Adaptive Trading Indikatorer

Ward Systems Group, Inc. sier at systemene dine lærer visdom av alder og experiencequot-handel. Avansert indikator, neuralt nettverk og tilleggspartnere. Ta handelssystemene dine til et annet nivå når du kjøper tillegg som lar deg bruke alt fra sofistikerte indikatorer og avanserte nevrale nettverksarkitekturer til John Ehlers MESA9 frekvens - og faseanalyse Ward Systems Group Add-ons Adaptive Net Indicators - neuralnett spesielt tilpasset mønstergjenkjenning, hvorav noen automatisk inkluderer lag av innganger. Nyttig for å bygge dine egne adaptive bevegelige gjennomsnitt. Adaptive Turboprop 2 - som de nevrale nettene i Prediction Wizard, men de fungerer som en indikator og automatisk omskole seg selv. Du kan optimalisere trening sett størrelse, walkforward intervall, antall skjulte nevroner, og til og med lookahead perioden. Avansert indikator sett 1 - et sett med indikatorer som brukere forespurt inkludert kaosindikatorer, en indikator som gir månens fase og kurvefitting trendlinjeindikatorer. Avansert indikatorsett 2 - vårt andre sett med brukere ba om indikatorer, inkludert indikatorer av Marc Chaikin og J. Welles Wilder, Redundant Haar Wavelets, Flaggindikatorer, BarCondition Count Indicators og andre diverse indikatorer Advanced Indicator Set 3 - et eklektisk sett med indikatorer som utvider NeuroShell Traders evne til å finne en verdi mellom to separate forhold eller siden forekomsten av en enkelt tilstand. I tillegg legger Set 3 kraften til å telle, huske eller bytte verdier av og på basert på forhold. Disse funksjonene supplerer NeuroShell Traders vekt på å bygge indikatorer med en veiviser i stedet for å kreve at brukeren er programmerer. Resultatet er en betydelig hastighetsøkning i bygging og testing av handelssystemer. Klusterindikatorer - som de nevrale indikatorene, gir disse et kjøps - eller selgesignal (sannsynligheten for at problemet ditt er en kjøps - eller salgsmulighet), men de jobber med clustering i stedet for å bruke et neuralnett. Fuzzy Pattern Recognizer - Lar deg beskrive mønstre der du er interessert, og forteller deg når disse mønstrene vises. Bruker fuzzy logikk for å finne mønstrene, så det kan fortelle deg når et mønster er som det du søker. Fuzzy Sets - Med Fuzzy Sets kan brukeren instruere NeuroShell med funksjoner som tilsvarer fuzzy uttalelser som: Kjøp når Stochastic K-indikatoren er veldig høy, og Commodity Channel Index er høy, og spredningen mellom to bevegelige gjennomsnitt er lav. Neural Indikatorer - Klassifisering Neural Nett som gir deg sannsynligheten for at den nåværende situasjonen er en kjøp eller salgsmulighet. Disse nettene forutsier ikke noen pris, de gir deg en direkte signal sannsynlighet. Noen av dem er tilbakevendende garn som automatisk ser tilbake i tid. Pattern Matcher - et sett med indikatorer basert på begrepet å finne mønstre, fortid eller nåtid, i en tidsserie, og den påfølgende aktiviteten som skjedde etter den. Turning Points - et sett med indikatorer basert på konseptet med å finne lokale topper og daler i en prisserie. Juridiske indikatorer for tredjepart JMA - Jurik Moving Average Støy elimineringsfilter for verdensklasse til markedsprisdata. Lar deg se underliggende aktivitet uten jaggies. Har ekstremt lavt lag, er veldig glatt og uvanlig lydhør overfor markedsprisgap. For detaljer, besøk jurikrescatalogmsama. htmtop VEL - Velocity Indicator Superior versjon av klassisk momentum indikator. Har ekstremt lavt lag. Nøyaktig og veldig glatt. Utmerket for pris-momentum divergensanalyse. For detaljer, besøk jurikrescatalogmsvel. htmtop CFB - Composite Fractal Behavior Superior versjon av klassisk ADX indikator. Måler trendvarighet (ikke momentum), noe som gjør det ideelt for å tilpasse hastigheten til andre tekniske indikatorer. Svært følsom for markedets trendkvalitet, noe som gjør den nyttig som en tidlig advarsel mot trendkollaps. For detaljer, besøk jurikrescatalogmscfb. htmtop RSX - Relative Strength Quality Index Superior versjon av den klassiske RSI indikatoren. Kombinerer markedets momentum og trendkvalitet i ett signal. Støyfri Se øverste høyre kart på jurikres for en klar sammenligning mellom RSI og RSX. For detaljer, besøk jurikrescatalogmsrsx. htmtop Kontaktinformasjon: Kontaktinformasjon: Mesa Software, Inc. (Selges av Ward Systems Group, Inc) Produkt (er): Cybernetisk analyse John Ehlers og Ward Systems Group opprettet Cybernetic Analysis-indikatorene som en følgesvenn til indikatorene detaljert i Johns utmerkede bok, Cybernetic Analysis for Stocks and Futures, publisert av John Wiley Sons (19. mars 2004), ISBN: 0471463078. Denne tillegget inneholder også mer enn 10 eksempeldiagrammer og flere Trading Strategy-maler. Ehlers bok utvikler og demonstrerer effektive nye handelsverktøy ved bruk av moderne digitale signalbehandlingsteknikker. Disse verktøyene har vist seg i sanntid å konsekvent gi forhandlere raske, skarpe kjøp og salgssignaler i nesten ethvert markedsmøte eller overgå ytelsen til kommersielle systemer som koster hundrevis eller tusenvis av dollar, ifølge Ehlers. Modernisering av populære handelsprosedyrer for å utnytte den utrolige databehandlingshastigheten og strømmen som er tilgjengelig for dagens handelsmann, introduserer Ehlers: Fisher Transform - sørg for at tetthetsfunksjonen av en indikator er Gaussisk, og skaper skarpere handelssignaler. Relative Vigor Index - en responsiv oscillator i hvilken bevegelse er normalisert til handelsområdet for hver linje. Forbedret Hilbert Transform - en mer responsiv metode for å måle markedssyklusene nøyaktig. Sinewave Indikatoren - et ikke-kausal filter som gir inn - og utgangssignaler 116 på en syklusperiode på forhånd av vendepunktet Laguerre Transform - et nytt verktøy for å klare utjevning mot lagproblemet mer effektivt og skape bedre utjevningsfiltre. Super Smoothing Filters - gir mer utjevning med mindre lag Simple Moving Average Computations - to nye måter å beregne den enkle Flytte gjennomsnittet med enestående makten Fremskritt innen datateknologi de siste to tiårene har klart overgått adva ns i trading programvare og praksis. Cybernetisk analyse for aksjer og futures søker å gjenopprette balansen mellom beregningskraft og brukerferdighet, ifølge Ehlers. Kombinere nye indikatorer med testede systemer for å prognose aksje - og futuresmarkeder