Sunday 12 November 2017

Kybernetische Handelsstrategien Pdf


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Software UsedWard Systems Group, Inc. quotLet Ihre Systeme lernen die Weisheit des Alters und erfahrenen Handel Fortgeschrittene Indikator, Neuronales Netzwerk und Drittanbieter-Add-ons Nehmen Sie Ihre Handelssysteme auf eine andere Ebene, wenn Sie Add-ons kaufen, mit denen Sie alles von anspruchsvollen Indikatoren anwenden können Und fortschrittliche neuronale Netzwerkarchitekturen an John Ehlers MESA9 Frequenz - und Phasenanalyse Ward Systems Group Add-ons Adaptive Net Indicators - Neuronale Netze, die speziell auf die Mustererkennung abgestimmt sind, von denen einige automatisch Verzögerungen von Eingängen enthalten. Nützlich für den Aufbau Ihrer eigenen adaptiven gleitenden Durchschnitte. Adaptive Turboprop 2 - wie die neuronalen Netze in der Prediction Wizard, aber sie funktionieren wie ein Indikator und automatisch umschulen sich. Sie können die Trainingsgröße, das Walkforward-Intervall, die Anzahl der versteckten Neuronen und sogar die Lookahead-Periode optimieren. Advanced Indicator Set 1 - ein Satz von Indikatoren, die Benutzer angefordert haben, einschließlich Chaos-Indikatoren, ein Indikator, der die Phase des Mondes gibt, und Kurvenanpassung Trendline Indikatoren. Advanced Indicator Set 2 - unser zweiter Satz von Benutzern beantragte Indikatoren, darunter Indikatoren von Marc Chaikin und J. Welles Wilder, Redundant Haar Wavelets, Flag Indicators, BarCondition Count Indicators und andere Miscellaneous Indicators Advanced Indicator Set 3 - eine eklektische Reihe von Indikatoren, die erweitern NeuroShell Traders Fähigkeit, einen Wert zwischen zwei getrennten Bedingungen oder seit dem Auftreten einer einzigen Bedingung zu finden. Darüber hinaus fügt Set 3 die Leistung zu zählen, zu erinnern oder umschalten Werte aus und auf basierend auf Bedingungen. Diese Funktionen ergänzen die NeuroShell-Händler auf den Aufbau von Indikatoren mit einem Assistenten, anstatt den Benutzer zu einem Programmierer zu machen. Das Ergebnis ist eine signifikante Geschwindigkeitssteigerung bei der Erstellung und Erprobung von Handelssystemen. Cluster Indikatoren - wie die neuronalen Indikatoren, geben diese ein Kauf - oder Verkaufssignal (die Wahrscheinlichkeit, dass Ihr Problem eine Kauf - oder Verkaufsmöglichkeit ist), aber sie arbeiten durch Clustering anstatt mit einem neuronalen Netz zu arbeiten. Fuzzy Pattern Recognizer - Ermöglicht es Ihnen, Muster zu beschreiben, in denen Sie interessiert sind, und dann sagt Ihnen, wann diese Muster erscheinen. Verwendet fuzzy Logik, um die Muster zu finden, so kann es Ihnen sagen, wenn ein Muster ist wie die, die Sie suchen. Fuzzy-Sets - Mit Fuzzy-Sets kann der Benutzer NeuroShell mit Funktionen bezeichnen, die mit Fuzzy-Anweisungen vergleichbar sind: Kauf, wenn der Stochastic-K-Indikator sehr hoch ist und der Commodity Channel Index hoch ist und der Spread zwischen zwei gleitenden Durchschnitten niedrig ist. Neuronale Indikatoren - Klassifizierung neuronale Netze, die Ihnen die Wahrscheinlichkeit, dass die aktuelle Situation ist ein Kauf oder Verkauf Gelegenheit. Diese Netze prognostizieren keinen Preis, sie geben Ihnen eine direkte Signalwahrscheinlichkeit. Einige von ihnen sind wiederkehrende Netze, die automatisch in der Zeit zurückschauen. Pattern Matcher - eine Reihe von Indikatoren auf der Grundlage des Konzepts der Suche nach Mustern, Vergangenheit oder Gegenwart, in einer Zeitreihe, und die nachfolgende Aktivität, die nach ihm aufgetreten. Wendepunkte - eine Reihe von Indikatoren, die auf dem Konzept der Suche nach lokalen Gipfeln und Tälern in einer Preisreihe basieren. Third Party Add-ons Jurik Indikatoren JMA - Jurik Moving Durchschnittliche Weltklasse Lärm Beseitigung Filter für Marktpreis Daten. Lässt sie sehen, zugrunde liegende Aktivität ohne die Jaggies. Ist extrem niedrige Verzögerung, ist sehr glatt und ungewöhnlich reagiert auf Marktpreislücken. Für Details, besuchen Sie jurikrescatalogmsama. htmtop VEL - Velocity Indicator Superior Version der klassischen Impulsindikator. Hat eine sehr geringe Verzögerung. Präzise und sehr glatt Ausgezeichnet für Preis-Impuls-Divergenz-Analyse. Für Details, besuchen Sie jurikrescatalogmsvel. htmtop CFB - Composite Fractal Behavior Superior Version der klassischen ADX-Indikator. Misst Trenddauer (nicht Impuls), so dass es ideal für die adaptive Einstellung der Geschwindigkeit der anderen technischen Indikatoren. Sehr empfindlich auf Markttrendqualität, was es als Frühwarnung gegen Trendkollaps sinnvoll macht. Weitere Informationen finden Sie unter jurikrescatalogmscfb. htmtop RSX - Relative Strength Quality Index Überlegene Version des klassischen RSI-Indikators. Kombiniert Marktdynamik und Trendqualität zu einem Signal. Lärmfrei Siehe die Top-Right-Chart auf Jurikres für einen klaren Vergleich zwischen RSI und RSX. Weitere Informationen finden Sie unter jurikrescatalogmsrsx. htmtop Kontaktinformationen: Kontaktinformationen: Mesa Software, Inc (verkauft von Ward Systems Group, Inc) Produkt (e): Kybernetische Analyse Die Firma John Ehlers und Ward Systems hat die Cybernetic Analysis Indikatoren als Begleiter zu den Indikatoren erstellt Detaillierte in Johns ausgezeichnetes Buch Kybernetische Analyse für Aktien und Futures, veröffentlicht von John Wiley Sons (19. März 2004), ISBN: 0471463078. Dieses Add-on umfasst auch mehr als 10 Beispiel-Charts und zusätzliche Trading-Strategie Vorlagen. Ehlers Buch entwickelt und demonstriert effektive neue Handelsinstrumente durch die Anwendung moderner digitaler Signalverarbeitungstechniken. Diese Werkzeuge haben sich in Echtzeit bewährt, um den Händlern konsequent mit razor-scharfen Kauf - und Verkaufssignalen in nahezu jedem Markt zu versorgen oder die Leistung von kommerziellen Systemen zu übersteigen, die Hunderte oder sogar Tausende von Dollar kosten, so Ehlers. Modernisierung der populären Trading-Verfahren, um die Vorteile der unglaublichen Rechengeschwindigkeit und Leistung zu nutzen, die dem heutigen Trader zur Verfügung steht, stellt Ehlers vor: Die Fisher-Transformation - die Dichtefunktion eines Indikators ist Gaußscher und schafft schärfere Handelssignale Der Relative Vigor Index - a reagiert Oszillator, bei dem die Bewegung auf den Handelsbereich jedes Stabes normiert wird Verbesserte Hilbert-Transformation - eine reaktionsfähigere Methode zur genauen Messung von Marktzyklen Die Sinewave Indicator - ein nicht-kausaler Filter, der Ein - und Ausstiegssignale 116 einer Zyklusperiode im Voraus liefert Des Wendepunktes Die Laguerre Transform - ein neues Werkzeug, um die Glättung im Vergleich zu Lag-Problem effektiver zu adressieren und bessere Glättungsfilter zu schaffen Super Glättungsfilter - bieten mehr Glättung mit weniger Verzögerung Einfache bewegliche Durchschnittsberechnungen - zwei neue Wege, um die einfache zu berechnen Gleitender Durchschnitt mit beispielloser Leichtigkeit Fortschritte in der Computertechnik in den vergangenen zwei Jahrzehnten haben deutlich übertroffen Fortschritte in der Handelssoftware und Praxis. Die kybernetische Analyse für Aktien und Futures versucht, das Gleichgewicht zwischen Rechenleistung und Benutzerkenntnis nach Ehlers wiederherzustellen. Durch die Kombination neuer Indikatoren mit getesteten Systemen für die Prognose von Aktien - und Futures-Märkten mit chirurgischer Präzision wird es Ihre Systeme auf neue Ebenen der prädiktiven Genauigkeit, der Trading-Effektivität und der Gesamtrentabilität bringen. NeuroShell Trader Professional und DayTrader können die Ehlers-Arbeit weiter verbessern, indem sie ihre Indikatoren mit der Kraft des NeuroShell Traders-Optimierers kombinieren, um Handelssysteme mit einem Gewinn zu produzieren. Das Cybernetic Analysis Add-on ist ab sofort verfügbar und kostet 399 per Internet Download. Obwohl es eine Hilfedatei mit dem Add-on gibt, um mit Mechanik zu helfen, ist das Add-on ein Begleiter für das Buch, und die Theorie und die Verwendung der Indikatoren werden nur im Buch erklärt. Sie sollten das Add-On nicht kaufen, ohne das Buch zu kaufen, welches bei diesem Schreiben 32 bis 54,37 bei Amazon abgezinst wird. Das Cybernetic Analysis Add-On enthält die folgenden Indikatoren aus dem Buch: Price - gibt den Mittelwert der hohen und niedrigen Werte für die Leiste zurück. Ehlers nutzt diesen Wert in den meisten seiner Indikatoren, wenn er sich auf einen Preisdatenstrom bezieht. Cyber1FisherTransform - Ehlers beschreibt die Fisher Transform als mathematischen Prozess, der einen Datensatz in eine mit einer Gaußschen Wahrscheinlichkeitsdichtefunktion (PDF) umwandelt. Dieser Indikator ist in Kapitel 1 beschrieben. Er kann mit dem FisherTransformTrigger-Indikator kombiniert werden, um ein Handelssystem zu erstellen. Cyber1FisherTransformTrigger - Das FisherTransformTrigger-Indikator wird durch Verzögerung des FisherTransform-Indikators um eine Leiste erstellt. Der FisherTransformTrigger-Indikator kann mit dem Fisher Transform-Indikator kombiniert werden, um ein Handelssystem zu erstellen. Cyber3ITrend - Dies ist der Instantaneous Trendline Indikator, der in Kapitel 3 beschrieben ist. Nach Ehlers, mit einer Instantaneous Trendline mit Null Verzögerung ist ein guter Anfang, um ein reagierendes Trend-folgendes System zu erzeugen. Dieses Kennzeichen kann mit dem Cyber3ITrendTrigger-Indikator verwendet werden, um ein Handelssystem zu erstellen. Cyber3ITrendTrigger - Dies ist der in Kapitel 3 beschriebene Instantaneous Trendline Trigger. Dies ist ein führender Indikator, der durch Hinzufügen eines zweitägigen Impulses der Instantaneous Trendline zur Instantaneous Trendline erstellt wird. Dieser Indikator kann mit dem Cyber3ITrend-Indikator verwendet werden, um ein Handelssystem zu erstellen. Um einen Grenzpreis für die ITrend-Crossover-Bedingung und keine Begrenzung für die Notausstiegsbedingung zu verwenden, die den RevPct (Reverse Percentage) verwendet, enthält dieses Add-on drei zusätzliche Indikatoren, die nicht im Ehlers-Buch enthalten sind. Ehlers Trading Strategy ist in diese Indikatoren eingebaut: Cyber3TSLimit - Cyber3TSLimit wird in Verbindung mit Cyber3TSPosition und Cyber ​​3TSSignal verwendet. Cyber3TSPosition - Cyber3TSPosition wird in Verbindung mit Cyber3TSLimit und Cyber ​​3TSSignal verwendet. Cyber3TSSignal - Cyber3TSSignal wird in Verbindung mit Cyber3TSPosition und Cyber ​​3TSLimit verwendet. Cyber4Cycle - Dies ist der Cyber ​​Cycle Indikator, der in Kapitel 4 beschrieben ist. Dies ist ein Indikator, der die Zyklen in Daten mit zusätzlicher Glättung isoliert. Es kann mit dem Cyber4CycleTrigger-Indikator verwendet werden, um ein Handelssystem zu erstellen. Cyber4CycleTrigger - Dies ist der Cyber ​​Cycle Trigger Indikator, der in Kapitel 4 beschrieben ist. Der Trigger-Indikator wird durch Verzögerung des Cyber ​​Cycle-Indikators um einen Balken erzeugt. Es kann mit dem Cyber4Cycle-Indikator verwendet werden, um ein Handelssystem zu erstellen. Cyber5CG - Dies ist der in Kapitel 5 beschriebene Schwerpunkt (CG) - Oszillator-Indikator. Ehlers beschreibt diesen geglätteten Nullpunkt-Indikator als nützlich für die Erkennung von Wendepunkten. Es kann mit dem Cyber5CGTrigger-Indikator kombiniert werden, um ein Handelssystem zu schaffen. Cyber5CGTrigger - Dies ist der Oscillator-Indikator des Cav Trigger-Signals (CG Trigger), der in Kapitel 5 beschrieben ist. Der Trigger-Indikator wird durch Verzögerung des Center of Gravity-Indikators um einen Balken erzeugt. Es kann mit dem Cyber5CG-Indikator kombiniert werden, um ein Handelssystem zu schaffen. Cyber6RVI - Dies ist der in Kapitel 6 beschriebene Relative Vigor Index (RVI) Indikator. Dieser Indikator misst die Aufwärts - und Abwärtsfestigkeit des Marktes, der auf die Handelsspanne normiert ist. Es kann mit dem Cyber6RVITrigger kombiniert werden, um ein Handelssystem zu schaffen. Cyber6RVITrigger - Dies ist der in Kapitel 6 beschriebene Relative Vigor Index Trigger (RVI Trigger) - Anzeige. Das Trigger-Indikator wird durch Verzögerung des Relative Vigor Index-Indikators um einen Balken erzeugt. Es kann mit dem Cyber6RVI kombiniert werden, um ein Handelssystem zu schaffen. Cyber8StochasticRSI - Dies ist der in Kapitel 8 beschriebene StochasticRSI-Indikator. Dieser Indikator ist ein Verhältnis der Preise im Vergleich zu der Summe der Auf - und Abwärtspreise, und der stochastische Teil betrachtet die Höhen und Tiefen im gleichen Zeitraum. Es kann mit dem Cyber8StochasticRSITrigger-Indikator kombiniert werden, um ein Handelssystem zu schaffen. Cyber8StochasticRSITrigger - Dies ist der StochasticRSI Trigger-Indikator, der in Kapitel 8 beschrieben ist. Der Trigger-Indikator wird durch Verzögerung des StochasticRSI-Indikators um eine Leiste erstellt. Es kann mit dem Cyber8StochasticRSI-Indikator kombiniert werden, um ein Handelssystem zu schaffen. Cyber8StochasticCycle - Dies ist der stochastische Cyber ​​Cycle Indikator, der in Kapitel 8 beschrieben ist. Er fügt die stochastische Komponente der Untersuchung der Höhen und Tiefen zu dem Cyber ​​Cycle Indikator aus Kapitel 4 hinzu. Es kann mit dem Cyber8StochasticCycleTrigger Indikator kombiniert werden, um ein Handelssystem zu schaffen. Cyber8StochasticCycleTrigger - Dies ist der Stochastische Cyber ​​Cycle Trigger Indikator, der in Kapitel 8 beschrieben ist. Der Trigger-Indikator wird durch Verzögerung des StochasticCycle-Indikators um einen Balken erzeugt. Es kann mit dem Cyber8StochasticCycle-Indikator kombiniert werden, um ein Handelssystem zu erstellen. Cyber8 StochasticCG - Dies ist der Stochastische Schwerpunkt (CG) Indikator, der in Kapitel 8 beschrieben ist. Er fügt den stochastischen Bestandteil der Untersuchung der Höhen und Tiefen zum Schwerpunktindikator aus Kapitel 5 hinzu. Es kann mit dem Cyber8StochasticCGTrigger-Indikator kombiniert werden Ein Handelssystem. Cyber8StochasticCGTrigger - Dies ist der Stochastic Center of Gravity Trigger (CG Trigger) Indikator, der in Kapitel 8 beschrieben ist. Der Trigger-Indikator wird durch Verzögerung des StochasticCG-Indikators um einen Balken erzeugt. Es kann mit dem Cyber8StochasticCG-Indikator kombiniert werden, um ein Handelssystem zu schaffen. Cyber8StochasticRVI - Dies ist der in Kapitel 8 beschriebene Stochastische Relative Vigor Index (RVI) Indikator. Er fügt den stochastischen Bestandteil der Untersuchung der Höhen und Tiefen auf den Relative Vigor Index aus Kapitel 6 hinzu. Er kann mit dem Cyber8StochasticRVITrigger Indikator kombiniert werden, um einen Handel zu erstellen System. Cyber8StochasticRVITrigger - Dies ist der Stochastische Relative Vigor Index Trigger (RVI Trigger), der in Kapitel 8 beschrieben ist. Der Trigger-Indikator wird durch Verzögerung des StochasticRVI-Indikators um einen Balken erzeugt. Es kann mit dem Cyber8StochasticRVI-Indikator kombiniert werden, um ein Handelssystem zu schaffen. Cyber8FisherCycle - Dies ist der Fisher Cyber ​​Cycle Indikator, der in Kapitel 8 beschrieben ist. Ehlers fügt die Fisher Transform zum Cyber ​​Cycle Indikator aus Kapitel 4 hinzu, um schärfere, besser definierte Ein - und Ausgangssignale zu erzeugen. Dieser Indikator kann mit dem Cyber8FisherCycleTrigger-Indikator kombiniert werden, um ein Handelssystem zu erstellen. Cyber8FisherCycleTrigger - Dies ist der Fisher Cyber ​​Cycle Trigger Indikator, der in Kapitel 8 beschrieben ist. Das Trigger-Indikator wird durch Verzögerung des Fisher Cycle-Indikators um einen Balken erstellt. Dieser Indikator kann mit dem Cyber8FisherCycle-Indikator kombiniert werden, um ein Handelssystem zu erstellen. Cyber8FisherCG - Dies ist der Fisher Stochastic CG Indikator, der in Kapitel 8 beschrieben ist. Ehlers fügt die Fisher Transform zum Center of Gravity Indikator aus Kapitel 5 hinzu, um schärfere, besser definierte Ein - und Ausgangssignale zu erzeugen. Dieser Indikator kann mit dem Cyber8FisherCGTrigger-Indikator kombiniert werden, um ein Handelssystem zu erstellen. Cyber8FisherCGTrigger - Dies ist der Fisher Stochastic CG Trigger Indikator, der in Kapitel 8 beschrieben ist. Der Trigger-Indikator wird durch Verzögerung des Fisher Stochastic CG-Indikators um einen Balken erzeugt. Dieser Indikator kann mit dem Cyber8FisherCG-Indikator kombiniert werden, um ein Handelssystem zu erstellen. Cyber8FisherRVI - Dies ist der Fisher Stochastic Relative Vigor Index (Fisher RVI) Indikator, der in Kapitel 8 beschrieben ist. Ehlers fügt die Fisher Transform zum Relative Vigor Index Indikator aus Kapitel 6 hinzu, um schärfere, besser definierte Ein - und Ausgangssignale zu erzeugen. Dieser Indikator kann mit dem Cyber8FisherRVITrigger-Indikator kombiniert werden, um ein Handelssystem zu erstellen. Cyber8FisherRVITrigger - Dies ist der Fisher Stochastic Relative Vigor Index Trigger (Fisher RVI Trigger) Indikator, der in Kapitel 8 beschrieben ist. Der Trigger-Indikator wird durch Verzögerung des Fisher Stochastic RVI-Indikators um einen Balken erzeugt. Dieser Indikator kann mit dem Cyber8FisherRVI-Indikator kombiniert werden, um ein Handelssystem zu erstellen. Cyber9Period - Dies ist der Zyklusperiodenindikator, der in Kapitel 9 beschrieben ist. Es kann verwendet werden, um die dominante Zyklusperiode zu messen. Cyber10AdaptiveCycle - Dies ist der Adaptive Cyber ​​Cycle Indikator, der in Kapitel 10 beschrieben ist. Dieses Kennzeichen ermöglicht es, dass der Cyber ​​Cycle Indikator aus Kapitel 4 an die gemessene dominante Zyklusperiode anpasst. Dieses Kennzeichen kann mit dem Cyber10AdaptiveCycleTrigger-Kennzeichen kombiniert werden, um ein Handelssystem zu erstellen. Cyber10AdaptiveCycleTrigger - Dies ist der Adaptive Cyber ​​Cycle Indikator, der in Kapitel 10 beschrieben ist. Das Trigger-Indikator wird durch Verzögerung des Adaptive Cyber ​​Cycle-Indikators um einen Balken erstellt. Dieser Indikator kann mit dem Cyber10AdaptiveCycle-Indikator kombiniert werden, um ein Handelssystem zu erstellen. Cyber10AdaptiveCG - Dies ist der Adaptive Center of Gravity (CG) Indikator, der in Kapitel 10 beschrieben wird. Dieser Indikator ermöglicht es, dass der Schwerpunktanzeiger aus Kapitel 5 an die gemessene dominante Zyklusperiode anpasst. Dieser Indikator kann mit dem Cyber10AdaptiveCGTrigger-Indikator kombiniert werden, um ein Handelssystem zu erstellen. Cyber10AdaptiveCGTrigger - Dies ist der Adaptive Center of Gravity Trigger (Adaptive CG Trigger), der in Kapitel 10 beschrieben ist. Das Trigger-Indikator wird durch Verzögerung des Adaptive CG-Indikators um eine Leiste erstellt. Dieser Indikator kann mit dem Cyber10AdaptiveCG-Indikator kombiniert werden, um ein Handelssystem zu erstellen. Cyber10AdaptiveRVI - Dies ist der Adaptive Relative VVOR-Indikator (Adaptive RVI), der in Kapitel 10 beschrieben ist. Mit diesem Indikator kann der Relative Vigor Index aus Kapitel 6 an die gemessene dominante Zyklusperiode angepasst werden. Dieser Indikator kann mit dem Cyber10AdaptiveRVITrigger-Indikator kombiniert werden, um ein Handelssystem zu erstellen. Cyber10AdaptiveRVITrigger - Dies ist der Adaptive Relative Vigor Index Trigger (Adaptive RVI Trigger), der in Kapitel 10 beschrieben ist. Der Trigger-Indikator wird durch Verzögerung des Adaptive Relative Vigor Index-Indikators um einen Balken erzeugt. Dieser Indikator kann mit dem Cyber10AdaptiveRVI-Indikator kombiniert werden, um ein Handelssystem zu erstellen. Cyber11Sine - Dies ist der in Kapitel 11 beschriebene Sinewave-Indikator. Dieser Indikator kann verwendet werden, um den Wendepunkt der Marktzyklen vorherzusagen. Es ist als der Sinus des Phasenwinkels des dominanten Zyklus aufgetragen. Es kann in Verbindung mit dem Cyber11LeadSine-Indikator verwendet werden, um eine Handelsstrategie zu erstellen. Cyber11LeadSine - Dies ist der LeadSine-Indikator, der in Kapitel 11 beschrieben ist. Es ist als der Sinus des Phasenwinkels des dominanten Zyklus plus 45 aufgetragen. Er kann in Verbindung mit dem Cyber11Sine-Indikator verwendet werden, um eine Handelsstrategie zu erstellen. Cyber12Adaptive Momentum - Dies ist der geglättete Adaptive Momentum Indikator, der in Kapitel 12 beschrieben wird. Dieser Indikator misst die dominante Zyklusperiode und verwendet diese Messung, um einen Ein-Zyklus-Impuls zu berechnen. Cyber132PoleButterworth - Dies ist der Zwei-Pole-Butterworth-Filter, der in Kapitel 13 beschrieben ist. Ehlers führt Butterworth-Filter als bessere Filter als exponentielle gleitende Durchschnitte ein. Cyber133PoleButterworth - Dies ist der Drei-Pole-Butterworth-Filter, der in Kapitel 13 beschrieben ist. Im Vergleich zum Two Pole Butterworth Filter erhöht sich diese die Schärfe der Filterabweisung. Cyber132PoleSuperSmoother - Dies ist der Two Pole Super Smoother, der in Kapitel 13 beschrieben ist. Dieser Filter hat weniger Verzögerung als der 2PoleButterworthFilter. Cyber133PoleSuperSmoother - Dies ist der Drei-Pole-Super-Smoother, der in Kapitel 13 beschrieben ist. Im Vergleich zum Two Pole Super Smoother erhöht sich diese die Schärfe der Filterabweisung. Cyber14LaguerreFilter - Dies ist der Laguerre Filter, der in Kapitel 14 beschrieben ist. Ehlers beschreibt diesen Filter als Gleichgewicht zwischen Glättung eines Signals und Verzögerung, um Whipsaw Trades zu vermeiden. Cyber14LaguerreRSI - Dies ist der in Kapitel 14 beschriebene Laguerre Relative Strength Index (RSI) Indikator. Ehlers zeigt, dass Sie den Laguerre Filter auf vertraute Indikatoren anwenden können. Cyber16NetLead - Dies ist der führende Indikator namens NetLead, der in Kapitel 16 beschrieben ist. Dieser Indikator kombiniert einen führenden Indikator mit einem exponentiellen gleitenden Durchschnitt, um zu zeigen, wann der Markt in einem Aufwärtstrend oder einem Abwärtstrend ist. CyberCycleInverseFisher - Dies ist die Inverse Fisher Transform Indikator in der Ehlers Artikel mit dem gleichen Namen, die in der Mai 2004 Ausgabe der technischen Analyse der STOCKS AND COMMODITIES Magazin erschien beschrieben. Er beschreibt diesen Indikator als Oszillator, der klare Kauf - und Verkaufssignale erzeugt. Im Folgenden finden Sie NeuroShell Trader Beispieltabellen, die mit dem Cybernetic Analysis Add-On enthalten sind: Beispiel Kapitel 3 ITrend No Limit Dieses Diagramm baut eine Trading-Strategie auf der Basis der Crossover der ITrend - und ITrend Trigger-Indikatoren aus Kapitel 3. Beispiel Kapitel 3 ITrend Limit Intel This Chart baut eine Handelsstrategie auf, die auf der Überkreuzung der ITrend - und ITrend Trigger-Indikatoren aus Kapitel 3 basiert. Diese Grafik enthält einen Grenzpreis für die Crossover-Bedingung. Beispiel Kapitel 4 Cyber-Zyklus Dieses Diagramm verwendet eine Überkreuzung eines Indikators mit dem Namen Signal, um Handelssignale zu erzeugen. Beispiel Kapitel 4 Cyber ​​Cycle Opt HD Dieses Diagramm verwendet einen Crossover eines Indikators namens Signal, um Handelssignale zu generieren. Diese Karte ist auf Home Depot (HD) optimiert. Die Ergebnisse werden aus dem nicht optimierten Diagramm mit dem Namen Kapitel 4 Cyber ​​Cycle verbessert. Beispiel Kapitel 4 Cyber ​​Cycle Opt Intel Dieses Diagramm verwendet einen Crossover eines Indikators namens Signal, um Handelssignale zu generieren. Diese Grafik ist auf Intel optimiert und beinhaltet einen Auswertungszeitraum von 6 Monaten in der Handelsstrategie. Beispiel Kapitel 4 Cyber ​​Cycle Opt Deere Dieses Diagramm verwendet einen Crossover eines Indikators namens Signal, um Handelssignale zu generieren. Diese Grafik ist auf Deere optimiert und beinhaltet einen Auswertungszeitraum von 6 Monaten in der Handelsstrategie. Beispiel Kapitel 10 Adaptive RVI Diese Grafik erstellt eine Trading-Strategie, indem sie einen Crossover des Adaptive RVI und Adaptive RVI Trigger verwendet. Dies ist typisch für viele der Handelsstrategien Ehlers baut mit Indikatoren auf, die in dem Buch beschrieben sind. Beispiel Kapitel 10 Adaptive RVI Opt Diese Tabelle baut eine Trading-Strategie auf, indem sie einen Crossover des Adaptive RVI und Adaptive RVI Trigger verwendet. Diese optimierte Version des Kapitels 10 Adaptive RVI Chart produziert mehr Gewinn als das Original. Beispiel Kapitel 12 Adaptive Trend Diese Grafik baut eine Handelsstrategie für den Schweizer Franken auf, indem sie einen Crossover des Adaptive Momentum Indikators und 0 verwendet. Beispiel Kapitel 12 Adaptive Trend Opt SF Diese Grafik baut eine Handelsstrategie für den Schweizer Franken mit einem Crossover der Adaptive Momentum Indikator. Diese Grafik ist optimiert, um Gewinn zu erhöhen. Beispiel Kapitel 12 Adaptive Trend Mehrere Aktien Opt Diese Grafik baut eine Handelsstrategie für die Mehrfachbestände auf, indem sie eine Crossover des Adaptive Momentum Indikators verwendet. Diese Grafik ist optimiert, um den Gewinn zu steigern. Beispiel Kapitel 12 Adaptive Trend Opt Dell Dieses Diagramm baut eine Handelsstrategie für Dell auf, indem ein Crossover des Adaptive Momentum Indikators verwendet wird. Diese Grafik ist optimiert, um den Gewinn zu steigern. Weitere Informationen finden Sie im Produkthandbuch für dieses Add-on MESA91 - Mesa Software, Inc. John Ehlers hat mit der Freigabe der MESA91 Indikatoren für NeuroShell Trader erneut neue Wege gesetzt, um wissenschaftliche Methoden zur Marktdaten zu vermarkten. Die MESA91-Indikatoren messen, ob der Markt im Zyklus - oder Trendmodus ist und präzise Handelssignale für jede Situation liefert. Die neue Version enthält eine adaptive Methode zur Extraktion des dominanten Zyklus für jedes Instrument und ein EvenBetterSine-Indikator, der den Markttrend in nur einer halben Periode des dominanten Zyklus prognostizieren kann. Jeder Indikator enthält nun Parameter für die Einstellung der niedrigsten und höchsten Periode des Zyklus, und diese Parameter können im NeuroShell Trader optimiert werden. Ehlers ist ein weltberühmter Experte für die Anwendung wissenschaftlicher Prinzipien und DSP (Digitale Signalverarbeitung) Technologie für die Kunst des technischen Handels. Nach Ehlers besteht ein vereinfachtes Modell des Marktes aus der Kombination von Trend und Zyklus. Da die Zyklusperiode bekannt ist, kann sie aus den Daten entfernt werden, um den zugrunde liegenden Trend auszusetzen. Der Markt wird am besten mit Oszillator-Typ-Indikatoren gehandelt, wenn es sich in einem Zyklus-Modus und ist am besten gehandelt mit gleitenden durchschnittlichen Indikatoren, wenn es im Trend-Modus ist. Die MESA91-Sammlung von Indikatoren wird nicht nur dynamisch durch den dominanten Zyklus angepasst, sondern fortschrittliche DSP-Techniken werden verwendet, um niedrige Verzögerung und nicht-kausale Signale in der Zeit zu produzieren, um den Nutzern