BioComp Dakota with Swamp Technology

Status
Not open for further replies.
James, just for the curious, is this system of yours using Flocking or PID equity control for its adaptation, and is there a reason why you chose one approach over the other?

Cheers.
 
The systems are using the equity controller for swarm adaptation. However, I have just finished a 4 month project that included the development of a new partical swarm adaptation library and a series of new swarms that are based on the k-Nearest Neighbor algorithm. Signals that I post ET are now based on Sp_z0021 that incorporates the latest research.

Kind Regards,

James
 
Quote from jalsck:

Signals that I post ET are now based on Sp_z0021 that incorporates the latest research.
More...
James, can you post an equity curve for the Sp_z0021 model?

Thanks.

Your track record here would look a lot better if you took the trades on the open and put a reasonable (2.5% or 3%) stop on. Quite good actually.
 
Quote from jalsck:

The systems are using the equity controller for swarm adaptation. However, I have just finished a 4 month project that included the development of a new partical swarm adaptation library and a series of new swarms that are based on the k-Nearest Neighbor algorithm. Signals that I post ET are now based on Sp_z0021 that incorporates the latest research.

Kind Regards,

James
More...

Thanks James.
 
An graph of the swarm for Sp_z0021 is attached. The swarm adaption routine used by Sp_z0021 is a hybrid that switches to individual hill climbers when a given percentage of the trade bots are losing and then changes to a flocking type swarm when a profitable zone is found again.

Kind Regards,

James
 

Attachments

Hi James,

Can you post a shot of the trade stats screen for system 21, so we can compare them with the similar stats for sytems 19 and 20, which you previously posted?

Thanks.
 
Thank you for posting those.

Comparing the new system stats to those of the two original systems, system 21 seems to have a worse % perfect, a worse W/L point ratio, and substantially less total equity. So I'm curious as to why you made the switch. Can you shed some light on this?

Thanks.
 
The individual Dakota systems are adapting to different market conditions better than before. I think we are seeing the effect of adding more systems. I plan on selecting a subset of systems to use. To do this properly I will need to keep a couple of years for out of sample validation.

Another approach is to use one of the scripts that selects the Top N systems on a walk-forward basis. I will keep you posted.

Kind Regards,

James
 
Status
Not open for further replies.
Back
Top