General support questions.

Quote: Originally posted by coccigelus

Quote: Originally posted by REMO755   Quote: Originally posted by coccigelus   For gold I use @GC=102NC+GJMQZ. However keep in mind that custom symbol contract in TS have (sometimes) data with bugs. There is no way to handle this rather than use the continuos contract. Moreover some continuos contract such as those on the meat sector are wrong. Meaning that some months will be traded jumping the front contract. (July - example) Talk many times with TS data department but It requires Product Manager to address it. (which never did) There have been report in the past of mismatch in the volume again with regard to custom contract. (OIL) Hope it helps. Hello, The GC volume does not always change in the second month, sometimes the result is the fourth month. How does TS manage an asset whose volume is sometimes the second month and sometimes the fourth month? Why does the rollover change the open interest? http://help.tradestation.com/09_01/tradestationhelp/fu/conti... I think this does not happen by volume, here I send you the last change by volume of the last years in GC, NinjaTrader Continuum. dic-20 29/7/2021 ago-21 26/5/2021 jun-21 29/3/2021 abr-21 28/1/2021 feb-21 27/11/2020 dic-20 28/7/2020 ago-20 27/5/2020 jun-20 27/3/2020 abr-20 30/1/2020 feb-20 28/11/2019 dic-19 30/7/2019 ago-19 29/5/2019 jun-19 28/3/2019 abr-19 30/1/2019 feb-19 29/11/2018 dic-18 30/7/2018 ago-18 30/5/2018 jun-18 27/3/2018 abr-18 30/1/2018 feb-18 29/11/2017 dic-17 28/7/2017 ago-17 29/5/2017 jun-17 30/3/2017 abr-17 30/1/2017 feb-17 29/11/2016 dic-16 28/7/2016 ago-16 27/5/2016 jun-16 29/3/2016 abr-16 28/1/2016 feb-16 26/11/2015 dic-15 30/7/2015 ago-15 28/5/2015 jun-15 30/3/2015 abr-15 29/1/2015 feb-15 26/11/2014 dic-14 30/7/2014 ago-14 29/5/2014 jun-14 28/3/2014 abr-14 30/1/2014 feb-14 27/11/2013 dic-13 30/7/2013 ago-13 30/5/2013 jun-13 27/3/2013 abr-13 30/1/2013 feb-13 29/11/2012 dic-12 30/7/2012 ago-12 30/5/2012 jun-12 29/3/2012 abr-12 30/1/2012 feb-12 29/11/2011 dic-11 28/7/2011 ago-11 27/5/2011 jun-11 30/3/2011 abr-11 28/1/2011 feb-11 29/11/2010 dic-10 29/7/2010 ago-10 27/5/2010 jun-10 30/3/2010 abr-10 28/1/2010 feb-10 26/11/2009 Some months in gold are thinly traded. For this reason I use the custom contract I mentioned above that avoid those months. Unfortunately not all the continuos contracts offered by TS are built correctly. By correctly I mean switch when volumes swap to the next contract (timing) AND to the next following month with max volumes. (chosen of the right month) . For instance @LH roll over in their continuos contract is performed with a couple of week delays and in summer They jump the super liquid July month. Clearly this is plain wrong. I am using custom contracts in gold and crude oil while I am forced to make by myself the roll over for @LH. (switching manually contract when needed) Why don't I use custom contract in @LH? Because the data offered is full of spurious.

I would like a sketch where all this is explained

Quote: Originally posted by portfolioquanttrader2020

I would like a sketch where all this is explained

Quote: Originally posted by portfolioquanttrader2020

How can I configure in gsb that the output systems start at an hour, but not at that specific hour, if not after that hour. Starting at 1, it would be 1330, 1400 etcc

see this
in nearly all cases entry over the full period of the day works best

Quote: Originally posted by portfolioquanttrader2020

How can I build or modify the macro code? and thus be able to automate processes? How app settings differs from optimization settings? macros affect app settings?

To edit macros you mean what I'm putting in the photo?

Hi Peter
These tables in excel keys do you build? Or do they come directly from GSB Automation?

Peter
the photo that I put you are secondary filters or indicators for gold. I got it from the first video of the gold

Quote: Originally posted by portfolioquanttrader2020

To edit macros you mean what I'm putting in the photo?