einen Handelsvorteil zu geben. Das MESA91 Add-on ist ein gemeinsames Projekt zwischen Mesa Software, Inc. und Ward Systems Group, Inc. Mesa entwickelte die Theorie und Programmierung und Ward Systems verkauft das Add-on für den Einsatz mit NeuroShell Trader. MESA91 benötigt NeuroShell Trader Release 6.3. Der Preis beträgt 499,00. MESA91 ist so einfach zu bedienen wie alle Indikatoren in NeuroShell Trader eingebaut. MESA91 Adaptive CCI, RSI und Stochastic Die MESA91AdaptiveCCI ähnelt ihren herkömmlichen Indikatoren, außer dass sie auf die volle MESA-gemessene dominante Zyklusperiode abgestimmt ist. Das gleiche gilt für die im Set enthaltenen MESA91 Adaptive RSI und Adaptive Stochastic Indikatoren. MESA91 Bandpass Der MESA91Bandpass Indicator ist ein Bandpassfilter, der auf den MESA-gemessenen dominanten Zyklus abgestimmt ist. Seine Amplitude ist aufgetragen, um das zyklische Schwingen der Eingangszeitreihen zu reflektieren. Der MESA91Bandpassfilter entfernt sowohl Niederfrequenz - als auch Hochfrequenzkomponenten aus der Eingangszeitreihe. Der Delta-Parameter ist die Bandbreite eines Bandpassfilters in Form von - Bruchteil des dominanten Zyklus. Eine kleinere Zahl gibt eine schmalere Bandbreite, um Fremdkreiskomponenten zu eliminieren, und eine größere Zahl gibt eine breitere Bandbreite, um die Reaktionsfähigkeit auf Transienten zu verbessern. MESA91 BandStop Der MESA91BandStop Indicator entfernt die dominante Cycle-Komponente aus der Zeitreihe, während zyklische Komponenten beibehalten werden, die länger und kürzer als der dominierende Zyklus sind. MESA91 Detrend Der MESA91Detrend Indicator subtrahiert eine Trendlinie aus der Zeitreihe und zeigt die Differenz an die Plus - und Minus-Standardabweichung von dieser Trendlinie an. Diese Anzeige ermöglicht eine einfache Schätzung, wenn ein Schwung-Peak oder Tal erreicht ist und daher eine höhere Wahrscheinlichkeit der Reversion auf den Mittelwert. MESA91 Dominant Zyklus Dieser Indikator zeigt den MESA-gemessenen dominanten Zyklus an. Der dominante Zyklus kann verwendet werden, um andere Indikatoren dynamisch abzustimmen, um die Konsistenz mit sich ändernden Marktbedingungen zu bewahren. MESA91 Sinus und LeadSine Das Problem mit praktisch allen Indikatoren ist, dass sie kausal sind. Das heißt, sie hängen direkt von den Daten für ihre Berechnung ab. Infolgedessen kann die Berechnung erst nach dem Eintreffen der Daten erreicht werden, und infolgedessen sind alle Kausalindikatoren verzögert. Lag ist vielleicht der Händler schlimmsten Feind, vor allem beim Trading der Zyklus-Modus, wenn relativ kurzfristige Einträge und Exits erwartet werden. MESA91 bietet eine Lösung für das Lag Problem, indem sie die MESA91Sine und MESA91LeadSine Indikatoren anbietet. Der Markt ist im Zyklus-Modus kohärent, was bedeutet, dass der dominierende Zyklus für eine kurze Zeit in der Geschichte existiert hat. Es wird weiterhin davon ausgegangen, dass der dominante Zyklus für eine kurze Zeit in die Zukunft fortgesetzt wird. Da der dominante Zyklus bekannt ist und seine Phase berechnet werden kann, können wir die Zeit vorantreiben, indem wir die Phase des kohärenten dominanten Zyklus vorantreiben. Der MESA91LeadSine Indikator wird einfach durch die Vorwärtsbewegung der Phase des dominanten Zyklus um 45 Grad berechnet. Dies erzeugt einen Indikator, der ein Kreuzungssignal 18th eines Zyklus vor seinem Wendepunkt erzeugt, der durch den MESA91Sine Indikator angezeigt wird. Für einen 16-bar-Zyklus geht die Kreuzung 2 Takte vor den zyklischen Wendepunkten - genau richtig für einen rechtzeitigen Handelseintrag. Die MESA91Sine - und MESA91LeadSine-Indikatoren funktionieren nicht so gut, wenn sich der Markt im Trendmodus befindet. MESA91 EvenBetterSine Der MESA91EvenBetterSince Indicator kann den Markttrend prognostizieren, und zwar in nur einer halben Periode des dominanten Zyklus, verglichen mit dem Sinusindikator, der den vollen dominanten Zyklus erfordert, bevor er den Markttrend bestimmen kann. Die ursprüngliche Sinus-Indikator korreliert eine reine Sinuswelle mit der Phase des Eingangszyklus (oder des dominanten Zyklus in MESA91) über einen vollen Zykluszeitraum. Dadurch wird jede Trendkomponente vollständig entfernt und gibt nur den in den Daten enthaltenen Zyklus. Der Nachteil dieses Indikators ist, dass manchmal die zyklische Schwung so klein ist, dass die dominanten Zyklusdaten unwesentlich sind. Dies gilt insbesondere, wenn der Markt in einem Trend ist. Auf der anderen Seite korreliert die EvenBetterSine die Daten mit einer Sinuswelle über eine HALF-Periode des dominanten Zyklus. MESA91 Smooth MESA91Smooth ist ein adaptiver 2-poliger Super-Smoother-Filter, der auf einen Bruchteil des MESA-gemessenen dominanten Zyklus abgestimmt ist. Der Grad der Glättung wird durch den Mult-Eingangsparameter geändert, der der Bruchteil des dominanten Zyklus ist, auf den der Filter abgestimmt ist. MESA91 SNR (Signal-Rausch-Verhältnis) MESA91SNR misst das Signal-Rausch-Verhältnis in den Preisdaten in Dezibel. Lärm ist die durchschnittliche tägliche Preisspanne (High Low) über den Zeitraum des MESA-gemessenen dominanten Zyklus genommen. Diese Definition kann nicht strikt wahr sein, aber es genügt als Qualifikationsmerkmal der Ungewissheit der Intraday-Preise. Für den Zweck dieses Indikators ist Signal die Spitze-Spitze-Amplitude des dominanten Zyklus. Wenn die Wellenamplitude des Signals zweimal die Rauschamplitude ist, hat der SNR einen Wert von 6 dB. Dieses Verhältnis ist die Schwelle, unterhalb derer es nicht ratsam ist, den Handel auf der Grundlage von Zyklen zu schwingen. MESA91 TrendLine MESA91TrendLine ist ein adaptiver 2-poliger Super-Smoother-Filter, der auf ein Vielfaches des MESA-gemessenen dominanten Zyklus abgestimmt ist, um sicherzustellen, dass alle zyklischen Komponenten kürzer als der dominante Zyklus gedämpft werden. Daraus ergibt sich ein Hinweis auf den Trend. Der Verzögerungsgrad, der durch den MESA91TrendLine-Indikator erzeugt wird, wird durch den Mult-Eingangsparameter gesteuert, der das Vielfache des dominanten Zyklus ist, auf den der Filter abgestimmt ist. MESA91 TrendVigor Der MESA91TrendVigor Indicator misst die Steilheit der Zeitreihen über die Periode des dominanten Zyklus als Verhältnis zur Spitze-Spitze-Amplitude des dominanten Zyklus. Wenn das Verhältnis größer als eins ist, dann ist der Aufwärtstrend der dominierende Zyklus und es ist nicht ratsam, den dominanten Zyklus für den Swing-Handel zu verwenden. Der MESA91-Indikatorsatz enthält acht Beispielkarten, die Sie im NeuroShell Trader untersuchen können. Weitere Details finden Sie im Produkthandbuch für dieses Add-on. Kontaktinformationen: Für Fragen zur Theorie hinter MESACybernetic Indikatoren wenden Sie sich bitte an: Mesa Software, Inc. John Ehlers Postfach 1801 Goleta, CA 93116 Voice: (805) 969-6478 Fax: (805) 969-1358 mesasoftware Produkt (e) : Adaptive Mixture of Experts (AME) Noxa AME ist ein Weltklasse-Fachberater, der sich an nicht nur sich ändernde Marktbedingungen anpassen kann, sondern auch Veränderungen in der Grundlagen des Marktes. Es ist selbst gelernt und hat nur einen Parameter zu setzen. Risk-adjustierte Signale für eine breite Palette von Wertpapieren, ausländische und inländische, Proxy-Handel möglich durch Timing ein Index, Läuft in 100 Walk-Forward-Anpassung Modus. Next-Generation-Technologie für neue Märkte Noxa AME (Adaptive Mixture of Experts) ist ein Expert Advisor, der als Add-on zu Ward System Groups NeuroShell Trader läuft. Adaptive: Märkte sind nicht statisch. Sie sind dynamisch und anfällig für schnelle Änderungen, noch mehr mit dem Zustrom von High Frequency Trading. Adaptive Strategien sollten in der Lage sein, sich nicht nur ändernden Marktbedingungen anzupassen, sondern Veränderungen in der grundlegenden Weise, die der Markt funktioniert. Mischung: Gemische kombinieren die Überzeugungen von mehreren Expertenalgorithmen zu einer einzigen Vorhersage. Sie sind in der Lage, eine höhere prädiktive Leistung als jede ihrer einzelnen Experten. Experten: Es ist möglich, dass sich Preismuster mit unterschiedlichen Ergebnissen entwickeln, die sie oft gegensätzlich laufen. Meistens sind wir ziemlich nutzlos, um alles zu verstehen. One possible explanation is that we naturally zoom out on the patterns we dont have a good idea about the details. Expert algorithms however can deconstruct a pattern into low level features and look at how they progress through time in various contextual scenarios. Causal Singular Spectrum Analysis (CSSA) quot. I am very comfortable working with the package. It is incredibly useful just to look at the raw CSSA indicators. quot Nature and its parts fluctuate in cycles. Markets are no exceptions. A quick glance at any price chart will reveal cyclical behaviors price bobs up and down with a good degree of regularity giving evidence of rhythm. Obviously, if cycles are genuine . the presumption is that they will continue. And mostly they do, so we cannot afford to ignore them. Noxa CSSA is a package that runs as an add-on to NeuroShell Trader 5.2 and above. It is packed with a set of zero-lag indicators that provide a full wave-composite picture of the market at all time-frames. As you can see on the graph below, the peaks and troughs of the cycles emphasize the swings as if they were predicted with perfect hindsight. To learn more about CSSA, CLICK HERE Following is a brief overview of the indicators in the CSSA add-on: CSSA-Cycles The cycles are designed to be a direct reflection of the price action so that they dont lag. You will be able to quickly anticipate turning points independently of the time-frame. CSSA-Slope and Trendlines These indicators are derivatives from CSSA-Cycles they are particularly useful in identifying and confirming the direction of momentum behind a move. CSSA-Long and Short Entries Signals are triggered by CSSA-Cycles from its bases and peaks. A causal lead and filtering features have been added to compensate for inherent execution lags so that you can make the most of each market move. CSSA-QPhase This indicator operates a 90 degree phase shift of CSSA-Cycles the peaks and troughs of the cycle line become zero crossings. Signals are then triggered when the transform breaks through its center line. Because of the accuracy of the signals, tight stop losses can be kept for even better results. CSSA-Oscillator In addition to generating signals, this centered oscillator can also be used to confirm developing trends. CSSA-Turning Levels Lines are drawn horizontally from the base before an upmove in CSSA or a peak before a downmove. The purpose of this indicator is to show where price is liable to find some local support and encounter some local resistance. The violation of these lines can generate reliable entry points. CSSA-Percent Variance, CSSA-Coupling Index Both indicators are variations of the same concept. They use the variance accounted by individual cycles or group of cycles to compute a degree of coupling between them. Any sudden change in this coupling can announce that something is amiss with the current trend or that the current trend is about to change. CSSA-Change Point Score The degree of change between recent and past price action is returned. It can be interpreted as the probability that some change is likely to occur due to strong causal dependencies in the data. In other words this indicator reveals hidden dependencies that may announce significant changes in trend. CSSA-ShowRange Select a range, and then use the values shown in the caption to set the training range of CSSA indicators. CSSA-ShowEigenvectors Visualize the elementary patterns of behavior in price and find propagating modes. Their inherent persistence over time makes these modes especially worthy of attention. Example Following is a screenshot illustrating crossovers from CSSA-QPhase. The out-of-sample equity curve looks upper trending and pretty strong: Entropy Indicators (NEI) Make your purchase safely and with confidence using our secure online ordering system. For details, VISIT These add-ons are implemented in Vectorized C and assembly code for maximum speed. They integrate directly with Neuroshell Trader version 5 and come with chart examples. To download our Hands-on tutorial on NEI, CLICK HERE Have you ever heard of Claude Shannons entropy Probably not but it may be just what you need to find profitable patterns in the market. The backbone of NEI add-ons (Noxa Entropy Indicators) is a powerful search engine for patterns that are resistant to entropy (the tendency of systems to disorder). That means you will be able to trade compelling pockets of order that arise in the market. NEI Prediction-Days Markets sometimes lock themselves into predictable futures. NEI Prediction-Days detects these events by searching for local histories with high predictability potential. NEI Shannon Entropy Shannon Entropy gives a measure of statistical regularity in price data, making it a good proxy for changes in market condition. It is particularly suited for use with neural-nets to make buysell decisions. NEI Mutual Information Global Correlation Mutual Information and Global Correlation measure the statistical dependence between two series by giving the amount of information one series carries about the other. You will be able to explore the market and select inputs that maximize their Mutual Information. NEI Transfer Entropy Transfer Entropy is a measure of information flow between two series. It takes into account the amount of additional information required to represent future events. In essence, Transfer Entropy tells us which input leads which. Examples Following is a screenshot illustrating Mutual Information as a fair representation of market forces: You can see that some information flow between Oil service and Airlines stocks materialized in the form of islands whose tops happen to precede significant changes in trends (1997 1 . 