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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 DQ

PDF    manual

pdf

Click here

DLPAL DQ

               Online manual

html

Click here

         DLPAL LS



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 DQ 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. Several validation methods are available for testing the significance of the results.

DLPAL DQ has most of the functionality of DLPAL s but for the purposes of an EOD scanner. The program identifies parameter-less strategies in historical price data that fulfill user-defined performance statistics and risk/reward parameters as of the last bar in the input data files. These strategies are also known as price patterns. DLPAL DQ generates code for strategies and systems for the Quantopian platform, Tradestation (EasyLanguage), Multicharts (EasyLanguage), NinjaTrader 7 and Amibroker AFL. It also offers two validation methods.

DLPAL LS 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 long and short candidates in a universe of securities. The long/short identification is based on a set of calculated features and the user has flexibility in ranking the results according to their values. The output of the program can be saved in csv format and can be used in conjunction with trading platforms to automatically execute trades. For more details click here.

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

Below is a partial list of the main features of DLPAL. New features will be added in upcoming releases.

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.
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 (DLPAL DQ).
Feature calculations and historical files for use with fixed algos and machine learning (DLPAL LS).
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

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