med kirurgisk presisjon, vil det føre systemene dine til nye nivåer av prediktiv nøyaktighet, handelseffektivitet og total lønnsomhet. NeuroShell Trader Professional og DayTrader-brukere kan ytterligere forbedre Ehlers arbeid ved å kombinere sine indikatorer med kraften i NeuroShell Traders optimizer for å produsere handelssystemer med en vinnende kant. Cybernetic Analysis-tillegget er tilgjengelig nå og koster 399 ved nedlasting av Internett. Selv om det er en hjelpefil med tillegget for å bistå med mekanikk, er tillegget en følgesvenn til boken, og teorien og bruken av indikatorene forklares bare i boken. Du bør ikke kjøpe tillegget uten å kjøpe boken, som ved denne skrivingen er nedsatt 32 til 54,37 på Amazon. Cybernetic Analysis-tillegget inneholder følgende indikatorer fra boken: Pris - returnerer gjennomsnittet av høye og lave verdier for linjen. Ehlers bruker denne verdien i de fleste av sine indikatorer når han refererer til en prisdatastrøm. Cyber1FisherTransform - Ehlers beskriver Fisher Transform som en matematisk prosess som konverterer et datasett til en med en Gaussisk Sannsynlighetsdensitetsfunksjon (PDF). Denne indikatoren er beskrevet i kapittel 1. Den kan kombineres med FisherTransformTrigger-indikatoren for å opprette et handelssystem. Cyber1FisherTransformTrigger - Indikatoren FisherTransformTrigger er opprettet ved å forsinke FisherTransform-indikatoren med en linje. FisherTransformTrigger-indikatoren kan kombineres med Fisher Transform-indikatoren for å opprette et handelssystem. Cyber3ITrend - Dette er Instantaneous Trendline-indikatoren som er beskrevet i kapittel 3. Ifølge Ehlers er det en god begynnelse å skape et responsivt trend-følgende system med en umiddelbar trendlinje med nulllag. Denne indikatoren kan brukes med Cyber3ITrendTrigger-indikatoren for å opprette et handelssystem. Cyber3ITrendTrigger - Dette er Instantaneous Trendline Trigger beskrevet i kapittel 3. Dette er en ledende indikator som er opprettet ved å legge til en to-dagers momentum i den øyeblikkelige trendlinjen til selve øyeblikkelig trendlinje. Denne indikatoren kan brukes med Cyber3ITrend-indikatoren for å opprette et handelssystem. For å inkludere en grenseverdi for ITrend crossover-tilstanden og ingen grense for nødutgangstilstanden som bruker RevPct (Omvendt Prosent), inneholder dette tillegget tre tilleggsindikatorer som ikke er inkludert i Ehlers-boken. Ehlers Trading Strategy er bygd inn i disse indikatorene: Cyber3TSLimit - Cyber3TSLimit brukes sammen med Cyber3TSPosition og Cyber ​​3TSSignal. Cyber3TSPosition - Cyber3TSPosition brukes sammen med Cyber3TSLimit og Cyber ​​3TSSignal. Cyber3TSSignal - Cyber3TSSignal brukes sammen med Cyber3TSPosition og Cyber ​​3TSLimit. Cyber4Cycle - Dette er Cyber ​​Cycle-indikatoren beskrevet i kapittel 4. Dette er en indikator som isolerer syklusene i data med ytterligere utjevning. Den kan brukes med Cyber4CycleTrigger-indikatoren for å opprette et handelssystem. Cyber4CycleTrigger - Dette er Cyber ​​Cycle Trigger-indikatoren beskrevet i kapittel 4. Triggerindikatoren er opprettet ved å forsinke Cyber ​​Cycle-indikatoren med en linje. Den kan brukes med Cyber4Cycle-indikatoren for å opprette et handelssystem. Cyber5CG - Dette er CG-oscillatorindikatoren som er beskrevet i kapittel 5. Ehlers beskriver denne glatte, nulllagsindikatoren som nyttig for å identifisere vendepunkter. Det kan kombineres med Cyber5CGTrigger-indikatoren for å skape et handelssystem. Cyber5CGTrigger - Dette er Center of Gravity Trigger (CG Trigger) oscillatorindikatoren beskrevet i kapittel 5. Triggerindikatoren er opprettet ved å forsinke gravitasjonsindikatoren med en linje. Det kan kombineres med Cyber5CG-indikatoren for å skape et handelssystem. Cyber6RVI - Dette er indikatoren Relative Vigor Index (RVI) som beskrevet i kapittel 6. Denne indikatoren måler opp - og nedstyrken på markedet normalisert til handelsområdet. Det kan kombineres med Cyber6RVITrigger for å skape et handelssystem. Cyber6RVITrigger - Dette er indikatoren Relative Vigor Index Trigger (RVI Trigger) som er beskrevet i kapittel 6. Trigger-indikatoren er opprettet ved å forsinke indikatoren Relative Vigor Index med en linje. Det kan kombineres med Cyber6RVI for å skape et handelssystem. Cyber8StochasticRSI - Dette er StochasticRSI-indikatoren som er beskrevet i kapittel 8. Denne indikatoren er et forhold mellom opp-priser i forhold til summen av opp - og nedpriser, og den stokastiske delen ser på høyder og nedturer i samme periode. Det kan kombineres med Cyber8StochasticRSITrigger indikatoren for å skape et handelssystem. Cyber8StochasticRSITrigger - Dette er StochasticRSI Trigger-indikatoren beskrevet i kapittel 8. Triggerindikatoren er opprettet ved å forsinke StochasticRSI-indikatoren med en linje. Det kan kombineres med Cyber8StochasticRSI indikatoren for å skape et handelssystem. Cyber8StochasticCycle - Dette er den stokastiske Cyber ​​Cycle-indikatoren som er beskrevet i kapittel 8. Den legger til den stokastiske komponenten for å undersøke høyder og nedturer til Cyber ​​Cycle-indikatoren fra kapittel 4. Den kan kombineres med Cyber8StochasticCycleTrigger-indikatoren for å opprette et handelssystem. Cyber8StochasticCycleTrigger - Dette er den stokastiske Cyber ​​Cycle Trigger-indikatoren som er beskrevet i kapittel 8. Triggerindikatoren er opprettet ved å forsinke StochasticCycle-indikatoren med en linje. Den kan kombineres med Cyber8StochasticCycle-indikatoren for å opprette et handelssystem. Cyber8 StochasticCG - Dette er den stokastiske senter for tyngdekraften (CG) som er beskrevet i kapittel 8. Den legger til den stokastiske komponenten for å undersøke høyder og nedturer til Gravity-indikatoren fra kapittel 5. Det kan kombineres med Cyber8StochasticCGTrigger-indikatoren for å skape et handelssystem. Cyber8StochasticCGTrigger - Dette er Stochastic Center of Gravity Trigger-indikatoren (CG Trigger) som er beskrevet i kapittel 8. Triggerindikatoren er opprettet ved å forsinke StochasticCG-indikatoren med en linje. Det kan kombineres med Cyber8StochasticCG indikatoren for å skape et handelssystem. Cyber8StochasticRVI - Dette er den stokastiske Relative Vigor Index (RVI) indikatoren beskrevet i kapittel 8. Den legger til den stokastiske komponenten for å undersøke høyder og nedturer til Relative Vigor Index fra