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General support questions.

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admin - 31-5-2022 at 05:07 PM

@Peter,

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

I need to copy all original settings.

Thanks in advance,
Thomas

Try this, unzip and put into settings.
It should be over writing the existing files if you get the path correct

Attachment: Login to view the details

Ninjatrader

kiwibird - 1-6-2022 at 04:35 PM

Is GSB for ninjatrader ready for prime time?

admin - 1-6-2022 at 04:48 PM

GSB NT has been working for a year or so, but in beta mode. Its missing some newer features of GSB. For the last 2 months or more, A major update to GSB NT has been the primary focus of 2 of the programmers.
Updates will be in the GSB beta users thread

portfolioquanttrader2020 - 2-6-2022 at 01:30 PM

Hello I need to know the difference between app settings and optimization settings.
To save indicator settings, I was using optimization settings, instead of app settings.

portfolioquanttrader2020 - 2-6-2022 at 01:33 PM

How is Ym-advancedmodeon.gsbopset different from ym-advancedmodeoff.gsbopset

ON and OFF, what is the difference?

portfolioquanttrader2020 - 2-6-2022 at 02:03 PM

To use astab 90, or VSS 91, do I also need to check with random noise?

portfolioquanttrader2020 - 2-6-2022 at 03:20 PM

Peter, are the dates used by the in sample and out of sample macros the same in all markets?
When I use macro 4 for no wfo, ALL PERIODS A,B,C,D,E,F,G,H do not appear,
Why?

admin - 2-6-2022 at 08:12 PM

Quote: Originally posted by portfolioquanttrader2020

Peter, are the dates used by the in sample and out of sample macros the same in all markets?
When I use macro 4 for no wfo, ALL PERIODS A,B,C,D,E,F,G,H do not appear,
Why?

different markets have different macros, and macros used we enhance over time.
Much depends on the market start date
ie ES we start at 1997 or 2000
NQ 2001 OR 2007
No idea why no stats. Most likely reason is there are not 300 systems in favorites A. Cant say more unless I look at the setup

portfolioquanttrader2020 - 2-6-2022 at 11:31 PM

Hi peter
To build systems like we must configure NDay Mode in the trading periods.
To do the wfo, as we have to have the data dates and NDAy Mode in trading periods.
I'm doing tests on soybeans. I am using the macro to build in the NQ after finding flags.

admin - 3-6-2022 at 05:05 PM

@portfolioquanttrader2020
nth mode is set so systems are built with nth no trade, put appear in the manager as nth all.
so that means 50% is out of sample
so in the manager nth mode will always be all.
to do a wf, i would normally have dates and global dates over the entire data period.
However I normally build systems with the last year not in GSB as extra out of sample
if your setup works well, you should have 300 systems in favA, and all going well systems in favourite D
I would change dates of systems so the global dates and dates are your start date till your end date
and dates all.
the wf all the systems or one of each family

portfolioquanttrader2020 - 7-6-2022 at 03:18 PM

Hi Peter
The Secondary Filter chosen in Built in is CloseLessPreve...
In the image that I put is it correct to put it? or should I put GA.
Solve that doubt for me because I don't understand it

Daniel UK1 - 7-6-2022 at 04:15 PM

Quote: Originally posted by portfolioquanttrader2020

Hi Peter
The Secondary Filter chosen in Built in is CloseLessPreve...
In the image that I put is it correct to put it? or should I put GA.
Solve that doubt for me because I don't understand it

Hi, I believe that is an active choice that must be made by you, if you chose GA GSB will select from the choices of SF you chose at the indicator popup in the gui.

And the SF you set at the area you indicated, will impact if the SF is normalised or not,

GA sf is normalised, non GA is not normalised.

Usually index "uses" not normalised

Test and see what you prefer

portfolioquanttrader2020 - 7-6-2022 at 11:33 PM

hi peter
filters ending in DBPv, what does it mean?
I also have to choose when I choose one of them GA?
or it is my choice based on the results, if they are better or not.
Thank you

portfolioquanttrader2020 - 7-6-2022 at 11:41 PM

hi peter
To find the best indicators in the NQ we also have to put nth day mode All?

portfolioquanttrader2020 - 7-6-2022 at 11:43 PM

When looking for the best indicators, should the training dates coincide with the dates when building systems?

Daniel UK1 - 8-6-2022 at 01:36 AM

Quote: Originally posted by portfolioquanttrader2020

hi peter
To find the best indicators in the NQ we also have to put nth day mode All?

If you would like to pick your indicators from IS and OOS, you chose mode ALL to deliver results for all days, and not only as they are build i.e no trd or trd or all...

if you only want IS or OOS, you use auto nth trd or no trd(within the build dates), (depending on what you have used as setting for the build)

So you are on control.
(i believe Peter is using Auto nth as ALL in his specific methodology, meaning he looks at both IS and OOS when indicator selection is made.)

admin - 8-6-2022 at 02:54 AM

@portfolioquanttrader2020,
you want the in sample of indicators to = the insample of systems built.
If the indicators had longer period, then the systems built are not truely out of sample.
thanks for the reply Daniel too.
In summary use the defaults, and tweak them if needed if your on a different market that has different start of your data set

Daniel UK1 - 9-6-2022 at 02:00 AM

@portfolioquanttrader2020

Is the kind help you are receiving useful for you ?

portfolioquanttrader2020 - 9-6-2022 at 10:45 AM

Hello Daniel
I am grateful for your effort.
It is useful but requires a lot of effort on my part.

Lack of Systems being generated using stock symbols

adamscheer - 13-6-2022 at 10:36 AM

I am not sure why but I have been unable to generate any systems after I impport stock data from Tradestation into GSB. I do not get any error messages when I set up the data but when GSB runs it does not generate any systems. I uploaded 1 minute data and am trying to generate systems based on 1 minute daa. Any suggestions what I should check in my setup or data?

