GSB Forums - Powered by XMB 1.9.11

General support questions.

Pages: 1 .. 21 22 23 24 25

admin - 2-5-2023 at 01:37 AM

@blackbox
copy and paste the hash into notepad
save as abc.gsbscript in C:\gsb\Data\Saved Systems
in your system grid, right click and load... point to file

Daniel UK1 - 3-5-2023 at 05:04 AM

Quote: Originally posted by ChuckNZ

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.

Hi there, Thanks for sharing, did you find the vwap working on S (soy) future contracts you mean, and was it intraday or swing ? could you please share an example equity curve over time ? I did lots of work on S, and traded it for afew years, but market turned sour on my intraday systems.. so very much interested to see the difference in the equity curve.

Alitz - 3-5-2023 at 06:39 AM

Hi Peter,
I have a quick question, If I get a license of GSB from a friend
who has retired from trading can I pay the yearly support subscription
to have access to private forums? Will you transfer the license
to my profile?

Thanks

TS data - GC doesn't match supplied GSB data

brk - 22-5-2023 at 04:08 PM

I was looking at your included GC.1.minute.200611.CentralUSATime.tick data file included with GSB in the Data directory.

It looks like your data matches macrotrends.net at around $940 but I pull up a TradeStation chart and the data shows @GC never going below $1030.

So should I be building systems with TS data or where can I find reliable data?

admin - 22-5-2023 at 04:39 PM

@brk. I think TS data is excellent. Exception being tick data. The data is back adjusted to adjust for contract rollover every x months, so will always have price shift due to this. Likely you are seeing something that is not a problem.
Many times I see this when i do deep level matchs checks in gsb, and though the price is different, volume identical and indicator values derived from data are correct

Daniel UK1 - 24-5-2023 at 06:36 AM

@peter, banging my head against the wall trying to deal with all these indicators that does not match, its really causing so much issues, Nick gave me a list of indicators that does not match for GC that i need to remove, however it seems that indicators from stats output does not either match the name of the indicators in gsb, making it all a guessing game... Is there a ETA when we can know that all indicators in GSB does match ts/mc ? and is working? I assume this is top top priority since no one, no use, wants to have broken indicators... my GC run got hammered when i removed all these broken indicators, which is very very annoying... feedback appreciated on when its all fixed.. Many thanks

admin - 24-5-2023 at 05:02 PM

@Daniel
the complete match check was published here
https://trademaid.info/forum/viewthread.php?tid=39&page=38
Out of 194, there are only 4 that have a bad match, and that includes some indicators I have not released to anyone.

Daniel UK1 - 26-5-2023 at 03:57 PM

@peter, Many thanks for your reply.
So on that link nothing can be found, perhaps you referred to wrong location ?

The file that Nick shared with indicators that does not match, contained a much much larger list than only 4 indicators.
And also the names of the indicators delivered by stats output, does not match the names always in GSB, so regardless if its 4 or 40, the names should be the same on both stats output and in gsb so one can disable the correct indicator.

But, how can it be that you have only 4 indicators that does not match, and Nick has a much larger list, why the discrepancy ?

MOC exit

brk - 12-6-2023 at 09:38 AM

For TS the EOD exit does a "Sell this bar on close", which actually makes a market order on the next open (of the next session). I've had it fail that closing order at open a few times, including last Friday.

I'm using exchange time and custom session 0900 - 1500.
To fix this situation, can I just change the session time to 0900 - 1458 to hopefully generate the close order 2 minutes before the close?

Daniel UK1 - 12-6-2023 at 03:01 PM

Quote: Originally posted by brk

For TS the EOD exit does a "Sell this bar on close", which actually makes a market order on the next open (of the next session). I've had it fail that closing order at open a few times, including last Friday.

I'm using exchange time and custom session 0900 - 1500.
To fix this situation, can I just change the session time to 0900 - 1458 to hopefully generate the close order 2 minutes before the close?

I would be a bit careful with that, i think your system will deteriorate.
There are better ways. SetExitOnClose on MC has a bug, which as you say, does not close out all the position, so we had to build a custom MM signal for force close out the position. I am sure in TS you can build something similar, perhaps it relates to same issue with SetExitonClose.

What EOD exit type have you chosen in GSB for the systems you have issues with ?

brk - 12-6-2023 at 03:59 PM

The mode is "GSB", MOC is true.

