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timo

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  1. Today I got a notice from my ISP that my details were requested by some agency for using some program illegally and my details were forwarded because the program locked my IP. I believe this is related to DLPAL and I cannot think of anything else. I am reading the license terms and they are horrific. I am destroying all copies of DLPAL and PAL and reformatting my disks. I thought you would like to know.
  2. it wud be very interestin to make a comparison between P.A.L. and PATTERNZ I thinkk they are a bit similar

     

    Not the same, PATTERNZ is for those pattern in the book of the author. I tried it but missed some seen on charts. The other (DLPAL) is some machine learning software that appears highly effective.

  3. I spoke to a guy at a hedge fund the other day where they use the new DLPAL software to manage money. I was trying to get some tips from him. It seems this software offers more than one way to skin a cat. He told me how they use it for identifying long/short pairs from a list of 4000 international stocks. Five installations running 800 stocks each after market closings in US, Europe and Asia. You can start a hedge fund with this software.
  4. If system is fitted then all robustenss and monte carlo tests will look good. This is one fact that many do not understand and vendors cheat because of ignorance. Look here htt***://www.fxhackers.com/2012/11/monte-carlo-simulation-for-trading.html for some good analysis by fellow trader who knows his stuff.
  5. Yes, good points bue also there is a point that data-snooping will be the cause of what you find with genetics. Out of sample is really in sample when testing many rules like in genetics. Beware about that. Only good test is actual test and it costs money htt***://liquidalpha.blogspot.com/2012/05/data-snooping-bias-evil-of-trading.html

     

    Maybe it sounds you do not have a lot of experience with these issues but it is OK and normal. Most people do not until they lose a lot of money trading junk. Again, problem with genetics is that out of sample is really like in sample, no difference. I paid a lot of money to learn that, I am not so smart to know before.

     

    BTW this strategy quant looks like adaptrade, like the same person did both.

  6. This strategy quant was named before genetic builder (http://www.geneticbuilder.com/) but changed name for some reason. I tried it before and all the systems were curve fitted andf failed almost immediately after used.

     

    The fact is that genetic system bulding is problematic because it is by nature optimization. PAL claims not to use genetics on the other hand. To be honest I don't know too much about this process details.

  7. Generally speaking what is your opinion on LAB after evaluating the demo version ?

     

    Couldn't see any code in the demo so hard to tell. It is better than some other pieces because it does not play games with the in and out sample as you must save them in separate places. Limited testing with demo showed that it may be difficult to get results for timeframes less than 10 minutes.

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