GSB Forums - Powered by XMB 1.9.11

Enhanced Walk Foward Optimizer updates. EWFO EXE

Pages: 1 2 3

admin - 21-4-2020 at 05:01 PM

Quote: Originally posted by moresi522

Hi,
with this new version I'm not able to use fitness selection anymore. As you can see in the video attached I always get an error.
I've attached also the file I used (generated by GSB)

Please try another date, mean while I will get this fixed asap.
There is a tiny improvement where if you havnt taken of some dates, EWFO will warn you.
Thank you for finding the bug. Will contact you when its fixed. SHould not take long

admin - 21-4-2020 at 09:36 PM

Quote: Originally posted by moresi522

Hi,
with this new version I'm not able to use fitness selection anymore. As you can see in the video attached I always get an error.
I've attached also the file I used (generated by GSB)

you now need gsb 57.54 or above to use with ewfo.
as there are some fixes that cover up TS bugs that affect both ewfo and gsb.
Please confirm its fixed after this

moresi522 - 29-4-2020 at 03:19 AM

Hi,
I have one question on how to utilize the values from EWFO.
I mean, after choosing one configuration a see the input values that generate that configuration.
If I wanted to use that data which is the better way?
I think I have to manually insert these values into MC script. But it is not easy to identify which value corresponds to the variable in the script.
Is there a "best practice" to do this work?
Thanks

admin - 29-4-2020 at 04:35 AM

Quote: Originally posted by moresi522

Hi,
I have one question on how to utilize the values from EWFO.
I mean, after choosing one configuration a see the input values that generate that configuration.
If I wanted to use that data which is the better way?
I think I have to manually insert these values into MC script. But it is not easy to identify which value corresponds to the variable in the script.
Is there a "best practice" to do this work?
Thanks

MC is harder to use compared to TS is the short story.
If you are going to use MC, document what you optimize and the ranges: this will make it apparent to you in EWFO

moresi522 - 29-4-2020 at 09:06 AM

Quote: Originally posted by admin

MC is harder to use compared to TS is the short story.
If you are going to use MC, document what you optimize and the ranges: this will make it apparent to you in EWFO

Peter, sorry but I don't understand, let me do an example.
I exported a system from GSB to EWFO, (before I copied the script to MC and it matches exactly as graph and number of trades).
After imported in EWFO, just to do a test, I remove the last 3 years and I do a fitness selection, the result is showed in the picture below.
Then I want to try with net profit and avg trade, run test again and I see the inputs that have generated the graph. Then I copy these values in MC script

Code:

Inputs:	
i1Data(1),	
i2Data(1),	
i3Data(1),	
i3length(84),	
i1Weight(0.75),	
i2Weight(0.5),	
i3Weight(1.75),	
entryParams(-7),	
entryParams2(1),	
iSFData(1),  <--- I SKIPPED THIS DATA	
iSFbpv(1),	
iSFWeight(-1), 	
sfEntryLevel(57.5);

but as you can see the MC equity graph it totally different from the EWFO. (I know there is a difference from the end date but I think the problem is in another place)
Could you tell me what I'm doing wrong?

netavg.png - 86kB

Cattura.PNG - 132kB

admin - 29-4-2020 at 11:45 PM

Quote: Originally posted by moresi522

Quote: Originally posted by admin

MC is harder to use compared to TS is the short story.
If you are going to use MC, document what you optimize and the ranges: this will make it apparent to you in EWFO

Peter, sorry but I don't understand, let me do an example.
I exported a system from GSB to EWFO, (before I copied the script to MC and it matches exactly as graph and number of trades).
After imported in EWFO, just to do a test, I remove the last 3 years and I do a fitness selection, the result is showed in the picture below.
Then I want to try with net profit and avg trade, run test again and I see the inputs that have generated the graph. Then I copy these values in MC script

Code:

Inputs:	
i1Data(1),	
i2Data(1),	
i3Data(1),	
i3length(84),	
i1Weight(0.75),	
i2Weight(0.5),	
i3Weight(1.75),	
entryParams(-7),	
entryParams2(1),	
iSFData(1),  <--- I SKIPPED THIS DATA	
iSFbpv(1),	
iSFWeight(-1), 	
sfEntryLevel(57.5);

but as you can see the MC equity graph it totally different from the EWFO. (I know there is a difference from the end date but I think the problem is in another place)
Could you tell me what I'm doing wrong?

Thanks for the docs on the issue.
Send me teamviewer details and I will look at this issue
Peterzwag@gmail.com

Daniel UK1 - 30-4-2020 at 02:03 AM

I will also soon start to use WFO and am using Multicharts, so please share solution if there is a problem in regards to finding and changing indicator script values that WFO is using..
Any best practise tips for doing this is appreciated, since it seems to be an issue with MC?

Regards

admin - 30-4-2020 at 02:34 AM

Quote: Originally posted by Daniel UK1

I will also soon start to use WFO and am using Multicharts, so please share solution if there is a problem in regards to finding and changing indicator script values that WFO is using..
Any best practise tips for doing this is appreciated, since it seems to be an issue with MC?

Regards

I spent a week on this issue a few months ago.
Ended up making GSB to be forced to give the same parameters as what ewfo used in its final run. Sadly I cant remember if it matched. (Suspect it did)
Bottom line is this is a very hard to fix (and important to fix) bug that wont be fixed in a hurry.
You can WF if MC and use the high and lowest parameter range the GSB used.
Please except my most sincere apologizes over this issue

Daniel UK1 - 30-4-2020 at 02:53 AM

Quote: Originally posted by admin

Quote: Originally posted by Daniel UK1

I will also soon start to use WFO and am using Multicharts, so please share solution if there is a problem in regards to finding and changing indicator script values that WFO is using..
Any best practise tips for doing this is appreciated, since it seems to be an issue with MC?