1999 2 and early 2003 3 . 4 ). Particularly successful trading strategy example two neural-nets were built with NEI indicators as inputs to cope with changes in market conditions (out-of-sample backtest period in green): Contact Information: Contact Information: Optimized Renko Bars for Less Noise and Precise Trading Signals: Interchart Tools Renko Bars Add-On for NeuroShell Trader The Japanese developed Renko bar charts in an attempt to show price based upon a specified amount of movement in a single direction rather than reporting price based on a time schedule as in a 5 minute bar chart. Richey Enterprises developed an entirely new concept in Renko bars - optimizable Renko bars based on price, volume, or a combination of both, that may be customized for each security. The result is that your trading systems are based on less noise and subsequently generate more precise trading signals. These innovative Renko Bars comprise the InterChart Tools Renko Bars Add-On for NeuroShell Trader. The InterChart Tools Renko Bars are virtual bars capable of generating trading signals and performing their calculations using the same methods as traditional bars. Once a trading signal is generated by the Renko bar, both the trade and fill are correctly displayed on the open of the next bar of the base chart. For example, you can create a 0.25 range bar base chart and then add InterChart Tools Renko Bars to trading rules, visual charting systems, or predictions. Included Indicator Types InterChart Tools Renko Bars - are created based on a specified change in price that moves either up or down. InterChart Tools Volume Bars - are created based on the exchange of a specified minimum number of shares or contracts that move with price action either up or down. InterChart Tools Money Bars - are created based on the exchange of a specified amount of money stated in thousands of dollars that is calculated by multiplying the price times the number of sharescontracts that move with price action either up or down. How Renko Bars Work Renko Bars are only created when price has moved either up or down by the amount of the specified high-low range. This amount is referred to as the brick size. In all classic Renko charts, all bricks must be exactly the same size and the change specified in the high-low range must be in the same direction, either up or down, before a new bar is formed. Why InterChart Tools Renko Bars Differ from Traditional Renko Bars The InterChart Tools Renko Bars include parameters that allow you to specify the number of ticks used to calculate the up part of the Renko bar as well as the number of ticks used to compute the down part. Since any bars function is to absorb noise and rising price jitter is often different from falling price jitter, the IctRenko bars permit an asymmetrical definition to accommodate this. A Bar Size Multiplier gives you the option of setting the overall size of the bar once the updown ratio has been configured. IctRenko bars are only created when price has moved either up or down by the number of virtual ticks specified in either the Ticks per Up Bar or Ticks per Down Bar multiplied by the Bar Size Multiplier. NeuroShell Renko bars may, at the users discretion, be controlled by the NeuroShell Trader optimizer to identify the optimal bar size and noise absorption for a given algorithm or security. Different moving averages of InterChart Tools Volume Renko Bars can tell you when to go long or short - or even when to stay out of the market. The price of InterChart Tolls Renko Bars Add-On is 695. You need NeuroShell Trader 6.4x or higher to use the InterChart Tools Renko Bars Add-On. InterChart Tools Renko Bars work with the NeuroShellreg DayTrader and NeuroShell DayTraderreg Power User, as well as NeuroShell Trader Professional and NeuroShell Power User. For more information, call Ward Systems Group at 301 662 7950. InterChart Tools 1 Richey Enterprises is offering traders a set of indicators that makes consensus trading among multiple time frames possible. The InterChart Tools 1 Add-On allows you to share information between charts using different bar sizes. As an example, an MACD indicator created on a range bar chart may be used to influence processing on a 5-minute time bar chart. Or you could use the close on a 5-minute chart to influence a 15-minute chart. Since bar size creates primary noise filtering, this allows another mechanism for noise removal. Streams may be sent or received from any of NeuroShell DayTrader Professional chart types: time bar, volume bar, tick bar, and range bars. Because InterChart Tools 1 works with daily, monthly, and weekly charts, it may also be used with NeuroShell Trader and NeuroShell Trader Professional. Single Streams InterChart Tools 1 broadcasts data streams from a source chart, which can be retrieved by one or more receiving charts. These streams are time series chart items. Any time series which can be plotted on a chart can be sent to another chart using the SendStream and GetStream indicators respectively. Items that may be sent to another chart include: Price streams such as open, high, low, and close Indicators such as (High Low) 2, MACD, Exponential Moving Average and any of NeuroShells hundreds of other indicators Outputs from trading strategies and predictions Groups of Streams In addition to transmitting single data streams, InterChart Tools 1 includes SendGroup indicators which allow you to send similar data from either single or multiple charts. The multiple streams are processed (summed, min value, max value, or averaged) and displayed on another chart as a single data stream using the GetGroup indicator. Volume Indicators Volume data may be transmitted from a stock chart to an options or futures chart using the SendVolume and GetVolume indicators. The SendVolume indicator is different from the SendStream indicator because it accumulates data until the completion of a bar on the receiving chart. Cautionary Note There is no way to guarantee the order in which two separate intraday charts will update with a new bar, and thus it is likely that charts updating bars at the same time may not receive the most recent data. As an example, suppose a 1-minute chart is sending a stream to a 10-minute chart. Six times an hour these charts will update at the same time, and which updates first is usually a function of the unpredictable timing in which data is received, or other factors. Therefore at any one of those six times per hour, it is possible that the 10-minute chart will update and ask for streams a second or so before the 1-minute chart updates. The 10-minute chart will get the streams that are currently available, and will not wait for the 1-minute chart to update. Therefore it is possible that the 10-minute chart will receive 1-minute-old data from the 1-minute chart. Do not use these indicators where this could be a problem for you . Generally simultaneous updating is not as likely when at least one chart is a volume, tick, or range bar chart. To correct this problem, you can right click on the chart and select recalculate chart to manually update out of sequence operations. Another time that older bars may be sent is when there are no bars to send. This could occur when there are gaps in price bars due to missing data, the exchange not being open, or other causes. When a new value for a bar is available, the bar may change. If you build a prediction or trading rules based on these bars, your signals could change. Such problems may be less troublesome when sent data is received by the chart with the fastest bars. InterChart Tools 1 will NOT work on charts that have more than one chartpage. InterChart Tools 1 indicators include: SendStream transmits a single data stream GetStream receives a single data stream SendGroup1, 2, 3, 4, 5, and 6 transmits up to 6 similar data streams GetGroup accepts data from the SendGroup indicators and applies a treatment such as summing, extracting the minimum or maximum value, or averaging to compress the data into a single stream SendVolume sends volume data. This indicator accumulates volume data until the completion of a bar on the receiving chart. GetVolume receives volume data that accumulates since the last update Example 1: This example shows how to send a 10 bar moving average computed on a 5-minute chart to a 7-minute chart. The 5-minute chart contains the following indicator SendStream that uses a StreamID of 1: SendStream (1,Avg(Close,10)) The 7-minute chart contains the following GetStream indicator, which reads StreamID 1: GetStream(1) Example 2: In this example a range bar chart computes the spread between an RSI on itself and an RSI from a daily chart. The daily chart contains an RSI indicator that has been renamed DailyRSI. It also contains the following SendStream Indicator with a user selected StreamID of 13: The range bar chart contains an RSI that has been renamed RangeRSI. It also contains the following indicator: Example 3: The user in Example 2 also creates an hourly bar chart to which he would like to send the spread on his range bar chart. On the hourly chart the user wants to divide the spread by a moving average on one of hisher daily charts. The following indicator is added to the range bar chart from Example 2, now called Example 3 Range SPY. cht . SendStream (5,Spread(RangeRSI, GetStream (13))) The following indicator is added to the daily chart from Example 2, now called Example 3 Daily SPY. cht . Then on the hourly bar chart called Example 3 Hourly SPY . the following indicator is added: Divide( GetSteam (5), GetStream (12)) For more details, please view the product manual for this add-on The price of the InterChart Tools 1 Add-on is 399. For more information, call Ward Systems Group at 301 662 7950. BUY NOW InterChart Tools 2 Richey Enterprises has developed a set of price indicators called InterChart Tools 2 that generate early trading signals for NeuroShell Trader. The TimeBars indicators call higher timeframe data to a chart and update every time the base chart updates. There are separate indicators for the open, high, low, close, and volume data as well as several different combinations of that data. The Consolidated Bars indicators combine x number of the most recent bars that you specify into a single data stream and are useful for fast moving tick and range bars. The TimeBars indicators let you to create 5, 10, 15, 30, etc. minute bars on a 1 minute chart in NeuroShell DayTrader, with the added advantage of not having to wait for the higher minute bar to complete before the TimeBar updates. While creating these indicators, Richey Enterprises determined that 90 of the time the high and low for 10 minute bars occur before the end of 10 minute bars. The optimizer in the Trader can determine the bar size which is most appropriate for your desired algorithm and equity. The Consolidated Bars indicators can combine the high value from the most recent 5 bars, for example. The Consolidated Bars are especially useful when your trading system is based on tick and range bars. Consolidated bars allow you to de-noise high frequency range and tick bars. The optimizer can identify the optimal number of bars to consolidate during the morning, mid-day and closing sessions to properly de-noise range data without lag and without having to wait for a higher range bar to complete. Example 1: Time Bars High and Volume On the Example 1 chart we have added a TimeBar High indicator. The high bar displays the highest high value from the 10 minute bar since the 10 minute bar began to form. The TimeBar High will continue to build until 10 minutes past the hour at which point it will be identical to the high of a standard 10 minute bar. At 10 minutes past the hour both indicators will reset and the operation repeats. We also added the TimeBar Volume indicator to the chart. When you look at the example chart, the TimeBar high values from the 10 minute bars are almost always correctly defined before the end of the bar time. Therefore any Trading Strategy, Prediction, or indicator which references the high of a higher time frame bar may fire before a standard bar would be able to issue a signal. Similarly, the bar volume builds at the chart frequency. Any Trading Strategy, Prediction, or indicator which depends on a volume level from a higher time frame will fire when that has been achieved. Often this is before half of the bar has been built. Of course, if the volume requirement is not going to be met for this bar, it will