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General support questions.

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tornado - 25-7-2020 at 05:42 AM

Hi Peter,

I installed GSB, but I have only 6-day trial instead of 14-day trial.
Why is the case?

Thanks.

jtango88tw - 25-7-2020 at 08:07 PM

Hi Peter,
I set positive min. profit criteria using performance filter but still saw systems with negative profit showing in unique-systems.
Any idea how to make the performance filter work as expected?
Thanks!

pefromance filter.jpg - 636kB

getty002 - 25-7-2020 at 08:58 PM

Thanks to Daniel and Randy for your feedback. I continue to believe that regimes can be appropriate, and powerful tool to achieve objectives. Whether we realize it or not, indicator 3 using data 3 is itself a "regime" filter, it's just more challenging to extract what that regime is within GSB. And regimes certainly don't have to further complicate the system build, in fact I believe it can simplify it. A simple example of this would be to have 1 of the 3 indicators dedicated to the 50 day SMA. When trading above the 50 day SMA, my remaining two indicators operate in a momentum approach. A complementary strategy is then constructed for bear market conditions for the 2 indicators when below the 50 day SMA. This is a dramatic over-simplification for example purposes, but it directly exposes 2 opposing regimes exemplified through just one of the indicators. The edge is still present in both regimes and allows construction of a net system which is guaranteed not to trade on top of each other, or in opposing directions.

Regarding not trading for extended periods, this is perhaps a personal preference. For me, given 2 systems that have the same NP and DD, all else equal, I choose the higher trade count and higher statistical sample set against historical data, despite a lower Profit Factor. I have greater confidence of my edge given the higher number of trading opportunities presented. As my trade count becomes fewer and fewer, yes my average trade will go up, but almost inevitably, I need to be exposed to higher stop losses to reach the increased average trade, for example with swing/trend algos.

Again, thank you for your inputs. Perhaps one day regimes will be something exposed in GSB. Based on my current understanding, I believe the way that the indicator operators (multiply, add, etc.) make it a bit challenging to do right now. This is a really powerful aspect of GSB, but also modifies the way the indicators were originally constructed. If I were to speculate, this is also part of the reason why complementary and anti-correlated markets don't appear to help performance in GSB, although I certainly don't know for sure. I'd welcome input for others here with experience trying to use DX, TRIN, VIX, A/D, US, etc. on equity markets with GSB. An algorithm description document (ADD) would help tremendously to explain the details of the calculation that arrives at the entry signal ;-)


bizgozcd - 26-7-2020 at 05:11 AM

Hello All,

Question about the difference between Avg A Fitness adn Avg E. Fitness.

A covers dates from 1900-2015, E covers dates from 1900-2018. A does not re-backtest, E does.

The timeframe on E is longer, yet the fitness is always much lower with the re-backtest.

I guess I don't understand what the re-backtest is doing that is reducing fitness by so much.

Thanks again,

Craig

Daniel UK1 - 26-7-2020 at 05:44 AM

Hi Bizgozd, Not sure what macro you are referring to, but i would assume that you build on - 2015, i.e A, then backtest to 2018, meaning that you would get OOS on 2015 - 2018 or perhaps 2000-2018.. then i assume that you have settings that is not optimal or its just not good times for the market in question after 2015 to 2018 so your OOS results is less great compared to your IS i.e - 2015... Cheers

bizgozcd - 26-7-2020 at 01:43 PM

Quote: Originally posted by Daniel UK1  
Hi Bizgozd, Not sure what macro you are referring to, but i would assume that you build on - 2015, i.e A, then backtest to 2018, meaning that you would get OOS on 2015 - 2018 or perhaps 2000-2018.. then i assume that you have settings that is not optimal or its just not good times for the market in question after 2015 to 2018 so your OOS results is less great compared to your IS i.e - 2015... Cheers


Thanks Daniel, bad question. I looked more closely at the steps in Macro 3 and I misunderstood exactly what Macro 3 is doing.

admin - 27-7-2020 at 01:14 AM

Quote: Originally posted by tornado  
Hi Peter,

I installed GSB, but I have only 6-day trial instead of 14-day trial.
Why is the case?

Thanks.

I can only assume it was run at an earlier date
Your login was made June 15 2020.
If you email me teamviewer details, I will fix it
peterzwag@gmail.com
Peter

getty002 - 27-7-2020 at 01:15 AM

I have NG data that goes back to 2003, but I've set the Global Start Date and Trading Start Date both to January 1, 2007. All goes well until I do a Walk Forward at which point it goes back to 2003, which I don't want it to include. How do I limit the time range over which a Walk Forward is performed?

admin - 27-7-2020 at 01:20 AM

Quote: Originally posted by getty002  
I have NG data that goes back to 2003, but I've set the Global Start Date and Trading Start Date both to January 1, 2007. All goes well until I do a Walk Forward at which point it goes back to 2003, which I don't want it to include. How do I limit the time range over which a Walk Forward is performed?


WF will use global dates in GSB, not the other date fields.
In my opinion this should not be the case, and it will change at some stage
From memory NG data pre 2006 was too eratic to trade. I could be wrong as havnt checked


bizgozcd - 27-7-2020 at 06:50 AM

Quote: Originally posted by admin  

WF will use global dates in GSB, not the other date fields.
In my opinion this should not be the case, and it will change at some stage
From memory NG data pre 2006 was too eratic to trade. I could be wrong as havnt checked



That brings up another question I keep thinking about. If I change the dates to account for several years of poor liquidity, what changes should I make to the Macros?

NickW - 27-7-2020 at 06:13 PM

When I am doing NG runs, my data files do not contain anything before 2-Oct-2006. NG data before that is not enough and very erratic. You can see if when you look at 1min bars prior to that date.
If you don't have data in your data file prior to a certain date, then WF or any run will not have any trades before then. That's another way to avoid data to be used.

Daniel UK1 - 28-7-2020 at 01:25 AM

Yes i agree Nick, before 2007 i dont trust the NG data to provide any real gainful info..

meldinman - 31-7-2020 at 07:18 AM

I'm trying to add a new contract for KC (coffee) and I'm having trouble with it. Any tips or steps for getting the proper info into gsb contracts list?

Daniel UK1 - 31-7-2020 at 07:29 AM

Quote: Originally posted by meldinman  
I'm trying to add a new contract for KC (coffee) and I'm having trouble with it. Any tips or steps for getting the proper info into gsb contracts list?


