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whats your capital allocation. I have always used 4 x max system drawdown as the capital requirement - NOT 4 x portfolio drawdown
Are you stops big enough? Typically I have $2000 stop on es, but bigger on some systems like zone trader.

I have been using closer to 2x max system drawdown per strategy so will look to increase that as it would explain the large drawdown. Stops may also be an issue - I was stopped out 4 times in the last 3 weeks. Thank you for pointing that out guys.

I think I have been pretty quick to move through system development too and wonder if robustness could be an issue... How many strategies would you normally expect per run of the methodology?

admin - 8-11-2020 at 03:57 PM

Quote: Originally posted by matchhanson

getting stopped out is never nice, but its when you get stopped out numerous times in a row and or on numerous systems at once its ugly. If your stops are too tight, your also likely to get higher drawdown. In current volatile conditions, stops also need to be on the larger side. But if you get stopped out 3 times of late, did you also pick up some decent wins. There were lots of good moves of late

"How many strategies would you normally expect per run of the methodology?"
that's to vague to answer. We use the same methodology all the time, but its constantly getting tweaked after each new market we learn.
You need to check your systems on similar markets have low correlation to each other on loosing trades. portfolio analysts pro will do this.
https://trademaid.info/pa.html

unknown identifier in TS

Piet - 25-11-2020 at 06:36 AM

Hi Peter,
get a compiling error in TS with GSB_CloseToHighLow9v2. Do you provide an update or do you know a good substitute?

Thanks
Piet

Carl - 25-11-2020 at 07:06 AM

Hi Peter,
get a compiling error in TS with GSB_CloseToHighLow9v2. Do you provide an update or do you know a good substitute?

Thanks
Piet

Hi Peter,

Piet is right. GSB_SCRIPTS_2020_11_17+WITHUPDATEDGSBSYS1ES_V1.21.ELD does not contain function GSB_CloseToHighLow9v2.

admin - 25-11-2020 at 03:32 PM

Hi Peter,
get a compiling error in TS with GSB_CloseToHighLow9v2. Do you provide an update or do you know a good substitute?

Thanks
Piet

I will release a build < 24 hours with this in there.
I expect this to be a good indicator
its similar but not the same as highlow8
Inputs:
length(numericsimple);

Vars:
prevDayClose(0),
highestHigh(0),
lowestLow(0),
prevHH(0),
prevLL(0),
normMode(12), // HighestLowest2
hhNorm(0),
llNorm(0),
result(0);

highestHigh = GSB_HighestFFC(h, length);
lowestLow = GSB_LowestFFC(l, length);

result = 0;
prevHH = highestHigh[0];
prevLL = lowestLow[0];

if (prevHH - close < close - prevLL) then
result = prevHH
else if (prevHH - close >= close - prevLL) then
result = prevLL;

GSB_CloseToHighLow9V2 = result;

INDICATOR CODING

act - 5-12-2020 at 08:47 AM

I'm not clear on whether we can code a system in GSB first, then transfer to TS, or do we build the system in TS first, then optimize in GSB. If we can build in GSB, is the language similar to TS or NT? thank you all

GSB_AllowAllTradesFilter

jln780 - 5-12-2020 at 11:29 AM

Any chance to get "GSB_AllowAllTradesFilter". Function is missing.

Carl - 5-12-2020 at 12:23 PM

Quote: Originally posted by act

I'm not clear on whether we can code a system in GSB first, then transfer to TS, or do we build the system in TS first, then optimize in GSB. If we can build in GSB, is the language similar to TS or NT? thank you all

Hi act, first you build strategies in GSB, then copy the strategies you like to Tradestation/Multicharts/Ninjatrader.
If desired, you can do additional tests in TS/MT/NT.

The code is unlocked, readable and changable.

act - 5-12-2020 at 01:15 PM

Thx! Is there somewhere to see the language used to get acclimated with it. (More like NT or TS)? I'm not a programmer just a lowly quant!

Carl - 5-12-2020 at 02:16 PM

Quote: Originally posted by act

Thx! Is there somewhere to see the language used to get acclimated with it. (More like NT or TS)? I'm not a programmer just a lowly quant!

Hi act,

Please see attached txt file. Just to show you the structure of the GSB code. The code is all generated by GSB, you don't need to program anything yourself. You only have to set-up GSB the right way. It can take a while before you get the hang of it.