Daniel UK1 - 13-6-2022 at 11:23 AM

Quote: Originally posted by adamscheer

I am not sure why but I have been unable to generate any systems after I impport stock data from Tradestation into GSB. I do not get any error messages when I set up the data but when GSB runs it does not generate any systems. I uploaded 1 minute data and am trying to generate systems based on 1 minute daa. Any suggestions what I should check in my setup or data?

Perhaps you could check, so that symbol exist and have correct settings in GSB, try to increase from 1min to a multiple of perhaps 30 to make it easier.

Check filters for build pf and pearsson, so that those are not stopping any systems..

i think you will find that any of the above is the issue for your problem

Lack of Systems being generated using stock symbols

adamscheer - 13-6-2022 at 12:10 PM

Thanks for your suggestions. I don't know how to check to make sure my data is set up correctly

admin - 13-6-2022 at 05:02 PM

Hi Adam,
you can go to a worker, and right click the top diag tab, then refreash
this will show you whats inside gsb. This wont work on a manager
Check of your fitness = 0. If so no systems will be made
put secondary filter to closelessprevclosedBPV
if stuck send me anydesk.com details for remote support
check you have 5 years ++ data.

Lack of Systems being generated using stock symbols

adamscheer - 14-6-2022 at 07:37 AM

Tried what you suggested. No change. Have setup anydesk but it is only good for 2 minutes when I send invite. Are you there now?

Lack of Systems being generated using stock symbols

adamscheer - 14-6-2022 at 08:31 AM

Have examined the data format, looks ok. Am able to make systems in ES and YM but not any stocks with data I downloaded from TS.

admin - 17-6-2022 at 06:22 PM

Just found out there is a new public holiday on monday

Daniel UK1 - 18-6-2022 at 03:46 AM

Quote: Originally posted by adamscheer

Have examined the data format, looks ok. Am able to make systems in ES and YM but not any stocks with data I downloaded from TS.

And you reduced build filter for pf and pearsson to 0 ?

Symbol settings in GSB for the data is correct ?
csv file correct ?
session matches csv file ?

Just ideas that i think is the cause of your issue

dave_fl - 18-6-2022 at 04:45 PM

Greetings,

Does GSB allow you to add your own filters? Whether that be directly or indirectly through adding a custom indicator or data series.

Are there any plans to allow users to add their own filters or indicators (e.g. custom code that implements common interface and is loaded at startup).

Thanks!

AlwaysLearning - 19-6-2022 at 06:45 PM

Hello everyone,

I hope I am writing this in the right place

It is a question about an odd thing I have seen happen sometimes when selecting an item in the system grid to view its graph.

Imagine the setting where you run the optimization, and while it is still running maybe 1000 have appeared in the grid to look at.

So then I would sort these by F-F and take a look at them one by one starting at the top.

However, when I click on the top Fittest one, the stats it shows on its row will suddenly change, from perhaps very positive numbers into very negative numbers, and sometimes even just a bunch of zeroes.

I've found that I can sometimes flip through several rows and see them all change and recalculate from a good result to a bad one or a bad one into a good one. But then it won't happen with all of them, it will only seem to happen to some of the ones in the grid even though they're all using the same settings and are from the same optimization run.

I'm wondering if anyone knows what could be driving this behaviour, if I am maybe using some settings wrong.

As far as I can tell I have all the post-build auto options to change it turned off, so I was not expecting the result stats it shows when it appears in the grid to change or recalculate by clicking on it like this.

I can answer any questions about the settings if that helps to troubleshoot it.

Thank you

admin - 19-6-2022 at 06:50 PM

Hi @AlwaysLearning
this MIGHT be the system hasnt yet changed in the GSB display untill its clicked on. Higher chance it some other issue which can be very hard to diagnose.
Likely the best option is going back to one of the default settings.
The issue is much less likely to occur on the standalone of GSB, though I dont recommend using the standalone apart from testing this issue etc.
If your still stuck, send me an email with anydesk.com details

Daniel UK1 - 21-6-2022 at 01:29 AM

Quote: Originally posted by AlwaysLearning

Hello everyone,

I hope I am writing this in the right place

It is a question about an odd thing I have seen happen sometimes when selecting an item in the system grid to view its graph.

Imagine the setting where you run the optimization, and while it is still running maybe 1000 have appeared in the grid to look at.

So then I would sort these by F-F and take a look at them one by one starting at the top.

However, when I click on the top Fittest one, the stats it shows on its row will suddenly change, from perhaps very positive numbers into very negative numbers, and sometimes even just a bunch of zeroes.

I've found that I can sometimes flip through several rows and see them all change and recalculate from a good result to a bad one or a bad one into a good one. But then it won't happen with all of them, it will only seem to happen to some of the ones in the grid even though they're all using the same settings and are from the same optimization run.

I'm wondering if anyone knows what could be driving this behaviour, if I am maybe using some settings wrong.

As far as I can tell I have all the post-build auto options to change it turned off, so I was not expecting the result stats it shows when it appears in the grid to change or recalculate by clicking on it like this.

I can answer any questions about the settings if that helps to troubleshoot it.

Thank you

Hi, I have noticed the same many many times, first time it happened was 2020, and it has been reported as a bug, it has also been looked at by @Peter and numerous reviews of files and screensharing has been done on this. I am not sure where we are with this bug fix, @Peter ? i have not seen it for a while but it turned up again about a month ago, so I am interested in a fix for it. Thanks

Carl - 21-6-2022 at 09:41 AM

Hi AlwaysLearning, Daniel and Peter,

As far as I know this issue only showed and still shows when the GSB Manager is used together with cloud servers.

One reason why this is happening is because something is off in the communication between GSB Manager and cloud servers.
Try using only one primary filter. Most Cloud servers are building strategies correctly with only one primary filter.
But some cloud servers also build strategies with 2 or 3 primary filters.
These "faulty" strategies cause issues in the GSB Manager. When selecting these strategies, cause the metrics to change to zero. And the code of these strategies can not be opened in the GSB Manager.

