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Thanks Peter.
Perfect, I installed it yesterday. In the configuration folder there are other settings too.
I will wait for a small list of Symbols, Time Frame, and Session cut (I have seen that each symbol has it's own session cut...) to try...
Meanwhile I will check some currencies like EC or the JPY.
Thanks.
Antonio

somewhere on the forum there is a link on eurusd. its a few years old.
Not a lot was done on it, but one user did get it done with + out of sample results.
Its better, esp when your new to stick to markets that are well tested with GSB
so GC, NQ/ES AND dow, roughly in that order Is what I recommend.
GSB gets more powerful over time, and so it works better and better.
It still is a big job to learn a new market.

admin - 21-4-2021 at 03:33 AM

im getting a few users comment about TS not filling them.
I don't executing use TS, so are not an expert
This could be a good setting to use.
Note the 4 seconds on exits is way to short in my opinion
slippage tends to be very high at 1500, so a order that's up to 60 seconds long has high chance of filling on a limit order
ie buy to cover next bar at close limit; //(for long exit)
sell next bar at close limit; // short exit

you can also do ie buy to cover next bar at close +0.5 {2 ticks} limit; //(for long exit)

comments and alternative ideas are weclome

Long term I'm going to make alertmon alarm when ts gets out of sync. Much more pressing things for me to work on instead of that though.

ALiCa - 21-4-2021 at 04:35 AM

So the most stable symbols are: Gold, Es, Nq and Dow in this order.

Peter small problem. The new release of the program is crashing... and unfortunately after 3/4 hours of works... any Idea?
Am I the only one experiencing this issue?

admin - 21-4-2021 at 04:43 AM

@alica
No reports of crashes. Likely your out of ram. How much ram on the machine, how much free
any idea on the crash message? Nothing deep inside GSB has changed for a long time, so its likely to be environmental.
I have GSB on about 12 servers with no crashes unless I run out of ram. Check your windows swap file too. If you've got space make it range of 20 to 60 gb
Likely on smaller machine less is fine. Most of my machines have 256 or 384 gb of ram, so I run lots of workers and that needs some decent swap file space

ALiCa - 21-4-2021 at 06:53 AM

@alica
No reports of crashes. Likely your out of ram. How much ram on the machine, how much free
any idea on the crash message? Nothing deep inside GSB has changed for a long time, so its likely to be environmental.
I have GSB on about 12 servers with no crashes unless I run out of ram. Check your windows swap file too. If you've got space make it range of 20 to 60 gb
Likely on smaller machine less is fine. Most of my machines have 256 or 384 gb of ram, so I run lots of workers and that needs some decent swap file space

Actually the standalone its using like 2GBS. And My machine has 16. I will check anyway. Which are the best settings for the symbols you mentioned before? For Example with Gold? Should I expect the same quality results the I got with ES? Is GC the "easyest" symbol to test?

Also I think that on the installer it is missing the last version of the Scripts: Value1 = GSB_Scripts_2021_04_15; Indeed doesn't compile...
The version included its 04_06...

Thanks.

admin - 21-4-2021 at 06:08 PM

i will fix Value1 = GSB_Scripts_2021_04_15; in the next build.
just remove the line. it dummy code in effect to make sure people get newer ts code

ALiCa - 22-4-2021 at 02:38 AM

i will fix Value1 = GSB_Scripts_2021_04_15; in the next build.
just remove the line. it dummy code in effect to make sure people get newer ts code

I thought there was a new version for the indicators too... Okey...
So, Which are the best settings for the symbols you mentioned before?

admin - 22-4-2021 at 03:14 AM

i will fix Value1 = GSB_Scripts_2021_04_15; in the next build.
just remove the line. it dummy code in effect to make sure people get newer ts code

I thought there was a new version for the indicators too... Okey...
So, Which are the best settings for the symbols you mentioned before?

I will post new eld tommrow.
most recent build has more indicators and much better settings. Most of the indicators that are new in gsb were in older eld though a few were fixed up to match ts to gsb

asobi - 23-4-2021 at 12:46 AM

Hello Peter,

I imported GSB_Scripts_2021_04_06 file but I got the following error messages (see attached). Can you please help?

Thanks!

admin - 23-4-2021 at 12:58 AM

Quote: Originally posted by asobi

Hello Peter,

I imported GSB_Scripts_2021_04_06 file but I got the following error messages (see attached). Can you please help?

Thanks!

is that in a system, or just in the eld and wont compile.
My guess is its not in a system and I should delete the function

asobi - 23-4-2021 at 01:04 AM

Quote: Originally posted by asobi

Hello Peter,

I imported GSB_Scripts_2021_04_06 file but I got the following error messages (see attached). Can you please help?

Thanks!

is that in a system, or just in the eld and wont compile.
My guess is its not in a system and I should delete the function

it's simply in the eld, which is from the rm updates.

admin - 23-4-2021 at 01:43 AM

this fixed code is here (top of thread) , but I think that function is not used.
https://trademaid.info/forum/viewthread.php?tid=262#pid4649

ts code 2021-04-23
It will be I the next release.

Server For Sale

RandyT - 27-4-2021 at 03:53 PM

Greetings all,

I have a server for sale and thought I might be able to find it a home with another GSB user.

It is configured as follows:

Supermicro CSE-113TQ-600WB - X9DRW-iF
Dual Intel Xeon E5-2690v2
Dell J7TNV controller
192GB RAM
Dual Mirrored 300gb 15k rpm SAS drives (redundant boot drives)
3x 1.2TB 10k rpm 12gb/sec SAS drives (configured in zfs raid)
SSD RAID system cache drive

I've been running GSB on it for not quite a year now. I'm asking $2300 USD for it. I can ship to any location at buyer's expense.

