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 Read more about Model Building and Analysis Tutorial[…]
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. Read more about Synergy Ensemble Report[…]
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 Read more about Walk-Forward Simulations in 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 Read more about Synergy Data Mining Application[…]
This article describes how to use ensembles of trading signals within Dakota 3 to build a trading system. Contributing market timing signals could originate from any source e.g. R, BioComp Profit, BioComp Patterns, BioComp Dakota 3. The signal generators included in the ATS Ensemble Signal Generators for Dakota 3 are used in the article. Step Read more about Ensemble Signal Trader Signal Generators[…]
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[…]
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[…]