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    Дополнения к NeuroShell Trader
    Новые возможности NeuroShell Trader 5

Дополнения к NeuroShell Trader

К списку дополнений

Cybernetic Analysis,Ward Systems Group, Inc.

John Ehlers и Ward Systems Group разработали дополнение Cybernetic Analysis на основе индикаторов, описанных в книге "Cybernetic Analysis for Stocks and Futures", написанной John Ehlers и опубликованной издательством John Wiley & Sons; (March 19, 2004), ISBN: 0471463078. В книге демонстрируются новые эффективные торговые техники, основанные на применении современных методов цифровой обработки сигналов к анализу финансовых временных рядов. По словам John Ehlers, "Эти методы доказали свою работоспособность на многих рынках, превосходя результативность коммерческих торговых систем, которые стоят сотни и даже тысячи долларов".



Модернизируя популярные торговые техники и используя вычислительную мощь современных компьютеров, доступную трейдерам, John Ehlers представляет:

  • Fisher Transform (преобразование Фишера)-приводит входные данные к гауссовому распределению вероятности, делая торговые сигналы более "четкими".
  • The Relative Vigor Index-чувствительный осциллятор, в котором движение нормируется на торговый диапазон бара.
  • Improved Hilbert Transform-чувствительный метод для точного измерения рыночных циклов.
  • The Sinewave Indicator--non-causal фильтр, который выдает сигналы входа и выхода с точностью 1/16 от периода цикла, в отличии от поворотных точек. The Laguerre Transform-новый инструмент для решения проблемы "сглаживания против лагов" более эффективно и создания хороших сглаживающих фильтров:
    • Super Smoothing Filters-дает большее сглаживание с меньшими лагами;
    • Simple Moving Average Computations-два новых способа вычислять скользящее среднее;




Достижения компьютерных технологий за последние два десятилетия в целом опередили развитие торгового ПО и практики. "Cybernetic Analysis for Stocks and Futures" пытается восстановить баланс между доступной вычислительной мощью и реальными возможностями пользователя.", говорит Ehlers. "Грамотное комбинирование новых индикаторов с проверенными системами для прогнозирования рынков акций и фьючерсов приведет ваши системы к новому уровню предиктивной точности, торговой эффективности и общей прибыльности.". Пользователи NeuroShell Trader Professional и DayTrader могут улучшить результаты, полученные John Ehlers, комбинируя его индикаторы с мощью генетического оптимизатора NeuroShell Trader Professional, и получить более совершенные торговые системы.



Хотя с дополнением идет файл справки, который кратко описывает реализованные механизмы, мы настоятельно рекомендуем приобретать его совместно с книгой, в которой подробно описана теория и методики использования.