Maybe there are more reasons why this is happening.

Daniel UK1 - 21-6-2022 at 10:31 AM

Quote: Originally posted by Carl

Hi AlwaysLearning, Daniel and Peter,

As far as I know this issue only showed and still shows when the GSB Manager is used together with cloud servers.

One reason why this is happening is because something is off in the communication between GSB Manager and cloud servers.
Try using only one primary filter. Most Cloud servers are building strategies correctly with only one primary filter.
But some cloud servers also build strategies with 2 or 3 primary filters.
These "faulty" strategies cause issues in the GSB Manager. When selecting these strategies, cause the metrics to change to zero. And the code of these strategies can not be opened in the GSB Manager.

Maybe there are more reasons why this is happening.

Hi Carl, thanks for commenting, and trying to help, appreciate it.

However, it has been proven that this issue also happens, when using standalone. So this is not the reason.

admin - 23-6-2022 at 03:56 AM

@daniel, this issue is very complex, and nearly impossible to diagnose and or fix
Often going back to some default files supplied with GSB will fix it.
Let me know if you need help

Daniel UK1 - 23-6-2022 at 07:23 AM

Quote: Originally posted by admin

@daniel, this issue is very complex, and nearly impossible to diagnose and or fix
Often going back to some default files supplied with GSB will fix it.
Let me know if you need help

@Peter
I understand, we tried many times together and tested using default file, new installations, multiple servers, standalone, manager, etc etc .. there is no fix i believe that can sort this out trough screensharing, and your programmer has been sent all the bug reports etc. So i dont think we can do anything more.

But the bug exist still, and it will i assume distort statistics and make results less reliable. And its also seen by other users also so its not a local issue.

I think solution needs to come from programmer if any solution shall be had on this topic.

I appreciate you being attentive, and want to sort it out. :thumbup:

admin - 23-6-2022 at 09:56 PM

@daniel,
Ive had this bug myself, and seen the odd user with the issue. I use GSB many hours per week and have not seen it for many months.
The solution will be to add some sort of diagnostic tool. We will work on that in time, but it wont happen soon. Will are still focusing on the major upgrade for NT users. This NT work is progressing steadily but much slower than I could have imagined.
Thanks for your patience.

Carl - 24-6-2022 at 12:23 PM

Earlier today I started three GSB managers simultaneously:

For all three GSB tests I used 1 primary filter and secondary filter active.

GSB Manager 1. Nth method
GSB Manager 2. IS OOS method
GSB Manager 3. first I reset the appset file and optset file and saved these to start fresh. IS OOS method

Faulty strategies in all three GSB tests. Faulty strategies consist of 2 primary filters (instead of 1) and secondary filter.

Edit:
GSB Manager 4: IS OOS method, 2 primary filters, Secondary filter active
No faulty strategies, all strategies are like my set-up.

admin - 24-6-2022 at 05:15 PM

@carl, send me anydesk.com details early next week, and I will look at it.

AlwaysLearning - 25-6-2022 at 11:03 PM

I want to mention to add to this that while I have seen some of these changes happen in the grid, I am finding it isn't getting in the way of me being able to do anything I need to do, and it can still arrive at good results.

I might only see a couple of them changing like this and I was wondering if I had done something wrong causing it - but I would say it doesn't happen enough to cause any real problems about the overall results.

Carl - 26-6-2022 at 01:05 AM

Hi AlwaysLearning,

So true. Lots of good strategies can be made by GSB, but also good to be aware of "the changes in the grid"

Daniel UK1 - 26-6-2022 at 03:23 AM

Quote: Originally posted by Carl

Earlier today I started three GSB managers simultaneously:

For all three GSB tests I used 1 primary filter and secondary filter active.

GSB Manager 1. Nth method
GSB Manager 2. IS OOS method
GSB Manager 3. first I reset the appset file and optset file and saved these to start fresh. IS OOS method

Faulty strategies in all three GSB tests. Faulty strategies consist of 2 primary filters (instead of 1) and secondary filter.

Edit:
GSB Manager 4: IS OOS method, 2 primary filters, Secondary filter active
No faulty strategies, all strategies are like my set-up.

Hi Carl, i have had similar issues, where certain settings is not respected, and systems produced by workers, is not according to the settings used in manager. We then narrowed it down to workers delivering these was deriving from specific pc´s in the cloud, this problem was found last year, and it was not resolved at that time, so bug seems to be still there, i assume the bug your describing it same as what we found.

As a test, try to see if your systems with errors, derives from certain users in the cloud.
Does your error systems also being produced when using, standalone ? i would doubt it.
Does your error systems also arrives from your own workers?

Good luck weekend bug hunting

Carl - 26-6-2022 at 04:07 AM

Hi Daniel,

Daniel: As a test, try to see if your systems with errors, derives from certain users in the cloud.
Carl: yes, by exporting the parameter data I was able to detect which cloud servers were producing the faulty/error systems

Daniel: Does your error systems also being produced when using, standalone ? i would doubt it.
Carl: when developing strategies with 1 primary filter, I always use my GSB standalone. In that case all systems produced are correct and match my GSB settings.

Daniel: Does your error systems also arrives from your own workers?
Carl: yes, they were. My GSB manager was set-up with "1 primary filter" and my GSB worker on a separate computer was producing strategies with 2 primary filters. That is the reason why I wrote in an earlier post I think in some particular cases something is off in the communication between GSB manager and cloud servers.

Again, when using 2 or 3 primary filters, I have not seen the issue with error systems.

