GSB Forums

General support questions.

 Pages:  1  ..  20    22    24  25

portfolioquanttrader2020 - 24-3-2023 at 03:13 PM

In crude oil macros favorites are at the beginning of the macro commands and in the nasdaq macro, favorites are at the end.
Is this for some reason?
i need explanation

portfolioquanttrader2020 - 26-3-2023 at 11:02 AM

Hello
I'm building on crude and I get this trading chart.
The start is very strange, a straight line
I would like to know why this straight line comes out.
Is it a bug?
I think that line increases metrics, and that affects strategy performance, falsifying it

imagen_2023-03-26_120315290.png - 37kB

admin - 27-3-2023 at 04:02 AM

@portfolioquanttrader2020
I agree its unusually linear till recent. Its unlikely but there are rare situations where data is looking into the future. (not valid)
this happens on dax with es for 2 weeks each year due to ts bug when german and usa daylight savings are wrong.
I cant see how this could happen on cl, unless you have csv data on different time zones
I would put the system in ts and check results

BlackBox - 27-3-2023 at 03:35 PM

Quote: Originally posted by portfolioquanttrader2020  
Hello
I'm building on crude and I get this trading chart.
The start is very strange, a straight line
I would like to know why this straight line comes out.
Is it a bug?
I think that line increases metrics, and that affects strategy performance, falsifying it


Hello portfolioquanttrader2020,
Your x-axis shows dates, when you change it to trades how does the chart look like. It seems the strategy didn't made a trade over a long period

portfolioquanttrader2020 - 28-3-2023 at 12:08 AM

I think it's a future leak.
I don't know if it's a builder bug or if it's a data problem.
it's quite strange
I put a photo

Crude oil dates.JPG - 110kB

portfolioquanttrader2020 - 28-3-2023 at 12:11 AM

I only have data in central time. I don't have two datas, only one data.

portfolioquanttrader2020 - 28-3-2023 at 12:14 AM

I have seen an error in crude oil macros, and it is that they choose favorites of the period within the sample, this should be warned to users, who read old methodology, because it is not the appropriate way to select, with a high probability of curve adjustment.

admin - 28-3-2023 at 01:02 AM

Thank you for your comment. I agreee. Fav should only be chosen by OOS periods
can you explain exactly why with screen shot? The current nq macros are better than previous macros, and old cl ones should not be used.
I will put a note on the docs. CL methodology is being revisited, but is paused due to missmatch when price was < 0. Most but not allmissmatch issues are fixed

portfolioquanttrader2020 - 28-3-2023 at 07:15 AM

Hola
You can see D favorites, just above out-of-sample periods, after build 50.000 systems. That's why I consider the choice to be after the sample period.

https://trademaid.info/gsbhelp/RunningStatsonBuiltSystems.ht...

In the raw process, macros are only used to set and choose stats and not to build. The construction is done by pressing play, but after building 50,000 systems we must do a rebacktest to place the out-of-sample period and choose the favorites there. That is not well set up in oil and so the experiment is null.


Favorites Crude oil.JPG - 99kB

portfolioquanttrader2020 - 28-3-2023 at 07:54 AM

I am also seeing an error in the nasdaq macro
Favorites A are also chosen within the sample.
I think that is not correct either.

Favorites A.JPG - 84kB

admin - 28-3-2023 at 06:39 PM

@portfolioquanttrader2020
I have reviewed the current nq macro. (not the CL)
fav A are out of sample.
Im not going to look at CL,as these macros should not be used.


fava1.png - 298kBfava2.png - 238kB

portfolioquanttrader2020 - 28-3-2023 at 11:36 PM

I think they are within the display, being placed just below the dates mode setting. However, the rest of the favorites are placed below the rebacktest of period F.
Explain to me why they are out of sample. You can try manually without macro, to do what the macro does and it is within sample by being under the dates mode period (within sample)

portfolioquanttrader2020 - 28-3-2023 at 11:38 PM

If you put favorites A, below period F, just above favorites B, they would be outside the sample or period F. Otherwise they would be inside the sample. Date mode: 2007-2017

admin - 28-3-2023 at 11:45 PM

@portfolioquanttrader2020
I do not understand "If you put favorites A, below period F, just above favorites B, they would be outside the sample or period F. Otherwise they would be inside the sample. Date mode: 2007-2017"
or
"I think they are within the display, being placed just below the dates mode setting. However, the rest of the favorites are placed below the rebacktest of period F.
Explain to me why they are out of sample. You can try manually without macro, to do what the macro does and it is within sample by being under the dates mode period (within sample)"

on the nq macro, i have shown the macro stopped early, and fav a are all in sample results. See screen shot above

Daniel UK1 - 29-3-2023 at 03:51 PM

Quote: Originally posted by portfolioquanttrader2020  
I am also seeing an error in the nasdaq macro
Favorites A are also chosen within the sample.
I think that is not correct either.


A good tip is to skip using other peoples macro, and just use Peters Macros as a guide, and then manually create something that does what you want, after all its just a macro to automate your own process.

In regards to what Fav A is based on, in your macro scenario you show, Fav A is picked based right after you built, and is based on how your systems is delivered, i.e if you use Auto nth All, or Trd or No trd.. set what you want here and decide from what you want fav A to be picked from.... Or you place fav A after stats B, (which most use for OOS for build period only) Y

portfolioquanttrader2020 - 29-3-2023 at 04:15 PM

Daniel I think that the favorite A should go after statistics F, which is what I am going to do, since it is a sufficiently large period and closer to the current period, so I consider it more representative and with less tendency to over-optimization, Being a complete period and not a match with the nth. Favorites A, must be above favorites B, but below period F.
The guides detail processes, and in the case of crude they would contain errors, which can confuse the user when choosing favorites, it should be more documented.

After b stats, which are only one year old would be another mistake because there are not enough trades.
I understand what you are saying, but if it is not explained in detail, a new user could be confused for a lifetime, since it is documentation that is uploaded to the web to help the user and guide him.

portfolioquanttrader2020 - 31-3-2023 at 01:12 AM

What does the value of Entry Level depend on?
Have any of you tried to develop mean reversion systems with Genetic? If the value of the indicator is requested above 70 or below 70, would we have mean reversion?
Any configuration template?
Assets like soybeans and grains work well with mean reversion

portfolioquanttrader2020 - 31-3-2023 at 01:12 AM

What does the value of Entry Level depend on?
Have any of you tried to develop mean reversion systems with Genetic? If the value of the indicator is requested above 70 or below 70, would we have mean reversion?
Any configuration template?
Assets like soybeans and grains work well with mean reversion

tialt - 2-4-2023 at 05:30 AM

i've not been able to log onto my trading server since Thursday, anyone else having a problem?
Radmin is working, I can log onto a remote computer I have set up.

