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General support questions.

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Bfan - 6-2-2021 at 08:39 PM

I changed the number of contracts traded in the code from 1 to 2, but the performance result came out quite differently. Performance is down and DD is tripled in some cases. Not sure what else I missed ? Thanks

Bfan - 7-2-2021 at 04:23 PM

Quote: Originally posted by Bfan  
I changed the number of contracts traded in the code from 1 to 2, but the performance result came out quite differently. Performance is down and DD is tripled in some cases. Not sure what else I missed ? Thanks


Figured it out. Forgot to change the stoplossvalue.

Bfan - 10-2-2021 at 01:19 PM

It looks like any system with CloseToHighLow5v2 in it wont match result in TS. Anyone else had same issue?

admin - 10-2-2021 at 03:45 PM

Quote: Originally posted by Bfan  
It looks like any system with CloseToHighLow5v2 in it wont match result in TS. Anyone else had same issue?

I'm not aware of that, but will look into it. Thanks for bringing up the issue.

mdb - 12-2-2021 at 01:26 PM

In GSB "exit on close mode" it says not to use the TS exit on live trading. I seem to have problems exiting with the GSB exit. It seems to close on the open of the next day and not the close of the last bar. Any more info on this and why not to use the TS exit?

Wingnuts - 12-2-2021 at 02:21 PM

Quote: Originally posted by mdb  
In GSB "exit on close mode" it says not to use the TS exit on live trading. I seem to have problems exiting with the GSB exit. It seems to close on the open of the next day and not the close of the last bar. Any more info on this and why not to use the TS exit?


Hi mdb, this is a well-known feature of TS SetExitOnClose - it is trying to exit but the market has already closed! The easiest way around this, which works for any minute-based chart timeframe, is to create a custom session that ends 1 minute before the official session (eg. at 15:59 CST each day for @ES). Granted the backtest will be slightly different, sometimes better, but then SetExitOnClose will work.

admin - 12-2-2021 at 04:23 PM

Hi MBD
there are lots of issues here.
Market like dax, setexitonclose wont work for live trading. it closes at 1500 central time
for es it could as you have 15 min more of market being open
for this code that says if time = 1500 then sell this bar... should work.
1 minute short session time is last resort as it will degrade results a bit.
Timed macros can be done in TS, or intrabar exit - but I don't know how to do.
On Iblink I just enter in time in hours, seconds with a smart exit which reduces exit slippage a lot. But iblink is not being sold for some time.
but one user is getting it... doing documentation etc for it... which all takes time

Max Runtime

sfuser108 - 14-2-2021 at 05:33 PM

Maybe this is already there, but say I am running a AU batch which includes finding Indicators, and then build....

Lets say for some reason, the number of systems designated in MaxUS is 10000, but the search is very slow... is there a MAX time setting that such step can then exit regardless of whether the MaxUS has been achieved?

So in the above example, if after 10 hours of search, if MaxUS has not been reached, AU ends that step and moves on to the next step in the macro, then next step of the AU script?

Thanx

admin - 14-2-2021 at 05:51 PM

Quote: Originally posted by sfuser108  
Maybe this is already there, but say I am running a AU batch which includes finding Indicators, and then build....

Lets say for some reason, the number of systems designated in MaxUS is 10000, but the search is very slow... is there a MAX time setting that such step can then exit regardless of whether the MaxUS has been achieved?

So in the above example, if after 10 hours of search, if MaxUS has not been reached, AU ends that step and moves on to the next step in the macro, then next step of the AU script?

Thanx

that's a good question. SOme secondary filters might not produce systems, in which case AU will stall forever. Set a timeout here, roughly double the time you expect the manager to take building indicators and systems


time.png - 98kB

SwedenTrader - 16-2-2021 at 05:14 PM

Hi, did es-gsb-sys1 have a short trade today (02/16) or not ? In my vps it did but not on m home PC. I checked code, inputs,session,symbols,exchange time vs local time. Everything the same but still differs between the machines.

Also, ZT.2ES hade a trade on the halfday of 02/15 in the symbol @ESH21.D (mars) but not on the continues symbol @ES.D

admin - 16-2-2021 at 05:18 PM

Quote: Originally posted by SwedenTrader  
Hi, did es-gsb-sys1 have a short trade today (02/16) or not ? In my vps it did but not on m home PC. I checked code, inputs,session,symbols,exchange time vs local time. Everything the same but still differs between the machines.

Also, ZT.2ES hade a trade on the halfday of 02/15 in the symbol @ESH21.D (mars) but not on the continues symbol @ES.D



I only use @es.d so didn't get the zt trade.
I realize many users cant trade on @es.d, but I have symbol substitution.
regardless my practise is turn day trading off on 1/2 days
gsbsys1es got a short trade today

SwedenTrader - 17-2-2021 at 02:50 PM

Quote: Originally posted by admin  
Quote: Originally posted by SwedenTrader  
Hi, did es-gsb-sys1 have a short trade today (02/16) or not ? In my vps it did but not on m home PC. I checked code, inputs,session,symbols,exchange time vs local time. Everything the same but still differs between the machines.

Also, ZT.2ES hade a trade on the halfday of 02/15 in the symbol @ESH21.D (mars) but not on the continues symbol @ES.D



I only use @es.d so didn't get the zt trade.
I realize many users cant trade on @es.d, but I have symbol substitution.
regardless my practise is turn day trading off on 1/2 days
gsbsys1es got a short trade today


This has not happen to often but today it happened again, so im going to ask once more if you had short trades today on both markets of ZT.2 ? As The workspaces are exact copies, even the same symbol mars on both. But the originals (@ES.D and NQ.D) dont have any trades. Not a big issue if it dont differ too many times.

ZT.2.JPG - 337kB

BlackBox - 17-2-2021 at 03:25 PM

Quote: Originally posted by SwedenTrader  
Quote: Originally posted by admin  
Quote: Originally posted by SwedenTrader  
Hi, did es-gsb-sys1 have a short trade today (02/16) or not ? In my vps it did but not on m home PC. I checked code, inputs,session,symbols,exchange time vs local time. Everything the same but still differs between the machines.

