Yep. All the shelves I built between my oaks and cedars have cages built around them. And of course, I "relocate" those squirrels I trap. I trapped 23 last spring/summer. That's the only control that truly works, other than killing the squirrels. I played the game of "I'm smarter than you are" for two years and found out the squirrels were the smart ones!
Believe me, I have tried it all: grease, mono, netting, triggered feeders, auto sound/water, and more. A squirrel is simply relentless when it comes to figuring out a way around a barrier to the food. It might fail 12 times and then succeed once. Then it fails 6 times and succeeds once. Finally it succeeds 100% of the time. They just don't quit until they have success!
It was often entertaining to sit on the porch and watch them time and again try to defeat whatever wonderful, creative barrier I constructed. That was until they destroyed a just emerging inflorescence on one of my orchids. Why they cut the stem and dropped it/them to the ground, I have no clue? They never seemed to have interest in anything but chewing through and then dropping these bud-laden stems. That's when the traps come out.