATS SP Dakota Systems. Another significant objective is to deliver systems of the highest quality to our customers. Existing market timing models that are deemed to be of lower quality then those that are being added to the ensemble have been removed.
Release 7.3 includes four new Dakota base systems developed using classic swing trading concepts. These systems are relatively simple and robust. They trade in the direction of the long term trend and counter to the short term trend. John Bennett, founder of John W. Bennett & Co., has been a major contributor to the development of these exciting new systems. An image of the equity curve produced by one of these Dakota systems appears below.
Release 7.3 includes four new Dakota base systems developed using classic swing trading concepts. These systems are relatively simple and robust. They trade in the direction of the long term trend and counter to the short term trend. John Bennett, founder of John W. Bennett & Co., has been a major contributor to the development of these exciting new systems. An image of the equity curve produced by one of these Dakota systems appears below.
Equity curve for a 'swing trader' Dakota System
Another interesting addition to the ensemble of Dakota base systems is a long term trader based on the 'Generals Lead the Troops' model discussed by Micheal Stokes on the MarketSci Blog. The equity curve produced by this system appears below.
Equity curve for the 'Generals Lead the Troops' Dakota system
The ATS Ensemble Signal Trader (EST) ScriptBots are used to build Dakota 'Systems of Systems'. Market timing signals are exported from each of the base systems by running the Dakota Batch Processing function after the data for a given trading day has been downloaded. The EST systems are processed last because of their dependence on the Base system signals. The objective is to use the EST ScriptBots to combine the Base system signals to produce market timing signals that are superior and more robust than any of the individual base systems. Think of the individual base systems as the colors in a pallette that are combined using the EST scriptbots to produce the picture that is our prediction of the short term trend.
The number of ways in which the Base system signals can be combined are infinite. One simple and robust method is to use the EST-AdaptiveVotingThresholds ScriptBot. This ScriptBot requires a certain percentage of Base system signals to be either long or short before outputting a long or short signal. The buy / sell thresholds are distinct and adapted within user defined ranges. The adapted buy / sell threshold levels enable a system built using the the EST-AdaptiveVotingThresholds ScriptBot to adapt to longer term changes in trend without having longer term trend signals amongst the ensemble. An image of the hypothetical equity curve produced by a Dakota system that uses the EST-AdaptiveVotingThresholds ScriptBot appears below. This system is included in release 7.3 of the ATS SP Dakota Systems as one of the Tier 1 EST Systems. It is in the market approximately 50% of the time.
The number of ways in which the Base system signals can be combined are infinite. One simple and robust method is to use the EST-AdaptiveVotingThresholds ScriptBot. This ScriptBot requires a certain percentage of Base system signals to be either long or short before outputting a long or short signal. The buy / sell thresholds are distinct and adapted within user defined ranges. The adapted buy / sell threshold levels enable a system built using the the EST-AdaptiveVotingThresholds ScriptBot to adapt to longer term changes in trend without having longer term trend signals amongst the ensemble. An image of the hypothetical equity curve produced by a Dakota system that uses the EST-AdaptiveVotingThresholds ScriptBot appears below. This system is included in release 7.3 of the ATS SP Dakota Systems as one of the Tier 1 EST Systems. It is in the market approximately 50% of the time.
Equity curve for an EST system built using the EST-AdaptiveVotingThresholds ScriptBot
The EST system architecture is of moderate complexity. There are four Tier 1 EST Dakota Systems and one Tier 2 'Master' system. Each of the Tier 1 systems reads in and processes market timing signals exported by the Base systems. The Master system reads in and processes the timing signals exported by each of the four Tier 1 systems during the Dakota batch processing. The Master system goes long when the majority of Tier 1 system signals are outputting a long signal and short when the majority are outputting are issuing a short signal. The Master system is in the market approximately 60% of the time with excellent hypothetical trade statistics.
Hypothetical Historical Performance
The historical hypothetical equity curve and trade statistics for Master Dakota system Sp_M73 appear below.
Equity curve for the Dakota master system
Hypothetical trading statistics for the Dakota master system
NOTE: Hypothetical or simulated performance results have inherent limitations. Unlike an actual performance record, simulated results do not represent actual trading. Also, since the trades have not actually been executed, the results may have under- or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. Past performance of our trading systems, trading software and trading signals, whether actual or indicated by simulated historical tests of trading strategies, is not indicative of future results.
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