Recent content by P.Z

Backward backtesting I used 2 years backtesting period. Pay also attention to the Training Range of the CSSA entries which might be different in your case too. I mostly trade ETFs. For example I find cycles on the DIA and then backtest it on a basket of securities to get an idea of its...

Indicators are important measuring devices but It mostly comes down to the right trading strategy... P.Z

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...

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...

Hi Sedkol, I have attached my first good results of SSA prediction for you to see. The prediction starts at bar# 2450. The objective is to predict the next 50 bars as they are missing in the original SSA (m-histories=50). Yes the software is mine. Just to give you a hint, I first use a Genetic...

I could write a thesis predicting cycles! I got very mitigated results trying to predict CSSA and even cycles using NeuroShell. I think that FeedForward neural nets cannot deal well with temporal sequences. I did not give up and developed my own models with some encouraging results but I was...

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...

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...

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...

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...

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...

Hi Guys, MESA8 was of little practical value in may trading. It never lived up to its expectations and billing. First of all it is slow to the point that I stopped using it altogether but more seriously it did not seem to work for me at all. I suggest that you subscribe to their paid service...

Noxa CSSA m-histories Hi Harry, Your chart is a Forex pair (correct me if I am wrong). I noticed that charts intraday generally require higher values for the m-histories parameter. m-histories = 50 bars works well EOD but you might need larger values intraday. Larger m-histories comes down to...

Noxa chart: Adj Close parameter Hello Harry, I used the "Adjusted close" to avoid side effects from splits. The "Adjusted close" shows the close price adjusted for all splits and dividends. It is provided among the Open High Low Close and Volume of Equities. "Adjusted Close" does not exist in...

1min bar price action in the DIA with Noxa CSSA Hi Arryex, Look like false signals generated by local noise to me. There is a smoothing parameter that you could adjust to filter out these false signals I think. That might work. I thought of posting some real time price action that I got this...