Contact me privately if you are interested and I will be happy to answer all questions.

portfolioquanttrader2020 - 5-5-2021 at 11:08 AM

Hello, I need to build a system that enters between 6:00 p.m. in the US east coast of NY, and leaves from 0000 hours, the next day.
How can I configure the Tradestation data?
I choose a 24 hour date?I have two files with the schedule. Is it possible to configure the two files?

Attachment: Login to view the details

Attachment: Login to view the details

portfolioquanttrader2020 - 5-5-2021 at 11:10 AM

Should I configure the schedule in the contract list as well?
The name of the symbol must be the same ES?
I have that name for the session of 830_1500
Should I put another name?

I don't quite understand how to name the files.
It seems quite confusing in the guide.

REMO755 - 5-5-2021 at 04:12 PM

Hello,

Is there work here, the strategies change something if there are changes here? Just a text to remember?

admin - 5-5-2021 at 04:14 PM

Quote: Originally posted by portfolioquanttrader2020

Hello, I need to build a system that enters between 6:00 p.m. in the US east coast of NY, and leaves from 0000 hours, the next day.
How can I configure the Tradestation data?
I choose a 24 hour date?I have two files with the schedule. Is it possible to configure the two files?

You need one file.
I think @es 24 hours.

Siem - 11-5-2021 at 03:44 AM

These are some individual trades of a NQ30 result. It's a member of a family I was looking at in v1.0.62.37

In one of the the trades (#60) there's 5995 loss, despite the 2000 stop loss. The other losing trades get stopped at 2000.
Is seems that GSB ignores the stop loss because it calculates that the SEoC is reached first. While in reality I would expect the stop loss to be hit a few minutes before the close.

In the second screenshot, you see the highest losses of this member and these were all SEoC.

Could this be a bug or does the stop loss work different than I expect?

admin - 11-5-2021 at 03:48 AM

Quote: Originally posted by Siem

These are some individual trades of a NQ30 result. It's a member of a family I was looking at in v1.0.62.37

In one of the the trades (#60) there's 5995 loss, despite the 2000 stop loss. The other losing trades get stopped at 2000.
Is seems that GSB ignores the stop loss because it calculates that the SEoC is reached first. While in reality I would expect the stop loss to be hit a few minutes before the close.

In the second screenshot, you see the highest losses of this member and these were all SEoC.

Could this be a bug or does the stop loss work different than I expect?

You only posted one screen shot.
Its possible this is a bug, but if so its been there for years and no one has noticed it. I will look out for it on my side. For now you can ignore the issue as it wont affect results much. In live trading you should get the $2000 loss, not the $6000
If you can save the system in gsb, and send it to me, I might be able to reproduce it.

Arndt - 13-5-2021 at 09:53 PM

Hi,
I downloaded GSB for testing and run the manager and opened after starting the manager 5 workers.
I checked the key (share keys 1) in all open GSB modules - they are identical.
But the manager doesn´t work with the workers - apparently, as the CPU is at 0 to 1% .

What settings do I need to adjust, so that the manager works with the workers on my own machine?

Thanks in advance.
Arndt

admin - 13-5-2021 at 09:56 PM

Hi,
I downloaded GSB for testing and run the manager and opened after starting the manager 5 workers.
I checked the key (share keys 1) in all open GSB modules - they are identical.
But the manager doesn´t work with the workers - apparently, as the CPU is at 0 to 1% .

What settings do I need to adjust, so that the manager works with the workers on my own machine?

Thanks in advance.
Arndt

you shouldn't need to touch anything, or touch share keys
just open the worker(s), and manager and hit the green run button.

if your stuck send me anydesk.com or teamviewer.com details

just

THAT was fast!!!!

Arndt - 13-5-2021 at 10:44 PM

you shouldn't need to touch anything, or touch share keys
just open the worker(s), and manager and hit the green run button.

if your stuck send me anydesk.com or teamviewer.com details

just

Thank you so much for the very fast action! Machine up and running again!!

nyetry20 - 19-5-2021 at 03:03 PM

Hi,

I copied a script from GSB to Ninjatrader but when I compile inside NinjaTrader there a few definitions it can't locate in LibGSB

The type name 'GSB_AccumSwingIndex2' does not exist in the type 'NinjaTrader.NinjaScript.AddOns.LibGSB'
The type name 'GSB_CloseToHighLow3V4' does not exist in the type 'NinjaTrader.NinjaScript.AddOns.LibGSB'
The type name 'GSB_CloseToHighLow6V3' does not exist in the type 'NinjaTrader.NinjaScript.AddOns.LibGSB'

The LibGSB located in my AddOns directory has similar definitions ( AccumSwingIndex instead of AccumSwingIndex2 /GSB_CloseToHighLow6V3 vs GSB_CloseToHighLow6v2,etc )

Perhaps I have the incorrect LibGSB? The zip file I loaded to Ninjatrader is GSB_NinjaScript_2021_03_14

Thanks

nyetry20 - 19-5-2021 at 03:08 PM

Opps...looks like I found my answer in the forum

"GSB_NinjaScript_2021_04_26 is under testing now"

admin - 19-5-2021 at 08:56 PM

Opps...looks like I found my answer in the forum

"GSB_NinjaScript_2021_04_26 is under testing now"

Try this
If your a agsb purchaser (maybe trial user) its n c:\gsb\

and C:\GSB\Supplementary Scripts (TS & MC)
Please confirm it fixes the issue

Attachment: Login to view the details

portfolioquanttrader2020 - 19-5-2021 at 11:13 PM

I have had a problem with GSB, I was stopped doing the WFO. I was building the systems in the nasdaq, as per the specific guide, and when I got to the last section, going to the WFO of the family with better aptitude, and doing the multicore WFO stopped me. How can I recover those results, so I don't have to repeat them again?

admin - 19-5-2021 at 11:25 PM

Quote: Originally posted by portfolioquanttrader2020

I have had a problem with GSB, I was stopped doing the WFO. I was building the systems in the nasdaq, as per the specific guide, and when I got to the last section, going to the WFO of the family with better aptitude, and doing the multicore WFO stopped me. How can I recover those results, so I don't have to repeat them again?

