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portfolioquanttrader2020 - 1-5-2021 at 09:29 AM

What do we have to do to incorporate this change into GSB?

bartek - 1-5-2021 at 09:46 AM

What is the difference between AnyIndicatorCross and AnyIndicatorCross2?

portfolioquanttrader2020 - 2-5-2021 at 01:28 AM

Is it correct for the second Nasdaq pass 2?

Attachment: Login to view the details


admin - 2-5-2021 at 05:26 PM

Quote: Originally posted by bartek  
What is the difference between AnyIndicatorCross and AnyIndicatorCross2?


How the weightings work. I expected cross2 to be better but its not.
I shouldn't have released this to beta users. Its not intenially done.
I'm using aic with weight of zero. (looking for a cross at zero)

admin - 2-5-2021 at 05:33 PM

Quote: Originally posted by portfolioquanttrader2020  
Is it correct for the second Nasdaq pass 2?


Well done. I assume this is NQ you are using.
37k with 8 k profit is a good figure for ave F
Some of your average are lower than mine for other periods, but note there
is considerable variation from one test to another.
Here is results for the average of 4 tests
Note also this is using AIC (any indicator cross) which is not available to trial users until the next build.



cross.png - 55kB

asobi - 2-5-2021 at 07:57 PM

Quote: Originally posted by admin  
Quote: Originally posted by REMO755  
Hello,

AnyIndicatorCross method vs cross indicator. What is the difference ?


good question
any indicator cross means if any indicator cross (normally zero) we trade
When your back in TS with the code, you can all pyramid contracts.
I would limit to 2 contracts, not 3 and make sure you have setstopshare; in the code to make stops work correctly. (Its in the next build)


Slightly over simplied,
cross is normally all 3 indicators multiplied together cross's (often zero)


hi Peter, with AIC I find it harder to get decent walk-forward metrics (PAS, PRS, etc.), though favB improves a lot on the other hand. Do you see the similar cases?

admin - 2-5-2021 at 08:23 PM

Quote: Originally posted by asobi  
Quote: Originally posted by admin  
Quote: Originally posted by REMO755  
Hello,

AnyIndicatorCross method vs cross indicator. What is the difference ?


good question
any indicator cross means if any indicator cross (normally zero) we trade
When your back in TS with the code, you can all pyramid contracts.
I would limit to 2 contracts, not 3 and make sure you have setstopshare; in the code to make stops work correctly. (Its in the next build)


Slightly over simplied,
cross is normally all 3 indicators multiplied together cross's (often zero)


hi Peter, with AIC I find it harder to get decent walk-forward metrics (PAS, PRS, etc.), though favB improves a lot on the other hand. Do you see the similar cases?


make sure your weights on build and wf are zero.
I think this is a mistake in the settings I have released, and will fix next release.
Yes I did notice it, but did not pickup the mistake. Fantasic you pointed this out.




weights.png - 181kB

admin - 2-5-2021 at 09:02 PM

Quote: Originally posted by portfolioquanttrader2020  
What do we have to do to incorporate this change into GSB?

I Need to do one small tweak in GSB code. Its coming out in the next build. When I have it I will do a screen shot

admin - 6-5-2021 at 08:02 PM

GSB Automation users, in your pdrive folder that has AU updates, there is new xls called Project3 v29.xlsm
The update is to sort on fitness (optionally)


Big surprise on what fitness is best on nq.
Im trying more combinations now



fintess.png - 69kB

admin - 6-5-2021 at 08:06 PM

here are some typical stats on nq, 288 systems in Favourite b. Outstanding


fintess-288.png - 33kB

erlendsolberg - 7-5-2021 at 04:58 AM

Am I right to assume that you used the fitness factors above for both indicator selection and building? I suspect that on a general basis the optimal fitness is different for the two stages. With this new feature it should be easier to research.

I recommend trying fitness 0.5 * NetProfit * 0.5 AverageT * NetProfitOverDrawdown. I have seen promising results with that (with regards to B) on numerous instruments.

admin - 7-5-2021 at 05:25 PM

Quote: Originally posted by erlendsolberg  
Am I right to assume that you used the fitness factors above for both indicator selection and building? I suspect that on a general basis the optimal fitness is different for the two stages. With this new feature it should be easier to research.

I recommend trying fitness 0.5 * NetProfit * 0.5 AverageT * NetProfitOverDrawdown. I have seen promising results with that (with regards to B) on numerous instruments.


Why do you suspect "general basis the optimal fitness is different for the two stages"
That might also depend on if your using cross or any indicator cross too.
Im going to try what you suggest, and a few other combinations.
see enclosed pictures.