Regards

I spent a week on this issue a few months ago.
Ended up making GSB to be forced to give the same parameters as what ewfo used in its final run. Sadly I cant remember if it matched. (Suspect it did)
Bottom line is this is a very hard to fix (and important to fix) bug that wont be fixed in a hurry.
You can WF if MC and use the high and lowest parameter range the GSB used.
Please except my most sincere apologizes over this issue

Peter, i think its a misunderstanding, although its good to be aware of potential issue, which as i understand there is now, but as i understand this only relates to if one wants to use MC to WF using WFO value ranges?

My initial process to see how and where i best incorporate WFO in my existing process, would involve doing final wf in GSB, after having picked final system. I would make a new run in WFO to test stability and to see if i can improve things... IF i can.. i obviously have new parameters to implement in the final script. This is what i believe was the issue for user Moresi, to be able to locate these values and successfully implement them..

So this is what i assume not an existing issue with software, but rather a user issue.

Hence me asking to share best practise since it seems to be an issue for some users..

I have not started yet with WFO, so perhaps i am misunderstanding things.

Regards

admin - 30-4-2020 at 02:59 AM

Hi Daniel
" would make a new run in WFO to test stability and to see if i can improve things..."
This issue is GSB or EWFO, not the user.
Your logic is sound, but due to the bug we need to use MC/TS -> EWFO, NOT GSB->EWFO

moresi522 - 30-4-2020 at 12:08 PM

Peter,
I've tried to create the file from MC to EFWO but sincerely, is not easy as GSB,
I see the guide on the documentation, but my MC is quite different,
and I have some questions.
How do we set the start and the end value? for my test, I copied values from EFWO but how do we know the right range?
and I think all the other values are good (please see the image), after that I have another window, It asks me for IS and OOS, are the default values right?
In the last window, I have to choose the robustness, I have to choose depending on what I want to achieve I guess. is it right?

opt1.PNG - 58kB

opt2.PNG - 48kB

opt3.PNG - 26kB

admin - 30-4-2020 at 06:36 PM

Hi Moresi,
in mc, use anchored, not rolling
you optimize the lengths, weights entryparms but not entryparms2 (unless dual cross is used)
and sf entrylevel.
look at my gsb wf
in green, three indicator lengths
I would use range 52 to 90 step say 2 or 3 for inidcator1 (this is the range gsb used)
indicator 2 range 105 to 194 say about step 3 (we want 10 to 20 steps)
indicator 3, range 15 to 45 (note we dont want to use 19 as we must allow parameters to be tested below and above the final parameters)

In orange
wieghts1 0.25 1 step 0.25 (i choose above and below the ranges used)
weights2 0.25 to 1.5 step 0.25
weights3 0.5 to 1.5 step5

In cyan
entrylevel say -14 to -6 step1
entryleve2 not used. so ignore
in yellow
52.5 to to 70 step 2.5

In the big picture, it is not essential to do wf outside of gsb.
This is a whole area im keen to explore.
Im still working on CL and this is taking months longer than expected.
Thats not bad, in that we are constantly finding new improvements, and thats without the tertiary filters (like addition secondary filers)
I expect to be using tertiary filters some time in may

wf-parms.png - 240kB

admin - 9-5-2020 at 12:26 AM

Out next week
Fix to oos ts script missing the first run
Error traps and warnings for various faults in the TS bin files.
Notice if ewfo is not in windows administrator mode, and it tries to update (will fail if installed under program files, but ok in c:\ewfo)
A few other minor tweaks.

Will come out via auto update

Data problems

QuantDean - 18-5-2020 at 11:00 AM

Loading data in GSP Data > Opt. Price Data and Verif Price Data interfaces.

I am having problems loading data in both these interfaces. I get the error message shown in my shot below.

Is there an up to date guide or video on how to add multiple time frames to Opt Price Data and Verif Price Data?

Many thanks in advance

gsb data.jpg - 537kB

admin - 18-5-2020 at 04:31 PM

Quote: Originally posted by QuantDean

Loading data in GSP Data > Opt. Price Data and Verif Price Data interfaces.

I am having problems loading data in both these interfaces. I get the error message shown in my shot below.

Is there an up to date guide or video on how to add multiple time frames to Opt Price Data and Verif Price Data?

Many thanks in advance

you are in effect in ts / mc terms having data1 30 min, data2 29 min.
that wont work on ts. it only will do calcs when both bars line up.
this is what you need to do.
vip click 30 first, because thats what you have in tpd. you need to trade the 30 even if you build systems on 29 39 31

QuantDean - 19-5-2020 at 03:07 AM

So Opt Price Data is the data used to build a strategy?

Do you have a video or a set of steps that shows how to add 3 or more time frames for the Opt Price Data? Is that possible?

And how do you add multiple time frames to verify the data?

TPD is the trading data - if OPD has 2 time frames, then TPD has to have 2 time frames as well? Is that the logic here?

I have more questions here...

admin - 19-5-2020 at 03:11 AM

Quote: Originally posted by QuantDean

So Opt Price Data is the data used to build a strategy?

Do you have a video or a set of steps that shows how to add 3 or more time frames for the Opt Price Data? Is that possible?

And how do you add multiple time frames to verify the data?

TPD is the trading data - if OPD has 2 time frames, then TPD has to have 2 time frames as well? Is that the logic here?

I have more questions here...

see https://trademaid.info/gsbhelp/Data1.html
yes its possible.
there is only one price in tpd but you can have data1,data2
ie 15,30 min
if stuck we will do teamviewer etc

admin - 28-5-2020 at 08:52 PM

New ewfo released 20150529.2
url https://trademaid.info/sw/ewfo_20200529.2.exe
it has bug fixes, traps for obscure errors, installs into c:\ewfo instead of c:\programfiles... (this fixes issues where auto updates dont work)

If auto updates dont work, best thing is install using this installer, else run ewfo as windows administrator when it asks for updates

moveo - 29-5-2020 at 02:37 AM

After downloading and installing ewfo_20200529.2.exe
I got version 20200525.1 installed.
Seems in the named 529.2.exe an older version is included

admin - 29-5-2020 at 03:02 AM

Quote: Originally posted by moveo

After downloading and installing ewfo_20200529.2.exe
I got version 20200525.1 installed.
Seems in the named 529.2.exe an older version is included

my mistake
25.2 is the last version

i have fixed up the web site

admin - 7-10-2020 at 09:48 PM

Update to EWFO

Note this WF
Its not valid as the final parameter hit the extreme range used.
value x should have used a value > 0.2

There are now vertical lines on the inputs, as it was too hard to line the parameters up
and current line is now directly below 10
Parameters now in red / orange on both tabs, and parameter range used on both tabs.
Anyone wants to test the update before I release it, just let me know

extremes.png - 171kB

BlackBox - 28-10-2020 at 11:47 AM

Hi Peter,
I get confused.
May I know which is the latest EWFO version.
I have 20200525.2 installed, I assume it's date 25 May 2020.
In the help you point to a trail version 2020085.10, and talk about 5 August 2020.