Also, ZT.2ES hade a trade on the halfday of 02/15 in the symbol @ESH21.D (mars) but not on the continues symbol @ES.D



I only use @es.d so didn't get the zt trade.
I realize many users cant trade on @es.d, but I have symbol substitution.
regardless my practise is turn day trading off on 1/2 days
gsbsys1es got a short trade today


This has not happen to often but today it happened again, so im going to ask once more if you had short trades today on both markets of ZT.2 ? As The workspaces are exact copies, even the same symbol mars on both. But the originals (@ES.D and NQ.D) dont have any trades. Not a big issue if it dont differ too many times.


I also use ZT, but on TS9.5, and didn't had short trades in ES and NQ by suggested parameters

admin - 17-2-2021 at 03:41 PM

SwedenTrader, I had trades on both today on @es.d and @nq.d
A second ts could help you verify trades, even if you use this when the market is closed to re-check your trades.

SwedenTrader - 18-2-2021 at 03:01 PM

Quote: Originally posted by admin  
SwedenTrader, I had trades on both today on @es.d and @nq.d
A second ts could help you verify trades, even if you use this when the market is closed to re-check your trades.


i did not think of it but a slippage of 2 ticks o the entry made my ZT.2 ES-system still running right now while the original is stopped out. So it can go both ways

admin - 18-2-2021 at 03:14 PM

Quote: Originally posted by SwedenTrader  
Quote: Originally posted by admin  
SwedenTrader, I had trades on both today on @es.d and @nq.d
A second ts could help you verify trades, even if you use this when the market is closed to re-check your trades.


i did not think of it but a slippage of 2 ticks o the entry made my ZT.2 ES-system still running right now while the original is stopped out. So it can go both ways

stops should be based in ts theoretical prices, and do not key of actual fills

sb2020 - 22-2-2021 at 12:56 AM

thanks for tip

admin - 22-2-2021 at 12:57 AM

Quote: Originally posted by sb2020  
thanks for tip

welcome to the forum
Peter

mdb - 23-2-2021 at 09:46 AM

I am new to the multiple system method and would like to know how others are using multiple systems on the same symbol in TS. I have been told that I would need to have a separate account for each system and be running a different instance of TS for each system (which means of course paying for the data each time also). Can someone give me direction on this and is there a "work-around" from having all those different TS programs running at one time.

Thanks,
mdb

admin - 23-2-2021 at 03:28 PM

Quote: Originally posted by mdb  
I am new to the multiple system method and would like to know how others are using multiple systems on the same symbol in TS. I have been told that I would need to have a separate account for each system and be running a different instance of TS for each system (which means of course paying for the data each time also). Can someone give me direction on this and is there a "work-around" from having all those different TS programs running at one time.

Thanks,
mdb

you can put as many systems as margin permits (and margin is too aggressive)
regardless if they trade long / short at the same time.
This is the settings from one user

ts.png - 394kB

SwedenTrader - 23-2-2021 at 03:52 PM

Quote: Originally posted by admin  
Quote: Originally posted by mdb  
I am new to the multiple system method and would like to know how others are using multiple systems on the same symbol in TS. I have been told that I would need to have a separate account for each system and be running a different instance of TS for each system (which means of course paying for the data each time also). Can someone give me direction on this and is there a "work-around" from having all those different TS programs running at one time.

Thanks,
mdb

you can put as many systems as margin permits (and margin is too aggressive)
regardless if they trade long / short at the same time.
This is the settings from one user




The first checkbox to allow multiple is correct in that case, but about the others i would like to comment after trying different combinations for some years. would recommend any TS user to always use the last two checkboxes under "stop orders". This will leave the stops on the TS stop server in case the VPS or home PC goes down. some traders are afraid that others will se their stops and attack them but this is not the case, TS experts have confirmed this several times that nobody is watching them, not even the broker. Even sombody trading larger positions over 100 contracts can use these check-boxes and should. with no worries. Stop orders are matched against the internal pool first but even without that they work as good. The famous Larry Williams has also confirmed that those boxes are very important.

portfolioquanttrader2020 - 24-2-2021 at 12:44 AM

If you operate a system on a daily basis and you do it manually, it is better to have two accounts. One for daily systems and one for intraday.
The daily systems have more problems in automation and I execute the signals of the systems manually in another account.
I agree with the last two automation boxes to avoid that if the platform and server crash, the orders continue to be received on the TradeSTation server.
I recommend one account for daily systems and another for automated intraday systems.

portfolioquanttrader2020 - 24-2-2021 at 12:44 AM

If you operate a system on a daily basis and you do it manually, it is better to have two accounts. One for daily systems and one for intraday.
The daily systems have more problems in automation and I execute the signals of the systems manually in another account.
I agree with the last two automation boxes to avoid that if the platform and server crash, the orders continue to be received on the TradeSTation server.
I recommend one account for daily systems and another for automated intraday systems.

bizgozcd - 26-2-2021 at 06:32 AM

Hi Peter,

Do you have a current list of the known "bad" indicators which we should not be using? ie...ones that mismatch with TS?

Many thanks,

Craig

admin - 26-2-2021 at 03:38 PM

Quote: Originally posted by bizgozcd  
Hi Peter,

Do you have a current list of the known "bad" indicators which we should not be using? ie...ones that mismatch with TS?

Many thanks,

Craig

normaldensity is not bad, but needs really weird parameters, ie std of 1000...
so will always return zero
possibly GSB_BollingerBandHL
, GSB_CloseToHighLow7v2
GSB_CloseToHighLow8v2
possibly CloseHDLDHD2LD2
and one more I need to look up

NickW - 26-2-2021 at 03:52 PM

Is the other one HighestHighD ?

admin - 26-2-2021 at 04:04 PM

Quote: Originally posted by NickW  
Is the other one HighestHighD ?


yes, that's been reported as faulty.
Will advise when fixed.

bizgozcd - 28-2-2021 at 11:21 AM

Question on building overnight systems.

Suppose I use a 5 day exit (ie...30 x 65 minute bars on ES). What happens if a trade is entered the week that the Nth period is over? Does the exit take place during the next Nth period?

admin - 28-2-2021 at 04:08 PM

Quote: Originally posted by bizgozcd  
Question on building overnight systems.

Suppose I use a 5 day exit (ie...30 x 65 minute bars on ES). What happens if a trade is entered the week that the Nth period is over? Does the exit take place during the next Nth period?