The next build doesn't have the NT code finished, so I didn't release it.
Worst case I will release next week as there are some goodies in the last week.
stats exports now exports fitness used (needed for gsb automation)

fitnessmore.png - 73kBnew.png - 34kB

admin - 7-5-2021 at 07:30 PM

2021-may 08
released 62.34
Release a bit earlyer than planed, and I didn't get to add various settings like for building NQ/ES/Ym systems
some of the NT code on newer indicators is not correct. Likely only affects user running the extra beta tester indicators.
A few exception messages pop up in the manager.
There is new TS / NT code in this release in c:\gsb and C:\gsb\Supplementary Scripts (TS & MC)

One of the reasons I released it is I would like CPU power from the GSB user base to test more fitness types, and look at ES swing systems
Please send me your share keys for those who want to contribute. Good chance if you have done this is the past, old share keys will work.


erlendsolberg - 8-5-2021 at 01:48 AM

Quote: Originally posted by admin  


Why do you suspect "general basis the optimal fitness is different for the two stages"


That is just based on anecdotal evidence when testing on fitness factors in the past. Some fitness factors seemed to work better for indicator selection (NP* AvT) and others for building (NetProfitOverDrawdown). Must note that this was based on the 2 indicator selection methodology. Other factors as entry type and training Pearson and Pf most likely also come into play.

I am very happy that we now can research this more efficiently.

admin - 8-5-2021 at 01:54 AM

im using 3 indicators now for testing and system building. Its also faster than 2.
I think gold looked np/dd while nq np*at. Agree many factors could influence whats best.

admin - 12-5-2021 at 11:31 PM

62.39 out tommrow.
add np*at*mfe*nplateEntry in one singular fitness.
This is the best fitness for NQ systems

add pfLateNetry

Ive found np/dd*(pearsons-0.5) *sr extremely slow for building systems.
Likely I will remove it.

morefitness2.png - 42kB

more workers appreciated for those who can contribute to the testing of these new fitness functions. Thanks to all who are doing so already.

Systemholic - 16-5-2021 at 07:34 AM

hi Peter,

is the GSB_Scripts_2021_04_23 ready for download? thanks

admin - 17-5-2021 at 03:27 AM

Quote: Originally posted by Systemholic  
hi Peter,

is the GSB_Scripts_2021_04_23 ready for download? thanks


should be in c:\gsb and C:\GSB\Supplementary Scripts (TS & MC)

admin - 21-5-2021 at 01:17 AM

under testing 62.42 build will have update to the dummy script file as it didn't contain GSB_HighLowLvlNeg
Also fix for some exceptions.

ANy comments from ts 9.5 vs ts 10. A year ago ts10 reputation was daming. Now its mixed.
Im not getting stability out of 9.5 at the moment.

What I have been working on is something I've wanted for over a decade. I new how to build it, but it was complex
Added to alertmon is position monitoring.
You get email /sms / audio alert if its out of sync.
You can also run on two separate copies of TS, and will tell you on both machines if its out of sync. Usefull to compare charts on both machines.
Feedback from uses is there are a lot of execution issues. I trade while Im asleep (And have a much more powerful app than ts brokerage), so have to have great monitoring
https://trademaid.info/gsbhelp/AlertmonMonitoring.html
Here is a screenshot of the beta version.

MY VM service has been running for months with a number of clients, but I'm just tidying up the documentation and constant upgrades and tweaks to alertmon








alertmon-gui.png - 153kB

admin - 25-5-2021 at 12:00 AM

62.46 under testing.
Entry AIC and NCC now have weights always at zero. This has had to be done manually in the past.
Get it wrong and results degrade, and stability scores in walkforward decrease greatly. Now its automatic

admin - 28-5-2021 at 02:35 AM

May28 2021 update
New eld and NT scripts 2021-05-2x
In gsb 62.48 released today
There are 3 new nt scripts
fix for close.neg now gsb_close.neg in ts
A few bug fixes
entry type AIC and NCC now have weights hard coded to zero. (correct use of them for this entry type)


admin - 13-6-2021 at 10:45 PM

June 14 update 62.490 under testing
Fix for ts code GSB_CloseToPrevHighestHighLowestLow (now GSB_CloseToPrevHighestHighLowestLowv2) It worked fine in gsb, zero results in TS
added ts code GSB_Close
added ts dummy script GSB_Scripts_2021_05_19
added ts code GSB_AccumSwingIndex3. Not in GSB yet
GSB vs ts match perfectly with GSB_AccumSwingIndex2, but code is useless as start date determines the value of the indicator. Fixed in version3
Macros for ES LONG only swing systems and LongShort Swing systems
Verification data for YM,NQ,EMD,DAX,TF(emin russel). Start dates vary according to market, but end date 20210226



In next 1 or 2 builds
NT entry type AIC and NCC. Bit more NT code.