Not sure what " doing the multicore WFO stopped me" means
if a manger crashes, systems are lost. They can be saved though at any stage.
You also should look into why the crash. You run out of ram, cput to hot etc

REMO755 - 20-5-2021 at 04:58 PM

Quote: Originally posted by portfolioquanttrader2020

Hello,

Is there a file where the systems can be saved?

In which folders are they stored?

REMO755 - 20-5-2021 at 04:58 PM

Quote: Originally posted by portfolioquanttrader2020

Hello,

Is there a file where the systems can be saved?

In which folders are they stored?

admin - 20-5-2021 at 05:42 PM

@remo
right click folder and hit save
you will see the path
You still haven't answered why GSB stoped. Thats likely important to solve

You will see the path here

portfolioquanttrader2020 - 20-5-2021 at 11:33 PM

Well, I don't know why it stopped. She was doing WFO of 24 systems at a time. I think the WFO is very resource consuming. I will try again to take all the steps.

admin - 21-5-2021 at 01:07 AM

Quote: Originally posted by portfolioquanttrader2020

Well, I don't know why it stopped. She was doing WFO of 24 systems at a time. I think the WFO is very resource consuming. I will try again to take all the steps.

24 wf can be done to the local manager, but 4 are done at once, the rest in a queue

of done 100's of wf at a time in the past with no issues of crashes.
If your crashing, windows event log should show why

nyetry20 - 21-5-2021 at 09:36 PM

Opps...looks like I found my answer in the forum

"GSB_NinjaScript_2021_04_26 is under testing now"

Try this
If your a agsb purchaser (maybe trial user) its n c:\gsb\

and C:\GSB\Supplementary Scripts (TS & MC)
Please confirm it fixes the issue

Thanks,

I downloaded GSB_NinjaScript_2021_04_26.zip file and installed it. It didn't solve the issue. I unzipped the file and searched the LibGSB.cs file. There is no definition for GSB_CloseToHighLow3V4 ,GSB_CloseToHighLow6V3 or
GSB_AccumSwingIndex2 in LibGSB. There are definitions for
GSB_CloseToHighLow3v2 ,GSB_CloseToHighLow6v2and GSB_AccumSwingIndex

These are the errors I still receive:
The type name 'GSB_AccumSwingIndex2' does not exist in the type 'NinjaTrader.NinjaScript.AddOns.LibGSB'
The type name 'GSB_CloseToHighLow3V4' does not exist in the type 'NinjaTrader.NinjaScript.AddOns.LibGSB'
The type name 'GSB_CloseToHighLow6V3' does not exist in the type 'NinjaTrader.NinjaScript.AddOns.LibGSB'

admin - 21-5-2021 at 09:42 PM

Opps...looks like I found my answer in the forum

"GSB_NinjaScript_2021_04_26 is under testing now"

Try this
If your a agsb purchaser (maybe trial user) its n c:\gsb\

and C:\GSB\Supplementary Scripts (TS & MC)
Please confirm it fixes the issue

Thanks for chasing this. I will ask the programer about it.

REMO755 - 25-5-2021 at 03:23 PM

ello,

In this configuration the indicators are calculating on all the history bars or only calculating on the 0900 to 1500 bars?

Are bars excluded for the calculation of indicators outside of session hours?

REMO755 - 25-5-2021 at 03:23 PM

Hello,

In this configuration the indicators are calculating on all the history bars or only calculating on the 0900 to 1500 bars?

Are bars excluded for the calculation of indicators outside of session hours?

admin - 25-5-2021 at 10:25 PM

Hello,

In this configuration the indicators are calculating on all the history bars or only calculating on the 0900 to 1500 bars?

Are bars excluded for the calculation of indicators outside of session hours?

correct on all points

admin - 25-5-2021 at 10:27 PM

Opps...looks like I found my answer in the forum

"GSB_NinjaScript_2021_04_26 is under testing now"

Try this
If your a agsb purchaser (maybe trial user) its n c:\gsb\

and C:\GSB\Supplementary Scripts (TS & MC)
Please confirm it fixes the issue

we are working on this and more
The type name 'GSB_CloseToHighLow3V4' has been done, and the others I hope to have fairly soon.

REMO755 - 26-5-2021 at 03:06 AM

correct on all points

I dont understand the answer

My data story @ ES.15 Minutes template from 08.00 to 20.00

If the session is from 09:00 to 15:00, the systems are built in bars from 08:00 to 20:00 or in bars from 9:00 to 15:00?

The bars from 8.00 to 9.00 and from 15.00 to 20.00 are excluded from the calculations, yes or no?

admin - 26-5-2021 at 03:22 AM

correct on all points

I dont understand the answer

My data story @ ES.15 Minutes template from 08.00 to 20.00

only bars from 900 to 1500 are used in calculations and trading

If the session is from 09:00 to 15:00, the systems are built in bars from 08:00 to 20:00 or in bars from 9:00 to 15:00?

The bars from 8.00 to 9.00 and from 15.00 to 20.00 are excluded from the calculations, yes or no?

contract list

Arndt - 3-6-2021 at 02:31 AM

Hi,
can someone share his contract list having the mini-contracts settings?
That would be great!

thanks in advance!

admin - 3-6-2021 at 02:34 AM

Hi,
can someone share his contract list having the mini-contracts settings?
That would be great!

thanks in advance!

