Building trading models in ChaosHunter requires a certain mind shift if you’re used to building models in NeuroShell Trader.  For one thing, you’re not predicting anything and that affects your choice of an output in ChaosHunter.  In ChaosHunter, the output for a trading model is the price time series on which trades will be made.  So, for example, you can’t use the percent change in open as the output in a ChaosHunter trading model because you can’t buy and sell on a percent change.

Another important distinction is that ChaosHunter presumes the trade will be made on the next bar’s open if you select open as the output.  If you want the model to fill on the open 5 bars into the future, you’ll have to include another column in your data file that represents the open 5 bars into the future.  You can easily manipulate a price data file in a program such as Excel simply by copying the open column and then shifting the cells 5 rows up.  Remove the cells at the end that don’t have an output value or include those rows in the “out-of-sample” period.

Technical Indicators from Data Files

If you export your data from a program such as the NeuroShell Trader, it will be easy to include some technical indicators in your data file.  However, Indicators imported from data files will be treated as VALUES rather than as indicators with parameters that may be optimized.  For example, if you’re working with the Relative Strength Indicator(RSI), ChaosHunter will look at the value for the RSI rather than trying to find different values for the number of periods used to calculate the RSI in order to make the most profit.  If that is what you want, you should use the technical indicators included in ChaosHunter.

Technical Indicators Created in ChaosHunter

The ChaosHunter Formula tab includes a list of technical indicators that may be applied to price data streams included in your data file.   Click on the check box beside any of the technical indicators that you want to be considered for use in your formula.  If you select any technical indicator, you must also choose a time series that the indicator may use for calculations.  Available time series from your data file are listed on the left side of the Formula tab.  You may select several and ChaosHunter will determine which one(s) will be included in the final formula.

Unlike the NeuroShell Trader, there is no need to set an optimization range for the indicators.  That is taken care of automatically in ChaosHunter.

If you are using technical indicators from inside of ChaosHunter, it is suggested that you DO NOT  select any of the time series such as open, high, low, close, or volume on the Inputs tab.