Its been years since I've discussed this with the programer.
No trades should enter when nth is over.
So I think the entry will be skipped, and if a trade is open it will be closed at the end of the nth period where entries were allowed.

Impressions after GSB trial

loclhero - 9-3-2021 at 11:36 AM

I've just finished my trial period and am in the process of deciding whether to buy GSB.
I have lots of comments and even more questions, but here's a quick summary.

Pro:
--- The program's speed is stunning. Really stunning.
--- Having some access to cloud servers is an unexpected resource.
--- Peter responded right away to an email, and the forum looks active and a good spot to find and get from the admin and others answers to questions.
--- I was able to build a dummy day-trading system for ES for Tradestation that provides an apparently profitable basis to build on.

Con:
--- I had some problems understanding and using the user interface.
--- I was frequently unable to find what I wanted in the user manual.
--- I had trouble getting started. I tried to follow the GSB methodology and the videos on how to get started, but got bogged down
when I tried things on my own.

I guess my primary question is "How difficult is it to get comfortable with the interface?" My biggest hurdles were understanding
the details of how to manipulate the Favorites (A-D) and choosing manually the universe of features.



RandyT - 9-3-2021 at 01:06 PM

Quote: Originally posted by loclhero  
I've just finished my trial period and am in the process of deciding whether to buy GSB.
I have lots of comments and even more questions, but here's a quick summary.

Pro:
--- The program's speed is stunning. Really stunning.
--- Having some access to cloud servers is an unexpected resource.
--- Peter responded right away to an email, and the forum looks active and a good spot to find and get from the admin and others answers to questions.
--- I was able to build a dummy day-trading system for ES for Tradestation that provides an apparently profitable basis to build on.

Con:
--- I had some problems understanding and using the user interface.
--- I was frequently unable to find what I wanted in the user manual.
--- I had trouble getting started. I tried to follow the GSB methodology and the videos on how to get started, but got bogged down
when I tried things on my own.

I guess my primary question is "How difficult is it to get comfortable with the interface?" My biggest hurdles were understanding
the details of how to manipulate the Favorites (A-D) and choosing manually the universe of features.


Welcome loclhero, just a few comments here...

Regarding the Pros, note that ES is one of the easier markets to prospect in. We are still learning a ton about that market and others. Expect to spend a bit more time as you move out of ES into other markets.

Regarding the Cons..
1. The user interface is not super intuitive. After about 1.5 years using the software, I am still trying to figure it out and I spend almost every day working on GSB systems. There is a lot there and a lot to learn.

2. The user manual is lagging the current version of GSB. Peter has been focusing on features and not so much on the documentation. Things are changing quickly and given he is a small shop, it is hard to keep up in docs with changes. I approve of his focus on the features vs. the docs as the changes to GSB are allowing us to successfully expand to new markets. Plenty of people here to answer questions if you get stuck.

3. Some of the older videos will get you down the wrong path based on current understanding of the software. I recommend that you focus on Peter's most recent videos on the Gold market as to the current state-of-the-art on using GSB.

4. Regarding your specific issue with the Favorites categories, these are really just places to mark systems to for further processing. You will likely want to consider the Au automation program that Peter has created as it makes good use of the macro running capabilities of GSB which then use the Favorites categories to test and move forward system candidates. Not sure if there is a video on this process yet, but it is an important process to grasp from a productivity standpoint.

Be prepared to get frustrated and spend lots of time redoing previous exploration runs because of some tiny setting you forgot, data that was not quite perfect, etc. It is just part of the drill.

And be prepared to come back to the forum to ask questions. There are a great group of people that are happy to help.

admin - 9-3-2021 at 03:45 PM

Quote: Originally posted by loclhero  
I've just finished my trial period and am in the process of deciding whether to buy GSB.
I have lots of comments and even more questions, but here's a quick summary.

Pro:
--- The program's speed is stunning. Really stunning.
--- Having some access to cloud servers is an unexpected resource.
--- Peter responded right away to an email, and the forum looks active and a good spot to find and get from the admin and others answers to questions.
--- I was able to build a dummy day-trading system for ES for Tradestation that provides an apparently profitable basis to build on.

Con:
--- I had some problems understanding and using the user interface.
--- I was frequently unable to find what I wanted in the user manual.
--- I had trouble getting started. I tried to follow the GSB methodology and the videos on how to get started, but got bogged down
when I tried things on my own.

I guess my primary question is "How difficult is it to get comfortable with the interface?" My biggest hurdles were understanding
the details of how to manipulate the Favorites (A-D) and choosing manually the universe of features.




Great to hear from you. GSB is powerful & hence complex. Its also under rapid development in features, and how to use the current features.
Im sure you will get stuck, but when you do you need to ask for support
The direction we are going is everything driven via macros.. and GSB automation.
That gets really simple once your setup is correct.
The gold videos are the most recent and best to look at. Methadolgy is what I spend most of my time on, and its always finding ways to improve. That's a great situation to be in, rather than have stagnated, or reaching the point of diminishing returns for effort used. In the next few days, I will start to public nasdaq methadolegy. NQ is going bolistic right now.

matchhanson - 9-3-2021 at 11:21 PM

possibly more of a TradeStation question than gsb but i have noticed the free ES system included has been taking more trades than on backtest. see snips for examples from the last 2 trading days. any idea what might have been causing this? i have been running it on @MESH21, timezone is local and session 0830-1500

Capture.PNG - 26kB Capture2.PNG - 19kB

admin - 9-3-2021 at 11:24 PM

Quote: Originally posted by matchhanson  
possibly more of a TradeStation question than gsb but i have noticed the free ES system included has been taking more trades than on backtest. see snips for examples from the last 2 trading days. any idea what might have been causing this? i have been running it on @MESH21, timezone is local and session 0830-1500


try @es.d and @mes.d
Ive seen before the symbol with the month trades different from just @es.d
ts certainly does this from time to time. MC users can get this too at times, but I suspect less often
I got just one trade in the last 4 days