Дополнение Cybernetic Analysis содержит следующие индикаторы из книги:
  • Price - Возвращает среднее между значениями high и low для текущей свечки. Ehlers использует это значение в большинстве своих индикаторов, когда ссылается на поток цен.
  • Cyber1_FisherTransform - Ehlers' describes the Fisher Transform as a mathematical process that converts a data set to one with a Gaussian Probability Density Function (PDF). This indicator is described in Chapter 1. It may be combined with the FisherTransformTrigger indicator to create a trading system.
  • Cyber1_FisherTransformTrigger - The FisherTransformTrigger indicator is created by delaying the FisherTransform indicator by one bar. The FisherTransformTrigger indicator may be combined with the Fisher Transform indicator to create a trading system.
  • Cyber3_ITrend - This is the Instantaneous Trendline indicator described in Chapter 3. According to Ehlers, "having an Instantaneous Trendline with zero lag is a good beginning to generate a responsive trend-following system." This indicator may be used with the Cyber3_ITrendTrigger indicator to create a trading system.
  • Cyber3_ITrendTrigger - This is the Instantaneous Trendline Trigger described in Chapter 3. This is a leading indicator that is created by adding a two-day momentum of the Instantaneous Trendline to the Instantaneous Trendline itself. This indicator may be used with the Cyber3_ITrend indicator to create a trading system.
  • In order to incorporate a limit price for the ITrend crossover condition and no limit for the emergency exit condition which uses the RevPct (Reverse Percentage), this add-on contains three additional indicators not included in Ehlers' book.
    Ehlers' Trading Strategy is built into these indicators:
  • Cyber3TSLimit - Cyber3TSLimit is used in conjunction with Cyber3TSPosition and Cyber 3TSSignal. Cyber3TSPosition - Cyber3TSPosition is used in conjunction with Cyber3TSLimit and Cyber 3TSSignal.
  • Cyber3TSSignal - Cyber3TSSignal is used in conjunction with Cyber3TSPosition and Cyber 3TSLimit.
  • Cyber4_Cycle - This is the Cyber Cycle indicator described in Chapter 4. This is an indicator that isolates the cycles in data with additional smoothing. It may be used with the Cyber4_CycleTrigger indicator to create a trading system.
  • Cyber4_CycleTrigger - This is the Cyber Cycle Trigger indicator described in Chapter 4. The Trigger indicator is created by delaying the Cyber Cycle indicator by one bar. It may be used with the Cyber4_Cycle indicator to create a trading system.
  • Cyber5_CG - This is the Center of Gravity (CG) oscillator indicator described in Chapter 5. Ehlers describes this smoothed, zero lag indicator as useful for identifying turning points. It may be combined with the Cyber5_CGTrigger indicator to create a trading system.
  • Cyber5_CGTrigger - This is the Center of Gravity Trigger (CG Trigger) oscillator indicator described in Chapter 5. The Trigger indicator is created by delaying the Center of Gravity indicator by one bar. It may be combined with the Cyber5_CG indicator to create a trading system.
  • Cyber6_RVI - This is the Relative Vigor Index (RVI) indicator described in Chapter 6. This indicator measures the up and down strength of the market normalized to the trading range. It may be combined with the Cyber6_RVITrigger to create a trading system.
  • Cyber6_RVITrigger - This is the Relative Vigor Index Trigger (RVI Trigger) indicator described in Chapter 6. The Trigger indicator is created by delaying the Relative Vigor Index indicator by one bar. It may be combined with the Cyber6_RVI to create a trading system.
  • Cyber8_StochasticRSI - This is the StochasticRSI indicator described in Chapter 8. This indicator is a ratio of up prices compared to the sum of up and down prices, and the stochastic portion looks at the highs and lows over the same period. It may be combined with the Cyber8_StochasticRSITrigger indicator to create a trading system.
  • Cyber8_StochasticRSITrigger - This is the StochasticRSI Trigger indicator described in Chapter 8. The Trigger indicator is created by delaying the StochasticRSI indicator by one bar. It may be combined with the Cyber8_StochasticRSI indicator to create a trading system.
  • Cyber8_StochasticCycle - This is the Stochastic Cyber Cycle indicator described in Chapter 8. It adds the stochastic component of examining the highs and lows to the Cyber Cycle indicator from Chapter 4. It may be combined with the Cyber8_StochasticCycleTrigger indicator to create a trading system.
  • Cyber8_StochasticCycleTrigger - This is the Stochastic Cyber Cycle Trigger indicator described in Chapter 8. The Trigger indicator is created by delaying the StochasticCycle indicator by one bar. It may be combined with the Cyber8_StochasticCycle indicator to create a trading system.
  • Cyber8_ StochasticCG - This is the Stochastic Center of Gravity (CG) indicator described in Chapter 8. It adds the stochastic component of examining the highs and lows to the Center of Gravity indicator from Chapter 5. It may be combined with the Cyber8_StochasticCGTrigger indicator to create a trading system.