Carl - 2-4-2023 at 07:40 AM

Quote: Originally posted by tialt  
i've not been able to log onto my trading server since Thursday, anyone else having a problem?
Radmin is working, I can log onto a remote computer I have set up.


From Europe all is working fine.
So Radmin is okay and am able to login to the trader server.

But a few weeks ago I had issues a couple of time after installing Windows updates.

tialt - 2-4-2023 at 03:45 PM

Thanks Carl. I'm in the US and it's down for sure. I've had to switch to running from my GSB workstation at home.

Tibouss - 6-4-2023 at 11:26 AM

Hello,

I recently read the GSB documentation and think it is a very interesting tool, but i still have few questions.

-I would like to know if GSB can be suitable to develop daily strategies on stocks (using for example daily Yahoo quotes extracted from Multicharts). If yes, is it needed to have a data 2 or a strategy can be developed with only one stream of datas?

-For daily strategies, is it possible to implement such conditions : trade entered with a condition "next bar at market" (actually each trade will be entered at the opening the next day) and a stop loss set with a condition "setstoploss" and a profit target with a condition "setprofittarget"?

-For Intraday strategies, do you usually use Tradestation datas? I currently use Interactive Broker datas but i don't like this data provider which is not suitable for intraday trading.

Many thanks in advance.

admin - 6-4-2023 at 05:37 PM

@Tibouss
use daily bars as data1, turn secondary filter off, market on close off, probably do long only
Currently we are supporting this bar on close only, which im very aware needs to change.
Most people use ts data, or for multicharts i have a mental blank on who the provider is.
IN practise you can use many provides, as GSB supports a great deal.
However its best practice to trade on the same data feed as you build systems. There can be big discrepancies between the two

IB historical data used to be bad, but I was told its improved. TS data is free or cheap & reasonable to use.

Tibouss - 6-4-2023 at 10:39 PM

Thank for the informations.

Is it scheduled to implement more conditions than "this bar on close" only in GSB?

Actually for a strategy based on daily quotes, using "this bar on close" instead of "next bar at market" will make a huge difference on the strategy performance.

Multicharts doesn't provide any data. I used IB datas (DAX future) for intradays strategies but there was to much difference between backtesting performance and live trading performance. The quotes are adjusted at the end of each session...

heyligerb - 11-4-2023 at 06:36 PM

How does one update the stats in the window (such as Persons/DD/etc...) without having to click on each strategy?

I'm currently building and setting to NoTrade via macros, but then I have to click on each strategy to update stats. For example - see here - https://www.loom.com/share/58f1a2765556461887e330a5f5404a00

I would like to automate this process with macros, then move those strategies that fit my criteria into favs for further analysis.

How can I accomplish that?

Using Macros To Automate My Workflow

heyligerb - 11-4-2023 at 06:36 PM

How does one update the stats in the window (such as Persons/DD/etc...) without having to click on each strategy?

I'm currently building and setting to NoTrade via macros, but then I have to click on each strategy to update stats. For example - see here - https://www.loom.com/share/58f1a2765556461887e330a5f5404a00

I would like to automate this process with macros, then move those strategies that fit my criteria into favs for further analysis.

How can I accomplish that?

admin - 11-4-2023 at 06:38 PM

@heyligerb
use over ride original settings
this can be done both by right clicking a system and via macro
its in the build systems macro too

portfolioquanttrader2020 - 11-4-2023 at 11:43 PM

Hi Peter, can you explain a bit more?
To me the same thing happens to me

Carl - 12-4-2023 at 01:07 AM

Hi guys,

Here is how you can do this in a few different ways:

The recalculating consists of two steps.
1. change the settings (like change Dts from Trd to NoTrd)
2. recalculate all strategies based on the new settings

Option 1:
By hand (steps 1 and 2)
Left click the first strategy
Hold shift down and left click the bottom strategy
Then right click and change the setting in the dropdown menu (for example change Dts from NoTrd to All)
Choose "Yes" to start the recalculating process

Option 2:
By hand (what is described here only performs step 2)
Left click the first strategy
Hold shift down and left click the bottom strategy
Then right click and choose "Overright Original Settings (OOS)".
Now the recalculating process starts (this might take a while)

Option 3:
By macro (what is shown only performs step 2):
OverrideOriginalSettings.JPG - 43kB

Hope this helps

heyligerb - 12-4-2023 at 06:08 AM

Thanks all! I ended up figuring out on my own via trial and errors with the macros, but will give some of your recs a gander...

EWFO issue

brk - 13-4-2023 at 05:31 PM

I was playing with the Soybeans strategy and put it through the TradeStation optimizer to create the WF folder.

Using the Trademaid EWFO application (ver 20221201.1) on that output gives:

Error: Exit date does not exist in prices. You need GSB57.54 or above to write TradeStation data.

Note that I didn't use GSB to create this. I did take the strategy from the forum and just ran the EWFO on the optimized results. I thought maybe it was a bad TS optimization, so I ran another and got the same results. What does that mean?

admin - 13-4-2023 at 05:49 PM

@brk
I have not ever seen that message.
my guess is ts wrote bad data.
please test the same data in ts wfo.exe
could there be an open trade?

brk - 13-4-2023 at 10:58 PM

I've done it a few times now. This happens while doing the Fitness Selection in EWFO.

The TS WFO reads the directory and processes it, but I always get that error message with the EWFO now. Note this is just the Soybean strategy and I did an optimization on some of the inputs. The ES and NQ still work fine.

Does it know anything about the GSB installation? Does it matter that I have a beta GSB installed?

admin - 13-4-2023 at 11:01 PM

ewfo doesnt connect to the the gsb installation.
Likely one of the fitness's in fintess selection causes the issue. It would be good to know what fitness causes the issue

brk - 14-4-2023 at 09:29 AM

I tried running each of the fitness functions separately with "Test Criteria". Several of them down the line like MFE, MAE, PFLateEntry among others return the error: The given key was not present in the dictionary.

I tried running several of the fitness functions.
The VBase+ (S, M and L) all generate an unhandled exception dialog box came up. Says I can hit continue or quit. The Exception text also showed a KeyNotFoundException (The given key was not present in the dictionary). Continue just hangs. Must exit.

Tried a few more times, get that error on some of fitness functions, some crash the app.

admin - 14-4-2023 at 05:40 PM

@brk,
my guess is the price file is not in the data.
you can upload the file (use .7zip will give massive compression and I can look into it.

https://u.pcloud.link/publink/show?code=kZP8GIkZDNwbpBX1J34E...

Two questions relating to workers

TraderGeorge - 15-4-2023 at 06:43 PM

I hope that one of you can help me. I have two pressing issues to do with "workers".