Included in the 14 day trial GSB version are a few unlocked strategies that are out of sample for 2 or 3 years I think.

But before starting a trail, I think its best when you first read through the online help:
https://trademaid.info/gsbhelp/index.html

And watch Peter's videos on Youtube:
https://www.youtube.com/user/ppzwag/videos

Easiest markets for GSB are the stock market (ES), energies (CL, NG), metals (GC, SI) and Soybeans.

Good luck!

Attachment: Login to view the details

act - 5-12-2020 at 03:47 PM

Thx for all the guidance. I know easy language well. Jim

Siem - 7-12-2020 at 08:33 AM

What kind of output does GSB like from Custom Indicators?

Should it be normalised between -100 and 100 or can it be a filtered value of the price (like a moving average)?

admin - 7-12-2020 at 04:56 PM

What kind of output does GSB like from Custom Indicators?

Should it be normalised between -100 and 100 or can it be a filtered value of the price (like a moving average)?

GSB will normalize it, so the raw data is fine.
GSB purcahsers who are beta users now have just under 120 indicators, so the need for custom indicators is reducing. Long term however we want to make user written dll's possible

Piet - 7-12-2020 at 11:48 PM

Found another indicator missing in TS. Looks quite promising in the GC 630 session. GSB_AccumSwingIndex. When do you plan to publish it? Can't wait for it ....

admin - 8-12-2020 at 01:24 AM

Found another indicator missing in TS. Looks quite promising in the GC 630 session. GSB_AccumSwingIndex. When do you plan to publish it? Can't wait for it ....

use SwingIndex for now.
Comes with TS
There is a number of missing functions I need to release with next build

Piet - 8-12-2020 at 09:28 AM

Found another indicator missing in TS. Looks quite promising in the GC 630 session. GSB_AccumSwingIndex. When do you plan to publish it? Can't wait for it ....

use SwingIndex for now.
Comes with TS
There is a number of missing functions I need to release with next build

Doesn't work out with TS SwingIndex. Will have to wait. Thanks!

admin - 8-12-2020 at 03:11 PM

Found another indicator missing in TS. Looks quite promising in the GC 630 session. GSB_AccumSwingIndex. When do you plan to publish it? Can't wait for it ....

use SwingIndex for now.
Comes with TS
There is a number of missing functions I need to release with next build

Doesn't work out with TS SwingIndex. Will have to wait. Thanks!

Why doesn't it work?
All I'm going to do is save ts swingdex as gsb_swingindex and rename swingindex in the code to gsb_swingindex. Can't help more right now. On fishing boat

Piet - 9-12-2020 at 01:08 AM

Found another indicator missing in TS. Looks quite promising in the GC 630 session. GSB_AccumSwingIndex. When do you plan to publish it? Can't wait for it ....

use SwingIndex for now.
Comes with TS
There is a number of missing functions I need to release with next build

Doesn't work out with TS SwingIndex. Will have to wait. Thanks!

Why doesn't it work?
All I'm going to do is save ts swingdex as gsb_swingindex and rename swingindex in the code to gsb_swingindex. Can't help more right now. On fishing boat

I changed GSB_AccumSwingindex... to the swingindex function in the code but the TS results were quite bad, not as in GSB. Strategies from the same run without swingindex works well and similiar to GSB. So I thought it must be different?

Enjoy fishing.

admin - 9-12-2020 at 04:17 AM

Hi Piet
_AccumSwingindex matches now but it didnt not to long ago. fixed in 60.21 build
Here is the biggest thing we caught. Had to put it back. My 13 year caught it, but too heavy for her to pull in. I got a octopus which seems to squirt water really well.
Enough fish for 2 meals for the 5 of us. Likely the smallest catch on this years fishing trip but nice way to relax

Piet - 9-12-2020 at 05:14 AM

Hi Piet
_AccumSwingindex matches now but it didnt not to long ago. fixed in 60.21 build
Here is the biggest thing we caught. Had to put it back. My 13 year caught it, but too heavy for her to pull in. I got a octopus which seems to squirt water really well.
Enough fish for 2 meals for the 5 of us. Likely the smallest catch on this years fishing trip but nice way to relax

Wow! I really had to come. :lol:

asobi - 9-12-2020 at 09:55 AM

Hello,

I need help with a technical question. I put GSB under C drive, but is it possible to move the "auto-saved systems" folder to other drive?

