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timo

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Posts posted by timo

  1. timo,

     

    thanks for the Blog link.

     

    The equity curve for the two shown strategies is a SHOCK. It`s similar to chart of the S&P since 2018 ?!

     

    Sixer

     

    Similar to S&P but long-short if you read the details, example is the 2008 return. This is strategy for funds to hedge in bear market and still gets the S&P performance with little DD. This is what HF managers look for I do not think they trade the retail systems.

  2. @elsner

     

    I think DLPAL LS the version that is not sold to retailers has some proprietary calculation. I am looking for that.

     

    I agree with your vision regarding daily-intraday. Have You tried to see how perform the script on the commodities daily charts? (CL-GC etc)

     

    DLPAL S is fine with intraday. DLPAL LS seems different program for HF work and portfolio long-short and does not generate code but some files for each symbol that contain probabilities and other stuff. The performance in the link was unleveraged and if you look at DD you can leverage this. This looks to me very advanced technique in DLPAL LS but not demo for retail only for funds they give full version for some time to test.

  3. timo, is there a real difference between Dlpal and the earlier APS (Automatic Pattern Search)? The 'Deep Learning' seems to imply neural networks, but if the generated code is just looking at past price bar patterns, then it is very likely that this is just a marketing trick.

     

    Do you have the earlier released APS to compare the output?

     

    Regards

     

    I don't have the APS and don't see that important if it works. I want to get the DLPAL LS one but denied even after offering 4K for year because I'm not pro trader. I am trying to get it through a friend who works in fund. This is goodies h**p://www.priceactionlab.com/Blog/2019/04/low-risk-equity-long-short/

  4. I think the developer has put a silent expiry in the program based on the last date found in your input data. Try adjusting your input data ie deduct 10 years from every date and re-run.

     

    Yes, I remember I run across this when I got an educated version before I purchased license. Not only silent date but scrambles the code based on some rules so it is useless and gives bad results.

  5. It's a pattern recognition software?

     

    Yes but not only that - it recognizes patterns, makes strategies and systems and does code for Ami NT7 and TS. The best of its kind. I run 7 instances of version S in AMD multi core with 4H stock data and it finds goodies I then trade. I use version DQ with EOD Aussie Thai and US stocks. That's some powerful engine there. Cool stuff. It took abt 4 months to figure best use.

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