I build on the mini, and then transfer to micros if needed.
just reduce stop and profit target (if used) by 10

admin - 3-6-2021 at 04:51 AM

@Arndt I will get them added in a build or two away, but that takes some time to filter to trial users. They don't get updates so often

portfolioquanttrader2020 - 3-6-2021 at 04:09 PM

Hello WHEN I do wfo my computer is very slow. Can you tell me why?

admin - 3-6-2021 at 05:47 PM

Quote: Originally posted by portfolioquanttrader2020

Hello WHEN I do wfo my computer is very slow. Can you tell me why?

are you wf to the cloud or local?
ewfo wf or standard wf

portfolioquanttrader2020 - 3-6-2021 at 11:31 PM

efwo, cloud or local, I don´t Know

admin - 4-6-2021 at 01:45 AM

Quote: Originally posted by portfolioquanttrader2020

Hello WHEN I do wfo my computer is very slow. Can you tell me why?

I think you are doing wf to ewfo.
This is very disk intensive and slower as its writing 100mb's of files.
Its still likely 10 to 100 times faster than doing it in tradestation.

binhsir - 14-6-2021 at 09:26 PM

Hi，
I am a user of Strategy Quant and have been learning and using SQ for 5 months（part time）. I found that SQ supports MT4/5 and Forex trading better, but it is not good enough for TS/MC and futures trading. For example, it does not support high-precision back-testing or back-testing in the bar (it is troublesome when using stop order entry, setstoploss and other functions), I use MC to trade futures from CME or Chinese Futures Exchange. I have completed all the teaching courses presented by SQ to customers and made detailed notes. I have mastered the use of SQ and the methodology of SQ Building strategies, and have given me a deeper understanding of how to find robust and consistent trading strategies. Nevertheless, no satisfactory system has been found on SQ so far.
1. By chance, I saw an advertisement for GSB in Futures Truth magazine. "I've accomplished more promise systems in GSB in two weeks than i have been able to do after months of working with Adaptrade and years with StrategyQuant". This attracted me to download the trial version of GSB, and learned a few videos from the official website and pppzwag video from Youtube. But I think the video is too few and not detailed enough. I only have a rough understanding of GSB's methodology and some special
places, but I still can't grasp the complete process and details of using GSB to build a strategy. Do I need to purchase GSB , then i will be provided more detailed GSB instructional videos? (Just like when I purchased SQ, I finished learning the complete instructional videos, and after watching many SQ instructional videos of SQ official and third-party partner teachers on youtube, I initially grasped how to use the SQ construction strategy)
2. In addition, does GSB support backtesting within the bar? Like setstoploss, buy 1 contract next bar at 1350.8 stop, whether the order hits the price within the bar can be traded without waiting until the bar close(just like the MC mechanism). I try to use GSB. I don't see any code include stop order entry in the scripts. They are all such as "buy 1 contract this bar close". Does it not support stop orders?
3. When I used the GSB manager, I connected to the worker on the cloud machine on the network, and the worker on the local machine did not work, which caused the speed to be far lower than when I directly used the standalone program (speed: about 3000/min). My machine is i9-9900K, 16*2G memory. How to use the resources of one's own machine at the same time when using GSB manager?
4.When using GSB standalone, I set 14 cores (16 cores in total), and the speed of building is about 3000/min, the cpu usage rate is only 50%. Why is the GSB not fully loaded to make the strategy building reach to 6000/min?
5. I have already purchased 2 license of Multicharts, MC14 itself provides WFO, WFM and Portfolio tools, do I have to buy EWFO and PA pro?
6.In StrategyQuant, NP/DD is usually the most concerned. As you said, the annualized NP/DD is too large and often unreal. In Monte Carlo simulations, it is often found that the value at the 95% and 99% confidence level becomes relatively low. I have noticed the discussion about SQN on the forum, which is very interesting, but why is there no SQN in the fitness option in GSB, but only integrated into EWFO? And you like to use NP*AT for fitness? why？

admin - 14-6-2021 at 10:13 PM

Hi Binhir
good to hear from you.
quick reply more later.
Intrabar is a waste of time in GSB. Stops tend to be big, and your never going to get stoped on the same bar you enter. This can not be said for daily bars where it would likely be needed much more.
Not much work has been done with GSB on daily bars. As is GSB can use daily bars, but I've done nothing with it. I like the higher frequency of trading with 30 min bars, and most but not all my sysyems close end of day.
Stops are supported in gsb, but not yet stop entry. This will happen in time, but GSB as is ... if it never improved is like trying to explore the universe in one star ship enterprise.
3) Let me see via teamviewr/ anydesk.com etc. (I'm back in 2 hours, going out now)
standalone is slow compared to manager with many workers. You can run 1 or maybe 2 workers with 16 gb of ram
gsb is very fast at the expense of ram, so 16 gb is considered not a lot.
ewfo is optional. Much more powerful than mc wf. gsb can also output the files direct to gsb, though gsb has its own wf. gsb wf is fast, can be cloud based but not as powerful as ewfo.
pa is optional, but has unique features. corelation of negative days, months, ability to combine systems to maximise np/dd

binhsir - 15-6-2021 at 12:31 AM

Please tell me your email, i send my teamview ID and Password.
Please note i modifyed and added my questions.

