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General support questions.

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Daniel UK1 - 27-1-2022 at 12:09 PM

Imho, 1000 in CL is fine, higher stops i have not seen to provide greater returns in my research.
I think no one can tell you what to use as SF, you need to test all SF and come to this conclusion yourself.

A tip is that there are lots of SF that will work on CL including several variations of trade session times and build sessions

Good luck in your research

admin - 27-1-2022 at 09:12 PM

@portfolioquanttrader2020 for CL, I think sf close/PreviousLowd sf was good, with entry type compare2
Much work is being done on CL now, but It will take a few months for this to be finalized

portfolioquanttrader2020 - 29-1-2022 at 02:51 AM

Hi Peter and Daniel UK
These are the results with data 1 in 5 minutes and data 2 in 30 minutes.
I think that increasing the stop improves the results.
I will do another test with a higher stop, for example $2,500.
If you know of any more improvements, please let me know.
What do you think of these results after the wfo?

portfolioquanttrader2020 - 29-1-2022 at 03:04 AM

Hello
Earlier I was referring to the input mode in SF.
Why is the same chosen for the indicator?

portfolioquanttrader2020 - 29-1-2022 at 04:12 AM

hi peter
Why does period H not appear in statistics?

Daniel UK1 - 29-1-2022 at 04:12 AM

Quote: Originally posted by portfolioquanttrader2020

Hi Peter and Daniel UK
These are the results with data 1 in 5 minutes and data 2 in 30 minutes.
I think that increasing the stop improves the results.
I will do another test with a higher stop, for example $2,500.
If you know of any more improvements, please let me know.
What do you think of these results after the wfo?

I dont think so much about these results more than perhaps that they dont look that great. But more important, what i think is irrelevant.

The question you need to ask, is, how does this look compared to my other tests i did with all the other data 1 and 2 timeframes ? when you have the answer to this, you know what to use. (And ask the same question for every parameter and setting, including your stop)

So get excel out, and note down all the stats, and data will provide the answer to you.

Daniel UK1 - 29-1-2022 at 04:15 AM

Quote: Originally posted by portfolioquanttrader2020

hi peter
Why does period H not appear in statistics?

Does your macro utilize H ? does it try to put any stats there ?
Check the macro first, thats what i would do.

portfolioquanttrader2020 - 29-1-2022 at 12:59 PM

Hello Daniel
What stats are you referring to? Which ones do you export to excell and how?
I am looking first for the out of sample systems to be positive in all periods, and then do wfo and create families.

Daniel UK1 - 30-1-2022 at 04:00 AM

Quote: Originally posted by portfolioquanttrader2020

Hello Daniel
What stats are you referring to? Which ones do you export to excell and how?
I am looking first for the out of sample systems to be positive in all periods, and then do wfo and create families.

Hi, I mean the stats your are seeing for A, B, C, D etc..
These you need to get out to excel, by using export stats function, preferably in the macro.

That gets located in the export stats folders in GSB, as csv.

Without this its impossible for you to compare different tests and see what configuration/settings is better or not.

Until you are happy and satisfied with your finalized configuration of your opt setting its no point in creating any families or doing any WF (unless you are doing WF for the purpose of stats of some kind).

Exporting to Portfolio Analyst (PA) from GSB

OUrocketman - 31-1-2022 at 12:43 AM

I am probably overlooking something simple when trying to bulk export from GSB to PA, but when I set the export to PA flag to TRUE, I am not getting the .pa files written to the directory I provide on my desktop. I have searched my entire PC several times, and don't see files being written anywhere. Is there something simple I am overlooking? I have PA installed in Program Files (x86) and my test output location is on C:\$user\Desktop.

I appreciate the help!

admin - 31-1-2022 at 01:23 AM

Quote: Originally posted by OUrocketman

I am probably overlooking something simple when trying to bulk export from GSB to PA, but when I set the export to PA flag to TRUE, I am not getting the .pa files written to the directory I provide on my desktop. I have searched my entire PC several times, and don't see files being written anywhere. Is there something simple I am overlooking? I have PA installed in Program Files (x86) and my test output location is on C:\$user\Desktop.

I appreciate the help!

I would try using the default path. You could have permision issues in the Operating system. TS might not also accept $user as a valid path. Im not sure.

Carl - 31-1-2022 at 01:30 AM

Hi OUrocketman,

I think you have discovered a bug in GSB 64.52. I have the same issue here.
It used to work, but does not work anymore in this version.
Adding an output folder path does not solve the issue either.