not fire falsely. Example 2: Indicators in Predictions In this example we created a 5 minute chart for the SP 500 E-Mini which uses several different InterChart Tools2 indicators based on 10 minute bars (TimeBars HL2, TimeBars HLC3, and TimeBars OHLC4) as inputs to a prediction of the percent change in open 1 bar in the future from the next open. We did not optimize any input parameters. The model shows a 15476.1 1 yr Return on Trades for the out-of-sample period. Example 3: Indicators in Trading Strategies In this example we created a 5 minute chart for the SP 500 E-Mini which uses InterChart Tools2 high and low values from a 10 minute bar as the basis for creating an RSI Trading Strategy. We entered a Trading Strategy as follows: Long Entry: RSI based on TimeBars Low 10 minute 70 Optimize the periods in the RSI from 1 to 10 and optimize the RSI value from 80 to 90 We set the model to trade 1 contract between the hours of 8:35 a. m. to 3:30 p. m. We added a margin of 500 per contract and a point value of 50 for the SP E-Mini. The model returned an annual return on account of 5603.3 in the out-of-sample period compared to a 115.4 annual percent change in price. Example 4 Optimize Time Frame If you dont know which higher time frame to use in your model, you can let the optimizer choose. We created a prediction much like Example 2, but instead of using different TimeBars indicators based on the same time frame, we used the same TimeBarsHL2 indicator, one for 10 minute bars and the other for 15 minute bars, both on a 5 minute chart. In the Prediction Parameters settings on the Optimization tab, we limited the maximum number of inputs to 1 so the optimizer was forced to make a choice of inputs. You could do the same thing with various numbers of Consolidated Bars. Letting the optimizer choose the best TimeBars or Consolidated Bars could also be used in the Trading Strategy wizard by choosing Rule Selection Optimization on the Long and Short rules tabs. Example 5 Consolidated Bars We created a .3 range bar chart for the SP 500 E-Mini, then created a Prediction with both a Consolidated Bars HL2 indicator and a Linear Weighted Average of the Close as inputs. On tick based charts (range and volume) these consolidated bars act like variable time bars. In this example, a 5 bar consolidate of a .3 range bar will display the (H L) 2 over the time it took to create the 5 bars. These bars are continuous and always reflect the high of the previous N bars, so as a new bar is added the oldest bar is dropped off. Unlike any moving average which might attempt to do the same, there is never any lag. The Prediction predicted 5 0.3 range bars into the future from the next open. The model used a 500 margin and a point value of 50. We set the number of hidden neurons down to 1. The profitable results from the optimization period continued into the out-of-sample period. Example 6 Optimize Data Stream If you dont know which data stream you want to use in your Trading Strategy or Prediction, you can use the TimeBars indicator and let the optimizer choose a display parameter, which means that the optimizer will choose the correct data stream. In this example, we inserted two TimeBars indicators in a prediction and optimized only the display parameter. The two TimeBars were based on 10 and 15 minute bars respectively, and the optimizer chose the 10 minute bar based on the low as the only input for the model. Consolidated Bars You can also let the optimizer choose the data stream for Consolidated Bars by optimizing the display parameter for a Consolidated Bars indicator. For more details, please view the product manual for this add-on. The price of InterChart Tools 2 Add-on is 399. For more information, call Ward Systems Group at 301 662 7950. BUY NOW InterChart Tools 21 Richey Enterprises has developed a set of price indicators called InterChart Tools 21 that generate early trading signals for NeuroShell Trader. The TimeBars indicators call higher timeframe data to a chart and update every time the base chart updates. There are separate indicators for the open, high, low, close, and volume data as well as several different combinations of that data. The Consolidated Bars indicators combine x number of the most recent bars that you specify into a single data stream and are useful for fast moving tick and range bars. The TimeBars indicators let you to create 5, 10, 15, 30, etc. minute bars on a 1 minute chart in NeuroShell DayTrader, with the added advantage of not having to wait for the higher minute bar to complete before the TimeBar updates. While creating these indicators, Richey Enterprises determined that 90 of the time the high and low for 10 minute bars occur before the end of 10 minute bars. The optimizer in the Trader can determine the bar size which is most appropriate for your desired algorithm and equity. The Consolidated Bars indicators can combine the high value from the most recent 5 bars, for example. The Consolidated Bars are especially useful when your trading system is based on tick and range bars. Consolidated bars allow you to de-noise high frequency range and tick bars. The optimizer can identify the optimal number of bars to consolidate during the morning, mid-day and closing sessions to properly de-noise range data without lag and without having to wait for a higher range bar to complete. Adaptive Consolidated Bars indicators also combine the information from the most recent bars on a chart, but unlike the regular Consolidated Bars the Adaptive Consolidated Bars treat rising bars and falling bars independently. The Adaptive Consolidated Bars offer the option of consolidating a different number of bars for rising prices as contrasted to the number of bars for falling prices. Since the function of a consolidated bar is to absorb noise and rising price jitter is often different from falling price jitter, the Adaptive Consolidated Bars permit an asymmetrical definition to accommodate this. Example 1: Time Bars High and Volume On the Example 1 chart we have added a TimeBar High indicator. The high bar displays the highest high value from the 10 minute bar since the 10 minute bar began to form. The TimeBar High will continue to build until 10 minutes past the hour at which point it will be identical to the high of a standard 10 minute bar. At 10 minutes past the hour both indicators will reset and the operation repeats. We also added the TimeBar Volume indicator to the chart. When you look at the example chart, the TimeBar high values from the 10 minute bars are almost always correctly defined before the end of the bar time. Therefore any Trading Strategy, Prediction, or indicator which references the high of a higher time frame bar may fire before a standard bar would be able to issue a signal. Similarly, the bar volume builds at the chart frequency. Any Trading Strategy, Prediction, or indicator which depends on a volume level from a higher time frame will fire when that has been achieved. Often this is before half of the bar has been built. Of course, if the volume requirement is not going to be met for this bar, it will not fire falsely. Example 2: Indicators in Predictions In this example we created a 5 minute chart for the SP 500 E-Mini which uses several different InterChart Tools2 indicators based on 10 minute bars (TimeBars HL2, TimeBars HLC3, and TimeBars OHLC4) as inputs to a prediction of the percent change in open 1 bar in the future from the next open. We did not optimize any input parameters. The model shows a 15476.1 1 yr Return on Trades for the out-of-sample period. Example 3: Indicators in Trading Strategies In this example we created a 5 minute chart for the SP 500 E-Mini which uses InterChart Tools2 high and low values from a 10 minute bar as the basis for creating an RSI Trading Strategy. We entered a Trading Strategy as follows: Long Entry: RSI based on TimeBars Low 10 minute lt 30 Optimize the number of periods in the RSI from 1 to 10 and optimize the RSI value from 15 to 45 Short Entry: RSI based on TimeBars High 10 minute gt 70 Optimize the periods in the RSI from 1 to 10 and optimize the RSI value from 80 to 90 We set the model to trade 1 contract between the hours of 8:35 a. m. to 3:30 p. m. We added a margin of 500 per contract and a point value of 50 for the SampP E-Mini. The model returned an annual return on account of 5603.3 in the out-of-sample period compared to a 115.4 annual percent change in price. Example 4 Optimize Time Frame If you dont know which higher time frame to use in your model, you can let the optimizer choose. We created a prediction much like Example 2, but instead of using different TimeBars indicators based on the same time frame, we used the same TimeBarsHL2 indicator, one for 10 minute bars and the other for 15 minute bars, both on a 5 minute chart. In the Prediction Parameters settings on the Optimization tab, we limited the maximum number of inputs to 1 so the optimizer was forced to make a choice of inputs. You could do the same thing with various numbers of Consolidated Bars. Letting the optimizer choose the best TimeBars or Consolidated Bars could also be used in the Trading Strategy wizard by choosing Rule Selection Optimization on the Long and Short rules tabs. Example 5 Consolidated Bars We created a .3 range bar chart for the SampP 500 E-Mini, then created a Prediction with both a Consolidated Bars HL2 indicator and a Linear Weighted Average of the Close as inputs. On tick based charts (range and volume) these consolidated bars act like variable time bars. In this example, a 5 bar consolidate of a .3 range bar will display the (H L) 2 over the time it took to create the 5 bars. These bars are continuous and always reflect the high of the previous N bars, so as a new bar is added the oldest bar is dropped off. Unlike any moving average which might attempt to do the same, there is never any lag. The Prediction predicted 5 0.3 range bars into the future from the next open. The model used a 500 margin and a point value of 50. We set the number of hidden neurons down to 1. The profitable results from the optimization period continued into the out-of-sample period. Example 6 Optimize Data Stream If you dont know which data stream you want to use in your Trading Strategy or Prediction, you can use the TimeBars indicator and let the optimizer choose a display parameter, which means that the optimizer will choose the correct data stream. In this example, we inserted two TimeBars indicators in a prediction and optimized only the display parameter. The two TimeBars were based on 10 and 15 minute bars respectively, and the optimizer chose the 10 minute bar based on the low as the only input for the model. Consolidated Bars You can also let the optimizer choose the data stream for Consolidated Bars by optimizing the display parameter for a Consolidated Bars indicator. Example 7 Consolidated Bars vs Adaptive Consolidated Bars The Adaptive Consolidated Bars were able to increase the profits from the original Trading Strategy built on crossovers of Exponential Moving Averages of consolidated bars. For more details, please view the product manual for this add-on. The price of InterChart Tools 21 Add-on is 499. For more information, call Ward Systems Group at 301 662 7950. BUY NOW RJ5 Group LLC Product(s): iCinDER trade indicators The iCinDER indicators, W3 and V2, provide indication of the cyclical trends advance and decline, and as such, can provide cycle analysis information at the Minor, Intermediate and Major Cycles. The approach taken in the creation of the set of tools in the iCinDER products is to combine individual components into a cohesive, integrated analytical tool that can provide information as to the direction and strength of market movement of financial instruments traded in the open markets. The basis of the indicators is extractions of dynamics of price and time with the added mathematical algorithms that attempt to capture the pure impulse movement of the instrument being evaluated. It is also understood that the indicators reliability and quality of feedback is based on the issue having adequate volume movement to ascertain the impulse of the indicator with higher efficiency and correlation. As with all technical analysis indicators, iCinDER cyclical indicators are designed to be used with other indicators you may be familiar with and that the user verify correlation to achieve positive confirmation of the output that is provided by iCinDER indicator. The W3 and V2 indicators can also be filtered by other indicators such as RSI, Linear Regression Slope as well as others that the user may want to experiment with in their models. How all this came to be Interview with Raul Jimenez, creator of iCinDER W3 and V2. I have been trading since about 1989 and have devoted time to studying trading systems, indicators, Dow Theory, Elliott Wave Theory, etc. During all my trading years, I found systems that worked for a while then stopped working. At the time, I did not understand why but changed to another system that would work for a while. In 2006, after working for a large software company for a number of years, I decided it was time to stop the