Quote: Originally posted by portfolioquanttrader2020

Hi Peter These tables in excel keys do you build? Or do they come directly from GSB Automation?

Quote: Originally posted by portfolioquanttrader2020

Peter the photo that I put you are secondary filters or indicators for gold. I got it from the first video of the gold

Quote: Originally posted by JozefSusko

Peter Can you advise me where to find the GSB_Scripts_2021_07_31 script in the forum I can not find I only have the GSB_Scripts_2021_07_18 in the folder Thanks

Quote: Originally posted by bizgozcd

Peter, I am getting an alert from Windows Defender that GSBWorker.62.920.exe contains Trojan:Win32\Sabsik.MT.A!Ml https://www.microsoft.com/en-us/wdsi/threats/malware-encyclo... Not sure how to proceed--the files were automatically quarantined. I've never gotten this before. Thoughts on this?

Quote: Originally posted by Yury

Hi there. Can GSB use custom indicators with the data stored in flat files such as CSV format? If so, what directory shall I put such files? What the headers shall look like? Thanks!

Can GSB support end of day trading for stocks?
If so how correctly set up price data and sessions?
Again, thanks for your response

Quote: Originally posted by portfolioquanttrader2020

Peter is it important to know what a system does exactly? That is, understand the logic and premise? Or it is enough to know that the system is built with a robust methodology. I say this because I do not understand GSB systems very well their logic.

Good question.
Its nice to know but not so important. I dont add indicators on chart to visually see whats going on. Nice to do but not much benefit
What is important if you use aic entry (any indicator cross) is see the metrics of each indicator, one at a time. (commend the others out) If you get one thats a lemon, remove it.
Example shown I removed two indicators.
Simply looking at a chart gives you a good idea. Is it trend following( nearly always)
what market conditions does it trade in? Any problems.
Ie on a legacy swinges system, I hit the 3k profit target, and it entered again next bar. GSbswing4es/nq I made it that profit target doubles if the entry condition is there when the first profit target would have hit.
However if you have really high experience it often helps.
You can see even how gsbsys1es was improved in gsbsys1.3es
Its likely the exact same extra filters can be added to existing GSB systems.
(I suspect day trading es/ym/nq the same filters will work.

WHat I dont know is now we are normally using a totally different secondary filter, will the same filters in 1.3 work on those systems

I have an issue with an automatic strategy, it is programmed to close at 12.30 (CT).
Today I disabled it because of the changed exchanged times due to labour day, the exchange closed at 12.00 (CT) so there was no auto-close of the strategy.
A market order (that was never placed, because the strategy was disabled) remains open on the screen.

I would like to enable the strategy, what should I do? I suspect TS will keep this "order" open until tomorrow when the exchange closes at the usual time. So there will be no buy order tomorrow for the strategy. TS gives me a cryptic message.
Is there an easy way to fix this?

Quote: Originally posted by Siem

I have an issue with an automatic strategy, it is programmed to close at 12.30 (CT). Today I disabled it because of the changed exchanged times due to labour day, the exchange closed at 12.00 (CT) so there was no auto-close of the strategy. A market order (that was never placed, because the strategy was disabled) remains open on the screen. I would like to enable the strategy, what should I do? I suspect TS will keep this "order" open until tomorrow when the exchange closes at the usual time. So there will be no buy order tomorrow for the strategy. TS gives me a cryptic message. Is there an easy way to fix this?

Hi Siem, imho i would suggest to not trade half days, just avoid it and you will have less headache and less errors, and most likely more dollars in your account in the end

Quote: Originally posted by Siem

I have an issue with an automatic strategy, it is programmed to close at 12.30 (CT). Today I disabled it because of the changed exchanged times due to labour day, the exchange closed at 12.00 (CT) so there was no auto-close of the strategy. A market order (that was never placed, because the strategy was disabled) remains open on the screen. I would like to enable the strategy, what should I do? I suspect TS will keep this "order" open until tomorrow when the exchange closes at the usual time. So there will be no buy order tomorrow for the strategy. TS gives me a cryptic message. Is there an easy way to fix this?