My steps:
1. choose strategy
2. right click - save
3. export to portfolio analyst True
4. ok

No .pa files in ...GSB (Managers)/Data/Portfolio Analyst/ or anywhere else

portfolioquanttrader2020 - 31-1-2022 at 01:48 AM

Hello
Are you using different output methods when searching for indicators or building systems?

admin - 31-1-2022 at 03:22 AM

@carl, I will look at this tomorrow. I did not read the post properly and thought the issue was export from ts to make a pa file
@portfolioquanttrader2020, Im not clear what and who you are asking.

portfolioquanttrader2020 - 31-1-2022 at 04:12 AM

Hi Peter, sorry, I was asking you.
I ask if you can select different exit modes to build systems, or look for indicators.

admin - 31-1-2022 at 08:43 PM

@OUrocketman, @ carl. I agree this is a bug. Will fix asap but programmer concerned is on leave for a while.

@portfolioquanttrader2020, exit modes tend to benfit swing trading systems, not day trading systems.
If you manualiy optimize exit modes, you will sed a number do nothing, some greatly reduce all good metrics but better drawdown, and the odd one is useful.
You want to see what might help once you have built a system, then apply to your build methodology. I would only do this if your an experienced GSB user and your trading trades > 1 day long

portfolioquanttrader2020 - 2-2-2022 at 11:51 AM

hi peter
I am obtaining the oil statistics with two different macros, but they have the same periods.
I understand that the results of the statistics should be identical, using both macros.
Can you explain to me why? Is there an error or bug in either of the two macros?

Attachment: Login to view the details

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Attachment: Login to view the details

admin - 4-2-2022 at 01:16 AM

@portfolioquanttrader2020, Best to put each macro into a seperate gsb, edit the macro and compare
Likely the dates differ, pf and pearsons also differ.
I have not done CL for a long time, and dont want to publish anything on it until we have redone the methadolgy. (being done now)

Siem - 6-2-2022 at 11:52 AM

Last week I modified one of my TS GSB strategies so it could use multiple contracts, the amount is set with an input.
When it traded it bought the correct amount of 2 contracts, but also sold these 2 contracts immediately. I could not find it on the forum, but I vaguely remember it was brought up on the forum before.
Is it correct that setting the amount of contracts via an input (instead of just hardcoding it in the code) caused this?

If the above did not cause the simultaneous buy / sell problem.
My TS runs multiple strategies for the same futures contract and at the same timeframe, one of which also bought one contract at the same time, could this then have been the cause of the problem?

EDIT: I think the problem was the stop loss, I needed to multiply the stop loss by the amount of contracts traded.

BlackBox - 6-2-2022 at 12:23 PM

Quote: Originally posted by Siem

Last week I modified one of my TS GSB strategies so it could use multiple contracts, the amount is set with an input.
When it traded it bought the correct amount of 2 contracts, but also sold these 2 contracts immediately. I could not find it on the forum, but I vaguely remember it was brought up on the forum before.
Is it correct that setting the amount of contracts via an input (instead of just hardcoding it in the code) caused this?

If the above did not cause the simultaneous buy / sell problem.
My TS runs multiple strategies for the same futures contract and at the same timeframe, one of which also bought one contract at the same time, could this then have been the cause of the problem?

Hi Siem,
Have you ticked "Allow multiple automated strategies"

Multiple.automated.strategies.jpg - 131kB

Siem - 6-2-2022 at 12:50 PM

Quote: Originally posted by BlackBox

Hi Siem,
Have you ticked "Allow multiple automated strategies"

Yes, that is enabled for all strategy windows. "Send strategy generated stop orders directly to the TradeStation Order Execution Network" is also enabled in that window here.

portfolioquanttrader2020 - 6-2-2022 at 01:42 PM

Peter
What does what I point out in the photo mean?
USEWFOCURPARAMS

IF IN THIS MACRO WFO WAS NOT DONE

Daniel UK1 - 7-2-2022 at 03:09 AM

Quote: Originally posted by portfolioquanttrader2020

Peter
What does what I point out in the photo mean?
USEWFOCURPARAMS

IF IN THIS MACRO WFO WAS NOT DONE

It means that gsb will use the WF used parameters..
So this you could use if you wanted to compare WF optimised parameters against initial used build parameters, in further oos dates etc... or whatever... but that is what it is.. hope it helps

admin - 7-2-2022 at 04:42 AM

@BlackBox, look in the message section of ts trade server for clues. Did it exit straight away in TS chart too?

portfolioquanttrader2020 - 10-2-2022 at 02:20 PM

Peter
how can you put daily bars in GSB? It doesn't recognize my daily bars.
Thanks

admin - 10-2-2022 at 11:47 PM

good question. you can do es.1440.minutes.
if data1 is daily bars, you will have to turn secondary filter off. I have not built any systems on daily bars so dont have a lot of expertise

portfolioquanttrader2020 - 12-2-2022 at 03:48 AM

Hello, I'm trying to build CL with $DXY, in bars of 5 and 30 minutes, and I'm having good results.
If any of you want to investigate, it would be fine and we share results.

portfolioquanttrader2020 - 13-2-2022 at 02:43 AM

Hello Pedro, I have a series of doubts. Please read carefully to understand the details of it.