admin - 14-6-2021 at 07:42 PM

62.490 released with new NT script GSB_NinjaScript_2021_06_15.zip
This has entry aic and ncc for NT in it

admin - 21-6-2021 at 06:20 PM

June 22 2021
62.52 out
New exit mode that I expect to work well with ES overnight long systems, one new indicator, and entry type cross3
None of these well tested by me yet
bug fix for the 8 exit modes. (it affected all of them)
Exit modes will be in gsb automation before too long. There is a danger you think they work, when they do nothing.
I will give more info in time how to use them. Short term don't use them unless your doing swing systems (non moc exit)
and if your doing this, test with exit 8 compared to no other exits
New eld enclosed with the update

exitmode.png - 164kB

admin - 23-6-2021 at 08:47 PM

62.52 out
new script GSB_SCRIPTS_2021_6_19b+WITHUPDATEDGSBSYS1ES_V1.21 has missing exit3 function. Has another new indicator (hidden) I'm testing.
Slighty improved error logging if your data file is bad

not related
Data center is moving to better location.
Maintenance Window Notification: This e-mail serves notice that your server(s) are scheduled to be relocated between: 9pm Friday July 9 CST - 6am CST Saturday July 10.


Forum, GSB cloud and trademaid.info will be down. Apologies.

admin - 25-6-2021 at 06:35 PM

VIP, This build worker will not work with older builds, so upgrade managers asap. Reason is if old manger tried to wf system with one of the 5 disabled indicators, then worker would fail.

Under testing. Release likely Tuesday
62.58
Export custom inidcators & Exit mode in stats

minor improvements to inport and exports of inidicators in csv format
removed
gsb_ClosesUPDN
GSB_CloseLessHighestHigh
GSB_CloseToBollingerBandsLessClose
GSB_CloseToHighLow3V4.pos
GSB_CloseToBollingerBandsv2
GSB_CloseToBollingerBands.neg
as they are causing missmatch issues

portfolioquanttrader2020 - 27-6-2021 at 12:34 PM

Hello
It seems that the attitude comes out quite strange.
It's a very long number

portfolioquanttrader2020 - 27-6-2021 at 12:34 PM

Hello
It seems that the attitude comes out quite strange.
It's a very long number

Nq.JPG - 415kBNq.JPG - 415kB

portfolioquanttrader2020 - 27-6-2021 at 01:07 PM

Hi peter
These results come out changing my fitness function. I see them a little strange.

NqWFO.JPG - 362kB

portfolioquanttrader2020 - 27-6-2021 at 01:47 PM

Will the update be automatic?

admin - 27-6-2021 at 06:36 PM

Quote: Originally posted by portfolioquanttrader2020  
Hello
It seems that the attitude comes out quite strange.
It's a very long number


LongNumber is fine
ie if np*at was
10000*100 =1000000
np*at*mfe might be
10000*100*1000 =1000000000

admin - 27-6-2021 at 06:40 PM

Quote: Originally posted by portfolioquanttrader2020  
Hi peter
These results come out changing my fitness function. I see them a little strange.

I dont understand the issue. Resuls show are not good, but not strange.

Number of trades differs a lot in the 3 graphs which also accounts partly for the difference in the curves.
Update is automatic via resource manager.

admin - 27-6-2021 at 06:43 PM

June 28 2021
62.58 released
Do not use walk forward of older builds to this newer build. It may not work as 5 inidcators are removed for now as they cause results to change in systems when you click on them.
Hope to get perminant fix in time.
Also has improved inidcator inport / export options

portfolioquanttrader2020 - 28-6-2021 at 01:18 AM

Hello
I would like to know if any of you have found profitable systems in the NQ without flat areas?
Peter, did you find any profitable systems after the WFO? No flat areas?
Any recommendation?
Where are the macros to build in the ES, YM symbols?

Daniel UK1 - 28-6-2021 at 01:45 AM

Quote: Originally posted by portfolioquanttrader2020  
Hello
I would like to know if any of you have found profitable systems in the NQ without flat areas?
Peter, did you find any profitable systems after the WFO? No flat areas?
Any recommendation?
Where are the macros to build in the ES, YM symbols?


Hi 2020,
You can find Peters macros here
https://trademaid.info/forum/viewthread.php?tid=262

If i was you i would use the macros as a starter only and then create your own to fit your own workflow..




portfolioquanttrader2020 - 28-6-2021 at 02:06 AM

Daniel, I don't see the macros for NQ, YM, ES, to build intraday systems from Peter's link
https://trademaid.info/gsbhelp/BuildingNasdaqSP500orDowsyste...

