Recent content by Noxa

CSSA can be set to capture the cycles of interest with minimum persistence You said in your post#283 >> I changed the m-mistory to show this without changing the group because there was no change in contents of the signal so no change in significiant eigenvectors. The eigenvectors changed as...

Little or no faith in adaptive indicators Arry, The rationale with CSSA is that price moves in cycles which are persistent for enough time to make money out of it. Cycles might last for some time and several of them can coexist but they are going to change… When you think about it, any...

Wraping up on the >> Regarding naming lag or persistence. It must be your naming, first time i hear this. Now you know about persistence. >> That's true and this is a problem because there is no guarantee than the pattern learned from training range will occur in the future. I agree! But...

You said: >> I gave the Ehlers sinwave oscillator as an example how indicator should act in case of switch from trend with cycles to pure trend. My statement 'resistance' was that sine and leadsine will not cross in case of switch to trend mode so false signals will not be generated. Well, the...

The adaptivity fallacy You are looking at the transition from one market regime to another one. I would not call it a lag. I would call it persistence. Persistence = “Continuance of an effect after the cause is removed” Whereas the term lag applies more to stationary regimes. >> lag does...

More on EigenSpectrum Stewart, This is correct. Two cycles accounting for a similar amount of variance have a similar period. If they happen to be in quadrature their lissajous plot appears circular (see ShowEigenvectors plot attached). Let me quote wikipedia: Singular spectrum analysis -...

It remains that all indicators that I tried even including the sinewave indicator showed a periodic signal with exactly the same period. This is not pure coincidence. >> Regarding Sinwave. Yes it makes false signal at change from cycle mode to trend mode, it is also described in Ehler's book...

Down to the transitioning from one regime to another one Ok! We are now down to the transitioning issue from one regime to another one. Just want to wrap up the “ghost signals” saga before moving on. I have shown that these signals were real and came from a byproduct of using artificial...

Case of data manipulation >> There is nothing wrong with my signal here - it's just pure trend. It seems that CSSA is just like most of other oscillators (like stochastic) generating false signals when market is in 'trend mode' and E0 false entries are based on dedection of this non existing...

Case of license agreement violation I see! “this AGREEMENT permits you to use one copy of the specified version of the SOFTWARE, for internal purposes only, on only one computer, and only by one user, at a time” Non-compliance with this obligation constitutes a material violation of our...

Confirmed Thanks acj28 To Krzysztof: do you use a pirated version of the Noxa CSSA package? Comments?

Serious matter! Thanks acj28. Good detective work. Much appreciated! That would explain a lot of what is going on on this thread. To Krzysztof: do you use a pirated version of the NeuroShell Trader as these links seem to indicate? Comments? Noxa

This is worthless 1. Your artificial signal is not a down trend but a down line. As a result CSSA produces a small cycle of amplitude < 0.0000001 which is very much expected; it picks up floating point errors in your data as many other indicators do (see plot attached). This cycle is real and...

Running out of arguments against CSSA? I really don’t know what you are talking about!!!! It sounds that you are running out of constructive arguments against CSSA. QPhase has zero-crossings when Cycle is at a peak or a trough. To generate a short entry signal at a peak for example, QPhase has...

Trendlines always lag The CSSA-Trendline lags as each trendline does and there is no way around it if you don’t know the trend. The CSSA-Cycle however usually does not lag (see chart attached, bottom graph). >> 1) Lag of CSSA is size of observation window (M-history) This is not correct...