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in Modeling Software - 17 Oct, 2016
by James - no comments
Figure 24. Single Scenario WF Simulation for Model 2

This article describes the recommended approach to building market timing models. Synergy is feature rich and quite flexible, so completely valid variations on the workflow presented here are possible. The goal for the example, is to build models for trading the SP futures on the trading day following the day the systems are updated. All trades […]

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in Market Timing Models - 09 Oct, 2016
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Figure 3. StochasticOsc ExtremesTrader

The 2 period RSI oscillator is a popular indicator of short-term over-bought and over-sold market prices. I was wondering if Synergy could be used to identify models that use a 2 period RSI. By default, the period of an RSI oscillator in Synergy can range from 2 to 50. Assuming the default range is not […]

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in Modeling Software - 03 Oct, 2016
by James - no comments
Figure 1. Ensemble Report for Gold Futures Modeling Run

The Ensemble Report is a relatively simple, but very useful report. When a modeling run completes, the first task is to analyze the results displayed in the Ensemble Report. No models should be deleted from the modeling run before viewing this report. If models are deleted then the statistics displayed on the report are no longer meaningful. […]

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in Modeling Software - 30 Sep, 2016
by James - no comments
Figure 7. Single-Scenario Equity Curves Chart

The Walk-Forward Simulator is used to test the stability and robustness of a given market timing model that has been retained during a Synergy data mining run. It is probably the most important test to apply when considering a model for use. The Lookback Period consists of n rows of input data leading up to […]

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in Software Updates - 31 Mar, 2016
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BCS Batch Processor 1.5.1

Version 1.5.1 of the BCS Batch Processor is available in the Member’s Area on the Software Applications page. – The equity curve can be included in the export by opening the Applicaiton Settings and checking the Export Equity Curve checkbox. Save the change before closing the Application Settings window. – The application settings are now saved […]


in Modeling Software - 02 Feb, 2016
by James - no comments
Synergy 1.9.0

The Synergy data mining application has come along way over the last couple of months. A summary follows: 1. The trading signals and statistics for all models belonging to a given modeling run can be ‘brought up to date’ at the click of a button. This is handy if you are reviewing older modeling runs and […]

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in Modeling Software - 15 Dec, 2015
by James - no comments

After 4 long months of coding and testing the Synergy data mining application is complete. Synergy is a ‘free standing’ Windows application that builds models based on function blocks and then uses particle swarm optimization to discover optimal model parameter ranges. Models can be exported as Dakota 3 Signal Generators. Early adopters will receive a […]

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in Software Updates - 15 Sep, 2015
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ATS Dkta3 Trading Strategy Signal Generators 2.10

The following enhancements were made in version 2.10 of the ATS Dakota 3 Trading Strategy Signal Generators: Modified the rules for entering positions for the trading strategies based on oscillators. When Counter Indicator is set to True and the oscillator value crosses below the Long Entry Level a long position is initiated. When Counter Indicator […]

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in Software Updates - 07 Jul, 2015
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ATS Dkta3 NeuroPredictors 2.00

The following enhancements were made to version 2.40 of the ATS NeuroPredictor Signal Generators for Dakota 3: The Bernoulli and Gaussian DBNPredictors were added. DBNPredictors are deep belief networks. The 3 layer Basic, Standard and Adaptive NeuroPredictors were removed. The 3 layer feed-forward networks tended to underperform. Deep belief networks are more suitable for building […]

in Software Updates - 05 Jul, 2015
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ATS Dkta3 Timing Indicators 2.00

The following enhancements were made in version 2.00 of the ATS Dakota 3 Timing Signal Generators: David Varadi’s Self-Similarity (DVSelfSimilarity) timing indicator was added to the signal generator group named David Varadi. The DVAMMa signal generator was renamed to DVAM and moved to the group named David Varadi along with the DV2 indicators. You will […]