Noxa indicators for Neuroshell

This is a discussion on Noxa indicators for Neuroshell within the Trading Software forums, part of the Commercial category; I am really new to NeoroShell. I do not know how to use it properly yet. I collected lots of ...

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Old Mar 16, 2008, 6:14pm   #17
 
insight2's Avatar
Joined Sep 2006
I am really new to NeoroShell. I do not know how to use it properly yet.

I collected lots of intra day data: futures, Forex-es, stocks etc.

cheers, dejan
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Old Mar 16, 2008, 6:31pm   #18
Joined Feb 2008
Advice for new NS user

I already have Neuroshell since 2006 but I never serious to learn how to use it properly. I just realized just few months a go how powerful this software.

This link may useful for you.
http://www.trade2win.com/boards/tech...ll-trader.html

Currently I have big plan using NS:
1. Getting real data into my NS
2. Find the profitable Trading strategy with testing on real time data.
3. Trade automatically from NS to broker trading platform (I used Metatrader4).

You can do #1 & #2 in parallel but do not come to #3 before you pass it. I am in step 1 & 2, find somebody to discuss to get #3. You may have broker demo account to do all steps with Metatrader.


Cheers,
Arry
"Keep Learning ...and learning prior to success"
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Old Mar 18, 2008, 1:58pm   #19
Joined Feb 2008
Free e-book for New Neuroshell User

Hi Friends,

I give you here attached free e-book (one of my collection) which I created based on my own experience using Neuroshell. This e-book may useful for Neuroshell users how to insert a trading strategy and review the performance.

Any comments are appreciated.

Have a nice reading,
Arry
"Keep Learning ...and learning prior to success"
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Old Mar 20, 2008, 2:26am   #20
Joined Feb 2008
Build Strategy New User Tips

Few of my friends sending PM to me how to build the trading strategy. As NS user, here below in brief how personally setup a trading strategy, the key is "start with simple thing".

Prior you come to this step, you should solve your problem gathering data for your Neuroshell.

In order to have better a trading strategy finding, at least in the beginning we should:
1. Try to build on certain market data. I know we can have so many as possible the market data, but start with one or two data.
2. Build on the certain time frame, in the beginning do not moving around on several time frames.
3. Limit the training/optimization range. Try to investigate for how many bars data on your chart can give a trading strategy (start with small range), increase the range as necessary to give more robust trading strategy.
4. Pre-analyze indicator used for trading strategy input. If an indicator cycles between -150 to 150, it is not necessary to let Neuroshell set the range from -300 to 300. We may set the trading strategy for long is between -150 to -30 and for short 30 to 150. It will reduce the time.
5.Know preliminary how the indicator working method prior used as trading strategy input. Example with stochastic we can use crossover %K/%D or %K cross over the threshold 30 to 70, etc. This knowledge may give better idea to setup a trading strategy and reduce the time.
5. Add other indicators to improve previous trading strategy.
6. Compare the result by displaying the system equity curve (insert indicator trading strategy:system information) then select which one make you happy.

I have setup my mind and my emotion during build the trading strategy: "There is not necessary to build a strategy in hurry for my trading, I will come to my trading room whenever I ready with my strategy", take your time to build a trading strategy and have fun.

Other inputs/comments can improve.

Arry
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Old Mar 20, 2008, 4:49am   #21
P.Z
Joined Mar 2008
Each of us certainly has his own very personal approach with trading. Here are a few general principles that I learned with NeuroShell over the years and happen to work very well for me.

1. Don’t measure the market but be the market. Obvious patterns are washed out almost instantly. Pretty much only the faint patterns resist market efficiency; only the faint patterns are left over for us to be exploited. Trying to measure them has detrimental effects. For example taking a moving average introduces a lag; any indicator for that matter induces some sort of distortion making it almost impossible to find genuine patterns. It makes sense after all; the Heisenberg uncertainty principle also applies to markets.

2. Try to make non-stationary inputs stationary; non-stationarities in markets cannot be exploited. Think of a system that would be fully adaptive: you would not be able to do better that just looking at price. NeuroShell however gives a static picture of markets meaning that it is possible to generate equity with it by picking stationary patterns (something that lasts); unfortunately these patterns are quite rare so why not inferring them? That also includes selecting carefully the data on which to optimize the system.

3. Think in terms of the cause not the effect. Patterns are the effects; our main mistake in trading is to look for correlations. For example we try to get uptrending equity lines in-sample assuming that they will stay strong out-of-sample. This is mostly relying on the correlation of the pattern we try to reveal though indicators and the price. This assumption is simply wrong. Causation is not correlation. Did you ever wonder why lags work sometimes? Simple explanation: the cause occurs before the effect.

4. Avoid spurious causation by manipulations. The best systems are those which resist to data manipulations…


Patrick
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Old Mar 23, 2008, 4:55am   #22
 
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Joined Feb 2008
There is a good algorithm in CSSA Cycles. However, I believe it is Regression Slope of Moving Average, I believe same lag can be achieved with Jurik Research algorithm if not even less. Correct me if I'm wrong..
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Old Mar 24, 2008, 3:46am   #23
P.Z
Joined Mar 2008
I don't think CSSA is based on calculating the slope of a moving average. As a matter of fact the cycles do not lag so it can't be. I know for sure that they extract cycle components from the variance in the data then CSSA allows the reconstruction of market cycles from a selection of these components. Their approach is quite different than having an MA-based tracker that has to lag somehow.

P.Z
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Old Mar 24, 2008, 4:59am   #24
 
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Joined Feb 2008
Considering smoothing algorithm, yes, I believe it is one of the best.
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