Search found 55 matches

by jamess
Tue Jul 25, 2017 11:33 pm
Forum: Synergy Application
Topic: Wish List
Replies: 26
Views: 12921

Re: Wish List

Hi Carlos, Regarding the Data Snoop rating, It is the proportion of randomly constructed models that met the minimum fitness requirements over the build period and the validation period. Only models that initially meet the minimum fitness requirements over the build period are counted and correspond...
by jamess
Tue Jul 25, 2017 11:10 pm
Forum: Synergy Application
Topic: Wish List
Replies: 26
Views: 12921

Re: Wish List

Hi Dennis,

I will manually bring the modeling runs in the database up to date today.

Kind Regards,

James
by jamess
Mon Jul 17, 2017 11:39 pm
Forum: Synergy Application
Topic: Wish List
Replies: 26
Views: 12921

Re: Wish List

Hi Carlos,

I'll add functionality to save and load data snoop runs.

Kind Regards,

James
by jamess
Sun Jul 16, 2017 10:44 pm
Forum: Synergy Application
Topic: Sneak Peak
Replies: 26
Views: 12502

Re: Sneak Peak

Hi Carlos, Synergy computes trade statistics and 'row' statistics separately. The trade statistics are not marked to market at the period end. If there is an open trade then it isn't included in the trade statistics, but is included in the row statistics. At one point I was marking to market for the...
by jamess
Sat Jul 08, 2017 12:42 am
Forum: Synergy Application
Topic: Wish List
Replies: 26
Views: 12921

Re: Wish List

Hi Carlos,

That can definitely be done. I'm glad you mentioned it now.

Kind Regards,

James
by jamess
Fri Jul 07, 2017 10:23 pm
Forum: Synergy Application
Topic: Wish List
Replies: 26
Views: 12921

Re: Wish List

Hi Dennis, I'm currently in the design phase of a set of related applications for building systems using Synergy models. It will walk the models forward and combine model signals in an adaptive manner. There will be two types of walk-forward adaptation: 1. The model parameter values will be adapted....
by jamess
Fri Jul 07, 2017 12:02 am
Forum: Synergy Application
Topic: Sneak Peak
Replies: 26
Views: 12502

Re: Sneak Peak

Hi Carlos,

I will add the Net Points to Synergy 3.1.8.

Kind Regards,

James
by jamess
Tue Jun 20, 2017 12:41 am
Forum: Synergy Application
Topic: Support
Replies: 7
Views: 3733

Re: Support

The documentation for the batch processing of model signals in Synergy 3.1.4 was a bit misleading because Word wrapped a line making it appear that the path to the file containing the batch entries should be on it's own line. Please use the following instead: @echo off echo Processing SynergyBatchPr...
by jamess
Mon Jun 19, 2017 12:58 am
Forum: Synergy Application
Topic: Sneak Peak
Replies: 26
Views: 12502

Re: Sneak Peak

Hi Carlos, What you are describing isn't a good fit for the batch processing of models signals in Synergy 3.1.4. The application that does the batch processing is designed to run completely 'silently' with no user interface at all. However, I do plan to write an application for re-optimizing model p...
by jamess
Sat Jun 17, 2017 3:55 am
Forum: Synergy Application
Topic: Sneak Peak
Replies: 26
Views: 12502

Re: Sneak Peak

I'm currently working on some batch processing functionality that will automatically load modeling runs and export the model signals. Only models that have been marked for export will be processed. Models will not be re-optimized walking-forward, that will be done in a separate application. Kind Reg...