1. Why is it that some times workers won't start (or connect) to the manager. After 20 minutes or so, I kill them and restart them. I may have to do that 3 times before they finally take off.

2. Is there a way to NOT use certain (or any) cloud workers? I need to have my own local workers, but I don't want to use any cloud workers. Why, you might ask? Some kind person (or two people) have made workers available to other users. For some reason, those workers aren't finding any viable strategies. They do generate thousands of strategies per minute, but none meet my minimum requirements. This means that my manager is spinning its wheels sending off strategy requests that won't be satisfied. Local workers find hundreds of strategies for me, so I know that my manager is sending requests properly.

REMO755 - 16-4-2023 at 04:29 AM

Quote: Originally posted by TraderGeorge  
I hope that one of you can help me. I have two pressing issues to do with "workers".

1. Why is it that some times workers won't start (or connect) to the manager. After 20 minutes or so, I kill them and restart them. I may have to do that 3 times before they finally take off.

2. Is there a way to NOT use certain (or any) cloud workers? I need to have my own local workers, but I don't want to use any cloud workers. Why, you might ask? Some kind person (or two people) have made workers available to other users. For some reason, those workers aren't finding any viable strategies. They do generate thousands of strategies per minute, but none meet my minimum requirements. This means that my manager is spinning its wheels sending off strategy requests that won't be satisfied. Local workers find hundreds of strategies for me, so I know that my manager is sending requests properly.



Hello,

I think if you choose Version Stalone it would be what you are looking for.

Carl - 16-4-2023 at 05:45 AM

Quote: Originally posted by TraderGeorge  
I hope that one of you can help me. I have two pressing issues to do with "workers".

1. Why is it that some times workers won't start (or connect) to the manager. After 20 minutes or so, I kill them and restart them. I may have to do that 3 times before they finally take off.

2. Is there a way to NOT use certain (or any) cloud workers? I need to have my own local workers, but I don't want to use any cloud workers. Why, you might ask? Some kind person (or two people) have made workers available to other users. For some reason, those workers aren't finding any viable strategies. They do generate thousands of strategies per minute, but none meet my minimum requirements. This means that my manager is spinning its wheels sending off strategy requests that won't be satisfied. Local workers find hundreds of strategies for me, so I know that my manager is sending requests properly.



A2.
Yes, it is possible to only use your own workers and no cloud workers.

Open GSB Manager, go to Tools, App settings, Workplace and remove the default gsbcloud user and password, but use your own unique user_password. Save the app settings file.

Then do the same in your GSB Worker, use the same user_password like you did in the GSB Manager. Again save the app settings file. You can now start more GSB Workers.

After these changes your GSB Manager is only communicating with your own GSB Workers and not with cloud workers anymore.

Hope this helps

portfolioquanttrader2020 - 16-4-2023 at 07:59 AM

I have problems with version 65.55
Doesn't build systems, but 65.46 does build systems

image (10).png - 218kB

REMO755 - 16-4-2023 at 11:21 AM

Hello,

Does anyone know what this means? should exist?

Dts = NoTrd
Nth = Trd

What does it mean?

Thank you.


REMO755 - 16-4-2023 at 11:21 AM

Hello,

Does anyone know what this means? should exist?

Dts = NoTrd
Nth = Trd

What does it mean?

Thank you.



Captura.JPG - 140kB

Daniel UK1 - 16-4-2023 at 05:03 PM

Quote: Originally posted by REMO755  
Hello,

Does anyone know what this means? should exist?

Dts = NoTrd
Nth = Trd

What does it mean?

Thank you.



Its a very core feature, this is where you define DATES, and the days you use or NOT use, for building... some markets for example likes 1/80 i.e you build on every 80th days period, and next 80 days is not use for building.. other market prefer not using 80 bur perhaps a shorter period...

You also define how your system shall be delivered to you, by using the "auto" feature.. for nth and trd...

And in the system area, you after build then with macros or manually adjust what you want to see, for example ALL period or all nth...


systems change when selected

brk - 18-4-2023 at 07:50 PM

GSB 1.0.65.56
I'm trying to setup/run a new build. I'm running a Manager and 3 workers. When systems come up in the manager, I sort them by NP/DD-F, putting the largest on top. When I select it, many times (not every time) it will change the values. Whenever I find a system that looks good with a NP/DD-F of 27 or more, I like it, click it and it drops to 12. It's not just the top one, it's almost any of them that have been sitting there for a few minutes. This happens to most of the results in the list. I've even tried looking/selecting in the workers and the same thing happens there.
I did notice that on some if I right-click and start a WFO on it before left-clicking, I can get the WFO to work and save it. Or if I save it and grab the easy language script before it changes, I can save the strategy. But something happens to them eventually, like they're getting overwritten or something.
What can I be doing wrong?

admin - 18-4-2023 at 08:14 PM

@ brk,
I have seen this issue quite a number of times
there are 3 likely reasons
1) system are built
then dates or nth changed, but not recalculated
you click on it, and it recalulates & changes

2) systems built with manager that <> worker version when they are not compatible
check the worker version that the system was built with
ie in ts code
// Equity Spearman Exact: 0.0%
// Equity Spearman Close: 0.0%

// Manager's GSB Version: 1.0.65.56 / 2023-04-15
// Worker's GSB Version: 1.0.65.56 / 2023-04-15 //***** see the versions are the same

// Performance (full period)
// Fitness: 44,570,065.91
// Net Profit

3) coruption in gsb app settings.
go back to previous settings that worked, re-test and if ok change your settings from the previous settings


Daniel UK1 - 19-4-2023 at 02:15 AM

Quote: Originally posted by brk  
GSB 1.0.65.56
I'm trying to setup/run a new build. I'm running a Manager and 3 workers. When systems come up in the manager, I sort them by NP/DD-F, putting the largest on top. When I select it, many times (not every time) it will change the values. Whenever I find a system that looks good with a NP/DD-F of 27 or more, I like it, click it and it drops to 12. It's not just the top one, it's almost any of them that have been sitting there for a few minutes. This happens to most of the results in the list. I've even tried looking/selecting in the workers and the same thing happens there.
I did notice that on some if I right-click and start a WFO on it before left-clicking, I can get the WFO to work and save it. Or if I save it and grab the easy language script before it changes, I can save the strategy. But something happens to them eventually, like they're getting overwritten or something.
What can I be doing wrong?



This sounds like a bug, that has been reported, and been in GSB for many years.. systems when clicked on, will have their metrics change..

This issue, sounds like a problem that is known, and confirmed as a bug, its just not been fixed yet.
I have personally reported it several times, and also sent in support ticket with managers containing the issue, and has joint Session with Peter multiple times about it where it has been replicated.