Thanks!

admin - 9-12-2020 at 04:34 PM

Quote: Originally posted by asobi

Hello,

I need help with a technical question. I put GSB under C drive, but is it possible to move the "auto-saved systems" folder to other drive?

Thanks!

auto saved systems is a bad idea. Its a total disk hog. In my opinion the feature should be disabled. There is no option to change the path but if your cleaver you can map another hard disk partition as the auto saved folder.
Should you be following the current methodology (strongly recommend), auto save systems would never be used

cico - 15-12-2020 at 12:43 AM

Dear all, did anyone of you, please, try to find working setup for any of European markets (FGBL, FESX, FDAX)? It looks to me like a good idea how to use money, which are "sleeping" while US markets are closed, but was not sucessfull till now. For example on FGBL I ran one test on a quite high end machine for more than 20 hours and was able to find only 2000 systems.. Many thanks for any hints on EU markets.

admin - 15-12-2020 at 12:52 AM

Quote: Originally posted by cico

Dear all, did anyone of you, please, try to find working setup for any of European markets (FGBL, FESX, FDAX)? It looks to me like a good idea how to use money, which are "sleeping" while US markets are closed, but was not sucessfull till now. For example on FGBL I ran one test on a quite high end machine for more than 20 hours and was able to find only 2000 systems.. Many thanks for any hints on EU markets.

fdax is best, simialr to fesx but it trends better
Im about 50,000++ euro on pre gsb system on dax, but it was built with the crude version of what came before gsb. GSB will not actually make the same system
try 830 to 1500 es data2, 30 min bars. and dax same time as es
also try 900
and 930 start
Its not an easy market for gsb, but part of that is I dont know the exact setup gsb needs
fgbl I think is hard

if your worried about margin for contracts, your way over trading your account in my opinion.

note this setup will only give some diversification to usa es systems as its the same time zone.
German day time can also be done, but I think it wont work as well.

Taubin - 15-12-2020 at 08:30 PM

I sent an email, however someone may be able to reply here as well.

We are currently using GSB on a dedicated server. We created a new user account to move everything off of the default administrator account. However in doing so, the software has asked for activation again. Is this normal? I see on the website it is tied to the machine not the user on that machine.

Is there instruction for using that license under the new username on the computer? The hardware itself hasn't changed, just a new user account on the machine. I could not find anything on the website.

admin - 15-12-2020 at 08:32 PM

Quote: Originally posted by Taubin

I sent an email, however someone may be able to reply here as well.

We are currently using GSB on a dedicated server. We created a new user account to move everything off of the default administrator account. However in doing so, the software has asked for activation again. Is this normal? I see on the website it is tied to the machine not the user on that machine.

Is there instruction for using that license under the new username on the computer? The hardware itself hasn't changed, just a new user account on the machine. I could not find anything on the website.

Ive replied via email. Happy to help

cico - 17-12-2020 at 12:10 AM

Quote: Originally posted by cico

I was just thinking it could be interesting for the future to build systems trading outside US hours only, not because of the lower margin, but because of the fact, that outside US trading hours we don't use the money we do have on brokerage account.. So this way we could start use them. Just an idea.. :-)

engtraderfx - 26-12-2020 at 04:40 PM

just checking noticed a few version ago can no longer see all parameter indicators, also not in AI results, only showing weights? Was this removed? Dave

DATA

act - 27-12-2020 at 08:49 AM

Hi: Can we import tick data to create our bars, or only one minute bars. Thx!

admin - 27-12-2020 at 03:21 PM

just checking noticed a few version ago can no longer see all parameter indicators, also not in AI results, only showing weights? Was this removed? Dave

Hi Dave
my guess is this is due to wf fixed=true
You should never do this unless you have a good reason and know what your doing.

Im im wrong, chase me again

admin - 27-12-2020 at 03:23 PM

What kind of output does GSB like from Custom Indicators?

Should it be normalised between -100 and 100 or can it be a filtered value of the price (like a moving average)?

GSB will normalize your data, so you can do anything, but recommend 30 min bars

admin - 27-12-2020 at 03:30 PM

Quote: Originally posted by act

Hi: Can we import tick data to create our bars, or only one minute bars. Thx!