I don't see this version here mentioned in the thread. :question:

:question:

admin - 28-10-2020 at 03:53 PM

Quote: Originally posted by BlackBox

Hi Peter,
I get confused.
May I know which is the latest EWFO version.
I have 20200525.2 installed, I assume it's date 25 May 2020.
In the help you point to a trail version 2020085.10, and talk about 5 August 2020.

I don't see this version here mentioned in the thread. :question:

:question:

Thanks for chasing this.
the auto update is lagging. (Im busy on other things)
newest build on my web site is https://trademaid.info/sw/ewfo_2020085.10.exe
I have newer version since, but it has just minor refinements.
I will release in the next week.

admin - 12-11-2020 at 06:54 PM

ewfo 20201107.1 is out via auto update.
few bug fixes
cosmetic improvements
If parameter range extreme is hit,parameters in red or orange.
better formatting of parameter numbers.
iwm.pla included if you didnt have it. (needed for mc only)
main page anchored /rolling stability now shows coarse stability, not legacy stability

BlackBox - 16-11-2020 at 04:22 AM

Quote: Originally posted by admin

ewfo 20201107.1 is out via auto update.
few bug fixes
cosmetic improvements
If parameter range extreme is hit,parameters in red or orange.
better formatting of parameter numbers.
iwm.pla included if you didnt have it. (needed for mc only)
main page anchored /rolling stability now shows coarse stability, not legacy stability

On one system auto update has update EWFO from 20200805.1 to 20201107.1
The other system auto update failed

admin - 16-11-2020 at 04:27 AM

Quote: Originally posted by BlackBox

Quote: Originally posted by admin

ewfo 20201107.1 is out via auto update.
few bug fixes
cosmetic improvements
If parameter range extreme is hit,parameters in red or orange.
better formatting of parameter numbers.
iwm.pla included if you didnt have it. (needed for mc only)
main page anchored /rolling stability now shows coarse stability, not legacy stability

On one system auto update has update EWFO from 20200805.1 to 20201107.1
The other system auto update failed

Today I killed the autoupdate as users who are parsing the csv output files of ewfo
have a problem as the format has changed slightly. I have a fix but awaiting confirmation from end user that its correct.
Release like in < 48 hours.
You can always copy files from one pc to another.

admin - 13-12-2020 at 08:02 PM

build 20201119 was released 2 days ago. Fix for issue above and other small tweaks

admin - 23-12-2020 at 12:45 AM

20201223.1
Updated code showing expired for new users
remove , seperator in csv files for 1234,56
Minot bug fix in user interface

admin - 10-4-2021 at 01:40 AM

ewfo 20200402.2. has expired
Not sure why, but some users don't have the auto update

you can download here worst case

Attachment: Login to view the details

auto update cant work if ewfo is under c:\programfiles and you don't run as windows administrator.
Recommend to install in c:\ewfo

REMO755 - 16-4-2021 at 03:38 PM

Hello,

Is this tool built into SGB or is it a standalone tool?

admin - 16-4-2021 at 05:21 PM

Quote: Originally posted by REMO755

Hello,

Is this tool built into SGB or is it a standalone tool?

gsb wf is fast in human time, and cpu time - can do massive amounts of wf at the click of a button.
It can only wf gsb systems
It can output the bin files needed for ts wfo.exe and ewfo
it can only wf gsb systems

ewfo is a much more powerful and faster version of ts wfo.exe
it requires the ts bin files which are painfully slow in human time and cpu time to make

admin - 28-5-2021 at 06:52 PM

may 29 2021
at the top of this thread is efwo updates

It has all the new fitness functions added that were added in GSB.
Important bug fixes.
Im looking for feedback on this build
Over write all files in your current ewfo folder

Daniel UK1 - 29-5-2021 at 01:44 AM

Quote: Originally posted by admin

may 29 2021
at the top of this thread is efwo updates

It has all the new fitness functions added that were added in GSB.
Important bug fixes.
Im looking for feedback on this build
Over write all files in your current ewfo folder

Peter, been away for a while, so i wanted to take the opportunity to check if the bug that existed before last year, for GSB - EWFO has been sorted?

Cheers

admin - 29-5-2021 at 01:47 AM

Quote: Originally posted by Daniel UK1

Quote: Originally posted by admin

may 29 2021
at the top of this thread is efwo updates

It has all the new fitness functions added that were added in GSB.
Important bug fixes.
Im looking for feedback on this build
Over write all files in your current ewfo folder

Peter, been away for a while, so i wanted to take the opportunity to check if the bug that existed before last year, for GSB - EWFO has been sorted?

Cheers

I think so. I don't remember what the bug even was, but think it got fixed. Great your in better health and back into things

REMO755 - 31-5-2021 at 03:46 PM

Hello,

Is it possible to do GSB Wf and go to EWFO, yes or no?

If it is necessary to go through TS wf to get back to Ewfo, it is a huge waste of time, I don't understand anything, I bought ewfo and do I have to go through TD w.f? Sorry I'm an NT user, what do I do with the Ewfo tool?

admin - 31-5-2021 at 05:36 PM

Quote: Originally posted by REMO755

Hello,

Is it possible to do GSB Wf and go to EWFO, yes or no?