Meldi, what is the issue for you? how does the problem show? one trick you can do is to clone an existing contract and just change values.
Have you tried to scroll all the way down the list and input details on the empty cells?

meldinman - 31-7-2020 at 07:40 AM

mainly get confused with the different point values/tick values etc

cotila1 - 31-7-2020 at 12:29 PM

Quote: Originally posted by Carl  
Quote: Originally posted by getty002  
This is a question unrelated to GSB, but unfortunately it won't let me create a new topic as a newbie. BTW, glad to join your community!

My question is related to the topic of how to identify when a strategy has decayed sufficiently to consider making changes. Does anyone have any TS indicators or quantitative calculations for statistically evaluating when to make a strategy change? I watched this great video by "Trade-Systech" which shows a T-statistic method for evaluating performance that's outside the distribution.

https://www.youtube.com/watch?v=635u9rolv4I&t=611s

It looks like he's also a GSB user? If you know who he is, perhaps send me his handle so I could IM him. As a reference, another good read on statistical analysis of trading system performance is here (a bit old, 2014): https://www.stat.berkeley.edu/~aldous/157/Papers/harvey.pdf

Thanks in advance!


Hi getty002,

The T-statistic shows if the sample (i.e. most recent 30 trades) could be part of the population (i.e. all trades sofar without the most recent 30 trades) based on average and standard deviation.

If the sample is an outlier with a small chance of only x% that it could be part of the population, you could consider stop trading this strategy.

More info here, https://en.wikipedia.org/wiki/T-statistic

I know who the guy in the video is on the GSB forum.
He follows the forum every now and then.
So if he feels like it, he can react to these posts.

And an updated version of the 2014 document you mentioned can be found here:
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2474755


Just noticed this post. Yes correct all the observations from Carl.
The monitoring tool explained in the video and that utilizes the T-test is not the only approach to evaluate when/if to disable a strategy.
For instance another test I use is a simple Montecarlo analysis which is available in PA tool of Peter

admin - 31-7-2020 at 04:54 PM

Quote: Originally posted by meldinman  
mainly get confused with the different point values/tick values etc


right click a chart in TS will show you.
If stuck compare to a known one like ES


kc.png - 107kB

Daniel UK1 - 1-8-2020 at 01:03 AM

And please let us know how KC goes, its an exotic one, and untamed beast so far :)

meldinman - 3-8-2020 at 09:16 AM

thanks, didnt realize it was those tradestation values. makes sense now. Will share if I can get anything usefull out of it. its a great product to trade...

bizgozcd - 5-8-2020 at 09:33 AM

Question about WF processing. Sometimes when running Macro 1, my computer runs 40 WF's at a time, other times it runs 10. Right now it has 12, and does not seem to be using local CPU (Sys. CPU under Machine Resources is about 4% during this WF run.) How can I speed this up, so that local CPU gets utilized more efficiently?

App Settings/Machine Resources/CPU Cores - Local WFs is set to 8 (out of 10 cores on this processor). Do any other settings need to be tweaked to get this moving?

Thank you.

Daniel UK1 - 6-8-2020 at 01:43 AM

Quote: Originally posted by bizgozcd  
Question about WF processing. Sometimes when running Macro 1, my computer runs 40 WF's at a time, other times it runs 10. Right now it has 12, and does not seem to be using local CPU (Sys. CPU under Machine Resources is about 4% during this WF run.) How can I speed this up, so that local CPU gets utilized more efficiently?

App Settings/Machine Resources/CPU Cores - Local WFs is set to 8 (out of 10 cores on this processor). Do any other settings need to be tweaked to get this moving?

Hi There, i would assume if i understand correctly, that the cloud provides you with sometimes 40 workers including your own, and then sometimes 10 including your own, i would say thats normal depending on fellow GSB users.

Or am i misunderstanding something?.



Thank you.

admin - 6-8-2020 at 04:01 AM

Quote: Originally posted by Daniel UK1  
Quote: Originally posted by bizgozcd  
Question about WF processing. Sometimes when running Macro 1, my computer runs 40 WF's at a time, other times it runs 10. Right now it has 12, and does not seem to be using local CPU (Sys. CPU under Machine Resources is about 4% during this WF run.) How can I speed this up, so that local CPU gets utilized more efficiently?

App Settings/Machine Resources/CPU Cores - Local WFs is set to 8 (out of 10 cores on this processor). Do any other settings need to be tweaked to get this moving?

Hi There, i would assume if i understand correctly, that the cloud provides you with sometimes 40 workers including your own, and then sometimes 10 including your own, i would say thats normal depending on fellow GSB users.

Or am i misunderstanding something?.



Thank you.


I like 2 wf per worker, but more is more efficient.
However if you do more, the last ones to finish come much later than the first.
so it can be slower to get all wf done.
I can have 100 to 200 workers, so that 200 to 400 wf.
(but i havnt done wf for a long time as thats not my focus at this instant)
you should have say 8+ workers (on high end machine) so should get 16 wf at a time.
I think you can run more workers for wf, than you do for building systems

bizgozcd - 6-8-2020 at 07:19 AM

Quote: Originally posted by Daniel UK1  
Question about WF processing.


Hi There, i would assume if i understand correctly, that the cloud provides you with sometimes 40 workers including your own, and then sometimes 10 including your own, i would say thats normal depending on fellow GSB users.

Or am i misunderstanding something?.



Not sure what was going on, but the fix ended up being a reboot. :(
Thanks again for your help.

tornado - 7-8-2020 at 10:37 PM

Hello everyone,

GSB is a very good software. Many features are impressive. Thanks Peter.
I am using the new version 58.63, and I feel that the system is built much faster. But I have a problem.

1. I use Manager and 2 Workers to build the system. At first it worked fine, but the system generated by wokers didn't seem to be passed to the manager. The number of unique-systemys of Manager is stuck, while the number of unique-sytemys of workers keeps increasing.
If the system generated by workers cannot be passed to the manager, can I manually import them to the manager?

2. Sometimes workers will automatically run walk forward while generating the system, which is strange. When I used the manager to do walk froward, I also started 2 workers, but no workers participated in the walkforward at that time.
Is there something wrong with the way I use it?

Any help will be greatly appreciated.

admin - 7-8-2020 at 10:49 PM

Quote: Originally posted by tornado  
Hello everyone,

GSB is a very good software. Many features are impressive. Thanks Peter.
I am using the new version 58.63, and I feel that the system is built much faster. But I have a problem.

1. I use Manager and 2 Workers to build the system. At first it worked fine, but the system generated by wokers didn't seem to be passed to the manager. The number of unique-systemys of Manager is stuck, while the number of unique-sytemys of workers keeps increasing.
If the system generated by workers cannot be passed to the manager, can I manually import them to the manager?

