ATS EST ScriptBot Library for Dakota

The purpose of the Ensemble Signal Trader (EST) ScriptBots is to read in trading signals exported from other systems (usually Dakota systems) and process them to produce a single 'meta-system' trading signal.

Layered or tiered architectures consisting of regular Dakota systems as well as EST systems can be constructed. The objective is to build Dakota meta-systems that are more complex, more intelligent and more adaptive than any of the individual component systems. Note that all Dakota systems can be updated daily during a single Dakota batch processing run by listing the systems according to system dependencies in the Dakota batch processing file.