Tick can be used, but there are so many non GSB issues, I dont recommend it

https://trademaid.info/gsbhelp/RenkoPointKasebars.html

For GSB, likely you need to turn secondary filter to false

Siem - 28-12-2020 at 10:37 AM

The price data I want to import in GSB only has a generic Volume (up+down) count, not a separate "Up" and Down", how should I handle this?

If correctly imported, should I still use "TradeVolume" at the Volume settings in the Generic settings?

admin - 28-12-2020 at 04:09 PM

The price data I want to import in GSB only has a generic Volume (up+down) count, not a separate "Up" and Down", how should I handle this?

If correctly imported, should I still use "TradeVolume" at the Volume settings in the Generic settings?

I think GSB will auto-detect this. From memory, there are only 5 indicators that use volume.

engtraderfx - 28-12-2020 at 04:58 PM

just checking noticed a few version ago can no longer see all parameter indicators, also not in AI results, only showing weights? Was this removed? Dave

Hi Dave
my guess is this is due to wf fixed=true
You should never do this unless you have a good reason and know what your doing.

Im im wrong, chase me again

No just i noticed a while ago we used to see all WF parameters available which longer seems case.

For context, admit I was experimenting, i noticed during AI Sensitivity checks that Weights & some other parameters seemed insensitive, ie weight impact was either good or bad around 1 so wondered if fixing had any impact, it definitely improved WF stability score as less variables moving. Made me question whether should fix WF weights.

admin - 28-12-2020 at 06:37 PM

just checking noticed a few version ago can no longer see all parameter indicators, also not in AI results, only showing weights? Was this removed? Dave

Hi Dave
my guess is this is due to wf fixed=true
You should never do this unless you have a good reason and know what your doing.

Im im wrong, chase me again

The more you fix, the higher the stability. It defeats the entire purpose of doing all the testing. all parmaraters being fixes = all paramaters being stable = totaly useless doing stability test.

Price data

eugeneg - 28-12-2020 at 06:42 PM

I have opened the 'Price Data list' under Tools, and populated the RTY data RTY.30, 29,31 (from TS data file) and cloned for the noise x4 5 ticks and x4 10 ticks. Closed the window. Opened it again - all is good - RTY data is there.
But when exited Manager and re-opened it - no RTY data. Tried few times and on standalone as well. How to get the populated data saved for the future?

admin - 28-12-2020 at 07:01 PM

Quote: Originally posted by eugeneg

I have opened the 'Price Data list' under Tools, and populated the RTY data RTY.30, 29,31 (from TS data file) and cloned for the noise x4 5 ticks and x4 10 ticks. Closed the window. Opened it again - all is good - RTY data is there.
But when exited Manager and re-opened it - no RTY data. Tried few times and on standalone as well. How to get the populated data saved for the future?

Welcome to the forum, your first post

this is best looked at via anydesk.com or teamviewer.com
Likely take a minute. send me email
A few comments.
RTY is much harder than ES, and I have put no effort into the market ever on GSB.
Pre GSB it was my bread and butter. Likely its easy once we find the nuances of the market, but that takes time to do.
I also consider the muti time frame / random noise obsolute methods of system validation. The most recent materia is the gold videos. I spend 20 or so hours a week on GSB methadolgy and its constantly improving . changing.

Piet - 29-12-2020 at 01:43 AM

I can confirm that RTY is hard even with all incredible features in GSB and AU. Could you recommend a market (except ES,NQ,NG,FDAX, GC,CL,S,EC) that's more easy for "medium-beginners"?

admin - 29-12-2020 at 04:57 AM

I can confirm that RTY is hard even with all incredible features in GSB and AU. Could you recommend a market (except ES,NQ,NG,FDAX, GC,CL,S,EC) that's more easy for "medium-beginners"?

I cant as I spend many months on each market
sqqq could be done short only, but havnt done it for 3 years.
xlv long only overnight.
Im becoming an expert in very narrow field. But what I learn from one market flows over to other markets. Also the indicator set gets bigger, and that is becoming significant too. Im noticing on GC the last 60+ indicators are as good or better then the first ones. There is still lots of room for growth even on GC which ive spent 3 months or so on. Even this week im learning very significant new things.
I suspect Bruce has the widest experience, so I will ask him

GC

mdb - 29-12-2020 at 09:17 AM

Has the third GC video been released, I can't seem to find it if it has. Thanks for everyone's input with GSB. As a newbie, I find myself overwhelmed with all the options and the every changing inputs verses the docs.

admin - 29-12-2020 at 04:36 PM

Quote: Originally posted by mdb

Has the third GC video been released, I can't seem to find it if it has. Thanks for everyone's input with GSB. As a newbie, I find myself overwhelmed with all the options and the every changing inputs verses the docs.

