Neuroshell Trader

Skyhr

Junior member
15 0
Ah ok.

Hey, Kimkim and Pat, do you guys know what the purpose of paper trading is? Isn't to evaluate optimization, but isn't that why we have the out of sample evaluation (green)?
 

Pat494

Legendary member
14,621 1,578
Ah ok.

Hey, Kimkim and Pat, do you guys know what the purpose of paper trading is? Isn't to evaluate optimization, but isn't that why we have the out of sample evaluation (green)?

Paper trading is a very important part of the learning curve imho. Fraid i don't know hardly anything tho about NST.

Here are some stats from my Biocomp Dakota swarm system to compare things

Trade Count: 1344
Winning Trades: 903 (67.19%)
Losing Trades: 441 (32.81%)
Cumulative Winners: 9389.0556
Cumulative Losers: -6511.0533
Average Winner: 10.3976
Average Loser: -14.7643
Highest Trade: 102.1832
Lowest Trade: -158.7468
Ave Trade (Expectancy) 2.1414
Bars Long: 1167
Bars Short: 1205
% in Position: 100.00%
Trade Stdev: 16.9908
Win/Loss Point Ratio: 1.4420

Max Drawdown: 305.5324
Bars Duration: 158
Time Duration: 227
Max DD Date Start: 22/02/2000
Max DD Date End: 06/10/2000
Max DD %: 323.38%

Open Equity: -1.3000
Closed Equity: 2878.0023
Total Equity: 2876.7023
Net Equity: 2876.7023
Minimum Equity: -211.0515
Buy-n-Hold Equity: -509.0200
1st Signal Buy-n-Hold: -518.9500
Equity straightness: 0.7987
% of Perfect: 11.29%
% of Perfect: 11.36% (while in a position)
% Direction Correct: 53.96%
Trade Ave % Return: 0.19% (Accum. trade % returns / Nbr Trades)
 

Skyhr

Junior member
15 0
Paper trading is a very important part of the learning curve imho. Fraid i don't know hardly anything tho about NST.

Here are some stats from my Biocomp Dakota swarm system to compare things

Trade Count: 1344
Winning Trades: 903 (67.19%)
Losing Trades: 441 (32.81%)
Cumulative Winners: 9389.0556
Cumulative Losers: -6511.0533
Average Winner: 10.3976
Average Loser: -14.7643
Highest Trade: 102.1832
Lowest Trade: -158.7468
Ave Trade (Expectancy) 2.1414
Bars Long: 1167
Bars Short: 1205
% in Position: 100.00%
Trade Stdev: 16.9908
Win/Loss Point Ratio: 1.4420

Max Drawdown: 305.5324
Bars Duration: 158
Time Duration: 227
Max DD Date Start: 22/02/2000
Max DD Date End: 06/10/2000
Max DD %: 323.38%

Open Equity: -1.3000
Closed Equity: 2878.0023
Total Equity: 2876.7023
Net Equity: 2876.7023
Minimum Equity: -211.0515
Buy-n-Hold Equity: -509.0200
1st Signal Buy-n-Hold: -518.9500
Equity straightness: 0.7987
% of Perfect: 11.29%
% of Perfect: 11.36% (while in a position)
% Direction Correct: 53.96%
Trade Ave % Return: 0.19% (Accum. trade % returns / Nbr Trades)

Wow, it looks like your system is great! Could you elaborate on the steps you personally take to develop systems? Especially, any part with evaluating optimization, or using paper trading. Any help on how to implement walk forward NN would be huge as well because I am confused as to whether the normal NN are walk forward or not (are they?)

Ah, also. I've heard something about particle swarm optimization - is this related to your system you just mentioned? If so, what is it and how would I implement this?

Thanks!
 