2. Sometimes workers will automatically run walk forward while generating the system, which is strange. When I used the manager to do walk froward, I also started 2 workers, but no workers participated in the walkforward at that time.
Is there something wrong with the way I use it?

Any help will be greatly appreciated.


my wild guess is you have running
gsb in C:\GSB\Cloud Workers
not
C:\GSB\Workers
DO you have resource manager running? It should have worker higher priority than cloud worker
Send me teamviewer.com details if stuck

tornado - 7-8-2020 at 11:47 PM

Actually i am running d:\GSB\Workers . i have sent teamviewer.com details .

Thanks。

bizgozcd - 8-8-2020 at 05:05 AM

Happy Saturday all,

Question about the difference between forcing use of an indicator vs using it as a secondary filter. What is the difference in these two scenarios?

admin - 8-8-2020 at 05:08 AM

Quote: Originally posted by bizgozcd  
Happy Saturday all,

Question about the difference between forcing use of an indicator vs using it as a secondary filter. What is the difference in these two scenarios?

if you had say 44 primary indcators, but are using # of indicators as 3
and you force rsi as true,
then rsi will be in every system and the other 2 indicators will be made up of the
ones from the 44

This can be done for SF too. Note I never use the force feature myself.
Not sure if this reply helps fully answer what your after. Ask again if needed

bizgozcd - 8-8-2020 at 05:18 AM

Quote: Originally posted by admin  
Quote: Originally posted by bizgozcd  
Happy Saturday all,

Question about the difference between forcing use of an indicator vs using it as a secondary filter. What is the difference in these two scenarios?

if you had say 44 primary indcators, but are using # of indicators as 3
and you force rsi as true,
then rsi will be in every system and the other 2 indicators will be made up of the
ones from the 44

This can be done for SF too. Note I never use the force feature myself.
Not sure if this reply helps fully answer what your after. Ask again if needed


What I mean to ask is, if I use an indicator on a given system either as SF or Forced, all other parameters the same, would the results theoretically be the same?

Thanks Peter.

admin - 9-8-2020 at 08:34 PM

Quote: Originally posted by bizgozcd  
Quote: Originally posted by admin  
Quote: Originally posted by bizgozcd  
Happy Saturday all,

Question about the difference between forcing use of an indicator vs using it as a secondary filter. What is the difference in these two scenarios?

if you had say 44 primary indcators, but are using # of indicators as 3
and you force rsi as true,
then rsi will be in every system and the other 2 indicators will be made up of the
ones from the 44

This can be done for SF too. Note I never use the force feature myself.
Not sure if this reply helps fully answer what your after. Ask again if needed


What I mean to ask is, if I use an indicator on a given system either as SF or Forced, all other parameters the same, would the results theoretically be the same?

Thanks Peter.

if all indicators and all parameters were the same, then results would be the same.
Hope this answered the question ok

Daniel UK1 - 12-8-2020 at 12:54 AM

Peter, i was going to test tertiary filters, (since i remember i read somewhere that you enabled that?) however it seems that they are not enabled in .620 and it seems that in statistics its not possible to perform same kind of test as for SF, to be able to see what (in this case) tertiary filters is being used in top n systems..

Am i mistaken that tertiary filters shall be enabled in this release?

Best trading day using GSB systems ever for me yesterday in SI, congrats to those that was trading that market yesterday..
11.5k usd per contract..

Regards

admin - 12-8-2020 at 01:00 AM

Quote: Originally posted by Daniel UK1  
Peter, i was going to test tertiary filters, (since i remember i read somewhere that you enabled that?) however it seems that they are not enabled in .620 and it seems that in statistics its not possible to perform same kind of test as for SF, to be able to see what (in this case) tertiary filters is being used in top n systems..

Am i mistaken that tertiary filters shall be enabled in this release?

Best trading day using GSB systems ever for me yesterday in SI, congrats to those that was trading that market yesterday..
11.5k usd per contract..

Regards

Not sure how you did that on SI. Perhaps you have different session time.
I got 7775 per contract

silver.png - 274kB

tf are working but disabled. I wont enable till we have the ts code and stats working. Im very keen to get them, but its in the hands of the primary programer

Daniel UK1 - 12-8-2020 at 01:26 AM

Hi Peter perhaps you are using the small contract? which multiplier are you using?
I am using multiplier 5k

So my number is correct i believe, unless IB has an error :)




Screenshot 2020-08-12 at 03.21.55.png - 173kB

admin - 12-8-2020 at 01:34 AM

Quote: Originally posted by Daniel UK1  
Hi Peter perhaps you are using the small contract? which multiplier are you using?
I am using multiplier 5k

So my number is correct i believe, unless IB has an error :)



Im on the 5k, but i think our times are different. my times are central.
session time on ts (exchange time) is 8am to 1330

silver2.png - 107kB

Daniel UK1 - 12-8-2020 at 01:39 AM

Ahh, ok ok, i am on eastern, and my session time for SI used is 800 to 1430.
Anyway, was a very good trade, Congrats.. :thumbup:

eurtrader - 12-8-2020 at 12:15 PM

Quote: Originally posted by Daniel UK1  
Peter, i was going to test tertiary filters, (since i remember i read somewhere that you enabled that?) however it seems that they are not enabled in .620 and it seems that in statistics its not possible to perform same kind of test as for SF, to be able to see what (in this case) tertiary filters is being used in top n systems..

Am i mistaken that tertiary filters shall be enabled in this release?

Best trading day using GSB systems ever for me yesterday in SI, congrats to those that was trading that market yesterday..
11.5k usd per contract..

Regards


Hi Daniel,

Is this system on SI your own system, or can I find the code somewhere on the GSB forum? Thanks!

Daniel UK1 - 12-8-2020 at 12:53 PM

Quote: Originally posted by eurtrader  
Quote: Originally posted by Daniel UK1  
Peter, i was going to test tertiary filters, (since i remember i read somewhere that you enabled that?) however it seems that they are not enabled in .620 and it seems that in statistics its not possible to perform same kind of test as for SF, to be able to see what (in this case) tertiary filters is being used in top n systems..

Am i mistaken that tertiary filters shall be enabled in this release?

Best trading day using GSB systems ever for me yesterday in SI, congrats to those that was trading that market yesterday..
11.5k usd per contract..

Regards


Hi Daniel,

Is this system on SI your own system, or can I find the code somewhere on the GSB forum? Thanks!