admin - 28-6-2021 at 07:02 PM

@portfolioquanttrader2020, this thread should go to general support, not beta builds.
Daniel nicely meantioned where the macros are
see https://trademaid.info/forum/viewthread.php?tid=262
Its not possible on markets that have no range for year or so periods to not have flat years day trading.
NQ has a few periods of extreme profits made. (last year to)
Doing longer term trades pretty much the same issue.
@daniel, If users dont know GSB well, there is no way they should vary from what works. Smallest tweaks can turn something that works into what doest work.
Doing support I see this almost by default.
The advantage of trying differnt things is you may come across an improvement & can share. The disadvantage if you change to much - is you separate from the rest of GSB users
and can sometimes then no longer compare apples for apples.
Inexperienced users rarely find improvements, its the people who really know what they are doing who

admin - 1-7-2021 at 07:48 PM

June 02 62.59 Released. has entry aic and ncc for nina trader users

admin - 2-7-2021 at 05:13 AM

next week. New exit modes (for swing systems)
Might be 1 additional exits to come

exitmodes.png - 232kB

REMO755 - 2-7-2021 at 10:28 AM

Quote: Originally posted by admin  
June 02 62.59 Released. has entry aic and ncc for nina trader users


Hello
Library: Is GSB NinjaScript 2021_06_15 correct?
Now GSB: 1.0.62.58
How do I update 1.0.62.59?
That I have to do ?

admin - 2-7-2021 at 05:10 PM

@remo755 As you are a purchased user, update is automatic as long as you have GSB resource manager running. If this fails contact me.
the latest script for nt is GSB_NinjaScript_2021_06_15.zip

admin - 11-7-2021 at 06:39 PM

62.59 released.
Fix for expired code.
New exit modes.
Features reduced for trial users and purchased users who are NOT in beta tester mode.
This is due to many users doing the, turn every option on possible mentality - which is often spectacular in reducing results and increasing time to build systems.
Removed for tirla users.
compare1 entry type. (I've never seen it make good systems)
operands -/+ (+ is almost as good as *, but never seen It better)
using - mean your trying to build expecting one trend following indicator to be bullishish, and a second bearish.
In practice this will not happen. GSB will not use - or it will use weights on it to make it fairly insignificant.


more later

admin - 11-7-2021 at 10:46 PM

Here new are exit modes.
Im time some of these will move to purchased users and I might remove some that I consider useless

exitmodes2.png - 178kB

admin - 16-7-2021 at 08:24 PM

Just an update for the week.
I was totally occupied in using GSB the last 2 weeks, and learning more about how to improve using it etc, so had little time to drive programmers.
Been playing around with exit modes, and thats been expanded a bit and added into the next build of GSB automation.
Hoping for some more new features before I release the next build.
Also adding features to stop the trial users doing the disastrous and common trick of ticking as many options as possible before they build systems.
Likely users in beta tester mode will have these extra features disabled.
Automation next build has a time of day option, but ive not had time to test it.
Have a good weekend.

admin - 18-7-2021 at 11:17 PM

19 July 2021
62.77 released. More exit modes. Some of these MIGHT get removed if they work badly on a few markets as I do more testing.

admin - 31-7-2021 at 01:57 AM

Just an update for the week.
Exit code is close to done, waiting on NT code to be complete. Been more work than expected to get this going.
There were issues like you shouldn't take an entry when the exit would take you out next bar.
Exits I only expect to help non day trading systems.

Im experimenting with some architecture changes deep in GSB and hope to test this next week.

admin - 3-8-2021 at 12:19 AM

next build has option for compare1 or compare2 for secondary filter.
In the past this was only chosen by GA
Very big improvements using the correct one on one market that im new too.
Please give feedback what works best on each market.


sf-entrymodes.png - 128kBsf-results.png - 39kB

admin - 3-8-2021 at 01:10 AM

fascinating results
compare1 was nearly always choosen, but works like crap on this setup.
I think part of that is compare1 is much easier to occur.
I suspect compare1 might be used with secondary filter closedlessclosebpv but this is speculation at this point

compare1.png - 43kB

bizgozcd - 3-8-2021 at 05:49 AM

Quote: Originally posted by admin  
fascinating results
compare1 was nearly always choosen, but works like crap on this setup.
I think part of that is compare1 is much easier to occur.
I suspect compare1 might be used with secondary filter closedlessclosebpv but this is speculation at this point


Running with both enabled under GA for the last few weeks has generally been producing best systems with Compare 2 for Indicators and Compare 1 for SFs. That said, have not done any further testing yet to see how they hold up OOS.

admin - 3-8-2021 at 05:21 PM

@bizgozcd
Dont know how you did that as entry mode on SF was not available.
What entry type works is extremely market dependent. Not one size fits all

admin - 4-8-2021 at 01:48 AM

august 4 2021
62.88 released.
bug fixes, more on exit modes, exports of secondary filter entry type to stats

This build will not compile for NT.
62.89 is being tested which has new NT code updates

bizgozcd - 4-8-2021 at 04:39 AM

Quote: Originally posted by admin  
@bizgozcd
Dont know how you did that as entry mode on SF was not available.
What entry type works is extremely market dependent. Not one size fits all


I enabled Compare1 and Compare2 during that set of runs. And when I looked at params of the best family systems, they often showed up with indicators using C2 and SF using C1.