It has the code:

If TIME = SessionEndTime(0,1) then sell this bar at close;

So it generates the close order at the end of the bar, which gets executed at the start of the next session an hour later.

These are either 15, 30 or 60 minute bars and I don't want to exit that far before the close. I'd like it to exit a couple minutes before the close of the last bar. It was suggested to change the session to end before the exchange close.

So I'm guessing this is the same issue as using a SetExitOnClose statement. What did you do on multi-charts to solve that?

autotrader2023 - 12-6-2023 at 04:52 PM

If your using TS then add this to the end of your code as a backup to make sure your trades are exited at the end of the session.

If time = SessionEndTime(0,1) and currentcontracts>0
Then
Begin
Sell ("LX_EOD")THIS BAR AT CLOSE;
Buy TO COVER ("SX_EOD") THIS BAR AT CLOSE;
End;

brk - 12-6-2023 at 05:08 PM

Quote: Originally posted by autotrader2023

If your using TS then add this to the end of your code as a backup to make sure your trades are exited at the end of the session.

If time = SessionEndTime(0,1) and currentcontracts>0
Then
Begin
Sell ("LX_EOD")THIS BAR AT CLOSE;
Buy TO COVER ("SX_EOD") THIS BAR AT CLOSE;
End;

So that is what I have. But tradestation doesn't enter the order until the next bar (next session open). The "this bar at close" is only for backtesting. They don't support it for live trading (at the close of the bar the exchange doesn't accept orders).

So I was wondering if I change the session end time to be 2 minutes before the exchange closing, then would it generate an order before its actually closed.

autotrader2023 - 12-6-2023 at 05:30 PM

I use this trading futures, the session end time is 3:00 ct but you can trade until 3:15 so this works for me. If you want to exit before the session end then you could use this;

Input:
LongExTime(1559),
ShortExTime(1559);

If Time=LongExTime Then Sell ( "LX") Next Bar at market;
If Time=ShortExTime Then Buy to Cover ("SX") Next Bar at market;

brk - 12-6-2023 at 06:29 PM

I don't think that would work unless the bar time is 1559 and would need to be a 1 minute bar.

I believe I've found the solution. I just need to buy TradeMaid Automation. That will handle the MOC orders and with possibly better fills.

autotrader2023 - 12-6-2023 at 06:34 PM

This actually works on any bar size, I’ve used it on 15 and 30 min bars. However, Trademaid is the best choice for many reasons.

brk - 12-6-2023 at 06:50 PM

Easy Language "Time" is the bar time. So if you have 30 minute bars, they will always end in 00 or 30. 15 minute bars will end in 00, 15, 30, 45. You'll never see a "Time" = 1559 except on a 1-minute bar. I'm not sure what happens if you have a different ending session time, which is what I was originally asking about.

But TM automation would be better.

TradingPrice - 13-6-2023 at 08:55 AM

@brk

Yeah, best solution is probably TMA, I've been using it for a while and it's good

admin - 13-6-2023 at 04:56 PM

you can make a custom session ie 830 to 1459, but then results normally degrade a lot as the close is now the wrong price. The end of day close is used in nearly all systems and the most significant value in a day for trading

Quick Questions

Driz - 14-6-2023 at 04:34 AM

Hello,

So, I have the trial version of the tool. I have a few questions.

1- How many indicators should we use for a market? Is 3 the max needed?

2 Let us say we are trading a new market; can we use all the indicators?

3- How do we know which indicators to use?

4- For entry method, which method is best one?

5- What are macros for? When do I use which?

6- How many years should we to test the algos?

7- I keep seeing green macros in the YouTube videos, what's that?

Here are some of the questions for now.

Thanks!!

admin - 14-6-2023 at 04:58 PM

Good questions
1) I found 3 to be the best
2) yes, but I would just use the ones that come with the trial build. There are lot more for purchasers, but 4 have bad missmatch issue. Likely fixed in about 2 builds away
Its not critical and you can test in GSB automation a reduced indicator set vs the full set. A few markets really like some of the new indicators but I want to revist testing this at some stage
3) read the methodology page. The greenmax10 will choose the best 10. It will differ significantly each time - which is a good thing
4) It varies greatly per market. Use default settings on the market that comes with gsb if its there. These are important settings to get right and worse case you test them all one at a time
5) All explained in methodology. There are only two macros that I use for all markets.
6) since 2007.1.1 is a good rule.
7) https://trademaid.info/gsbhelp/Methodology.html
Videos never get updated. Documentation often does.