1. If I use two symbols to build systems, should they have the same time? I mean if the time is local to New York for both of you, one could have a 9:30-1430 time and one could have regular session?

2. If a symbol has two schedules, should I put the symbol twice with each of the schedules in the list of contracts? How do I do that?

3. If I start building systems, and they build very slowly, what could be the cause? I mean, why sometimes the builder builds slower or doesn't build at all? Does that mean that it would be difficult to reach 50,000 systems built?

5. To build CL swing systems, could you tell me the approximate configuration?

6. If there is a change in market conditions, could it affect all systems built with GSB in that market? I think that is why it is good to have systems in all markets.

7. About building systems with three datas, data 1, data2 and data3, similar to the inter-market methodology, could it be done with GSB? Or do you think that genetic programming can more easily find robust systems with data 1 or data 2?

portfolioquanttrader2020 - 13-2-2022 at 03:05 AM

Hi Peter, the complexity of the strategies built using all three symbols was significantly less than the complexity of the strategies built with just the main symbol.
That is why there would be less risk of overfitting by using more markets, i.e. data1, data2, data3.
We could check out-of-sample results using one market, or more markets in oil, for example.

portfolioquanttrader2020 - 13-2-2022 at 07:34 AM

hi peter
GSB has a correlation indicator?

portfolioquanttrader2020 - 13-2-2022 at 01:26 PM

Hello Peter. I have more doubts.

1. To make long and short lines at different times, for example, long trades in oil from 10 to 13 hour and short lines in oil from 12 to 14 hour, I understand that I must carry out the methodology separately for long trades and short trades. It is right? There may be robust systems with entry setups at different times for longs and shorts.
I could create a system for longs, and another for shorts and apply them to the same TradeStation chart I understand.
2. If I use a symbol at different times, should I put the list of duplicate symbol contracts with a different time?
3. To fill the list of contracts with an index, I obtain the characteristics of the index to be filled from format symbol of TradeSTation?. I mean number of ticks, bigpointvalue, number of digits etc.
4. Regarding the operators, I understand that in the system construction architecture we use only the multipli currently?

admin - 13-2-2022 at 05:18 PM

@portfolioquanttrader2020

1) Good question. There is merit to doing separate long and short and greater dangers. You have 1/2 the sample size so change of curve fit is much higher as trade numbers low
Yes you can do this. CL was easy long, and hard short. ES/NQ trade long only much better than short as well.
You can apply to the same chart only of the session time is the same.
2) yes
3) yes, or you could clone a similar symbol, and change whats different
4) Good question again. My tests show multiply is a little better than addition. SO I recommend stick with that.
Weights and entry level parameters must be totally different for addition, so I dont encourage it as even experienced GSB users had no idea on this,
and addition is not quite as good as multiply

portfolioquanttrader2020 - 16-2-2022 at 11:06 AM

hi peter
A swing system with GSB built from 10 to 1430, the stop loss only works on the schedule 10 to 1430 or works on the entire exchange_ schedule

portfolioquanttrader2020 - 16-2-2022 at 12:01 PM

Peter, is setting the builder session from 9 to 1430 the same as setting @moc30?

portfolioquanttrader2020 - 16-2-2022 at 12:19 PM

Peter
This is correct?

admin - 16-2-2022 at 04:47 PM

Quote: Originally posted by portfolioquanttrader2020

hi peter
A swing system with GSB built from 10 to 1430, the stop loss only works on the schedule 10 to 1430 or works on the entire exchange_ schedule

stop works only in the time 10 to 1430

admin - 16-2-2022 at 04:50 PM

Quote: Originally posted by portfolioquanttrader2020

Peter, is setting the builder session from 9 to 1430 the same as setting @moc30?

i normally would used say data from 3am to 1430 with moc 1430
what you see here is 24/5 but moc set to 1430. Not the same thing

admin - 16-2-2022 at 04:54 PM

Quote: Originally posted by portfolioquanttrader2020

Peter
This is correct?

Not all all correct
this time window is when gsb is allowed to enter a trade.
Little to do with sesssion time.

DUe to human error, its best to define session time in TS
say 3am to 12:30, export the data and use that data in gsb.
you can export 24x5 with session mask, but higher chance of human setup error

portfolioquanttrader2020 - 17-2-2022 at 09:00 AM

hi peter
Is it mandatory to set SF Entrymode?

portfolioquanttrader2020 - 17-2-2022 at 09:22 AM

Peter my computer is on US Eastern time.
ES 2.1 and NQ intraday systems have local time and it is 830-1500.
On my computer in US East Coast time, should I use that same time?