SwedenTrader - 10-3-2021 at 02:14 AM

Quote: Originally posted by admin  
Quote: Originally posted by matchhanson  
possibly more of a TradeStation question than gsb but i have noticed the free ES system included has been taking more trades than on backtest. see snips for examples from the last 2 trading days. any idea what might have been causing this? i have been running it on @MESH21, timezone is local and session 0830-1500


try @es.d and @mes.d
Ive seen before the symbol with the month trades different from just @es.d
ts certainly does this from time to time. MC users can get this too at times, but I suspect less often
I got just one trade in the last 4 days


Try also to right click on the chart, choose settings/account orders and positions and uncheck the box/boxes. Otherwise you will se trades from other charts/strategies with the same symbol.

matchhanson - 10-3-2021 at 01:24 PM

Thanks Peter. What about CL/NG/SI/GC? I haven't seen them mismatch in the same way but tradestation doesn't seem to accept @CL.D or @NG.D - is the symbol for them different? I have been using the month as above

admin - 10-3-2021 at 03:17 PM

Quote: Originally posted by matchhanson  
Thanks Peter. What about CL/NG/SI/GC? I haven't seen them mismatch in the same way but tradestation doesn't seem to accept @CL.D or @NG.D - is the symbol for them different? I have been using the month as above

you mean for live trading?
@clj21 should work
You need to roll it over when required

matchhanson - 18-3-2021 at 01:45 PM

Quote: Originally posted by admin  

try @es.d and @mes.d
Ive seen before the symbol with the month trades different from just @es.d
ts certainly does this from time to time. MC users can get this too at times, but I suspect less often
I got just one trade in the last 4 days


Sorry, recently switched from Multicharts to tradestation so just a follow up - is @mes.d a tradeable symbol or is there some kind of symbol mapping required? A recent order was rejected for this reason

meldinman - 18-3-2021 at 01:54 PM

You need to add a month to it currently @mesm1.d I believe in Multicharts

loclhero - 18-3-2021 at 01:58 PM

I purchased a license to GSB. I'm sorry --- I can't find instructions on how to log in to the Paid Users Forum so I can download the Resource Manager.
My trial password doesn't work. I have a License ID and Activation Password but I don't see how they apply.

RandyT - 18-3-2021 at 02:14 PM

Quote: Originally posted by loclhero  
I purchased a license to GSB. I'm sorry --- I can't find instructions on how to log in to the Paid Users Forum so I can download the Resource Manager.
My trial password doesn't work. I have a License ID and Activation Password but I don't see how they apply.


Been awhile since I went through this, so not entirely sure but I think Peter will need to enable your ability to get into the private part of the forum. He should be waking up shortly.

I am guessing that the License ID and activation is what you need to activate GSB. If it doesn't prompt you when you start it, hold the shift key will starting it and it will walk you through the setup.

Once you get access to RM, you can run that in eval mode for some period of time. When ready, you need to start the license registration process in RM and send the two codes to Peter for your keys (while keeping the license window open).

admin - 18-3-2021 at 04:10 PM

Quote: Originally posted by loclhero  
I purchased a license to GSB. I'm sorry --- I can't find instructions on how to log in to the Paid Users Forum so I can download the Resource Manager.
My trial password doesn't work. I have a License ID and Activation Password but I don't see how they apply.

Hi David
This is now fixed.
URL for RM will not work.
Your email on Paypal wasn't exactly the same as forum, so I couldn't find it.


forum.png - 97kB

admin - 18-3-2021 at 05:43 PM

Quote: Originally posted by matchhanson  
Quote: Originally posted by admin  

try @es.d and @mes.d
Ive seen before the symbol with the month trades different from just @es.d
ts certainly does this from time to time. MC users can get this too at times, but I suspect less often
I got just one trade in the last 4 days


Sorry, recently switched from Multicharts to tradestation so just a follow up - is @mes.d a tradeable symbol or is there some kind of symbol mapping required? A recent order was rejected for this reason

Its @mesm21.d not @mesm1.d
m is the current month. rolls each quarter.

meldinman - 18-3-2021 at 06:33 PM

@mesm21.d for tradestation but @mesm1.d for Multicharts from what I have.

How to avoid losing work if GUI is not responding?

loclhero - 21-3-2021 at 11:16 AM

Does GSB do any checkpointing, where it saves intermediate results while systems are being built?

I've run into the situation a couple of times where I've lost GUI response in the morning to a Manager and Worker and so I was unable to recover the many systems that had been created overnight.

Alternatively, I don't suppose there's any command line access to GSB that would allow me to terminate workers and managers gracefully so as to preserve the computations they've done?

Thanks for any insights or pointers.

portfolioquanttrader2020 - 21-3-2021 at 12:14 PM

Hi, I don't understand why the builder doesn't work for me
I have activated the RM and also the Gsb Manager

RandyT - 21-3-2021 at 01:20 PM

Quote: Originally posted by loclhero  
Does GSB do any checkpointing, where it saves intermediate results while systems are being built?

I've run into the situation a couple of times where I've lost GUI response in the morning to a Manager and Worker and so I was unable to recover the many systems that had been created overnight.

Alternatively, I don't suppose there's any command line access to GSB that would allow me to terminate workers and managers gracefully so as to preserve the computations they've done?

Thanks for any insights or pointers.


Lclhero, it is possible to save systems and there are configurations to allow GSB to save systems that pass some performance filter, just as you use to market systems for inclusion in FavA, FavB, etc. However, in my experience, I've never gone back to look at anything that is autosaved and it has a tendency to chew up a lot of disk space. I know I and most other GSB users turn off this feature.

I think the bigger question is why you feel the GSB Manager is becoming unresponsive. I'm running GSB Manager 7 days a week and have not seen this behavior. Also running hundreds of system building runs over the course of days and don't see this, so I would suspect some other problem that needs to be addressed.

Your reference to Manager/Worker is also a bit confusing and I wonder if you are doing something you shouldn't or have some other expectation. Workers are kind of transparent to the system building process. I don't ever think about the Workers and what they are doing (except in the rare case I cannot produce systems in a build run).

I know I and others have written this several times and don't mean to harp on this but I think the best starting point for figuring out how to use GSB is probably Peter's latest GC videos.

If the issue with losing response from Manager continues to happen, I suspect Peter will want to jump on remotely and help you figure it out.

I assume you are running on a machine with plenty of memory and cpu.

admin - 21-3-2021 at 03:12 PM

Quote: Originally posted by loclhero  
Does GSB do any checkpointing, where it saves intermediate results while systems are being built?