Quote: Originally posted by edgetrader

Quote: Originally posted by Siem   I have an issue with an automatic strategy, it is programmed to close at 12.30 (CT). Today I disabled it because of the changed exchanged times due to labour day, the exchange closed at 12.00 (CT) so there was no auto-close of the strategy. A market order (that was never placed, because the strategy was disabled) remains open on the screen. I would like to enable the strategy, what should I do? I suspect TS will keep this "order" open until tomorrow when the exchange closes at the usual time. So there will be no buy order tomorrow for the strategy. TS gives me a cryptic message. Is there an easy way to fix this? "Exit this position" means you want TS automation to send an exit order for this position if and when your strategy exits. Because you have no actual position in the market, this isn't what you click. "Do not exit this position" means you want TS automation to ignore the current hypothetical position of the strategy that you didn't actually open in the real market. Click this. However, another issue will be that if your entry on the next day will be in the same direction, it won't be sent as TS automation assumes the strategy still is in an open position, and by default the limit is one entry per direction long or short. To fix this issue, either don't take entries on half-days or make sure the positions are exited (at least hypothetically, even if you don't take the signals) before the next trading day. My suggestion is you add something like "if date <> eldate(09, 06, 2021) then begin [your system] end;" around your code to not have any entries on half-days. Then you won't have to manually disable sending orders, you won't get a popup about a hypothetical position you didn't take, and you won't have to worry about missing the entry on the next day. All of that will be fixed.

Quote: Originally posted by bizgozcd

Peter, Do you have any thoughts on which indicators and settings are resource intensive and thus take a painfully long time to run? Thanks again.

Reading TS .bin files

Quote: Originally posted by peani

I am looking for a way to read the .bin files generated by TS for WFA, but I haven't been able to find a tool to do so, or a reference on the format to write my own code... I would appreciate any leads or suggestions. Thank you.

Quote: Originally posted by admin

Quote: Originally posted by peani   I am looking for a way to read the .bin files generated by TS for WFA, but I haven't been able to find a tool to do so, or a reference on the format to write my own code... I would appreciate any leads or suggestions. Thank you. ewfo reads them. A lot of work put into EWFO to do that. https://trademaid.info/ewfo.html

Quote: Originally posted by admin

Hi Peani, sorry not willing to do that. A lot of IP goes into these products & I'm not willing to give that away. If there is something you desperately need added into EWFO, I can consider that.

Quote: Originally posted by admin

The first OOS period has to be in sample, not really a good way around this, though ewfo can to a reverse wf. (end date first) if this first period is left out, you cant really compare the curves well, and the data is from a long time ago - so its less significant. ts ewfo does the same. the first run parameters are going to be the best parameters found at the end of the first run.

Quote: Originally posted by admin

Quote: Originally posted by bizgozcd   Peter, Do you have any thoughts on which indicators and settings are resource intensive and thus take a painfully long time to run? Thanks again. this doesnt matter in GSB at all, as all indicators are cached. Its if you choose to optimize in TS its more an issue. slowest indicators likely are those that use median

Quote: Originally posted by admin

Quote: Originally posted by bizgozcd   Peter, Do you have any thoughts on which indicators and settings are resource intensive and thus take a painfully long time to run? Thanks again. this doesnt matter in GSB at all, as all indicators are cached. Its if you choose to optimize in TS its more an issue. slowest indicators likely are those that use median

Hi Bizgozcd
You best follow the methodology. If you have beta tester mode you have 86 indicators approx.
Indicator building (the first pass) is normally much slower than system building (the second pass)
possible your last 5 just dont work well on the market your on.
Here is the 86 I use. You can import them automatically

Attachment: Login to view the details

Hello there
I have searched for better indicators and now, building 50,000 systems
I want to know if my weight settings are correct.

Hi peter
I am building SWING ES.
Family 3 with 6 members.
Could you tell me if the suitability is higher than 300 OS systems?
And your opinion on metrics?