The search continues... Hope you have a good Sunday

admin - 26-6-2022 at 06:29 PM

@AlwaysLearning.
This has been an intermittent issue for years, experienced by a few users including myself. I have not seen it myself for 6++ months or so.
Going back to default settings often will fix it. You can then change some setting back.
99% chance you are not the issue, its a GSB internal issue.
Please send me anydesk.com details so I can look at it.
The issue is very hard to identify. You can also test if the issue occurs on the standalone GSB too.

AlwaysLearning - 27-6-2022 at 01:58 AM

Thank you for offering, but I don't want to have you go to the trouble of looking at it over anydesk, as it is not really causing me any problems and I am ok with how things are. Thank you though!

Rejected GSBsys1ES BUY order by TradeStation

BlackBox - 15-7-2022 at 02:23 PM

Anyone know why in TradeStation my BUY order for GSBsys1ES is rejected by TradeStation with the message:

Buy 1 ESU22 @ Market - Reason: Order type not permitted while the market is in pre open

My tradeserver is in TimeZone - Central Time (UTC-06:00) same as the CME is, and the order is placed "this bar on close"

Carl - 15-7-2022 at 02:38 PM

Quote: Originally posted by BlackBox

Anyone know why in TradeStation my BUY order for GSBsys1ES is rejected by TradeStation with the message:

Buy 1 ESU22 @ Market - Reason: Order type not permitted while the market is in pre open

My tradeserver is in TimeZone - Central Time (UTC-06:00) same as the CME is, and the order is placed "this bar on close"

Earlier today I had the same issue on VM in the US.

admin - 15-7-2022 at 05:49 PM

Never heard of this issue beofre when the market is open
I think this issue is a ts or exchange issue. I would complain to TS. Orders at interactive brokers fired off fine.

The exchange also might have been overloaded. 25 point in 1 minute!

LucaRicatti - 16-7-2022 at 04:55 AM

Quote: Originally posted by BlackBox

Same for me, 3 rejected entry on ES and 2 on NQ

JozefSusko - 16-7-2022 at 04:58 AM

I had the same problem with my strategy. I think that it is not due to the strategy but because of what Peter said.

portfolioquanttrader2020 - 16-7-2022 at 05:28 AM

It must have been a problem of the market, not the broker

Daniel UK1 - 16-7-2022 at 03:40 PM

All orders from me against IB worked without issues.... all people above with issues, you all on TS ? Anyone at IB ?

zabiromr - 17-7-2022 at 12:58 AM

I had the same issue on TS10.
This is a klnown issue with TS when it is trying to send an order split second before market open.
This issue was highlighted by Kevin Davey. One of the workarounds he proposed was to add the following line of code in the begining of the strategy: “Value99 = Open next bar;”. This only works with a single data stream, however.
Another potential solution would be to wrap the entire startegy code into a condition to be executed a minute after market open.

zdenekt - 17-7-2022 at 03:21 AM

Same issue on TS 9.5
07/15/2022 @ 9:00 AM
8 orders rejected on MES and MNQ.
$1600 potential was not traded.

zdenekt - 17-7-2022 at 03:26 AM

Quote: Originally posted by zabiromr

I had the same issue on TS10.
This is a klnown issue with TS when it is trying to send an order split second before market open.
This issue was highlighted by Kevin Davey. One of the workarounds he proposed was to add the following line of code in the begining of the strategy: “Value99 = Open next bar;”. This only works with a single data stream, however.
Another potential solution would be to wrap the entire startegy code into a condition to be executed a minute after market open.

My orders was sent 30 minutes after market open.

LucaRicatti - 17-7-2022 at 04:47 AM

Any chance to have a refund from Tradestation?

admin - 17-7-2022 at 08:12 PM

@luca, ts did give refunds a few months ago, but the situation was severe and 100% their fault. They did dax trades in users accounts that were not done by the user, and not visible even in TS account.
This issue I suspect think is a exchange issue, as non TS brokers had the same issue. From waht I can see 50% or so of ts users got the order rejected.

There is actually bigger issues at Interactive Brokers. I have zero ability to trade and the issue is not resolvable until usa programers fix it.
Giving me a message about ruble currency, but thats a red herring. The only intelligent IB rep I could find said im the 3rd person today to complain and say Globex is down.
I cant even trade a single micro ES

admin - 17-7-2022 at 09:36 PM

some ib accounts are working. One that doesnt work has the rubles message. So my main account cant trade at all

Daniel UK1 - 18-7-2022 at 02:37 AM

Thanks for heads up, you guys are receiving the ruble message / error message, after an order has been sent, or when you open the application ?

Daniel UK1 - 18-7-2022 at 03:05 AM

Contacted IB, they are not aware of any issues at the moment on their institutional support or retail.. and trading on globex and us futures is working as it should.. at least that is what they said..
The clients getting the rubles message, is this related to any rubles holdings or is it just basic accounts, with no rubles holding, trying to execute mes or es trades ? and you get this error at that point of the initiation of the trade ?

admin - 18-7-2022 at 03:39 AM

one IB rep said this had nothing to do with rubles, but I suspect it has as all other IB accounts that I know of are working. Thanks for chasing this Daniel.
First guy said only USA programers can fix. Just spoke to pro-serve europe and they say hope to fix in an hour.

Daniel UK1 - 18-7-2022 at 03:45 AM

Quote: Originally posted by admin

one IB rep said this had nothing to do with rubles, but I suspect it has as all other IB accounts that I know of are working. Thanks for chasing this Daniel.
First guy said only USA programers can fix. Just spoke to pro-serve europe and they say hope to fix in an hour.

Hi Peter, Got it, ok so you have/had rubles as a holding fx or position in your account as of the time when the execution happened ?

The error, did it showed when logging into TWS or as a rejection or popup error when trying to execute a trade only ?