REMO755 - 4-8-2021 at 05:22 AM

Hello,

In compare2 mode, for example, the CL system runs out of operations, what can be done not to filter so much and that there are more exchanges?

admin - 4-8-2021 at 05:43 AM

Quote: Originally posted by REMO755  
Hello,

In compare2 mode, for example, the CL system runs out of operations, what can be done not to filter so much and that there are more exchanges?

sorry, im not clear what you mean

compare2 on primary indicators, secondary??
you need to explain a lot more

REMO755 - 4-8-2021 at 05:46 AM

Hello,

I am testing the CL system and few operations remain.


admin - 4-8-2021 at 05:58 AM

Quote: Originally posted by REMO755  
Hello,

I am testing the CL system and few operations remain.


sorry, you need to explain a great deal more. I have no idea what you mean

REMO755 - 4-8-2021 at 04:19 PM

Quote: Originally posted by admin  
Quote: Originally posted by REMO755  
Hello,

I am testing the CL system and few operations remain.


sorry, you need to explain a great deal more. I have no idea what you mean


Is it possible to limit EntryLevel? Weight? I want more operations on the system with the Compare2 entry

admin - 4-8-2021 at 04:31 PM

@remo, entry level will autoadjust to whats best
if fitness changed from np*at to say np, you will get a lot more trades. Not a great idea though
you might see enrylevel controls here.
If your trying to get many trades per day, your extremely likely to fail achieving this.
We are also in an enviroment where market moves are really big, so you want to capture the big moves, not aim for high amount of trades with low profit

parms.png - 157kB

REMO755 - 5-8-2021 at 04:25 PM

Hello Pedro
You say Auto always Sf is not normalized, but is it normalized? So, is Auto the same as Genetic? Fhoto1






I notice that I use Auto in ES, always SF CloseLesPrevCloseDBPV, this SF is disabled, how is it possible? Does eEntryMode affect? Does it affect the asset? Why select a SF that is disabled? Fhoto2








Auto with the same CL and ES settings, does it behave differently? I'm confused. ES always selects SF CloseLesPrevCloseDBPV even when disabled ?







nOMALIZADO.JPG - 166kB


AUTO.JPG - 271kB

admin - 11-8-2021 at 01:20 AM

August 11 202162.90 released
export of start of global date, session time, secondary filter entry type as comment in ts code
This is an unusual case, but later start date works better on gbtc (bit coin eft)
Why this is likely the case is the best trading period is recent times, not earlier years
exit modes still not finished in this build
NT version 2021_08_04 updated exit code. (not tested yet)


global.png - 24kB

admin - 11-8-2021 at 05:46 AM

62.90 did not have digitial signature, so may give false virus detection. 63.0 has digital signature

admin - 13-8-2021 at 04:50 AM

next build has more export features for GSB automation.
There will be a new build of GSB automation out and excel spread sheet next week
Here is an example of times being tweaked on GBTC.
I suspect this is unusual that it makes such a large difference not entering in the last hour.
Normally enter 30 min before close is best.
Im still early days in GBTC testing

times1.png - 21kB

admin - 20-8-2021 at 09:30 PM

Under testing. New build that will have soft kill (planed close of GSB), rather than the current end task by GSB resource manager
This gives better stability of the operating system, and not all the many icons in your task bar. Its taken me a while to get this right and thanks to Randy for pushing for it.

admin - 27-8-2021 at 05:01 PM

Aug 28 2021
63.01 should be released Monday
It soft kill is well tested (see above) and working great
I will release the new build of resource manager about a week later.
(I prefer users have the new GSB that supports this feature first)
also has some cleanup of unused files, global dates used written as a comment in TS code

admin - 7-9-2021 at 11:09 PM

63.03 RELEASED
this has data file and settings and macros for GBTC EFT
You must have automation 20210908.1 to use GBTC. (will be release soon)
Its critical to use $3000 profit target for indicator build and $5000 for building systems
This is for long term trading GBTC eft. Not the same as what Im currently doing day trading the massive leverage of BTC futures contract
Results for btc as of today are here. (These are the actual fills, not hypotheticals)


btcfutures.png - 347kB

admin - 23-9-2021 at 02:57 AM

63.06 under testing. Release in a few days.
A few minor improvements to make exit modes faster in ts,
macro to export system paramaters.
includes missing exit ts code.

admin - 27-9-2021 at 11:42 PM

63.09 under testing
Has macro to export system parameter and machine name that is created on (needed sometimes to debug issues)
tiny tweak of ts code to improve speed on exit modes
my current gbtc data and macros
Removal of one buggy indicator that one compile in ts. (will be fixed in time)
Improved indicator export (you can export selected indicators)
new eld version is GSB_SCRIPTS_2021_9_21+WITHUPDATEDGSBSYS1ES_V1.21
has new dummy script and one missing indicator GSB_SCRIPTS_2021_9_21
export-improved.png - 234kB
Coming 63.10 Has some small NT updates.
removal or error saying macro file not found. (common error that can be ignored)

admin - 28-9-2021 at 07:35 PM

63.09 released

BlackBox - 30-9-2021 at 06:53 PM

Quote: Originally posted by admin  
63.09 released


Peter, I miss the GSBStandalone.63.090.exe file for GSBBenchmark

admin - 1-10-2021 at 01:44 AM

@blackbox. Did you get any version 63.09 files? All files are identical, its the file name that determines the function.