I've run into the situation a couple of times where I've lost GUI response in the morning to a Manager and Worker and so I was unable to recover the many systems that had been created overnight.

Alternatively, I don't suppose there's any command line access to GSB that would allow me to terminate workers and managers gracefully so as to preserve the computations they've done?

Thanks for any insights or pointers.


If GUI is not responsive, make sure you have ram free, CPU not maxed out,
and good-sized windows swap file. perhaps the range of 20 to 60 GB
A reboot of the machine is also a good idea. GSB fast at the expense of being ram hungry

portfolioquanttrader2020 - 22-3-2021 at 02:01 AM

HI
where is gsb automation folder?

portfolioquanttrader2020 - 22-3-2021 at 02:03 AM

Hi
I need help

admin - 22-3-2021 at 02:27 AM

Quote: Originally posted by portfolioquanttrader2020  
HI
where is gsb automation folder?

Here
https://trademaid.info/forum/viewthread.php?tid=267

loclhero - 22-3-2021 at 07:22 AM

Quote: Originally posted by RandyT  
Quote: Originally posted by loclhero  
Does GSB do any checkpointing, where it saves intermediate results while systems are being built?

I've run into the situation a couple of times where I've lost GUI response in the morning to a Manager and Worker and so I was unable to recover the many systems that had been created overnight.

Alternatively, I don't suppose there's any command line access to GSB that would allow me to terminate workers and managers gracefully so as to preserve the computations they've done?

Thanks for any insights or pointers.


Lclhero, it is possible to save systems and there are configurations to allow GSB to save systems that pass some performance filter, just as you use to market systems for inclusion in FavA, FavB, etc. However, in my experience, I've never gone back to look at anything that is autosaved and it has a tendency to chew up a lot of disk space. I know I and most other GSB users turn off this feature.

I think the bigger question is why you feel the GSB Manager is becoming unresponsive. I'm running GSB Manager 7 days a week and have not seen this behavior. Also running hundreds of system building runs over the course of days and don't see this, so I would suspect some other problem that needs to be addressed.

Your reference to Manager/Worker is also a bit confusing and I wonder if you are doing something you shouldn't or have some other expectation. Workers are kind of transparent to the system building process. I don't ever think about the Workers and what they are doing (except in the rare case I cannot produce systems in a build run).

I know I and others have written this several times and don't mean to harp on this but I think the best starting point for figuring out how to use GSB is probably Peter's latest GC videos.

If the issue with losing response from Manager continues to happen, I suspect Peter will want to jump on remotely and help you figure it out.

I assume you are running on a machine with plenty of memory and cpu.


Randy, Yes, I think you've again identified several issues precisely and I'm glad you did. I've watched a lot of GSB videos, including the two gold futures videos from recent months. I am excited about the prospect of trying GSB Automation.

But my goal is to learn the basics of GSB and my computer science experience has been that that has to be by first exercising the program's features manually, rather than by relying on pre-packaged macros. I want to see first-hand GSB's approach and capabilities with respect to feature selection, model specification, model selection, (back)testing protocols, etc. I just needed to "write my own Hello World program" for GSB.

( By the way I followed what I believe was a reasonable path to learn to run GSB in the simplest way possible. Trademaid.info Homepage ---> Ultra quick Start --> "The simplest option": "See this link for more details" --> "GSB Familiarisation" describing the roles of the 3 yellow desktop icons: "open GSBManager and a number of GSBWorkers". So that's how I got to having one open worker and an open manager. )

And you're right: my desktop (early i7 and 13GB ram) isn't sufficient. Now that I've invested in GSB, I'll invest in a new machine.

BlackBox - 22-3-2021 at 10:17 AM

How is NP/DD calculated, while in the video of GC I see the right outcome, in GSB 61.451 I get a different value.
Slippage and Commission are both zero.

NP.DD.jpg - 20kB

Slippage.Commission.jpg - 5kB

admin - 22-3-2021 at 06:29 PM

Quote: Originally posted by BlackBox  
How is NP/DD calculated, while in the video of GC I see the right outcome, in GSB 61.451 I get a different value.
Slippage and Commission are both zero.




its just np/dd
I have never seen this figure not match, but I will look out for it
Here is an example, matches perfectly.
does your not match on all systems or some?

npdd.png - 14kB

admin - 22-3-2021 at 06:41 PM

coming up in next build 61.71 or later
Custom paramaters is finished.
Macro to push or pull CP parameters to a macro file.
That means I can supply you a macro to import improved indicator settings
# in front of indicators that are all false
wf parameters of all 10 or so runs in ts wf code
entry type in beginning of TS code.
the following indicators changes
macd, detrend and chakin
they are now macddiff(length1,lenght1+length2) This is much better for GA and will not give duplicates
ie macd(5,10) = macd (10,5) apart from the number is inverted
So disable the old macd, detrend, chakin
For now do not use normaldensity. (it works but needs really big parameters to return anything but zero)
a number of new indicators added, but how many depends on how indicator testing works.
closeothighlowX.(pos.neg)
highlowX.(pos.neg)

There are numerous variations of accumdist functions under testing. I will only release if they work better in practice.
Im up to 150 indicators when the redundant ones are removed.
its VIP that volume on ts / mc is set to ticks (up&downvol), not volume(up vol only)
Ninja trade I think doesn't have this option. NQ systems rely heavily on volume-related indicators


#.png - 46kB accumdist.png - 434kB

BlackBox - 22-3-2021 at 07:32 PM

Quote: Originally posted by admin  
Quote: Originally posted by BlackBox  
How is NP/DD calculated, while in the video of GC I see the right outcome, in GSB 61.451 I get a different value.
Slippage and Commission are both zero.




its just np/dd
I have never seen this figure not match, but I will look out for it
Here is an example, matches perfectly.
does your not match on all systems or some?


Seems to occur by all systems, btw it's in GSB Standalone

NP.DD.1.jpg - 255kB

admin - 22-3-2021 at 07:34 PM

@blackbox. I had a thought
is your fitness np/dd
or np & drawdown?
they are not the same thing, as np & drawdown are each normalized. use np/dd

BlackBox - 23-3-2021 at 07:54 AM

Quote: Originally posted by admin  
@blackbox. I had a thought
is your fitness np/dd
or np & drawdown?
they are not the same thing, as np & drawdown are each normalized. use np/dd


I don't know how to change that, because I only can find NetProfitOverDrawdown as option. Beside that the problem only show up in the GSB Standalone application, in the GSB Manager everything is okay.