It hasnt been done. Im still not at the end of my research on gold. Thats a great problem to have as it means there is scope to improve.

If GSB was a stagnant in development, you would get nice and consistent docs.
GSB however is doing lots of unique - ground breaking things with rapid improvement over time. The cost of this is docs that are changing a lot.
Best to look at the newest material, and then go to oldest
so gc is newest, followed by CL
I totally understand how you could be over whelmed. We are here to help

Bruce - 29-12-2020 at 09:07 PM

I can confirm that RTY is hard even with all incredible features in GSB and AU. Could you recommend a market (except ES,NQ,NG,FDAX, GC,CL,S,EC) that's more easy for "medium-beginners"?

I've covered a good number of markets using GSB to build systems and as Peter has indicated previously in this thread and others, traditionally, some markets are certainly a lot easier than others. However that being said some of the very latest tools Peter has intorduced like Automation that has enabled testing against different session times, SFs and EntryModes has now brought new opportunities with some of the more challenging assets (ie. US, YM, HG, etc.). ES, NQ, CL,GC, SI are markets I would recommend to any beginner or even more experienced GSB users build systems against, you'll learn a lot quickly from the std methodologies in the help and there is now so much detail in this forum for you to work with before broadening your effort. Building the foundation of knowledge on those core markets has worked for me (ES is by far the 'easiest') and as newer features become available in GSB I find that I'm circling back to those core markets to see what the impact is on my current systems. IHTH.

scaling display

eugeneg - 29-12-2020 at 10:42 PM

not sure if it is the right place to ask this question.

I have accessed my server from a new laptop 13". The scaling for the GSB manager is so off - very tiny shift - can't read. All the other applications and even RM look fine.
Any advice on how to adjust the settings? (Tried windows settings/ display/ - not working, and other applications are displayed normally anyway).

Thanks!

admin - 29-12-2020 at 10:59 PM

Quote: Originally posted by eugeneg

not sure if it is the right place to ask this question.

I have accessed my server from a new laptop 13". The scaling for the GSB manager is so off - very tiny shift - can't read. All the other applications and even RM look fine.
Any advice on how to adjust the settings? (Tried windows settings/ display/ - not working, and other applications are displayed normally anyway).

Thanks!

right click and do compatibility wizard, ..screen doesnt display correctly

Bfan - 31-12-2020 at 10:57 PM

The Walk Forward process takes a lot more time and ram power for each strategy. Anyway to use the cloud servers for the WF function? or is that covered under the $10/day server hire?
Thanks

admin - 31-12-2020 at 11:02 PM

The Walk Forward process takes a lot more time and ram power for each strategy. Anyway to use the cloud servers for the WF function? or is that covered under the $10/day server hire?
Thanks

you can run upto 4 wf at once on local manager, more than that they que.
You can also send them to the free cloud, but small chance wf jobs get killed if a free cloud worker gets terminated at any stage.
If you follow the methodology, and use family function, you should only have say 2 to 15 unique systems you need to wf.
The newer methodology with families is much more efficient.
Its covered in the last 2 gold videos
Hire a server is very good option if your low on cpu power, or just want more cpu power

admin - 31-12-2020 at 11:14 PM

Update to bfan
if you have 50,000 systems, then are looking at the top 250/300 -> top few in favourites B , then use the family feature, you get very few systems to consider doing wf on.
This is covered in the last 2 gold videos.

