Setting the Parameters

Top  Previous  Next



AME is as easy to set as setting up a Moving Average

There is only one parameter to set, the Window parameter. The other two entries are just flags. You can read more about setting these flags in the Quick-Start tutorials section.


Noxa AME-Expert( Input series, Window, Output Flag, Negative Flag )




Input Series

OHLC, Adjusted Close

Default = Close

Input series


2 ~ 150 bars

Default = 50

Rolling time period for the Sharpe ratio calculation

Output Flag

0 or 1

Default = 1

Setting this flag will cause the Advisor to display either the buy/sell signals or the Equity Curve:

0: Equity Curve

1: buy/sell signals

Negative Flag

0 or 1

Default = 0

Setting this flag to 1 will cause the Advisor to trade the opposite rule. This is useful in a trading strategy for which the Advisor has been set to produce a down-trending Equity Curve:

0: signals are left unchanged

1: signals are inverted



In some cases, only a few settings stand out, so it is important to try all values in the 2 to 100 range.

To illustrate, the graph below shows some candidates for FedEx Corporation (FDX).

Setting FDX w=49 with overlay

See chart "AME #100 Setting FDX.cht".



AME is easier to set than setting up a Moving Average

Read about "Proxy" trading by timing an index; these strategies are almost parameterless!





© <2012> <Noxa Analytics, Inc.>. All rights reserved.

Noxa-AME Home Page ι Buy License ι Welcome to our Blog ι Ask your question