Pat494

Legendary member
14,621 1,578
From a neural network point of view here are my stats up to present day

Trading Start Date: 11/11/2007
Trading Stop Date: 17/06/2009
Number of winning trades: 43
Number of losing trades: 26
Percent winning trades: 62.32%
Highest trade value: 206.10
Lowest trade value: -49.30
Average trade value: 22.9942
Std Dev of trade value: 51.6031
Ave period between trades: 7.49
Lowest Acct Equity: 31.20
Max. Intraday Drawdown: -84.00
Total Equity / Max. Drawdown: 18.4655
Equity Straightness: 0.8809
Closed Equity: 1,586.60
Open Equity: -35.50

Perfect profit: 7,031.40
Maximum 'desired' profit: 3,322.80 (47.26% of perfect)
Model's Profit: 1,551.10 (22.06% of perfect, 46.68% of 'desired')

Percent of Buy-N-Hold: 393.27%
Significance: 538.

I am hoping someone with Neuroshell will post their similiar period stats for comparison.
 

intradaybill

Well-known member
358 14
Paper trading is a very important part of the learning curve imho. Fraid i don't know hardly anything tho about NST.

Here are some stats from my Biocomp Dakota swarm system to compare things

Average Winner: 10.3976
Average Loser: -14.7643

Ave Trade (Expectancy) 2.1414

% in Position: 100.00%

Win/Loss Point Ratio: 1.4420

Max DD Date Start: 22/02/2000
Max DD Date End: 06/10/2000
Max DD %: 323.38%

I have some comments for you Pat:

(1) Ave Trade is NOT equal to expectancy.

(2) Win/Loss Point Ratio: 1.4420. If

Average Winner: 10.3976
Average Loser: -14.7643

Then the win loss ratio is: 0.704, NOT 1.4420. They mean the profit factor probably but confuse the two.

(3) % in Position: 100.00%


Is this system always in the market?

(4) Drawdown that lasted for almost 4 months and equal to 323.38%


This is supposed to be a joke right? This system is probably based on an optimized MA crossover and a stop-n-reverse strategy.
 
Last edited:

Pat494

Legendary member
14,621 1,578
I have some comments for you Pat:

(1) Ave Trade is NOT equal to expectancy.

(2) Win/Loss Point Ratio: 1.4420. If

Average Winner: 10.3976
Average Loser: -14.7643

Then the win loss ratio is: 0.704, NOT 1.4420. They mean the profit factor probably but confuse the two.

(3) % in Position: 100.00%


Is this system always in the market?

(4) Drawdown that lasted for almost 4 months and equal to 323.38%


This is supposed to be a joke right? This system is probably based on an optimized MA crossover and a stop-n-reverse strategy.

1. dunno
2.maybe total profits/total losses ?
3.always in market
4.It takes a while to get going. Start date 3/1/2000

For the full definative answer you might like to contact the vendor ( I'm only a customer ) :innocent:

Rather than purchasing system after system I think it would be VERY helpful if members would post stats from different programmes to compare them. This is the S&P 500 EOD
 

Skyhr

Junior member
15 0
Sorry, quick question:

I know I'm supposed to do something to include the built in signals into the TS - because I can't seem to include them right now. What am I supposed to do again?
 

lumanauw

Newbie
7 0
Anybody can help me?

How can I display "Range Bars" Chart on Neuroshell with datafeed from MTFeedPro? It seems not working, even with real time ticks.

In the display it writes "No Data is available for Close". Other chart types (seconds, minutes, ticks, volumes etc) are working normally, just this "Range Bars" chart don't work.
 

popay99

Newbie
2 0
Just a question about Neuroshell

I am total new with Neuroshell and I've a big problem: I cannot make a prediction for the future; the prediction is always made to the input data, no output data has never been generated, I've tried and tried, but nothing, can you help me please? thanks

