GSB Forums

GSB AUTOMATION

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admin - 4-9-2020 at 04:16 PM

under testing, AU with entry types.
Whats not done is tweaks to GSB to report the entry type in exports.
Will be released next week if it goes ok


au-sf.png - 163kB

BlackBox - 6-9-2020 at 05:33 AM

Quote: Originally posted by admin  
there is a new build of AU via auto update.
It will only update if all au are closed on the machine.
It also requires 58.62 manager or later.
Hope to release that soon.


Hi Peter,

Just started to check the AU application.
I still have the 20200729.1 version running, how can I auto-update to the latest 20200729.3 version, I'm confused.
All AU are closed and my manager is 58.74

admin - 6-9-2020 at 05:03 PM

Quote: Originally posted by BlackBox  
Quote: Originally posted by admin  
there is a new build of AU via auto update.
It will only update if all au are closed on the machine.
It also requires 58.62 manager or later.
Hope to release that soon.


Hi Peter,

Just started to check the AU application.
I still have the 20200729.1 version running, how can I auto-update to the latest 20200729.3 version, I'm confused.
All AU are closed and my manager is 58.74


Thats the latest build I released.
Have given 20200904.1 build to a user for testing today.
It has entry types added, + bug fixes.
Turns out the bug where GSB opens the most recent saved optseting, instead of one in au- is still present


au-sf.png - 163kB

admin - 11-9-2020 at 10:40 PM

20200908.1 released via auto update
Had entry types and Tertiary filters

Here are the move commands.


move-auto.png - 44kB

admin - 24-9-2020 at 03:47 AM

New automation tomorrow via auto update. Mainly bug fixes.

admin - 29-9-2020 at 05:01 PM

Today I have planned a new feature for AU. Its not definite, but likely to occur.
Just as we can now move through secondary filters, entry types, tertiary filters, I want to move through session times.
This is useful for some markets that have several possible valid session times. Gold and Dax are examples.

admin - 16-10-2020 at 05:15 AM

AU now has session time moves. There are still lots of refinements we are working on & the session move took much longer to build than expected.
Still some bugs to remove before release.
I wanted a time filter move to (this enables when we can enter, not the session time)
Time filter will be done as a tertiary filter.

admin - 21-10-2020 at 11:09 PM

20201020.1 build out. Has session move.


session-move-au.png - 428kBexport-fav.png - 49kBsessions-export.png - 43kBmove-session.png - 289kB

meldinman - 22-10-2020 at 06:48 AM

Can someone post a new link to the automation video, It seems to be removed

admin - 22-10-2020 at 03:57 PM

Quote: Originally posted by meldinman  
Can someone post a new link to the automation video, It seems to be removed

THere is no automation video yet.
AU is now ready for release, but will still get a lot of work in the short and long term future.
I have started on the docs. There will be an update to them in <24 hours
but likely next week sometime before the docs are finished.

I can say Im getting useful results on gold. By useful I mean I am seeing what works best, but its is still lots of work to find the niche in gold. I dont mean im looking for a system to build yet.

admin - 22-10-2020 at 11:36 PM

The current docs for the release build of automation are here.
https://trademaid.info/gsbhelp/GSBAutomation.html
I'm aware details are light, and the macros used for gold have not yet been provided.
As you likely appreciate, its a very big task to do all of this.
Automation however is working brilliantly.
Thanks for all those uses who donated workers to the project.
If you did this, and are in a hurry for the results, just email me.
Peter

zordan - 22-10-2020 at 11:38 PM

Thanks Peter. Yes, I donated several machines.

admin - 28-10-2020 at 01:28 AM

Automation installer file is above at top of thread
Once installed run C:\GSB\GSB_AUTOMATION\install-into-GSB.bat will install all files, inc data files for GC into GSB.
This will overwrite all your data in sessions.txt. Don not run the last part of the batch file if this is an issue.
It will not be a issue for anyone who has made no changes to GSB SESSIONS.

the gold data file is from a computer on local time = central usa time.

admin - 30-10-2020 at 01:33 AM

Feedback is AU is working well, but lots more work to be done.
Tommrow I will publish the results of the visual basic spread sheet that comes when you purchase GSB_AUTOMATION.
I am very close to having the setup for Gold figured out, but I have spent almost no time trying to build systems yet.
For purchasers of Automation, v7 of the spreadsheet is out. Tiny bug fix that averages favourtiesB, the v6 added them by mistake.
Not also the macro for building in gold has a bug. should be 999 systems into fav B, not 100.
I will publish later the updated macro.

admin - 30-10-2020 at 06:44 PM

here is the output of my default gold settings. I think thats whats in the automation default install
This is the output of the excel visual basic sheet you get this when you purchase GSB automation




gold-bm2.png - 57kB

Attachment: Login to view the details


admin - 1-11-2020 at 10:13 PM

Next build of automation can run x managers, with a delay before each is started.
This is needed for the few users who have lots if cloud power.
if it takes 10min to build 50k systems, and 3 minutes to do the stats, and launch another manager, cpu is idle 30% of the time.
WIth this mode the cpu can be kept busy near 100% all the time.
Also email options are now in AU, rather than use gmail.exe program


new-au.png - 350kB

admin - 2-11-2020 at 03:52 AM

Here is my first gold system
more details tommrow

gsbGC-gold1.png - 223kB

corelation.png - 35kB

admin - 3-11-2020 at 03:55 AM

Here are reports. Same system, one optimized in ewfo and one in gsb,
ewfo version has tiny code changes to avoid trading in a small window in the day
Results included $4.80 brokerage and $20 round turn slippage.

