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All markets. I now do ES and CL.

 

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

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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/

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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 ?!

 

Compare it the equity curves from Erlanger Research:

http://www.erlangerresearch.com/performance.asp

 

More details in the Ciana book - New Frontiers in Technical Analysis:

https://www.sendspace.com/file/n1qyhj

 

Sixer

Edited by Sixer
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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/

 

Can You try to get from your friend a script generated by DLPAL LS in Tradestation? Chance are that It should be quite easy to use the generated code, apply some modifications on it and run by ourself without need to use the software...

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tuco,

 

in the Trader Tips of the S&C Magazine are a lot of Trading strategies/systems for the Tradestation platform which have a better equity curve than DLPAL LS !!

 

http://technical.traders.com/content/backissuearchive.asp

 

Sixer

 

Can You post some pages that You think are worth to check? Anyway I am not interested so much in the equity curve per se, rather in the method of generation of new systems. The reasons is that is the method (or idea) how we arrive at a generated system that can provide some protection against overfitting and other issues. Of course how we handle the process too. Overfitting is not often recognized. However when is recognized is often too late.

 

Anyway I think I could easily use the same process of DLPAL S with more flexibility and more useful settings. If someone has the script generated by Dlpal S and would like to share I am available to share the way to handle it. Right now I am working on that.

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@ Sixer

 

The equity curves from DLPAL are all based on:

 

- End of Day

- Out of Sample

- without Leverage

- with fixed Target and StopLoss (mostly 2%)

 

to show the crude predictive power and robustness of the patterns.

 

They are the base for developing trading systems ...

 

 

@tuco

 

The output of DLPAL S for the patterns look like this in Tradestation Code:

 

c[4] > c[1] AND c[1] > c[2] AND c[2] > c[0] AND c[0] > c[3] ;FDAX_10min_2013.txt;LONG;Close;0.2;0.2;%

c[4] > c[1] AND c[1] > h[2] AND h[2] > c[0] AND c[0] > c[3] AND c[3] > l[2] ;FDAX_10min_2013.txt;LONG;Close;0.2;0.2;%

 

// OHLC; market; based on close; Target; StopLoss;percent or points

 

 

Personal note: in intraday the win rate of the patterns drops significantly; seen the other way: which timeframe is best for trading ...

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@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)

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@tuco

 

The output of DLPAL S for the patterns look like this in Tradestation Code:

 

c[4] > c[1] AND c[1] > c[2] AND c[2] > c[0] AND c[0] > c[3] ;FDAX_10min_2013.txt;LONG;Close;0.2;0.2;%

c[4] > c[1] AND c[1] > h[2] AND h[2] > c[0] AND c[0] > c[3] AND c[3] > l[2] ;FDAX_10min_2013.txt;LONG;Close;0.2;0.2;%

 

// OHLC; market; based on close; Target; StopLoss;percent or points

 

 

Personal note: in intraday the win rate of the patterns drops significantly; seen the other way: which timeframe is best for trading ...

 

Elsner, the file "FDAX_10min_2013.txt" must contain the price history of the symbol that is researched, Yes ?

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@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.

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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.

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