Neuroshell Trader

Skyhr

Junior member
15 0
Hey, I have a few back test on NST questions I hope you guys could answer:


1. I want to make a trailing stop based on ATR(20) * parameter. But I want to know whether, in trailing stop, does NST know the "inside of the bar" - that is, what is going on a smaller level how price is moving, if we have smaller intraday data? For example, in metatrader 4, if we have 1 min data and we backtest on 15min or something, metatrader will use the 1min data to approximate tick data to yield a more accurate back test (due to the trailing stop). Is this also with NST, or does NST make certain assumptions when it comes to trailing stop? If so, what is the best option for me to make back test most accurate?

2. In back test, can I place limit orders? And when those orders are hit, can I make stop, trailing stop, and target appear? Can I make the option of not placing a target?

3. Again in back test (Forex), instead of trading in fixed lots, I want to back test trading floating lots, which depend on the symbol and a set of equations I have developed. Is there a way to make risk management more flexible in back test (and forward run)?


Hope you guys can somehow answer these, since not too many people talk about NST anyways.
 

baneya

Newbie
3 0
Hi,

I've been evaluating Neuroshell trader for a couple of weeks now and the one thing I can't figure out is how the get the data to stream and update the charts in real time.

Any help would would be appreciated.

Thanks,

baneya.
 

Skyhr

Junior member
15 0
Hi,

I've been evaluating Neuroshell trader for a couple of weeks now and the one thing I can't figure out is how the get the data to stream and update the charts in real time.

Any help would would be appreciated.

Thanks,

baneya.

Have you tried DDE? Also, if you google for instructions on the MT4 Feed, I'm sure there's a .doc / .pdf somewhere floating around - I remember seeing it.

Also, if that's the only thing you don't know how to do, do you know these 2 following things:

1) How do I make the out of sample (green) area? And what's the difference between this and paper trading?

2) How do I incorporate ATR? I can't seem to find this indicator for trailing stop.

Thanks
 

mrgmm

Newbie
4 0
It is excellent to find a people talk about NST

How can i get ART in NST

How can i build a digital strategy in NST
I found a good relation between the index UK100 (London stock market index and found in some broker's MT4 platform) and GBPUSD, can i combine the two issues in one chart ? or one startegy ???How ??



Thank you in advance
 

kimkim

Junior member
16 0
It is excellent to find a people talk about NST

How can i get ART in NST

How can i build a digital strategy in NST
I found a good relation between the index UK100 (London stock market index and found in some broker's MT4 platform) and GBPUSD, can i combine the two issues in one chart ? or one startegy ???How ??



Thank you in advance

First, you must find a way to feed NST with real time data. You can subscribe eSignal or any other data provider.

Once you have data feed, follow these steps:

1. Click Insert > Other Instrument Data
2. Choose instrument type, in this case I choose Forex data
3. Click as many instrument you want to display on one chart. In this example I first create GBPJPY 15 minutes chart, then insert EURUSD, GBPUSD and USDJPY data. Note that you can only use ONE timeframe on one chart. It is possible though, using another add-on, display different timeframe on one chart.
4. Select data type to display. I choose Open/High/Low/Close
5. Multiple forex pairs are displayed on one chart. The green chart is the base chart (GBPJPY data). The red bars indicate incoming real time data.

If you want to make GBPUSD prediction using UK100 data as an input, then you must display the UK100 data on one chart like this.
 

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kimkim

Junior member
16 0
Have you tried DDE? Also, if you google for instructions on the MT4 Feed, I'm sure there's a .doc / .pdf somewhere floating around - I remember seeing it.

Also, if that's the only thing you don't know how to do, do you know these 2 following things:

1) How do I make the out of sample (green) area? And what's the difference between this and paper trading?

2) How do I incorporate ATR? I can't seem to find this indicator for trailing stop.

Thanks

DDE does not store historical data in your computer. It means if you want to create a chart with one week data, you must collect the data by keeping your computer up and running for one week.

Click on the upper menu: Tools > Options. Then check the option "Allow real trading to begin before last chart date" in the Advanced tab. Then in Trading Strategy or Prediction wizard you will see new option "Start trading before last chart date".

Read help menu for descriptions about the difference between Paper Trading and out of sample trading.
 

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kimkim

Junior member
16 0
Order executions in NST are done after bar completion. There is no other way to do execution inside a bar. This also applies to trailing stops. Trailing stops move after one bar is completed. If you want to make trail stops based on indicator then you create a rule, for example: IF close < ATR then Close Buy Long etc.
 

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Pat494

Legendary member
14,621 1,579
Just as a matter of interest to a non owner of NST please could someone post some results for the S&P 500 for instance ? Things like win/loss ratio etc. on last 18 months
thx
 

kimkim

Junior member
16 0
Just as a matter of interest to a non owner of NST please could someone post some results for the S&P 500 for instance ? Things like win/loss ratio etc. on last 18 months
thx

Give me 36 month data in the .csv format with the following column sequence: Date, Time, Open, High, Low, Close, Volume

I never try S&P500 before. If you can provide the data I will create a strategy with 18 months out of sample trading.
 