3rd question

Driz - 15-6-2023 at 02:09 PM

& a 3rd question, can I use an 8-core virtual VPS machine in the cloud to run GSB?

Thanks!

Driz - 15-6-2023 at 04:58 PM

Also:

4- If I want to use GSB manager with its cloud workers, is there a link showing how I can install GSB cloud workers, and the setting needed for the vCores?

Thanks for the links!

admin - 15-6-2023 at 05:19 PM

1) I might argue the opposite, a big loss or big win could sqew gsb to curve fit to avoid or get certain days. (bad)
2) I need a screen shot. GSB should work fine. The big btc has massive margin, and the micro so little you need to trade lots of them. Liquidy is a bit poor
3) yes, but vps are notoriously (often) slow. One provider i spoke to had about 100 users on one machine. My own vps have dedicated core per user, but not designed for using GSB. I want all users only using VM for trading so every gets full idle resouces for when trades occur. you also want lots of ram, and vps rarely do
read https://trademaid.info/gsbhelp/GSBhardwarerecommendations.ht...
4) you need a licence per machine, but second licenses heavily discounted
see https://trademaid.info/gsbhelp/11GSBFamiliarisationGSBStanda...
GSB resource manager has defaults set roughly correct according to how much ram you have.

Driz - 15-6-2023 at 06:19 PM

Hello,

(2) Two last questions, I do have an old gaming PC with 24 cores/Intel i9 and 36 G ram. I plan to use it just for algo trading once I fully buy GSB.

1- I saw the link you told me, but had this question, can I just use the GSB standalone, and would the above be good enough in terms of hardware requirements? Also do I need to setup anything in GSB settings for such hardware requirements or keep everything to the default settings?

2- What should the stop loss be, would the default be good enough?

Thanks for your help!

admin - 15-6-2023 at 06:37 PM

the i9 would be good. It will need a 3 fan water cooler else you will thermal throttle.
Undervolting the cpu and cache helps a lot too.
standalone is much slower.
you want manager with your own workers, and whatever you get from the free gsb cloud
stop loss, err on the side of being big
$2000 aprox for es nq, and most other markets

default settings are generally good. there are tweaks in all sorts of things like when you have massive amounts of ram >=256gb etc
but these dont apply to you

Driz - 16-6-2023 at 05:09 AM

yes, I have 3 fans and water cooling etc... Sorry for all the questions.

https://imgur.com/icznnVj

I attached a link to the error I keep getting on my standalone, I do NOT plan to use the workers since happy with the speed of the standalone, do I need the RM tool if I am just looking to use the standalone? I am planning on using it on my gaming PC with the trial version first then fully get GSB.

Also, if I decide to test the GSB manager and workers, how many workers will I need for a 26-core 32 GB PC?

One more question, would I be able to test the RM tool for the workers, because I do not see it in my trial version?

Thanks!

admin - 16-6-2023 at 05:42 PM

@driz
The trail build has expired. I will get a fix via automatic update asap.
when gsb starts it will update to 64.803. I will try to get this done today but that depends if i can get a programer online
Ive never meet someone who doesnt want more speed
Are you following the methodology?
https://trademaid.info/gsbhelp/Methodology.html
you would want 2 to 4 workers. ram is the limitation
RM tool is only for purchasers, but I will see what I can do after I fix the expired code

Driz - 16-6-2023 at 06:02 PM

@Admin

Yes, I am following the method to the T.

I do not want more speed for now, since I am not really looking to start with a lot of money, most likely 5K, and I am happy if I can find one algo every 2-3 weeks that is robust enough for me to incubate and then live trade.

Thanks!

admin - 16-6-2023 at 06:31 PM

Can you confirm that running the trial version updates to newer non expired code?

Issue is still there.

Driz - 16-6-2023 at 06:40 PM

Hey, no It does not update, it's still using the old version, and giving the same issue.

Thanks!

admin - 16-6-2023 at 06:42 PM

working on it now. whats your current version number?

The number is:

Driz - 16-6-2023 at 06:44 PM

1.0.64.802

admin - 16-6-2023 at 06:57 PM

thank you. looking into why. the trail version is not attempting to pull in the new files
You can update these files in c:\gsb c:\gsb\workers and C:\GSB\Cloud Workers
unzip the files first

Attachment: Login to view the details

Driz - 16-6-2023 at 07:16 PM

It worked!!!