You can see that the trade on the left chart did not take place, but on the right chart it is in regular session time.

portfolioquanttrader2020 - 17-2-2022 at 11:34 AM

hi peter
On Wednesdays the GSB sys 2.1 system with FED MEETING

portfolioquanttrader2020 - 6-3-2022 at 02:36 AM

Hello I need to know until what year I should download the oil data so that the statistics macros work correctly.
For example if I use this macro, until what date should I download the data in TradeStation

portfolioquanttrader2020 - 6-3-2022 at 02:42 AM

hi peter
The data is from 2022, but the GSB configuration IS 2019.
This is correct?
Can you explain to me how the date configuration works so that it is consistent with the left side of gsb and macros?

Daniel UK1 - 6-3-2022 at 03:48 AM

Peter, A question

about redundancy,

It seems that an older versions of GSB than the latest one,
Would prompt a popup stating that "code is to old" making it impossible to launch.
And since new versions of GSB is always delivered by AU, then it makes me wonder, how a purchased user
shall be able to run the software in the event of something unexpected happens with GSB company or its master brain behind it (you), we all obviously hope and pray that something like this never happens.

But since GSB agreement states that a user can run GSB forever even if the user does not wants to participate in future updates etc, or something happens to GSB servers etc...

How can a user actually run older versions of GSB? it seems impossible due to the "gsb code is to old" issue.

(Its impractical to refuse the opening of an older mannager version since often one wants to debug or check a system that was developed on an older version that currently running, but now this is impossible, and this is really not good. Imho)

Thanks

Daniel UK1 - 6-3-2022 at 04:08 AM

Quote: Originally posted by portfolioquanttrader2020

hi peter
The data is from 2022, but the GSB configuration IS 2019.
This is correct?
Can you explain to me how the date configuration works so that it is consistent with the left side of gsb and macros?

It looks to me that you are trying to use a macro that has the intended use for WF systems stats, but i dont see any WF systems in your setup.

Your global date settings would show you all data in the file, since its set o 2100 year.

With global dates you control how much data GSB can use and see, and dates below that setting controls the data you will use when building the systems.

portfolioquanttrader2020 - 6-3-2022 at 04:20 AM

Hi Peter and Daniel
My intention is just to show the macro, you are right.
There is one for non-walforward statistics, so my question is only about setting the dates between left side, data download and macro.
Can you explain to me what dates should coincide?

Thats a good think to ask.
as the first macro (typically choose top 10 inidcators) doesnt have dates in it,
the dates in the initial setup in gsb must match. see screen shots

RandyT - 7-3-2022 at 06:15 PM

Peter, I'd like to echo Daniel's concerns here. I too have discovered this issue recently when trying to run an older standalone.

I'd also like to raise the issue of a slight tweak to architecture that perhaps delayed frequency of callback to license server to perhaps once a month (or every 14 days to support 14 day eval) and to allow us to somehow fallback to using machines in our own network if for some reason we cannot connect to the main GSB server. There have been a few weekends lately where there is some problem with that server, or potential issues with local network that if the system had ability to fallback to just using local machines, we could still do GSB runs until network or server are restored.

Just a few thoughts to make this all a bit more hardened and future proofed.

Quote: Originally posted by Daniel UK1

Peter, A question

about redundancy,

It seems that an older versions of GSB than the latest one,
Would prompt a popup stating that "code is to old" making it impossible to launch.
And since new versions of GSB is always delivered by AU, then it makes me wonder, how a purchased user
shall be able to run the software in the event of something unexpected happens with GSB company or its master brain behind it (you), we all obviously hope and pray that something like this never happens.

But since GSB agreement states that a user can run GSB forever even if the user does not wants to participate in future updates etc, or something happens to GSB servers etc...

How can a user actually run older versions of GSB? it seems impossible due to the "gsb code is to old" issue.

(Its impractical to refuse the opening of an older mannager version since often one wants to debug or check a system that was developed on an older version that currently running, but now this is impossible, and this is really not good. Imho)

Thanks

admin - 7-3-2022 at 07:06 PM

Hi Randy
If you have no internet, managers cant run, and gsb standalone is much less useful than the manager. This is a much bigger issue than the license server going down.
If a user didnt pay updates, I would have to get them a non expired version of the last code they are entitled too. This hasnt been requested as people are keen for the new features
The logic behind the forced expiry every 3 months or so is to remove old versions that have bugs and or are not compatible with newer versions. This also reduces tech support requirements which means I can spend more time working on future GSB. - good for all of us

RandyT - 8-3-2022 at 08:04 AM

Quote: Originally posted by admin

Hi Randy
If you have no internet, managers cant run, and gsb standalone is much less useful than the manager. This is a much bigger issue than the license server going down.
If a user didnt pay updates, I would have to get them a non expired version of the last code they are entitled too. This hasnt been requested as people are keen for the new features
The logic behind the forced expiry every 3 months or so is to remove old versions that have bugs and or are not compatible with newer versions. This also reduces tech support requirements which means I can spend more time working on future GSB. - good for all of us

I understand those reasons, but have also run into the case where older optsettings cannot be used to reproduce same results they had when they were created so the logical thing is to go back and test on the version they were created with to see what the differences may be in order to carry forward the research and past success.

