Noxa indicators for Neuroshell

[badbart]

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.

 

[Highfreq]

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]

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]

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

 

[arryex]

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.

 

[caperover]

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]

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.

 

[wentforgold]

Could someone please share the noxa CSSA indicators.

Regards

 

[itrader2014]

Can you any one attach Noxa KS Package

Thanks

 

[Krzysiaczek99]

This is a report I got from Noxa website

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

 

[itrader2014]

Any idea how to make data chart like curve (using sin & cos)

i can't find it

 

[cheshire]

Hi, how do you guys setup the noxa coupling index and change point score? thanks in advance and happy new year!

 

[ionone]

I'm trying to BUY the CSSA plugin for NS but when I click on BUY in the Noxa page there is a 404 page ;(

I contacted their support with no answer

anyone knows if they are redesigning the site or what?

thanks

Jeff

 

[mimtek]

can someone prove to me that the program of neural networks makes money?
in vain
I will spend time and money
there is no analysis of SSA,
there is no Fourier analysis,
there is no cause-effect relationship,
no Bayesian methods
I am angry

 

[mimtek]

SSA and Fourier Filters can not be used naked ... should be combined with NST-MTI Time series demonstration ..
Or it should be shifted by the lag indicator at the same N ratio
Apart from it, using naked causes big damages.
is there anyone who thinks it is possible

 

[ARAM1001]

I have code on Autossa theory in C++
Who can create an indicator from the code for Neuroshell?

 

[Kaylain]

Hi Chris,

I am a newbie to this forum but I happen to use the Noxa CSSA addon.

I found the indicators quite easy to understand and to handle (as in control). They are zero-lag indicators and do provide very accurate change points at any timescale!!! This is real as you can see in the chart example attached. But more surprising, I was able to identify cycles that persist and generalize very well out of sample!!! By the way the results attached are out of sample...

Truly impressive!!!

The best indicators for me so far.

P.Z

Hi can you please share with me this indicator

 

[Davenport Briggs]

I am not happy with Noxa. I do not trade intraday but the EOD signals seem to make you overtrade with a signal every few days.

Any comments? Or ways to get around this?

 

[Davenport Briggs]

Hi Chris,

I am a newbie to this forum but I happen to use the Noxa CSSA addon.

I found the indicators quite easy to understand and to handle (as in control). They are zero-lag indicators and do provide very accurate change points at any timescale!!! This is real as you can see in the chart example attached. But more surprising, I was able to identify cycles that persist and generalize very well out of sample!!! By the way the results attached are out of sample...

Truly impressive!!!

The best indicators for me so far.

P.Z