BlackBox - 1-10-2021 at 09:08 AM

Quote: Originally posted by admin  
@blackbox. Did you get any version 63.09 files? All files are identical, its the file name that determines the function.


Yes, all other 63.09 files are there. When all files are identical I can just copy GSBManager.63.090.exe to GSBStandalone.63.090.exe

admin - 1-10-2021 at 04:26 PM

@blackbox
correct, you can
Very strange how one file is missing

admin - 8-10-2021 at 06:31 PM

Under testing
1.0.63.16 / 2021-10-04: Fixed OperatorsAll and NormalizationModesAll and improved EntryModesAll and ExitModesAll
Fixes in the NT script. New NT script GSB_NinjaScript_2021_10_04.zip

Fixed MaxStopLossCurrency and MaxProfitTargetCurrency
Implemented ExitQuantityMultiplied.

Fixed Issue error messge no macro found, fixes for macro systems export (new macro) and exception on macro system export (user Randy)

Fixed DecisionExit in NT script
1.0.63.10 / 2021-09-28 (NT 2021_09_28): Implemented GSB_EntriesToday() in NT.

admin - 15-10-2021 at 05:58 PM

64.18 under testing. Has bug fix for NT compile issue

admin - 15-10-2021 at 06:04 PM

Main thing I have worked on this week is Alertmon, part of the utils in the VM service.
Have a improved MOC exit that gives better fills, better liquidity and gets around the problem like on the dax how you cant exit at 22:00:00 as the market is closed
see https://trademaid.info/gsbhelp/Improvedmarketoncloseexits.ht...
The documentation is now current, but have a few tiny tweaks to setup and need to do a video, which is a big task.
Was a nice week trading after a difficult month or two.

Daniel UK1 - 17-10-2021 at 02:31 AM

Peter, i think there is lots of user including myself that would like to use your alertmon product, but does not want, can or need using a VM service.
Reason as in my case can for example be that one requires using my own metal case server at host and dont want a virtual server.

Is there any reason why you are not releasing the alertmon on its own without having to use your Virtual server service ?

Alertmon looks like a great product

:thumbup:

admin - 17-10-2021 at 06:21 PM

Quote: Originally posted by Daniel UK1  
Peter, i think there is lots of user including myself that would like to use your alertmon product, but does not want, can or need using a VM service.
Reason as in my case can for example be that one requires using my own metal case server at host and dont want a virtual server.

Is there any reason why you are not releasing the alertmon on its own without having to use your Virtual server service ?

Alertmon looks like a great product

:thumbup:


Daniel,
thats an excellent question. I have not yet decided the issue, or the pricing, or if its got maintenance, purchase, or lease only options. I also want to roll it out slowly. Its been running for a long time and new features are still under testing and updated very frequently. For example ive been working on the smart MOC exits, but after talking to one user, figure we could do multiple smart exits at much better price at different price improvements multiple times before the exit.
ie 5 min before exit, aim for 10 ticks better price, 3 minutes aim for 5 ticks, and 1 minutes aim for 2 ticks better price.
The cost of the project has blown out spectacularly, but thats still irrelevant in that my own execution issues only made the project worthwhile. Support is another issue. Likely support will be outsourced to a user who has had the product for some time.
The product is also a bit more TS concentric than MC or NT. For example the position match feature only works on TS. Im not sure if MC has inbuilt position match feature.

admin - 22-10-2021 at 06:38 PM

Update for the week.
Filters in GSB is a big area to grow in. We are adding first time filter windows which are genetically choosen.
This is close to being finished in the beta stage.
NT code bugs are also in the short term pipeline.

Massive project over the years thats been running for a long time, but not promoted.
VM service, and execution tools.
I did a video on the position match software for TS, and how to get better fills, liquidity and more reliable market on close exits. Also fixed is situations like stock, and the dax where you cant exit at end of day as the market is closed at the point.
The video was recorded on non standard resolution, and when its scaled to 1920 x 1080 its hard to view, so likely I will do it again


Attachment: Login to view the details


admin - 8-11-2021 at 05:39 PM

Ive spend much of the last 2 weeks on enhanced execution and exits for users who execute with TS. This has nothing directly to do with GSB, but a side project. After much testing ive come into some issues not yet resolved. This is much more complex than anticipated.

Meanwhile GSB is close to having genetically choosen time filters. The section on filters will massively expand over time.
I still dont have the documentation of filters yet myself.

64.24 has one fix for NT, more to come and some bug fixes. Its under testing.
A few more indicators also will be added shortly, but wont be released unless we thing they work well.

