Noxa indicators for Neuroshell

arryex

Established member
593 6
Checkout this two samples ..do you think cssa setting works at all time? those using same setting and without optimization but with new data as shown in sample #11.

I do not want to show the sample that using repainting parameter values.
 

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badbart

Junior member
11 0
I've been testing Noxa AME optimized long only on a few stocks and it seems to work well until the trend changes. I did have noxa optimize AME for Lumber Liquidators LL for me 1 year ago both short and long and the returns have been very good 77% for the year.
 

arryex

Established member
593 6
I do not know what input Noxa AME you are using, here I use Noxa AME on LL data between 2007 - Dec 2010, I choose 44 as the best parameter within this period.
Afterward I extend the data up today, and still using 44 as the input parameter then you see here the result.

If you are using all data till today and you chose the best one, it doesn't mean it will perform good in the future.

Can you shown your chart?
 

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badbart

Junior member
11 0
Here is LL, its is objective is set to Maximize Sharp Ratio per trade. I'm wrong on time frame, the chart was optimized in April, 5 months ago.
 

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Highfreq

Junior member
47 2
I was able to reproduce their update. But I travel. I will post as soon as I can.

I have AME too; I find that it works better and sometime very well when I set the parameter manually. Usually the optimizer in NeuroShell doesn't do good.
 

badbart

Junior member
11 0
I was able to reproduce their update. But I travel. I will post as soon as I can.

I have AME too; I find that it works better and sometime very well when I set the parameter manually. Usually the optimizer in NeuroShell doesn't do good.

sharing your manually settings would be great.
 

caperover

Newbie
3 0
Hi, arryex,

CSSA looks more like a bandpass filter while SSA does not. I am wondering how different SSA and CSSA are. Do you have some comparison between SSA and CSSA with the same parameters? I am also interesting in how ESN acts like a filter since the otherput is so smooth.

Thanks,
CR
 
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arryex

Established member
593 6
Hi Capeover,

SSA is repainting indicator (change the indicator value as new data arrive), while CSSA having trick to avoid repainting. There is almost no difference between them for a static data, but it will different for online data.
 

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caperover

Newbie
3 0
Hi, arryex,

Thanks a lot for your figure. Indeed, they are quite similar, although the original version is a little bit smoother. For stationary inputs, the trick does work well. I like it.

Thanks,
Caperover
 

caperover

Newbie
3 0
Now I have implemented causal SSA, causal HHT, Polynomial filters, band pass filter, enhanced MESA, structrual model, and it turns out that all these prodcue similar results, which is kind of expected. I will try them in the context of a mean reverting strategy. One problem is that they are not that smooth, which might cause lot of false signals.
 
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Krzysiaczek99

Well-known member
430 1
This is a report I got from Noxa website :D
Ages not to post on this thread but as im subscribed to this I got curious....

The trick in this report is the instrument. Just simple to scan and made Walk Forward test of all universe of NASDAQ instruments and with not many trades for sure you will find one which was working....again random luck converted to
working case....

Just wonder what would be average result of CSSA for all NASDAQ instruments ??

Krzysztof