Bfan - 31-12-2020 at 11:15 PM

VSS VS. Prams Anc Stability

Example
Trading on 30m, Verification on 29m/ 31min. Strategy 1 has less VSS degradation % but lower Prams Anc Stability too. Strategy 2 has more degradation% but high Prams Anc Stability. Which one should be a better system? Thanks

admin - 31-12-2020 at 11:23 PM

VSS VS. Prams Anc Stability

Example
Trading on 30m, Verification on 29m/ 31min. Strategy 1 has less VSS degradation % but lower Prams Anc Stability too. Strategy 2 has more degradation% but high Prams Anc Stability. Which one should be a better system? Thanks

verification on 29/31 is not something I have done for 2 years or so.
I consider it obsolete way of verifying systems
Look at the 2 gold videos, and this material.
Note the gold videos are newer than the docs.
https://trademaid.info/gsbhelp/Methodology.html
https://trademaid.info/gsbhelp/Videos.html (gold videos at the end)
I spend about 20 hours a week on methodology for the last few years, so its an area of constant growth / change.
Its hard being new with GSB, as there is a lot to learn as its such a powerful app, and we are doing things that are unique to every one else. Good news is there is support to help.

Bfan - 1-1-2021 at 05:09 PM

Thanks for the reply Peter!
Are the Macros setting files available on the paid version for GC and any other markets?
Also, sometimes I still struggle to match the results on TS. I double checked on the session time and everything, but still cant figure out what need to be adjusted.

admin - 1-1-2021 at 05:47 PM

Thanks for the reply Peter!
Are the Macros setting files available on the paid version for GC and any other markets?
Also, sometimes I still struggle to match the results on TS. I double checked on the session time and everything, but still cant figure out what need to be adjusted.

here is the gc data and macros
run the file "install-into-GSB.bat"
I think the GC & CL macros are on the file repository on the forum
https://trademaid.info/forum/post.php?action=edit&fid=1&tid=...
Make sure you on 60.64 or newer build of GSB. The trail user build was updated this week
https://trademaid.info/forum/viewthread.php?tid=1
If results dont match, its normally session time wrong, or your data you work from could be different time zone to whats on your ts etc.
Cant help more than that unless we do anydesk.com / teamviewer etc. email me

Bfan - 4-1-2021 at 07:57 PM

It is strange that each time I open up the cloud worker it automatically run its default for GC market no matter what I have on the manager and the other worker. Please advise how I can make it work in synch with the manager. Thanks

admin - 4-1-2021 at 08:13 PM

It is strange that each time I open up the cloud worker it automatically run its default for GC market no matter what I have on the manager and the other worker. Please advise how I can make it work in synch with the manager. Thanks

it doesnt matter what it opens when you run the worker.
it will update from the manager a few minutes after the manager starts

zamiriqbal - 4-1-2021 at 08:29 PM

Hi Admin...

Have u release the Godl Startegy yet (third video) and final staretgy yet?>?

Just checking.

Bfan - 4-1-2021 at 08:33 PM

it doesnt matter what it opens when you run the worker.
it will update from the manager a few minutes after the manager starts

Well, it does not update from the manager. Tried many times, it kept running its own thing and come up with own systems on GC always.

admin - 4-1-2021 at 08:34 PM

Quote: Originally posted by zamiriqbal

Hi Admin...

Have u release the Godl Startegy yet (third video) and final staretgy yet?>?

Just checking.

Thanks for asking.
No, not close to starting.
While I could do it now, there is still so much scope to improve - i dont want to release a video and then say there yet another way to skin a cat thats is better.
(i do like cats

)
Im actually very happy with the gold systems im trading, but think I can improve still.
The indicator set has expanded a lot, and more in the pipeline, and adjustable parameters (by the user) is going to give more upside, + I have a significantly different indicator selection method I need to try.
GSB needs updates for this, and Im waiting on that.
I then need to re-test all my new methods / indicators on a second gold session time with a different secondary filter.

Piet - 5-1-2021 at 02:30 AM

Hi Peter,
I having a strange effect with my workers after quite a long run. The RM seems to kill some workers and didn't restart. After a Killall und Start again everything work's fine. This happened on all machines and quite frequently.

Any suggestions?

Thanks Piet

admin - 5-1-2021 at 03:27 AM

Hi Peter,
I having a strange effect with my workers after quite a long run. The RM seems to kill some workers and didn't restart. After a Killall und Start again everything work's fine. This happened on all machines and quite frequently.

Any suggestions?