I think this, is a great thing to get fixed, after fixing all the indicators that does not currently match and cant be used, which is still a lot, even after latest build.


brk - 19-4-2023 at 12:50 PM

Thx. Yes, the manager & workers all match. This is a new setup, so there's nothing to go back to that "works". I'm thinking since I'm still new at this so I bet I have settings in a way that exploits the bug/issue. I'm going through the docs completely (all 710 pages) before I commit that I'm not doing something stupid.

On another note I'd like to find for the WF on the chart, is it possible to change the colors? I'm not exactly color blind, but I am color deficient. So I see a yellow line and two dark lines. I would like to have 3 very different and identifiable colors (light, dark and medium). If I could change one of the dark ones to either blue or red, that would help dramatically.

Carl - 19-4-2023 at 02:49 PM

Quote: Originally posted by brk  
Thx. Yes, the manager & workers all match. This is a new setup, so there's nothing to go back to that "works". I'm thinking since I'm still new at this so I bet I have settings in a way that exploits the bug/issue. I'm going through the docs completely (all 710 pages) before I commit that I'm not doing something stupid.

On another note I'd like to find for the WF on the chart, is it possible to change the colors? I'm not exactly color blind, but I am color deficient. So I see a yellow line and two dark lines. I would like to have 3 very different and identifiable colors (light, dark and medium). If I could change one of the dark ones to either blue or red, that would help dramatically.


Hi brk,

You can change the colors of the equity lines by going to - Tools - App settings - GUI (scroll down to the bottom fields)

Daniel UK1 - 21-4-2023 at 08:09 AM

Hi @Peter, we need if possible a written guide of the ExitModes in manual, that currently exist in GSB.. the names used is not possible to understand what the logic is, so would be great if there is an explanation with words what the Exit actually shall do.. also exits like trail stops, etc as currently implemented from GSB, does not work in real live trading (not in terms of pnl, but rather execution) ... So its important that the exits that is in GSB is actually possible to use for live trading.
Some exits also throws two stops in the market, one large stop and then at the same time running a second exit in the market.. so you have one position long with 1 ctr, and two separate exits with oen ctr each.. this is not optimal from a risk perspective.

admin - 21-4-2023 at 05:45 PM

Hi Daniel
Im not aware of any such issues. If ts has multiple stops running, i believe the tightest applies. I assume mc is the same
If you have this issue, i see it as an execution error, not a easy language error
I believe the stops are all in the docs, and I have little faith in them helping in any way on a day trading system. Long term system much more likely to work
how to use them is also in the docs or videos, cant remember as its years ago.
if you optimize the exit levels on an existing system you will see
many stop methods do nothing, others give much less dd at great expense to NP, some might help but affect very few trades

Recent Performance June 2022 - March 2023

heyligerb - 21-4-2023 at 08:35 PM

Just curious if anyone out there has been able to build systems in US stock indices using GSB which have delivered out-of-sample performance in the past few months. It's been a challenging market, but I've put together a group of systems that seems to have no lost money, but hasn't really made any either.

I'm just getting back into the swing of GSB (last used it in 2017). And just ordered a new computer to make better use of it. Looking forward to getting some real work done!

See attached...

Screen Shot 2023-04-21 at 10.34.28 PM.png - 1.5MB

Not able to match trades

ChuckNZ - 21-4-2023 at 08:54 PM

When doing some beta testing, I only saw strategies that had perfect matches between gsb and tradestion trade listings. But something has happened on my system.

I'm running GSB 1.0.65.56 and TS 10.0. I'm getting some matches, some trades in GSB not in TS and some trades in TS not in GSB.

I just made the data files in TS and copied them over.... no help. I've run out of ideas and could really use some help.

I think it's only on my end, but perhaps you might want to run some match checks on your end.

Thanks for any suggestions.

ChuckNZ - 21-4-2023 at 09:03 PM

just for completeness.... i have tried standalone and manager/worker combinations. i have tried 4 different futures contracts. i have not tried an older version.... will do that now.

rquote=9051&tid=229&author=ChuckNZ]When doing some beta testing, I only saw strategies that had perfect matches between gsb and tradestion trade listings. But something has happened on my system.

I'm running GSB 1.0.65.56 and TS 10.0. I'm getting some matches, some trades in GSB not in TS and some trades in TS not in GSB.

I just made the data files in TS and copied them over.... no help. I've run out of ideas and could really use some help.

I think it's only on my end, but perhaps you might want to run some match checks on your end.

Thanks for any suggestions.[/rquote]

Daniel UK1 - 22-4-2023 at 12:56 AM

Quote: Originally posted by admin  
Hi Daniel
Im not aware of any such issues. If ts has multiple stops running, i believe the tightest applies. I assume mc is the same
If you have this issue, i see it as an execution error, not a easy language error
I believe the stops are all in the docs, and I have little faith in them helping in any way on a day trading system. Long term system much more likely to work
how to use them is also in the docs or videos, cant remember as its years ago.
if you optimize the exit levels on an existing system you will see
many stop methods do nothing, others give much less dd at great expense to NP, some might help but affect very few trades


Hi Peter, yes its true that tightest applies, but that a less good way in terms of risk management of the trade, 2 contracts to sell, and one contracts in position, if all goes well, yet tightest applies.

Anyway, this is not the main point.
Main point is, we need an explanation of what each exit type actually does with human words.
Since the name itself does not lend the user to understand what it is or what it does.

There is no guide for this that makes it possible to read or understand as of this moment.

admin - 22-4-2023 at 12:57 AM

@chuck
see this, but use \gsb\getdiff version 1.07 as its a match check tool designed for gsb instead of windiff
it consider 2 vs 1.9999999999 an exact match, while a text compare will not.
If your stuck (this is very advanced, but your are smart guy) I can help you monday

indicently, one of the big reasons for missmatch is ts gives -1 before the first 500 bars on things like closeD
If the first bars are wrong, everything later is wrong on some indicators.
Work is being done every day on improving this, and I will have updated list next week of whats still to be done.

@heyligerb
you should get a tiny improving using @nq 800 to 1500 instead of @nq.d 830 to 1500.
Been a tought year for day trading ES, but nq seems to be holding up better. Your results are reasonable considering how hard the market has been recently.


Daniel UK1 - 22-4-2023 at 01:01 AM

Quote: Originally posted by ChuckNZ  
just for completeness.... i have tried standalone and manager/worker combinations. i have tried 4 different futures contracts. i have not tried an older version.... will do that now.

rquote=9051&tid=229&author=ChuckNZ]When doing some beta testing, I only saw strategies that had perfect matches between gsb and tradestion trade listings. But something has happened on my system.

I'm running GSB 1.0.65.56 and TS 10.0. I'm getting some matches, some trades in GSB not in TS and some trades in TS not in GSB.