If it is necessary to go through TS wf to get back to Ewfo, it is a huge waste of time, I don't understand anything, I bought ewfo and do I have to go through TD w.f? Sorry I'm an NT user, what do I do with the Ewfo tool?

Yes, we have the feature for about 2 years
Right click the system in GSB and do wf to ewfo. Its the 5th option down
Agreed this saves hours of work.
I assume you mean TS wf, not TS wf

REMO755 - 1-6-2021 at 09:25 AM

Quote: Originally posted by admin

Quote: Originally posted by REMO755

Hello,

Is it possible to do GSB Wf and go to EWFO, yes or no?

If it is necessary to go through TS wf to get back to Ewfo, it is a huge waste of time, I don't understand anything, I bought ewfo and do I have to go through TD w.f? Sorry I'm an NT user, what do I do with the Ewfo tool?

Yes, we have the feature for about 2 years
Right click the system in GSB and do wf to ewfo. Its the 5th option down
Agreed this saves hours of work.
I assume you mean TS wf, not TS wf

Hello,

You say here?

I really don't understand how to do this.

Captura.JPG - 21kB

In which folder should I save?

Carl - 1-6-2021 at 02:28 PM

Peter means clicking one of the strategies, then select "Run Walk forward", then i.e. "Genetic algorithm walk forward to EWFO".
GSB performs a walk forward and saves the results to a EWFO readable file.

Update:
The GSB WF files are default here: C:\GSB\GSB (Managers)\Data\ewfoFiles

REMO755 - 1-6-2021 at 04:30 PM

Quote: Originally posted by Carl

Peters means clicking one of the strategies, then select "Run Walk forward", then i.e. "Genetic algorithm walk forward to EWFO".
GSB performs a walk forward and saves the results to a EWFO readable file.

EWFO.JPG - 56kB

EWFO2.JPG - 69kB

ArchivosGenerados.JPG - 156kB

I have followed the steps and the files are not recognized

What am I doing wrong?

Thanks

REMO755 - 1-6-2021 at 04:34 PM

Hello,

What is the difference, multithreaded and single threaded?

admin - 1-6-2021 at 05:54 PM

Quote: Originally posted by REMO755

Hello,

What is the difference, multithreaded and single threaded?

speed. MT is faster

REMO755 - 2-6-2021 at 02:07 AM

Quote: Originally posted by REMO755

Quote: Originally posted by Carl

Peters means clicking one of the strategies, then select "Run Walk forward", then i.e. "Genetic algorithm walk forward to EWFO".
GSB performs a walk forward and saves the results to a EWFO readable file.

I have followed the steps and the files are not recognized

What am I doing wrong?

Peter I'm having trouble generating EWFO files here, what am I doing wrong?

What is the extension of the generated files?

Carl - 2-6-2021 at 02:22 AM

Quote: Originally posted by REMO755

Quote: Originally posted by REMO755

Quote: Originally posted by Carl

Peters means clicking one of the strategies, then select "Run Walk forward", then i.e. "Genetic algorithm walk forward to EWFO".
GSB performs a walk forward and saves the results to a EWFO readable file.

I have followed the steps and the files are not recognized

What am I doing wrong?

Peter I'm having trouble generating EWFO files here, what am I doing wrong?
Thanks

You are trying to open the wrong files.

The GSB WF files are default here: C:\GSB\GSB (Managers)\Data\ewfoFiles

So start EWFO, then open one of the folders in this directory to start the analysis.

admin - 2-6-2021 at 04:16 AM

REMO755, here is the ewfo files

ewfopath.png - 134kB

REMO755 - 6-6-2021 at 03:56 PM

Hello

I have touched the factor and I am in chaos, how can I recover, is it possible?

Captura.JPG - 66kB

admin - 6-6-2021 at 05:35 PM

Quote: Originally posted by REMO755

Hello

I have touched the factor and I am in chaos, how can I recover, is it possible?

Not sure what " touched the factor" means
Is this just when you open ewfo? does it happen all the time?
Never seen this before

admin - 11-6-2021 at 02:39 AM

June 11 2021
new full installer file ewfo_20210611.10.exe
See top of thread.
Has all the new fitness from GSB added into EWFO, including two of them in fitness selection feature.
Extended expiry date.
Important bug fixes and improved accuracy on dates.
This will be the next major build. No updated for some time.
All user should upgrade. It will be released via auto update in a few weeks time. (letting existing users test, but don't expect any issues)

REMO755 - 13-6-2021 at 09:32 AM

Hello,

I am analyzing E.W.FO.

1) I want to optimize the parameters, not do W.F.
How can I optimize the parameters?

2) I'm the one who wants to select Max, Min, Step, in the parameters.
How can I change Max, Min, Step?

admin - 13-6-2021 at 04:49 PM

Quote: Originally posted by REMO755

Hello,

I am analyzing E.W.FO.

1) I want to optimize the parameters, not do W.F.
How can I optimize the parameters?

2) I'm the one who wants to select Max, Min, Step, in the parameters.
How can I change Max, Min, Step?

If you want to optimize the parameters, and not do WF, then ewfo is useless for you.
You can put the system in TS/MC and do this.
This can be useful and time consuming. I don't do it often. The weakness is doing this may improve results, but a wf can tell you if the system is robust or not. Systems can appear fine doing one paratmer at a time, but fall apart in a WF

REMO755 - 13-6-2021 at 05:54 PM

Quote: Originally posted by admin

Quote: Originally posted by REMO755

Hello,

I am analyzing E.W.FO.

1) I want to optimize the parameters, not do W.F.
How can I optimize the parameters?

2) I'm the one who wants to select Max, Min, Step, in the parameters.
How can I change Max, Min, Step?

If you want to optimize the parameters, and not do WF, then ewfo is useless for you.
You can put the system in TS/MC and do this.
This can be useful and time consuming. I don't do it often. The weakness is doing this may improve results, but a wf can tell you if the system is robust or not. Systems can appear fine doing one paratmer at a time, but fall apart in a WF

How difficult is it to implement?

TS, the optimizer is very slow and Ninja Trader there are always problems with the indicators.