Thanks Piet

look at the log section here

Piet - 5-1-2021 at 08:02 AM

look at the log section here

The log looks quite normal. It seems the Manager isn't reaching available Workers after some time (18 idle vs. 6 busy).

admin - 5-1-2021 at 04:40 PM

Piet,
i see that rm looks to over allocate workers, as it starts then, then kills them later due to cpu being high so have some idle is not much of an issue.
I suspect however I have seen the same issue on my machines. I will chat to the programmer about it. Not much of an issue if your cpu is just under 100%

Bfan - 7-1-2021 at 10:48 PM

Hello Peter,
Did you use 30m only for the Gold systems in the video or 2 data sources?
Thanks

admin - 7-1-2021 at 11:59 PM

Hello Peter,
Did you use 30m only for the Gold systems in the video or 2 data sources?
Thanks

30 min only
I think all the config files and macros were in gsb automation.
thats still what im using

Bfan - 8-1-2021 at 03:45 PM

Methodology and trading period pages has some conflicting info on correct set up for "Globe end dates" and "Dates".

To go thru the first pass(find indicators) and to build the first 50k systems after the first pass, Should we in both cases set "Globe end date" to current date(2021) and "Dates" to e.g. 2017?

Thanks

admin - 8-1-2021 at 03:56 PM

Methodology and trading period pages has some conflicting info on correct set up for "Globe end dates" and "Dates".

To go thru the first pass(find indicators) and to build the first 50k systems after the first pass, Should we in both cases set "Globe end date" to current date(2021) and "Dates" to e.g. 2017?

Thanks

the gold macros have the dates in them. All in sample was till 20170630.
If the 1 pass indicator test was done till 2021, it will not be considered out of sample.
global dates are 2021 but this is filtered by dates
I think your confusing global dates with dates
you can view the macro log to see what periods are put in stats a,b,c,d,e

RM_20201209.1 Group & Workers Path missing

jln780 - 8-1-2021 at 09:27 PM

Updated to RM_20201209.1
Group & Workers Path are missing.
Getting "No worker group"warning message.
What are the "new" RM settings?

Thanks

admin - 8-1-2021 at 11:50 PM

Quote: Originally posted by jln780

Updated to RM_20201209.1
Group & Workers Path are missing.
Getting "No worker group"warning message.
What are the "new" RM settings?

Thanks

see https://trademaid.info/forum/viewthread.php?tid=208&page=2
I think I have a fix for this.
can I have remote access to the machine monday morning au time?
for now try the old version of rm

mdb - 9-1-2021 at 06:51 PM

I had the same problem and Peter got on and fixed it. It's running well now.

Bfan - 9-1-2021 at 11:42 PM

I was running Build-Goldv1.1.gsbmacro and noticed it didn't include any in sample data (prior 2017) into any fav folders as shown in videos. Both pics are attached here. How do I include that in folder A or do we not need it for GC market?

bizgozcd - 10-1-2021 at 06:17 AM

Question Peter. Is it possible to add an exit mode to a system that has already been built?

Carl - 10-1-2021 at 09:09 AM

Hi bizgozcd,

I don't think this is possible in GSB.
But you can copy the GSB code into Tradestation/MC/NT and add the GSB exits there fore further testing.

bizgozcd - 10-1-2021 at 03:49 PM

Quote: Originally posted by Carl

Hi bizgozcd,

I don't think this is possible in GSB.
But you can copy the GSB code into Tradestation/MC/NT and add the GSB exits there fore further testing.

Thank you, Carl! I'd prefer to do it your way, actually. I suppose the easiest way to do this would be to build new systems with each exit, copy the scripts to TS, and find the exit code within each?

admin - 10-1-2021 at 07:25 PM

I was running Build-Goldv1.1.gsbmacro and noticed it didn't include any in sample data (prior 2017) into any fav folders as shown in videos. Both pics are attached here. How do I include that in folder A or do we not need it for GC market?

I think data before 201706 should be in fav A
this figure however is of little interest.
I will look more when i login to your machine later

admin - 10-1-2021 at 07:28 PM

Quote: Originally posted by bizgozcd

Question Peter. Is it possible to add an exit mode to a system that has already been built?

