Noxa indicators for Neuroshell

This is a discussion on Noxa indicators for Neuroshell within the Trading Software forums, part of the Commercial category; I verified the CSSA help then give me a preliminary conclusion that CSSA-Cycles is the first very important thing . ...

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Old Mar 12, 2008, 3:52pm   #9
Joined Feb 2008
Noxa Indicator - Neuroshell Trader Guide

I verified the CSSA help then give me a preliminary conclusion that CSSA-Cycles is the first very important thing. All the setup signal/indicators started from defining the cycles parameters in order match with the price action (to catch peak and valley). Please correct me if I am wrong.

Follow your advice, if you do not mind, I would like to create the procedure to setup this parameter indicator. With your help/advice and comments. Hope every body can give some comments as wells.

Please find here attached pdf, I will give you the password to open is: !sttraderguide, include csv data file. Please PM me if you want the doc file for you modification. The file is open for any comment and the finest parameter setup not finished yet. Waiting your advice/comments.

Arry
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File Type: pdf Noxa Trader Guide- Define CSSA-Cycles Parameter.pdf (399.6 KB, 4416 views)
File Type: zip EURUSD.zip (64.7 KB, 998 views)
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Old Mar 12, 2008, 6:34pm   #10
P.Z
Joined Mar 2008
Noxa CSSA: how to set parameters

Hi Harry,

This is correct. After reading about Singular Spectrum Analysis I realized how powerful the concept was. Instead of measuring the market as most indicators do, SSA first looks at the fundamental cycles through the variance they account for in the data and then uses them to reconstruct the cyclic components with no lag. When the fit is good, the cycle is usually very resilient. As a matter of fact I was able to find cycles that last several years on EOD data. On the DIA for examples a few cycles keep working even during the subprime mortgage crisis .

As for setting up the parameters, I would say that each instrument requires a specific approach. To me it will be quite challenging or even impossible to write down a process that applies to any timescale and trading strategy. I personally prefer to keep my mind as opened as possible so that I can adjust to changes in market regimes...

Patrick
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Old Mar 13, 2008, 12:43am   #11
Joined Feb 2008
Fine tune sample

Hi Patrick,

Is it possible for you try to find the parameter tuning for data file that I attached (EUR/USD.zip). It is 1m forex data file, mean time I try it by myself.

Thanks
Arry
Quote:
Originally Posted by P.Z View Post
Hi Harry,

This is correct. After reading about Singular Spectrum Analysis I realized how powerful the concept was. Instead of measuring the market as most indicators do, SSA first looks at the fundamental cycles through the variance they account for in the data and then uses them to reconstruct the cyclic components with no lag. When the fit is good, the cycle is usually very resilient. As a matter of fact I was able to find cycles that last several years on EOD data. On the DIA for examples a few cycles keep working even during the subprime mortgage crisis .

As for setting up the parameters, I would say that each instrument requires a specific approach. To me it will be quite challenging or even impossible to write down a process that applies to any timescale and trading strategy. I personally prefer to keep my mind as opened as possible so that I can adjust to changes in market regimes...

Patrick
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Old Mar 13, 2008, 1:26am   #12
P.Z
Joined Mar 2008
Well, it won't be easy. I use only the EOD version of NeuroShell Trader Pro. I am also currently testing their beta version for MetaStock Intraday but I don't subscribe to the Forex data. As a matter of fact I know for sure that trading the Forex is quite challenging.

I'll try to convert the CSV file but don't be surprised if you don't hear from me on this.

Patrick


Quote:
Originally Posted by arryex View Post
Hi Patrick,

Is it possible for you try to find the parameter tuning for data file that I attached (EUR/USD.zip). It is 1m forex data file, mean time I try it by myself.

Thanks
Arry
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Old Mar 15, 2008, 9:29am   #13
Joined Feb 2008
Do you think I crack forex with Noxa!!!

Friends,
Here are my update, after insisting to learn more detail about noxa, I created about 5 trading strategy respectively using Qphase, Cycle, Oscillator, Built in signal, S/R violation and one special combination.

Applied in Forex market (mini account), EURUSD 15m, Trading strategy rules (as mentioned on noxa help), trading: as many as possible with $500 initial account, Dates: opt 5 days & paper trade in last 2 days, Cost: $2 per trade entry/exit for spread & $100 margin, optimization criteria: Maximize (win - loss)*profit.

Here you can see below the chart for all trading strategy and the system equity for each.

Happy trading...
Arry
"Keep Learning..and learning prior to success...."
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all-noxa-ts.jpg   big-noxa-ts.jpg   equity-noxa.jpg  

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Thanks! The following members like this post: FX_boy
Old Mar 16, 2008, 1:02pm   #14
Joined Feb 2008
Real Trade simulation with Noxa #1

Here is one of trading result sample using Noxa, the gray candles used for optimization, orange candles for paper trade and green for real trade. No optimization during the real trade.

One day trade simulation result: 1st trade= 50 pips, 2nd trade=42 pips, 3rd trade=75 pips, 4th trade =17 pips (open trade).

Arry
Keep learning ..and learning prior to success!!!
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Old Mar 16, 2008, 1:33pm   #15
 
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Joined Sep 2006
I can tell you guys, you persuaded me to go for NOXA instead of MESA8.

cheers, dejan
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Old Mar 16, 2008, 2:46pm   #16
Joined Feb 2008
I am Mesa8 owner

Hi Dejan,

Do not misinterpret my statements, I do not persuade you to buy one product, I am Mesa owner too. I will join your thread with Mesa 8, but currently I am interested to use noxa.

I do not affiliate anything with Noxa, see my add on list.


Good luck
Arry
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