Hi,
I am not new with this software, but not expert as well. I will share some known idea using this software and having some feedback from you or other NS (Neuroshell) users.
My tips for all new users:
1. Study it first. Strongly advised to start with the Tutorial and the video accompanied from your NS CD and study from the available example.
- With the tutorial (on Help Menu) you will know the concept of NS which combine the traditional and AI technique, for traditional, for example, you can define a trading strategy using MACD, NS will find for you what is the best setting for MACD cross over, and you can verify the result by optimization/back testing on your data. With AI, NS used genetic algorithm to find best setting for your MACD parameter.
- Study the video, start form help menu, but if you can access directly from Help menu you should insert your CD. Other method is you can copy all CD tutorial on your hard disk and call it directly, example you can put them in folder C:\NeuroShell Trader 5\Video\, run Getting Started.exe to show getting started video otherwise you can call directly Getting Started.avi if you have an avi movie player. NS using camplay to show the video.
- Study the example, with my NSDT I have 25 example chart, Go to Menu File, Open, C:\Neuroshell trader 5\Charts\.
2. You should know how to prepare the data for your NS, NS can be feed by some data vendor such as eSignal, IQfeed, etc, broker data feed (such as Interactive Broker), or free data Yahoo finance (for stock), free ASCII data (example, you can import csv from Metatrader if you trade forex).
3. Define your Trading area: Stock, future, forex, your selection to be a starting point prior subscribe the data. With NS version you have you can select end of day data or real time data. If you have NS Trader or NS Trader Pro you need only end of day data then you can choose Yahoo data for free, using esignal/Iqfeed data for this version is less benefit ( think, minimum you paid $95) except you want to get some other data (such as fundamental, etc) to be integrated n your trading strategy. If you have NS day trader and you you would like to trade intra day then you need real time data feeding.
4. Start with Data import, example using Metatrader on forex. If you need I can give sample how to import it to NST.
5. If you success to display ASCII data on your chart, Start inserting indicator on your chart. NS have a lot of indicators that can help you to analyze your chart.
6. Start to build your trading strategy, you can found with your data what is the best setup using traditional indicator, for example MACD cross over, RSI, CCI, etc. You can analyze what is the best parameter, profit, winning, losing, etc. We can discuss further if you need.
7. Start to build a prediction. With prediction, you can ask NS to predict future Open, Close price or its %Change, etc. You can make a prediction with input from your price data (O, H, L,C) or some indicators (RSI, MACD, Stochastic, etc), the output prediction can be next 3 day Open, etc.
8. Analyze your trading strategy or prediction.
9. Discuss with some other users, post the question to NS support if you need their assistance.

I have seen some thread discussing about NS, hope this will be a starting point for good discussion. We can post some charts for our further discussion.
 

popay99

Newbie
2 0
Hi, I'm total new with Neuroshell, I use it from 2 weeks and I have a Big problem: I cannot make any kind of 'output' data, I make the prediction (I've made a lot and a lot), but the result is always a prediction on the same Input data (the last N days of the Input data), No prediction for the future data. Anyone can help me? what's wrong?

thanks

Alex
 

nsvv

Junior member
14 1
Popay99,

You need to enable paper and out-of-sample trading in the main settings first and then in the prediction settings when you are making the prediction.

In Intermarket trading systems by Katsanos there are step-by-step instructions on how to make a profitable Neuroshell system.
 

bragi

Newbie
2 0
Anyone here succesfull in getting Neuroshell to send stop orders to MT4? Ive tried MTFeed but that doesnt seem to be able to send stop/limit orders to MT4 - only market orders.
 

ForexDude

Junior member
22 0
Hi,

Anyone knows how can I combine a trading strategy for 15m TF and another one for H1 TF? I want it to only take longs when both agree.

Thanks
 

kimkim

Junior member
16 0
Hi,

Anyone knows how can I combine a trading strategy for 15m TF and another one for H1 TF? I want it to only take longs when both agree.

Thanks

You can use Emmetropia's Neuroshell Multiple Timeframe Indicator (NST-MTI) or Neuroshell Interchart Tools.

The NST-MTI had a website www.emmetropia.com a while ago but it has gone now. Interchart Tools you can find here
 
 
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