64.24.png - 260kBfilters2.png - 53kB

admin - 12-11-2021 at 04:07 PM

Just an update
time filters are close to release. They are coded, just not tested.
3 new indicators, and variants of them are close to release.
Option to chose platform ts/mc/NT is being worked on. Main reason for this is for NT users to not use indicators or features that are not yet supported.
Many indicators are simply things users suggest, or I think MIGHT work. They dont make there way to NT or trial users unless they actually work well in trading systems.

A lot of progress on alertmon this week, with a lot of complex things being fully automated. (Complex session times) and soon auto day light savings detecting. - this changes session times relative to pc time on some markets.
The video still not complete, but I had to pause that as the changes to alertmon affect whats in the video

Also big news
Replacement to TS execution on TS accounts is being worked on. This now has blown out to a big project but should greatly improve execution errors for those that execute on a TS brokerage account.
I still have no idea on the pricing on this, or alertmon for that matter.

admin - 18-11-2021 at 11:43 PM

video on alertmon part1 is out. Please watch and like the video.
Basically tools to improve execution and fills
https://www.youtube.com/watch?v=infug5stnbo
Alertmon has taken up a massive amount of my effort in the last year.


64.37 released (file name called 64.371)
fix for NT
Kama2, KamaSlow, KamaFast, MADH, MAD2 (beta user mode only)
Time filters are hidden in this build. They have a critical bug and cant be used

next build
NT mode where only working NT features area allowed. NT development of experimental features comes after TS/MC, so this should stop NT users have issues.
export of indicators used.

REMO755 - 24-11-2021 at 02:10 AM

Hello,
Is it possible to optimize different time windows in GSB?
Example:
Data: Regular session
Time: 0900_1500 or 1000_1500 or 1100_1500 Can I find the best window option?


admin - 24-11-2021 at 03:02 AM

@REMO755
This is a feature thats in the current build as a hidden feature. Its under testing now. The current build had a bug in it, so it cant be released.
It will be under filters
Generally ES will be best 830 to 1500.
Gold might have some merits doing this but time will tell.

time-feature.png - 310kB

admin - 3-12-2021 at 11:36 PM

Just an update in general.
Timefilters works, but I had a bug unique to my settings. I was focusing on other issues and put this on hold.
There has been reasonable demand for atr profit target. Hope to get this to my alpha testers later in the week.
Ive spend a lot more time on alertmon and working on total replacement of TS strategy automation to replace with something much more reliable.
Ive also added 2 systems under systems for sale. Both now have reasonable out of sample.
Whats interesting in GSBsys21es, and the GSBsys1.3 -both of which have non GSB pattern filters added to GSB code, is that the out os sample is much improved.
These two day trading systems are extremely different.
https://trademaid.info/gsbhelp/Systemsforsale.html
The sister system to SwingES called SwingNQ is how out of sample and a cheap upgrade for SwingES purchasers.

admin - 5-12-2021 at 07:08 PM

64.44 under testing.
Profit targets, 3 modes.
Time filters, 4 modes.

Fix to parameters for CloseToPrevHighestHighLowestLow, HighLowC, HighLowHL, and HighLowD indicators
Documentation updated shortly


pt.png - 455kBtime-filters.png - 152kB

admin - 10-12-2021 at 10:38 PM

Hope to release the build under test some time next week. I havnt tested it as busy on other things, but no complaints from test users.
docs on time filters here
https://trademaid.info/gsbhelp/Filters.html

Spent a lot of time on TS automation replacement.
Here you can see it trading. (dumb code thats just buying and selling every few minutes)
Note how I can have the chart on @mes but trading @mesh22
Its been trading for 2 days, 23 hours a day and perfect execution on the sim account


automation3.png - 417kB

admin - 16-12-2021 at 05:39 PM

64.46 released.

time filters https://trademaid.info/gsbhelp/Filters.html
and profit targets
Recommend only users who know what they are doing use these features. I have not yet done system building with them.
Again just a reminder of methodology.
Establish a benchmark, try a new feature (like profit targets) and compare to your benchmark.
Likely profit targets only good for swing systems, not day trading.


targets.png - 289kB

Systemholic - 17-12-2021 at 04:25 AM

hi Peter,

can you kindly shed more light on what purpose the time filter help to achieve? is it something like one may have a data set 3000-1600 hrs and you only want GSB to trade during the 830-1700rs?

Systemholic - 17-12-2021 at 04:27 AM

sorry some typo error in previous post - should be data set of 0300-1800 and u want GSB to trade 0830-1700?

Daniel UK1 - 17-12-2021 at 04:43 AM

Quote: Originally posted by admin  
64.46 released.

time filters https://trademaid.info/gsbhelp/Filters.html
and profit targets
Recommend only users who know what they are doing use these features. I have not yet done system building with them.
Again just a reminder of methodology.
Establish a benchmark, try a new feature (like profit targets) and compare to your benchmark.
Likely profit targets only good for swing systems, not day trading.


