Use latest winzip Krzysztof

Neural Network Trading, Serious people only!

Yes but cycles to die (signal) also takes lag - see post 488 screenshot Goertzel cycle. Spectrum amplitudes are base for SNR calc and they have the same lag like a signal. Anyway, to have this thing usable for real time trading lag should be maks ...

Optimized Trend Trading

detrend — Hi again, I think I know why it falls even that you have cycles with trend. Most likely you didn't detrend. I used your matlab version of Goertzel and when you have a cycles + trend + noise without detrending spectrum dies so SNR ...

Optimized Trend Trading

That's very strange in my opinion. Your linear trend from observation 461 has a cyclic components as well so SNR should not fall I think. Maybe you should change is just to the simple line like i did. Krzysztof

Optimized Trend Trading

lag reason — The reason of such big lag is that the 'search area' for a cycles is 3xMAXPER so 3x observation window. I think it is mandatory condition for Goertzel. Than the spectrum amplitude is calculated for every bar and as long as the ...

Optimized Trend Trading

Goertzel lag — Here is the screenshoot for test signal to find out the lag of Goertzel cycles and SNR compared to lag of NOXA CSSA cycles. In both cases observation window (m-history for CSSA) was set to 120 bars. Lag for CSSA seems to be size ...

Optimized Trend Trading

SNR — Hi, Meanwhile I finished to code SNR for NS and here are the screen shoots This SNR is calculated that signal is a dominant cycle and noise the rest. SNR is calculated based on peaks of spectrum amplitude as a 20log(S/N) so peak for ...

Optimized Trend Trading

Hi CB, I see you are still around, that's great. Maybe you are able to answer this question than ?? Krzysztof

Optimized Trend Trading

Lag of SNR — Hi Ngawang, Do you have maybe printout or mat file for calculation the lag response of SNR ?? For example. We have cycle 100bars and window 200 bars than cycles are stopping and we are starting the trend. What would be the ...

Optimized Trend Trading

missing link — Of course that here is a missing link Look for this signal for example. It has 2 cyclical components 20 and 100 bars. So S/N ratio will be (A20+A100)/others in simple words. But when you remove faster component and we will have ...

Optimized Trend Trading

Goertzel on CHIRP — Hello everybody, Here is a screenschot of Goertzel cycles generated on non stationary CHIRP signal compared to cycles generated by NOXA CSSA. It seems that Goertzel is not able to resolve this signal without lag. Any ideas ...

Optimized Trend Trading

Jmacrossover strategy statistic — is here url Krzysztof

Neural Network Trading, Serious people only!

conclusion — So for the same period (1 day out of sample) standard net earned 39 pips and recurrent 112 pips (both comission 3 pips). Paper trading results were also much better for recurrent net. Input data was low quality, so possible space ...

Neural Network Trading, Serious people only!

Recurrent net against standart net — Here is a comparision of performance recurrent net against standard Ward net for the same training period and data set, calibration and out of sample period. Input for both NN was stochastic indicator.

Neural Network Trading, Serious people only!

CORTEX indicator — Can you post some statistics of buy/sell signals from CORTEX indicators together with info about training data etc..I can do the same using NS for the same pair and we can compare. I don't see any reason why CORTEX should ...

Neural Network Trading, Serious people only!

CORTEX — Hi Ilovepippin, General question. I see you have Neuroshell. Than you use CORTEX. Can you tell me what is a logic behind using CORTEX than ?? Does it gives better results than NS neural nets ??? Did you make a comparision test for the ...

Neural Network Trading, Serious people only!

Cortex indicator — From where i can get this Cortex indicator ?? Is it for NS ?? How you are measure it's quality ?? I believe the most important is the training data rather than NN type. Krzysztof

Neural Network Trading, Serious people only!

repaint continuation-Ichimoku indicators — One of those three indicators causes this. See below - sell order canceled and buy moved. Krzysztof

Neural Network Trading, Serious people only!

Neuroshell repaint in real time trading — Here is an example of real time repaint in Neuroshell. Reason - non causual data in Neural Net prediction. Krzysztof

Neural Network Trading, Serious people only!

16 nets strategy error — This error is due to loosing of optimization data. Just enough to write optimization data manually from original strategy. Krzysztof

Neural Network Trading, Serious people only!