Above is correlation report with GSBsys1ES, Zone Trader2 and Gold.
all systems have zero negative correlation.


Attachment: Login to view the details

Attachment: Login to view the details


cico - 3-11-2020 at 02:30 PM

Quote: Originally posted by admin  
The exe file for release build GSB automation is now here. Oct 28 2020
https://trademaid.info/forum/viewthread.php?tid=267#pid5542
once installed run C:\GSB\GSB_AUTOMATION\install-into-GSB.bat will install all files, inc data files for GC into GSB.
This will overwrite all your data in sessions.txt. Dont run the last part of the batch file if this is an issue.
It will not be a issue for anyone who has made no changes to GSB SESSIONS.

the gold data file is from a computer on local time = central usa time.


This thread shows how we went from the idea of automation using 3rd party tools, to making GSB automation.


Most of the GSB workflow can be automated.
The entire 2 pass + build is now automated.
Please see this rough video kindly done by a GSB user.
https://drive.google.com/file/d/1hNVwUD43DVnxJPPeYgsVi3SLWOX...
I thought wow, this is going to save a lot of human time and human error.

Basically the 2 pass and build should be able to be done entirely by command line all going well.








Peter, is it possible, please, to paste here any other possibility how to watch the video? I'm not able to reach Google drive - it is showing me it is in somebody else's basket.. Many thanks.

admin - 3-11-2020 at 06:03 PM

Quote: Originally posted by cico  
Quote: Originally posted by admin  
The exe file for release build GSB automation is now here. Oct 28 2020
https://trademaid.info/forum/viewthread.php?tid=267#pid5542
once installed run C:\GSB\GSB_AUTOMATION\install-into-GSB.bat will install all files, inc data files for GC into GSB.
This will overwrite all your data in sessions.txt. Dont run the last part of the batch file if this is an issue.
It will not be a issue for anyone who has made no changes to GSB SESSIONS.

the gold data file is from a computer on local time = central usa time.


This thread shows how we went from the idea of automation using 3rd party tools, to making GSB automation.


Most of the GSB workflow can be automated.
The entire 2 pass + build is now automated.
Please see this rough video kindly done by a GSB user.
https://drive.google.com/file/d/1hNVwUD43DVnxJPPeYgsVi3SLWOX...
I thought wow, this is going to save a lot of human time and human error.

Basically the 2 pass and build should be able to be done entirely by command line all going well.








Peter, is it possible, please, to paste here any other possibility how to watch the video? I'm not able to reach Google drive - it is showing me it is in somebody else's basket.. Many thanks.


The video was using a 3rd party app, and its now redundant as we built automation to not need 3rd part app. 3rd party app is complex, and not suited to a product that keeps changing. I think the google drive is not my google drive.
There is no video yet on automation, but its documented. Documentation will improve over time. Im working on the first video of automation and Gold. Its a high level video. Video 2 will be low level on automation.
Ive done 40% of of the information needed for me to record the first video.
docs are here
https://trademaid.info/gsbhelp/GSBAutomation.html
The installer file for automation has by default gold settings, but i have found improvements since

admin - 11-11-2020 at 01:01 AM

next video on GSB automation and gold is out. Please like the video, and comment on youtube also would be good.
https://youtu.be/VtxKY5saIR8
31 min long

admin - 15-11-2020 at 10:14 PM

more updates to automation under testing.
we can all all secondary filters in one go, or numerous but not all in one go.
can sort alphabetically or by index number
There are new secondary filters in next build of GSB, and quite a number in the pipeline, + fixes for some beta secondary filters that didnt match


au-sort.png - 292kB

admin - 17-11-2020 at 04:37 AM

new build of automation under testing
you can also set the amount of systems (ie 50k) in each command line of au.
it means you could do indicator testing of 10k, and 50 on system build for example.
I know 10k indicator build and system build works ok for fast test - with somewhat degraded results
but this lets me see if the degradation is linked more to indicator test or system building

admin - 18-11-2020 at 11:23 PM

new build of automation released. 20201118.4 build
It has support for about 107 secondary filters.
New ones added, some faulty ones removed.
Fisher and FisherInv have never worked and removed for now, as well as parabolic.
others added and more to come
This also has option to pass amount of iterations from AU onto the manager.