Daniel UK1 - 8-3-2022 at 03:12 PM

The issue is that an internet issue alone, a user can control, and solve, GSB servers is outside a users control, standalone is more a debugging tool or a last resort if managers does not work for some reason. I would echo back Randys concerns for a improved or changed redundancy structure.

Its also very crucial that one can test and run older manager version, regardless of when they was released, in my case, i have a library of systems spanning back several years, and i save a copy of each manager version that was used for a system, and also refer back to special version in my research papers in order to at any time go back and test and debug opt settings. If this, as it seems now is taken away, its very much a problem for me in my development with GSB.

Finally, if there is an accident, or something unforeseen happens to yourself, then either this custom gsb version can be sent by you, and because of this forced expiry, anything running will stop working.

I think and hope that these concerns are seen as valid.

If support is a concern, then a better idea is to charge for support on anything older to 3month old versions.

Thanks for a great product and all your hard work Peter, for making GSB as good as it is.

admin - 8-3-2022 at 03:28 PM

Hi Daniel
If you greatly need a old build, I will get it to you. I do have some sort of redundancy plans for myself, but its a work in progress
Charging for support for an old version just adds more hassell for all.

Missing SessionTimeCalcs

OUrocketman - 8-3-2022 at 10:50 PM

Peter,

It's been a while since I've looked at session times and noticed that when I import GSB_SCRIPTS_2022_2_16+WITHUPDATEDGSBSYS1ES_V1.21.ELD into tradestation, I still do not see the SessionTimeCalcs script which calculates the bar ranges and volumes for identifying candidate trading sessions. Do you know where I can find this script?

Thank you!

admin - 8-3-2022 at 11:24 PM

@OUrocketman, I will include this in the next build and post a link to the newest eld shortly/

This URL will only last till the next update
https://u.pcloud.link/publink/show?code=XZ7FzVVZHQSAUItXJwQV...

Daniel UK1 - 9-3-2022 at 07:21 AM

Quote: Originally posted by admin

Hi Daniel
If you greatly need a old build, I will get it to you. I do have some sort of redundancy plans for myself, but its a work in progress
Charging for support for an old version just adds more hassell for all.

Its very often that i actually run older managers, but thank you for clarifying then that i need to request this manually from you in future as i need them.

If there is no redundancy in place, right now.
I would at least like to have current version that can run regardless of unforseen accidents etc.

Can i please request current version standalone and manager, as a version that will enable me to run this, regardless of active license or connection to GSB servers. That enables me to feel a bit less vulnerable.

Thanks for your understanding Peter.

admin - 10-3-2022 at 12:35 AM

@Daniel UK1, ive emailed you about this.

Daniel UK1 - 10-3-2022 at 03:31 AM

Quote: Originally posted by admin

@Daniel UK1, ive emailed you about this.

Thank you Peter, i got it. Appreciate this.

Testing several runs simultaneously, with System Builder

Yishke - 30-3-2022 at 09:07 AM

Suppose there is a powerful computer and the option to wait even a few weeks for results.
Is it possible (and what is the amount of options) to test several runs simultaneously, with System Builder?

Daniel UK1 - 30-3-2022 at 03:57 PM

@peter,

1: if i wanted to use daily bars with daily OHLC and volume... (so i dont want to create 390 minutes from 1 minute bars)
How exactly would my setting need to be in GSB ?

If we use ES as an example, what settings is needed to make this work ?

It has been discussed many times, but never managed to understand how this can be achieved.

2: Same question but for night session (with normal intraday data=.. i have never been able to get a proper run on GSB using the night session for example ES, could you please share an opt setting that enables a user to run the night session properly please ?

Thanks

admin - 30-3-2022 at 04:12 PM

@Daniel
The only way to do it is 390 etc min bars. either 1 x 390 or 390 x 1
Night session you could run 23?? hours of 30 minute date
or daily bars or 1380 minute bars. (assumes 23 hours in the day which is a guess)
I dont see what the issue is with this.

admin - 30-3-2022 at 04:19 PM

@Yishke
this can be done. I ask why?
GSB automation is very good at doing this. IE right now Im testing many secondary filters / times in one run that will take some days to complete
see https://trademaid.info/gsbhelp/GSBAutomation.html
see picture of current run on CL.