Pat494

Legendary member
14,621 1,579
Give me 36 month data in the .csv format with the following column sequence: Date, Time, Open, High, Low, Close, Volume

I never try S&P500 before. If you can provide the data I will create a strategy with 18 months out of sample trading.

Hi kim,
The above data can be downloaded from yahoo into excel and then saved as a csv file

here are some stats from Biocomp profit

Trade Count: 26
Winning Trades: 24 (92.31%)
Losing Trades: 2 (7.69%)
Cumulative Winners: 248.8976
Cumulative Losers: -7.9474
Average Winner: 10.3707
Average Loser: -3.9737
Highest Trade: 26.3410
Lowest Trade: -4.4264
Ave Trade (Expectancy) 9.2673
Bars Long: 434
Bars Short: 335
% in Position: 93.21%
Trade Stdev: 8.6650
Win/Loss Point Ratio: 31.3181

Max Drawdown: 51.5000
Bars Duration: 91
Time Duration: 128
Max DD Date Start: 13/01/1903
Max DD Date End: 21/05/1903
Max DD %: 37.57%

Open Equity: 0.0000
Closed Equity: 240.9502
Total Equity: 240.9502
Net Equity: 240.9502
Minimum Equity: -1.3000
Buy-n-Hold Equity: -32.5000
1st Signal Buy-n-Hold: -36.7000
Equity straightness: 0.9175
% of Perfect: 11.21%
% of Perfect: 11.93% (while in a position)
% Direction Correct: 52.54%
Trade Ave % Return: 1.11% (Accum. trade % returns / Nbr Trades)

The figures used for the above were the 10 minute S&P figures on intraday. I input them manually, hence the strange dates of 1903
 
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Skyhr

Junior member
15 0
Read help menu for descriptions about the difference between Paper Trading and out of sample trading.

Ok. Here's what I understand:

Normally, the program optimizes over the sample data, and then the green is to evaluate that optimization settings over an out of sample data. Paper trading, however, is already out of sample, but we are optimizing over the sample (non-brown) area.

What I get from this is that with paper trading, we're looking at the equity curve of the sample data (to see whether it's smooth, etc). And with out of sample (green), we're looking at the out of sample data.

The help file says this is because it "seems to be the standard among competitors". I do not understand why we have both options - why can't we just use the green/brown?

Is there anything else I am missing that you can point out?
 

baneya

Newbie
3 0
Have you tried DDE? Also, if you google for instructions on the MT4 Feed, I'm sure there's a .doc / .pdf somewhere floating around - I remember seeing it.

Also, if that's the only thing you don't know how to do, do you know these 2 following things:

1) How do I make the out of sample (green) area? And what's the difference between this and paper trading?

2) How do I incorporate ATR? I can't seem to find this indicator for trailing stop.

Thanks

Thanks Skyhr,

I looked in to it a bit and I think you are right about DDE. Thanks!!!

In regards to ATR, I did a little research and to the best of my knowledge it is not a built in indicator. You can get it as an Advanced Indicator Set add-on. but I was able to find out how to create it using the new indicator wizard. (see attached file)

As for the out of sample (green) area, If I am understanding the question. When you are in the prediction parameter dialogue box, Choose "Start trading before last chart date".

The difference between the trading range (green area) and paper trading is that neuroshell is programed to look at the trading range like its seeing it for the first time.

The paper trading section is what neuroshell uses to see which strategies it learned from optimization works best.

It uses it's optimizations and training from the previous sections to make predictions on the trading range. Its kind of a virtual forward test.

baneya.
 

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Skyhr

Junior member
15 0
As for the out of sample (green) area, If I am understanding the question. When you are in the prediction parameter dialogue box, Choose "Start trading before last chart date".

The difference between the trading range (green area) and paper trading is that neuroshell is programed to look at the trading range like its seeing it for the first time.

The paper trading section is what neuroshell uses to see which strategies it learned from optimization works best.

It uses it's optimizations and training from the previous sections to make predictions on the trading range. Its kind of a virtual forward test.

baneya.

Hi Baneya,

Thanks for the response. I am still a little confused as to the details of paper trading. I understand the "trading section" well though now, thanks. So, with paper trading, NST makes several optimizations on the sample data then sees which optimization works best on the paper trading part?

But then how does this become a "virtual forward test." I understand how the green part can be a "virtual forward test" because we're evaluating the optimization.

How do we evaluate the paper trading - we should look at the equity curve of both the out of sample and sample data, yes? (and this applies to the green evaluation, too?)
 

baneya

Newbie
3 0
Hi Baneya,

Thanks for the response. I am still a little confused as to the details of paper trading. I understand the "trading section" well though now, thanks. So, with paper trading, NST makes several optimizations on the sample data then sees which optimization works best on the paper trading part?

But then how does this become a "virtual forward test." I understand how the green part can be a "virtual forward test" because we're evaluating the optimization.

How do we evaluate the paper trading - we should look at the equity curve of both the out of sample and sample data, yes? (and this applies to the green evaluation, too?)

That's my understanding of it anyway. The virtual forward test applies only to the trading portion.

As for the Paper trading part... To the best of my knowledge being able to evaluate the optimization and paper trading ranges in NST is not possible. I could be wrong. I'm no expert on NST but I don't think its possible.
 
 
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