REMINDER, Earlybird discount expires midnight Nov 20 2020 of $600
Then $700


new-au-iternations.png - 478kB

download from private forum here.
https://trademaid.info/forum/viewthread.php?tid=267#pid5542
Close to starting on part2 of the video on the finer details.
The current docs and part1 video should be enough to get people going, though more detail would be better for all

admin - 19-11-2020 at 04:01 PM

all purchased users of automation should have a Visual basic spread sheet.
Not all of you have the pcloud link to its updates. Contact me if you dont.
We now have list of all the indicators used sorted alphabetically and in how often they are used


spreadsheet.png - 109kB

admin - 20-11-2020 at 07:45 PM

there is a bug in the orginal macro file thats fixed in the 20201118.4 release but not all user have the new macro
this should be 999 not 100


999.png - 177kB

bizgozcd - 24-11-2020 at 01:19 PM

Hi Peter. I have a feature request for AU. Please add a few more Custom Macro lines (ie Custom 3,4,5). This enables testing variables that are not built in as Move functions by using macros instead (ie # of Indicators to use in build--did some testing on 2,3,4,5 already...worth testing for imho.)

admin - 24-11-2020 at 03:47 PM

Quote: Originally posted by bizgozcd  
Hi Peter. I have a feature request for AU. Please add a few more Custom Macro lines (ie Custom 3,4,5). This enables testing variables that are not built in as Move functions by using macros instead (ie # of Indicators to use in build--did some testing on 2,3,4,5 already...worth testing for imho.)

Im open to idea on the need for more, but you can program the existing 5 differently for each setup, so dont see the need to make more of them. If you disagree please make more of a case. If you use build and green, then 3 are spare.

bizgozcd - 24-11-2020 at 04:38 PM

Quote: Originally posted by admin  
Quote: Originally posted by bizgozcd  
Hi Peter. I have a feature request for AU. Please add a few more Custom Macro lines (ie Custom 3,4,5). This enables testing variables that are not built in as Move functions by using macros instead (ie # of Indicators to use in build--did some testing on 2,3,4,5 already...worth testing for imho.)

Im open to idea on the need for more, but you can program the existing 5 differently for each setup, so dont see the need to make more of them. If you disagree please make more of a case. If you use build and green, then 3 are spare.


In retrospect, I suppose I can 'stack' individual runs in AU and accomplish the same thing if I change the build macro to not set #indicators? I didn't appreciate the power of the custom macros until I customized them today. They are a great feature.

admin - 26-11-2020 at 01:20 AM

the next video part2 of 3 is sort of finished, but not edited.
However there is a very significant update to automation close to being finished, and its worth delaying the video for this reason alone.
I also may not release the next GSB for a few days as focusing on the video.
There are new features in GSB for automation is the short story

meldinman - 26-11-2020 at 12:46 PM

Automation is going with some very promising results in GC. Massive thanks to you for the macro work. Good time to be trading gold too, first day live both systems got a sweet short trade :)
If I may make a suggestion for the gsb default code format, right now code is if x then enter 1 contract long. can we change the default to then enter tnum contracts long with tnum in the variable section. easier to change position size from the strategy tab. just a little tweak that would probably save a little time and keep people from messing with code.

admin - 27-11-2020 at 12:11 AM

Thanks for your commend meldinman.
The next video is close to release, but I want to get the next significant upgrade to automation in it.
This is what next build of AU looks like.
You build 50k systems, see what indicators used in the top 300, then build using that reduced and improved indicator set.

There is an issue that we should be doing 4 copies of the identical test, adding all the indicators, apply to opsettings,
the doing 4 more tests. The enclosed picture does loop that way, but we are working on that.

au-screenshot.png - 17kB

admin - 28-11-2020 at 01:29 AM

here is whats coming in AU
I started with 117 indicators, and for the next build used only the indicators in FavA top 300 for the next test.
so each time indicator numbers used dropped.
Interesting that favB reduced 3rd time (not what I expected)
Note in this test did not use the green indicator pass at all, and is only two identical copies
I havent checked stats bcd totals


au-build.png - 55kBrsults.png - 114kB

admin - 30-11-2020 at 12:08 AM

there now is an option to turn off auto exit if automation has this on.
IM not sure if you need the latest build of automation for this to work.
AU beta build works perfectly, but I have to compile all the new macros etc
There was a 60 seconds wait in stats, so over come a bug. This is now not needed too.


autoexit.png - 263kB

admin - 2-12-2020 at 10:59 PM

spread sheet version 17 is out in pcloud url. Only for AU purchasers
has max & total amount of indicators. xls now saves in the same folder as the csv



Gold video part2 will be released 4pm Friday central USA time.
url to be advised


max-total.png - 28kB

asobi - 16-12-2020 at 10:30 AM

I would like to share an operational info with others in need.