In practice I found its not good to do two total different builds, purely because my mind does not multi-task as well.
If you run two seperate builds, you can be fighting for the same workers. (fine but tends to mean only one manager will work at a time unless you cap the amount of workers each manager can use)

Daniel UK1 - 31-3-2022 at 04:08 AM

Quote: Originally posted by admin

@Daniel
The only way to do it is 390 etc min bars. either 1 x 390 or 390 x 1
Night session you could run 23?? hours of 30 minute date
or daily bars or 1380 minute bars. (assumes 23 hours in the day which is a guess)
I dont see what the issue is with this.

@Peter

Thanks for feedback

1: So my intention was to feed GSB with non intraday data, and daily EOD bars, so shall i understand that this is not possible ?

2: Perhaps i was unclear, lets say i wanted to trade 1645-0930 Symbol ES, both for data session and trade time, this is not my world an easy setup in GSB.. i have tried multiple times over the years, and in my book, this is not possible for me to achieve, please prove me wrong

admin - 31-3-2022 at 04:29 AM

1) its possible when your use the symbol.minute.format only. You could in excel add a time field if none existed, then export the data again
2) I dont see why 1645 to 930 wouldnt work, assume 930 is the eod time
make this your session time in mc/ts and export the data

Daniel UK1 - 31-3-2022 at 02:38 PM

@Peter

1, Not understanding you here, Could you upload a example csv file that will work with GSB to feed daily bars, and what setting in "Price data window" ? Multiplier, session and timeframe ? as you can see, its lots of unknowns here

2, It does not work, i have tried this for years, and in multiple configurations. So i have given up. Could you kindly upload an example opt setting that is will work when using overnight sessions.. I have tried 24h data file and then limit session to 1645-930, i have tried data file only 1645-0930, and i have tried 24h data and 24h session but limit trades to1645-0930... i have tried a trillion different combinations including different settings for contract setting to use lst bar as 0930.. i have tried it all... so i am stating, that its not possible for me to run this. I would love to be proved differently

If you please could upload an example opt setting for ES that shows how this shall be configured, i would be extremely happy.

Thanks, appreciate your kind help

portfolioquanttrader2020 - 31-3-2022 at 03:44 PM

Hi Daniel
I think you can config.

admin - 31-3-2022 at 03:46 PM

Let me know if you succeed. I think its do-able

Daniel UK1 - 1-4-2022 at 03:22 AM

Quote: Originally posted by Daniel UK1

@Peter

1, Not understanding you here, Could you upload a example csv file that will work with GSB to feed daily bars, and what setting in "Price data window" ? Multiplier, session and timeframe ? as you can see, its lots of unknowns here

2, It does not work, i have tried this for years, and in multiple configurations. So i have given up. Could you kindly upload an example opt setting that is will work when using overnight sessions.. I have tried 24h data file and then limit session to 1645-930, i have tried data file only 1645-0930, and i have tried 24h data and 24h session but limit trades to1645-0930... i have tried a trillion different combinations including different settings for contract setting to use lst bar as 0930.. i have tried it all... so i am stating, that its not possible for me to run this. I would love to be proved differently

If you please could upload an example opt setting for ES that shows how this shall be configured, i would be extremely happy.

Thanks, appreciate your kind help

@Peter

The mentioned config i have tried.. as mentioned above, i have been trying for years to solve this, in an unimaginable amount of configs, hence me needed to be shown that its possible for a fact. But i had 2 points above that needs to be addressed please.

admin - 1-4-2022 at 04:25 PM

Hi Daniel, I will look at this next week

Yishke - 2-4-2022 at 11:43 AM

Quote: Originally posted by admin

@Yishke
this can be done. I ask why?
GSB automation is very good at doing this. IE right now Im testing many secondary filters / times in one run that will take some days to complete
see https://trademaid.info/gsbhelp/GSBAutomation.html
see picture of current run on CL.

In practice I found its not good to do two total different builds, purely because my mind does not multi-task as well.
If you run two seperate builds, you can be fighting for the same workers. (fine but tends to mean only one manager will work at a time unless you cap the amount of workers each manager can use)

Peter, You asked why
It because I was interested to know if theoretically, it is possible to test separate tests, for different symbols and different indicators.
Not interested in data and period shortcuts.
Interested in checking data over a wide period of time and as mentioned different symbols and different indicators.
I wanted to know if it is possible simultaneously, even if it will take SEVERAL :smilegrin:

days

admin - 3-4-2022 at 04:45 PM

@yishke.
Im not clear on the point of what your asking, as you have something very specific in mind.
You can run multiple managers at the same time with different symbols or indicators.
You can run gsb with data1 and data2, but where it will genetically choose data1 or data2 (or more) to trade
ie es as data1
nq as data2
it will produce systems that trade both on es and nq.

This is not at all the same as data1 with data2 as second data stream, but we always trade on data1 (this concept however is a bad idea)

Daniel UK1 - 5-4-2022 at 03:34 AM

Quote: Originally posted by Daniel UK1

If you please could upload an example opt setting for ES that shows how this shall be configured, i would be extremely happy.