Hi Peter, the strategy below presents different results with the symbol MES and ES, and I think that also with GSB



// Settings
// Platform: TradeStation
// Script Mode: LiveTrading
// ID: 20211011-135321-326483-wvDqo / WF:20211012-031334-278740-7Mdyi
// Info: File Name Prefix: , Comment: , App Settings: amadoreOnly.gsbappset, Opt. Settings: ES30_SWING-Compare2-25k-FitX_GReen_GReen.gsboptset, Workplace Manager's ID: gVofSOoCGo97qYGgA.20211011-130006-394940, Manager's GSB Version: 1.0.62.88 / 2021-08-03, Worker's Instance ID: iFq87u59u30x8eed8, Worker's GSB Version: 1.0.63.09 / 2021-09-28, Worker's Machine Name: DESKTOP-TR06SDA
// Price Data: ES.30.1997 *2021-02-28 *2021-10-11 03:14:38: (Data1: ES\ES.1.Minute.LocalTime_1997_28-02-2020.txt (Mult.: 30, Session: "0830 - 1500"))
// MaxBarsBack: 500
// Profits Mode: Currency
// Quantity: 1
// Quantity Mode: FixedShareContracts
// Trading Dates: 2006-03-01 - 2019-02-28
// Trading Dates Mode: All
// Trading Nth Day: 1
// Trading Nth Day Mode: All
// Exit Stop Loss: 4000
// Exit Profit Target: 2750
// Exit Minutes:
// Exit Bars:
// Fitness Criteria: NetProfit * AvgTrade * PFLateEntry
// Entry Type: Compare2
// Commission: 0
// Slippage: 0
// Reports Commission: 0
// Reports Slippage: 0
// Commission Mode: TradePerSide
// Slippage Mode: TradePerSide
// Positions Allowed: LongOnly
// Max. Entries per Day:
// WF Type: GeneticAlgorithmMultiThreaded
// WF # of Random-Space Tests: 10000
// WF GA Generations: 130
// WF GA Population: 130
// WF Anchored: True
// WF OOS %: 20
// WF Runs: 10
// WF Search Space: Nearest
// WF Nearest %: 100
// WF Fitness Criteria: NetProfit * AvgTrade * PFLateEntry
// WF Result:
// Optimization/Original 65 12 1.75 1.75 1.75 5 5 50 1 700
// 1 15 117 1.5 0.75 2 -7 -7 50 1 400
// 2 15 117 1.5 0.75 2 -7 -7 50 1 400
// 3 200 13 1.5 1.75 1.5 6 6 50 1 600
// 4 56 9 0.75 0.5 0.75 4 4 50 1 650
// 5 68 9 0.75 0.5 1.25 8 8 50 1 650
// 6 56 9 0.75 0.5 1.5 10 10 50 1 650
// 7 56 9 0.75 0.5 1.5 10 10 50 1 650
// 8 56 9 0.75 0.5 1.5 10 10 50 1 650
// 9 56 9 0.75 0.5 1.5 10 10 50 1 650
// 10 56 9 0.75 0.5 1.5 10 10 50 1 650
// Current 53 9 0.75 0.5 1.5 10 10 50 1 650
// Params. Rol. Stability Coarse: 78
// Params. Anc. Stability Coarse: 66
// Equity Bollinger: 90.0%
// Equity Pearson Exact: 10.0%
// Equity Pearson Close: 70.0%
// Equity Spearman Exact: 20.0%
// Equity Spearman Close: 70.0%

// Manager's GSB Version: 1.0.62.88 / 2021-08-03
// Worker's GSB Version: 1.0.63.09 / 2021-09-28

// Performance (full period)
// Fitness: 139,593,867.38
// Net Profit: 140,812.5
// Commission (in $): 0
// Drawdown: -15,687.5
// Avg Trade: 531.37
// Percent Profitable: 55.47
// Pearson: 0.991
// Profit Factor: 1.88
// Trades Count: 265
// Net Profit / -Drawdown: 8.98

// Performance (walk-forward)
// Params. Rol. Stability Coarse: 78
// Params. Anc. Stability Coarse: 66
// Equity Bollinger: 90
// Equity Pearson Exact: 10
// Equity Pearson Close: 70
// Equity Spearman Exact: 20
// Equity Spearman Close: 70

// Inputs: // see warning at https://trademaid.info/gsbhelp/Script.html
Vars:
i1Data(1),
i2Data(1),
i2length(65),
i3Data(1),
i3length(12),
i1Weight(1.75),
i2Weight(1.75),
i3Weight(1.75),
entryParams(5),
iSFData(1),
iSFbpv(50),
iSFWeight(1),
sfEntryLevel(700),
stopLossCurrency(4000),
profitTargetCurrency(2750);