traveling and fast paced lifestyle and devote some time to something I was passionate about trading in the stock market. I had spent time reading books on cycle analysis, MACD, RSI, adaptive indicators and other methodologies. It all came back to me as either the cycles were too closely correlated, tight fitting with virtually no divergence or loosely coupled. I knew that mathematically it was possible to measure multiple timeframes and correlate them to a single wavelength, which while not adaptive could provide high correlation to the measured instruments. I will not bother with discussing all the experiments, but one thing was clear the business cycle was part of the solution. With this in mind, I devised an algorithm that analyzed price and time in 5 dimensions this became V2 and a secondary indicator that added a theoretical momentum type dimension. This last part was composed of 2 dimensions at 2 timeframes. Adding all this together to V2 --- W3 was born. This was December of 2006 when this was completed. Initial complex implementations with scanners and strategies were done for Tradestation, and to date that is the most complete and complex model I have developed. The simple V2 and W3 were ported to other platforms Metastock, eSignal and others. Now we fast track to 2009 when a good friend of mine, George D, started discussing GA with me. I had worked on this before and thought of having a fresh look at V2 and W3 within a GA. My friend recommended Neuroshell. The rest is now history about 5 months of work and testing, building models with iCinDER indicators and adding TurboProp, Fuzzy Indicators, Neural Indicators and Chaos Hunter. Today, we have both V2 and W3, implemented in an external DLL. We ship the indicators with an extensive Help File and sample models that the user can use as starting points for their own models. We plan on providing more complex models for the users that have TurboProp, NI and even Chaos Hunter. BUY NOW Contact Information: Adaptive Net Indicators The way a human would typically do pattern matching on financial data is as follows: He or she would scan the price stream (close) looking for distinct movements. Then he or she would examine the pattern formed by the changes in close for some number of bars (lets say 11) just prior to the distinct movements. If this human is pretty good at pattern recognition, he or she might even examine the changes in the open, high, and low of the preceding 11 bars as well as the change in close in those bars. The human is looking for what types of patterns in the prior 11 bars that foretell the distinct movement. Once the human is satisfied that there is a high probability of the distinct movement following certain patterns, he or she can then watch for those patterns in the future. When the patterns appear, the human expects one of the distinct movements to follow and places orders appropriately. The example above is the inspiration behind the enhancements to Adaptive Net Indicators (ANI) release 2.0. ANI always did pattern matching, but now in release 2.0 new functions not only include the current bar in the inputs but a number of lags of the input as well. Technical Details Adaptive Net Indicators are special versions of GRNN and PNN neural nets formulated to do pattern matching, both predicting and classifying. They retrain (quickly) on every new bar, so they are never more than 1 bar behind. You can set the contribution factors yourself so that the net uses your specification of how important the inputs are, instead of the other way around. Of course, you could also let the genetic algorithm find them if you own the NeuroShell Trader Professional or the DayTrader Professional. As a matter of fact, you can also let the GA find the optimal number of bars ahead to predict and the optimal training set size. If thats not enough exclamation points, how about this: you can even let the GA find the best thing to predict by optimizing the parameters (including whether open, high, low, or close) of your output indicator. Adaptive Net Indicators is a package with unprecedented flexibility and capabilities. Many of you have expressed a desire to have confidence factors for your nets. The classification series of Adaptive Net Indicators will provide you with confidence. In addition, Adaptive Net Indicators will make no prediction at all if they feel they have no basis on which to do so. Our Adaptive Net Indicators do pattern matching by comparing each new pattern encountered with a number of immediately previous known patterns. They do not use weights like most neural nets. The Net output (i. e. the output of the indicator) is derived from the outputs of the immediately previous patterns. It is most heavily influenced by the most closely matching of the known patterns, and so the output of any new pattern encountered will be much like similar known patterns. You the user can set the number of immediately previous patterns which the Net compares to the new pattern. The Net indicator has inputs in which the pattern is stored, just like other indicators and neural nets. If a Net has 3 inputs, you can feed in the current values of the RSI, a CCI, and the Momentum to form the pattern, for example. Or you could feed the Net todays close, yesterdays close (lag 1 of close), and the close the day before (lag 2 of close). You can feed Net outputs into a Net, just as you could do with any other indicator. With some of our indicators, you can also input many lags of the primary inputs as well. Nets also have another type of input, called the Actual value. This is where you show the Net what you want the outputs to be like. In other words, you train the Nets to produce values like the Actual value whenever the corresponding inputs are closely matched. You want the Net to predict for you the Actual value X bars in advance. The output of the Net is the prediction signal of the Actual value X bars ahead. You get to pick what X is for each Net. This is just like our neural nets in the NeuroShell Trader. Furthermore, you can even optimize the value of X in a Trading Strategy. There is another big difference between our Adaptive Nets and the neural nets in the NeuroShell Trader. The contribution factors for each input are also inputs. Thats right, instead of the net telling you the contribution of each input variable, you get to tell the Net what the contribution should be. The higher the contribution, the more heavily the Net will weigh that input when it does pattern matching. Of course, if youd rather have the contribution factors figured out for you, the NeuroShell Trader Professional can optimize them. There are two kinds of Adaptive Nets, depending on the type of output they produce. There are Prediction Nets whose outputs are predicted values (like price change, percent change in price, predicted indicator values, etc.). There are also Classifier Nets whose output is a probability of the pattern being of one type or another. Types might be Buy and Hold, for example. Other types can be Good and Bad, or Up and Down, etc. The Classifier Nets dont actually read or produce the strings like Buy and Hold. You use positive numbers in the Actual for one category like Buy, and zero or negative numbers for the other category like Sell. The predicted output will be a number between -1 (strong probability of sell) and 1 (strong probability of buy). Numbers close to zero could be considered Hold (YOU would decide how close to zero a prediction should be to be considered a Hold) One of the interesting things you can do with Adaptive Net Indicators is build adaptive moving averages. You can adjust how tight or how loose the adaptive moving average is. The chart below shows an adaptive net indicator configured as an adaptive moving average. Configurations There are a total of 18 Adaptive Nets, nine Predictor Nets and nine Classifier Nets. There are 9 of each because each of the nine takes a different number of inputs as follows: Predict2 - Prediction Net which takes 2 inputs Predict3 - Prediction Net which takes 3 inputs Predict4 - Prediction Net which takes 4 inputs Predict5 - Prediction Net which takes 5 inputs Predict6 - Prediction Net which takes 6 inputs LagPredict1 - Prediction Net which takes many inputs: 1 primary input and any number of lags of that primary input. LagPredict2 - Prediction Net which takes many inputs: 2 primary inputs and any number of lags of those primary inputs. LagPredict3 - Prediction Net which takes many inputs: 3 primary inputs and any number of lags of those primary inputs. LagPredict4 - Prediction Net which takes many inputs: 4 primary inputs and any number of lags of those primary inputs. Classify2 - Classifier Net which takes 2 inputs Classify3 - Classifier Net which takes 3 inputs Classify4 - Classifier Net which takes 4 inputs Classify5 - Classifier Net which takes 5 inputs Classify6 - Classifier Net which takes 6 inputs LagClassify1 - Classifier Net which takes many inputs: 1 primary input and any number of lags of that primary input. LagClassify2 - Classifier Net which takes many inputs: 2 primary inputs and any number of lags of those primary inputs. LagClassify3 - Classifier Net which takes many inputs: 3 primary inputs and any number of lags of those primary inputs. LagClassify4 - Classifier Net which takes many inputs: 4 primary inputs and any number of lags of those primary inputs. Adaptive TurboProp2 Many of our customers have asked for a version of our famous TurboProp2 that retrains itself as often as every bar. Well here it is, formulated as an indicator Just insert it into your chart or trading strategy just like any other indicator. Never has a neural net been easier to use, yet so powerful Adaptive TurboProp2 (AT2) is the same basic neural network algorithm that is used in the NeuroShell Trader, Trader Professional, and NeuroShell DayTrader Professional Prediction Wizard. However, AT2 can retrain itself as frequently as every new bar or after a number of bars which you can specify. The training set is always the most recent bars. AT2 does not make predictions on the training set bars, and its predictions are always out of sample (exception: when you specify that you are predicting zero bars ahead). Therefore, there are no walk forward periods to worry about, since the net is essentially walking forward each day (or each bar in the case of the NeuroShell DayTrader Pro). An AT2 net may be used as an indicator, as an input to a regular TurboProp2 net in the Prediction Wizard, or it may be used directly in a Trading Strategy. The output is a signal, meaning that the prediction is shown on the current bar, even if it is a prediction for 10 bars from now. AT2 doesnt require the optimizer in the Professional versions of the Trader because the parameters are so easy to set. However, when used with the NeuroShell Trader Professional or NeuroShell DayTrader Professional, you can optimize the following parameters: 1. trainbars - the training set size (number of recent bars on which to build the model), up to a maximum of 10,000. 2. aheadbars - the lookahead period (the number of bars into the future the prediction is to be made), i. e. the number of bars ahead that the actual signal is predicted. Be careful not to allow 0 in the range, because then you are predicting the current bar, not the future. 3. actual - the parameters of any indicator used as an output. 4. hiddens - the number of hidden neurons to use when making a network (Turboprop2 in the prediction wizard automatically decides how many to use, but AT2 lets you or the optimizer decide). You can use up to a maximum of 20 hidden neurons, more than enough for this adaptive version. 