Thanks, appreciate your kind help

@Peter, in case you forgoten about my two points

any feedback ?

admin - 5-4-2022 at 04:56 AM

Daniel
Was waiting for the excel file from you as per my last email, but see your stuck.
you can use es.1440.minutes, but insert a time of 930 in excel and re-export it
if your stuck I will work on this tommrow

Daniel UK1 - 5-4-2022 at 05:08 AM

Quote: Originally posted by admin

Daniel
Was waiting for the excel file from you as per my last email, but see your stuck.
you can use es.1440.minutes, but insert a time of 930 in excel and re-export it
if your stuck I will work on this tommrow

@Peter
I think you misunderstand something, what my two points is about, is not about any excel file. I have no question for now about the sent excel file, thats unrelated to this, since the excel file is about adding G and H periods i beileve.

My two points above, raised ,is about feeding EOD bars into GSB, and me not understanding your answer in regards to that, point 1.

And then point 2, is about, night session.

Kindly re read my post please, if something is unclear to you, i would be happy to explain better if its something you want ?

Daniel UK1 - 7-4-2022 at 03:21 PM

@Peter
Something seems off with GSB cloud, not getting any workers allocated to AU

admin - 7-4-2022 at 06:27 PM

Quote: Originally posted by Daniel UK1

@Peter
Something seems off with GSB cloud, not getting any workers allocated to AU

Thanks for letting me know
There is an issue that 2 users have with the current build.
Number of workers drop off, and systems per minute gets slow.
Im going to fix else roll back in 24 hours.
Its working fine for me though which made it harder to identify.
My cloud is busy for some time still doing CL work, so you wont get much free cloud at the moment

admin - 7-4-2022 at 07:39 PM

Rollover issues are my #1 cause of trading errors, and its 100% human errors on my side.
This may help others, but I want to fully automate rollover with pre-programmed dates / rules. (something no one else will be able to achieve as its dont via custom app (iblink)
Regardless, even a list like this is going to help people a lot.
TS rollover <> interactive brokers rollover at times. CL is perhaps the only one I know is critical. It needs earlier rollover at IB

This file comes from Tradestation

Attachment: Login to view the details

Yishke - 11-4-2022 at 03:31 AM

Hi,
Can GSB deal with variables, changing the size of the position volume?
That is, increase the position as the profit increases and reduce the size of the position as there is a decrease in value?

admin - 11-4-2022 at 04:12 AM

Quote: Originally posted by Yishke

Hi,
Can GSB deal with variables, changing the size of the position volume?
That is, increase the position as the profit increases and reduce the size of the position as there is a decrease in value?

That is not done in GSB, with no intention of changing that.
Other programs like PA pro can do that.
Its problematic as many users expectations of compounding are based on the false assumption that past profits will equate to future ones.
My own view is you expand systems / markets more than increase contracts

Yishke - 11-4-2022 at 10:28 AM

Quote: Originally posted by admin

Quote: Originally posted by Yishke

Hi,
Can GSB deal with variables, changing the size of the position volume?
That is, increase the position as the profit increases and reduce the size of the position as there is a decrease in value?

With PA, then, can it be set as a variable, the levels that the profitability of the strategy will allow to increase position?

Carl - 11-4-2022 at 11:46 AM

I think we all like charts...

https://www.pring.com/wp-content/uploads/2022/04/Commodity-H...

admin - 11-4-2022 at 04:41 PM

@yishke, there is an option for compounding... but ive been trading > 20 years and would not use it for reasons already explained.
@carl, these are technical analysis which has a good reputation as a concept, though not sure the % of the GSB user base who would understand it.

Daniel UK1 - 13-4-2022 at 08:57 AM

@Peter

1: I am struggling to understand properly the GUI of GSB in terms on Tertiary filters, before, in the dev phase of them, they was located in the platform where you normally would select and unselect SF and Primary, you also had a section there where you could chose TF...
Now, this option is somehow removed, but TF is still shown as a value in this section, such as how many sf is chosen, primary etc.. if its removed, what is the logic of showing the amount of selectted TF when none can be selected ?

2: If the intention is to allow a user to select any indicator as TF, where shall this be done ?

3: I am unable to find the pcloud link, where AU users can donwload latestt AU and Excel files, where can i find this ?