NP.DD.jpg - 34kB

admin - 23-3-2021 at 04:21 PM

Quote: Originally posted by BlackBox  
Quote: Originally posted by admin  
@blackbox. I had a thought
is your fitness np/dd
or np & drawdown?
they are not the same thing, as np & drawdown are each normalized. use np/dd


I don't know how to change that, because I only can find NetProfitOverDrawdown as option. Beside that the problem only show up in the GSB Standalone application, in the GSB Manager everything is okay.





that's the correct option. There is very little reason to use the standalone, so best just stick to the manager.
the lat fitness was np and then separate entry for dd. However best not to use that option

TS Script Error

mdb - 24-3-2021 at 02:20 PM

Any TS users running into this Script Error. I'm on 9.5. Please see photo for error message.

Thanks,


Script Error.png - 9kB

admin - 24-3-2021 at 03:26 PM

Quote: Originally posted by mdb  
Any TS users running into this Script Error. I'm on 9.5. Please see photo for error message.

Thanks,




Ive seen that numerous times. I ignore it.

Load and Save App Settings

Ninerair929 - 26-3-2021 at 08:53 AM

Hi

Am i understanding these functions right. I can set up various App settings and save them under different names? I just save one as AAPL with AAPL data, when i try to load it, it brings up the default settings.
I am using GSB stand alone.
Am i doing something wrong?

Regards
Hugo

bizgozcd - 26-3-2021 at 11:17 AM

Hey Hugo,

It sounds like the settings you want to save are the "optimization" settings, not the app settings. Click "Save optimization settiings as..."

Craig

admin - 26-3-2021 at 04:18 PM

Quote: Originally posted by Ninerair929  
Hi

Am i understanding these functions right. I can set up various App settings and save them under different names? I just save one as AAPL with AAPL data, when i try to load it, it brings up the default settings.
I am using GSB stand alone.
Am i doing something wrong?

Regards
Hugo

Criags comment is correct. Ive looked at the GSB docs and they are too old - need updating. I hope to do that in the next week or 2. If stuck please get back to me.

admin - 31-3-2021 at 07:59 PM

There is improvement do documentation on getting data into GSB.
It still could be improved further, but docs were very lacking here.
Note for experienced users, the ticks (Up down volume) vs volume (up vol only) should be noted
https://trademaid.info/gsbhelp/GettingdataintoGSB1.html
older versions of GSB were buggy and used volume only. (Default in GSB and TS, so this was not noticed)
Markets like NQ are very dependent on indicators that use volume. ie AccumDist

SESSION CONFIGURATION

portfolioquanttrader2020 - 7-4-2021 at 01:05 AM

I need to know how to set the night session for copper. The session should go from one day to the next. Check-in at 5pm and check-out at 3am, for example.
Anyone know how it can be done?

SESSION CONFIGURATION

portfolioquanttrader2020 - 7-4-2021 at 01:05 AM

I need to know how to set the night session for copper. The session should go from one day to the next. Check-in at 5pm and check-out at 3am, for example.
Anyone know how it can be done?

portfolioquanttrader2020 - 7-4-2021 at 01:08 AM

Hello
Do you have any excellent 3D to draw the robust areas of the systems, similar to how Amibroker does?

IDEAL AND METRIC CHART MODELS

portfolioquanttrader2020 - 7-4-2021 at 01:17 AM

Hello
I would like to know what ideal graphics models we have to come up with when producing systems.
I'd like to see examples of annotated charts and annotated metrics, and what the process was to get to them, in summary form.
It would be nice to have pdf and excel reports that also save the ideal WFO in sample, and out of sample type of graphs.
I think it would be good to quickly learn to filter with the eye.

admin - 7-4-2021 at 01:26 AM

@portfolioquanttrader2020, i have spent the last 2 days moving my trading from physical box to VM service, so are out of action for one more day. Big backlog of work to do

TRIAL VERSION

act - 8-4-2021 at 07:42 AM

Hi all. Trying to familiarize myself with the trial. I'm not seeing how to load in a TS strategy to run through GSB. Any instructions somewhere? Thx in advance

admin - 8-4-2021 at 08:41 AM

Quote: Originally posted by act  
Hi all. Trying to familiarize myself with the trial. I'm not seeing how to load in a TS strategy to run through GSB. Any instructions somewhere? Thx in advance


This should help
see https://trademaid.info/gsbhelp/ExportcodeintoTrade-StationMu...

mdb - 8-4-2021 at 09:07 AM

Quote: Originally posted by admin  
Quote: Originally posted by mdb  
Any TS users running into this Script Error. I'm on 9.5. Please see photo for error message.

Thanks,




Ive seen that numerous times. I ignore it.



Thanks to a TS forum user, there is a fix for this annoying "script error" pop-up.

To fix: An error has occurred in the script on this page.
See Attached photos of actual popup.


The fix...

Step 1:
On your windows desktop go to start
then type: run
press enter

Step 2:
Enter: Regsvr32 urlmon.dll
Then click Ok

Step 3:
A popup will appear titled: RegSvr32
with Message: DllRegisterServer in urlmon.dll succeeded.
click ok

Step 4:
Launch the Internet Explorer Browser

Step 5:
With the IE Browser open
Press the "ALT" key on your keyboard to reveal the toolbar
Select the "Tools" tab
Then Select Internet Options

Step 6:
Select the Security Tab
For Select a zone to view or change: Select "Restricted Sites"
Then click: Sites

Step 7:
Add the following url: https://www.googletagmanager.com

Step 8:
Click: Add
Click: Close

Step 9:
Then click Ok to exit Internet Options


That's it. You're Done!!!

