Figure 24. Single Scenario WF Simulation for Model 2

Model Building and Analysis Tutorial

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[…]

Figure 3. StochasticOsc ExtremesTrader

RSI 2 and Other Oscillators

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 Read more about RSI 2 and Other Oscillators[…]

Figure 1. Ensemble Report for Gold Futures Modeling Run

Synergy Ensemble Report

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[…]

Figure 7. Single-Scenario Equity Curves Chart

Walk-Forward Simulations in Synergy

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[…]

Synergy

Synergy Data Mining Application

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[…]