4: In the excel file you sent me for AU, in the test phase, i cant see, data 3, 4 etc.. i can only see data 1 and 2, could you kindly at least add data 3, since this is actually common to use, tthis would be helpful

Thanks

admin - 13-4-2022 at 05:28 PM

@Daniel
tertiary filters are now seperate, as the list of them <> primary and secondary filters
I will email you the pcloud link. When you bought Automation, you got a pcloud link
can you send me a csv file with data3 & 4 in it so I can test it.
I dont know if the issue is in gsb not exporting it, or in excel

OroDan - 18-4-2022 at 02:24 AM

Hi everyone, I have a problem with MultiChart regarding a Crude Oil script, it does not recognize easylanguage's reserved word BarDataTime. How can I replace it in powerlanguage? Thanks for your help.

admin - 18-4-2022 at 02:29 AM

Quote: Originally posted by OroDan

Hi everyone, I have a problem with MultiChart regarding a Crude Oil script, it does not recognize easylanguage's reserved word BarDataTime. How can I replace it in powerlanguage? Thanks for your help.

IN gsb, select the correct platform and you will get the correct code
ts timeHms = StrToNum(BarDateTime.Format("%H%M%S"));
mc timeHms = Time_S;

Daniel UK1 - 21-4-2022 at 04:44 PM

@peter

Do you see it possible to implement vwap indicator in GSB ?

admin - 21-4-2022 at 05:20 PM

Quote: Originally posted by Daniel UK1

@peter

Do you see it possible to implement vwap indicator in GSB ?

Always happy to have new indicators in GSB, as long as they are not to complex

There are issues with vwap. DO we reset it each day, ir not we need a limit of say 100 bars to do the sums. I will discuss with the programmer.
Plus iqfeed, had some limits on volume. (i forgot what.) might have been volume only, not up vol and down vol

Daniel UK1 - 22-4-2022 at 03:10 AM

Quote: Originally posted by admin

Quote: Originally posted by Daniel UK1

@peter

Do you see it possible to implement vwap indicator in GSB ?

Great, i would say there should be two version, one with daily reset and one with N bars as a variable. Iq has limitation of not being anle to provide up and down ticks from history only live feed. But i dont see how that should interfere with vwap?.

I would also like to have this indicator to be possible to use as a tertiary filter, what you think about that?

admin - 22-4-2022 at 05:54 AM

Have to discuss with programmer about the TF. daily reset and 100 or so bars sounds ok to me.

portfolioquanttrader2020 - 28-4-2022 at 11:58 AM

Hello
I need to know if any of you have built grains
I would like to know to start investigation a configuration.
I'm trying everything and I can't build systems.

Daniel UK1 - 28-4-2022 at 04:02 PM

Quote: Originally posted by portfolioquanttrader2020

Hello
I need to know if any of you have built grains
I would like to know to start investigation a configuration.
I'm trying everything and I can't build systems.

Been trading S for a few years, tricky... S difficult to build on, and systems fail easy... range to small intra and slipp to high...if i was you i would try swing, or stay away

If you find some nice configs for swings, let us know

Daniel UK1 - 28-4-2022 at 04:05 PM

Quote: Originally posted by admin

Have to discuss with programmer about the TF. daily reset and 100 or so bars sounds ok to me.

@Peter, Any luck with dev

admin - 28-4-2022 at 04:51 PM

@Daniel
all focus has been on Ninja trader major upgrade. Thats now in alpha build. So other work put on hold till thats released. Vwap on the todo list

Siem - 2-5-2022 at 08:01 AM

@Peter

Au includes one macro file "nct3-300_build_p0.9_pf1.6+stats_is2016.2_2017.2_2018.2_2019.2_2021.StatsF.gsbmacro"
in the folder "GSB > GSB_Automation > macros", is it obsolete or what is meant to be used for?

admin - 2-5-2022 at 08:25 PM

@SIEM, Thats what im using for CL systems. Been working on this for months and not finished yet. I will document that when im done.
Right now the NQ is the really hot market.
see https://trademaid.info/gsbhelp/GSB_FLT1NQ.ht

due to freak human error, all performance reports on my web site got deleted. Im redoing them now but its a lot of work, so may take a day or two
Good news is most will have very current data

portfolioquanttrader2020 - 3-5-2022 at 11:15 PM

hi peter
I have never understood what the following thing that I mark in a photo is for

admin - 3-5-2022 at 11:44 PM

for now put sf entry mode on both, which has been the default for years but hidden from the user
Ive done some work on this, but not conclusive

Daniel UK1 - 5-5-2022 at 01:59 PM

Quote: Originally posted by admin

@Daniel
all focus has been on Ninja trader major upgrade. Thats now in alpha build. So other work put on hold till thats released. Vwap on the todo list

@Peter, thanks for all the hard work you are putting in.
When do you see Vwap being deployed ?

Cheers

admin - 5-5-2022 at 05:30 PM

vwap has to be done by the lead programmer, not the secondary one. So its happening after the ninja trader work is complete.
Most indicators were done by the secondary programmer, and his job que is much shorter

thowoc213 - 31-5-2022 at 03:21 PM

@Peter,

Where can I find files with GSBoptset, GSBappset and Macros?

I need to copy all original settings.

Thanks in advance,
Thomas

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