You may have misunderstood, I also like to use the 15min, 30min, 1hour timeframe for building strategy. Not meaning I like intraday strategy which be closed the position at end of session day.StrategyQuant only supports bar close transactions under the MC/TS engine. This is different from MC. MC can be transacted in internal 15min bar when i used stop and limit orders . What I want to ask is whether the mechanism of GSB in this respect is consistent with that of MC/TS?
If the manager’s performance is mainly related to memory, that’s great, because my machine can be upgraded to a maximum of 4*32G, which is not a problem.

admin - 15-6-2021 at 12:48 AM

hi @ Binhir
you will have a lot of expertise that will be useful for GSB.
I think SQ is mostly used for fx is my suspicion, but likely you would know that more than me.
4) GSB caches all maths. THats why its so fast, so ram hungry and not driving cpu 100%. Thats why we have numerous workers on on pc/server to the point were cpu and or ram are maxed out.
When you buy GSB you get GSB resource manager to do that. Without it you MIGHT run out of ram with 2 workers and manager.
6) we now have many fitness's and GSB automation is used to run 4 identical tests making 50,000 systems and checking out of sample stats.
in the past we used either np* at or np/dd. Now we objectively know these are not the best - though that's very market dependant.
more shortly

admin - 15-6-2021 at 01:11 AM

@binhir. Its not hard for me to get sqn in gsb, and likely a good idea. No one ever requested it, but the best new gsb fitness did go into the most recent build of ewfo. (in the forum not my web site)
Im happy to get sqn added into gsb. Its spectularly cpu intensive, so I might have an option to enable the feature. Normally I can get things like that done very fast but the ewfo programmer is on leave this week.
Other tasks are very slow. Depends on what programmer does what in GSB. sqn now added to job que.

binhsir - 15-6-2021 at 01:18 AM

Are there any more detailed instructional videos or courses? There are only 17 instructional videos on the official website, and I need more detailed courses to master GSB.
So do you suggest that I buy GSB and GSB automation first？

admin - 15-6-2021 at 01:39 AM

Quote: Originally posted by binhsir

Are there any more detailed instructional videos or courses? There are only 17 instructional videos on the official website, and I need more detailed courses to master GSB.
So do you suggest that I buy GSB and GSB automation first？

The direction I'm going is documentation, not videos.
Best case its a weeks work to do a video. Months later content gets improved... you need to do the video again. Users need to take notes from the video . Takes time for everyone... and keeps me from devopling gsb.
User feedback has been documentation is better. Its been updated this week a few times, with more tweaks tomorrow
see https://trademaid.info/gsbhelp/Methodology.html
https://trademaid.info/gsbhelp/BuildingNasdaqSP500orDowsyste...
and avoided the long short swing es systems for now. Im doing more docs on this soon

AUtomation is really good to buy, but there is a 14 day trial for gsb users.
the trial doesn't come with the VM macro spread sheet. ALso make sure you get the may 2021 version from me. I haven't done auto update of AU yet. (new versions often come out and I don't always release them, though they are in the URL purchases get.)
So as long as your happy with what you've seen of gsb, you could but but best to have a quick trial first. If your a serious trader, money rich and time poor, you might want a few gsb servers. GSB free cloud likely is either 1 high end server per user when I'm not using the cloud myself, and just 1 or 2 workers if I am using the cloud.
a medium to high end server runs about 8 to 20 workers.
I don't refund purchasers (have never been asked to either) which is why there are trials. GSB and its competitors have there market niches. sq I thought was fx. gsb is mainly intraday futures. It can do many other markets but there may not be the knowledge of how to use gsb on the market, or the knowledge is weak compared to massive advances have been made on other markets. Automation was a game changer. We can figure out all sorts of things that work, that can not be done just building a single system that likely is a curve fit

binhsir - 15-6-2021 at 02:11 AM

Quote: Originally posted by binhsir

I see.I will read the help document carefully, there may be many questions that need to trouble you.
Of course I understand the importance of building a roubst strategy, so I learned about strategy building tools such as SQ, Adaptrade, GSB, TSL and so on. I will try to use all of GSB products as soon as possible and see if they are suitable for me.
Thanks very much.

admin - 15-6-2021 at 03:53 AM

@binhsir, GSB is a complex product, documentation and methodology updated over time, so I expect questions.
Keep in mind the june 10 2021 update here
https://trademaid.info/gsbhelp/Methodology.html

setting up price data

Arndt - 15-6-2021 at 12:05 PM

HI I would like to setup Opt Price Data using the 30,29,31 Minutes on NQ and get the following error message:
What am I doing wrong when setting up the price data like this?

REMO755 - 15-6-2021 at 12:10 PM

HI I would like to setup Opt Price Data using the 30,29,31 Minutes on NQ and get the following error message:
What am I doing wrong when setting up the price data like this?

Hello

The file name must be: NG.1.Minute. ---------. --------- .--------

You @ NG # C.1.Minute, this is an error.

Daniel UK1 - 15-6-2021 at 04:40 PM

HI I would like to setup Opt Price Data using the 30,29,31 Minutes on NQ and get the following error message:
What am I doing wrong when setting up the price data like this?

I believe that setup will work if you change 31 to 32 and 29 to 28..

Or you dont use data 1 and 2 setup, and instead supply 29 30 and 31 as separate data 1 setups.

Cheers

admin - 15-6-2021 at 04:50 PM

@arndt
while 29,30,31 can be done, I don't think it offers value on the more recent methdolgy. We did this in the days of building 1 system and trying to figure out if it was valid.
Now we have validated the indicator before we even started building systems, and validated the entire setup by 50000 systems ->300 systems and validating entire families etc

admin - 15-6-2021 at 07:46 PM

Quote: Originally posted by binhsir

@binhsir, GSB is a complex product, documentation and methodology updated over time, so I expect questions.
Keep in mind the june 10 2021 update here
https://trademaid.info/gsbhelp/Methodology.html

At present, My GSB manager can only use the computing power of the cloud server, but the computing power or workers of the local machine cannot be used. Can you use teamviewer to remotely assist me to solve this problem?
My teamvier ID , password is

shall do now. Best email TV and don't publish details. PLease remove details from post.

Arndt - 16-6-2021 at 12:24 AM

Thanks for your inputs! It worked on the multiple data1 by selecting more using STRG.

In regards to Data used to validate indicators and then build systems:
Is it worth the effort to use the data I trade with (IQFEED) instead of the Tradestation Data? Or is the difference marginal and not worth the effort?
Are there any thoughts on this?

