SP Trend Pullback Market Timing Model

SP Trend Pullback Dakota 3 System

Trend pullback trading strategies are relatively simple and tend to work across different time frames and on a wide range of securities. We are going to build a Dakota 3 system for the SP futures contract that goes long when a short-term decline occurs in an uptrend and goes short when a short-term rally occurs Read more about SP Trend Pullback Dakota 3 System[…]

SP K-Step Ahead SVMPredictor

K-Step Ahead SVMPredictor Dakota 3 System

We are going to build a Dakota 3 market timing model that predicts the 5 period change in the natural log of the daily SP closing price using support vector machines for k-step ahead modeling. The K-Step Ahead SVMPredictors work like this: A support vector machine is trained to predict the input series 1 time Read more about K-Step Ahead SVMPredictor Dakota 3 System[…]

ATS Swarm Adapters for Dakota 3

ATS Swarm Adapter Add-Ins for Dakota 3

The ATS Swarm Adapters for BioComp Dakota 3 extend the set of swarm adaptation algorithms that are installed with Dakota 3. Swarm adapters control the movement of trade bots within the adapted parameter space. The goal of a swarm adapter is to move the trade bots into the most profitable region within the parameter space. Read more about ATS Swarm Adapter Add-Ins for Dakota 3[…]

ATS Bot Performance Add-Ins for Dakota 3

ATS Bot Performance Add-Ins for Dakota 3

The ATS Bot Performance Add-Ins for BioComp Dakota 3 extends the set of standard bot performance metrics that are installed with Dakota 3. Bot performance metrics measure the performance of individual trade bots within a swarm. The performance measure is used by the swarm adapters when updating the adapted parameter values of the trade bots Read more about ATS Bot Performance Add-Ins for Dakota 3[…]