kapittel 6. Det kan kombineres med Cyber8StochasticRVITrigger indikatoren for å skape en handel system. Cyber8StochasticRVITrigger - Dette er den Stochastic Relative Vigor Index Trigger-indikatoren (RVI Trigger) som er beskrevet i kapittel 8. Triggerindikatoren er opprettet ved å forsinke StochasticRVI-indikatoren med en linje. Den kan kombineres med Cyber8StochasticRVI indikatoren for å skape et handelssystem. Cyber8FisherCycle - Dette er Fisher Cyber ​​Cycle-indikatoren beskrevet i kapittel 8. Ehlers legger til Fisher Transform til Cyber ​​Cycle-indikatoren fra kapittel 4 for å produsere skarpere, bedre definerte inn - og utgangssignaler. Denne indikatoren kan kombineres med Cyber8FisherCycleTrigger-indikatoren for å opprette et handelssystem. Cyber8FisherCycleTrigger - Dette er Fisher Cyber ​​Cycle Trigger-indikatoren beskrevet i kapittel 8. Triggerindikatoren er opprettet ved å forsinke Fisher Cycle-indikatoren med en linje. Denne indikatoren kan kombineres med Cyber8FisherCycle-indikatoren for å opprette et handelssystem. Cyber8FisherCG - Dette er Fisher Stochastic CG-indikatoren beskrevet i kapittel 8. Ehlers legger til Fisher Transform til Gravity-indikatoren fra kapittel 5 for å produsere skarpere, bedre definerte inn - og utgangssignaler. Denne indikatoren kan kombineres med Cyber8FisherCGTrigger indikatoren for å opprette et handelssystem. Cyber8FisherCGTrigger - Dette er Fisher Stochastic CG Trigger-indikatoren beskrevet i kapittel 8. Triggerindikatoren er opprettet ved å forsinke Fisher Stochastic CG-indikatoren med en linje. Denne indikatoren kan kombineres med Cyber8FisherCG-indikatoren for å opprette et handelssystem. Cyber8FisherRVI - Dette er Fisher Stochastic Relative Vigor Index (Fisher RVI) indikatoren beskrevet i kapittel 8. Ehlers legger til Fisher Transform til Relative Vigor Index-indikatoren fra kapittel 6 for å produsere skarpere, bedre definerte inn - og utgangssignaler. Denne indikatoren kan kombineres med Cyber8FisherRVITrigger indikatoren for å opprette et handelssystem. Cyber8FisherRVITrigger - Dette er Fisher Stochastic Relative Vigor Index Trigger-indikatoren (Fisher RVI Trigger) som er beskrevet i kapittel 8. Triggerindikatoren er opprettet ved å forsinke Fisher Stochastic RVI-indikatoren med en linje. Denne indikatoren kan kombineres med Cyber8FisherRVI indikatoren for å opprette et handelssystem. Cyber9Period - Dette er Cycle Period-indikatoren beskrevet i kapittel 9. Den kan brukes til å måle Driftssyklusperioden. Cyber10AdaptiveCycle - Dette er Adaptive Cyber ​​Cycle-indikatoren beskrevet i kapittel 10. Denne indikatoren gjør at Cyber ​​Cycle-indikatoren fra kapittel 4 kan tilpasses den målte dominerende syklusperioden. Denne indikatoren kan kombineres med Cyber10AdaptiveCycleTrigger-indikatoren for å opprette et handelssystem. Cyber10AdaptiveCycleTrigger - Dette er Adaptive Cyber ​​Cycle-indikatoren som er beskrevet i kapittel 10. Utløserknappen indikatoren er opprettet ved å forsinke Adaptive Cyber ​​Cycle-indikatoren med en linje. Denne indikatoren kan kombineres med Cyber10AdaptiveCycle-indikatoren for å opprette et handelssystem. Cyber10AdaptiveCG - Dette er CG-indikatoren (Adaptive Center of Gravity) som er beskrevet i kapittel 10. Denne indikatoren gjør det mulig for indikatorcentralen i kapittel 5 å være adaptiv til den målte dominerende syklusperioden. Denne indikatoren kan kombineres med Cyber10AdaptiveCGTrigger indikatoren for å opprette et handelssystem. Cyber10AdaptiveCGTrigger - Dette er Adaptive Center of Gravity Trigger-indikatoren (Adaptive CG Trigger) som er beskrevet i kapittel 10. Trigger-indikatoren er opprettet ved å forsinke den adaptive CG-indikatoren med en linje. Denne indikatoren kan kombineres med Cyber10AdaptiveCG indikatoren for å opprette et handelssystem. Cyber10AdaptiveRVI - Dette er Adaptive Relative Vigor Index-indikatoren (Adaptive RVI) som er beskrevet i kapittel 10. Denne indikatoren gjør at Relative Vigor Index fra kapittel 6 kan tilpasses den målte dominerende syklusperioden. Denne indikatoren kan kombineres med indikatoren Cyber10AdaptiveRVITrigger for å opprette et handelssystem. Cyber10AdaptiveRVITrigger - Dette er Adaptive Relative Vigor Index Trigger-indikatoren (Adaptive RVI Trigger) som er beskrevet i kapittel 10. Trigger-indikatoren er opprettet ved å forsinke indikatoren Adaptive Relative Vigor Index med en linje. Denne indikatoren kan kombineres med Cyber10AdaptiveRVI indikatoren for å opprette et handelssystem. Cyber11Sine - Dette er Sinewave-indikatoren som er beskrevet i kapittel 11. Denne indikatoren kan brukes til å forutsi vendepunktet i markeds syklusene. Den er plottet som sinus av fasevinkelen til den dominerende syklusen. Den kan brukes sammen med Cyber11LeadSine-indikatoren for å opprette en handelsstrategi. Cyber11LeadSine - Denne LeadSine-indikatoren som er beskrevet i kapittel 11. Den er plottet som sinus av fasevinkelen til dominerende syklus pluss 45. Den kan brukes sammen med Cyber11Sine-indikatoren for å opprette en handelsstrategi. Cyber12Adaptive Momentum - Dette er den Smoothed Adaptive Momentum-indikatoren beskrevet i kapittel 12. Denne indikatoren måler den dominerende syklusperioden og bruker denne måling til å beregne en en-syklus-momentum. Cyber132PoleButterworth - Dette er Two Pole Butterworth-filteret beskrevet i kapittel 13. Ehlers introduserer Butterworth-filtre som bedre filtre enn eksponentielle glidende gjennomsnitt. Cyber133PoleButterworth - Dette er trepolet Butterworth-filteret beskrevet i kapittel 13. Sammenlignet med Two Pole Butterworth-filteret, øker dette skarpheten av filteravvisingen. Cyber132PoleSuperSmoother - Dette er Super Pooler med to poler som er beskrevet i kapittel 13. Dette filteret har mindre lag enn 2PoleButterworthFilter. Cyber133PoleSuperSmoother - Dette er den trepolige Super Smoother som er beskrevet i kapittel 13. Sammenlignet med Super Pole Super Pole, øker denne skarpheten av filteravvisingen. Cyber14LaguerreFilter - Dette er Laguerre-filteret beskrevet i kapittel 14. Ehlers beskriver dette filteret som en balanse mellom utjevning av signal og lag for å unngå whipsaw-handler. Cyber14LaguerreRSI - Dette er Laguerre Relative Strength Index (RSI) - indikatoren beskrevet i kapittel 14. Ehlers viser at du kan bruke Laguerre-filteret til kjente indikatorer. Cyber16NetLead - Dette er den ledende indikatoren som heter NetLead, beskrevet i kapittel 16. Denne indikatoren kombinerer en ledende indikator med et eksponentielt glidende gjennomsnitt for å vise når markedet er i en opptrend eller en nedtrend. CyberCycleInverseFisher - Dette er Inverse Fisher Transform-indikatoren beskrevet i Ehlers-artikkelen med samme navn som dukket opp i mai 2004-utgaven av Technical Analysis of STOCKS AND COMMODITIES magazine. Han beskriver denne indikatoren som en oscillator som produserer klare kjøp og salgssignaler. Følgende er NeuroShell Trader Eksempeldiagrammer som følger med Cybernetic Analysis-tillegget: Eksempel Kapittel 3 ITrend No Limit Dette diagrammet bygger en Trading Strategy basert på crossover av ITrend og ITrend Trigger-indikatorene fra kapittel 3. Eksempel Kapittel 3 ITrend Limit Intel Dette diagram bygger en Trading Strategy basert på crossover av ITrend og ITrend Trigger-indikatorene fra kapittel 3. Dette diagrammet inneholder en grenseverdi for crossover-tilstanden. Eksempel Kapittel 4 Cyber ​​Cycle Dette diagrammet bruker en crossover av en indikator som heter Signal for å generere handelssignaler. Eksempel Kapittel 4 Cyber ​​Cycle Opt HD Dette diagrammet bruker en crossover av en indikator med navnet Signal for å generere handelssignaler. Dette diagrammet er optimalisert på Home Depot (HD). Resultatene er forbedret fra det uoptimerte diagrammet kalt Kapittel 4 Cyber ​​Cycle. Eksempel Kapittel 4 Cyber ​​Cycle Opt Intel Dette diagrammet bruker en crossover av en indikator som heter Signal for å generere handelssignaler. Dette diagrammet er optimalisert på Intel og inneholder en evalueringsperiode på 6 måneder i Handelsstrategien. Eksempel Kapittel 4 Cyber ​​Cycle Opt Deere Dette diagrammet bruker en crossover av en indikator med navnet Signal for å generere handelssignaler. Dette diagrammet er optimalisert på Deere og inkluderer en evalueringsperiode på 6 måneder i Handelsstrategien. Eksempel Kapittel 10 Adaptiv RVI Dette diagrammet bygger en handelsstrategi ved å bruke en crossover av Adaptive RVI og Adaptive RVI Trigger. Dette er typisk for mange av handelsstrategiene Ehlers bygger med indikatorer beskrevet i boken. Eksempel Kapittel 10 Adaptiv RVI Opt Dette diagrammet bygger en Trading Strategy ved å bruke en crossover av Adaptive RVI og Adaptive RVI Trigger. Denne optimaliserte versjonen av kapittel 10 Adaptive RVI-diagrammet gir mer fortjeneste enn originalen. Eksempel Kapittel 12 Adaptiv trend Dette diagrammet bygger en handelsstrategi for den sveitsiske francen ved å bruke en kryssoverføring av Adaptive Momentum-indikatoren og 0. Eksempel Kapittel 12 Adaptive Trend Opt SF Dette diagrammet bygger en handelsstrategi for den sveitsiske franc ved å bruke en crossover av Adaptiv Momentum indikator. Dette diagrammet er optimalisert for å øke fortjenesten. Eksempel Kapittel 12 Adaptive Trend Multiple Stocks Opt Dette diagrammet bygger en handelsstrategi for flere aksjer ved å bruke en kryssoverføring av Adaptive Momentum-indikatoren. Dette diagrammet er optimalisert for å øke fortjenesten. Eksempel Kapittel 12 Adaptive Trend Opt Dell Dette diagrammet bygger en handelsstrategi for Dell ved å bruke en kryssoverføring av Adaptive Momentum-indikatoren. Dette diagrammet er optimalisert for å øke fortjenesten. For mer informasjon, se produkthåndboken for denne tilleggsmaskinen MESA91 - Mesa Software, Inc. John Ehlers har nok en gang brutt nytt grunnlag ved å anvende vitenskapelige metoder til markedsdata med utgivelsen av MESA91-indikatorene for NeuroShell Trader. MESA91-indikatorene måler om markedet er i syklus eller trending-modus og leverer presise handelssignaler for begge situasjoner. Den nye versjonen inneholder en adaptiv metode for å trekke ut den dominerende syklusen for hvert instrument og en EvenBetterSine-indikator som kan forutsi markedstendens på bare en halv periode av den dominerende syklusen. Hver indikator inneholder nå parametere for innstilling av laveste og høyeste periode i syklusen, og disse parametrene kan optimaliseres i NeuroShell Trader. Ehlers er en verdenskjent ekspert i å anvende vitenskapelige prinsipper og DSP (digital signalbehandling) teknologi til teknikken for teknisk handel. Ifølge Ehlers består en forenklet modell av markedet av kombinasjonen av en trend og en syklus. Siden syklusperioden er kjent, kan den fjernes fra dataene for å avsløre den underliggende trenden. Markedet er best omsatt ved bruk av oscillator-type indikatorer når det er i en syklusmodus og best omsettes ved å bruke bevegelige gjennomsnittstypeindikatorer når den er i trendmodus. MESA91-samlingen av indikatorer er ikke bare dynamisk justert av den dominerende syklusen, men avanserte DSP-teknikker brukes til å produsere lavforsinkede og ikke-kausal signaler i tide for å gi brukerne en handelsfordel. MESA91-tillegget er et fellesprosjekt mellom Mesa Software, Inc. og Ward Systems Group, Inc. Mesa utviklet teorien og programmeringen, og Ward Systems selger tillegget for bruk med NeuroShell Trader. MESA91 krever NeuroShell Trader release 6.3. Prisen er 499,00. MESA91 er like enkelt å bruke som noen av indikatorene som er innebygd i NeuroShell Trader. MESA91 Adaptiv CCI, RSI og Stokastisk MESA91AdaptiveCCI ligner på deres konvensjonelle indikatorer, bortsett fra at den er innstilt til den fullstendige MESA-målte dominerende syklusperioden. Det samme gjelder for MESA91 Adaptive RSI og Adaptive Stochastic-indikatorene som inngår i settet. MESA91 Bandpass MESA91Bandpass Indicator er et bandpassfilter som er innstilt på den MESA-målte dominerende syklusen. Amplituden er plottet for å reflektere den sykliske svingningen av inngangstidsseriene. MESA91Bandpass-filteret fjerner både lavfrekvente og høyfrekvente komponenter fra inngangstidsserien. Delta-parameteren er båndbredden til et bandpassfilter i forhold til - fraksjonen av den dominerende syklusen. Et mindre antall gir en smalere båndbredde for å eliminere eksterne sykluskomponenter, og et større antall gir en bredere båndbredde for å forbedre responsen til transienter. MESA91 BandStop MESA91BandStop Indikator fjerner Driftssyklus-komponenten fra tidsserien, samtidig som de beholder sykliske komponenter som er både lengre og kortere enn Driftssyklusen. MESA91 Detrend MESA91Detrend Indicator trekker en trendlinje fra tidsserien og