For people likes to add custom sessions in AU, it's advised to firstly add in GSB and then can find the candidate ones under #MOVE session list. (see attached pic)

Many thanks to Peter for the help!


image.png - 190kB

asobi - 18-12-2020 at 06:04 AM

Hello Peter,

here I have one more question. My AU showed a warning message as below and then aborted the rest of process. Can you please help?

"WARN: [Opt. Settings Name].indicators*.csv is missing."

thanks!

admin - 18-12-2020 at 06:28 PM

Quote: Originally posted by asobi  
Hello Peter,

here I have one more question. My AU showed a warning message as below and then aborted the rest of process. Can you please help?

"WARN: [Opt. Settings Name].indicators*.csv is missing."

thanks!

My guess is you have import loops >0 with no indicator exports from previous runs
import loops is highly advanced and experimental, and I would not use it for now.
I havnt done much work on it yet, and there are more important areas for me to explore still.
use importloops=0. If im wrong, then we can do remote support.

Bfan - 1-1-2021 at 11:19 PM

Hello Peter,
Is GSB Automation something only available to GSB buyers? I couldn't find its manual in the manager.
Thanks

admin - 1-1-2021 at 11:39 PM

Quote: Originally posted by Bfan  
Hello Peter,
Is GSB Automation something only available to GSB buyers? I couldn't find its manual in the manager.
Thanks

the docs are here
https://trademaid.info/gsbhelp/GSBAutomation.html
My logic on why trial users cant get it is
1) There is enough to learn in GSB without it, (Though it greatly simplifies things, esp when you have macros setup
2) Trial Managers cant open without the prompt saying x amount of days in trial.
This would make AU not usable.
3) Its also more support for me when Im not even sure if a use will purchase.
However there is a 14 day trial of AU after you buy GSB

Bfan - 2-1-2021 at 12:02 AM

So there is an additional cost for AU after buying GSB? I did not see it on the purchase page.
Thanks

admin - 2-1-2021 at 12:06 AM

Quote: Originally posted by Bfan  
So there is an additional cost for AU after buying GSB? I did not see it on the purchase page.
Thanks

Its an optional product, but saves massive amount of time and human error.
Its purchase link is here
https://trademaid.info/gsbhelp/Purchase1.html

I hadnt got around to adding on the main purchase page, and didnt see so much need for it as there is a trial anyway.
The amount of users who bought it has been very encouraging. User Bruce described it as a game changer.

Bruce - 2-1-2021 at 02:02 AM

Quote: Originally posted by admin  
Quote: Originally posted by Bfan  
So there is an additional cost for AU after buying GSB? I did not see it on the purchase page.
Thanks

Its an optional product, but saves massive amount of time and human error.
Its purchase link is here
https://trademaid.info/gsbhelp/Purchase1.html

I hadnt got around to adding on the main purchase page, and didnt see so much need for it as there is a trial anyway.
The amount of users who bought it has been very encouraging. User Bruce described it as a game changer.


It certainly has been for me, there's simply no way I would've been able to cut through so many builds methodically changing one variable at a time honing in on what works and what doesn't. AU would be saving 100s of hours of dev time, oh and not forgetting the analytics you get with the excel VB tool! :)

admin - 14-1-2021 at 12:03 AM

next build of gsb has new macros in it under macros\gold sub folder
greenMax6 and Greenmax10
My default for gold in 1 pass green with greenMax6 or Greenmax10
6 tends to give fewer systems that are a little better than Greenmax10

In a number of weeks, all the new indicators will be added into automation. Its not being done until all the future indicators are done.
There still is a number being worked on.

max10-macro.png - 77kB

bizgozcd - 19-1-2021 at 05:11 PM

Hi Peter. Another feature request for AU would be to add a Clone button in the Collection Editor.

Thanks again.

admin - 19-1-2021 at 05:14 PM

Quote: Originally posted by bizgozcd  
Hi Peter. Another feature request for AU would be to add a Clone button in the Collection Editor.

Thanks again.

I'm not clear on why you want this, or how it works.
can you make a mock screen shot etc

New build of au out in the next week.
Has the new inidcators that can be used as secondary filter, and number of workers optionally can be set in AU

bizgozcd - 19-1-2021 at 05:27 PM

Quote: Originally posted by admin  
Quote: Originally posted by bizgozcd  
Hi Peter. Another feature request for AU would be to add a Clone button in the Collection Editor.

Thanks again.

I'm not clear on why you want this, or how it works.
can you make a mock screen shot etc

New build of au out in the next week.
Has the new inidcators that can be used as secondary filter, and number of workers optionally can be set in AU


Screenshot attached. A clone button here would be great. I do alot of runs by setting up tests on variables without #MOVE functions. Looking forward to the new build.