Thanks

admin - 18-7-2022 at 03:55 AM

error when i do any api trade, comes up with rubles message. No way for me to fix.

admin - 18-7-2022 at 07:25 AM

There was a exchange "velocity logic event" on Friday and many order were rejected. We could not get in line as it was 20 handles higher within seconds.
Best regards,

Daniel Neenan
Striker Securities, Inc

unrelated, my ib account is now working. error cost me $2000

admin - 18-7-2022 at 08:59 PM

Hi All, note this is so rare, even the broker has not seen the event before.

Peter,

Here is a link from the CME explaining Velocity Logic Events:

https://www.cmegroup.com/confluence/display/EPICSANDBOX/Velo...

It was a very odd event (we haven't seen this before - ever) so the FCM told us about it and provided this link explanation.

Best regards,

William Gallwas

portfolioquanttrader2020 - 20-7-2022 at 11:45 PM

Hi Peter, if it wasn't the broker, how can we avoid it for successive times?

admin - 21-7-2022 at 12:31 AM

Quote: Originally posted by portfolioquanttrader2020

Hi Peter, if it wasn't the broker, how can we avoid it for successive times?

this was the CME exchange. Striker (A broker) said the event is so rare, they have never seen it before.

What I have also seen twice, was busted trade.
very very big spike in price, and I hit profit target.
Next day trade is removed from my account.
Purpose of busted trade is too remove extreme price that should never have happened. I had this 1 or 2 times in 20 years. So stuff like this happens, and very rare and nothing we can do about it.

Daniel UK1 - 1-8-2022 at 02:24 AM

Quote: Originally posted by admin

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

Hi Peter, was the vwap included in the latest pushout ? and if not, any eta ?

Thanks

Daniel UK1 - 3-8-2022 at 02:35 AM

Hi Peter, would it be possible to include volume and tpo are indicator/function for GSB? function and indicator here

www.abctradinggroup.com/portfolio-items/value-area-indicator...

Algonaut - 4-8-2022 at 01:19 AM

@Daniel, can you give me the formula?
Vwap not in last build. 99% of focus is on GSB nt, and I dont want any distractions from lead programmers work flow. Apologizes too all the GSB NT update is taking so long.

RandyT - 4-8-2022 at 07:33 AM

Greetings all,

There are a couple of Multicharts feature requests that a couple of us have opened recently and I was hoping that I could get the community here to give them a few upvotes to see if we can actually convince MC to deliver. Please follow the URLs below and upvote. You will need to create an account on their issues board.

Thanks

Add support for creating custom contracts using Perpetual back adjustment method
https://www.multicharts.com/pm/public/multicharts/issues/MC-2641

Add support for Binance.US exchange
https://www.multicharts.com/pm/public/multicharts/issues/MC-2696

admin - 4-8-2022 at 05:45 PM

Hi Randy, great your doing this. I thought mc had binance support already>

admin - 4-8-2022 at 10:43 PM

Warning, forum email has been down since 30 July 2022. This means you wont get notifications to any threads you subscribe too. Fixed now.

what are the "Up" and "Down" columns in the data files?

B.Wooster - 6-8-2022 at 04:17 PM

What are the "Up" and "Down" columns in the data files?

I'd like to know how to create suitable data files from my sources,
so I'm wondering what to put in these last two columns,
labelled "Up" and "Down" in the header line.

Also, are these two columns used by the indicators?

If I had to guess, I would guess they are the aggressive Ask
and aggressive Bid volumes. But it would be nice to know
for sure.

For example, in GSB/Data/Price Data/CL

$ head CL.1.Minute.0900-1430_ExchangeTime_20200409.txt

"Date","Time","Open","High","Low","Close","Up","Down"
10/02/2006,09:01,143.01,143.03,142.99,142.99,16,59
10/02/2006,09:02,142.98,142.98,142.98,142.98,0,20
10/02/2006,09:04,142.97,142.97,142.97,142.97,0,15
10/02/2006,09:05,142.99,142.99,142.98,142.99,4,1
10/02/2006,09:06,142.98,142.98,142.98,142.98,0,2
10/02/2006,09:07,142.99,142.99,142.98,142.98,4,5
10/02/2006,09:08,142.99,142.99,142.98,142.98,2,5
10/02/2006,09:09,142.98,142.99,142.97,142.99,52,4
10/02/2006,09:10,143.00,143.02,142.99,142.99,58,82

edit: I compared to known ask/bid volumes, and those don't match. So I'm really puzzled what Up and Down are. Googling for format info turned up nothing. In my comparison, the I used the data for CL on 2019-Jan-25 from the trial package supplied data:

in GBS/Data/Price Data/CL

$ head -2 CL.1.Minute.0900-1430_ExchangeTime_20200409.txt ; echo "..."; grep 01/25/2019 CL.1.Minute.0900-1430_ExchangeTime_20200409.txt|tail
"Date","Time","Open","High","Low","Close","Up","Down"
10/02/2006,09:01,143.01,143.03,142.99,142.99,16,59
...
01/25/2019,14:21,61.22,61.24,61.21,61.22,207,385
01/25/2019,14:22,61.22,61.23,61.17,61.18,353,459
01/25/2019,14:23,61.19,61.21,61.18,61.19,256,250
01/25/2019,14:24,61.18,61.25,61.18,61.22,418,275
01/25/2019,14:25,61.23,61.26,61.22,61.26,301,253
01/25/2019,14:26,61.26,61.26,61.19,61.21,477,331
01/25/2019,14:27,61.22,61.28,61.20,61.28,760,249
01/25/2019,14:28,61.28,61.32,61.21,61.32,1033,853
01/25/2019,14:29,61.33,61.34,61.19,61.22,2429,2083
01/25/2019,14:30,61.22,61.23,61.17,61.22,1952,1775

