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Dennis Meyers
Working Papers

Noise Channel Breakout Short Term & Intraday Systems I & II

The basic channel system goes long on a move above the highest high of the last n bars and goes short on a move below the lowest low of the last m bars (m not equal to n). In addition when short, and when calculating the highest high price(hhp), the hhp can only stay the same or go lower than its most recent value. The hhp cannot go higher as previous highs are dropped out of the lookback window. The opposite pertains to the lowest low of the last m bars. Daily and intraday price action have a high noise content. What this means is that there are many random price movements that look like they are significant but turn out to be false alarms. Without some kind of filter, the losses created by the channel buy and sells signals generated by the random price movements could completely overwhelm the system. In order to help eliminate such random price movement, a noise filter is added to the channel breakout system.

My working papers on the Noise Channel Breakout System I and II can be found on the papers Page

Product Description

All systems are orientated to short term trading in all bar ranges from 1 tic, to 1 min bars to daily bars. These systems can even be used on P&F charts. All of the systems have been walk forward tested either on daily data or intraday data.

For TradeStation, all of the system and indicator codes are directly importable into TradeStation TS2000i, TS8 and are fully disclosed. There are no locks of any kind on the EasyLanguage source code. The Input parameters to the various systems and indicators are changeable and optimizable so that the user can experiment with his own parameter set. Although the system results will give parameters for the intraday and daily futures that the system was tested on, the user can easily use these systems on any tradable or on any time frame.

For NeuroShell Trader/DayTrader Pro, all of the Trading Strategies and Indicators are directly importable into NeuroShell via a special setup exe file and are fully disclosed in the Indicator wizard "MA_KeyTrSys" category and in the Trading Strategy Wizard "MA_KeyTrSys" directory. The Input parameters to the various systems and indicators are changeable and optimizable so that the user can experiment with his own parameter set. Although the system results will give parameters for the intraday and daily futures that the system was tested on, the user can easily use these systems on any tradable or on any time frame.

The 100+ page manual consists of:

  • A short tutorial on the details of performing walk forward optimization with out-of-sample testing using TradeStation and how I look for the "best" parameters in a TS combinatorial optimization run(available in the TS Manual only).
  • A complete description of each system, it's derivation and it's input parameters.
  • The walk forward optimization method used and a table of the walk forward results for each system.
  • The input parameter test ranges
  • A chart printout with the Strategy & it's associated Indicator with all the system buy and sell signals displayed on the chart.
  • Performance Summaries for the test period and the out-of sample period segments.

In addition each system has it's exact duplicate in indicator form which is displayable on the price chart so that the user can visually see how the buy and sell signals occur.

For TradeStation, The Noise Channel Breakout Systems I & II are two of the 9 systems included in the  Key Daily & Intraday Trading Systems package.. The Key Daily & Intraday Trading Systems package is being offered through Meyers Analytics L.L.C. for $395 plus shipping if not by email. Shipping via Email consists of the Manual in Adobe PDF format, ELS/ELD file and DLL file.

For NeuroShell, The Noise Channel Breakout Systems I & II are two of the 9 systems included in the  Key Daily &Intraday Trading Systems package.. The Key Daily &Intraday Trading Systems package is being offered through Meyers Analytics L.L.C. for $395 plus shipping if not by email. Shipping via Email consists of a zip file containing the Manual in Adobe PDF format and the MA-KeyTrSysSetup.exe setup file.

How To Order
To order online click Order Online. If you would like to talk to me about the product, please call me at (312) 280-1687 M-F 12pm to 5pm CST. All E-mail queries can be sent to support@meyersanalytics.com.

Thank you for your Interest....Dennis Meyers



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