Driz - 19-6-2023 at 04:11 AM

@admin, I have another issue, its not allowing me to stop or pause the tool. I think its a bug, also it was in the old version.

admin - 19-6-2023 at 04:33 AM

Quote: Originally posted by Driz

@admin, I have another issue, its not allowing me to stop or pause the tool. I think its a bug, also it was in the old version.

I assume you mean the stop button on gsb is not working.
Are you out of ram or cpu maxed out?
this is not a known bug. It is possible that because the code has expired, stop doesnt work. Ive never seen this before.
Please end task gsb and start the new version and test again.
Apologizes for any issues caused
please send me your anydesk.com details tomorrow.
Im offline for the day today, but likely early your morning might work

Driz - 19-6-2023 at 04:45 AM

Thanks, I am sure your tight, I am out of RAM + CPU power, I will try the tool on a VPS and get back to you, I have 9 days left.

TwntySQ - 19-6-2023 at 11:43 AM

Hi,

I have tried to import price data from the big "stable" companies in the U.S: AAPL, TSLA, AMD, GOOGL, NVDA etc.

Have tried to import the data but when I try to start GSB and apply it, it doesn't work properly.

Have had a look at point 1.4 in the manual here but have run into issues.

Does anyboyd have price data for the big companies and are willing to share? Maybe give an explanation on how to do it properly?

Thanks in advance.

admin - 19-6-2023 at 07:13 PM

@driz
vps tend to be very poor in cpu as the cpu's are over sold many times, and low on ram
If you have no better option, i can rent you a machine with 36 cores and 256 gb of ram for $10 a day
how much ram on your pc?

admin - 19-6-2023 at 07:14 PM

@TwntySQ
what are the issues you are getting?
worse case I will do support with anydesk.com for you

TwntySQ - 20-6-2023 at 11:53 PM

Thanks for the response Peter.

Before any issues:
- What optimization settings should I start with for getting up to speed for finding acceptable systems?

Issues:

Have tried the steps in this link: https://trademaid.info/gsbhelp/14UploadingdatatoGSB.html
When entering I get the following error message:

“Invalid price file contract
(Tsla/Tsla.1.1minutes.NY.0800-1500.txt). A value of TSLA cannot be found in the contracts list.
Please fix the error(s) above and try again”

This means that I need to manually enter it into the contracts list?

Thanks for the understanding, Peter,

Daniel UK1 - 21-6-2023 at 03:27 AM

Quote: Originally posted by TwntySQ

Thanks for the response Peter.

Before any issues:
- What optimization settings should I start with for getting up to speed for finding acceptable systems?

Issues:

Have tried the steps in this link: https://trademaid.info/gsbhelp/14UploadingdatatoGSB.html
When entering I get the following error message:

“Invalid price file contract
(Tsla/Tsla.1.1minutes.NY.0800-1500.txt). A value of TSLA cannot be found in the contracts list.
Please fix the error(s) above and try again”

This means that I need to manually enter it into the contracts list?

Thanks for the understanding, Peter,

Hi, Yes Tsla needs to exist in the contract list with correct settings, in order for it to work.

admin - 21-6-2023 at 03:56 AM

@TwntySQ

- What optimization settings should I start with for getting up to speed for finding acceptable systems?

this depends massively on the market you are looking at.
Best go to default settings of the closest market thats exits already, and tweak one thing at a time.
read the methodology pages
https://trademaid.info/gsbhelp/Methodology.html

Driz - 21-6-2023 at 04:25 AM

@Admin Hello.

Here are some of my questions:

- In what software do you trade several strategies on a ticker symbol with and are there problems with positioning like opening/closing?

- How many strategies are trading in your portfolio and when do you switch the strategies in portfolio and replace them with new ones?

- Using GSB how long will It take me to find a solid algo/strategy?

Thanks!

Daniel UK1 - 21-6-2023 at 04:40 AM

@TwntySQ to get you started on a market easiest, is to switch on all (as you prefer) main indicators, and all (as you prefer) SF indicators, save stats manually, look at SF and Main indicators, save top 50 Main, save top 10 SF (this will show you very very rough data on what works), then run again all top 50SF, on all top 10 SF together, save top 25 Main indicators, then run those 25 on each of the top 10 SF alone, save down the stats... now pick your top 2-4 SF for the market.. continue to use the top 25 main going ahead. now test and continue research the market, and when you are happy with all the GSB settings, narrow down to preferred amount of main indicators... ( you can also do as Peters excellent methodology, which is to narrow down to 10 on each test)
But starting with the SF and Mian indicators, will get you a good start of a new market. And DO NOT use macros in the beginning, do this manually to understand what it is that you want to do, and when you understand that, then create your OWN macros that does what you want, not what anyone else wants.