5. retrain - this parameter specifies in bars how often the net is trained. If retrain 1, a new net is created for each new bar encountered. If retrain 10, the net is retrained every 10 bars. 6. input1, input2, etc. - these parameters are the network inputs. You can optimize all parameters of indicators used as these inputs. Available Configurations AT2 nets allow 2 to 14 inputs. The names of the indicators are correspondingly Tprop2, Tprop3, , Tprop14. Adaptive TurboProp2 requires release 3.2 or better of the NeuroShell Trader, NeuroShell Trader Professional, or NeuroShell DayTrader Professional. Advanced Indicator Set 1 The NeuroShell Traderreg Professional has around 800 technical indicators. However, that didnt stop our users from wanting more They sent us requests for more indicators, some of which were simple to build, and some of which required a great deal of research. So we built another add-on called the Advanced Indicator Set 1 with these requested indicators. These are not part of the NeuroShell Traderreg, NeuroShell Traderreg Professional, or NeuroShellreg DayTrader Professional, but you can buy them as an optional add-on if you want them. They require release 3.0 or above of the NeuroShell Traderreg, NeuroShell Traderreg Professional, or NeuroShellreg DayTrader Professional. Aroon Down Aroon Up Aroon Oscillator Chaikin AccumulationDistribution Oscillator Hodrick-Prescott Filter (untradable) Hodrick-Prescott Window Keltner Channels True Range Vidya Volume Adjusted Moving Average (VAMA) (untradable) ZigZag (untradable) CHAOS AND FRACTAL INDICATORS Choppiness Index Polarized Fractal Efficiency Hurst Exponent Hurst Significance Fractal Dimension Polynomial Regression Polynomial Predict Moons Illuminated Fraction New Moon Moons First Quarter Full Moon Moons Last Quarter First Monday of the Month Flag First business day of the Month Flag Last business day of the Month Flag Number of days since High occurred Number of days since Low occurred Week of the Month Week of the Year Advanced Indicator Set 2 The NeuroShell Traderreg Professional has around 800 technical indicators. However, that didnt stop our users from wanting more They sent us requests for more indicators, some of which were simple to build, and some of which required a great deal of research. So we built another add-on called the Advanced Indicator Set 1 with these requested indicators. These are not part of the NeuroShell Traderreg, NeuroShell Traderreg Professional, or NeuroShellreg DayTrader Professional, but you can buy them as an optional add-on if you want them. They require release 3.0 or above of the NeuroShell Traderreg, NeuroShell Traderreg Professional, or NeuroShellreg DayTrader Professional. J. Welles Wilders Indicators Accumulation Swing Index Directional Movement Index MinusDI MinusDM Parabolic SAR signal Parabolic SAR value PlusDI PlusDM Swing Index Redundant Haar Wavelets Redundant Haar Wavelet Coefficient Redundant Haar Wavelet Smoothed Curve Center Of Gravity Index Center Of Gravity Oscillator Median Price Median Value Random Walk Index of Highs Random Walk Index of Lows RAVI Retrace Buy Retrace Sell Stochastic RSI Oscillator Variable Length Moving Average Volatility Breakout High Volatility Breakout Low Marc Chaikins Indicators AccumulationDistribution Oscillator Chaikin Money Flow Persistency Chaikin Volume Accumulation Percent Flag2 Flag3 Flag4 Flag5 Flag1 toggle with reset condition Flag2 toggle with reset condition Flag3 toggle with reset condition Flag4 toggle with reset condition Flag2 with reset condition Flag3 with reset condition Flag4 with reset condition Flag5 with reset condition BarCondition Count Indicators Bar Count Since Condition Bar Count Of Time Series Condition Count Advanced Indicator Set 3 Advanced Indicator Set 3 is an eclectic set of indicators that expand NeuroShell Traders ability to find a value between two separate conditions or since the occurrence of a single condition. The Find and Count indicators are designed to answer traders questions about data such as what is the max value of the close in the time between a Bollinger Band High Breakout and a Bollinger Band Low Breakout or count the number of times the percent change in close was greater than x percent from February 1 to May 31. In addition, Set 3 adds the power to remember or toggle values off and on based on conditions. The Remember and Toggle indicators may be used to create complex Predictions and Trading Strategies. These functions complement the NeuroShell Traders emphasis on building indicators with a wizard rather than requiring the user to be a programmer. The result is a significant speed increase in building and testing trading systems. Advanced Indicator Set 3 also includes indicators specifically designed for pair trading. The PairEntry and PairExit set lets you build traditional market neutral systems that simultaneously buy and sell a pair of instruments that follow one another and frequently cross prices. When those pairs are hard to find, the ProxyEntry and ProxyExit indicators expand possibilities for pair trading by using the NeuroShell Traders neural nets to create cointegrated pairs. Rounding out this diverse mix are two indicators that compute the correct sun time and distance to the moon. Overview of Indicators The following descriptions of the Advanced Indicator Set 3 indicators are abbreviated. There are more comprehensive descriptions in the help file. Conditional Indicators The task oriented indicators in Set 3 such as Find, Count, Remember, and Toggle require the use of conditional indicators. The NeuroShell Trader includes many conditional indicators such as rules, Boolean, relational, crossovers, candlesticks, etc. Advanced Indicator Set 3 expands those choices with the following indicators: FollowedBy - returns a 1 for true when a Condition1 is followed by a Condition2. Other times it returns a zero. TimeIs - specifies a time as a condition for another indicator. DateIs - specifies a date as a condition. Peak - specifies the highest value within a certain number of bars. Valley - looks for the lowest value within a certain number of bars. BarNumber - returns a 1 when the specified bar number appears in a chart. The first bar in the chart is numbered 1, the second bar is numbered 2, etc. Find Indicators Find - calculates values such as count, point change, percent point change, max, min, sum, average, standard deviation, variance, median, regression slope, number of advancing bars, number of declining bars, max advance, and max decline based on two conditions occurring in a data stream. FindInclusive does the same as the Find indicator but includes the bars on which the conditions are true. FindSince and FindSinceInclusive - find similar values from the time Condition1 occurs until the end of the chart. Count Indicators Count - calculates a running total of the number of times a specified condition occurs in between a start condition and an end condition. CountInclusive same as the Count indicator but includes the bars on which the conditions are true. CountSince and CountSinceInclusive - these indicators begin their running total with the occurrence of Condition1, but Condition2 is replaced by the current bar. Remember - outputs a time series value based on a condition you specify. For example, the Remember indicator would output the value of the high (the time series) when the 9 period moving average crosses above the 13 period moving average (the condition). The output value would remain the same until the condition is met once again, at which time the current high would become the output. Remember2, Remember3, and Remember4 - output a different value depending upon which of several conditions is activated. The Remember indicators may be used as variable inputs to other indicators, Predictions or Trading Strategies. The conditions are truefalse indicators or any indicator that produces a value of either 0 or a non-zero value. Toggle - signifies the presence or absence of conditions you specify. The Toggle indicators may also be used to remove certain data when training a neural net, e. g. only train a net on bars between 1 p. m. and 4 p. m. The Toggle indicators output 0, 1, or a missing value based on the settings for the What parameter. ToggleInclusive same as Toggle but includes but includes the bars on which the conditions are true. ToggleSince and ToggleSinceInclusive - these indicators begin their running total with the occurrence of Condition1, but Condition2 is replaced by the current bar. Pair Trading PairEntry - compares the value of the close, which is different for each of the two chart pages, to the value of Price1 (the first stock) and Price2 (the second stock) and determines which stock goes long and which stock goes short. The values of Price1 and Price2 are also used to compute the spread between stocks in order to determine an entry point for the trade. PairExit - determines the exit conditions for trades entered with the PairEntry indicator. The PairExit indicator includes the StopSpread parameter that can be set as an emergency exit for both stocks. ProxyEntry similar to PairEntry but uses a neural net prediction to create proxy pairs by using one stock to predict the price of another. Uses the spread between the actual and predicted prices to pair trade the predicted stock and the one used as an input to the net. ProxyExit - determines the exit conditions for trades entered with the ProxyEntry indicator. The ProxyExit indicator includes the StopSpread parameter that can be set as an emergency exit for both stocks. Sun and Moon EquationofTime - returns the difference between solar time (as measured by a sundial) and mean clock time. MoonDistance - outputs the distance between the center of the Earth and the center of the Moon expressed in kilometers. Cluster Indicators The Cluster Indicators, like some of the other add-ons from Ward Systems Group, are based on how the human brain might classify the market. However, this NeuroShell Traderreg add-on isnt even a neural network (although neural net enthusiasts will see this as a Kohonen Self Organizing Map, trained by genetic algorithm) Think about this. Suppose you have two good inputs. Now suppose you made a scatter plot of a bunch of recent bars worth of these inputs. (For the math minded, all recent bars are plotted with one input on the Y axis and the other on the X axis.) Now suppose the inputs are good, as defined by the fact that their patterns foretell an uptrend or a downtrend in the price. Then wouldnt the bars that precede an uptrend look somewhat similar, at least after they were normalized Wouldnt those that precede a downtrend look similar too In other words, wouldnt the buy bars cluster together and the sell bars cluster together The graph displays long entry and short entry clusters for a Cluster Indicator based on the MACD and CCI indicators as inputs. Our new Cluster Indicators tell you how far the current bar is from the cluster center of the recent buy bars or sell bars. You can use a Cluster indicator as a buy rule, buying when the current bar is close to the cluster center of recent buy bars. Sell when the current bar is close to the sell cluster center. The genetic algorithm optimizer in the Trader Pro or DayTrader Pro finds the cluster centers that optimize the profit. The Cluster indicators also make dynamite inputs to a neural network. (For the neural net enthusiasts, this creates a paradigm much like the popular classic Radial Basis Function neural nets, except in the Trader Pro, your clusters dont have to all be based on the same inputs, and in fact can be optimized There was also a paradigm called Counter-propagation that was similar to feeding our Cluster indicators into a neural net.) Now expand the concept to as many as 16 inputs. Those cant be plotted because youd need a 16 dimensional scatter plot. But you can still measure how close the current bar is to a 16 dimensional cluster center There are 16 Cluster Indicators. Lets carry the concept a little further. Suppose some of the inputs are less effective than others in determining whether there is a buy or sell situation. You wouldnt want to consider these inputs as much when determining clusters and closeness. No problem, we have 8 Cluster contribution indicators, each of which has contribution factors which reduce or increase the impact of an indicator. You can set these contribution factors yourself or you can let the genetic algorithm do it for you. Either way, you now have a more powerful clustering indicator. Cluster Indicators require release 3.2 or better of the NeuroShell Trader Professional or NeuroShell DayTrader Professional. Fuzzy Pattern Recognizer How many times have you wished you could just let your software scan a price series and let you know when it has found a particular pattern that you like You have in your mind a special pattern of moves that you believe could precede a strong change in the market, but youd like the software to just monitor the incoming bars looking for your pattern. Well now you can do just that with the Fuzzy Pattern Recognizer add-on for the NeuroShell Trader series And you can do it using fuzzy logic Fuzzy logic was invented by Lofti Zadeh, and written about extensively in books by Bart Kosko. Fuzzy logic has been used successfully in machines and software around the world, even in smart household appliances. Now you can add this smart control to your trading, and it is easy to use because weve done the hard work for you The Fuzzy Pattern Recognizer is a fuzzy logic engine which lets you describe your pattern in fuzzy rules (approximate rules of thumb). It is really a series of indicators that show you, on a scale of 0 to 1, how closely the current price series matches your pattern. Turn on an alert in the DayTrader Professional and the Fuzzy Pattern Recognizer will scan your incoming bars looking for all of your favorite patterns. The alert will sound when the match is above .6. 