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in Software Updates - 23 Mar, 2015
by James - no comments

The first version of the ATS RegressPredictors for Dakota 3 is available for downloading. The ATS RegressPredictor signal generators effectively transform Dakota 3 into a walk-forward regression modeling system. Multiple Linear and Logistic Regression signal generators are included. Kind Regards, James

in Software Updates - 12 Mar, 2015
by James - no comments

The following enhancements were made to version 1.50 of the ATS PatternPredictor Signal Generators for Dakota 3: Parameters Max Losing Streak, Prediction Method and Voting Threshold were added to the Rubric Pattern Predictor along with the corresponding functionality. Parameter Evaluation Method was removed because the AvgEquity Evaluation Method was superior and is now applied by […]

in Software Updates - 12 Mar, 2015
by James - no comments

The following additional functions were added to version 1.80 of the ATS Dkta3 BasicIndicators: Function Constant was added. Constant returns a series containing a fixed value. The VolNormIndex (volatility normalized index) function was added. Functions ATRBand, CCIBand, ProjectionBand and ZBand were added. The motivation for adding the above functions is for use with the Rubric […]

in Software Updates - 04 Mar, 2015
by James - no comments

The following enhancements were made to version 1.40 of the ATS PatternPredictor Signal Generators for Dakota 3: The input and predicted variables for the KNNPredictors can now be automatically normalized walking-forward. The Rubric Pattern Predictor was added. The add-in name was changed from ATS KNNPredictor Signal Generators to ATS PatternPredictor Signal Generators. Any existing systems […]

in Software Updates - 04 Mar, 2015
by James - no comments

The first version of the ATS Model Mergers for Dakota 3 includes the Simple Vote, Majority Vote and Performance Weighted trade bot signal merging algorithms. Kind Regards, James

in Software Updates - 04 Mar, 2015
by James - no comments

The Win Loss Ratio performance metric was renamed to the Profit Loss Ratio in version 1.50 of the ATS Bot Performance Metrics for Dakota 3. Any existing systems that use the Win Loss Ratio bot performance metric will need to be rebuilt. Kind Regards, James