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DLPAL manual

The full product manual offers a comprehensive guide for getting familiar with functions and features. The manual is included with the demo version. You can download the manual in pdf or html format:
 

DESCRIPTION

FORMAT

DOWNLOAD LINK

Product

Online manual

html

Click here

DLPAL S

PDF    manual

pdf

Click here

DLPAL S

Online manual

html

Click here

DLPAL PRO

PDF    manual

pdf

Click here

DLPAL PRO



We strongly recommend reading the manual carefully before testing the demo. In the manual introduction there are tips for quick start and a list of FAQs about data conversions and compatibility with various data formats.

DLPAL Information

DLPAL is based on a proprietary deep learning algorithm that produces the same output each time it encounters the same market conditions. This determinism and the absence of stochasticity are in compliance with the standards of scientific testing and analysis. DLPAL minimizes data-mining and data-snooping bias through the use of a proprietary unsupervised learning method for feature extraction and selection. Several functions are available for validation of the results including a randomization tool for ranking the performance of strategies.

There are three versions available: DLPAL S, DLPAL PRO and DLPAL LS.

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. DLPAL S generates code for strategies and systems for the Quantopian platform, Tradestation (EasyLanguage), Multicharts (EasyLanguage), NinjaTrader 7 and Amibroker AFL.

DLPAL PRO has all the capabilities of DLPAL S but it allows for extraction os a substantially larger feature set. This version offers three main functions: (1) Search, (2)   Scan and (3) P-Indicator .

Function (1) is used to search for strategies in historical data of any timeframe. The strategies can be grouped into systems. The program can generate strategy and system code for a number of popular trading platforms. For 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. When function (1) of the program is used, DLPAL becomes a meta-system that discovers trading systems.

Function (2) can be used as a scanner to determine whether there are strategies that fulfill the user-defined criteria as of the close of the most recent bar in historical data. The difference between functions (1) and (2) is that (2) finds only those strategies that fulfill the user-defined criteria as of the most recent bar.

Function (3) calculates the values of the p-Indicator, which is one of the most advanced technical analysis indicators ever developed. The values can be used as an indication of the probability of the direction of short-term moves. The p-indicator output of DLPAL has been used by fund managers around the world in conjunction with machine learning algorithms, such as Support Vector Machines, to identify short term opportunities in the markets, including long/short pairs for market neutral strategies. For an example click
here.

DLPAL PRO generates code for strategies and systems for the Quantopian platform, Tradestation (EasyLanguage), Multicharts (EasyLanguage), NinjaTrader 7 and Amibroker AFL.

DLPAL LS includes only an extended version of function (3) of DLPAL PRO. This program can be used to develop algorithmic and machine learning  strategies for long/short equity. Click here for more details.

Click here for articles about DLPAL S, DLPAL  PRO and DLPAL LS.

Below is a partial list of the main features of DLPAL. New features will be added in upcoming releases. For screenshots of the functions of DLPAL click here.

Search for strategies and systems of strategies that fulfill user-defined performance criteria and risk/reward parameters.
Search for strategies that are profitable across multiple securities.
Capability of searching for momentum and tick strategies (PRO version).
Scan for strategies with signals  as of the close of the last data bar that fulfill user-defined performance criteria and risk/reward objectives. Multiple symbol scan capability with multiple risk/reward parameters (PRO version).
p-Indicator calculations with significance values and statistics (Pro version).
Strategy back, forward and portfolio testing capability, including bulk testing of all strategies in the results.
Strategy Robustness tests.
Search for strategies with trade input delay with automatic optimum delay determination
Strategy database creation and manipulation
Strategy and system code generation for Quantopian platform, Tradestation (EasyLanguage), Multicharts (EasyLanguage), NinjaTrader 7 and Amibroker AFL
Grouping strategies for addition to system tracking. Unlimited number of systems allowed.
Signal tracking of user-defined trading systems saved in system tracking.
Unlimited number of search, scan and p-indicator workspaces with multiple data files and parameters
Intraday strategy search capability
Data conversion utilities and intraday data file conversion
File test and maintenance plus a profitability and position size calculator
Price series statistics, random system simulation and file sample creation functions
Creation of historical files with features based on the p-indicator output values.
PRO version. Click here for articles about DLPAL PRO.

 

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