// If the statement below does not compile, please import the latest script file from C:\GSB\GSB (Managers)\TradeStation Code\GSB_Scripts_2021_07_31.eld
Once
Begin
Value1 = GSB_Scripts_2021_05_19;
End;

// MaxBarsBack check
Once (MaxBarsBack <> 500)
Begin
RaiseRunTimeError("MaxBarsBack (Maximum number of bars strategy will reference) must be set to {0} (from Properties for All button, General tab)");
End;

// Vars
Vars:
id("20211011-135321-326483-wvDqo-WF-20211012-031334-278740-7Mdyi"),
debugScriptPath("C:\GSB\Data\Debugs\20211011-135321-326483-wvDqo-WF-20211012-031334-278740-7Mdyi.ts.mgr.bktst.txt"),
dateYmd(0),
timeHms(0),
isSessionOpen(False),
nthDay(1),
lastDate(0000101),
daysCount(-1),
weekDay(0),
currentBarDTOHLCV(""),
lastBarDTOHLCV(""),
v1(0, Data1),
v2(0, Data1),
v3(0, Data1),
vn1(0, Data1),
vn2(0, Data1),
vn3(0, Data1),
vSf(0, Data1),
vnSF(0, Data1),
result(0),
sfResult(0),
decision(0),
sfDecision(0),
flag(0),
BSE(1),
zs(0.0000000001);

// Date YMD, Time HMS, and Day of week
dateYmd = Date + 19000000;
timeHms = StrToNum(BarDateTime.Format("%H%M%S"));
weekDay = DayofWeek(Date);

// Is-Session-Open
isSessionOpen = (weekDay = 1 And Time > 0830 And Time < 1500) Or (weekDay = 2 And Time > 0830 And Time < 1500) Or (weekDay = 3 And Time > 0830 And Time < 1500) Or (weekDay = 4 And Time > 0830 And Time < 1500) Or (weekDay = 5 And Time > 0830 And Time < 1500);

// Exit Stop Loss
SetStopLoss(stopLossCurrency);

// Exit Profit Target
SetProfitTarget (profitTargetCurrency);

// Indicators
v1 = TrueRange of Data(i1Data);
v2 = AvgTrueRange(i2length) of Data(i2Data);
v3 = AvgTrueRange(i3length) of Data(i3Data);
vn1 = GSB_Norm4(v1, 13, 100) of Data(i1Data);
vn2 = GSB_Norm4(v2, 13, 100) of Data(i2Data);
vn3 = GSB_Norm4(v3, 13, 100) of Data(i3Data);
vSF = GSB_CloseLessPrevCloseDBpv2(iSFbpv) of Data(iSFData);
vnSF = GSB_Norm4(vSF, 0, 100) of Data(iSFData);

// Result and decision
result = ((Sign(vn1) * Power(Absvalue(vn1), i1Weight)) * ((Sign(vn2) * Power(Absvalue(vn2), i2Weight)) * (Sign(vn3) * Power(Absvalue(vn3), i3Weight))));
result = Sign(Sign(vn1) + Sign(vn2) + Sign(vn3)) * Absvalue(result);
result = IFF(AbsValue(result) > zs, result, 0);

// entry type = Compare2
decision = GSB_Decision7(result, 2000, Sign(entryParams) * Power(AbsValue(entryParams), 4), 0);

// SF result and decision
sfResult = vnSF * iSFWeight;
sfResult = IFF(AbsValue(sfResult) > zs, sfResult, 0);
sfDecision = GSB_Decision7(sfResult, 1000, sfEntryLevel, 0);

// Entry-filter check
flag = 0;

If True
And ((timeHms >= 083000 And timeHms <= 143000)) Then
Begin
// Buy/Sell
If (decision = 1 Or decision = 2) And sfDecision = 1 Then
Begin
Buy("Long Entry") 1 contracts this bar on close;
flag = 1;
End
Else If (decision = -1 Or decision = 2) And sfDecision = -1 Then
Begin
Sell("LX-Long Exit") this bar on close;
End;
End;

// Hash (DO NOT CHANGE)
// In order to restore the system that generated this script, save the full script as a .gsbscript file and load it from GSB (just like .gsbsystem and .gsbsystemz files).
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Quote: Originally posted by portfolioquanttrader2020

Hi Daniel What do you think of the system? Have you tried any other settings that improve robustness? Thanks

Quote: Originally posted by portfolioquanttrader2020

Daniel, could you give me an example of that system that you mention with variations?