$ cat samp.out.m1 # compare to SierraChart Denali futures data (unadjusted, looking at the front month as of 2019-Jan-25):

tm,sym,a_open,b_high,c_low,d_close,e_askVolume,f_bidVolume
2019-01-25T14:21:00-06:00,CLH19-NYMEX,53.69,53.69,53.68,53.69,99,30
2019-01-25T14:22:00-06:00,CLH19-NYMEX,53.69,53.69,53.68,53.68,37,3
2019-01-25T14:23:00-06:00,CLH19-NYMEX,53.68,53.68,53.68,53.68,30,41
2019-01-25T14:24:00-06:00,CLH19-NYMEX,53.67,53.68,53.67,53.67,18,20
2019-01-25T14:25:00-06:00,CLH19-NYMEX,53.67,53.67,53.66,53.66,19,36
2019-01-25T14:26:00-06:00,CLH19-NYMEX,53.67,53.67,53.66,53.66,12,4
2019-01-25T14:27:00-06:00,CLH19-NYMEX,53.67,53.68,53.66,53.68,22,2
2019-01-25T14:28:00-06:00,CLH19-NYMEX,53.68,53.68,53.66,53.66,46,51
2019-01-25T14:29:00-06:00,CLH19-NYMEX,53.66,53.66,53.64,53.64,37,81
2019-01-25T14:30:00-06:00,CLH19-NYMEX,53.64,53.67,53.64,53.67,87,55
2019-01-25T14:31:00-06:00,CLH19-NYMEX,53.66,53.67,53.64,53.65,68,97

B.Wooster - 6-8-2022 at 07:51 PM

New question. How do we add secondary data time-series to the Opt. Price Data in the latest (trial 1.0.64.80) version?

https://trademaid.info/gsbhelp/Data.html shows an example,

but the Price Data dialog box only lets me choose a single time series.

edit: Attaching image of error that is always generated when trying to add a secondary series. It says "Invalid price data: Price Data GC_230_1230_CENTRALUSATIME: Time-frames inconsistent, all the secondary
(Data2, Data3, etc.) time-frames must be >= and divisible by the primary
(Data1) time frame" which complains even when the condition is satisfied.

Daniel UK1 - 7-8-2022 at 02:19 AM

Quote: Originally posted by admin

Hi Randy, great your doing this. I thought mc had binance support already>

Yup they do, but not binance.us support sadly

Daniel UK1 - 7-8-2022 at 02:24 AM

Quote: Originally posted by B.Wooster

What are the "Up" and "Down" columns in the data files?

I'd like to know how to create suitable data files from my sources,
so I'm wondering what to put in these last two columns,
labelled "Up" and "Down" in the header line.

Also, are these two columns used by the indicators?

If I had to guess, I would guess they are the aggressive Ask
and aggressive Bid volumes. But it would be nice to know
for sure.

For example, in GSB/Data/Price Data/CL

$ head CL.1.Minute.0900-1430_ExchangeTime_20200409.txt

"Date","Time","Open","High","Low","Close","Up","Down"
10/02/2006,09:01,143.01,143.03,142.99,142.99,16,59
10/02/2006,09:02,142.98,142.98,142.98,142.98,0,20
10/02/2006,09:04,142.97,142.97,142.97,142.97,0,15
10/02/2006,09:05,142.99,142.99,142.98,142.99,4,1
10/02/2006,09:06,142.98,142.98,142.98,142.98,0,2
10/02/2006,09:07,142.99,142.99,142.98,142.98,4,5
10/02/2006,09:08,142.99,142.99,142.98,142.98,2,5
10/02/2006,09:09,142.98,142.99,142.97,142.99,52,4
10/02/2006,09:10,143.00,143.02,142.99,142.99,58,82

edit: I compared to known ask/bid volumes, and those don't match. So I'm really puzzled what Up and Down are. Googling for format info turned up nothing. In my comparison, the I used the data for CL on 2019-Jan-25 from the trial package supplied data:

in GBS/Data/Price Data/CL

$ head -2 CL.1.Minute.0900-1430_ExchangeTime_20200409.txt ; echo "..."; grep 01/25/2019 CL.1.Minute.0900-1430_ExchangeTime_20200409.txt|tail
"Date","Time","Open","High","Low","Close","Up","Down"
10/02/2006,09:01,143.01,143.03,142.99,142.99,16,59
...
01/25/2019,14:21,61.22,61.24,61.21,61.22,207,385
01/25/2019,14:22,61.22,61.23,61.17,61.18,353,459
01/25/2019,14:23,61.19,61.21,61.18,61.19,256,250
01/25/2019,14:24,61.18,61.25,61.18,61.22,418,275
01/25/2019,14:25,61.23,61.26,61.22,61.26,301,253
01/25/2019,14:26,61.26,61.26,61.19,61.21,477,331
01/25/2019,14:27,61.22,61.28,61.20,61.28,760,249
01/25/2019,14:28,61.28,61.32,61.21,61.32,1033,853
01/25/2019,14:29,61.33,61.34,61.19,61.22,2429,2083
01/25/2019,14:30,61.22,61.23,61.17,61.22,1952,1775

$ cat samp.out.m1 # compare to SierraChart Denali futures data (unadjusted, looking at the front month as of 2019-Jan-25):

tm,sym,a_open,b_high,c_low,d_close,e_askVolume,f_bidVolume
2019-01-25T14:21:00-06:00,CLH19-NYMEX,53.69,53.69,53.68,53.69,99,30
2019-01-25T14:22:00-06:00,CLH19-NYMEX,53.69,53.69,53.68,53.68,37,3
2019-01-25T14:23:00-06:00,CLH19-NYMEX,53.68,53.68,53.68,53.68,30,41
2019-01-25T14:24:00-06:00,CLH19-NYMEX,53.67,53.68,53.67,53.67,18,20
2019-01-25T14:25:00-06:00,CLH19-NYMEX,53.67,53.67,53.66,53.66,19,36
2019-01-25T14:26:00-06:00,CLH19-NYMEX,53.67,53.67,53.66,53.66,12,4
2019-01-25T14:27:00-06:00,CLH19-NYMEX,53.67,53.68,53.66,53.68,22,2
2019-01-25T14:28:00-06:00,CLH19-NYMEX,53.68,53.68,53.66,53.66,46,51
2019-01-25T14:29:00-06:00,CLH19-NYMEX,53.66,53.66,53.64,53.64,37,81
2019-01-25T14:30:00-06:00,CLH19-NYMEX,53.64,53.67,53.64,53.67,87,55
2019-01-25T14:31:00-06:00,CLH19-NYMEX,53.66,53.67,53.64,53.65,68,97