Daniel UK1 - 26-6-2023 at 02:41 PM

A friendly heads up, as we know GSB is building systems placing two stops at the same time using incorrect execution logic, when only having one position, (when using other exit types added such as Vol stop, trail stop and atr stop etc) for example today, it placed two stops at same level, ending up with system reversing which was not supposed to happen so i had to manually close out the trade.. My point with this is that it needs to be fixed, since while some people might thing at is a no issue, (since its believed that system will remove the second stop if one is hit) but as could clearly be seen today, this assumption does not work and it can bite you quite hard if not paying attention.

I propose that GSB gets fixed including the updated Sys system for sale which has this error also, so it does not place two stops same time, when other exit types is also used.

admin - 26-6-2023 at 06:41 PM

@daniel
I looked into this, and TS doesnt have this issue. See example where two stops are placed, but only the closest one appears in the order manager
Your immediate fix is to use market when touched orders. Much safer as there is a lot to go wrong with market held stops.
If you are not happy with that solution, you will have to code around this. Apolgies if your not happy with my reply.

thowoc213 - 27-6-2023 at 04:49 AM

Hi,
Is the GSB cloud down?
I run a job today and GSB Manager couldn't find any cloud worker.
Thomas

admin - 27-6-2023 at 05:00 AM

Hi Thomas
there are no issues. What build are you on? 65.31 or 65.56

thowoc213 - 27-6-2023 at 05:03 AM

I'm on 65.56

admin - 27-6-2023 at 05:16 AM

No issues that im aware off. I did use my own cloud a little today but there still should have been plenty. Anyone else got a comment of workers or no workers?
Ive not done system building for a month nearly, so should be lots of workers free

thowoc213 - 27-6-2023 at 05:16 AM

Quote: Originally posted by thowoc213

I'm on 65.56

I can now see that GSB cloud is up.
My computer runs 4 jobs for a GSB user.
So, the issue must be something odd with my Manager.
Which is strange because I could access the GSB cloud 12 hours back.

Daniel UK1 - 27-6-2023 at 11:55 AM

No problem here, been running on cloud and all ok here..

thowoc213 - 27-6-2023 at 12:18 PM

@Peter
@Daniel

After computer reboot the problem was gone. I have access to the GSB cloud.
What the problem was, have no idea.
Thomas

thowoc213 - 27-6-2023 at 12:22 PM

Peter,

I am always in doubt when doing a WFA. The problem is how to set the size of the steps for the parameters.
For example, a system has 3 parameters to optimize.
The parameter values from the GSB process are: p1 = 12, p2 = 150, p3 = 80. The optimization windows have 50% of values on each side, which means they are: p1(6-18), p2(75-225) and p3(40-120).
What step size to choose for the parameters? The choice for p1 should obviously be 1. What are the steps for p2 and p3 with much wider windows? Should the step sizes for p2 and p3 be ‘normalized’ to ‘fit’ p1, or they might very well also have a step size 1?
By ‘normalized’ I mean that other parameters should have the same number of steps within their respective windows. Thus, since p1 has 10 steps within its window, the ‘normalization’ would result in p2(75-225,15) and p3(40-120,8).
I assume the GSB has an algorithm for choosing correct steps for different ‘wideness’ of the window.
Could you please share how the GSB does that?
Thanks in advance.

Thomas

admin - 27-6-2023 at 10:01 PM

@thowoc213
I would probably use 200%
I cant remember the logic for the step size. Its been many years.
If you right click a system and do ai wf parameter analysis then you will see the steps used
I really like manual optimization of each input one at a time, but its very time consuming.
ai wf however makes it much faster
However manual optimization is for advanced users and im not keen to do all the support on that as its complex and requires skill and experience
the other issue is ga pop and generations
if you have entry types aic, there are no weights so 100 x 100 is plenty
if you did say 5 indicators and entry type cross, you would need much more. (im not aware of anyone doing this)

Success Stories

TraderTom - 28-6-2023 at 08:45 AM

Hi all, I'm a potential purchaser of GSB, doing research before I commit. I wanted to post a new topic for this, but even though I'm registered on the forum, it doesn't seem to allow me to do so, so I'll post here. Maybe Peter can move this elsewhere if this isn't the right place.