Trade Well!


act - 9-4-2021 at 09:16 PM

Quote: Originally posted by admin  
Quote: Originally posted by act  
Hi all. Trying to familiarize myself with the trial. I'm not seeing how to load in a TS strategy to run through GSB. Any instructions somewhere? Thx in advance


This should help
see https://trademaid.info/gsbhelp/ExportcodeintoTrade-StationMu...

act - 9-4-2021 at 09:21 PM

Thanks. But how would I export a TS strategy into GSB. Or is the exporting only one way (into TS)? Jim

admin - 9-4-2021 at 09:24 PM

Quote: Originally posted by act  
Thanks. But how would I export a TS strategy into GSB. Or is the exporting only one way (into TS)? Jim


you cant do that. It defeats the purpose of GSB

act - 9-4-2021 at 09:30 PM

yes. so this means i have to build the strategy in GSB using easy language, then once verified and optimized, export it into TS?

Carl - 10-4-2021 at 03:13 AM

Quote: Originally posted by act  
yes. so this means i have to build the strategy in GSB using easy language, then once verified and optimized, export it into TS?


Hi Jim,

Here are the steps in chronological order:

1. export price data from your trading platform (Tradestation, Multicharts, Ninjatrader) to a csv file
2. import the price data in GSB
3. GSB builds strategies based on the price data provided
4. copy GSB strategy code to your platform
5. optional additional testing in your platform
6. incubation time
7. if still successful/profitable, start trading live

act - 10-4-2021 at 05:42 AM

OK Thx. This makes sense. But can I import indicators other than those in GSB or only data for GSB to build on.

admin - 10-4-2021 at 05:51 AM

Quote: Originally posted by act  
OK Thx. This makes sense. But can I import indicators other than those in GSB or only data for GSB to build on.


yes, but the purchased version of GSB has about 150 indicators, so there is not a great need to do this. There is so much to know in GSB, this is not something I would be in a hurry to do.
Any public domain indicators, often can be added fairly easily

see https://trademaid.info/gsbhelp/Customindicators1.html

act - 10-4-2021 at 06:19 AM

OK very cool. Thank you. The strategies in TS are profitable. I'm looking to proof them further with GSB. If they pass GSB's builds, then I know they're good. Appreciate the guidance.

Integration NINJA8 problem

REMO755 - 13-4-2021 at 02:14 PM

Hello,

Is it possible to do parameter optimization in Ninja of the imported strategies?

I have imported strategy and I don't see any parameters to optimize

Integration NINJA8 problem

REMO755 - 13-4-2021 at 02:14 PM

Hello,

Is it possible to do parameter optimization in Ninja of the imported strategies?

I have imported strategy and I don't see any parameters to optimize

ERROR.JPG - 62kBERROR.JPG - 62kB

Carl - 13-4-2021 at 02:54 PM

Hi Remo755,

Welcome to the forum.

I am using Tradestation. To be able to optimize the input variables in Tradestation I have to change the first block of the code from "vars" to "inputs".

@Peter, I don't really know why this first block is "vars" and not "inputs"?

REMO755 - 13-4-2021 at 03:29 PM

Thanks Carl,

I know how to optimize variables in N8, the truth is that the parameters do not seem to me to be able to optimize the strategies imported from GSB

admin - 13-4-2021 at 05:09 PM

Quote: Originally posted by Carl  
Hi Remo755,

Welcome to the forum.

I am using Tradestation. To be able to optimize the input variables in Tradestation I have to change the first block of the code from "vars" to "inputs".

@Peter, I don't really know why this first block is "vars" and not "inputs"?


I would get a support call once per week over this on average.
if inputs is used, then the users pastes a different system into the same code in TS, TS remembers the inputs of the previous system on the chart - and then it doesn't match

admin - 13-4-2021 at 05:11 PM

Quote: Originally posted by REMO755  
Thanks Carl,

I know how to optimize variables in N8, the truth is that the parameters do not seem to me to be able to optimize the strategies imported from GSB


I don't understand how that's possible. Its not needed to do this - however from time to time I do it if I want to be very through when I check a system out.
Best thing is optimize a system via Walkforward in GSB

marti - 13-4-2021 at 05:13 PM

Hi Remo755,

I suspect that as Carl says very well you have to make the variables visible externally declaring them as ninja script properties.

If for example your strategy has defined this two params:

private int Period;
private double Scale;

you will have to change them to:

[NinjaScriptProperty]
[Range(1, 200)]
[Display(Name="Period", Order=1, GroupName="Parameters")]
public int Period
{ get; set; }

[NinjaScriptProperty]
[Range(1.0, double.MaxValue)]
[Display(Name="Scale", Order=2, GroupName="Parameters")]
public double Scale
{ get; set; }

Siem - 14-4-2021 at 11:04 AM

Which macro are you using (or are you basing your own macro on) to build systems in GSB Automation?

I have noticed not all build-macro's are compatible with GSB Automation, some might need some tweaks. For instance I wanted to use Automation to build CL and tried the "m3_build_stats" macro, halfway thru the process I get an error that the "xxx.indicators*.csv" file is missing and it aborts the sequence.
The Build-Goldv1.1 seems like a good candidate to use or to base build macro's on, but when I load the resulting statistics in 'Project3 v25.xlsm' there are some value's missing (#VALUE!).

Screen Shot 2021-04-14 at 08.35.11.png - 602kBScreen Shot 2021-04-14 at 17.04.28.png - 368kB

admin - 14-4-2021 at 05:04 PM

Quote: Originally posted by Siem  
Which macro are you using (or are you basing your own macro on) to build systems in GSB Automation?

I have noticed not all build-macro's are compatible with GSB Automation, some might need some tweaks. For instance I wanted to use Automation to build CL and tried the "m3_build_stats" macro, halfway thru the process I get an error that the "xxx.indicators*.csv" file is missing and it aborts the sequence.
The Build-Goldv1.1 seems like a good candidate to use or to base build macro's on, but when I load the resulting statistics in 'Project3 v25.xlsm' there are some value's missing (#VALUE!).

you need import loops set to zero.
some values will be missing if you have only done one loop of automation successfully
repeat tests must be >1 for some values to work. ie stdev needs >1 numbers

importloops2.png - 229kB

REMO755 - 15-4-2021 at 01:56 PM

Quote: Originally posted by admin  
Quote: Originally posted by REMO755  
Thanks Carl,

I know how to optimize variables in N8, the truth is that the parameters do not seem to me to be able to optimize the strategies imported from GSB


I don't understand how that's possible. Its not needed to do this - however from time to time I do it if I want to be very through when I check a system out.
Best thing is optimize a system via Walkforward in GSB[/rquote

ok, i will review this, thanks.

