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Data Cleanse

Up one level

Neuroshell Trader® Platform  (sku code: NSBDC)
$299.00    Buy Now     (Price in US Dollars)

" Banish bad ticks and data errors from your datafeed, automatically and gracefully! "


Bad ticks / data errors are a reality of trading. No exchange sends 100% clean data and errors can frequently affect models in negative ways producing incorrect trades and loss of money.


Data Cleanse is a technology that was originally developed for our premium datafeed, IBFeed Professional, which we have now made available for any datafeed for Neuroshell.

It cleans your realtime and historical data automatically with a set of replacement indicators for Open/High/Low/Close.

Data Cleanse uses a "uniquely designed" transform to clean data. We use specially developed adaptive statistical bands to identify outliers and fix them with no, or little, statisical effect on good data.

Because data scrubbing is always an individual process, Data Cleanse is highly tuneable to your needs and you can adjust the sensitivity of data error detection.

When a data error has been detected, you can choose to fix it using 1 of 3 statistical techniques, which have been chosen to minimize the effect of the data error on your models:

  • Normalize - Corrects the bad tick to be a value that is considered normal or the expected value.
  • Delete - Removes the bad tick from the data series. Neuroshell will not produce a prediction or trade on that bar.
  • Winsorize - Correct the bad tick to be a value that maintains it's "outlierness" whilst minimizing the impact of the bad data point. This is considered by statisticians to be the best way of dealing with outliers.

All our indicators have Built-In Help integrated into the product. Our indicators are Neuroshell "Good Citizens" and can be optimized, fed into predictions, trading strategies and also as inputs into other indicators.

Here is a screenshot of Bowfort Data Cleanse showing data repair in action:

On the top graph, you can see 3 lines:

  • The green candlesticks are the original price data. You can see that there are 2 bad ticks in this data.
  • The red line is the close data that has had it's bad ticks repaired with the Data Cleanse indicator: BDC Close.
  • The blue line indicates that a bad tick has been cleaned with Data Cleanse.

Indicators Included

Bowfort Data Cleanse contains the following indicators:
  • BDC Open
  • BDC High
  • BDC Low
  • BDC Close
  • BDC Cleansed

Support

All of our add-ons come with free support. We take pride in our products, and if you encounter any problems we are here to help. If we update a product you have purchased, the updates will be provided to you free of charge for minor releases and at a reduced price for major releases.

Note 1: Unless otherwise noted, all sales are final.

Note 2: We take software piracy of Neuroshell seriously and only sell to clients who have purchased Neuroshell. If we believe that piracy maybe involved, any information that we have on your purchase will be provided to Ward Systems Group. We also may require your Neuroshell serial number (not password) to validate your purchase with Ward Systems Group.

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