You should consider introducing a module to improve certain settings through optimization, time ranges, etc.

So, it is not possible to optimize the parameters of a strategy, neither does GSB?

admin - 13-6-2021 at 06:49 PM

@remo
there is also AI wf in gsb. Likely this will do what you ask for. Right click a system and do AI-wf
NT is lagging ts/mc but updates are done regularly on it, and more likely in about 2 weeks.
WF does improve settings, and time filters are in the pipeline.
"So, it is not possible to optimize the parameters of a strategy, neither does GSB?" yes, this is possible. Its one if the main points of doing WF.
wf chooses better more robust parameters, and gives an indication if the system is valid or likely to fall apart in future trading.

REMO755 - 13-6-2021 at 07:36 PM

Quote: Originally posted by admin

@remo
there is also AI wf in gsb. Likely this will do what you ask for. Right click a system and do AI-wf
NT is lagging ts/mc but updates are done regularly on it, and more likely in about 2 weeks.
WF does improve settings, and time filters are in the pipeline.
"So, it is not possible to optimize the parameters of a strategy, neither does GSB?" yes, this is possible. Its one if the main points of doing WF.
wf chooses better more robust parameters, and gives an indication if the system is valid or likely to fall apart in future trading.

Thanks for your help, but I don't need a W.F to tell me if the system is robust or not.

Not all of us think like you.

I don't understand what is done at AI W.F, what is it for? I do not get it.

What I need is to be able to choose the operating parameters, W.F I don't like it, I prefer particular tests out of range, IS-OSS

I get away with it, being able to select the parameters is something basic.

Is it possible to select the parameters? Maximum or minimum?

So how did you select the parameters to operate?

admin - 13-6-2021 at 08:01 PM

@remo
ai wf optimizes each paramater indiviually. Gives you a graph of np, ave trade etc.
You are doing something unique that no other users are doing. This also means your disconnected from the methadolgy and the GSB user base. Fine if you know what your doing.. but the methodology works well and it means your a lone ranger, not a team player. None of that is wrong, but it has weakness's - but strengths if you know things that work that the rest of us don't.

we select the final parameters by a wf. this chooses min and max by +-50% =100% (input in gsb) from the existing value of the parameter range in gsb
so if a variable-length is say 100, it will use 50 to 150 as a range to optimize.
Afte a WF, there is a drop down under scripts and you select wf code live trading

If your not doing a wf, then you can select parameters in ts/mc/nt under inputs.
In ts you change the word vars: to inputs:
Im not sure how this works in NT

nearest.png - 89kB

The fact that not everyone thinks like me is the strength of GSB. The community often thinks differently on things, sometimes we argue and often we have objective robust results that show who was right. The glorious thing about being proved wrong in an argument is... our profitability in trading improves.

Carl - 14-6-2021 at 12:51 PM

Quote: Originally posted by REMO755

Thanks for your help, but I don't need a W.F to tell me if the system is robust or not.

What I need is to be able to choose the operating parameters, W.F I don't like it, I prefer particular tests out of range, IS-OSS

I get away with it, being able to select the parameters is something basic.

Hi REMO755,

Are you willing to share the methods you like to use to build an select systems?

REMO755 - 14-6-2021 at 04:51 PM

Quote: Originally posted by admin

@remo
ai wf optimizes each paramater indiviually. Gives you a graph of np, ave trade etc.
You are doing something unique that no other users are doing. This also means your disconnected from the methadolgy and the GSB user base. Fine if you know what your doing.. but the methodology works well and it means your a lone ranger, not a team player. None of that is wrong, but it has weakness's - but strengths if you know things that work that the rest of us don't.

we select the final parameters by a wf. this chooses min and max by +-50% =100% (input in gsb) from the existing value of the parameter range in gsb
so if a variable-length is say 100, it will use 50 to 150 as a range to optimize.
Afte a WF, there is a drop down under scripts and you select wf code live trading

If your not doing a wf, then you can select parameters in ts/mc/nt under inputs.
In ts you change the word vars: to inputs:
Im not sure how this works in NT

The fact that not everyone thinks like me is the strength of GSB. The community often thinks differently on things, sometimes we argue and often we have objective robust results that show who was right. The glorious thing about being proved wrong in an argument is... our profitability in trading improves.

Hi Peter,

I do not question your method, I appreciate your effort in the development of GSB and its methodology, only your system ES, CL, NG, etc, is worth more than what you paid for the license, thank you!

I am a team player, my criticism is always constructive, never destructive, if something has worked for me, every change is painful,

I would like to be able to optimize the parameters of a strategy with freedom, I don't ask for much Peter.

Editing these fields would be a substantial improvement to be able to test freely.

When setting 0, EWFO serves to optimize the entire desired period, is it possible to set 0?

2.JPG - 107kB

REMO755 - 14-6-2021 at 05:02 PM

Quote: Originally posted by Carl

Quote: Originally posted by REMO755

Thanks for your help, but I don't need a W.F to tell me if the system is robust or not.

What I need is to be able to choose the operating parameters, W.F I don't like it, I prefer particular tests out of range, IS-OSS

I get away with it, being able to select the parameters is something basic.

Hi REMO755,

Are you willing to share the methods you like to use to build an select systems?

Hi carl

I am always willing to share knowledge, I am a human being and it is the fastest way to progress that we have.

I can share the portfolio management experience in an audited live account, managing a profit of 128% in a year with intraday systems, I never use w.f to obtain the parameters to trade.
I always did out-of-sample testing and optimization (previous results are not a guarantee of current results, but they take the dance off me)

The best method is portfolio management, good portfolio management with mediocre systems can pay off in the long run.
Portfolio weighting by historical risk of each strategy, all strategies the same risks, rigorous DD management when strategies break, etc.

admin - 14-6-2021 at 07:11 PM

@remo755
What you shared is good, and excellent results too.
More detail in what you share would be good.
Paramater choice and optimization method, oos method used. (lots of this is done in gsb methodology.
Books are written on these topics, and some there are no easy answers.
For example, GSBSYS1ES had I think max dd, before going to to clear new highest again, as did zone trader nq.
https://trademaid.info/gsbhelp/GSBfreesystems.html see trade list about trade 492 and drawdown graphs
zt1es and zt2es (based on zt1es) did not recover as of now.