Hi,

Its my own system that i developed.
You can find some very good systems that Peter have kindly shared in the private forum for CL and ES.

Cheers

tornado - 14-8-2020 at 09:18 AM

Hi Peter ,

I watched some videos and forums on how to build the system. Regarding Left side Features-Optimization, I saw different settings.
1. Training%-100, Test%-0, Validation%-0,
2. Training%-40, Test%-60, Validation%-0,
3. Training%-40, Test%-30, Validation%-30,
When building the system, which one should I choose, I am confused.

What is the difference between test and validation? Are they all out-of-sample data?

Thanks in advance.

admin - 14-8-2020 at 04:34 PM

Quote: Originally posted by tornado  
Hi Peter ,

I watched some videos and forums on how to build the system. Regarding Left side Features-Optimization, I saw different settings.
1. Training%-100, Test%-0, Validation%-0,
2. Training%-40, Test%-60, Validation%-0,
3. Training%-40, Test%-30, Validation%-30,
When building the system, which one should I choose, I am confused.

What is the difference between test and validation? Are they all out-of-sample data?

Thanks in advance.


If your having a quick play with GSB, fine to use say 30% in sample and see what comes out.
However the methodology is using 100% training, but has out of sample defined by dates field. (typcailly 2015 or 2018) Test and validation are both out of sample periods, but when you the human look at them and make decisions on results, they arnt really out of sample then

bizgozcd - 17-8-2020 at 12:32 PM

Hello again.

Question about trading periods. If I set trading periods to 10-12 but I am using MOC for a session that is 9-4pm, will the MOC be executed at 4pm?

Thank you.

RandyT - 17-8-2020 at 02:38 PM

Quote: Originally posted by bizgozcd  
Hello again.

Question about trading periods. If I set trading periods to 10-12 but I am using MOC for a session that is 9-4pm, will the MOC be executed at 4pm?

Thank you.


Correct.

And note that a 4:00 bar closes at 4:00, so if the market closes at 4:00, your order won't be filled until the market reopens. If this is the case, then a session time close at 3:59 will actually close your trade while the market is still open.

Forcing minimum Average Trade in WF

Gregorian - 19-8-2020 at 03:33 PM

Is it possible to force the WF process to produce only a result with an Average Trade at or above a certain level? Similar to how Performance Filter - Full Period works. I tried setting Performance Filter - Walk Forward Min. Avg. Trade, but I still get a WF Current result with an Average Trade below the specified minimum value.

admin - 19-8-2020 at 05:08 PM

Quote: Originally posted by Gregorian  
Is it possible to force the WF process to produce only a result with an Average Trade at or above a certain level? Similar to how Performance Filter - Full Period works. I tried setting Performance Filter - Walk Forward Min. Avg. Trade, but I still get a WF Current result with an Average Trade below the specified minimum value.


I will ask programer about this. It may be that no option with the higher at was avilable.
you can also tweak fitness to have a high at bias, but if fitness is np*at this is a hihg at bias. np*at^2 for example would be higher at still. I dont think its a good idea (np*at^2) as number of trades will be too low, and then its not a robust sample

bizgozcd - 24-8-2020 at 12:28 PM

I'm having an issue that I've had before intermittently when choosing data, but I don't know how I resolved it last time. I thought I was making an error in which data I was selecting, but the issue seems to be with regard to selecting data. For some reason, in the data selection window, no matter what data I choose, GSB reverts back to the data streams I had previously selected and rejects the new selection with an Invalid Price Data error from a previous selection.

I've tried resetting the price data cache multiple times, restarted GSB multiple times, and I used the "deselect" button in the data selection box each time.

I've been stuck and unable to use GSB as a result, so if anyone has any ideas, please let me know ASAP. Thank you.


admin - 24-8-2020 at 06:30 PM

Quote: Originally posted by bizgozcd  
I'm having an issue that I've had before intermittently when choosing data, but I don't know how I resolved it last time. I thought I was making an error in which data I was selecting, but the issue seems to be with regard to selecting data. For some reason, in the data selection window, no matter what data I choose, GSB reverts back to the data streams I had previously selected and rejects the new selection with an Invalid Price Data error from a previous selection.

I've tried resetting the price data cache multiple times, restarted GSB multiple times, and I used the "deselect" button in the data selection box each time.

I've been stuck and unable to use GSB as a result, so if anyone has any ideas, please let me know ASAP. Thank you.


I will be happy to help via remote support. Very hard to fix this by message, and really simple by remote support. email me your details peterzwag@gmail.com

AlwaysLearning - 27-8-2020 at 06:25 PM

Hello,

I've just noticed an issue I don't understand yet, where a swing trading position, that did not occur in realtime, suddenly appears in mid-trade when the tradestation platform reloads.

I only noticed it now, but the best detail I can provide to describe the situation is this:

I'm following a swing trade system on ES in realtime, and in realtime I took the trade that ended in the profit target on Aug 26th at 1430 - but then no new trade opened ever since in realtime, however then on Aug 27th at 7:48pm, I reloaded the chart, and then a new trade appeared retroactively in the history as though it opened on 2:30pm on Aug 26th a day earlier where in realtime no such trade existed

I believe the cause to be that the data feed may have changed by a little between realtime and historical reload causing a trade to trigger,

But if I want to follow these trades realtime, it means now I have to decide whether to join this trade mid-position at whatever price I get, or decide not to take it

It makes me question how I might go about handling this situation, and whether anyone else has a solution or advice for it. Should I be reloading my tradestation charts a few times a day to minimize this, or what can I do to learn more about this?

Thanks


2020-08-27 201002 - appearing trade.png - 62kB

admin - 27-8-2020 at 06:45 PM

Quote: Originally posted by AlwaysLearning  
Hello,

I've just noticed an issue I don't understand yet, where a swing trading position, that did not occur in realtime, suddenly appears in mid-trade when the tradestation platform reloads.

I only noticed it now, but the best detail I can provide to describe the situation is this:

I'm following a swing trade system on ES in realtime, and in realtime I took the trade that ended in the profit target on Aug 26th at 1430 - but then no new trade opened ever since in realtime, however then on Aug 27th at 7:48pm, I reloaded the chart, and then a new trade appeared retroactively in the history as though it opened on 2:30pm on Aug 26th a day earlier where in realtime no such trade existed

I believe the cause to be that the data feed may have changed by a little between realtime and historical reload causing a trade to trigger,

But if I want to follow these trades realtime, it means now I have to decide whether to join this trade mid-position at whatever price I get, or decide not to take it

It makes me question how I might go about handling this situation, and whether anyone else has a solution or advice for it. Should I be reloading my tradestation charts a few times a day to minimize this, or what can I do to learn more about this?

