Hello Arry,
I had trouble using the Eigenvectors too. In fact they dumped it from the Beta version that I am testing for MetaStock.
Anyway I found the eigenvectors more useful on indicators rather than on price; any indicator for that matter. I look more precisely for a plateau in the spectrum (the wider and the flatter the best) where several pairs of eigenvectors plot a circular Lissajous. The eigenvectors in a pair appear shifted indicating a prediction mode…
Ps. Your optimization came out with about only 100 bars for the training range and a m-histories of 50. I don’t know much about Forex but your eigenvectors look pretty noisy; I wonder whether you can get anything good from this model. I would have expected something like m-histories = 250 or more with a training range at least four times that!
My two cents.
P.Z Quote:
Originally Posted by **arryex** Currently I am evaluating the EigenVectors indicator in Noxa. It is used to define the GroupStart and GroupDepth for some Noxa indicators parameters used in Trading Strategy.
Some Lissajous pattern formed differently when shifting the Eigenvectors. Anybody can advice which Lissajous pattern should be selected to provide good trading strategy?
Here samples of Lissajous pattern formed at different GroupStart and GroupDepth values and the respective trading result, the chart with data is inserted on zip file.
On the help it mentioned "The corresponding Lissajous pattern is a circle. Their inherent persistence over time makes them especially worthy of attention." But to get the circle pattern is not easy.
Cheers,
Arry | |