How do you define risk?

REMO755 - 15-6-2021 at 08:17 AM

Quote: Originally posted by admin

@remo755
What you shared is good, and excellent results too.
More detail in what you share would be good.
Paramater choice and optimization method, oos method used. (lots of this is done in gsb methodology.
Books are written on these topics, and some there are no easy answers.
For example, GSBSYS1ES had I think max dd, before going to to clear new highest again, as did zone trader nq.
https://trademaid.info/gsbhelp/GSBfreesystems.html see trade list about trade 492 and drawdown graphs
zt1es and zt2es (based on zt1es) did not recover as of now.

How do you define risk?

"Method of choice and optimization of parameters, method used. (Much of this is done in gsb methodology"

Your GSB program already gives me the option to confirm that a strategy is no longer over-optimized by testing% training,% testing,% validation, why do I need to do WF? Through optimization I will look for the best parameters that are now working and I will go to the market with them convinced that I am going with the best.

How do you define risk? Very good question "eureka"
The risk is defined by the union of the OOS periods in a W.F.

W.F helps me to establish the risk of each series within the portfolio.

Can I get the best parameters with w.f? Yes I can.
Is it easier for me to get better parameters with Optimization? If it is easier.
Would being free to choose parameter ranges and optimize give me more control in operations? If I will have more control and will be able to better analyze some parameters.

admin - 15-6-2021 at 04:59 PM

@REMO755
" confirm that a strategy is no longer over-optimized by testing% training,% testing,% validation"
doing this can still be a total curve fit. its not much different to doing 100% training as when the human looks at the total of all results, you have in effect done the same thing
as your only choosing systems that have good training,test,validation
a rolling wf is very good stress test, as it will only use best parmaters from a short period for the next period. If its not robust and valid system it falls apart.
Anchored does the same, its less of a stress test but better for final parmaters as you have the best parameters that work over all trading conditions. Less likely to be a curve fit.
Also if your parameters do not show stability, its a red/ornage flag. Ideally parameters have a bell curve result. If its random with no pattern, its a red flag

admin - 29-6-2021 at 01:20 AM

20210621.1 released via auto update when you open EWFO. This will be the last update for some time.
This build has a number of improvments, and very important bug fixes. All users should upgrade
If users did not install under c:\ewfo and they are not running as windows administrator, then the update won't occur successfully unless you re-run ewfo as windows adminstrator.
New fitness types are also included.

REMO755 - 16-7-2021 at 05:57 PM

Quote: Originally posted by admin

Update to EWFO

Note this WF
Its not valid as the final parameter hit the extreme range used.
value x should have used a value > 0.2

There are now vertical lines on the inputs, as it was too hard to line the parameters up
and current line is now directly below 10
Parameters now in red / orange on both tabs, and parameter range used on both tabs.
Anyone wants to test the update before I release it, just let me know

Hello,
How do you increase the parameter range if this happens?

REMO755 - 16-7-2021 at 05:57 PM

Quote: Originally posted by admin

Update to EWFO

Note this WF
Its not valid as the final parameter hit the extreme range used.
value x should have used a value > 0.2

Hello,
How do you increase the parameter range if this happens?

admin - 16-7-2021 at 06:47 PM

@REMO755, if its in ts the file are generated, then simply increase the range.
If in GSB double your nearest value.
In this case also increase ga gen / population to 150x150
Less needed if entry type aic is done the increase if gen & population is less needed as there are no weights or entry type to optimze

nearest2.png - 146kB

asobi - 21-7-2021 at 12:43 AM

Quote: Originally posted by admin

@REMO755, if its in ts the file are generated, then simply increase the range.
If in GSB double your nearest value.
In this case also increase ga gen / population to 150x150
Less needed if entry type aic is done the increase if gen & population is less needed as there are no weights or entry type to optimze

hi Peter, can you please give more details on this topic?

What's your rationales to tweak parameters like weights and ga gens/populations for different entry modes? How would you interpret the role of weights when doing GSB runs and picking entry modes?

Many thanks!

admin - 21-7-2021 at 04:26 AM

@asobi
aic (any indicator cross) has much less parameters.
No weights, entry level. Therefore you can wf with less combinations, and likely you will get greater parameter stability.
same applies for NCC (no conflict cross - though I dont use this entry type)

single and dual cross have even more parameters so may need more iterations, but I like to keep things simpler
and rarely use these. (use cross instead)
if you have doubled the nearest value, it means there is now a great deal more parameters, so we need more combinations (wf ga gen/pop)

if wf gen / pop is too low then stability figures lower (bad), identical wf will vary each time its done to a greater degree (bad) (due to random seed and so many possible combinations)
If gen / pop is too high, its slower but no other problems

REMO755 - 21-7-2021 at 05:09 PM

Hello,

Wouldn't it be possible to do something easier here?

Wouldn't it be a good idea to be able to copy the scripts in EWFO, as is done in GSB?

1.JPG - 86kB

admin - 21-7-2021 at 05:42 PM

@remo, Its easy, see this field here at the bottom

your 30 parmater needs to be tested lower as the final parameter is 30, and thats the lowest in your range
same with the 3rd parameter of 1.25

wf.png - 159kB

REMO755 - 22-7-2021 at 04:34 PM

Hello,
I want to w.f to ewfo GSB ultra fast, 5 generations.

If I do this, am I conditioning all tests in EWFO to 5 generations?

Can I handle generations in EWFO?

admin - 22-7-2021 at 04:57 PM

Quote: Originally posted by REMO755

Hello,
I want to w.f to ewfo GSB ultra fast, 5 generations.

If I do this, am I conditioning all tests in EWFO to 5 generations?

Can I handle generations in EWFO?

5 generations will be useless as there is not enough combinations for it to be valid.
If we used brute force, my wild guess is there is 100,000 or so combinations
(could be 1 million, depend on entry type, parameter range etc
EWFO can only optimize the data that its given.

