Products
AdaptiveTradingSystems.com offers a range of products that includes proprietary indicators, software add-ins for third party applications and trading systems designed to predict the short term trends in stock market indices and stock index futures.
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WaveOscillator USD $195
Indicator Add-Ins for BioComp Dakota
The WaveOscillator is a wavelet transform designed to extract the phase of price fluctuations for a user defined period.The algorithm is very different to traditional indicators such as the Stochastic and RSI.
The WaveOscillator was designed in 1999 and has proven to be effective for the S&P 500 index and stock index futures contracts in particular. Seven Dakota ScriptBots based on the WaveOscillator are included!
The WaveOscillator was designed in 1999 and has proven to be effective for the S&P 500 index and stock index futures contracts in particular. Seven Dakota ScriptBots based on the WaveOscillator are included!
The ATS Indicator Add-Ins are written as ActiveX DLL libraries that are callable from Dakota ScriptBots. Documentation is installed with each indicator add-in that describes the API. The ATS Indicator Add-Ins are also available for puchase from BioComp Systems, Inc.
TrendOscillator USD $195
The TrendOscillator shares some of the basic functions with the WaveOscillator. It is designed to continue to output a positive signal while market prices are rising over the user defined period.
The TrendOscillator was designed in 2006. Dakota ScriptBots based on the TrendOscillator generally work well when applied to stock market indices. Five Dakota ScriptBots are included.
The TrendOscillator was designed in 2006. Dakota ScriptBots based on the TrendOscillator generally work well when applied to stock market indices. Five Dakota ScriptBots are included.
Hypothetical equity curve for a Dakota System based on the WaveOscillator.
Hypothetical equity curve for a Dakota System based on the TrendOscillator.
CPredictor USD $295
The CPredictor is based on the k-nearest neighbor algorithm. It is designed to predict the trend of a given indicator.
The CPredictor was designed in 2008. Six models that predict the trend of six different indicators have been built for the SP contract.
This algorithm is our most significant accomplishment over the last five years. We are looking forward to applying the CPredictor to other stock indices and stocks.
The CPredictor was designed in 2008. Six models that predict the trend of six different indicators have been built for the SP contract.
This algorithm is our most significant accomplishment over the last five years. We are looking forward to applying the CPredictor to other stock indices and stocks.
NOTE: Any performance shown is hypothetical and has not been substantiated by records of actual trading. Hypothetical or simulated performance results have certain inherent limitations. Unlike an actual performance record, simulated results do not represent actual trading. Also, since the trades have not actually been executed, the results may have under- or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown.
ATS Swarm Adaptation Library USD $395
ATS Swarm Adaptation Library for Dakota
The swarm pictured on the right is running 5 discreet sub-swarms each with 15 trade bots. Notice how the overall swarm is able to occupy an irregular volume within the parameter space. Swarms with smaller populations can discover and successfully occupy smaller niches within the paramter space.
The concept of running higher numbers of discreet sub-swarms can be extended to the point where the overall swarm appears as though it is comprised of independent hill climbers. For example, 35 sub-swarms each with 5 trade bots.
Relatively high numbers of independent sub-swarms combined with minute sub-swarm populations is superior to swarms of true independent hill climbers. This is why the independent hill climbing routine from the previous version of the ATS Swarm Adaptation Library was retired. See a swarm in action
The concept of running higher numbers of discreet sub-swarms can be extended to the point where the overall swarm appears as though it is comprised of independent hill climbers. For example, 35 sub-swarms each with 5 trade bots.
Relatively high numbers of independent sub-swarms combined with minute sub-swarm populations is superior to swarms of true independent hill climbers. This is why the independent hill climbing routine from the previous version of the ATS Swarm Adaptation Library was retired. See a swarm in action
The ATS Swarm Adaptation Library for BioComp Dakota contains 3 swarm adaptation routines featuring the SMARTswarm algorithm. The SMARTswarm algorithm smoothly adjusts the convergence and velocity factors of trade bots based on walk-forward performance. All routines are capable of running multiple discreet sub-swarms.
Image of a swarm of trade bots in BioComp Dakota.
Hypothetical equity curve for a Dakota System based on the CPredictor.
ATS EST ScriptBot Library USD $395
The purpose of the Ensemble Signal Trader (EST) ScriptBots is to read in signals exported from other systems (usually Dakota systems) and process them to produce a single 'meta-system' signal. Layered or tiered architectures consisting of regular Dakota systems as well as EST systems can be constructed.
The objective is to build Dakota meta-systems that are more complex, more intelligent and more adaptive than any of the individual component systems. Note that all Dakota systems can be updated daily during a single Dakota batch processing run by listing the systems according to system dependencies in the Dakota batch processing file.
The objective is to build Dakota meta-systems that are more complex, more intelligent and more adaptive than any of the individual component systems. Note that all Dakota systems can be updated daily during a single Dakota batch processing run by listing the systems according to system dependencies in the Dakota batch processing file.