  • Cyber8_StochasticCGTrigger - This is the Stochastic Center of Gravity Trigger (CG Trigger) indicator described in Chapter 8. The Trigger indicator is created by delaying the StochasticCG indicator by one bar. It may be combined with the Cyber8_StochasticCG indicator to create a trading system.
  • Cyber8_StochasticRVI - This is the Stochastic Relative Vigor Index (RVI) indicator described in Chapter 8. It adds the stochastic component of examining the highs and lows to the Relative Vigor Index from Chapter 6. It may be combined with the Cyber8_StochasticRVITrigger indicator to create a trading system.
  • Cyber8_StochasticRVITrigger - This is the Stochastic Relative Vigor Index Trigger (RVI Trigger) indicator described in Chapter 8. The Trigger indicator is created by delaying the StochasticRVI indicator by one bar. It may be combined with the Cyber8_StochasticRVI indicator to create a trading system.
  • Cyber8_FisherCycle - This is the Fisher Cyber Cycle indicator described in Chapter 8. Ehlers adds the Fisher Transform to the Cyber Cycle indicator from Chapter 4 to produce sharper, better defined entry and exit signals. This indicator may be combined with the Cyber8_FisherCycleTrigger indicator to create a trading system.
  • Cyber8_FisherCycleTrigger - This is the Fisher Cyber Cycle Trigger indicator described in Chapter 8. The Trigger indicator is created by delaying the Fisher Cycle indicator by one bar. This indicator may be combined with the Cyber8_FisherCycle indicator to create a trading system.
  • Cyber8_FisherCG - This is the Fisher Stochastic CG indicator described in Chapter 8. Ehlers adds the Fisher Transform to the Center of Gravity indicator from Chapter 5 to produce sharper, better defined entry and exit signals. This indicator may be combined with the Cyber8_FisherCGTrigger indicator to create a trading system.
  • Cyber8_FisherCGTrigger - This is the Fisher Stochastic CG Trigger indicator described in Chapter 8. The Trigger indicator is created by delaying the Fisher Stochastic CG indicator by one bar. This indicator may be combined with the Cyber8_FisherCG indicator to create a trading system.
  • Cyber8_FisherRVI - This is the Fisher Stochastic Relative Vigor Index (Fisher RVI) indicator described in Chapter 8. Ehlers adds the Fisher Transform to the Relative Vigor Index indicator from Chapter 6 to produce sharper, better defined entry and exit signals. This indicator may be combined with the Cyber8_FisherRVITrigger indicator to create a trading system.
  • Cyber8_FisherRVITrigger - This is the Fisher Stochastic Relative Vigor Index Trigger (Fisher RVI Trigger) indicator described in Chapter 8. The Trigger indicator is created by delaying the Fisher Stochastic RVI indicator by one bar. This indicator may be combined with the Cyber8_FisherRVI indicator to create a trading system.
  • Cyber9_Period - This is the Cycle Period indicator described in Chapter 9. It may be used to measure the Dominant Cycle period.
  • Cyber10_AdaptiveCycle - This is the Adaptive Cyber Cycle indicator described in Chapter 10. This indicator enables the Cyber Cycle indicator from Chapter 4 to be adaptive to the measured Dominant Cycle period. This indicator may be combined with the Cyber10_AdaptiveCycleTrigger indicator to create a trading system.
  • Cyber10_AdaptiveCycleTrigger - This is the Adaptive Cyber Cycle indicator described in Chapter 10. The Trigger indicator is created by delaying the Adaptive Cyber Cycle indicator by one bar. This indicator may be combined with the Cyber10_AdaptiveCycle indicator to create a trading system.
  • Cyber10_AdaptiveCG - This is the Adaptive Center of Gravity (CG) indicator described in Chapter 10. This indicator enables the Center of Gravity indicator from Chapter 5 to be adaptive to the measured Dominant Cycle period. This indicator may be combined with the Cyber10_AdaptiveCGTrigger indicator to create a trading system.
  • Cyber10_AdaptiveCGTrigger - This is the Adaptive Center of Gravity Trigger (Adaptive CG Trigger) indicator described in Chapter 10. The Trigger indicator is created by delaying the Adaptive CG indicator by one bar. This indicator may be combined with the Cyber10_AdaptiveCG indicator to create a trading system.
  • Cyber10_AdaptiveRVI - This is the Adaptive Relative Vigor Index (Adaptive RVI) indicator described in Chapter 10. This indicator enables the Relative Vigor Index from Chapter 6 to be adaptive to the measured Dominant Cycle period. This indicator may be combined with the Cyber10_AdaptiveRVITrigger indicator to create a trading system.
  • Cyber10_AdaptiveRVITrigger - This is the Adaptive Relative Vigor Index Trigger (Adaptive RVI Trigger) indicator described in Chapter 10. The Trigger indicator is created by delaying the Adaptive Relative Vigor Index indicator by one bar. This indicator may be combined with the Cyber10_AdaptiveRVI indicator to create a trading system.
  • Cyber11_Sine - This is the Sinewave indicator described in Chapter 11. This indicator may be used to predict the turning point of market cycles. It is plotted as the sine of the phase angle of the Dominant Cycle. It may be used in conjunction with the Cyber11_LeadSine indicator to create a Trading Strategy.