Thanks for your reply!

admin - 16-6-2021 at 12:26 AM

Thanks for your inputs! It worked on the multiple data1 by selecting more using STRG.

In regards to Data used to validate indicators and then build systems:
Is it worth the effort to use the data I trade with (IQFEED) instead of the Tradestation Data? Or is the difference marginal and not worth the effort?
Are there any thoughts on this?

Thanks for your reply!

Good question. Im told with tick data its critical to trade on what you build systems on.
I think with 30 min bars it shouldn't matter. Im not certain though. But I think ts goes further back in time than iq feed. SOmetimes that will be usefull

PRONOS - 22-6-2021 at 08:42 AM

Hey guys!

A student from Unger Academy wrote the following:

"I had an issue that MultiCharts tech support had a hard time fixing. Volume was totaling up incorrectly (below actual vol.) for futures etc. Turns out, You need to make sure the field 'Build Volume On' is set to 'Trade Volume'. I bet there are several of you who, like me didn't realize it was set to 'tick count' which will not display full volume for anything other than tick charts. Just a heads up, please check for yourselves."

To what extent does this issue affect us who build systems with GSB. Peter had described that "tick count" should be selected during "build volume on". How can we deal with this issue?

admin - 22-6-2021 at 04:32 PM

Quote: Originally posted by PRONOS

Hey guys!

A student from Unger Academy wrote the following:

"I had an issue that MultiCharts tech support had a hard time fixing. Volume was totaling up incorrectly (below actual vol.) for futures etc. Turns out, You need to make sure the field 'Build Volume On' is set to 'Trade Volume'. I bet there are several of you who, like me didn't realize it was set to 'tick count' which will not display full volume for anything other than tick charts. Just a heads up, please check for yourselves."

To what extent does this issue affect us who build systems with GSB. Peter had described that "tick count" should be selected during "build volume on". How can we deal with this issue?

This is important, but only affects users who have inidcators that use volume.
Accumdist series (which is used often on es,my,nq) and indicators with volume in the name are the main ones.
so use tick on ts/mc and gsb. NT doesn't have this option

Daniel UK1 - 23-6-2021 at 02:43 AM

If what user pronos is stating is correct, then that would be a serious issue for MC users, have any other users seen this issue also with MC?

Cheers

admin - 23-6-2021 at 03:24 AM

If what user pronos is stating is correct, then that would be a serious issue for MC users, have any other users seen this issue also with MC?

Cheers

this is not how I think MC/ts works
If its on ticks it does up vol and down volume and the easy language word to get Up+down is the function "ticks"
if this didn't work correctly, gsb would be full of mismatches on all volume inidcators. This is not the case.

avatartrader - 23-6-2021 at 07:28 AM

This is not necessarily a support question, but based on the areas where I can post, this seems the most appropriate option:

I was curious how others are tracking per-strategy performance for the purposes of potential increase/decrease of position sizing, strategy health and degradation, etc.? I am using Multicharts/IB and am becoming increasingly annoyed by the fact that they do not maintain any real-time performance of a strategy in a given account, so the only way to really track it is to do it manually and often in case it needs to be turned off or restarted for any reason.

I suppose another way (as a partial solution) is to also track the historical performance separately and use an equity curve or position sizing indicator based on needs, but I wanted to see if anyone else was handling this in an efficient and scalable manner.

I like what Peter has done with IBLink and that it seems to maintain a DB of strategies and historical live performance, so there is a lot of potential there. But since that is not commercially available, I would have to write my own middleware should I actually want to abandon MC and use TS for signals and then execute through a gateway.

Thanks for the input-

NickW - 23-6-2021 at 07:52 AM

If what user pronos is stating is correct, then that would be a serious issue for MC users, have any other users seen this issue also with MC?

Cheers

MC with IQFeed data will not provide you with up/down volume/tick data. (It will capture that information when you do realtime data collect, but that's pretty useless)

MC with TS data DOES provide you with up/down volume/tick data historically.

See screenshot of the data. Top: IQFeed data, Bottom: TS data.

I don;t have any systems using volume/tick data, so i use MC with IQ, however if i put one of these systems in prod, i will be using TS data against it.

Last year major issues with TS data. I had missing bars for days to months in the data and since switched to IQFeed. Make sure to build in checks to make sure data has no huge gaps.

Arndt - 23-6-2021 at 07:59 AM

Quote: Originally posted by NickW

If what user pronos is stating is correct, then that would be a serious issue for MC users, have any other users seen this issue also with MC?

Cheers

OK. So that means that when using GSB for Systems building we can use the TS data. Once going to live trading we are fine with IQFeed as the ticks are delivered with the real-time data supply.

What I really don´t get are the discrepancies between TS and IQFeed (or in generell data providers...)in the data... When I look at the screenshot not even the open is the same point....

Thank you very much for these insights!

NickW - 23-6-2021 at 08:03 AM

The problem with using MC with IQ is that historical data will NOT have the volume data. Thus your indicators will be incorrect for 500 bars until real time data is collects.

Now whenever you have a futures contract rolling, you will have to reload data and you will lose all that collected volume/tick data.

BTW i reload data 3 times a week to prevent bad data from giving false signals (costed me thousands in losses!)

We are retail traders and the tools we have really suck. There's really nothing we can do about it. All we can try to do is mitigate the problems.

Daniel UK1 - 23-6-2021 at 04:22 PM

Hey Nick, i am curious... i am also using MC since years back... and i try to avoid using Custom future contracts since this has caused lots of issues with reliability for me, freezing, taking lots or resources etc.. are you using custom or normal adjusted ? whats your experiences with custom futures?

This tick data issue is causing some concerns for me now, i restart server every 5 days, and empty data cash every day ... so the 500 bar solution is not really working ..