Screenshot 2021-01-19 182424.png - 26kB

admin - 19-1-2021 at 05:32 PM

Hi Bizgozcd
I think this can be done but I don't understand the point of it.
You could be using say 15 min data in the first, then 30 minute in the second and 60 in the third
however the output csv in excel is going to mix the results.
I clone is also going to make identical settings, and you need to change the opt settings for each anyway.
You are doing something different to me and it would help me to know why

admin - 27-1-2021 at 07:20 PM

new version of excel spread sheet in cloud folder
Project3 v19
has NA for stdev were there is only one entry. (STDev needs >1 entry to work)
upper lower level of favB shown

file name of csv file is now in cell a1
message box saying task is finished is removed. I couldn't see it at times

v20 out soon. Tiny bug in v19 with stdev of favB being wrong

admin - 27-1-2021 at 07:41 PM

AU 20200121.1 released by auto update
has new Secondary filters added (total of 134 now)

can limit the amount of workers set in au that over rides GSB
my logic for this is finding indicators is much slower then building systems.
Do not use this feature till GSB 60.96 or later is released

I think closelessopend will not work till your on 60.96 GSB



60.96-featurs.png - 329kB

admin - 26-2-2021 at 06:36 PM

next release of au, has option in AU to not exit the manager if fav B members >x
requires gsb 61.26 (not even tested yet)

au-bee.png - 42kB

admin - 10-3-2021 at 04:15 PM

The latest automation inidcator file is in cloud URL you should all have when you purchase automation.
There are some in the json file that are not yet allowed even for beta testers. (yet)
Their release depends if they seem to work ok in testing
replace the C:\gsb\GSB_Automation\.config\sf-tf-list\indicators.json with the file in cloud

This json file should have date 11 of march

Systemholic - 11-3-2021 at 04:03 AM


Replace the indicators.json as instructed but the much discussed CloselesshighlowV3 & Closetohighlow3V3 indicators are still not visible in AU for selection as SF. If anyone can advise how to fix this issue, it would be much appreciated. Many thanks

RandyT - 11-3-2021 at 08:35 AM

Quote: Originally posted by Systemholic  

Replace the indicators.json as instructed but the much discussed CloselesshighlowV3 & Closetohighlow3V3 indicators are still not visible in AU for selection as SF. If anyone can advise how to fix this issue, it would be much appreciated. Many thanks


@Systemholic, you will not see the indicators listed with the V3 or other version numbers. If you select CloseToHighLow3, you will get the latest underlying version of the indicator that GSB supports.

I am not familiar with the CloseLessHighLow. Perhaps that is typo.

Systemholic - 11-3-2021 at 06:54 PM

Hi Randy , many thanks for the insights. I actually did some test by selecting ClosetoHighLow3 as SF but post build system only show ClosetoHighLow3 v2 as the underlying but not the V3 which Peter & Bruce talk so highly about. I look into the indicators.json file and found that there seems to be a "ID" tag to the name of each ndicators. If only we know what the v3 tag ID is , then maybe we can get a quick turnaround this issue by overwriting it . In my Multicharts functions directory, i can see the two V3 indicators meaning GSB is V3 ready . Suspect we need some tweaks in AU to point to the correct v3.
Peter any insights?

admin - 11-3-2021 at 07:00 PM

Quote: Originally posted by Systemholic  
Hi Randy , many thanks for the insights. I actually did some test by selecting ClosetoHighLow3 as SF but post build system only show ClosetoHighLow3 v2 as the underlying but not the V3 which Peter & Bruce talk so highly about. I look into the indicators.json file and found that there seems to be a "ID" tag to the name of each ndicators. If only we know what the v3 tag ID is , then maybe we can get a quick turnaround this issue by overwriting it . In my Multicharts functions directory, i can see the two V3 indicators meaning GSB is V3 ready . Suspect we need some tweaks in AU to point to the correct v3.
Peter any insights?

I will do anydesk / teamviewer to sort this out when your free

admin - 16-3-2021 at 07:12 PM

new VB spread sheet for automation purchasers only. Version 26
In your cloud link. If you don't have that anymore then email me.
New features in red. Stats F now supported
+ progress bar
Note the new CloseTohighlow9v3.neg is superior to the old highlow9v3.

newxls.png - 81kB

BlackBox - 24-3-2021 at 01:36 PM

Hi Peter,
When running AU on GC, I have a issue it can't find 2 ImportIndicators gsboptset files. They aren't in C:\GSB\DATA\Settings\Optimization\Manager
Don't know where I can find them.

ImportIndicators.jpg - 48kB

admin - 24-3-2021 at 03:34 PM

Quote: Originally posted by BlackBox  
Hi Peter,
When running AU on GC, I have a issue it can't find 2 ImportIndicators gsboptset files. They aren't in C:\GSB\DATA\Settings\Optimization\Manager
Don't know where I can find them.


Im not certain what you mean, as GSB has a import indicator function that imports indicators.
However the inidcators are set by macros.
they are macros, do gsboptset files

this file in automation will copy the macos into gsb macro folder
install-into-GSB.bat

Snap156.png - 96kB

admin - 6-5-2021 at 01:34 AM

New in automation.
you can change the fitness type

This will be in the cloud folder for those who want it.
I will release via auto update after more testing



au.move.png - 333kBmove.fitness.png - 161kB

admin - 6-5-2021 at 07:58 PM

In your pdrive folder that has AU updates, there is new xls called Project3 v29.xlsm
The update is to sort on fitness (optionally)


Big surprise on what fitness is best on nq.
Im trying more combinations now

fintess.png - 69kB

Siem - 8-5-2021 at 12:41 AM

Quote: Originally posted by admin  

Big surprise on what fitness is best on nq.
Im trying more combinations now


Hi Peter,

Great to see huge improvements due testing with the different Fitness criterea.
Would you consider adding / testing another Fitness criterion?

(2 * percent_profitable - 100) * profit_factor * trades_count


It's based on "Ehlers Figure of Merit". John Ehlers recently introduced it in this video: https://youtu.be/zkKgyad9RFA?t=2227

According to him there are only two parameters that count when you're comparing tradingsystems: profitfactor and percent-wins (= percent profitable in GSB). There are several figures of merit (fitness criteria) that involve the profitfactor, almost every figure of merit emphasizes profitfactor as the dominant criterion. Ehlers prefers to emphasize percent-wins when he compares strategies. A higher percentage winners also works better psychologically: nobody likes 5 losers in a row.

In GSB-terms the "Ehlers Figure of Merit" Fitness formula would be: (2 * percent_profitable - 100) * profit_factor

The beauty of it is that it emphasises percent-wins by heavily penalising anything below 50% percent_wins, while also taking into account the profit factor.

I asked him why he did not take into account the number of trades, assuming at first he meant something like that by "quantity" / "close quantity". He replied his tacit assumption is that the number of trades will not be radically different when comparing two or more strategies on the same data over the same length of time and therefore it is ignored. It could be the case in his approach, which differs from ours.

But since we see in GSB there can be significant difference in the number of trades, I tweaked his formula slightly.
The variation now includes the total number of trades: (2 * percent_profitable - 100) * profit_factor * trades_count

I found the rest of the video worth watching too, it's specifically about optimising strategies.

admin - 8-5-2021 at 12:47 AM

@siem.
I think that can be almost done in 62.34
%profitable*pf*tradecount


I agree its not the same thing, and what you wrote is going to have strong bias to be > 50 % profitability.
So I will get it added regardless

just PF and Tradecount would be interesting too

admin - 8-5-2021 at 01:24 AM

@siem. Its done. Out in next build

admin - 10-5-2021 at 04:38 AM

GSBAutomation_20210510.2.exe in your pcloud folder. Has supports for new fitness functions added in gsb 62.38

admin - 13-5-2021 at 02:02 AM

GSBAutomation_20210513.1.exe in your pcloud folder. Has supports for new fitness functions added in gsb 62.39

sb2020 - 3-6-2021 at 08:51 AM

Can I use GSB AU on ES or other markets? It seems like AU is meant for gold only. Are there macros for ES, or do I edit the macros that are installed?

admin - 3-6-2021 at 05:44 PM

Quote: Originally posted by sb2020  
Can I use GSB AU on ES or other markets? It seems like AU is meant for gold only. Are there macros for ES, or do I edit the macros that are installed?

you can use on many markets

I will publish the settings used for ym/es/nq in about 24 hours in the file repository

sb2020 - 4-6-2021 at 04:14 AM

Ok thanks how do I get to the repository?

admin - 4-6-2021 at 04:17 AM

@sb200
here are the esymnq files

I have not tested these, but tried to make them so they all install in the correct folders in gsb
NQ data file included, opt settings and the macros attached to m1 &m2 m3 buttons
m1 loads the correct settings.
m2 does the indicator build
m3 the stats



Attachment: Login to view the details

admin - 4-6-2021 at 04:22 AM

Quote: Originally posted by sb2020  
Ok thanks how do I get to the repository?

just posted below.
you can test it before I add to the repository

avatartrader - 4-6-2021 at 11:43 PM

Hello,

I am using Automation to perform the steps to create NQ systems as outlined in the documentation, and although I indicate to repeat 4 times in the settings, it appears that it is repeating the process 8 times instead. Under the MoveSession and MoveEntryMode, I only have 1 option selected.

Should I not have those in the command sequence at all, or could it be something else?

2021-06-04_22-39-36.png - 831kB

admin - 4-6-2021 at 11:47 PM

Quote: Originally posted by avatartrader  
Hello,

I am using Automation to perform the steps to create NQ systems as outlined in the documentation, and although I indicate to repeat 4 times in the settings, it appears that it is repeating the process 8 times instead. Under the MoveSession and MoveEntryMode, I only have 1 option selected.

Should I not have those in the command sequence at all, or could it be something else?


I suspect its all ok
remember it does indicator testing, then build
so that's 2 runs * 4 = 8

avatartrader - 4-6-2021 at 11:59 PM

Quote: Originally posted by admin  
Quote: Originally posted by avatartrader  
Hello,

I am using Automation to perform the steps to create NQ systems as outlined in the documentation, and although I indicate to repeat 4 times in the settings, it appears that it is repeating the process 8 times instead. Under the MoveSession and MoveEntryMode, I only have 1 option selected.

Should I not have those in the command sequence at all, or could it be something else?


I suspect its all ok
remember it does indicator testing, then build
so that's 2 runs * 4 = 8


I thought the indicator testing is performed by the "Green" command (using the greenMax10 macro). What I am seeing in the list is that the entire sequence is 4 commands - MoveSession, MoveEntryMode, Green, Build - which I would think should constitute an entire run since the build would then use the best indicators from "Green".

But then, this entire 4 step sequence is duplicated 8 times. However, at position 17, there is a command "ImportIndicators" in between the first set of 4 runs and the second, so I have a total of 33 commands for 4 runs of a 4 command sequence.

Am I missing something?

avatartrader - 5-6-2021 at 12:05 AM

Quote: Originally posted by admin  
Quote: Originally posted by avatartrader  
Hello,

I am using Automation to perform the steps to create NQ systems as outlined in the documentation, and although I indicate to repeat 4 times in the settings, it appears that it is repeating the process 8 times instead. Under the MoveSession and MoveEntryMode, I only have 1 option selected.

Should I not have those in the command sequence at all, or could it be something else?


I suspect its all ok
remember it does indicator testing, then build
so that's 2 runs * 4 = 8


Actually, I think I understand now - the first 4 runs, including the Build are just to repeat the indicator testing to find the best indicators out of all 4, and then the second are for the system building. Is that right?

admin - 5-6-2021 at 04:58 AM

@avatartrader yes, but you do indicator testing, then build. repeated 4 times

avatartrader - 5-6-2021 at 09:24 AM

Quote: Originally posted by admin  
@avatartrader yes, but you do indicator testing, then build. repeated 4 times


One of the final steps in the build process macro is to create the family and add to Fav C - however, in Fav C, I have the systems output (e.g. 19), but not the family columns. When I do it manually on those systems, I get a new family for each system with 1 member each.

So far, this seems to be the case on all of the build processes that have run so far.

Daniel UK1 - 5-6-2021 at 01:37 PM

avartrader, i believe you will find the missing family members in B, so B contains what you see in C, but C contains only the top family head so to say :)




avatartrader - 5-6-2021 at 08:28 PM

Quote: Originally posted by Daniel UK1  
avartrader, i believe you will find the missing family members in B, so B contains what you see in C, but C contains only the top family head so to say :)





Yes, that was it. Thanks!

admin - 22-6-2021 at 04:53 PM

gsb automation 20210622.3 is on your pcloud folder. This is not tested by me yet.
Anyone who is competent and wants to test....

execl excel Project3 v31.xlsm
You need to update
GSBAutomation.20210622.3.exe
GSBAutomation.pdb
version.txt


It has new compared entry type (works)
time mask (not tested)
exit mode (not tested)
I will push to all users once I've tested it.

REMO755 - 7-7-2021 at 02:33 PM

Hello,

I can't get AU to boot me, what am I doing wrong?

errorAu.JPG - 402kB

admin - 7-7-2021 at 05:41 PM

Quote: Originally posted by REMO755  
Hello,

I can't get AU to boot me, what am I doing wrong?


Make sure imports loops is 0. I cant see the end of the result message.
If you have bought au, get the newest version from the cloud link.
your version is very old.
Please confirm this fixes it


au-ok.png - 329kB

REMO755 - 17-7-2021 at 01:03 PM

Hello Pedro

I am analyzing the purchase of AU

What can be done in AU that cannot be done in GSB?


Daniel UK1 - 17-7-2021 at 02:43 PM

Quote: Originally posted by REMO755  
Hello Pedro

I am analyzing the purchase of AU

What can be done in AU that cannot be done in GSB?



Hi, AU is just a "controller" of GSB, everything "as far as i know" can be down without AU, its just that some things is quicker to test trough by using AU, specially if you have access to a large set of workers. Its just automation of tasks.

I am for example not using AU for the moment and it all is working great things just take a bit longer.
AU takes you from point A - Z testing quickly , but i feet that its easy to miss whats happening in between A and Z, specially if you strictly make your decisions along the way by looking at a singel average fitness number per test.

If you do things manually, you might pick up the finer details along the way since you evaluate every change in the managers and looking at the curves etc... while still getting the stats export to excel from per manager.


admin - 20-7-2021 at 07:56 PM

released 20210720.1
It was supposed to be released on startup of the app, but I think thats not working right now.
Its on your pcloud folder
new xls that has exit modes
support for time masks on entry
ie 830 to 1500
930 to 1500
or current start time in gsb + x minutes

has new exit modes

REMO755 - 21-7-2021 at 03:49 PM

HELLO,
Is it possible to estimate the approximate time using AU to do the complete methodology in AU or to do it manually GSB?

Is it possible to list the differences? Is it possible to do all the methodology with a single macro?
Are macros configurable?

Some advantages? I want to be sure. The time is gold.

Daniel UK1 - 21-7-2021 at 04:16 PM

Remo, i think it would be very hard to estimate such thing, however i can say that doing it manually in GSB without AU, takes much Muuuch longer time.
I think CL last year took 6 month, .. using both au and manual.

I dont think its possible to do full methodology with one macro, what it can do, is to automate your tasks.

You somehow needs to take decisions along the way, decisions that a macro cant do for you in your place.

Its the decision making along the way, done by you, that will decide your level of output from GSB in the end.

And yes all GSB macros can be done from scratch and configured as you please.


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

@rem0755
Its good to break down what you mean by the full methodology.
for example nq es ym {rty??} most of the work is done
do a 1 pass to get indicators (already done with one of the settings in gsb- aprox 22 indicators from memory, so this can be skipped)
then you would close gsb and do a build macro. From that you choose your systems to trade after walk forward etc

If its a new market, then its lots of work. Session time(s), entry type etc all needs to be tested.
Constant task of changing one thing, testing (4 indentical tests) and seeing if your last test improved things.

admin - 7-8-2021 at 12:44 AM

New excel-v34 has time of day, and secondary filter entry types in it
Secondary Entry types in automation.
In your pcloud now.
sf mode now has compare1, compare2, and both. In the past gsb only had both for sf entry type.


au-new.png - 320kB

sb2020 - 16-8-2021 at 04:59 AM

I have a very loud server so I can not run it all day so can I run GSB AUTOMATION one day stop it and pick up the next day?

admin - 16-8-2021 at 05:11 PM

Quote: Originally posted by sb2020  
I have a very loud server so I can not run it all day so can I run GSB AUTOMATION one day stop it and pick up the next day?


Im not sure if this feature is released.
If its not, it doesnt matter. GSB under app settings has similar settings


scheulare.png - 88kB

admin - 18-8-2021 at 01:28 AM

build 20210811.1 is out in pcloud and via auto update. You can now do mutiple times of day. This is the period you are allowed to trade, NOT the session time
ie your session time might be 830 to 1500, but you can test entries from 830 to 1500, 830 to 1400 etc
on 30 min bars, a end time of 1500 will allow the last entry as 14:30 as you dont want to enter and exit on the 1500 bar.

excel version is now Project3 v38.xlsm

admin - 7-9-2021 at 07:14 PM

Under testing
new automation
We can set separate stop and pt for build and indicator testing.
Here is why
In GBTC using 50k lots, I think a 4850 profit target works best. However the time to do pass 1 takes forever almost, even with my 300 workers with a PT of 4850.
The reason is pass1 is poor compared to the next pass, and the PT will rarely hit. So I use 3k PT in pass 1. This is nice and fast.

stop-pt.png - 286kB

admin - 15-3-2022 at 03:23 AM

Under testing, new build 20220315
has option to try the filters on GSB
Option to change the amount of workers once AU is paused
Diagnostic option to save all the gsbopsettings that are changed by AU

New spread sheet with options for coulomb E and options so sort on filters

Daniel UK1 - 16-3-2022 at 01:17 AM

Quote: Originally posted by admin  
Under testing, new build 20220315
has option to try the filters on GSB
Option to change the amount of workers once AU is paused
Diagnostic option to save all the gsbopsettings that are changed by AU

New spread sheet with options for coulomb E and options so sort on filters


Hi Peter, would it be possible to include FGH also in the spreadsheet?
I assume many users are using their own macros including myself, and in my case i utilise F, G and H also.

Regards
Daniel

admin - 16-3-2022 at 01:21 AM

@daniel, yes if you get me a sample csv to use

Daniel UK1 - 16-3-2022 at 06:20 AM

Quote: Originally posted by admin  
@daniel, yes if you get me a sample csv to use


@Peter
That was very kind of you, i emailed you this


Daniel UK1 - 17-3-2022 at 01:35 AM

@peter
I think it would make sense, to add as MOVE in AU, training thresholds, such as PF and Pearsson etc.... as we know these values can have great impact if the type and charachter of systems being delivered and the results for OOS periods... so to have the possibility to swiftly move trough these in AU make sense.. Would reduce my need to manually run these tests.

admin - 18-3-2022 at 12:32 AM

@daniel, like in training metrics. I like the idea.
Give me a list of what your thinking

Daniel UK1 - 18-3-2022 at 08:13 AM

@Peter, great.. i think it simply would require than one can specify the same metrics as MOVE in AU, as one can in a manager, .. that would enable the user to test as he wish.. in my case i mostly use PF and Pearsson... and perhaps to make Randy happy, one could also enable user to switch between Pearson by date or trade .. i think also that this could make sense and interesting to test.. What you say ?
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