Thanks



I wouldnt reenter the trade, as your too much in the money. If it goes down to your price level, it could also be a loosing trade. But its painful regardless as you might miss a decent trade
Some people delete ts cache one a week. Im not decided if this is a good idea.
If you do, then get one chart to pull in all your data (with no strategies on it)
,close that chart, then open your trading charts.
I used to run 3 ts, to compare trades, but thats expensive for data feeds if your professional status. Turning off a chart or reloading during market close is too problematic to me, plus im asleep.

AlwaysLearning - 27-8-2020 at 07:10 PM

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

I've just noticed an issue I don't understand yet, where a swing trading position, that did not occur in realtime, suddenly appears in mid-trade when the tradestation platform reloads.

I only noticed it now, but the best detail I can provide to describe the situation is this:

I'm following a swing trade system on ES in realtime, and in realtime I took the trade that ended in the profit target on Aug 26th at 1430 - but then no new trade opened ever since in realtime, however then on Aug 27th at 7:48pm, I reloaded the chart, and then a new trade appeared retroactively in the history as though it opened on 2:30pm on Aug 26th a day earlier where in realtime no such trade existed

I believe the cause to be that the data feed may have changed by a little between realtime and historical reload causing a trade to trigger,

But if I want to follow these trades realtime, it means now I have to decide whether to join this trade mid-position at whatever price I get, or decide not to take it

It makes me question how I might go about handling this situation, and whether anyone else has a solution or advice for it. Should I be reloading my tradestation charts a few times a day to minimize this, or what can I do to learn more about this?

Thanks



I wouldnt reenter the trade, as your too much in the money. If it goes down to your price level, it could also be a loosing trade. But its painful regardless as you might miss a decent trade
Some people delete ts cache one a week. Im not decided if this is a good idea.
If you do, then get one chart to pull in all your data (with no strategies on it)
,close that chart, then open your trading charts.
I used to run 3 ts, to compare trades, but thats expensive for data feeds if your professional status. Turning off a chart or reloading during market close is too problematic to me, plus im asleep.




Thank you for providing these helpful points about all these considerations

What I think I'll do now is track how many of the trades this occurs to, and I'll experiment with the ts cache as you describe - thanks for the guidance on that

Your answers are helpful enough already, but one last thing I hope to ask is:

Is this kind of historical trade appearance commonly experienced by people, and something to account for in my trading plan, or is this more rare?

I'm trying to tell if this is something I would work attentively to keep on top of it, or if it's something I can just let happen and accept as irreducible data error, and just be prepared to see trades appear that I'm to ignore if they show up like this.

And is there anything like a ballpark estimate of how much this affects the expected returns from backtests? -- I am imagining it just falls under the same amount of trade variance we normally are to expect but I'm making sure to ask just because I don't want to make preventable mistakes in this new area.

Thank you

admin - 27-8-2020 at 07:45 PM

Im not sure. There are two issues.
Trades that occur that shouldnt, and trades that should occur and dont
you could always at market close run ts on a second computer and verify the trades, or get 2 or 3 ts logins
Peter

Daniel UK1 - 28-8-2020 at 04:22 AM

Hi Always learning.... for me this (ltrades that according to backtest should be there is not here or vice versa) happens very rarely, i use MC.... in the cases it has happened... it has been between rolls.. i switch between custom future and continues, and this is for CL and NG where one has to roll before data provider rolls contract, due to new IB rules for energies... anyway... for it happens due to this and cause ar known, i beliebe issue is when cause is NOT known, as in your case i believe... I often think that one trade out of 1000 does not really matter... operational issues like this is hard to avoid to 100%.

Cheers

admin - 28-8-2020 at 05:48 AM

Hi Daniel, thanks for your input. I think its higher than 1 in 1000, but dont know exactly. It also varies per ticker. I had some obscure cash indices i used that often gave hypothetical after a chart refresh
that hit profit targets, while real fills got stopped. It was so bad I stopped trading it

bizgozcd - 28-8-2020 at 07:20 AM

Quote: Originally posted by AlwaysLearning  
Hello,

I've just noticed an issue I don't understand yet, where a swing trading position, that did not occur in realtime, suddenly appears in mid-trade when the tradestation platform reloads.

I only noticed it now, but the best detail I can provide to describe the situation is this:

I'm following a swing trade system on ES in realtime, and in realtime I took the trade that ended in the profit target on Aug 26th at 1430 - but then no new trade opened ever since in realtime, however then on Aug 27th at 7:48pm, I reloaded the chart, and then a new trade appeared retroactively in the history as though it opened on 2:30pm on Aug 26th a day earlier where in realtime no such trade existed

I believe the cause to be that the data feed may have changed by a little between realtime and historical reload causing a trade to trigger,

But if I want to follow these trades realtime, it means now I have to decide whether to join this trade mid-position at whatever price I get, or decide not to take it

It makes me question how I might go about handling this situation, and whether anyone else has a solution or advice for it. Should I be reloading my tradestation charts a few times a day to minimize this, or what can I do to learn more about this?

Thanks




Greetings. I had something very similar happen a couple of times with TS a few months ago when I was learning the platform. In diagnosing it, I noticed that while the chart that the strategy was loaded on showed the strategy as active in the upper left hand corner of the chart, the strategy did not show up under the "Strategy Positions" tab of Trade Manager. That was the 'tell' that something is awry. I shut down and restarted TS and all was well. I've also fixed it by removing the strategy from the chart and re-adding it. Good luck.

RandyT - 28-8-2020 at 07:25 AM

Quote: Originally posted by AlwaysLearning  
Hello,

I've just noticed an issue I don't understand yet, where a swing trading position, that did not occur in realtime, suddenly appears in mid-trade when the tradestation platform reloads.

I only noticed it now, but the best detail I can provide to describe the situation is this:

I'm following a swing trade system on ES in realtime, and in realtime I took the trade that ended in the profit target on Aug 26th at 1430 - but then no new trade opened ever since in realtime, however then on Aug 27th at 7:48pm, I reloaded the chart, and then a new trade appeared retroactively in the history as though it opened on 2:30pm on Aug 26th a day earlier where in realtime no such trade existed

I believe the cause to be that the data feed may have changed by a little between realtime and historical reload causing a trade to trigger,

But if I want to follow these trades realtime, it means now I have to decide whether to join this trade mid-position at whatever price I get, or decide not to take it

It makes me question how I might go about handling this situation, and whether anyone else has a solution or advice for it. Should I be reloading my tradestation charts a few times a day to minimize this, or what can I do to learn more about this?