  • Cyber11_LeadSine - This the LeadSine indicator described in Chapter 11. It is plotted as the sine of the phase angle of the Dominant Cycle plus 45°. It may be used on conjunction with the Cyber11_Sine indicator to create a Trading Strategy.
  • Cyber12_Adaptive Momentum - This is the Smoothed Adaptive Momentum indicator described in Chapter 12. This indicator measures the Dominant Cycle period and uses that measurement to compute a one-cycle momentum.
  • Cyber13_2PoleButterworth - This is the Two Pole Butterworth Filter described in Chapter 13. Ehlers introduces Butterworth filters as better filters than exponential moving averages.
  • Cyber13_3PoleButterworth - This is the Three Pole Butterworth Filter described in Chapter 13. Compared to the Two Pole Butterworth Filter, this one increases the sharpness of the filter rejection.
  • Cyber13_2PoleSuperSmoother - This is the Two Pole Super Smoother described in Chapter 13. This filter has less lag than the 2PoleButterworthFilter.
  • Cyber13_3PoleSuperSmoother - This is the Three Pole Super Smoother described in Chapter 13. Compared to the Two Pole Super Smoother, this one increases the sharpness of the filter rejection.
  • Cyber14_LaguerreFilter - This is the Laguerre Filter described in Chapter 14. Ehlers describes this filter as a balance between smoothing a signal and lag in order to avoid whipsaw trades.
  • Cyber14_LaguerreRSI - This is the Laguerre Relative Strength Index (RSI) Indicator described in Chapter 14. Ehlers shows that you can apply the Laguerre Filter to familiar indicators.
  • Cyber16_NetLead - This is the leading indicator called NetLead described in Chapter 16. This indicator combines a leading indicator with an exponential moving average to show when the market is in an uptrend or a downtrend.
  • CyberCycleInverseFisher - This is the Inverse Fisher Transform indicator described in the Ehlers' article of the same name that appeared in the May 2004 issue of Technical Analysis of STOCKS AND COMMODITIES magazine. He describes this indicator as an oscillator that produces clear buy and sell signals.
  • Также дополнение содержит следующие примеры использования этих индикаторов в NeuroShell Trader:
  • Example Chapter 3 ITrend No Limit This chart builds a Trading Strategy based on the crossover of the ITrend and ITrend Trigger indicators from Chapter 3.
  • Example Chapter 3 ITrend Limit Intel This chart builds a Trading Strategy based on the crossover of the ITrend and ITrend Trigger indicators from Chapter 3. This chart incorporates a limit price for the crossover condition.
  • Example Chapter 4 Cyber Cycle This chart uses a crossover of an indicator named Signal to generate trading signals.
  • Example Chapter 4 Cyber Cycle Opt HD This chart uses a crossover of an indicator named Signal to generate trading signals. This chart is optimized on Home Depot (HD). Results are improved from the unoptimized chart named Chapter 4 Cyber Cycle.
  • Example Chapter 4 Cyber Cycle Opt Intel This chart uses a crossover of an indicator named Signal to generate trading signals. This chart is optimized on Intel and includes an evaluation period of 6 months in the Trading Strategy.
  • Example Chapter 4 Cyber Cycle Opt Deere This chart uses a crossover of an indicator named Signal to generate trading signals. This chart is optimized on Deere and includes an evaluation period of 6 months in the Trading Strategy.
  • Example Chapter 10 Adaptive RVI This chart builds a Trading Strategy by using a crossover of the Adaptive RVI and Adaptive RVI Trigger. This is typical of many of the Trading Strategies Ehlers builds with indicators described in the book.
  • Example Chapter 10 Adaptive RVI Opt This chart builds a Trading Strategy by using a crossover of the Adaptive RVI and Adaptive RVI Trigger. This optimized version of the Chapter 10 Adaptive RVI chart produces more profit than the original.
  • Example Chapter 12 Adaptive Trend This chart builds a Trading Strategy for the Swiss Franc by using a crossover of the Adaptive Momentum indicator and 0.
  • Example Chapter 12 Adaptive Trend Opt SF This chart builds a Trading Strategy for the Swiss Franc by using a crossover of the Adaptive Momentum indicator. This chart is optimized to increate profit.
  • Example Chapter 12 Adaptive Trend Multiple Stocks Opt This chart builds a Trading Strategy for the multiple stocks by using a crossover of the Adaptive Momentum indicator. This chart is optimized to increase profit.
  • Example Chapter 12 Adaptive Trend Opt Dell This chart builds a Trading Strategy for Dell by using a crossover of the Adaptive Momentum indicator. This chart is optimized to increase profit.
  • Это дополнение также содержит дополнительные шаблоны торговых стратегий для NeuroShell Trader.


        Обзор возможностей
        Продукты семейства NeuroShell Trader
        Индикаторы
        Прогнозы
        Торговые стратегии
        Готовые торговые системы
        Источники данных
        Дополнения к NeuroShell Trader
        Примеры
        Новые возможности NeuroShell Trader 5

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