REMO755 - 15-4-2021 at 01:57 PM

Quote: Originally posted by admin  
Quote: Originally posted by REMO755  
Thanks Carl,

I know how to optimize variables in N8, the truth is that the parameters do not seem to me to be able to optimize the strategies imported from GSB


I don't understand how that's possible. Its not needed to do this - however from time to time I do it if I want to be very through when I check a system out.
Best thing is optimize a system via Walkforward in GSB[/rquote

ok, i will review this, thanks.

admin - 15-4-2021 at 05:29 PM

REMO755
see these lines. TS shown, but similar values in nt

// Inputs
Vars:
i1Data(1),
i1Length(25),
i1numDevs(4),
i2Data(1),
i2Length(29),
i3Data(1),
i3Length(25),
i1Weight(0),
i2Weight(0),
i3Weight(0),
entryParams(0),
iSFData(1),
iSFbpv(20),
iSFWeight(1),
sfEntryLevel(500),
iTF1Data(1),
iTF1offset(-100),
stopLossValue(2000);

There is an input on the left side of gsb to use inputs. vars, Im not sure if it applies to NT, but it does to TS/MC
TS/MC users note the warning
https://trademaid.info/gsbhelp/CommonreasonsforTSGSB.html

Tradestation-international

Yishke - 19-4-2021 at 01:55 PM

Hello again,
As you know, TradeStation has an operation that works globally.
It's a TradeStation collaboration with Interactive Brokers.
https://www.tradestation-international.com/global/

This makes it possible to trade in products on other stock exchanges in the world, for FUTURES contracts and shares.
Can you check if GSB supports the updated data FROM there FOR the other exchanges?

admin - 19-4-2021 at 07:01 PM

Quote: Originally posted by Yishke  
Hello again,
As you know, TradeStation has an operation that works globally.
It's a TradeStation collaboration with Interactive Brokers.
https://www.tradestation-international.com/global/

This makes it possible to trade in products on other stock exchanges in the world, for FUTURES contracts and shares.
Can you check if GSB supports the updated data FROM there FOR the other exchanges?


Im aware of it, but have not used it.
You need to check that the data has continuous futures contracts (ie the months of data are back adjusted and merged)
so check how many years the data goes back.
I trade at IB for the last 15 years or so from TS, but I built an app to bridge the two. It was 6 months to a years programing work. (its very powerful)
I would like to know the answer myself, so please post it.

Yishke - 20-4-2021 at 12:35 AM

Quote: Originally posted by admin  
Quote: Originally posted by Yishke  
Hello again,
As you know, TradeStation has an operation that works globally.
It's a TradeStation collaboration with Interactive Brokers.
https://www.tradestation-international.com/global/

This makes it possible to trade in products on other stock exchanges in the world, for FUTURES contracts and shares.
Can you check if GSB supports the updated data FROM there FOR the other exchanges?


Im aware of it, but have not used it.
You need to check that the data has continuous futures contracts (ie the months of data are back adjusted and merged)
so check how many years the data goes back.
I trade at IB for the last 15 years or so from TS, but I built an app to bridge the two. It was 6 months to a years programing work. (its very powerful)
I would like to know the answer myself, so please post it.


I am not a GSB user, and I am new to GSB.
I can't check that by my self.
I would like to know if I can work with GSB on other exchanges data from:
www.tradestation-international.com

Yishke - 20-4-2021 at 12:35 AM

Quote: Originally posted by admin  
Quote: Originally posted by Yishke  
Hello again,
As you know, TradeStation has an operation that works globally.
It's a TradeStation collaboration with Interactive Brokers.
https://www.tradestation-international.com/global/

This makes it possible to trade in products on other stock exchanges in the world, for FUTURES contracts and shares.
Can you check if GSB supports the updated data FROM there FOR the other exchanges?


Im aware of it, but have not used it.
You need to check that the data has continuous futures contracts (ie the months of data are back adjusted and merged)
so check how many years the data goes back.
I trade at IB for the last 15 years or so from TS, but I built an app to bridge the two. It was 6 months to a years programing work. (its very powerful)
I would like to know the answer myself, so please post it.


I am not a GSB user, and I am new to GSB.
I can't check that by my self.
I would like to know if I can work with GSB on other exchanges data from:
www.tradestation-international.com

admin - 20-4-2021 at 12:42 AM

@Yishke, i have asked someone who I think has used it. Awaiting his reply. Happy to hear from any other users about this too.

admin - 20-4-2021 at 12:52 AM

the reply i got was
Hi Peter, no worries. I stopped using TS Global about 16 months ago and was mainly using it for stocks. IB use https://gfis.info/ data so a look at that website etc should provide all of the info the customer needs.
IB does have continuous data it is ES (infinity symbol) for the continuous contract on ES. (but is it back adjusted???)
that didn't have the info we needed.
best ask support below


https://gfis.info/about.php

Best futures to work with and timeframes

ALiCa - 20-4-2021 at 07:22 AM

Hi Peter good morning,

First of all I wanted to congratulate you for your platform and for the small community that revolves around it. It seems that there is a great spirit of collaboration and sharing.

I have used several platforms for the development of trading systems, each with its own merits and demerits.

Yours seems to me to have a slightly different approach than the others. I really like the fact that you have integrated the WFA within the software, as this saves me a lot of time in my usual development process.

I downloaded the trial version of your program a few days ago, and was very impressed with the results for the ES symbol. Lots of good systems and at first impression they seem to me also particularly stable.

Nevertheless I have a couple of questions to ask you: it seems to me that all these systems, despite the change of indicators, have very similar inputs and outputs. So much so that even if I have selected about ten systems coming from different families, they enter and exit almost synchronously all together.

The second thing I have noticed is that it is as easy to find systems that work on ES as it seems difficult to find systems that work on other symbols... It seems to me that on other symbols your platform does not have the same ease that it has with ES.

So I was wondering, besides indices, which are the other commodity futures on which the program works with the same ease and stability?

Before deciding on the purchase I would like to get a more concrete idea of how it behaves with other markets.

Many thanks again and good trading to all!
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