Thanks




AlwaysLearning,

My .02 is that this is a bug in TS. This commonly happens on the TS platform. Reloading data usually corrects it. When I was using TS, it was common practice to delete all cached data at the end of every week on the live trade server so that you were using fresh cached data at the beginning of every week. This practice generally avoided this behavior.

I use MC and refuse to use TS for these (and many other) reasons.

tornado - 28-8-2020 at 07:53 AM

Hi Peter,

I am confused why I can building systems well with the data ,but when I do wf with the same data after i
load the systems that i saved, following exception appeared.

Thanks.

Annotation 2020-08-28 213939.png - 51kB

admin - 28-8-2020 at 04:38 PM

Quote: Originally posted by tornado  
Hi Peter,

I am confused why I can building systems well with the data ,but when I do wf with the same data after i
load the systems that i saved, following exception appeared.

Thanks.

Ive never seen this before, but many bugs in GSB have not been seen before


Lets do remote support.
Download the software and send the two codes.
You can use either
https://ultraviewer.net/en/download.html
or
https://anydesk.com/en (one code, but when I attempt login, you need to approve me loging im)
or teamviewer.com

tornado - 28-8-2020 at 11:01 PM

Quote: Originally posted by admin  
Quote: Originally posted by tornado  
Hi Peter,

I am confused why I can building systems well with the data ,but when I do wf with the same data after i
load the systems that i saved, following exception appeared.

Thanks.

Ive never seen this before, but many bugs in GSB have not been seen before


Lets do remote support.
Download the software and send the two codes.
You can use either
https://ultraviewer.net/en/download.html
or
https://anydesk.com/en (one code, but when I attempt login, you need to approve me loging im)
or teamviewer.com


Hi Peter,

Thanks for your reply.
Seems I have figured the cause out and fixed it. I'll try to explain how the process is.

I used my own data that has unique date time format, so i modified the App Setting in Manager like it shows on attachment but the App Setting in Worker is still the original.

I open new manager and worker and load systems that saved to manager, and then run wf by sending to @best worker. In this case
the manager app setting is unable to transfer to the Worker , so that
Worker is unable to recognize the data time format, and has the
exception message.

To fix it i need to add my own data time format to worker setting file in advance like i did on manager setting file.




TIM截图20200829123126.png - 127kB

admin - 28-8-2020 at 11:38 PM

Hi Tornado,
good your fixed, but you should not have needed to do that. Few users use custom date time formats that GSB doesnt automatically have - but its also possible its a bug.
All settings that are needed should automatically be transferred to workers

zamiriqbal - 29-8-2020 at 09:07 PM

Hi, can somebody guide me where to find the free CL system and SOybean System for paid GSB users ..?

Disable price data file deletion

Gregorian - 30-8-2020 at 12:18 PM

Is there a setting to disable the automatic deletion of price data files? Something, maybe RM, purges off old price data files every now and then.

Daniel UK1 - 30-8-2020 at 01:16 PM

Quote: Originally posted by zamiriqbal  
Hi, can somebody guide me where to find the free CL system and SOybean System for paid GSB users ..?


Hey there, you will find peters latest shared CL system in paid users forum i believe... S systems i am not sure you will find there, the S systems shared from Peter i think was developed quite some time ago.

IMHO, i think you would be better off researching S market using latest latest GSB methodology yourself...

Cheers

admin - 30-8-2020 at 04:51 PM

Quote: Originally posted by Gregorian  
Is there a setting to disable the automatic deletion of price data files? Something, maybe RM, purges off old price data files every now and then.

purge is done on workers, but not managers.
Perhaps you have set workers to use the same folder.
This should not be done.

Gregorian - 30-8-2020 at 05:14 PM

The Workers run in C:\GSB\GSB (Workers), while the Manager runs in C:\GSB\GSB (Managers). I have never configured any of the settings in the Worker folder, because you have said they are all automatically transferred from the Managers. What am I missing?

admin - 30-8-2020 at 05:23 PM

Quote: Originally posted by Gregorian  
The Workers run in C:\GSB\GSB (Workers), while the Manager runs in C:\GSB\GSB (Managers). I have never configured any of the settings in the Worker folder, because you have said they are all automatically transferred from the Managers. What am I missing?


You setup seems correct and there is no file cleanup of price files that I know of in GSB manager or standalone.
the cleanup should be seen in worker, but not manager.
Perhaps backup the data folder in case.
acronis true image or macrum reflect are both very worth having
Macrum is free at entry level and works well
Else you can do this manually.



cleanup.png - 121kB

tornado - 5-9-2020 at 10:03 PM

Hi Peter,

I come across a problem.
How do i fix it?

Annotation 2020-09-06 120023.png - 6kB

Carl - 6-9-2020 at 06:53 AM

Hi tornado,

You can download the latest version of GSB by using ResourceManager.

https://trademaid.info/forum/viewthread.php?tid=208

bizgozcd - 6-9-2020 at 07:32 AM

Question. In general, if systems are slow to build compared to 'normal' (also with indicator testing) is this a sign to pass on this test and move on?

tornado - 6-9-2020 at 08:04 AM

Quote: Originally posted by Carl  
Hi tornado,

You can download the latest version of GSB by using ResourceManager.


Thanks Carl, i will try it.

Daniel UK1 - 6-9-2020 at 01:31 PM

Quote: Originally posted by bizgozcd  
Question. In general, if systems are slow to build compared to 'normal' (also with indicator testing) is this a sign to pass on this test and move on?


Hey there, Some markets are more difficult than others, it can differ a lot in speed... this does not always mean that systems generated is bad though.

But comparing same markets against each other and you are using a setting to test that makes it twice as difficult to build compared to other settings, then it would raise a eyebrow and perhaps warrants to look more closer if you should move on..

Cheers

bizgozcd - 6-9-2020 at 02:01 PM

Quote: Originally posted by Daniel UK1  
Quote: Originally posted by bizgozcd  
Question. In general, if systems are slow to build compared to 'normal' (also with indicator testing) is this a sign to pass on this test and move on?


Hey there, Some markets are more difficult than others, it can differ a lot in speed... this does not always mean that systems generated is bad though.

But comparing same markets against each other and you are using a setting to test that makes it twice as difficult to build compared to other settings, then it would raise a eyebrow and perhaps warrants to look more closer if you should move on..