Wooster, yes, upd and down volume, however, i suggest you dont use any datasources provided, you would be better off using strictly your own, will create less headache for you if and when GSB vs TS or MC does not match, and if you are not using your own data you are not in control. Up and down volume has its own headache, IQ provides this live, but not historically meaning you cant backtest on it, TS provides this historically and live.. So your platform dictates.. pull your own data, and look what you are getting.. included files in GSB is derived from TS by Peter that he kindly has shared.

But use your own data, will serve you best long term.. good luck

admin - 7-8-2022 at 06:19 PM

@B.Wooster
What are you trying to accomplish with GC data?
build systems on 29 30 31 minute data. This can be done but should not be done. After lots of research the concept which sounds like a great idea does not produce better systems was the consenious of the experienced traders in the gsb community
or data1 30 min, data2 29 min , data3 31 min. This cant be done. Put it in a ts chart and you will see why.

B.Wooster - 8-8-2022 at 12:03 AM

> What are you trying to accomplish with GC data?

I'm only trying to figure out how to, in general, for any instruments, add a second, third, forth data series.

If I'm building a equities model for RIO on the London Stock Exchange, I would want all the miners in my model, because they move in tandem. Just as an example.

admin - 8-8-2022 at 12:10 AM

@B.Wooster
thats valid to do.
Just a comment, if your new to GSB and new to a market, there is an enormous amount of work that needs to be done to nail the market.
Sessiont time, start of trading time, secondary filter and entry type are the most critical
See this screen shot

B.Wooster - 8-8-2022 at 12:20 AM

> See this screen shot

That screen shot makes it much clearer. I think I get how the series need to all align. Thank you.

> there is an enormous amount of work

Good point. Maybe I'm biting off too much at once.

B.Wooster - 8-8-2022 at 12:50 AM

You might want to put a note on the first / main methodology video, that the 29,30,31 minute ES example will no longer work.

https://www.youtube.com/watch?v=6bPAvyMXIwA&t=616s

It is the first link here. https://trademaid.info/gsbhelp/Videos.html ; the "Complete methodology revised" link.

admin - 8-8-2022 at 01:11 AM

@B.Wooster
your comments are very valid but apply to lots of areas of GSB. GSB constantly changes and improves.
So best to look at the newest documentation first. Sadly, this makes anything older out of date. But this is better than a product that is stagnant in development or methodology.

the improvements here, https://trademaid.info/gsbhelp/BuildingNasdaqSP500orDowsyste...
gave an 80% improvement on the Gold out of sample results from previous methodology notes. And the gold methodology was only 1 or 2 years old.

B.Wooster - 8-8-2022 at 03:21 PM

I am trying to get TSLA stock data chosen as the Opt. Price Data. I have generated 5 minute bars .txt file. I have put this file into a newly made GSB/Data/Price Data/stocks directory.

I have added TSLA to the contracts list.

However, when I click on the Opt. Price Data field ... button, and then
in the Price Data I select [new] and then TSLA data file, adjust the session to 830_1500, and then press OK, I find that the TSLA data file is never able to be chosen as the Opt. Price Data selection. It remains blank.

The attached sequence of screenshots show the result.

How does one load a new data file into GSB?

B.Wooster - 8-8-2022 at 03:50 PM

Addendum: I attach the TSLA data file in case that helps to reproduce the problem I am having.

Attachment: Login to view the details

admin - 8-8-2022 at 04:11 PM

B.Wooster
try this.
Telsla works well in GSB, but I dont yet have all the detail. One failry new user says he has good results but he hasnt yet finished his work

B.Wooster - 8-8-2022 at 04:29 PM

@admin, Thank you. When I fill in the blank where you indicated, I can get the data added.

where to set MaxBarsBack in MultiCharts

B.Wooster - 29-8-2022 at 10:15 PM

First time loading a trading signal into MultiCharts64 (latest version; MultiCharts64 Version 14.0 Release (Build 23013)), using the "check" version of the GSB generated code, I'm getting the check saying that I do not have the MaxBarsBack set to 0.

See attached screenshot, the alert is in the lower right corner.

I have set the MaxBarsBack to 0, and yet still the alert files.

I cannot locate the "Properties for all, General tab" that the check describes. Perhaps that is only for TradeStation? Is there another place I should be setting MaxBarsBack?

Can anyone advise me on the MultiChart setting to get the check to pass?

Thank you.

B.Wooster - 29-8-2022 at 10:26 PM

hmm... setting MaxBarsBack = 500 to match the script seems to make the check alert go away.

Peter, you may wish to change the generated error message there, to indicate it should match the script?



// MaxBarsBack check [line 75]

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;

admin - 30-8-2022 at 12:08 AM

This was fixed in todays build for ts. I will get it fixed for mc code

admin - 30-8-2022 at 02:34 AM

B.Wooster
unrelated comment.
you have got allow up to 10 contracts regardless of entry.
Do not do this unless you understand the implications of this and know very much what your doing.
Likely standard gsb code will only do one entry (im not sure) but a number of the systems for sale are coded to support this.
these (if you chose to pyramid/scale) should have max of 3 if separate signal generates it.

B.Wooster - 30-8-2022 at 02:53 AM

Thanks -- I was wondering about that. The 10 was the default in MultiCharts, and I wondered if there was position sizing somewhere also in GSB, or if that MultiCharts setting controlled it. [I'm running on a paper account at the moment, so as to shake these things out.]