8, or any value you select. Fuzzy rules are rules that are general in nature, not exactly specified. We describe price or indicator curves with the following fuzzy (verb) rules: Here are some example rules written in English which can be specified in the Fuzzy Pattern Recognizer add-on: The close rises sharply, then stays steady, then rises sharply again. The RSI rises, then drops, then rises, then rises sharply. The high remains steady, then drops, then rises, then remains steady, then drops, then drops sharply, then remains steady. The close drops sharply. Here are some additional highlights of the Fuzzy Pattern Recognizer: If you dont have any favorite patterns, you can let the genetic algorithm find them for you if you own the NeuroShell Trader Professional, or DayTrader Professional. You can specify that you want to look for two or more patterns, and then use the Fuzzy OR indicator to specify that any of your patterns are acceptable. You can specify that you want to look for two or more patterns, and then use the Fuzzy AND indicator to specify that all of your patterns must be present. Fuzzy OR and Fuzzy AND indicators can be combined for complex searches. As you can see from the example rules, patterns can be found not only in a price stream, but in most indicators such as stochastics, moving averages, etc. as well. You specify the number of bars in which a fuzzy verb such as rises applies. In other words, you determine that rises means over a duration of, say 10 minutes or ten days. You can also set the maximum expected variation, i. e. what you consider the maximum sharp rise to be. In that way, you can specify fuzzy rules, and then later apply those same rules to less or more volatile issues without recoding the indicator. All you have to do is reset the maximum expected variation. Although one use for Fuzzy Pattern Recognizer indicators is in Trading Strategy rules (conditions), you can also feed them into neural nets or other indicators. There are 8 fuzzy (verb) rule indicators in the add-on, Fuzzy1, Fuzzy2. Fuzzy8. Fuzzy1 handles 1 segment rules such as close rises or open drops sharply. Fuzzy2 handles 2 segment rules such as close rises, then drops sharply. Fuzzy3 is for 3 segment rules such as open rises, then drops, then remains steady, etc. Example of the Fuzzy2 indicator output (bar chart at the bottom). The search rule is Close rises, then drops, Segment Size8 bars, and Max Change7. There are 3 FuzzyOR rules and 3 FuzzyAND rules: FuzzyOR2, FuzzyOR3, FuzzyOR4, FuzzyAND2, FuzzyAND3, FuzzyAND4. As previously mentioned, these combine rules. For example, suppose you are looking for either a pattern that rises sharply then drops sharply, or a pattern that rises sharply, then remains steady, and then drops sharply. Then you would use a FuzzyOR2 indicator which takes as arguments a Fuzzy2 indicator and a Fuzzy3 indicator, each specifying their respective rules. FuzzyOR and FuzzyAND indicators may take other FuzzyOR and FuzzyAND indicators as arguments, as long as the lowest level indicators are rule indicators such as Fuzzy2. There are also 8 FuzzyGA indicators, which allow the genetic optimizer to tune the fuzzy logic engine better. We believe that Fuzzy Pattern Recognizer indicators open a whole new world of possibilities in trading with artificial intelligence. We think it will be our most popular add-on yet The Fuzzy Pattern Recognizer add-on requires release 3.2 or better of the NeuroShell Trader, NeuroShell Trader Professional, or NeuroShell DayTrader Professional. If you do not own one of the Pro versions, you can still use the Fuzzy Pattern Recognizer add-on to find patterns, but you will not be able to optimize the Fuzzy indicators. Fuzzy Sets Youve asked for it, and now it is here: the Fuzzy Sets add-on for NeuroShell Trader Professional and DayTrader Professional. Fuzzy logic was invented by L. A. Zadeh and further popularized by Bart Kosko. Fuzzy logic is not some theoretical idea that has yet to catch on. By 1990 the Japanese had over 100 real fuzzy control applications and products. The city of Sendai in Japan has controlled its subway with fuzzy logic since 1988. General Motors highly successful Saturn applies fuzzy logic for automatic transmission shift control. Duke University engineers have shown that intentionally imprecise rules of thinking can help hotel computers sell the right room to the right customer at the right time, thus boosting income. Ward Systems Group introduced what we believe was the first commercial trading software to allow users to describe price movements with fuzzy logic statements (the Fuzzy Pattern Recognizer add-on). A user could essentially give NeuroShell instructions such as: Find patterns where the price rose, then dropped, then dropped sharply, then rose sharply. The new Fuzzy Sets add-on is somewhat different in that it allows users to describe a combination of values of traditional indicators with fuzzy logic. With Fuzzy Sets the user can instruct NeuroShell with functions equivalent to fuzzy statements like: Buy when the Stochastic K indicator is very high, and the Commodity Channel Index is high, and the spread between two moving averages is low. Contrast that with the typical trading utilization of an indicator is to make decisions based upon rules like whether that indicator (lets say the Stochastic K) is above or below some threshold. For example: Buy when the STOCHK 70 and sell when the STOCHK 0) or dont buy ( B indicator. Generalization These nets generalize very well, meaning they do not have a strong tendency to overfit or curvefit like backpropagation neural nets do. Neural Indicators require the NeuroShell Trader Professional or NeuroShell DayTrader Professional, release 3.2 or better. Pattern Matcher The Pattern Matcher add-on grew out of many requests by users who wanted to know if patterns in their data streams had occurred before in history, and if so, what type of activity followed those historical patterns. Some users also wanted to identify a pattern in history and be alerted when a similar pattern occurs in the future. The Pattern Matcher add-on meets both needs by providing indicators that match patterns and revealing the subsequent activity. Pattern Matcher indicators work on any data stream in the NeuroShell Trader, Trader Professional, or DayTrader Professional. The Pattern Matcher can find patterns in raw price data streams or indicators made from raw data streams. It is often advantageous to match patterns in indicators applied to prices rather than to the prices themselves, as you will see in a subsequent section of this document. The Pattern Matcher is unlike any of our other add-ons in that it is not designed for use in either a neural network or a trading strategy to make buysell decisions. It is intended that the user treat the Pattern Matcher as an intellectual tool to provide input to ones own biological neural networks for discretionary trading, or as confirmation of other signals you may be obtaining in other ways. So what does this mean It means that the Pattern Matcher is designed to provide answers to the questions that have plagued technical analysts since long before computers were born: Has the current pattern that we see in the most recent bars occurred in the past If so how many times, and how closely do those past patterns match the current one If there were a number of closely matching patterns in the past, what type of market moves did they precede on average You will be making your own subjective decisions about whether or how to trade based on the information the Pattern Matcher is showing you. These subjective judgments will be based on your own study and experience watching similar patterns, and based upon your decisions about what data streams in which to watch for patterns. Price streams (like open, high, low, close, and volume) may not be the proper data streams to be monitoring for patterns. Indicator data streams, in our experience, seem to provide a more reproducible pattern source. At Ward Systems, we have used the Pattern Matcher in the way just described. We have found that there is less value in trying to feed Pattern Matcher input into either neural nets or rules. We believe the tool is a powerful resource which will help you even the playing field, so to speak, as you compete with professional traders who have years of experience recognizing and reacting to patterns in the markets. They rely on their memories and intuition - you now have an analytic tool to bring to odds of success more in your favor. Furthermore, you should not assume that past patterns are an indicator of future performance. The pattern matcher may very well be a powerful tool for the contrarian trader too. The markets are quite capable of reversing what usually happens after recurring patterns. If this were not true, it would be easy to predict and make money in the markets, and we all know that it isnt easy. Overview of Indicators The following descriptions of Pattern Matcher Indicators are abbreviated. There are more comprehensive descriptions in the help file. Match - The Match indicator takes a very recent pattern on the chart and displays the probability that other patterns in history on the chart match that current pattern. MatchPast - The MatchPast indicator takes a designated pattern on the chart and displays the probability that other patterns in both history and future on the chart match that designated pattern. ProjectAvg - The Project Average indicator returns the average of all projections (leads) of the projection series for all pattern matches that are greater than the indicated projection threshold. ProjectMin - The Project Average indicator returns the minimum of all projections (leads) of the projection series for all pattern matches that are greater than the indicated projection threshold. ProjectMax - The Project Average indicator returns the maximum of all projections (leads) of the projection series for all pattern matches that are greater than the indicated projection threshold. ProjectStndDev - The Project Standard Deviation indicator returns the standard deviation of all projections (leads) of the projection series for all pattern matches that are greater than the indicated projection threshold. ProjectRange - The Project Range indicator returns the range of all projections (leads) of the projection series for all pattern matches that are greater than the indicated projection threshold. ProjectUpperB - The Project Upper Band indicator returns the upper envelope of all projections (leads) of the projection series for all pattern matches that are greater than the indicated projection threshold. ProjectLowerB - The Project Lower Band indicator returns the lower envelope of all projections (leads) of the projection series for all pattern matches that are greater than the indicated projection threshold. ProjectCount - Given a projection threshold, the Project Count indicator returns the total number of matches between the current pattern and patterns in history. ProjectPercent - Given a projection threshold, the Project Percent indicator returns the percentage of total number of matches between the current pattern and patterns in history. Turning Points The Turning Points add-on for the NeuroShell Trader series is based on the concept of finding local peaks and valleys in a price series. A turning point (TP) peak is defined as the point where the high is higher than or equal to any other highs in the neighborhood of the point. A turning point valley is defined as the point where the low is lower than or equal to any other lows in the neighborhood of the point. The above definitions are illustrated by an example graph below. The add-on contains indicators that do all of the following with respect to these turning points: Plot straight lines from one turning point to the next Plot support and resistance lines horizontally from the peaks and valleys Compute an oscillator which shows how the current close compares to a number of previous support or resistance levels Plot horizontal Fibonacci retracement lines calculated from peak to valley or valley to peak segments Compute statistical measures (mean, median, and standard deviation) of the price differences, time differences, and slope differences between turning points in a user-defined window Provide the probability that the current price level is at a new turning point based upon either of two of the computed statistical measures We are especially fond of the probability indicators above, because many issues exhibit repeating cyclic tendencies which can be captured with this technique. Of course, news and other factors can affect normal cyclic tendencies, and not every signal generated will be correct. However, there is plenty of capability in this add-on to build trading strategies that even we havent thought of yet. Following is a complete list of the indicators in the Turning Points add-on: Turning Point Plot Indicator Tpplot Individual Turning Point Measure Indicators TPbars TPchange TPpercent TPslope Turning Point Probability Indicators Peak probability ( change) Valley probability ( change) Peak probability (bars) Valley probability (bars) Mean Indicators PVmeanbars VPmeanbars PVmeanchange VPmeanchange PVmeanpercent VPmeanpercent PVmeanslope VPmeanslope Standard Deviation Indicators PVsdbars VPsdbars PVsdchange VPsdchange PVsdpercent VPsdpercent PVsdslope Vpsdslope Median Indicators PVmedianbars VPmedianbars PVmedianchange VPmedianchange Pvmedianpercent VPmedianpercent PVmedianslope Vpmedianslope Support and ResistanceSupport Level Support Level Resistance Level Support Oscillator Resistance Oscillator Fibonacci Retracements The Turning Points add-on requires the NeuroShell Trader, NeuroShell Trader Professional, or NeuroShell DayTrader Professional, release 3.8 or better.

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