viser forskjellen skalert til pluss og minus ett standardavvik fra den aktuelle trendlinjen. Denne skjermen muliggjør en enkel estimering når en svingtopp eller - dale er nådd og derfor en høyere sannsynlighet for reversering til gjennomsnittet. MESA91 dominerende syklus Denne indikatoren viser den MESA-målte dominerende syklusen. Den dominerende syklusen kan brukes til å dynamisk justere andre indikatorer for å opprettholde konsistens med endrede markedsforhold. MESA91 Sine and LeadSine Problemet med nesten alle indikatorer er at de er årsakssammenhengende. Det betyr at de er direkte avhengige av data for deres beregning. Som et resultat kan beregningen ikke oppnås før dataene kommer, og som et resultat er alle årsaksindikatorer forsinket. Lag er kanskje handelsmannens verste fiende, spesielt når man handler syklusmodus når det forventes relativt kortvarige oppføringer og utganger. MESA91 tilbyr en løsning på lagproblemet ved å tilby MESA91Sine og MESA91LeadSine-indikatorene. Markedet er sammenhengende i syklusmodus, noe som betyr at den dominerende syklusen har eksistert en kort stund i historien. Det antas videre at den dominerende syklusen vil fortsette i kort tid inn i fremtiden. Siden den dominerende syklusen er kjent, og dens fase kan beregnes, kan vi fremme tiden ved å fremme fasen av den koherente dominerende syklusen. MESA91LeadSine Indikatoren beregnes bare ved å fremme fasen av den dominerende syklusen med 45 grader. Dette skaper en indikator som produserer et krysssignal 18. en syklus foran dreiepunktet, angitt av MESA91Sine-indikatoren. For en 16 bar syklus oppstår krysset 2 barer foran sykliske vendepunkter - akkurat slik at du får en rettidig handel. MESA91Sine og MESA91LeadSine-indikatorene virker ikke så bra når markedet er i en trendmodus. MESA91 EvenBetterSine MESA91EvenBetterSince Indicator kan forutse markedsutviklingen, og det gjør det på bare en halv periode av den dominerende syklusen, sammenlignet med Sine-indikatoren, som krever en full dominerende syklus før den kan bestemme markedsutviklingen. Den opprinnelige Sine-indikatoren korrelerer en ren sinusbane med fasen av inngangssyklusen (eller dominerende syklus i MESA91) over en full syklusperiode. Dette fjerner helt hvilken som helst trendkomponent og gir bare syklusen iboende dataene. Ulempen med denne indikatoren er at noen ganger er den cykliske svingen så liten at de dominerende syklusdataene er uansvarlige. Dette gjelder spesielt når markedet er i en trend. På den annen side korrelerer EvenBetterSine dataene med en sinusbølge i løpet av en HALF periode av den dominerende syklusen. MESA91 Jevn MESA91Smooth er en adaptiv 2-polers jevnere filter som er innstilt til en brøkdel av den MESA-målte dominerende syklusen. Graden av utjevning er endret av mult-inngangsparameteren, som er brøkdelen av den dominerende syklusen som filteret er innstilt på. MESA91 SNR (signal til støyforhold) MESA91SNR måler signal-til-støyforholdet i prisdata i desibel. Støy er det gjennomsnittlige daglige prisklasse (High Low) tatt over perioden for MESA-målt dominerende syklus. Denne definisjonen er kanskje ikke helt sant, men den er nok som en kvalifikator for usikkerhet om intradagprisene. For formålet med denne indikatoren er Signal topp-til-topp amplitude av den dominerende syklusen. Når signalets bølgelamplitude er to ganger lydstyrken, har SNR en verdi på 6 dB. Dette forholdet er terskelen under hvilken det ikke er tilrådelig å svinge handel på grunnlag av sykluser. MESA91 TrendLine MESA91TrendLine er en adaptiv 2 Pole Super Smoother Filter som er innstilt på et multiplum av MESA-målt dominerende syklus, og sikrer at alle sykliske komponenter kortere enn den dominerende syklusen blir dempet. Dette resulterer i en indikasjon på trenden. Graden av forsinkelse som produseres av MESA91TrendLine-indikatoren styres av mult input-parameteren, som er flere av den dominerende syklusen som filteret er innstilt på. MESA91 TrendVigor MESA91TrendVigor Indikatoren måler hellingen av tidsseriene i perioden fra den dominerende syklusen som et forhold til topp-til-topp amplitude av den dominerende syklusen. Hvis forholdet er større enn ett, svinger opptrenden den dominerende syklusen, og det er ikke tilrådelig å bruke dominerende syklus for svinghandel. MESA91-indikatorsettet inneholder åtte eksempeldiagrammer som du kan undersøke inne i NeuroShell Trader. For mer informasjon, vennligst se produkthåndboken for denne tillegget. Kontaktinformasjon: For spørsmål om teorien bak MESACybernetic Indicators, vennligst kontakt: Mesa Software, Inc. John Ehlers PO Box 1801 Goleta, CA 93116 Voice: (805) 969-6478 Fax: (805) 969-1358 mesasoftware Produkt (er) : Adaptiv blanding av eksperter (AME) Noxa AME er en verdensklasset ekspertrådgiver som kan tilpasse seg ikke bare endrede markedsforhold, men endrer seg på den grunnleggende måten markedet fungerer på. Det er selvlært, og har bare en parameter å sette. Risikojusterte signaler for et bredt spekter av verdipapirer, utenlandsk og innenlandsk, Proxy-handel mulig ved timing av en indeks, Kjører i 100-trinns tilpasningsmodus. Neste generasjonsteknologi for nye markeder Noxa AME (Adaptive Mixture of Experts) er en ekspertrådgiver som kjører som tillegg til Ward System Groups NeuroShell Trader. Adaptiv: Markeder er ikke statiske. De er dynamiske og mottakelige for raske endringer, enda mer med tilstrømningen av High Frequency Trading. Adaptive strategier skal kunne tilpasses til ikke bare endrede markedsforhold, men endrer seg på den grunnleggende måten markedet fungerer på. Blanding: Blandinger kombinerer troen på flere ekspert algoritmer i en enkelt prediksjon. De har bedre prediktiv ytelse enn noen av deres individuelle eksperter. Eksperter: Det er mulig for prismønstre å utvikle seg med ulike utfall som de ofte kjører i motsetning til hverandre. Ofte er vi ganske ubrukelige når det gjelder å få mening av det hele. En mulig forklaring er at vi naturlig zoomer ut på mønstrene vi ikke har en god ide om detaljene. 