For overnight systems, agreed you can make variations, but the ideal is different systems with variations of indicators etc, and then perhaps exits.
Shown here on BTC, the entries are somewhat similar, but exits vary the results greatly

Hi peter
Doing the EFWO several times, always red numbers.
How could I broaden the range and prevent zero from appearing as an edge?

Hi peter
In this case of this parameter it would be convenient to choose the peak, and then not optimize the parameter in the EFWO?

What parameter value would you choose if it doesn't affect performance

Quote: Originally posted by portfolioquanttrader2020

Hi peter Doing the EFWO several times, always red numbers. How could I broaden the range and prevent zero from appearing as an edge?

thats a very good question.
I would manually optimize the 4h parameter -10 to 20 step1 in ts and look at the curve.
Also want to know that it does in the code, as 0 might be very significant.
ie if your code was
results=indic1^w1 then result = 1 regardless of what inidc1 is.
the next variable that end with 30, try 15 to 55 step1 and look at the curve.

same for the 3rd one that has a 1 in it.
You can also try a different fitness,
ie np*at or np/dd

or better still fitness selection to see whats best

Quote: Originally posted by portfolioquanttrader2020

Hi peter In this case of this parameter it would be convenient to choose the peak, and then not optimize the parameter in the EFWO?

Quote: Originally posted by portfolioquanttrader2020

What parameter value would you choose if it doesn't affect performance

Quote: Originally posted by rdelimasilva

Hello! I need some help here. Can i use GSB in Brazilian assets? I am trying to input some local assets data but the system do not accept it... message: " a value of win$n cannot be found in the contracts list" Tks! you need to add it in the contract list. go to tools contract list.

WF parameters

Quote: Originally posted by thowoc213

Hello, Below are the parameter settings after WF: // WF Result: // Optimization/Original 19 0 0 0 0 0 157 -1 2.5 // 1 190 0 0 0 0 0 17 -1 55 // 2 190 0 0 0 0 0 17 -1 55 // 3 19 0 0 0 0 0 157 -1 2.5 // 4 19 0 0 0 0 0 150 -1 5 // 5 19 0 0 0 0 0 150 -1 5 // 6 19 0 0 0 0 0 150 -1 5 // 7 19 0 0 0 0 0 150 -1 5 // 8 19 0 0 0 0 0 150 -1 5 // 9 19 0 0 0 0 0 150 -1 5 // 10 19 0 0 0 0 0 150 -1 5 // Current 18 0 0 0 0 0 69 -1 27.5 And down here are the Inputs: // Inputs: // see warning at https://trademaid.info/gsbhelp/Script.html Vars: i1Data(1), i2Data(1), i2length(19), i3Data(1), i1Weight(0), i2Weight(0), i3Weight(0), entryParams(0), iSFData(1), iSFLength(157), iSFWeight(-1), sfEntryLevel(2.5), iTF1Data(1), iTF1offset(64), stopLossCurrency(2000), stopLossCurrencyEntryCheckRatio(1); // Optimization/Original 19 0 0 0 0 0 157 -1 2.5 What I see is: i2length(19), i1Weight(0), i2Weight(0), i3Weight(0), entryParams(0), iSFLength(157), iSFWeight(-1), sfEntryLevel(2.5). The question is: to which parameter is the FIFTH ZERO assign? Thomas

Most likely entrpy paramater2
this is not used unless dual cross entry type is used. (not recommended)

Quote: Originally posted by thowoc213

Well, why is a parameter that is not in the inputs's list considered as a parameter to WF?

Hi peter
Which one with the characteristics of the following index to be able to configure in GSB?

Hi peter
I need you to explain to me why the numbers in the $ indu do not match because they do not match the contracts list

Hi peter
This is correct??