Cheers


Oh my bad, Daniel...I meant if slow, quit the current test and start another test on the same market.

admin - 6-9-2020 at 04:38 PM

Some SF work but are very slow too. However so far CL is the only market I have explored in great depth where closeD{minus/over}close is not the best SF
Bu I agree with Daniel, speed varies with the market, but slow speed is not a good sign if your exploring a new market. bizgozcd, what market are you looking at?

bizgozcd - 7-9-2020 at 10:13 AM

Quote: Originally posted by admin  
Some SF work but are very slow too. However so far CL is the only market I have explored in great depth where closeD{minus/over}close is not the best SF
Bu I agree with Daniel, speed varies with the market, but slow speed is not a good sign if your exploring a new market. bizgozcd, what market are you looking at?


Soybeans.

admin - 7-9-2020 at 05:21 PM

Quote: Originally posted by bizgozcd  
Quote: Originally posted by admin  
Some SF work but are very slow too. However so far CL is the only market I have explored in great depth where closeD{minus/over}close is not the best SF
Bu I agree with Daniel, speed varies with the market, but slow speed is not a good sign if your exploring a new market. bizgozcd, what market are you looking at?


Soybeans.

i used ga GSB_CloseLessPrevCloseD, but that was before we had all the new sf
Unlikely anything else will be better.
but try all sf, except the 3 Close[less/over}closeD
then do a two pass sf test.
take only the green ones each time.
then test the top few sf by them selves. vip to not test multiple sf at the same time

bizgozcd - 8-9-2020 at 07:56 AM

Quote: Originally posted by admin  


Soybeans. [/rquote]
i used ga GSB_CloseLessPrevCloseD, but that was before we had all the new sf
Unlikely anything else will be better.
but try all sf, except the 3 Close[less/over}closeD
then do a two pass sf test.
take only the green ones each time.
then test the top few sf by them selves. vip to not test multiple sf at the same time


I've been doing test after test on S for the last few days. Did an SF test early on, tried a bunch as you suggested, ended up with CloseLessPrevCloseD, which was about equal to Over. I also tried to run it without any SF to see what the difference would be, but GSB does not allow that.

I'm leaning toward the conclusion that I'm going to have to be satisfied with much more marginal returns in S than in other contracts. I went to S because I read an old forum thread that implied it was one of the lower hanging fruits. I have a couple of system candidates but they are not as juicy as other contracts I've been working on.

Daniel UK1 - 8-9-2020 at 09:45 AM

Quote: Originally posted by bizgozcd  
Quote: Originally posted by admin  


Soybeans. [/rquote]
i used ga GSB_CloseLessPrevCloseD, but that was before we had all the new sf
Unlikely anything else will be better.
but try all sf, except the 3 Close[less/over}closeD
then do a two pass sf test.
take only the green ones each time.
then test the top few sf by them selves. vip to not test multiple sf at the same time


I've been doing test after test on S for the last few days. Did an SF test early on, tried a bunch as you suggested, ended up with CloseLessPrevCloseD, which was about equal to Over. I also tried to run it without any SF to see what the difference would be, but GSB does not allow that.

I'm leaning toward the conclusion that I'm going to have to be satisfied with much more marginal returns in S than in other contracts. I went to S because I read an old forum thread that implied it was one of the lower hanging fruits. I have a couple of system candidates but they are not as juicy as other contracts I've been working on.


A tip is to make use of more markets assisting S, that will make a big difference for you i believe.. also test timeframes per data... and... open and close time for main markets.. Build dates also play a big role for S..

Good luck

meldinman - 9-9-2020 at 09:52 AM

Im sure this has discussed before and I have gone back in the forums to see if I can resolve this on my own. Im currently doing market validation on KC (cofee), the first coupe runs I did worked and the systems showed results in tradestation similar to what GSB was showing, but now the last few runs with various other normalization and modes are giving me systems that are showng very different results from the GSB analyzer. Ive tried to make sure that the times frames where the same etc but things still seem to be off. Any Ideas what I may be doing wrong?

admin - 10-9-2020 at 02:14 AM

Quote: Originally posted by meldinman  
Im sure this has discussed before and I have gone back in the forums to see if I can resolve this on my own. Im currently doing market validation on KC (cofee), the first coupe runs I did worked and the systems showed results in tradestation similar to what GSB was showing, but now the last few runs with various other normalization and modes are giving me systems that are showng very different results from the GSB analyzer. Ive tried to make sure that the times frames where the same etc but things still seem to be off. Any Ideas what I may be doing wrong?

there is a great deal to go wrong with human error. There is one user who has miss-matches for reasons I dont yet know. GSB has got internal diagnostics to check things if all else fails. Being human, we find our own mistakes hard to see, and other peoples mistakes easier. Thats why if stuck i will look at your setup via teamviewer.com when your free. email me your details

portfolioquanttrader2020 - 14-9-2020 at 08:37 AM

Hi
Can someone help me build an overnight system for the future of ES?

portfolioquanttrader2020 - 14-9-2020 at 08:37 AM

Hi
Can someone help me build an overnight system for the future of ES?

admin - 14-9-2020 at 04:38 PM

Quote: Originally posted by portfolioquanttrader2020  
Hi
Can someone help me build an overnight system for the future of ES?


turn moc off, add say a $2000 stop, $3000 profit target
Likely go long only.
Day trade is easier, and much less risk. I know one user who held ES on friday night due to an execution error. It was > 10,000 loss

engtraderfx - 15-9-2020 at 06:39 PM

good morning, just checking if "inputs enabled" is still available, doesn't seem to be under Scripts anymore? (I have advanced on)

Inputs Enabled
If disabled, inputs will be replaced by variables in the exported scripts. It is wise to set this to false. If its true, and you cut and paste TS/MC code to an existing strategy, then the previous inputs will be remembered by TS/MC. This is a very common error for TS/MC <> GSB.

admin - 15-9-2020 at 06:45 PM

Quote: Originally posted by engtraderfx  
good morning, just checking if "inputs enabled" is still available, doesn't seem to be under Scripts anymore? (I have advanced on)

Inputs Enabled
If disabled, inputs will be replaced by variables in the exported scripts. It is wise to set this to false. If its true, and you cut and paste TS/MC code to an existing strategy, then the previous inputs will be remembered by TS/MC. This is a very common error for TS/MC <> GSB.

