SP Rubric Pattern Predictor using OHLC and Simple Moving Averages

SP Rubric Pattern Predictor Using OHLC and Simple Moving Averages

The Rubric Pattern Predictor defines patterns by comparing the levels of input features, evaluates candidate patterns over a trailing modeling period and uses the patterns that have been historically successful walking-forward. The pattern building phase is repeated every n bars. Inspiration for the Rubric Pattern Predictor came from the Adaptrade Price Pattern Strategies and Price Read more about SP Rubric Pattern Predictor Using OHLC and Simple Moving Averages[…]

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[…]