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 S eries 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 patter ns 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. Technical Indicators The correct answer is: A) We must first link the 800,000 today to the period when the perpetuity payments will begin. I. Sure, daytime running lights and defensive driving classes can reduce rates. Everyone knows those factors these are the. If youre considering a new home, use these insider tips to ferret out its insurance risk before you buy. Parenting is hard enough without having to worry about flubbing up your familys financial plan. Here are 10 common mistakes. Things that are believed to raise insurance premium rates, rental car insurance, etc. Its the biggest purchase of your life - find out what can go wrong before you even close the deal. Here are ten ways to make sure you get the right home insurance coverage and compensation for your property. When youre shopping for a home, its important to understand how homes are priced so you can make a sound investment and. Protect your financial interests from floods, earthquakes, tsunamis, hail, hurricanes, tornadoes and lightning strikes. Den totale dollarverdien av alle selskapets utestående aksjer. Markedsverdien beregnes ved å multiplisere. Frexit kort for quotFrench exitquot er en fransk spinoff av begrepet Brexit, som dukket opp da Storbritannia stemte til. En ordre som er plassert hos en megler som kombinerer funksjonene til stoppordre med grensene. En stoppordre vil. En finansieringsrunde hvor investorer kjøper aksjer fra et selskap til lavere verdsettelse enn verdsettelsen plassert på. En økonomisk teori om total utgifter i økonomien og dens effekter på produksjon og inflasjon. Keynesian økonomi ble utviklet. En beholdning av en eiendel i en portefølje. En porteføljeinvestering er laget med forventning om å tjene en avkastning på den. This. CCI 8211 Application and examples This article will demonstrate a few of the ways the adaptive CCI can be used to trade. There are many chat rooms and web sites that deal with this one indicator. Most are derivative of the one main room that promotes using this single indicator. While this main room claims to have discovered certain pattern using the CCI, most of these patterns have been talked about for many years by other technical analysts, perhaps not using the CCI, but using another indicators triggering similar signals. Therefore, there is much information available to study regarding patterns on indicators. If you8217ve read the two preceding articles on the CCI you will understand the basic structure of the indicator and the need to have the proper input parameter. When I began using this indicator, mostly for trading intraday charts, I felt the main chat rooms were way off base in their understanding of this indicator for all the reason I described in the first two articles. My first attempt at improving the indicator was to plot several different parameters, such as 21 period, 34 period, 89 period, etc. I stuck with fibonacci numbers just to keep the choices manageable, not because I believed there was any special power to these numbers. I thought I could spot the cycle and its corresponding parameter and just trade that particular version. There is something to be said about keeping the parameter consistent. But after much testing I found I was more trusting of an adaptive technique where I only had to watch one CCI and let the computer estimate which cycle length was dominant. Another thing became clear, and that is: one indicator can8217t do everything. But too many indicators will cause confusion. There8217s a balance of what you can watch and react to. If you are a daytrader you need fewer indicators because you don8217t have time to over analyse. The trade will pass you by. If you are a position trader you have more time, but still too many indicators can cause analysis paralysis. And, you can always find some indicator that will give you the answer you want based on your bias. For now, I will focus on this one indicator, although I don8217t trade with just what I8217m going to present on these charts. Since this is an article on application of the CCI it would be confusing to show other indicators and then try to explain their useage at the same time. I will have an article in the future that puts all the elements together. But the following patterns are the basis of what I look for when I analyse a market using the CCI. There is much more to consider before a trade can be put on, such as overall trend direction, trend strength, etc. So please don8217t use these examples out of context. They do not represent a complete trading approach. The CCI that I use on a daily basis is a combination of the adaptive CCI along with smoothed version of the CCI, as described in the previous article. This is done to help smooth out the bumps so I can get a better picture of the pattern that is setting up. The adaptive CCI does filter out much of the noise, but the smoothed version filters out even more, with very minimal lag. I plot the smoothed version as a thick black line along with the histogram bars that change color depending on the trend. I usually plot the unsmoothed adaptive CCI as a thin blue line, although in some of these examples the unsmoothed line will be thicker yellow line to make it easier to see on the smaller charts. When Lambert created the CCI his idea was to trade excursions outside the one hundred lines. In actual testing in the early days, back in the early 808217s when the PC and trading software started appearing, the results of doing this were so bad that most technicians reversed the rules and started trading crosses back into the hundred lines. If only 20 of the prices would go beyond the hundred lines, it made sense to trade when the CCI crossed back inside where 80 of the prices were to occur. Of course they were using a static parameter in those days. If they could have extended the parameter as the cyclic component started to abate as it does when a trend appears, Lambert8217s original idea may have gained more of a following. The chart above is the smoothed adaptive CCI along with the thin blue line, which is the basic, unsmoothed adaptive CCI. The point of showing this chart is to demonstrate how, with the correct cycle and input parameter, the market will stay in a trend mode as long as the CCI is beyond the 100 line, as perscribed by Lambert. It didn8217t catch every tick out of the trend, but it did do a very good job. All divergences should be ignored as long as the CCI is over the 100 line