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DLPAL LS Smoothed Features Add-on

We are pleased to announce the release the smoothed features add-on for DLPAL LS software.

Development and testing of the smooth features add-on for DLPAL LS took close to a year.  The add-on is now available for DLPAL LS version v5 (or higher in the future.)

This add-on offers potential for significant improvement in strategies developed with DLPAL LS features. Examples were included in this article a few months ago. Below is a comparison of normal and smooth features in the weekly timeframe for long/short Dow 30 signals included in our weekly market signals report.

Normal features (update to May 15, 2020)

Normal features year-to-date return is about 4.8%.

Smoothed features year-to-date performance

For smoothed features performance is about 10.8% in the same period. Therefore, smoothed features outperform normal by a wide margin.

Note that normal features may outperform smoothed during some periods of strong bull markets at very low volatility.

The smoothed features add-on is for DLPAL LS version 5 or higher (when released.) This add-on will not operate with previous versions. The add-on allows generating and updating smoothed features the same way as it was done with normal features. Settings that specify smoothed feature choice are saved on workspaces for daily/weekly runs and historical data generation.  Workspaces before the add-on are no longer compatible and will have to be created and saved again.

In addition, the add-on offers improved daily performance statistics and a function to toggle between all long/all short signals in the results. Below is an example of daily statistics.

 

For more information contact us.

DLPAL LS offers a new and different way of developing trading strategies that does not rely on traditional indicators and systems.  This software is used by fund managers around the world to develop long-short and directional strategies for a variety of markets.

More details about DLPAL LS can be found here. For more articles about DLPAL LS click here.

Strategy performance results are hypothetical. Please read the Disclaimer and Terms and Conditions.