Hi peter
This error I do not understand

Hi peter
Can you build a system with three datas and different data times?

Quote: Originally posted by rdelimasilva

Hello! New simple doubt again: how to deal with "up" and "down" volume in data file when I only receive the "tick volume" from data provider? I saw the above description in multicharts blog (just as reference). Data sample attached. Historical tick volume. In most cases supported data sources in MultiCharts provide only historical total tick volume, no up and down volume. For tick-based resolutions all historical total volume is divided by 2 and allocated to up and down volume. Historical minute and daily volume. In most cases supported data sources in MultiCharts provide only historical total tick volume, no up and down volume. For minute-based and daily-based resolutions all historical total volume is recorded to the data base as total volume and is also recorded as up volume. Down volume is empty. Should i follow the same principle in GSB?

Quote: Originally posted by rdelimasilva

Hello! New simple doubt again: how to deal with "up" and "down" volume in data file when I only receive the "tick volume" from data provider? I saw the above description in multicharts blog (just as reference). Data sample attached. Historical tick volume. In most cases supported data sources in MultiCharts provide only historical total tick volume, no up and down volume. For tick-based resolutions all historical total volume is divided by 2 and allocated to up and down volume. Historical minute and daily volume. In most cases supported data sources in MultiCharts provide only historical total tick volume, no up and down volume. For minute-based and daily-based resolutions all historical total volume is recorded to the data base as total volume and is also recorded as up volume. Down volume is empty. Should i follow the same principle in GSB?

Quote: Originally posted by portfolioquanttrader2020

Hi peter This error I do not understand

Quote: Originally posted by rdelimasilva

Hello! New simple doubt again: how to deal with "up" and "down" volume in data file when I only receive the "tick volume" from data provider? I saw the above description in multicharts blog (just as reference). Data sample attached. Historical tick volume. In most cases supported data sources in MultiCharts provide only historical total tick volume, no up and down volume. For tick-based resolutions all historical total volume is divided by 2 and allocated to up and down volume. Historical minute and daily volume. In most cases supported data sources in MultiCharts provide only historical total tick volume, no up and down volume. For minute-based and daily-based resolutions all historical total volume is recorded to the data base as total volume and is also recorded as up volume. Down volume is empty. Should i follow the same principle in GSB?

@peter,

Yes, you are right. I've made a few tests and sometimes it worked, sometimes not. It is easy with hindsight, one tends to pick the systems that support a 'theory'.
Conclusion? Don't use shortcuts, follow the methodology!

Thomas

Quote: Originally posted by admin

@thowoc, I somewhat disagree with what you said. The fact that a system works in periods of 80 days , 80 day gap, then 80 days... does not mean its safe that in 80 says further it will work. What we expect is some sort of degradation. How much degradation is just one of the safety features we have in building systems. We then have multiple periods after all these 80 days periods that we also see how the system goes. Whats also important is the top 300 of 50,000 systems also on average work out of sample. The fact that the majority work is nice and a good sign, but in itself not safe.

@peter,
Once more time, this time with the right quote.
Yes, you are right. I've made a few tests and sometimes it worked, sometimes not. It is easy with hindsight, one tends to pick the systems that support a 'theory'.
Conclusion? Don't use shortcuts, follow the methodology!

Thomas

I would like to create a collection of indicators from a GSB Manager and import it (see screenshot) in another GSB Manager.
How can I export the enabled (primary) indicators of the optimisation settings of a GSB Manager as a CSV file?

@siem
I will get that feature out roughly 2 builds away
Click the all enabled indicators, and hit export.
Small chance the feature is there already if your in beta build mode

ROll Silver

Hi guys,

i have a question about rolling silver contract SI. I have been told its always last trade-date or first notice for metals or all other commoditie futures wichever comes first. So now its close to first notice but the volume for SIF22 is not near the SIZ21 yet. SO i guess silver is an exeption to this rule ??

Quote: Originally posted by SwedenTrader

Hi guys, i have a question about rolling silver contract SI. I have been told its always last trade-date or first notice for metals or all other commoditie futures wichever comes first. So now its close to first notice but the volume for SIF22 is not near the SIZ21 yet. SO i guess silver is an exeption to this rule ??