I just made the data files in TS and copied them over.... no help. I've run out of ideas and could really use some help.

I think it's only on my end, but perhaps you might want to run some match checks on your end.

Thanks for any suggestions.[/rquote]




FYI, there is still a very large amount of indicators in GSB that does not match, so I assume this is the reason, and I would assume is expected until GSB gets all the indicators fixed.

admin - 22-4-2023 at 01:04 AM

@daniel
I will update this
https://trademaid.info/gsbhelp/Exitmodes.html
Its simple
IflatRevAANDSFFlatRev = exit if Indicator flat (IE for long gone from positive to zero or negative) and SF gone from positive to zero or reverse)

Daniel UK1 - 22-4-2023 at 02:04 PM

Quote: Originally posted by admin  
@daniel
I will update this
https://trademaid.info/gsbhelp/Exitmodes.html
Its simple
IflatRevAANDSFFlatRev = exit if Indicator flat (IE for long gone from positive to zero or negative) and SF gone from positive to zero or reverse)


Thanks, that is kind of you.
We have about 18 of them as of now i think, and many is just a letter combination, so "simple" is a strong word perhaps :)


Running multiple systems on the same ticker

brk - 22-4-2023 at 07:33 PM

So I was wondering what happens when I have multiple systems running the same ticker and one goes long and the other goes short. Does TS take care of those and keep them separate or close and shut them down? To complicate this what would happen if you had manual override and got out of one of the trades? Would it still manage the other strategy?

I was considering running multiple ES and NQ strategies that aren’t negatively correlated but I have seen them generate opposite trades.

REMO755 - 23-4-2023 at 01:28 PM

Quote: Originally posted by Daniel UK1  
Quote: Originally posted by admin  
Hi Daniel
Im not aware of any such issues. If ts has multiple stops running, i believe the tightest applies. I assume mc is the same
If you have this issue, i see it as an execution error, not a easy language error
I believe the stops are all in the docs, and I have little faith in them helping in any way on a day trading system. Long term system much more likely to work
how to use them is also in the docs or videos, cant remember as its years ago.
if you optimize the exit levels on an existing system you will see
many stop methods do nothing, others give much less dd at great expense to NP, some might help but affect very few trades


Hi Peter, yes its true that tightest applies, but that a less good way in terms of risk management of the trade, 2 contracts to sell, and one contracts in position, if all goes well, yet tightest applies.

Anyway, this is not the main point.
Main point is, we need an explanation of what each exit type actually does with human words.
Since the name itself does not lend the user to understand what it is or what it does.

There is no guide for this that makes it possible to read or understand as of this moment.


@Daniel UK1
Hello,
Please, what are the flags that do not match?
These flags must be removed.

Does it seem foolhardy to swap systems where the flags don't match? Are we then playing the lottery?

What is the point of using buggy indicators?

Daniel UK1 - 23-4-2023 at 03:00 PM

Quote: Originally posted by REMO755  
Quote: Originally posted by Daniel UK1  
Quote: Originally posted by admin  
Hi Daniel
Im not aware of any such issues. If ts has multiple stops running, i believe the tightest applies. I assume mc is the same
If you have this issue, i see it as an execution error, not a easy language error
I believe the stops are all in the docs, and I have little faith in them helping in any way on a day trading system. Long term system much more likely to work
how to use them is also in the docs or videos, cant remember as its years ago.
if you optimize the exit levels on an existing system you will see
many stop methods do nothing, others give much less dd at great expense to NP, some might help but affect very few trades


Hi Peter, yes its true that tightest applies, but that a less good way in terms of risk management of the trade, 2 contracts to sell, and one contracts in position, if all goes well, yet tightest applies.

Anyway, this is not the main point.
Main point is, we need an explanation of what each exit type actually does with human words.
Since the name itself does not lend the user to understand what it is or what it does.

There is no guide for this that makes it possible to read or understand as of this moment.


@Daniel UK1
Hello,
Please, what are the flags that do not match?
These flags must be removed.

Does it seem foolhardy to swap systems where the flags don't match? Are we then playing the lottery?

What is the point of using buggy indicators?


Hi,

What you mean with "flags" you mean indicators right ?

There is absolutly no point in using indicators that does not Match, I know@Peter is working extremely hard to fix all indicators in GSB that does not match.

I know @Nick has a list of all indicators that has errors and does not match..

Perhaps its a good idea @Nick to share that list if you have it available?

REMO755 - 23-4-2023 at 05:18 PM

Hello,

Please Peter, I ask you to go to a version of correct indicators.

I don't understand how knowing that there are indicators with errors is allowed to use this?

How hard is it to have a correct version with the correct indicators?


REMO755 - 23-4-2023 at 05:31 PM

Quote: Originally posted by Daniel UK1  
Quote: Originally posted by REMO755  
Quote: Originally posted by Daniel UK1  
Quote: Originally posted by admin  
Hi Daniel
Im not aware of any such issues. If ts has multiple stops running, i believe the tightest applies. I assume mc is the same
If you have this issue, i see it as an execution error, not a easy language error
I believe the stops are all in the docs, and I have little faith in them helping in any way on a day trading system. Long term system much more likely to work
how to use them is also in the docs or videos, cant remember as its years ago.
if you optimize the exit levels on an existing system you will see
many stop methods do nothing, others give much less dd at great expense to NP, some might help but affect very few trades


Hi Peter, yes its true that tightest applies, but that a less good way in terms of risk management of the trade, 2 contracts to sell, and one contracts in position, if all goes well, yet tightest applies.

Anyway, this is not the main point.
Main point is, we need an explanation of what each exit type actually does with human words.
Since the name itself does not lend the user to understand what it is or what it does.

There is no guide for this that makes it possible to read or understand as of this moment.


@Daniel UK1
Hello,
Please, what are the flags that do not match?
These flags must be removed.

Does it seem foolhardy to swap systems where the flags don't match? Are we then playing the lottery?

What is the point of using buggy indicators?


Hi,

What you mean with "flags" you mean indicators right ?

There is absolutly no point in using indicators that does not Match, I know@Peter is working extremely hard to fix all indicators in GSB that does not match.

I know @Nick has a list of all indicators that has errors and does not match..

Perhaps its a good idea @Nick to share that list if you have it available?