ATS Equity Engines USD $195
The ATS Dakota Equity Engines measure the performance of each trade bot over the lookback period and feed this information to the swarm adaptation routines on a bar by bar basis. The ATS Equity Engines are designed to integrate well with the ATS Swarm Adaptation Library. There are 6 ATS Equity Engines included in the package.
Image of ATS Equity Engines within BioComp Dakota.
ATS SP Dakota Systems including 6 months of updates USD $1,995
ATS Dakota Systems
The ATS Dakota Systems are sets of market timing models that have been implemented using BioComp Dakota. Dakota enables the walk-forward adaptation of model parameters. All Dakota systems are designed to predict the daily trends of market prices one trading day in advance. This gives the user ample time to collect the required data and run the systems. Batch processing is used to export the signals generated by individual Dakota systems. These signals are then read into Dakota meta-systems that produce the final market timing signal.
The ATS Dakota Systems can be modified by the customer. Analysts can create their own meta-systems, add their own Dakota systems into the set of systems or modify the existing Dakota systems if they wish to do so.
The purchase of the ATS Dakota Systems for a particular security includes 6 months of updates. If the update period has expired and the customer wishes to download and install a new release of the systems then a further 6 months of updates can be purchased.
Typically, a new release of the systems will include additional models / Dakota systems and a new meta-system that makes use of the additional models. Information on the current release of the ATS SP Dakota Systems is available here.
The ATS Dakota Systems can be modified by the customer. Analysts can create their own meta-systems, add their own Dakota systems into the set of systems or modify the existing Dakota systems if they wish to do so.
The purchase of the ATS Dakota Systems for a particular security includes 6 months of updates. If the update period has expired and the customer wishes to download and install a new release of the systems then a further 6 months of updates can be purchased.
Typically, a new release of the systems will include additional models / Dakota systems and a new meta-system that makes use of the additional models. Information on the current release of the ATS SP Dakota Systems is available here.
ATS SP Dakota Systems additional 6 months of updates USD $295
The following item is for customers who have previously purchased the ATS SP Dakota Systems and would like another 6 months of system updates because their last 6 month update period has expired.
AdaptiveTradingSystems.com / BioComp Systems Inc. Bundled Software Packages
AdaptiveTradingSystems.com in conjunction with BioComp Systems, Inc. offer the following bundled packages. If you are an existing customer of AdaptiveTradingSystems.com and you would like to purchase additional products then please email info@adaptivetradingsystems.com for customized package pricing.
The ATS NDC Equity Engine returns the net direction correct.
The ATS PPCT Equity Engine returns the proprotion of perfect given a user defined desired maximum average trading period.
The ATS PPEC Equity Engine returns the proportion of perfect trading multiplied by the relative equity straightness.
The ATS PPIP Equity Engine returns the proportion of perfect trading (while in position).
The ATS WNDC Equity Engine returns the weighted net direction correct.
The ATS WPP Equity Engine returns the weighted proportion of perfect.
For the convenience of the user, installation 'keys' are not required.
Updates of this product are provided free for lifetime and no installation 'keys' are required.
ATS EST ScriptBot Library for Dakota
List of EST ScriptBots in BioComp Dakota.
Updates of this product are provided free for lifetime and no installation 'keys' are required.
Example of a Dakota Meta-System Architecture utilizing EST ScriptBots.
ATS Equity Engines for Dakota
ATS ScriptBot Library for Dakota
The ATS ScriptBot Library is a formidable collection of over 1,000 Dakota ScriptBots that is a valuable resource when developing trading systems. The library expands on a reasonably frequent basis.
All ScriptBots can be configured to function as either counter trend or trend following indicators and to use intermarket data to generate the market timing signals. All of this is done via the Dakota user interface.
All ScriptBots can be configured to function as either counter trend or trend following indicators and to use intermarket data to generate the market timing signals. All of this is done via the Dakota user interface.
The ATS ScriptBot Library can function with or without the ATS Swarm Adaptation Library. However, it is important to note that some of the ScriptBots included in the library require the ATS Indicator Add-Ins for Dakota. The ATS Indicator Add-Ins and EST ScriptBots are separate products.
ATS ScriptBot Library USD $295
Updates of this product are provided free for lifetime and no installation 'keys' are required.
Image of the ATS ScriptBot Library as it appears in Windows Explorer.
BioComp Dakota EOD Standard License Plus
ATS Software & ScriptBot Libraries for Dakota
ATS Software & ScriptBot Libraries for Dakota
Updates of this product are provided free for lifetime and no installation 'keys' are required.
USD $2,448
BioComp Dakota EOD Sponsor License Plus
ATS Software & ScriptBot Libraries for Dakota
ATS Software & ScriptBot Libraries for Dakota
USD $3,432