REMO755 - 23-7-2021 at 07:55 AM

Quote: Originally posted by admin

Quote: Originally posted by REMO755

Hello,
I want to w.f to ewfo GSB ultra fast, 5 generations.

If I do this, am I conditioning all tests in EWFO to 5 generations?

Can I handle generations in EWFO?

5 generations will be useless as there is not enough combinations for it to be valid.
If we used brute force, my wild guess is there is 100,000 or so combinations

(could be 1 million, depend on entry type, parameter range etc
EWFO can only optimize the data that its given.

I wanted to use 5 generations to transfer the data to EWFO quickly and then test in EWFO.

admin - 23-7-2021 at 05:47 PM

@remo. If you do that then the wf is invalid. Not enough combinations. you need at least 100 x 100 gen / pop

REMO755 - 1-8-2021 at 11:00 AM

Hello Pedro

I like EWFO, very powerful and fast.

Once the data and files have been downloaded to EWFO, why is it not possible to configure the genetic options there? Generations, population, etc.

If I use GSB Generations 80, does this affect EWFO? Will I always work at EWFO with 80 Generations?

Why this dependency?

admin - 1-8-2021 at 05:46 PM

@Remo
EWFO can only work with the data given to it, it cannot make data. All these things are outside its control as it doesnt have the code for trading systems required to make it.
i use generations / population of 100 / 100 to 150/150 depeding on how many combinations there are.
ie aic entry has less combinations, while cross2 has the most.

If search space area is increased from 100 to 200, there are many more combinations, so this also makes me go towards 150/150

nearests2.png - 110kB

REMO755 - 2-8-2021 at 05:33 PM

Quote: Originally posted by admin

@Remo
EWFO can only work with the data given to it, it cannot make data. All these things are outside its control as it doesnt have the code for trading systems required to make it.
i use generations / population of 100 / 100 to 150/150 depeding on how many combinations there are.
ie aic entry has less combinations, while cross2 has the most.

If search space area is increased from 100 to 200, there are many more combinations, so this also makes me go towards 150/150

Hello Pedro,
Why don't you integrate EWFO into GSB?

admin - 2-8-2021 at 05:40 PM

@remo, a great deal of work to do with nearly zero upside.
It would also means ewfo and gsbewfo need to be maintained. More work again.
I only do it some times, but I still like to go from a wf into gsb -> ewfo then test each input individually in ts then ts to ewfo

Programmer time is very limited, and has to be used to maximize the entire customer base as much as possible.

REMO755 - 3-8-2021 at 04:21 PM

Hello

You say this in the guide:
At least with my own trading systems, I am experiencing that the SQN value table is true and when there is a setting that has, at the same time, minSQN> 2.5 and Rank> 15, stability is really good and OOS data is very close to IS.

How can I do this configuration in EWFO?

SQN.JPG - 94kB

admin - 3-8-2021 at 05:18 PM

I will get that added to ewfo. May take a while to get done.
Under advanced you can turn on the metrics, but not use as fitness.
Turning them on is a big degradation in EWFO speed

REMO755 - 4-8-2021 at 03:24 PM

Quote: Originally posted by admin

I will get that added to ewfo. May take a while to get done.
Under advanced you can turn on the metrics, but not use as fitness.
Turning them on is a big degradation in EWFO speed

Maybe Calmar Ratio is faster, it's my favorite.

Always use this on Ninja.

Attachment: Login to view the details

admin - 4-8-2021 at 04:36 PM

@rem0755. Added to programmer job que, but it will likely be some time before its done.

admin - 10-10-2021 at 07:49 PM

20210915.1 build released via auto update

added IsSummary.csv and OosSummary.csv in batch mode
Fixed OOM exception in AddTradeStationVarsScriptFutureDates
Fixed Issue print dialog focus issue
Other bug fixes. Given key not in dictionaty. Critera 3 bug, Reported dates wrong in last OOS segment

portfolioquanttrader2020 - 17-10-2021 at 02:22 PM

Hola Peter
I am doing the EFWO of an intermarked system and I get very different values when changing the fitness functions in the EFWO.
I put you photos

imagen_2021-10-17_152248.png - 80kB

imagen_2021-10-17_152208.png - 63kB

admin - 17-10-2021 at 06:38 PM

Quote: Originally posted by portfolioquanttrader2020

Hola Peter
I am doing the EFWO of an intermarked system and I get very different values when changing the fitness functions in the EFWO.
I put you photos

thats not uncommon, and no big deal.
run fitness selection to see whats best.
take 2 or 3 years of the end date to avoid curve fit of all data being in sample

REMO755 - 5-12-2021 at 05:21 PM

Hi Peter,

SFEntrLevel reaches MAX
What do you suggest in these cases?

PROBLEMA.JPG - 329kB

admin - 5-12-2021 at 07:14 PM

Good question.
From memory 67.5 is the max that will work. Higher than this gives no trades or bad results.
You can test this in ts optimizing just this one input
Its also in the beginning of the wf and not used later on.
SO you can ignore or you could try doubling the nearest value.
Should do you do this, you might want to increase ga generations / population to 150/150
But for a quick test, using 100/100 would be fine.

nearestbigger.png - 112kB

REMO755 - 6-12-2021 at 01:03 AM

Quote: Originally posted by admin

Good question.
From memory 67.5 is the max that will work. Higher than this gives no trades or bad results.
You can test this in ts optimizing just this one input
Its also in the beginning of the wf and not used later on.
SO you can ignore or you could try doubling the nearest value.
Should do you do this, you might want to increase ga generations / population to 150/150
But for a quick test, using 100/100 would be fine.

A doubt:

If search space = closest and Nesarest = 50% and strategy has parameter 100
Would the optimization range of parameter 100 be like this?
Optimization range 50 --------- (100) ----------- 150
It's right ?

REMO755 - 6-12-2021 at 02:22 PM

Hello,

Currently it is not possible to change the zone of 1 single parameter, it is necessary to change the zone to all parameters, this could degrade the results.