Peter, interesting new features, thanks for this.

May i ask, what is a definition of a
- Trailing target
- Atr trailing target

How can a target be trailing, i must be misunderstanding something?
Trailing stop, trailing atr stop, yes, but trailing target ?:)


Siem - 17-12-2021 at 09:12 AM

When enabling one of the profit targets, does GSBManager discover a target-value for the profit targets itself, or is it set by the user somewhere?

admin - 17-12-2021 at 05:01 PM

Quote: Originally posted by Siem  
When enabling one of the profit targets, does GSBManager discover a target-value for the profit targets itself, or is it set by the user somewhere?


Good question.
Right now its hard coded range of PT to try.
In the future its going to be user editable

Daniel UK1 - 22-12-2021 at 04:27 AM

Quote: Originally posted by Daniel UK1  
Quote: Originally posted by admin  
64.46 released.

time filters https://trademaid.info/gsbhelp/Filters.html
and profit targets
Recommend only users who know what they are doing use these features. I have not yet done system building with them.
Again just a reminder of methodology.
Establish a benchmark, try a new feature (like profit targets) and compare to your benchmark.
Likely profit targets only good for swing systems, not day trading.


Peter, interesting new features, thanks for this.

May i ask, what is a definition of a
- Trailing target
- Atr trailing target

How can a target be trailing, i must be misunderstanding something?
Trailing stop, trailing atr stop, yes, but trailing target ?:)




@Peter
Any feedback in regards to this ?

Struggling to understand the definitions and logic of the functionality on this one.

Thanks

admin - 22-12-2021 at 04:36 AM

HI Daniel
I am not in GSB system building mode right now, working on TS automation & a NQ system, so have not used the features
Edit the ts code and look at it. I assume atr pt = entry price + x * atr. Similar to atr stop.

Daniel UK1 - 24-12-2021 at 02:06 PM

Quote: Originally posted by admin  
HI Daniel
I am not in GSB system building mode right now, working on TS automation & a NQ system, so have not used the features
Edit the ts code and look at it. I assume atr pt = entry price + x * atr. Similar to atr stop.


@Peter,

I understand if a fixed target is based on ATR, but i am not understanding the logic of a "trailing" target ? how does a trailing target work?

A target that moves along with the price ? if so, i assume it can never be hit ?
Or somehow a dynamic version of a target that somehow moves less and less, up until its hit ?

I have a hard time grasping the logic here, of these two "trailing" targets.


Carl - 24-12-2021 at 03:28 PM

Hi Daniel,

Maybe it is an exit that works in two steps.
After a target is reached, a trailing exit is activated.

Daniel UK1 - 24-12-2021 at 04:41 PM

Quote: Originally posted by Carl  
Hi Daniel,

Maybe it is an exit that works in two steps.
After a target is reached, a trailing exit is activated.


Hi Carl, Merry Christmas,

Yes that sounds cool, maybe..

What then decides the targets level and off set ? :)

Someone must have requested the new exit types from Peter, perhaps this person could shed some light over it ?




























Flyloopz - 24-12-2021 at 09:44 PM

Hi guys,

The following is from a generated system script and appears to show that the target price is recalculated on every bar. For longs, it is the maximum of the calculation of Close + target points (since entry bar). So the target can increase but will never decrease once in a position. It looks like if the target is reached while still in the current bar then the target will be taken. I am not sure what time frame this is designed for but certainly not for short time frames. The loss exit of course can be totally independent from the target exits. I am not sure what the intent is, maybe to catch sudden spikes in price? I would think of this as a "Leading" Target.

This from the script :
// Profit Target
mp = MarketPosition;
ptPnts = ptPoints;

Switch mp
Begin
Case 1:
ptLongPrice = MaxList(ptLongPrice, GSB_Round(Close + ptPnts));

Case -1:
ptShortPrice = MinList(ptShortPrice, GSB_Round(Close - ptPnts));

Case 0:
ptLongPrice = GSB_Round(Close + ptPnts);
ptShortPrice = GSB_Round(Close - ptPnts);
End;

If mp >= 0 Then
Sell("#####") Next Bar at ptLongPrice limit;

If mp <= 0 Then
BuyToCover("#####") Next Bar at ptShortPrice limit;

FYI,
Jim

Systemholic - 28-12-2021 at 12:59 AM

hi Peter,

Just checking if the latest Script files (with all the Kama Averages ) has been uploaded for users. If so what can i find it? Many thanks.

admin - 28-12-2021 at 01:45 AM

Systemholic, use this url, its going to be in the next release build. Ive had it for a week but not released to beta testers as im in holiday mode
this url will be busted in time, but should be good for the next week or so
https://u.pcloud.link/publink/show?code=XZOzhaXZr0QpNCIeig7o...

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