Daniel UK1
Do you trade real with indicators with error?
I think I'm missing something.


admin - 23-4-2023 at 08:39 PM

@remo
its very hard to get indicators to match. Many years ago pre gsb most apps that made ts code were terrible match's
The reason is , its just so complex to get right. Most platforms like ts mc and nt have various bugs that have to be coded around.
the most common Nt data feed is lacking up/down volume and some indicators require this.
You cant get a perfect match in this case.
In recent years CL and a few others for the first time ever had negative prices.
For example TS trix when price is < zero gives divide by zero. All results after that is wrong.
CloseD, HIghD , Lowd functions before the first 500 bars gives -1, and if the first price is wrong, all other prices are wrong for some inidicators, or they are wrong for some time and then match after time
Often there is rounding issues.
ie 0.12345678 vs 0.12345679 Thats due to numbers being stored in binary format.
The rounding errors can give from near perfect to significant errors.
Othertimes match check was done on the first 10,000 bars and its perfect. After more years a missmatch occurrs.

Roughly 2 months programing time has gone into this of late, and progress is now very rapid as one fix can fix multiple indicators, or the same concept applied fixes multiple indicators
So in summary you always need to check gsb matches your platform results. You want a > 99% match.
There is also a high amount of human error that causes match problems, or changes in data. GSB has extensive diagnostic tools to check these issues too.
Once ts / mc is done, then we go to NT. That I hope will be fast as 1/2 the fixes were in GSB, not ts code.
thanks all for patience


REMO755 - 24-4-2023 at 01:18 AM

Quote: Originally posted by admin  
@remo
its very hard to get indicators to match. Many years ago pre gsb most apps that made ts code were terrible match's
The reason is , its just so complex to get right. Most platforms like ts mc and nt have various bugs that have to be coded around.
the most common Nt data feed is lacking up/down volume and some indicators require this.
You cant get a perfect match in this case.
In recent years CL and a few others for the first time ever had negative prices.
For example TS trix when price is < zero gives divide by zero. All results after that is wrong.
CloseD, HIghD , Lowd functions before the first 500 bars gives -1, and if the first price is wrong, all other prices are wrong for some inidicators, or they are wrong for some time and then match after time
Often there is rounding issues.
ie 0.12345678 vs 0.12345679 Thats due to numbers being stored in binary format.
The rounding errors can give from near perfect to significant errors.
Othertimes match check was done on the first 10,000 bars and its perfect. After more years a missmatch occurrs.

Roughly 2 months programing time has gone into this of late, and progress is now very rapid as one fix can fix multiple indicators, or the same concept applied fixes multiple indicators
So in summary you always need to check gsb matches your platform results. You want a > 99% match.
There is also a high amount of human error that causes match problems, or changes in data. GSB has extensive diagnostic tools to check these issues too.
Once ts / mc is done, then we go to NT. That I hope will be fast as 1/2 the fixes were in GSB, not ts code.
thanks all for patience



OK, so we talked about the fact that the errors are minimal, this is reassuring.

And wouldn't it be better to publish those indicators with errors? @DanielUK1
says that list


Thank you.

admin - 24-4-2023 at 01:23 AM

the errors were published in the last week or two. Likely here or in the beta forum. A lot more have been fixed in the last few days, so the list needs updating....
but quite a number more are coming soon as the fixs done will also apply to another few more indicators.

Next build will also mean all users need to upgrade to keep use of the free cloud, as it will give missmatch if gsb old mangers talk to new workers (there is a look up table that doesnt allow un-compatable workers to talk to each other)

there is also a number of new features, i have yet to tes. ie GA time of day and day of week, and disabling of all primary filters.

Manager does not agree with workers

ChuckNZ - 24-4-2023 at 05:27 AM

Others have written about this and I have read suggestions of things to check.

I am running manager and workers on 1.0.65.56.

The problem occurs with numerous instruments, timeframes and indicators.

The manager generates a few thousand strategies using local and cloud workers.

As I scroll through the strategies in the grid, the values change for about 1 out of 8 strategies. More trades, less trades, more drawdown, less drawdown.

As I see it, when I scroll through the strategies, the manager is recalculating and coming up with different values than the workers originally did.

I have tried old optimisation files. I have tried with and without secondary and tertiary filters.

I also tried running on some prior versions, making sure to match the manager with the local workers.

I've spent two very long days on this and cannot find the problem. I will continue to try to isolate the problem but it is very frustrating.

Any thoughts would really be appreciated.

admin - 24-4-2023 at 05:33 AM

@chuck,
we can do anydesk.com tomorrow. Thanks for all your efforts, but its time for me to look at it.
As a test, you can also copy your manager settings to the standalone.

REMO755 - 24-4-2023 at 06:19 AM

Hello,

Have you tried checking the Windows region format? An idea, I had this problem before.

NickW - 24-4-2023 at 08:15 AM

Quote: Originally posted by admin  
@chuck,
we can do anydesk.com tomorrow. Thanks for all your efforts, but its time for me to look at it.
As a test, you can also copy your manager settings to the standalone.


@Chuck, it might also be a problem with your macro. Make sure after making settings changes to dates, etc, that there is at least a backtest being run as a last step (before exporting stats etc).

Although i sometimes get this aswell, but extremely hard to reproduce on my side.

I try not to touch the UI while the run is going on until the macro is completely finished.

Nick

ChuckNZ - 24-4-2023 at 12:43 PM

We can do an anydesk session, if you like. I tried the standalone, but the standalone won't disagree with itself.

Quote: Originally posted by admin  
@chuck,
we can do anydesk.com tomorrow. Thanks for all your efforts, but its time for me to look at it.
As a test, you can also copy your manager settings to the standalone.

ChuckNZ - 24-4-2023 at 12:48 PM

Thanks, NickW, but I'm not running a macro.... just creating strategies.

Quote: Originally posted by NickW  
Quote: Originally posted by admin  
@chuck,
we can do anydesk.com tomorrow. Thanks for all your efforts, but its time for me to look at it.
As a test, you can also copy your manager settings to the standalone.


@Chuck, it might also be a problem with your macro. Make sure after making settings changes to dates, etc, that there is at least a backtest being run as a last step (before exporting stats etc).

Although i sometimes get this aswell, but extremely hard to reproduce on my side.

I try not to touch the UI while the run is going on until the macro is completely finished.

Nick

ChuckNZ - 24-4-2023 at 12:59 PM

Hi Peter.... I have to apologise.... the problem DOES show up when running the standalone version. Unbelievble. As I scroll down the strategies, some of them change values (net profit is the easiest to watch).

Quote: Originally posted by ChuckNZ  
We can do an anydesk session, if you like. I tried the standalone, but the standalone won't disagree with itself.

Quote: Originally posted by admin  
@chuck,
we can do anydesk.com tomorrow. Thanks for all your efforts, but its time for me to look at it.
As a test, you can also copy your manager settings to the standalone.

Daniel UK1 - 24-4-2023 at 02:24 PM

Chuck, this is a known bug, its happens from time to time, and has been reported by me first time 2020. Programmer and Peter has received all files from me during debug sessions, I assume its on the list of the programmer to fix. So just to be clear, what you and others are reporting about metric values that is changing, is not something new, and is not because you are doing anything wrong, or because your setup is wrong, and its not something you can fix. I have spent days, weeks, and more weeks trying to debug, and problem happens on both standalone and manager.

