ATS System Upgrades: 1993 - 2017.

ATS-3200 and ATS-6400: May, 2017

Version 5.0.3

Replaced the logo with the new black and red logo. Corrected a few minor details. The logic however stayed the same.

ATS-3200 and ATS-6400: August, 2015

Version 5.0.2

Started using the data from the electronic session.
The 'ZB' and the 'ZN' contracts of the T-Bonds and T-Notes.

Increased the stop levels of both systems to take into consideration the higher level of volatility of the 'ZB' and the 'ZN' contracts.

As a result the systems work much better now, ie:

  1. Never gets stopped out with a loss.
  2. The drawdown periods are smaller.
  3. The system makes more winning trades and less losing trades.
  4. The overall performance is better.

ATS-3200 and ATS-6400: March, 2015

Version 5.0.1

Corrected a minor reporting error in the Stop Loss function.
Automated all functions of the system to make it easier to use.

ATS-3200 and ATS-6400: September, 2013

Version 4.0.1

Improved the filter: "8:BAR-OVERLAP 41"
The filter was simplified to work better.
This resulted in improving the performance in the ATS-3200 during 2013.

ATS-3200 and ATS-6400: November, 2002

New: Version 1.3

Improvements made to the ATS systems.

1. Better algorithms.

The following algorithms were formulated:

			
   1:NZ3*100-PLUS(X-trades)   3:MMT140-PLUS(L-trades)
   9:SPCL-SDW-MKT(X-trades)   1:NZ3100-PLUS(L-trades)
                              9:SPL-SDW-MKT(L-trades)

When an algorithms is formulated, the indicators inside the algorithm are combined into a single simple formula, checking only one parameter. This makes the algorithm independant of specific market conditions and works much better.

2. Better filters: Both the "F" filter and the "V-Filters" were improved.

The "F" filter is now set to zero("0"), after a trade is stopped out. Before the filter was set to zero, only when the system was out of the market. When a trade is stopped out during the week, technically it is also out of the market for the remaining days until Friday, when the system checks the parameters again, to decide whether to stay out of the market, or to re-enter the market. This was extensively tested and improved the performance throughout the 20 year period.

Another filter was added to the "V-Filters": "8:BAR-OVERLAP". I have already sent an email explaining how this was done. Thanks to the new "Signal Plotter", it is now more easier to see what is going on inside the system. Where and how trades are generated, and where things might be able to be improved.

3. New Trade Summary Report, makes it easier to analyze trades. This is a new report, with a lot of useful information, that can be more easily read. The report gives you both the maximum drawdown for each trade and the drawdown that the trade suffered from the close on Friday, which is usually much less. It gives you the number of weeks the trade lasted, profit or loss etc. In fact from this report I think one can see that the both systems, can be traded with smaller stops, without sacrificing the performance too much. This of course has to be tested.

4. Both the "Stop Loss" report and the "Sideways" report, now display the results from 1983. The "Stop Loss" report is also displayed right after the system stops running, to make sure it gets your attention, since it must be checked every week.

5. The Signal Plotter works better. It now loads the new signal information file automatically each time the system runs. Therefore if you are conducting different tests on the system, you do not have to remember to load the new file each time you run a test. And you can also plot a chart with just one click of the mouse. Just click on the year from the drop down list box, and the chart is drawn instantly.

A new function was added to the plotter, to display the "Equity Chart". This is useful when you are testing the system with the different parameters, to see visually what effect they have on the performance of the system.

6. The system "Tool Bar" has been redesigned to give you access to all the functions of the system with just one click of the mouse.

7. Many important functions of the system, like the "Drawdown Parameter" were extensively retested to make sure that these functions are working as originally intended, and that they enhance the performance of the system as a whole.

8. Updated the "Help" documentation.

ATS-3200 and ATS-6400: March, 2002:
Corrected 2 small reporting errors in the Stop Loss Report.

ATS-3200 and ATS-6400: November, 2001:
Corrected a small reporting error in the Multiple Trades Report.

ATS-6400: July, 2001:
Corrected a small error in the Trailing Stop function.

ATS-3200 and ATS-6400: May, 2001:
Features added:

1. The "F" main filter has been simplified to work better.
2. Four algorithms have been formulated, and are generating more trades.

     X100000000000000000 - 1:ATS3200-HIGH
     X000000000000006000 - 6:HHHHH*2-PLUS

     L100000000000000000 - 1:ATS3200-LOW
     L000000000000006000 - 6:LLLLL*2PLUS

3. Improved the "V-Filter" algorithms.
4. The "rally" and "pullback" signals have been redesigned.
5. 6 preset tests have been incorporated with the "Params" panel.
6. A better and easier to use user's interface.
7. A program to plot the weekly signals generated.

ATS-6400: April, 2001:
The new T-Notes trading system is completed.

ATS-3200: December, 2000:
Removed one of the 'X' algorithms.
Corrected a 'Filter' reporting error.

ATS-3200: October, 2000:
Features added: Better security and better testing options.

ATS-3200: June, 2000:
The ATS-3200 trading system is available for Windows.

ATS-3200: September, 1993:
The ATS-3200 generates the First "SELL" signal in real time from one of the "X" Algorithms, at the market top.

ATS-3200: June, 1993:
The First Version of the ATS-3200 trading system for T-Bonds is completed.