There must be better data providers for MC that can solve this ? QGC ? TS data into MC is not really optimal..

Daniel UK1 - 23-6-2021 at 04:40 PM

Does anyone know, if the issue in regards to up down volume, is in MC or with IQ dtn ? just want to check before i contract MC support to try to figure out a solution.

admin - 23-6-2021 at 07:04 PM

Quote: Originally posted by avatartrader

This is not necessarily a support question, but based on the areas where I can post, this seems the most appropriate option:

I was curious how others are tracking per-strategy performance for the purposes of potential increase/decrease of position sizing, strategy health and degradation, etc.? I am using Multicharts/IB and am becoming increasingly annoyed by the fact that they do not maintain any real-time performance of a strategy in a given account, so the only way to really track it is to do it manually and often in case it needs to be turned off or restarted for any reason.

I suppose another way (as a partial solution) is to also track the historical performance separately and use an equity curve or position sizing indicator based on needs, but I wanted to see if anyone else was handling this in an efficient and scalable manner.

I like what Peter has done with IBLink and that it seems to maintain a DB of strategies and historical live performance, so there is a lot of potential there. But since that is not commercially available, I would have to write my own middleware should I actually want to abandon MC and use TS for signals and then execute through a gateway.

Thanks for the input-

you should be able to write the daily PL to a file in real time for each strategy.
This is not as good as live fills but its a big step in the right direction.

NickW - 23-6-2021 at 07:49 PM

Hey Nick, i am curious... i am also using MC since years back... and i try to avoid using Custom future contracts since this has caused lots of issues with reliability for me, freezing, taking lots or resources etc.. are you using custom or normal adjusted ? whats your experiences with custom futures?

This tick data issue is causing some concerns for me now, i restart server every 5 days, and empty data cash every day ... so the 500 bar solution is not really working ..

There must be better data providers for MC that can solve this ? QGC ? TS data into MC is not really optimal..

Hi Daniel,

I have tried custom futures contract before, but there were a lot of issues with it, when to manually roll them, pain to set up each contract in MC, etc. I just use the standard @ES or @ES#C contracts and have a workspace that alerts me when the @ES contract price is different from the current contract i'm trading the ESZ1 or whichever is current. Then i know it's time to roll.

I have looked at many data providers, recently again after discovering IQ does not provide up/dn volume data. Some vendors don't have all the instruments or indexes we need.

Daniel UK1 - 24-6-2021 at 08:30 AM

Hey Nick,

I see, yes i manually roll also similar like you, then you have the added "spice" when you need to roll NG and CL earlier than IQ dtn rolls, because they roll after the 6 day cutoff from IB not allowing trades for front month issue due to negative prices issue.
I assume you manually keep track of this with alarms or something?, i have not found a better way like MC telling me i need to roll before 6 days limit.

Btw, i checked with MC and it is really as it has been said here... using minute bars from IQ Dtn , fetching historic data, provides just Up volume bars, no matter if one choses Tick volume or traded volume.
So in essence chosing tick volume in GSB, will/could provide another outcome compared to backtesting in MC with IQ data, when using the strategy on live charts in MC using IQ, since on LIVE CHARTS you get Up Ticks and Down Ticks that the strategy then will use.

This ads a new complexity to the practicallity of execution..

Only data that provides Up tick and down tick volume while fetching historic data, is TS in MC as far as i understand it..
meaning that one needs to use TS data when building in GSB, backtesting in MC... but trading live... one is perfectly fine using IQ dtn

Sounds clear? not really right... very messy situation

admin - 24-6-2021 at 05:22 PM

@Daniel
Why ive never picke dup on this issue is Im using TS data in MC. Thats not a bad option if it works for you. It wont work for all users as TS wont even supply to all countries etc
You are going to have to build systems using up volume only. NQ systems will be affected a lot by this, as they often use accumDist - which needs volume. Other markets like gold don't use volume in inidcators chosen
IN TS I have custom futures that roll before the continuos on data1, and the continuous on data2, and alertmon to give me an alarm when out of sync.
MC can do this, but setting up custom futures is more complex

Daniel UK1 - 25-6-2021 at 12:29 AM

Hi Peter,

Not your fault in regards to Volume issue, its good that the issue came to light.
As of now its either get TS data to MC, or build on up volume only and use any other data source.
Until someone find another datasource to MC that supplies up down ticks historic minute data, as of now this does not exist to my knowledge.

The rollover issues was more in regards to Nicks comment on how he handles it in MC, rollover can be tricky sometimes and prone to human error.
Custom futures in MC has been more prone to causing issues compared to normal adjusted.

Alertmon i believe you was going to release to GSB clients ?

admin - 25-6-2021 at 01:46 AM

@Daniel,
Alertmon has had massive amount of work done on it, but I'm only likely to supply it with my VM service. Both have been running well for a long time... but I'm just too busy on more pressing topics.
You could make a alert that says if close of data1 <> close of data2 then ... alarm...
but if you let the contract expire where data stops, you will not get the alert. This is one of the many areas where alertmon shines

portfolioquanttrader2020 - 29-6-2021 at 02:20 AM

Hi peter
What you call minor modifications, so as not to deviate from the path that you are all following. Can you give me an example?
I apologize, for using the inappropriate forum for support questions.

portfolioquanttrader2020 - 29-6-2021 at 02:24 AM

For example, I have changed the fitness function, and I have changed the size of the stop for the search of the 10 green indicators.
Would that be a minor change?
Should you use the same fitness function and the same stop to look for green indicators, and to look for better systems in out of sample before the wfo?
I understand that to discover improvements, we must go through the process by continually making "minor" changes.
Do you have documentation on all fitness functions?

portfolioquanttrader2020 - 29-6-2021 at 02:40 AM

For example, I have changed the fitness function, and I have changed the size of the stop for the search of the 10 green indicators.
Would that be a minor change?
Should you use the same fitness function and the same stop to look for green indicators, and to look for better systems in out of sample before the wfo?
I understand that to discover improvements, we must go through the process by continually making "minor" changes.
Do you have documentation on all fitness functions?

admin - 29-6-2021 at 04:20 AM

Quote: Originally posted by portfolioquanttrader2020

For example, I have changed the fitness function, and I have changed the size of the stop for the search of the 10 green indicators.
Would that be a minor change?
Should you use the same fitness function and the same stop to look for green indicators, and to look for better systems in out of sample before the wfo?
I understand that to discover improvements, we must go through the process by continually making "minor" changes.
Do you have documentation on all fitness functions?