I cant see inputs enabled on my gsb. Regardless I likely would remove the feature if it was there.
You need to change the code from vars to inputs in ts/mc
I got a support issue per week over this issue when i used inputs.
If you replace system1 in ts by system 2, the inputs of system1 are rememberd.
= missmatch
solution is delete all text of system 1, verify, then paste in text of system2

portfolioquanttrader2020 - 16-9-2020 at 02:49 PM

Hello
I'm setting 15-minute data from 12 p.m. EST to 930 a.m., that is, night time.
It doesn't build me systems.
Does anyone know the reason?

data

portfolioquanttrader2020 - 16-9-2020 at 02:49 PM

Hello
I'm setting 15-minute data from 12 p.m. EST to 930 a.m., that is, night time.
It doesn't build me systems.
Does anyone know the reason?

Capture.PNG - 38kB

portfolioquanttrader2020 - 16-9-2020 at 03:15 PM

The time slot starts at 5 p.m. and ends the next day at 9 a.m.That can be configured in GSB, to be able to join sessions of two days?

portfolioquanttrader2020 - 16-9-2020 at 03:15 PM

The time slot starts at 5 p.m. and ends the next day at 9 a.m.That can be configured in GSB, to be able to join sessions of two days?

admin - 16-9-2020 at 08:45 PM

Quote: Originally posted by portfolioquanttrader2020  
The time slot starts at 5 p.m. and ends the next day at 9 a.m.That can be configured in GSB, to be able to join sessions of two days?

It took me some time to get this going
It can work with sf CLosed, but much more work to get systems and few trades



overnight1.png - 390kBsessions.png - 84kBsettings.png - 103kB

Font size problem - text overlaps on high res monitor

lel4866 - 20-9-2020 at 08:32 AM

Hi -

I'm just starting my evaluation period. I have a 3480x2160 monitor, running latest Windows 10, and the font size for many items is too large...the text overlaps or doesn't display completely. I've added an attachment .png which shows the problem.

I also searched the forum...there is one other post I found, but I didn't understand the answer well enough to fix the problem



gsbFontProblem.PNG - 43kB

NickW - 20-9-2020 at 01:09 PM

lel3866, go to your Settings > System > Display and play around with the scaling settings. You might need to set it to 100% and see if it looks better.

admin - 20-9-2020 at 06:19 PM

Quote: Originally posted by lel4866  
Hi -

I'm just starting my evaluation period. I have a 3480x2160 monitor, running latest Windows 10, and the font size for many items is too large...the text overlaps or doesn't display completely. I've added an attachment .png which shows the problem.

I also searched the forum...there is one other post I found, but I didn't understand the answer well enough to fix the problem


this link should help.
https://support.datasci.com/hc/en-us/articles/235877728-How-...
if stuck send me teamviewer.com details peterzwag@gmail.com

moresi522 - 28-9-2020 at 06:42 AM

hi,
Following the general rules,
If I found the same indicator in main and secondary filters, which is the good practise?

What do you do in this case?
Thank you

Carl - 28-9-2020 at 09:56 AM

Hi Moresi,

Personally I would use this indicator in both places.

But you can test it yourself what's best.

mitcht615 - 5-10-2020 at 04:22 PM

Hi,

This is my first day with the trial so forgive my ignorance. How can I choose my own 3 indicators. I don't seem to be able to navigate to a list of indicators.

thanks

admin - 5-10-2020 at 04:27 PM

Quote: Originally posted by mitcht615  
Hi,

This is my first day with the trial so forgive my ignorance. How can I choose my own 3 indicators. I don't seem to be able to navigate to a list of indicators.

thanks

see https://trademaid.info/gsbhelp/Customindicators1.html
If your new, I would recommend not using CI.
When you purchase there is access to > 100 indicators, and the list is growing with more planned.
There is a lot to learn of new users. Personally I am not even using CI myself despite the understandable reason why people like to use them. Long term we are going to have support for writing CI via user dll

mitcht615 - 5-10-2020 at 05:37 PM

I just wanted to create something using ADX, RSI, and Keltner Channel, instead of three indicators already chosen.

admin - 5-10-2020 at 05:43 PM

Quote: Originally posted by mitcht615  
I just wanted to create something using ADX, RSI, and Keltner Channel, instead of three indicators already chosen.


You can force GSB to do this, but it will not work well.
see screen shot.
GSB finds what works best in its own architecture of systems by trying billions of combinations. Forcing GSB to find something defeats the entire purpose of GSB.
The methodology section would be a good read. Collectively years of GSB user time has gone into this - it works and is best to be followed.
https://trademaid.info/gsbhelp/Methodology.html



force.png - 93kB

bizgozcd - 19-10-2020 at 07:33 AM

Hi Peter,

How do you suggest I set up a simple spread in GSB?

I'm looking to trade the price difference between two contracts.

Thank you.

admin - 19-10-2020 at 03:12 PM

Quote: Originally posted by bizgozcd  
Hi Peter,

How do you suggest I set up a simple spread in GSB?

I'm looking to trade the price difference between two contracts.

Thank you.

Im not sure. First of all are you trading a contract the price data represents the spread you want to trade? How many years back does the contract go?
You might have to make a synthetic contract.
ie price = data2-data1

bizgozcd - 19-10-2020 at 03:22 PM

Quote: Originally posted by admin  
Quote: Originally posted by bizgozcd  
Hi Peter,

How do you suggest I set up a simple spread in GSB?

I'm looking to trade the price difference between two contracts.

Thank you.

Im not sure. First of all are you trading a contract the price data represents the spread you want to trade? How many years back does the contract go?
You might have to make a synthetic contract.
ie price = data2-data1


Exactly....data2 - data1. So, basically I should just set that up in excel? And what type of file export should I use for the actual data file GSB will use?

admin - 19-10-2020 at 03:29 PM

Hi bizgozcd
excel could work, as could ts.
If ts you would need code to export the date time o h l c upvol,downvol etc

Various questions

Qbert - 28-10-2020 at 12:13 PM

Hello,
I'm evaluating a purchase of GSB and I'd like to ask You some questions and informations that I didn't found:

1 Is possible with GSB to create strategies to be used only as assistance (as signal or arrows printed on charts for example) in day trading that will make me execute about an average of 10 daily operations? (only arrows or signals on charts and no automatic buy sell).

2 Do these scripts/strategies work in real time with renko bars and range bars (I am a Nt8 user)? Only time charts?

3 What Profit factor reasonable value should I expect (on the average) from a good assembled strategy?

4 Can Gsb provide strategies useful for just quick scalps/scalping during daytrading?

5 Do these startegies work on charts where there are already present other indicators and oscillators?

Kindest regards (and sorry for all these questions!)

Albert

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