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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
by James - no comments
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 […]

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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
Synergy

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
by James - no comments
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
by James - no comments
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
by James - no comments
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 […]

in Software Updates - 05 Jul, 2015
by James - no comments
ATS Dkta3 Trading Strategies 2.00

The following enhancements were made in version 2.00 of the ATS Dakota 3 Trading Strategy Signal Generators: Trading strategies based on intrabar swings were added. These are listed within the Price group. The trading strategies named PricePeDiffMaDivergence, PricePeDiffMaDivergenceMaTrend, PricePeMaDiffMaDivergence and PricePeMaDiffMaDivergenceMaTrend were added to the new Intermarket group. The SeriesDiffMaEntryFilter trading strategy was added to […]

in Software Updates - 25 Jun, 2015
by James - no comments
ATS Mercury 1.50

The ATS Mercury application has been partly re-written using the latest libraries from Microsoft for HTTP client/server communications. Please download version 1.50, uninstall version 1.40 and install version 1.50 when you have the opportunity. I will delete the old server scripts in 2 weeks at which time version 1.40 will stop working. The download link: […]

in Software Updates - 18 Jun, 2015
by James - no comments
ATS Dkta3 Ensemble Signal Traders 1.70

The following enhancements were made to version 1.70 of the ATS Ensemble Signal Traders for Dakota 3: The ESTMonteCarloOptimizer was renamed to the ESTStochasticOptimizer. Increased the maximum number of iterations for the ESTStochasticOptimizer and the maximum population and generations for the ESTGeneticOptimizer. The ESTGeneticOptimizer and ESTStochasticOptimizer now make use of all available processor cores. Kind […]