in an uptrend, or below the 100 line in a downtrend. In this example I8217m sure there are many other methods, such as a simple moving average, that would have also kept you in this trend. In this case prices stayed over about one and a quarter standard deviations above the moving average that represented the cycle in play (meaning the 100 line represents about 1 SD). In this chart I changed the raw adaptive CCI color to yellow and made it thicker for clarity. The pattern inside the pink ellipse is a micro M pattern. I don8217t trade these types of momentum reversals if they are against the main trend, which I determine with other indicators. But for this example I8217ll assume that I did want to go short this market. If I just relyed on the basic adaptive CCI I may have gone short on the first downturn, or the left side of the M. I find it dangerous to go short on the unsmoothed CCI momentum reversal if the smoothed CCI is still trending up. On the second reversal, the right side of the M, the smoothed CCI turned down resulting in a much safer entry point. Here is another example but in the other direction. This would be a micro W on the unsmoothed adaptive CCI. When it finally turned up again on the right side, the smoothed version turned up as well, resulting in a much better and safer trade. Perhaps the best and safest trade is the first pullback. I first learned of this concept from Linda Raschke. She favored trading the first pullback after a trend appeared. She offers a few variations. Her grail trade is a pullback to a moving average. She trades bull flags with various triggers such as by using her 310 oscillator. This CCI trade is essentially the same type of trade. When the CCI bars, as defined by the smoothed adaptive CCI, have been on one side of the zero line and then the CCI goes to the other side of the zero line, one can enter on the first pullback to the zero line as momentum shifts back in the direction of the trade. In this example the bars turned green, then pulled back to the zero line, and then on the first CCI uptick a long trade can be entered. I use the smoothed line as the signal, but prefer to have the unsmoothed CCI line lead the way up. In this example they both turned on the same bar. In some cases the unsmoothed line will turn first, and the following bar will show the smoothed line turning. The zero line reject is somewhat different, as that will require, from the basic rules using a 14 period CCI, a high level of the CCI, usually over the 100 line, preceeding the pullback to the zero line. With the static 14 or 20 CCI you get many of these, and most result in losses. With the adaptive CCI it is common to have this setup, but without the need for the CCI to first have been at a high level. There are many continuation trades that do have the adaptive CCI coming from a high level, put in the case of the first pullback it is not required. Here is an example of a zero line reject that does have the adaptive CCI starting the descent to the zero line from a high level, in this case from between the 100 and 200 lines. The next pattern is simply three drives to a bottom. Sometimes it8217s three drives to a top. The best patterns seem to occur when the three CCI lows create a divergence with price. In the case of a bottom, three lower lows on price and three ascenending, or higher lows on the CCI. Sometimes the divergence is create with the first and third low and the middle low falling somewhere in between. In some chat room this concept is only traded when the second low is the lowest of the three, which would be a head and shoulder pattern. I find those to be less reliable in general. When I do see them I prefer to also use the detrended CCI as confirmation. Examples of this will follow. Here is an example of three drives to a top. Here I have the unsmoothed and smoothed adaptive CCI. The CCI is like a flat head and shoulders, while there are three very distinct impulses up. On the right side on the price bars, where I drew the horizontal blue line, you can see a slight attempt for the market to push back up, but the CCI was already heading to new recent lows. When the kink in the raw link turned back down in the direction of the smoothed line, the market made a nice move to the downside. Not all of these reversal trades work this nicely. Reversal patterns are the most unreliable and difficult to trade. It is always easier and safer to trade in the direction of the trend. The next pattern is the hook around the zero line. It has a different name in various chat rooms. I find it to be an excellent pattern. In this example the unsmoothed adaptive CCI is making the hook while the more stable smoothed adaptive CCI is trending in one direction. If find these especially powerful. Sometimes the smoothed adaptive CCI will be dominant in making the hook. Here is an example of the micro M top from near the extreme 200 line (the left ellipse). If one missed this entry, or passed on it because the trend was still up, the next chance to get in on the downside was a slight hook of the unsmoothed CCI near the zero line. I didn8217t highlight this as it was quite subtle. The more realistic trade was the first pullback, in this case a pullback up toward the zero line, which is highlighted with the ellipse on the right side of the chart. Here is a micro M and a zero line reject combination. There was also a kink in the unsmoothed adaptive CCI against the declining smoothed adaptive CCI. I don8217t often take these, but when I see them they can influence a continuation of a trade, or sometimes be part of another pattern. It is marked with the red down arrow. If I had taken the zero line reject and prices failed to move in the anticipated direction within a few bars, I might be tempted to exit the trade. However, when I see this kink in the unsmoothed CCI in the direction of the smoothed CCI, I will assume that the momentum will continue in my direction and that prices should follow. Sometimes there is a series of these zig zagging kinks against, and then with, the direction of the smoothed line. That probably signifies a choppy environment so I will go with the flow, but will keep my finger close to the mouse button. Here another example of the micro W, probably with divergence (but don8217t have