Its not a game changer, but I think it needs to be fixed.

Problem with changing metrics (cont'd)

ChuckNZ - 24-4-2023 at 05:35 PM

I have devoted several more hours to this project and, perhaps, came up with something of interest.

If I remove these two indicators (CloseOverLowestLow and CloseLessLowestLow) the problem goes away.

Here's what I have done to prove this to be true:

1. Removed the two indicators
2. Run GSB and generate 600 strategies.
3. Highlight them all and send them to statistics A
4. Scroll through the strategies (3 times)
5. Highlight them all again and send them to statistics B
6. Statistics A and B agreed.

Please let me know if my test sounds valid. I will now run the same test on a couple thousand strategies.

admin - 24-4-2023 at 05:36 PM

@daniel, it needs to be diagnosed first as there are mutiple possible causes for this. SOme of the causes are incredibly hard to fix as we dont have the internal tools in GSB to diagnose it.

Unrelated, exit descriptions are updated
https://trademaid.info/gsbhelp/Exitmodes.html

admin - 24-4-2023 at 05:41 PM

@chuck,
thats very interesting
sorting them in fitness, makes is really fast to see if one changes when you click on it.


will overide original settings, changing dates , nth to the identical settings, but then doing a recalc might save you having to click on each system



admin - 24-4-2023 at 06:01 PM

@chuck
programmer is looking into your observation. There is no way I can imagine this would be the cause, but in life the UN-imaginable happens often enough.

Update on metric discrepancy between original and final

ChuckNZ - 24-4-2023 at 07:35 PM

I have now generated 7,000+ strategies and not a single discrepancy between initial metrics and final metrics after scrolling (or otherwise forcing re-calc).

This was achieved by disabling the two indicators mentioned below. I am keen to use those two indicators, so I'm hoping that they can be fixed.

Quote: Originally posted by ChuckNZ  
I have devoted several more hours to this project and, perhaps, came up with something of interest.

If I remove these two indicators (CloseOverLowestLow and CloseLessLowestLow) the problem goes away.

Here's what I have done to prove this to be true:

1. Removed the two indicators
2. Run GSB and generate 600 strategies.
3. Highlight them all and send them to statistics A
4. Scroll through the strategies (3 times)
5. Highlight them all again and send them to statistics B
6. Statistics A and B agreed.

Please let me know if my test sounds valid. I will now run the same test on a couple thousand strategies.

admin - 26-4-2023 at 12:55 AM

Awesome work Chuck. While i dont dispute the facts, I have no idea how 2 indicators can change values once the systems used are clicked on. Hopefully the programmer will sort out whats going on.
Its also surprising that the highestHigh variants dont have the same issue.

ChuckNZ - 26-4-2023 at 01:12 AM

Hi Peter... I will be looking forward to a solution to the problem because those two are excellent performers. Of course, they might not be so good once they are "fixed".

As to why the HighestHigh variants aren't performing incorrectly, I'm not using them because they weren't in my preferred indicator list for any instrument.

Over the next week, I will undertake to do the tedious task of checking every indicator, one at a time. It's simple enough, just time consuming. It's the kind of thing that I do well and we all want precise indicators.


Quote: Originally posted by admin  
Awesome work Chuck. While i dont dispute the facts, I have no idea how 2 indicators can change values once the systems used are clicked on. Hopefully the programmer will sort out whats going on.
Its also surprising that the highestHigh variants dont have the same issue.

ChuckNZ - 26-4-2023 at 01:33 AM

Peter.... FYI.... CloseOverHighestHigh also fails.

Quote: Originally posted by ChuckNZ  
Hi Peter... I will be looking forward to a solution to the problem because those two are excellent performers. Of course, they might not be so good once they are "fixed".

As to why the HighestHigh variants aren't performing incorrectly, I'm not using them because they weren't in my preferred indicator list for any instrument.

Over the next week, I will undertake to do the tedious task of checking every indicator, one at a time. It's simple enough, just time consuming. It's the kind of thing that I do well and we all want precise indicators.


Quote: Originally posted by admin  
Awesome work Chuck. While i dont dispute the facts, I have no idea how 2 indicators can change values once the systems used are clicked on. Hopefully the programmer will sort out whats going on.
Its also surprising that the highestHigh variants dont have the same issue.

admin - 26-4-2023 at 01:43 AM

@chuck, well thats interesting. thank you for all your efforts
you could try setting indicators to only1, with metrics that will allow any system of say a 100 trades through regardless of other performance metrics
this would make the job of checking faster.
If you dont get all indicators in that list, change indicators to 2.

ChuckNZ - 26-4-2023 at 01:51 AM

I'm essentially doing what you suggest. I am testing one indicator at a time, forced, with low minimum performance requirements.

Unfortunately, I can't devote all of my time to it, as I'm doing about 30 trades each day that require a bit of monitoring. I'm checking them in order of how often I use them.

By the way, I am getting good results with the VWAP indicators, albeit with a low number of trades. 100% win rate, but not enough trades to call it statistically meaningful.

Quote: Originally posted by admin  
@chuck, well thats interesting. thank you for all your efforts
you could try setting indicators to only1, with metrics that will allow any system of say a 100 trades through regardless of other performance metrics
this would make the job of checking faster.
If you dont get all indicators in that list, change indicators to 2.

admin - 26-4-2023 at 02:14 AM

Im grateful for your help. While i can do all this testing, if thats the case it will take me a while to get to it with lots of other time pressures.

I have added percentR of 4 ranges of length as a test, to test your custom inidcator range ideas
I choose percentR as it was the most popular NQ indicator

PercentR.png - 68kB

Daniel UK1 - 26-4-2023 at 03:30 AM

Quote: Originally posted by ChuckNZ  
I'm essentially doing what you suggest. I am testing one indicator at a time, forced, with low minimum performance requirements.

Unfortunately, I can't devote all of my time to it, as I'm doing about 30 trades each day that require a bit of monitoring. I'm checking them in order of how often I use them.

By the way, I am getting good results with the VWAP indicators, albeit with a low number of trades. 100% win rate, but not enough trades to call it statistically meaningful.

Happy you are getting good results with vwap, will start to do some testing with this myself soon, which markets are you testing it on, and what type of setup... like using targets stops, dynamic, timeframe ?

Quote: Originally posted by admin  
@chuck, well thats interesting. thank you for all your efforts
you could try setting indicators to only1, with metrics that will allow any system of say a 100 trades through regardless of other performance metrics
this would make the job of checking faster.
If you dont get all indicators in that list, change indicators to 2.