What do you think of leaving a parameter with a maximum or minimum value and not expanding the range? How bad would this be?

My opinion is that I do not see it as a big problem, since the selected parameter offers good results.

Does anyone dare to give their opinion?

admin - 6-12-2021 at 07:27 PM

Quote: Originally posted by REMO755

Hello,

Currently it is not possible to change the zone of 1 single parameter, it is necessary to change the zone to all parameters, this could degrade the results.

What do you think of leaving a parameter with a maximum or minimum value and not expanding the range? How bad would this be?

My opinion is that I do not see it as a big problem, since the selected parameter offers good results.

Does anyone dare to give their opinion?

Results will vary from one wf to another due to the massive amount of combinations and random seed used.
However increasing the populate / generations will overcome this. The cost will be more time to do a wf.
The fact that your hit the extreme parameter early in the wf, makes the issue a minor one. If it was at the end of a wf, its a critical issue

admin - 29-7-2022 at 01:22 AM

a new build due out in the next week, but it will not be via auto update.
It has new fitness's, and bug fix in that np at * mfe * npallateentry was faulty
also has max favorable excursion in trade list.

Why no auto update is many users use this in command line mode, and parsing of text might change with this build.
ie in performance reports, new fitness's can be recorded if used.
You can run mutiple builds of ewfo, as long as you call the ewfo.exe file name something different. ie ewfo.20220701.1.exe

Daniel UK1 - 29-7-2022 at 03:38 AM

Quote: Originally posted by admin

a new build due out in the next week, but it will not be via auto update.
It has new fitness's, and bug fix in that np at * mfe * npallateentry was faulty
also has max favorable excursion in trade list.

Why no auto update is many users use this in command line mode, and parsing of text might change with this build.
ie in performance reports, new fitness's can be recorded if used.
You can run mutiple builds of ewfo, as long as you call the ewfo.exe file name something different. ie ewfo.20220701.1.exe

Thanks a lot Peter, so if no auto update, how does we use users get the update ?

Also could you kindly send copy of next weeks latest GSB without expiry in code, since i keep regular backup of these in case of emergency.

Thanks for your hard work and contribution.

admin - 29-7-2022 at 04:56 PM

@Daniel,
here are the exe files only for ewfo.
I will email you about GSB question

Attachment: Login to view the details

admin - 30-11-2022 at 08:56 PM

Awesome day, but something fell throught he cracks
EWFO code expires today.
Regardless all uses should update due to bug fix
change log is here
https://trademaid.info/gsbhelp/ChangeLog.html

Attachment: Login to view the details

admin - 30-11-2022 at 09:14 PM

installer file is here
https://trademaid.info/sw/ewfo_20221201.11.exe

Tibouss - 2-4-2023 at 02:03 PM

Hello

I'm interested about your EWFO engine for MC but i still have some questions :

-Is the EWFO working fine with MC (reading this discussion i heard that there was few bugs before)?
-What is the input of the EWFO? I mean do we need to first make a WF Optimization with MC or can we also use the EWFO with a regular optimization file from MC?
-Can we run our WF or regular optimization with the Standard Criteria of "Net Profit" or is it needed to use a Custom criteria to run the optimization?
-Can you provide the piece of code we need to add to our MC strategy before running optimization (It is hard to read the piece of code on the picture in the documentation)?

Many thanks in advance for your precisions.

admin - 2-4-2023 at 05:21 PM

@Tibouss, EWFO works with MC, and im not aware of any unique to mc bugs. However its less user friendly as you have to put the ewfo function in your easylanguage code, while as EWFO can read the binary files that ts outputs. So we are not using the bin files from mc.
I could see if the bin files are readable by ewfo, as I dont think they existed when in MC when ewfo was first made.
can you upload some to here?
https://u.pcloud.link/publink/show?code=kZ5WiSVZjXn3WrJyaqLz...

the fitness is not critical, and not related to what mc uses, but its best to use typical slippage and commission figures in the mc optimization.
You normally would run a genetic wf in mc
the ewfo function is supplied with ewfo in iwm.pla

Tibouss - 3-4-2023 at 12:44 PM

Thank you for the informations.
Actually i haven't tested yet the EWFO, i will try it soon and see if it suits my needs.

Native WF analysis in MC is pretty useless. Thus i don't use it very often because it takes way more longer to run than a regular optimization.

Do you think it is better to run an anchored or not anchored WF in MC to get more robust results using the EWFO?
What length of Out of Sample data do you usually use as a percentage of the whole datas used for analysis?

Many thanks, you are very helpfull!

admin - 3-4-2023 at 10:07 PM

@Tibouss. thats an excellent question what people have strong views on both sides
GSB systems fairly consistently work better on anchored wf.
Its also much less work as you dont need re-optimization all the time.
I normally do the entire data set. There are rare exceptions like when the last run has extreme volatility and profitability.
In gsb however I normally leave 2 years or so totally unseen as an extra OOS check.

Tibouss - 4-4-2023 at 02:25 PM

Thank you that's always very interesting.

Can i ask you how many runs do you recommend?

Actually by default MC always makes a lot of runs and it can take a huge amount of time to complete the whole WF.

admin - 4-4-2023 at 06:59 PM

I do 10 runs with 20% oos. Thats the default in EWFO

admin - 6-7-2023 at 12:52 AM

EWFO is about 7 years old now, and there have been no prices increases at all and no maintenance fees.
Hence im going to increase the prices 25% by the end of the month.
Change log is here on new updates.
https://trademaid.info/gsbhelp/ChangeLog.html
Peter

BlackBox - 6-7-2023 at 04:39 PM

Quote: Originally posted by admin

EWFO is about 7 years old now, and there have been no prices increases at all and no maintenance fees.
Hence im going to increase the prices 25% by the end of the month.
Change log is here on new updates.
https://trademaid.info/gsbhelp/ChangeLog.html
Peter

Hi Peter, the latest update I received was 20221201.1 , where can we find / receive this year updates as shown in the change log.

Pages: 1 2 3