Unless you have high skill in GSB, its best to change nothing as generally whats published works well. The exception is when newer things have been found that improve on whats been done before hand. (IE new fitness)
Fitness functions are nearly all standard functions. The exeption being the mroe recent additions. These at high level were documented under beta builds when they made there way into the current build.
So you can change fitness or stop (But not both at the same time), but if so change nothing else until you have done 4 identical tests to compare to your previous benchmark.

I think I did publsih better fitness for nq in this section.
https://trademaid.info/forum/viewthread.php?tid=117

NickW - 29-6-2021 at 07:41 AM

Hey Nick,

I see, yes i manually roll also similar like you, then you have the added "spice" when you need to roll NG and CL earlier than IQ dtn rolls, because they roll after the 6 day cutoff from IB not allowing trades for front month issue due to negative prices issue.
I assume you manually keep track of this with alarms or something?, i have not found a better way like MC telling me i need to roll before 6 days limit.

Btw, i checked with MC and it is really as it has been said here... using minute bars from IQ Dtn , fetching historic data, provides just Up volume bars, no matter if one choses Tick volume or traded volume.
So in essence chosing tick volume in GSB, will/could provide another outcome compared to backtesting in MC with IQ data, when using the strategy on live charts in MC using IQ, since on LIVE CHARTS you get Up Ticks and Down Ticks that the strategy then will use.

This ads a new complexity to the practicallity of execution..

Only data that provides Up tick and down tick volume while fetching historic data, is TS in MC as far as i understand it..
meaning that one needs to use TS data when building in GSB, backtesting in MC... but trading live... one is perfectly fine using IQ dtn

Sounds clear? not really right... very messy situation

Hi Daniel,

My trade data uses the continuous contract, QCL#C. I map the front contract in IB symbol mapping for which contract to actually trade.

Attach is my setup for checking when a symbol has rolled. On the left is current contract and next contract. On the right is current contract and continuous contract with an alert at the bottom that compare the current contract price with the continuous price every 15min and emails me when it's different. When there's a roll alert, everything just rolls forward, these charts, the symbol mapping, reload data, restart systems.

Yes it is very messy to manage the tick volume from IQ in MC. If you need to trade a system live with it, i would just use TS data for that system. That's what i would do.

Daniel UK1 - 29-6-2021 at 01:28 PM

Quote: Originally posted by NickW

Sounds clear? not really right... very messy situation

Hi Nick, thanks for sharing.
Never relied on a signal to warn before, but after one to many human mistakes with rolls, i will setup similar as you.

One thing, though.. i believe you are using IQ, issue with CL i believe is that IQ rolls CL after the 6 day (days before end date for the contract) limit IB has, IB dont allow you to trade close to 6 days for front month, meaning that you have a few days before it rolls that you are not able to trade using the contract you on. My point is, if not mistaken about the 6 day rule, you need to roll a few days befoer iq rolls.

portfolioquanttrader2020 - 30-6-2021 at 01:46 PM

Hi peter
I don't have these flags on my server where I have Alertmon configured.
What are they for? I would like to use them.

portfolioquanttrader2020 - 30-6-2021 at 01:48 PM

Hi Peter
Alertmon can be used with Ninjatrader?
I have an interested person

admin - 30-6-2021 at 05:16 PM

Quote: Originally posted by portfolioquanttrader2020

Hi Peter
Alertmon can be used with Ninjatrader?
I have an interested person

Likely its not hard to make it work for NT, as long as we don't need the position match from nt to brokerage account.
I will look into it.

NickW - 30-6-2021 at 08:15 PM

Quote: Originally posted by NickW

Sounds clear? not really right... very messy situation

Hi Daniel,

I have not had this issue at all before. Lets connect with the next roll of CL and see if there's any issue.

Nick

Daniel UK1 - 1-7-2021 at 02:18 AM

Hi Nick,

I believe this wording at IB creates the issue i am mentioning.
So as far as my understanding, you can close out positions, but you can not open a new trade, "within 5 days to expiry of closing contract"

And i Believe IQ rolls 3 days before contract ends for CL.

"Additionally, beginning five business days prior to expiration, only margin-reducing transactions in expiring month contracts will be accepted for oil-based products eligible to trade at negative prices."

https://www.interactivebrokers.com/en/index.php?f=deliveryEx...

admin - 1-7-2021 at 05:00 AM

Hi Nick,

I believe this wording at IB creates the issue i am mentioning.
So as far as my understanding, you can close out positions, but you can not open a new trade, "within 5 days to expiry of closing contract"

And i Believe IQ rolls 3 days before contract ends for CL.

"Additionally, beginning five business days prior to expiration, only margin-reducing transactions in expiring month contracts will be accepted for oil-based products eligible to trade at negative prices."

https://www.interactivebrokers.com/en/index.php?f=deliveryEx...

I think this is correct. in ts the correct symbol for cl (via ib) is

REMO755 - 1-7-2021 at 05:11 AM

Hello, what is the name of the macro that makes the top 300, group as a family and then do w.fs. ?

I can not find

admin - 1-7-2021 at 05:31 AM