DLPAL S was designed for trading strategy developers that follow systematic signals and it is easy to use. No programming necessary! In fact, DLPAL S generates code for strategies and systems of strategies.
DLPAL S identifies parameter-less strategies in historical price data that fulfill user-defined performance statistics and risk/reward parameters. These strategies are also known as price patterns. The program uses primitive attributes of price action, and specifically the open, high, low and close, to extract features types in an unsupervised learning mode based on general feature clusters. Then, the program uses the extracted features in supervised learning mode to identify strategies and systems of strategies that fulfill the user objectives. Both long and short strategies are identified for one security at a time. The program can also identify strategies that work across a universe of securities.
DLPAL S generates code for strategies and systems for the Quantopian platform, Tradestation (EasyLanguage), Multicharts (EasyLanguage), NinjaTrader (7 and 8) and Amibroker AFL. Several validation methods are available for testing the significance of the results.
In the daily timeframe, the system tracking module of the program can be used to monitor signal generation of the strategies and systems going forward in time and as new data are available.
DLPAL S does not require any programming. The program will output signals and write code you can immediately use. Save time from programming and concentrate on your trading.
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