Daniel UK1 - 26-4-2023 at 03:38 AM

@Peter. a question, I was going to test targets on GC markets, normally i am not using that, but, i cant understand the logic of the trailing" part, (if it trails it can never be hit ?) can you please explain the working logic please of the two trailing targets here with words.

Also, where is the value set for the targets ? target field further below in gui is normally a dollar value, so when you chose atr trailing what value is used ? and "trailing target" what decides the "trailing parameters" ..

Imho this is very confusing.


Capture.PNG - 12kB

Getting Exceptions since upgrade to 65.56

brk - 26-4-2023 at 08:51 AM

This past week I've been getting exceptions during the build. It started when I would click on a system in the list while building, but then I figured not to disturb it and let it run again (from start), but I still get the exceptions.

I get a System.NullReferenceException and a System.IndexOutOfRangeException. I get it pretty much every time I do a run now. I've restarted, rebooted, no help.

It still seems to operate after the exceptions, but suspicious of the results.

ChuckNZ - 26-4-2023 at 12:59 PM

I'm also getting frequent exceptions after going months without seeing any. If I get 3-4 exceptions in 20,000 to 30,000 strategies, I'm not particularly worried. but does it possibly invalidate some of the other results?

Quote: Originally posted by brk  
This past week I've been getting exceptions during the build. It started when I would click on a system in the list while building, but then I figured not to disturb it and let it run again (from start), but I still get the exceptions.

I get a System.NullReferenceException and a System.IndexOutOfRangeException. I get it pretty much every time I do a run now. I've restarted, rebooted, no help.

It still seems to operate after the exceptions, but suspicious of the results.

Junior Member?

ChuckNZ - 26-4-2023 at 01:02 PM

It's not a big deal, but at 80 years of age and 62 years of computerised trading, I wonder how long I will continue to be a "Junior Member"? I might not live long enough to go to the next step (LOL).

Exceptions (again)

brk - 26-4-2023 at 01:17 PM

So I'm getting the exceptions every time. I try not to click on the Manager list, because that typically causes an exception. But now I see besides the NullReferenceExceptions and index outside bounds of array ones, I see another:

System.InvalidOperationException: Sequence contains no elements at System.Linq.Enumerable.First[TSource](...)

It seems this didn't start until the update.

I am using the Beta version. I guess I should try this again with the Purchased version.

admin - 27-4-2023 at 01:50 AM

@brk
try loading some default opt settings.
beta should not affect this. If stuck then we can do anydesk.com session

brk - 27-4-2023 at 09:09 AM

I just got back to my desk to review the run from 1am. I sorted by fitness and the top row that had the highest fitness then jumped to zeros on all data, and got 2 more (new) exceptions:

System.Exception: Custom indicator not found (price data: GC.1.minte...)

which is strange as I don't have *any* custom indicators. It even shows 0 {Main: 0, SF: 0, TF:0} / 0 indicators on the left.

then the next exception right after that was:
System.Collections.Generic.KeyNotFoundException: The given key was not present in the dictionary.

So it looks like its looking for custom indicators for which I have none.

edit: so it looks like when I click on almost any of the items in the list, I get those same exceptions.

admin - 27-4-2023 at 11:01 PM

@brk, what version are you on? Likely I should look at this via anydesk.com

Daniel UK1 - 28-4-2023 at 02:28 AM

Quote: Originally posted by Daniel UK1  
@Peter. a question, I was going to test targets on GC markets, normally i am not using that, but, i cant understand the logic of the trailing" part, (if it trails it can never be hit ?) can you please explain the working logic please of the two trailing targets here with words.

Also, where is the value set for the targets ? target field further below in gui is normally a dollar value, so when you chose atr trailing what value is used ? and "trailing target" what decides the "trailing parameters" ..

Imho this is very confusing.




@Peter, any feedback on this ?

admin - 28-4-2023 at 02:33 AM

@daniel, sorry missed your question
are you talking intra day trading, or long term.

trailing is not good intra day, but long term trading might help.
Ive never used the trailing logic, but assume its atr based.
I would edit the ts code and view it. Sorry not more helpful, but I know nothing about it.
if stuck chase me again

Daniel UK1 - 28-4-2023 at 01:26 PM

Quote: Originally posted by admin  
@daniel, sorry missed your question
are you talking intra day trading, or long term.

trailing is not good intra day, but long term trading might help.
Ive never used the trailing logic, but assume its atr based.
I would edit the ts code and view it. Sorry not more helpful, but I know nothing about it.
if stuck chase me again


Hi @Peter, thanks for your reply.
I dont have any preference on the style of trading, this is a question about the logic of the setting/function, its also of less importance if its good or not..

I am just wondering about the following, in order to be able to complete tests using the setting, since it exist in GSB I assume it must have been put in place for a reason and with an intention ?

Apart from not understanding how you can trail a target, (at least so it make sense),

Where in GSB do I alter the variables for the trail ? it must have a variable ?

"Also, where is the value set for the targets ? target field further below in gui is normally a dollar value, so when you chose atr trailing what value is used ? and "trailing target" what decides the "trailing parameters" ..
"

admin - 28-4-2023 at 06:08 PM

@daniel
I built some systems using atr stop.
the parameters are chosen by GA
not sure what the range is,
It doesnt really matter what it as as GA will use what it finds to be the best value.
Some features are added to GSB because people want them, not because I will ever use them.
There are issues like ga may find the best value is one so large, it never hits. (highly likely)

this is the logic for long. Its trailing the max of (entry price-slpoints, close-slpoints)
slPnts = MinList(slMaxPointsPerContract / (IFF (CurrentContracts <> 0, CurrentContracts, 1)), slPoints);

Switch mp
Begin
Case 1:
slLongPrice = MaxList(slLongPrice, GSB_Round(Close - slPnts));

Case -1:
slShortPrice = MinList(slShortPrice, GSB_Round(Close + slPnts));

Case 0:
slLongPrice = GSB_Round(Close - slPnts);
slShortPrice = GSB_Round(Close + slPnts);
End;


VWAP and grains

ChuckNZ - 1-5-2023 at 02:47 PM

I was quite excited when Peter added several VWAP indicators to GSB. But then I found them to be quite useless when working on stock index futures.

I spent the last three days delving into the grains, corn in particular. I was amazed at how well the VWAP indicators perform with the grains. The best one seems to be VWAPV2LessOpenD0.

Many of the other indicators are working well with corn, but I have dramatically changed the parameter space where GSB is looking. GSB makes it very easy to research parameter space.

Just sharing my findings.

Restore a system with hash

BlackBox - 1-5-2023 at 02:55 PM

How / Where can I restore a system back in GSB with a generated hash

hash.jpg - 18kB

 Pages:  1  ..  20    22    24  25