Pair Trading in NeuroShell Trader with Advanced Indicator Set 3 – Crossing Pairs

[michael]

i got the fastest ram i could get , i think that has made a good difference. 32 gigs of at 3600 .

Zen 3 , waiting for the new chip at the end of the year. that cache will be great .

 

[michael]

Sorry about the very late reply , for some reason I am not receiving any messages.

Well regards the cloud, it has become so expensive, cheaper to buy a new setup.

I am going the Ryzen Zen3 , see how that goes. Hoping to bring the compute time down to 3-4 hours from 14 hours. Going for the faster RAM.

Hope starting of next year with the increase in Cache , this will speed it up.

[michael]

Yes, does not work with NSDT .

I run the Qlink in excel. Get the live data from Esignal in excel.

Then i use the put formulas to apply the model to live data .

I get the data and re train over night .

I would have thought Bowfort would have put something up if their software can link to NSDT in real time and using the IB feed.

 

 

[michael]

Thanks for that , I got it all to work by changing to a new folder that was directly on the desktop. Clean folder with only the XLS , CSV MD and Work file .

Made the name short and simple . Then it all worked.

That solution came from Marge and it worked first time.

Thanks for your help.

 

 

[michael]

=@FireModel(A2:E2, “C:\Users\Michael\Desktop\a la ceja 7 oct\high low test\hi lo 1000\ES 3 HI only model 1000g.md”,1)

Does anyone know what needs to be changed to get this to fire ???

I have tried in the input screen selecting F2 as the out put cell and also selecting Column F , tried removing the @ symbol, no luck. Tried changing the 1 at the end to 0 , nop.

[michael]

Hi Tovim , I have no idea , never tried that .

Only idea i have , could you put in the formula for the shape you want , say a circle,oval , ellipse , Could you make the radius be a function of the range ?

EG, if the range for the last 10 bars is 12 points . Now solve for what R would

equal a circle based on the current close as the center point.( origin)

That passes through the high and low for the last 10 bars , etc . something

that . I really have no idea of this method of charting/trading , but i can see how it would be really beneficial if you were trading box options. You could trade inside or outside the box.

[michael]

Just in case a friend told me to go into the Task Manager ,

Go through everything and look for some links or anything running in the back ground and force a close . Do a reboot . and still check Task Manager to make sure nothing in running in the back ground.

 

[michael]

Thanks Tovim , i sent a message to Marge , i was wondering there was something weird in excel , I used to love excel , not any more. The more changes they make the harder it is to find anything. MS only want their paid for 3rd party add-ins.

[michael]

There it is 3rd from the top .

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[michael]

Matheson2090@gmail.com

 

[michael]

Hi Tovim ,  Getting very messy ,

First i designed the inputs in excel , and then saved as a CSV to test in CH.

Now , i have redone all the calculations in NSDT , because i have the feed bringing live data there. Then i get all the data from NSDT in a CSV file .

Put that in the CH and retrain because some of the calculations are not exactly the same in NSDT as they are in excel.

As i have selected Choas Var as an input , ticked that box , set the starting value for for CH at 0 , Because i have the percentage change as the value i am looking for. Fluctuates around ZERO . Using R2 .

The seed number i am using is 823 .

The reason for using Data from NSDT is that it says if you have ChaosVar in your formula you have to start on EXACTLY the same bar . So i am using exactly the same data from NSDT in the CH , then back to the NSDT Trading strategy .

Using the CH Model as an indicator in the NSDT , by accessing it using the

External Library ,  Running it as an indicator to be able to see what it is predicting.  But remember to lock all the variables when you use it in the TS . If you want to have exactly the same result.

 

 

[michael]

Thanks Tovim , will have a look later this morning.

Bit frustrated trying to get my Chaos Hunter excel addin to work .

Been through the restarts etc , i can see it in the list in excel , but not running.

Driving me nuts . Trying to see if there is some trick in excel i have not activated.

 

[michael]

What I did was get the raw data , OHLC from NSDT Pro.

I then used this data in excel to create the input indicators that I wanted .

Then after testing in CH , and getting the results i wanted in scientific mode.

Then I had to rewrite all the indicators in NSDT to get the same inputs .

This is so that I am using exactly the same data in CH and NSDT .

Asit says if you are comparing apples and apples , and you have the ChaosVar input in your formula , you need to start on the exact same bar .

So now all the inputs are straight from NSDT , into a CSV file , then into Chaos Hunter , then save the model in the NSDT Template folder .

Open the original NSDT data model with the indicators. Then use the model

from CH and select all the correct inputs to match the CH inputs and remember

to lock all of the inputs .  When you open the external library, click on the button down the end , goto templates and select your model. Then when it inserts it  and you click next , you get the inputs  eg open = BLANK here , you need to click on the open in the list of inputs , match them all up . Then lock them to get the Model as it was in the CH , Also you need the NSDT PRO for that to work intraday ,

Then run it in a Trading Strategy .

CH MODEL > 0  FOR BUY

CH MODEL  < 0  FOR SELL.

 

[michael]

Hey Tovim , i have not looked at the August model yet ,

Plus i am in the scientific mode.

What parts of that were out of sample and what was in sample ?

 

[michael]

This Version 4 , using more if then in the limit section .

This closes the position if the model gets a buy or sell signal the other way round.

If it is long , and the first model changes to short , it will close at the Open 1 ,

You have to use lead open 1 to close out , if the market closes at say 3320.50

but the open is 3320.25 and you use the close and the mkt goes straight down , it will not be done , and the model will show the position as been open.

You will have to zoom in to look at the individual bars and see that the Take profits and Stop losses are in the right place and that they change .

Remember to lock the values that do not need to change , I think i unlocked the values for the sell model in the first chart . Sorry , but the other charts are locked.

So if anyone has a better system for entering bracket orders , please update the chart.

Regards

Michael.

 

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