News
Sep 2020 - ADTS Code Finalisation
We have some news that was eight years in the making. Despite all that
time, it is still early days, but significant. The key conditions of
the trading system we aim to implement are now coded and
(re-)verified.
We were at this point way back in 2012, but realised two things:
1. The
capital available was insufficient.
2.
The
level of code developed at the time required more work to filter out
“noise” / improve the reliability that the alerts generated from
scanning than were routinely workable and tradable with minimal
fuss.
The system’s raw criteria had been coded but the specific trend filter’s
had not been satisfactorily completed. (There was also the issue of
preferred software environment we developed in having undergone
language and architecture overhauls, while other selections were
being bought out and made unavailable.)
It was possible to work with the level of coding at that point, but only
if one could undertake the work full time. This would have required
sufficient capital..... a chicken and egg problem.
So, from that point we continued to live test the system in
semi-automated and manual fashion. Other aspects were also worked
on, such as setting up for automated trading, which required working
out how to get scanning software to pull live data and talk to
brokers, plus determining fail-safe implementation.
We also worked on teaming up with coders to develop the trend filter
aspects of the system. Six coders had a look and tried to work on
the problem. All were talented, but they ultimately had little
sustained interest in the challenges of trading systems. Seventh
time lucky and 6 months later and we are close to the end point. So,
it is coded (on different software to the original development
environment), QA’d, re-backtested, and a sensible
scanning/monitoring routine is presently being worked on. From
there, we trade light to optimise the feel for it, while the
remaining conditions are also worked on. Moreover, developer number
seven happens to be A-grade brilliant; a full stack developer with
specialty in AI who brings a swathe of ideas and implementation
menthods to complement existing philosphies.
Below are the summary from our best simulation to-date:
