> thanks for the offer, I don't think the data up down volume goes back far in NT.
Yes. They, NinjaTrader, themselves provide no history. The amount of history depends on the data vendor you choose; that's a separate subscription to
CQG, IQFeed, Rithmic, etc.
> We are working on using historical data for up down, then live data for short term up down. Thats still a pain.
I think I'm so used to this, that I don't understand the alternative. It sounds like TradeStation is a bit unusual in that they provide alot of
historical data along with realtime, if I'm catching your drift. Please confirm, because I'm probably missing something.
At the moment I'm using data from SierraChart which is very high quality data and very inexpensive for tick data that goes back 9+ years, to generate
historical back adjusted bars based on volume-determined rollover. They have a date-rule rollover option too; probably appropriate for some but not
all contracts. I don't see a problem with training a GSB model on that data, and then trading that model in NinjaTrader (albeit with CQG as feed; not
as good as Denali but still respectable). The only mildly pita thing is that I have to reorder the columns, and delete a couple of them. The data
looks like this:
$ head FGBLU22-EUREX.30m.volumebackadj.txt
Date, Time, Open, High, Low, Last, Volume, NumberOfTrades, BidVolume, AskVolume
2022/9/4, 21:00:00, 149.14, 149.19, 149.11, 149.18, 192, 139, 88, 104
2022/9/4, 21:30:00, 149.19, 149.22, 149.17, 149.19, 369, 261, 142, 227
2022/9/4, 22:00:00, 149.20, 149.21, 149.12, 149.12, 331, 235, 188, 143
Is there any easy way to tell GSB the Last == Close, AskVolume == Up, BidVolume == Down, and just to ignore the Volume and NumberOfTrades columns?
Right now I run the data through a little script to fix up each file, but it would be nice to be able to feed it to GSB directly.Quote: Originally posted by Chituan  |
Hi Peter, I am following your video here https://www.youtube.com/watch?v=QYg5eH2Q1_s . After step 1, running 50,000 systems, My statistics table is empty. I attached the screenshot below
of GSB Manager and Worker. Can you please let me know why ?
I am unsure if that specific macro saves any statistics by looking at your screenshot.
If you manually go to systems tab, and right click and chose save to statistics, you will then see the stats.
You need to look in the macro you are showing and see if there is a line where it saves anything to stats, does it do that in the macro you are
showing ?
Imho, get to know and understand Peters methodology in the video if that is what you want, and actually learn and understand what each, each step
want to accomplish and why. After that, understand and learn to do it manually, and when you understand and know how to do that, first then, and not
before, use the macro to automate what YOU want to do.
Thanks
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