Noxa indicators for Neuroshell

This is a discussion on Noxa indicators for Neuroshell within the Trading Software forums, part of the Commercial category; From what I can see, P.Z, you had quiet stunning results predicting SSA in terms of causation. Keep up the ...

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Old Mar 26, 2008, 1:16pm   #31
 
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From what I can see, P.Z, you had quiet stunning results predicting SSA in terms of causation. Keep up the great posts, I am more and more into that thing and really think your posts are very helpful.
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Old Mar 26, 2008, 4:09pm   #32
P.Z
Joined Mar 2008
Sedkol,

I found trading excessively competitive; there is no such thing as a software that will make you happy by casually clicking on green and red arrows with a smile on your face. I bet the lifetime of traders is less than a few months for most of us because the (scam?) trading industry sell us dreams. This is hard work to develop strong principles that work. But I found the guys at Ward Systems and Noxa very inspiring and now that it started paying off I thought I should give back some of what I learned the last 15 years...

P.Z

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Originally Posted by sedkol View Post
From what I can see, P.Z, you had quiet stunning results predicting SSA in terms of causation. Keep up the great posts, I am more and more into that thing and really think your posts are very helpful.
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Old Mar 26, 2008, 4:37pm   #33
 
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P.Z,

I think we could go on and on discussing that topic. I do agree that trading is very competitive. I believe the one most important thing is discipline. Another most important thing is not to stop learning. Never. It can take a lifetime to master. It is just my opinion and everyone, I believe, sees it in its own perspective. Wards, Noxas products, for example, helps to make your own way in learning process. There will never be a holy grail software, I completely agree with you.
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Old Mar 28, 2008, 3:09pm   #34
 
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I think better we share tips using Noxas Cycles in this thread. Talking about correlation on another topic came to some ideas. As we can assume there maybe different cycles in different time scales in the market. Probably we could measure a correlation between cycles and price, if a correlation is more then some threshold then buy/sell signal. Or we could measure what cycles has more correlation with price then others and work on them. Haven't come to a conclusion how to automate it yet and haven't tested it fully either, but I do think the idea is worth a try. Any suggestions?
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Old Mar 28, 2008, 4:03pm   #35
P.Z
Joined Mar 2008
There are instruments that have very resilient cycles. For example I extensively use the tuple (m-histories = 50, GroupStart = 9, GroupdDepth = 4, Lead = 1, Smoothing = 0.05) on the DIA EOD. It works also on stocks and intraday. See the 1min charts on AAP from yesterday. When the cycle deviates from the data, meaning that the market entered a different regime, I get out and quickly adjust the parameters. It does not take long as I keep track of cycles that worked in the past.

When you start investigating a new instrument, you can use this trick to have an idea of its potential: feed a neural net with a couple SSA inputs (not CSSA but SSA) and train it. Given that you get a strong equity line out-of-sample, look at the parameters. If they make sense, write them down and start tuning them from here in your CSSA cycles.

You can also feed a neural net with lagged CSSA cycles this time (up to 5). Retain the most robust cycles for your future trading. You can also use this neural net to trade.

P.Z


Quote:
Originally Posted by sedkol View Post
I think better we share tips using Noxas Cycles in this thread. Talking about correlation on another topic came to some ideas. As we can assume there maybe different cycles in different time scales in the market. Probably we could measure a correlation between cycles and price, if a correlation is more then some threshold then buy/sell signal. Or we could measure what cycles has more correlation with price then others and work on them. Haven't come to a conclusion how to automate it yet and haven't tested it fully either, but I do think the idea is worth a try. Any suggestions?
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aap-1min-march-27-08-1.gif   aap-1min-march-27-08-5.gif  
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Old May 4, 2008, 10:03am   #36
 
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Quote:
Originally Posted by arryex View Post
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...."
Hi Arryex,

What are the Parameter values for the 5 strategies or indicators. Did you just optimize them to get the Values or did you have some indicators manually unoptimized. Any advice will be appreciated. if you can post them that would be great.

For Example.

For 15 mins EURUSD. What are the Best parameters for

Noxa CSSA-Long Entries #2 ( Close, x,x,x,x,x,x, x)
Noxa CSSA-Short Entries #2 ( Close, x,x,x,x,x,x, x)

How do find them? using trading strategy Optimization or by manually by visually trying to eyeball the Parameters?