prices up to be sure) and a hook around the 100 line, as denoted by the first up arrow. The second up arrow is another kink of the unsmoothed CCI in the direction of the smoothed CCI. Here are many of the previously discussed patterns. The left ellipse is a micro M, followed by a hook of the raw CCI around the zero line in the direction of the smoothed CCI (first red down arrow). Following is a near perfect zero line reject that triggered via the unsmoothed and smoothed CCI on the same bar (second red down arrow). Finally there is a micro W with divergence (the rightmost ellipse). Here8217s a chart of the smoothed only version of the adaptive CCI with prices. There was an up zero line reject to the left when the histogram was green. But more important was the first pullback after the trend had evidence of being down, as the histogram turned red. This is my favorite trade. Notice how prices made a halfway attempt at a rally before giving up and falling. The smoothed adaptive CCI caught the move nearly perfect. The following examples will display only the smoothed version of the adaptive CCI for clarity. I usually have the unsmoothed version on my charts, but it is displayed only as a faint blue line. Sometimes I prefer the simplicity of only having the smoothed version in my charts. Here is another example of a first pullback after the trend turned down. This one went a slight bit over the zero line. Nothing is perfect, but this is nearly perfect. Returning to the three drives pattern, I often will use the detrended smoothed adaptive CCI for confirmation. Notice on the leftmost three drive pattern that the CCI had a divergence pattern, but the lower subgraph, with the detrended CCI, shows a very clear higher level on each of the three drives. The bars turned positive long before the CCI. On the third drive I prefer to see the detrend stay in the green. In this case it went slightly negative, but was close enough to confirm the third drive. The three drive pattern on the right is a bit more perfect. The CCI formed more of a head and shoulders, but notice how the detrended CCI (bottom subgraph) had a very high level at point 1, much lower level at point 2, and had long been red and negative by point 3. The smoothed CCI did stay over the 100 level when this occurred, so I would have waited until the CCI returned to under the 100 line. Here8217s a first cross down, followed by a first cross up. The down signal didn8217t produce much price movement. You never know the extent of the move that will follow a signal. Sometimes that gives you a clue that the next signal in the opposite direction will work out better. In this case it did. Back to the detrend. Here are two examples of divergences with confirmation via the detrend. The sell divergence on the left side the detrend went just a hair to the positive before turning down, but was close enough. This isn8217t an exact thing. You have to allow for a little room, as long as the concept is there. On right side example the detrend stayed in the green for the buy confirmation. Here is a bear flag that broke to the downside. As a pure chart interpretation, just looking at the price bars, it might have been possible to see this in real time. It is always very clear after the chart is drawn, but while the pattern is developing it can be difficult to spot, especially if you are daytrading. The zero line reject made the pattern much easier to spot. The CCI only got about halfway to the zero line, but the reversal in momentum made this a valid trade. In the middle of the CCI was the three drive pattern I referred to earlier, where the divergence was between the first and third pivot, with the second pivot in between the two. Another reject occurred within this pattern, without much follow through in price. The three drive pattern was followed by a classic first pullback with a nice follow through in price. The left side of the CCI shows a first pullback, then in the middle is another first pullback to the upside, followed by a zero line reject. The reject went a bit below the zero line, but the trend of prices was clearly up. Rejects after the first pullback can be a little less reliable. They become more and more unreliable the more they occur within the same trend. There are other indicators to watch as a clue as to when it is getting late in the game. One method is the use of standard error bands that I discuss in another article. Here8217s another three drives pattern, this time with another head and shoulders on the smoothed adaptive CCI, with a confirming CCI detrend with three higher bottoms. It was followed by another first pullback, which is no surprise as they will often follow the three drives pattern. Here is an interesting pattern. The detrend CCI displays the head and shoulders formation with the right should break occuring right as the smoothed CCI is sitting on the extreme 200 line. I would only view this as a warning at this point. I don not go short if the smoothed CCI is still above the 100 line, and in this case it is at the 200 line showing extreme upside momentum, although overbought. When the smoothed CCI finally broke below the 100 line it was accompanyed by a reversal under the zero line by the detrended CCI. Price followed down shortly thereafter. The examples and ideas presented here are not meant as a trading system. An indicator just indicates the possibility, but there is no assurance that any of these patterns will result in a successful trade. You must do your own research and tabulate your own stats to gain confidence in your trading. I have been purposely vague in giving exact formulas and parameters. That is an area of research you need to do on your own charts, on the markets you trade, and for your own, personal trading style. My parameters and stats won8217t help your trading. It takes a lot of time and effort to put a trading plan together. I8217m hoping just to encourage and inspire some ideas for your own research and testing. 10 thoughts on ldquo CCI 8211 Application and examples rdquo James Roche says: Awesome stuff, Doug. Thank you for sharing. I8217ve been through the WCCI room, and it is amazing to see what I already know about the CCI spring to life with such increased clarity using your Adaptive and smoothed versions. Takk igjen.