B.Wooster - 31-8-2022 at 07:25 PM

How do folks set margin and/or position limits when running signals on more than one model, or more than one symbol?

For example, if you are running two strategies each with position limit 2 (but only one at a time) but only want to total 3 contracts total, they need to coordinate.

For another example, if you have multiple symbols being traded but want to restrict margin use such that no more symbols are traded if one's margin is maxed out.

I don't see mutexes built in the Power/EasyLanguage. Google doesn't turn much up about multithreading for these languages. There are Multicharts / some third party global variable extensions, but I'm not sure if they are standard across Power and EasyLanguage.[1]

The simplest thing I can think of it copy and pasting all the strategies into one file. But then I'm not sure if the file applied one chart can be trading symbols not on the chart. I'm new to GSB and MultiCharts but not to trading or programming.

Let me know if there are any standard or recommended approaches here.

Thank you.

edit: [1] things like https://www.multicharts.com/discussion/viewtopic.php?t=7430

admin - 31-8-2022 at 07:39 PM

@b.wooster.
Excellent topic
My opinion is if your worried about margin, your over trading your account at least double what you should.
System failures and multiple drawdowns of un correlated markets are the biggest dangers in trading (in my opinion)
Over trading is making that risk much worse.
We now have micros, so you can trade many systems with low leverage. Many systems reduces risk and increases diversification.

I studied this a lot.
If you limit your trading to x contracts on one symbol, you get nearly every trade that is a false breakout, and when big wins occur where most systems trade, you miss out.
Winning trades are much higher correlated than loosing trades.
Putting all systems on one chart is very problematic with exit logic, and I have numerous session times for the same symbol.
IBlink (my custom api) can do what you ask, but it will never be released despite big demand for it. Complex powerful product that would be a nightmare to support, esp with all the issue you get with interactive brokers

Daniel UK1 - 1-9-2022 at 02:32 AM

Quote: Originally posted by B.Wooster

How do folks set margin and/or position limits when running signals on more than one model, or more than one symbol?

For example, if you are running two strategies each with position limit 2 (but only one at a time) but only want to total 3 contracts total, they need to coordinate.

For another example, if you have multiple symbols being traded but want to restrict margin use such that no more symbols are traded if one's margin is maxed out.

I don't see mutexes built in the Power/EasyLanguage. Google doesn't turn much up about multithreading for these languages. There are Multicharts / some third party global variable extensions, but I'm not sure if they are standard across Power and EasyLanguage.[1]

The simplest thing I can think of it copy and pasting all the strategies into one file. But then I'm not sure if the file applied one chart can be trading symbols not on the chart. I'm new to GSB and MultiCharts but not to trading or programming.

Let me know if there are any standard or recommended approaches here.

Thank you.

edit: [1] things like https://www.multicharts.com/discussion/viewtopic.php?t=7430

Hi Wooster, a common headache, and no easy solution.
I think you need to decide if you want to keep it simple and in return have less moving parts that can cause executional errors, and debugging nightmares.

Or you want to try to combine mulitple strategies to be handled by a global money management/pos sizing, can be done using either MM or charts, but it would be quite complexed.

I have been using MC for well over 7 years with live executions and, i trade around 4-10 strategies per market. setup as one strategy per chart, Each strategy allowed, 1 position per session and N contracts.

I manage risk as, looking at max stop (if all stops out same time per parket) and per strategy risk.. So i know that my size if all trading same time and stops out same time, i am ok with that. So i calculate max size allowed as if all systems trade, i need ti be ok with that.

I would not, as Peter also suggests, do a mulitple system setup limiting entries..

Imho...

data prep: how to treat missing data & back-adjusting?

B.Wooster - 4-9-2022 at 02:42 PM

1. I'm preparing data files, and I wondered how GSB expects missing data to be handled.

a) Should I just put in zeros if the data is missing for a given 30 minute bar?

Date,Time,Open,High,Low,Close,Up,Down
01/03/2017,01:30:00,0,0,0,0,0,0

b) Should I mark them as NA for Not Available?

Date,Time,Open,High,Low,Close,Up,Down
01/03/2017,01:30:00,NA,NA,NA,NA,NA,NA

c) Should I just omit them so that the data has "holes" (missing lines) in it for that given days time point?

Date,Time,Open,High,Low,Close,Up,Down
01/03/2017,02:00:00,164.40000,164.47000,164.34000,164.45000,6719,6270

d) or, should I just omit the whole day if there is a missing time point for that day?

2. For futures contracts that roll, does the data have to be adjusted (back-adjusted or forward-adjusted)? I would much prefer to avoid any back or forward adjusting, but if GSB depends on it then I would like to know and I'll do it.

admin - 4-9-2022 at 04:37 PM

a) leave it missing, but why is it missing. If you have data to early, you get missing bars. IE gold before 2007.1.1
b) no leave is missing
c) yes, but your making the task too complex. Leave the data as is.
2) yes. most data providers do this.

B.Wooster - 5-9-2022 at 12:57 AM

> a) leave it missing, but why is it missing.

I think its because daylight savings time shifts the London open time by an hour for a few weeks in the spring
and fall--relative to Chicago time.

Until they sync up again, I get no data before the open. I was sampling in Chicago timezone. I
could probably fix this by sampling in the London timezone. But that might create a confusing mess.
I prefer to keep to Chicago time. The easier thing to do seems to be to always sample an
hour earlier and just omit the no-data bars.

admin - 5-9-2022 at 01:02 AM

B.Wooster
What market is this?
if you fiddle the data in GSB, it wont match whats in ts
dax has its issues twice a year too due to daylights savings issues, and bug in ts

admin - 5-9-2022 at 01:06 AM

Reminder to all, its USA holiday

https://www.ampfutures.com/news/holiday-trading-schedule-lab...

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