What is the parameters for NOXA CSSA Long-Short trading strategy for EURUSD 15 mins. If you can paste it her that would great. I am trying to Learn NOXA CSSA and Neuroshell Daytrader Professional 5.4 . I have created a couple of sample trial strategies that i would like to know how to optimize the indicators / Strategies to get the best results. Snapshots would be great . I know how to optimize strategies in neuroshell what i would like to know is mostly about how to Optimize the Parameters for NOXA CSSA indicators and Strategies for FOREX especially EURUSD and GBPUSD ( 5 mins, 15 mins, 30 mins, 1 hour =====INTRADAY TIMEFRAMES )




Progressa

Last edited by progressapama; May 5, 2008 at 2:28am. Reason: addition
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Old May 8, 2008, 8:58pm   #37
Joined Feb 2008
Setting Indicator parameters

Hi Progressa,

Sorry for the delay on responding, I am struggle to fight virus/spam on my PC.

Currently I am still learning how to set the parameter's for Noxa indicator,everybody may have own optimization style.

I found that the main things we need to understand first is the relation between Cycle/Qhase/Built-in indicators with EigenVectors and ShowRange, at least we should know what the objective using them. For example, to find the Eigenvector value in order the graph shown noise less (single mode display) or nearest Lissajous circle (dual mode display), effect of increasing groupdepth causing shorter cycle which generate more long/short signals.

Eigenvectors is used to set up the GroupStart and GroupDepth while ShowRange to setup the training range for optimization. By using correct set for them than you can either manual verification or run NSDT to find the optimal setting.

Here I put the sample how I put the parameters used for optimization for QPhase, I used CrossBelow for Long entry and CrossAbove for short entry (you should find why not in reverse!). On Trading Strategy parameter I use parameter search or full optimization, initial account $500 (you can set as you wish), I use 1 day for real trade as you can see Dates parameter setting (it shall be matched with ShowRange values for TrainingStart and TrainingBars), for the cost I use $2 per trade margin $100 and point value 10,000 for EUR USD (this applicable for mini account type).

I use them for any time frame and choose which one more benefit.

Hope it can fulfill your query, at least can guide you.

Good luck,
Arry
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Old May 11, 2008, 6:26am   #38
 
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Quote:
Originally Posted by arryex View Post
Hi Progressa,

Sorry for the delay on responding, I am struggle to fight virus/spam on my PC.

Currently I am still learning how to set the parameter's for Noxa indicator,everybody may have own optimization style.

I found that the main things we need to understand first is the relation between Cycle/Qhase/Built-in indicators with EigenVectors and ShowRange, at least we should know what the objective using them. For example, to find the Eigenvector value in order the graph shown noise less (single mode display) or nearest Lissajous circle (dual mode display), effect of increasing groupdepth causing shorter cycle which generate more long/short signals.

Eigenvectors is used to set up the GroupStart and GroupDepth while ShowRange to setup the training range for optimization. By using correct set for them than you can either manual verification or run NSDT to find the optimal setting.

Here I put the sample how I put the parameters used for optimization for QPhase, I used CrossBelow for Long entry and CrossAbove for short entry (you should find why not in reverse!). On Trading Strategy parameter I use parameter search or full optimization, initial account $500 (you can set as you wish), I use 1 day for real trade as you can see Dates parameter setting (it shall be matched with ShowRange values for TrainingStart and TrainingBars), for the cost I use $2 per trade margin $100 and point value 10,000 for EUR USD (this applicable for mini account type).

I use them for any time frame and choose which one more benefit.

Hope it can fulfill your query, at least can guide you.

Good luck,
Arry
Hi Arry,

I found out that the indicators Qphase and Cycles depend on and mostly affected by the values of:

m-histories
Groupstart
GroupDepth

Once you determine the Range.

If someone can optimize the values of those indicators it is possible to create a very good trading system from them.
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Old May 20, 2008, 9:10pm   #39
 
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Hi All,

i stay work on ts €$ with cssa cycle and i used for 15M TF an m histories =20

What do you think? Try to applicate it and confirm if is good also for you.

Regards

Ones
www.consultingtrading.it - home page
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Old May 21, 2008, 7:41am   #40
 
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Joined May 2008
A note about the new Noxa CSSA indicators

A note about the new Noxa CSSA indicators. I've been experimenting with them and so far they are quite interesting. I've been able to run some simple charts and the initial runs show a significant improvement over my current systems. The other indication I find alluring, is that my nets seem to like them, as they get included in many of the nets I'm trying to train. This further suggests to me that they are adding something useful.

Anyway, they're certainly worth the entry price.

Lovroc
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