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

[Nate]

Let’s pump some life into this thread … could be agood one!

[Nate]

SystemBldr,

Aside from the old Ward.net forum and the original Ward forum, there isn’t much in the way of interaction and information sharing.  The old forums contain some really insightful dialog between the late Steve Ward and various other participants.  There is a PDF of the “Old Forum” floating around which is great to refer back to from time-to-time (too large to post 8.85 MB).

This new forum is a great location to fire-up some sharing, etc.

Regards,

Nate

[Nate]

All,

Does anyone have a method to read your “Template” folder outside of the NSDT directory location?  I have NSDT installed on two PC’s and would like to be able to read my indicator(s) from a folder that I can access between both computers.

I am consistently building new DLL’s and I struggle to keep my folders in sync.

Any feedback would be much appreciated!

Thanks in advance!

Nate

[Nate]

Hey Stu,

I typically use the Finviz web application to profile tickers based on the late Steve Ward’s words of wisdom “Pick an instrument that is rising and falling because of trading, not fundamental factors, if you want to try to predict with technical indicators.”

I use the following filtering variables to achieve an expanded ticker-list:

<p style=”margin: 0in; font-family: Calibri; font-size: 11.0pt;”>Item</p>	<p style=”margin: 0in; font-family: Calibri; font-size: 11.0pt;”>Type</p>	<p style=”margin: 0in; font-family: Calibri; font-size: 11.0pt;”>Value</p>	<p style=”margin: 0in; font-family: Calibri; font-size: 11.0pt;”>Notes</p>
<p style=”margin: 0in; font-family: Calibri; font-size: 11.0pt;”>Beta</p>	<p style=”margin: 0in; font-family: Calibri; font-size: 11.0pt;”>Technical</p>	<p style=”margin: 0in; font-family: Calibri; font-size: 11.0pt;”>< 1</p>	<p style=”margin: 0in; font-family: Calibri; font-size: 11.0pt;”>Uncorrelated with market</p>
<p style=”margin: 0in; font-family: Calibri; font-size: 11.0pt;”>Price</p>	<p style=”margin: 0in; font-family: Calibri; font-size: 11.0pt;”>Descriptive</p>	<p style=”margin: 0in; font-family: Calibri; font-size: 11.0pt;”>> $10</p>	<p style=”margin: 0in; font-family: Calibri; font-size: 11.0pt;”>Avoid Penny Stocks</p>
<p style=”margin: 0in; font-family: Calibri; font-size: 11.0pt;”>Volatility (mo)</p>	<p style=”margin: 0in; font-family: Calibri; font-size: 11.0pt;”>Technical</p>	<p style=”margin: 0in; font-family: Calibri; font-size: 11.0pt;”>> 2%</p>	<p style=”margin: 0in; font-family: Calibri; font-size: 11.0pt;”>Indicates consistent movement</p>
<p style=”margin: 0in; font-family: Calibri; font-size: 11.0pt;”>Market Cap</p>	<p style=”margin: 0in; font-family: Calibri; font-size: 11.0pt;”>Descriptive</p>	<p style=”margin: 0in; font-family: Calibri; font-size: 11.0pt;”>> $50m</p>	<p style=”margin: 0in; font-family: Calibri; font-size: 11.0pt;”>Micro size company or bigger</p>

Regards,

Nate

[Nate]

Arnaud Legoux Moving Average (ALMA)

I have spent some time over the last couple of days analyzing some smoothing indicators (Moving Averages), and stumbled across some discussion regarding the ALMA indicator.  This is one of the newest additions (2009) to the the moving average family and shows some really good characteristics.

I noticed that there was an ALMA filter already within my template file, however it’s performance is far different than the one that I coded.

In an effort to visualize the performance of the indicator, attached you will find a chart export from Neuroshell.

The charting is broken down into two views:

• Performance for artificial impulse (20 per, .5 amplitude)
• Performance for EOD stock ticker

Also attached is a ZIP file containing the compiled indicator DLL, BAS file, CHT file and TPL files.

As a final note, I also attached the Original document describing the development of the ALMA indicator.

Regards,

Nate

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[Nate]

As promised, please find attached the ZIP file containing the aforementioned indicators.

Regards,

Nate

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[Nate]

Michael,

• Can you please provide more detail regarding the Chaoshunter configuration?
• Are you simply providing raw OHLC data as inputs or are you using processed/indicator data from another application such as NSDT?
• What are the quantity of trades and or direction observations?
• What is the out of sample performance?

Nate

[Nate]

I tried posting multiple types of files (ZIP, 7z, Cht, Dll ,etc) and had no luck in this process. It reports Upload Errors as shown in the attached screen shot.

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[Nate]

AS a follow-up to the prior post, attached is a Zip file containing the following items:
– Example NSDT Cht File
– Compiled DLL

***
I tried to post these files, however had to edit with this note given the forum appears to restrict posting certain file types. I have submitted a request to customer support and will post as soon as I get a response
***

Nate

[Nate]

I agree, it would be very beneficial to have a seminar (either in-person or via web-conference). Based on feedback from prior seminars, advanced user input is key. I haven’t seen much interaction from some of the prior NSDT trading legends lately, but input from the likes of Ted Achacosa, Mark Simpson, Philippe Lonjoux, etc. would be very beneficial.