only in ts
you can change this last line, or optimize it.
I think its not worth pursuing exit modes myself

inputs:decision(0);//optimize this 0 to 7 i think
// Decision Exit (I/SF)
If flag = 0 And CurrentContracts > 0 AND GSB_DecisionExit2(decision, sfDecision, 0) = 1 Then
Begin
BuyToCover("SX-None") this bar on close;
Sell("LX-None") this bar on close;
End;

you can get less dd at significant cost to other metrics

nike air max 97

yinglimeng - 11-1-2021 at 11:00 PM

spammer. post removed. Admin

Bfan - 12-1-2021 at 07:29 PM

I was using 3 indicators to build systems. However I noticed some of the top systems have only 1 indicator with different params. Picture attached. Any setting need to be changed or this is considered fine? Thanks

admin - 12-1-2021 at 07:41 PM

I was using 3 indicators to build systems. However I noticed some of the top systems have only 1 indicator with different params. Picture attached. Any setting need to be changed or this is considered fine? Thanks

I think this is likely fine. In ts you can test and remove (remark each line) , one at t time so see if the system can go with out
ie
v1=gsbLowest... to
//v1=gsbLowest... to

Bfan - 12-1-2021 at 11:51 PM

To come up with uncorrelated systems, is it a good idea to take off the 3 indicators off the list (100+) and run again? Thanks

admin - 12-1-2021 at 11:59 PM

To come up with uncorrelated systems, is it a good idea to take off the 3 indicators off the list (100+) and run again? Thanks

I dont think so, as its common to still get one in common on lowly correlated systems.

Bfan - 13-1-2021 at 06:51 PM

When bringing a sys from Fav B to live trade, do always choose Use WF Current Params if it is higher performance?
Thanks

admin - 13-1-2021 at 06:57 PM

When bringing a sys from Fav B to live trade, do always choose Use WF Current Params if it is higher performance?
Thanks

I would normally choose that at all times.

LocalWorkerExeFile is empty or no valid process

jln780 - 14-1-2021 at 04:56 PM

admin - 14-1-2021 at 10:52 PM

Quote: Originally posted by jln780

HI jln780.
That doesnt matter. Its a log message, not an alarm.
It means when rm started there was no workers in ram
I get that too

Piet - 29-1-2021 at 07:56 AM

Great new feature in the new GSB to exclude long/short on certain weekdays. Does someone know how to evaluate weekday performance in TS? Know from Ninjatrader, but didn't find it in TS.

Thanks Piet

Carl - 29-1-2021 at 12:02 PM

Great new feature in the new GSB to exclude long/short on certain weekdays. Does someone know how to evaluate weekday performance in TS? Know from Ninjatrader, but didn't find it in TS.

Thanks Piet

Hi Piet,

In Tradestation the performance per day of the week is shown after doing a walk forward analysis.
There might be different ways as well, but this is the only one I know of.

admin - 29-1-2021 at 03:59 PM

Hi Piet
PA pro can do this too. I think its better to look at all systems on a market rather than just one
Look under equity graphs

Pull Settings Not Getting 13 or so newly added indicators

OUrocketman - 29-1-2021 at 10:53 PM

Peter,

I'm noticing in GSB SettingsFull is not pulling the newly added 12 or so indicators since we've gone to the 137 indicators from the 124. I can manually select all the new indicators, but the SettingsFull macro doesn't seem to know more have been added. When I set everything up the way I like and pull current settings, it's like GSB doesn't know those are options now. Thus, I am unable to update GoldIndicatorBuildSettings macro 1 to use all the available primary indicators. I appreciate your help!

admin - 29-1-2021 at 11:07 PM

Quote: Originally posted by OUrocketman

Peter,

I'm noticing in GSB SettingsFull is not pulling the newly added 12 or so indicators since we've gone to the 137 indicators from the 124. I can manually select all the new indicators, but the SettingsFull macro doesn't seem to know more have been added. When I set everything up the way I like and pull current settings, it's like GSB doesn't know those are options now. Thus, I am unable to update GoldIndicatorBuildSettings macro 1 to use all the available primary indicators. I appreciate your help!

I noticed this too
Will get it fixed, likely two builds away

admin - 30-1-2021 at 03:08 AM

Quote: Originally posted by OUrocketman

fixed in 61.07 onwards. Build not released yet

Siem - 1-2-2021 at 01:01 PM

I'm running an indicator test to get 20000 systems and find the best indicators.
However the unique-systems box lists systems that are below the specifications of the performance filter. I expected all the systems to be better than the filter specifications.

Did I miss a setting?

Screenshot 2021-02-01 at 20.05.26.jpg - 898kB

admin - 1-2-2021 at 02:50 PM