What I'd like to ask if there are some current GSB users that are willing to share their success stories. I've read the testimonials posted at https://www.trademaid.info/testimonials.html, but those seem a bit dated. And I was hoping for maybe having the opportunity to ask a couple of follow up questions.

I'm not asking for any proprietary details, of course. What I'd like to know are things like how long have you been using GSB? How long did it take you to produce your first profitable system? How long did that system stay profitable, or is it still profitable? How many different GSB systems are you trading now? If you care to, can you indicate which markets you've found to be the easiest for GSB to develop systems for? And do you have any other experience with genetic trading system builders, and if so, how does GSB compare? I notice there are a number of other add-on products for GSB for sale, how essential are those? And finally, any words of advice for a potential new user?

Thanks very much in advance!

NickW - 28-6-2023 at 09:01 AM

Hi,

A picture is worth a thousand words. See screenshot of my oldest system in my database. Not the prettiest, but the first. It was developed Dec 2020 and not touch after that. Only changes I've made was changing stop loss as back then I used to use the biggest stop, not anymore. Green line is OOS start date.

Equity markets easier. There's a good methodology on NQ in the documentation. GSB has a learning curve, but once you understand it all, then it's great. But i'm trading Equities, Metals and Oil and Gas markets. I have about 300 systems in my arsenal to choose from across all these markets.

Tried everything under the sun until GSB. GSB is very unique and the only thing I found working.

Good luck
Nick

Quote: Originally posted by TraderTom

Hi all, I'm a potential purchaser of GSB, doing research before I commit. I wanted to post a new topic for this, but even though I'm registered on the forum, it doesn't seem to allow me to do so, so I'll post here. Maybe Peter can move this elsewhere if this isn't the right place.

What I'd like to ask if there are some current GSB users that are willing to share their success stories. I've read the testimonials posted at https://www.trademaid.info/testimonials.html, but those seem a bit dated. And I was hoping for maybe having the opportunity to ask a couple of follow up questions.

I'm not asking for any proprietary details, of course. What I'd like to know are things like how long have you been using GSB? How long did it take you to produce your first profitable system? How long did that system stay profitable, or is it still profitable? How many different GSB systems are you trading now? If you care to, can you indicate which markets you've found to be the easiest for GSB to develop systems for? And do you have any other experience with genetic trading system builders, and if so, how does GSB compare? I notice there are a number of other add-on products for GSB for sale, how essential are those? And finally, any words of advice for a potential new user?

Thanks very much in advance!

TradingPrice - 28-6-2023 at 12:18 PM

@admin

is AI WF analysis explained anywhere in documentation? if not could you please tell us more?

it seems basically like Tradestation manual optimization of parameters? as in it gives you NP & AT if you change indic. parameters?

TraderTom - 28-6-2023 at 02:07 PM

Hi Nick,

Thanks much for the reply. That's exactly the sort of thing I'm looking for. I particularly like your approach of having a lot of systems to use. That was the reason for my initial interest in GSB. I believe that "diversification is the Holy Grail of trading" (to quote Ray Dalio), but I was struggling with how to develop lots of different systems that are not too correlated. It would take too long to do manually, so I'm looking for an automated solution, which is where I'm thinking GSB could come in.

Great to hear of your success story, I hope there are more. Thanks.

P.s. Mind telling me what you're trading in the system for that screen shot? If not, no worries.

NickW - 28-6-2023 at 02:15 PM

That screenshot is a system trading ES.

admin - 29-6-2023 at 02:12 AM

Hi TraderTom
Welcome
Lots of good questions, here is a few comments.
I locked new threads. We got so much duplication, total mess and no one gets an email on a new topic you create. Put a topic in a thread people subscribe to and hopefully you get an answer.
I do not think of my self as a marketer, or software vendor. I am a trader who uses GSB for my trading, my cleints are paying for the programmers, they get many but not all of there own suggestions added into the product, we share how we use GSB best
and its a circular loop thats in everyone's interest. Hence no constant emails of market, specials, discounts, updates on videos etc. Documentation however tends to be fairly current as its easy to update
Somewhere a few months ago I published a few broker statements while in the middle of a nasty draw-down. Ive been trading new for 23 years
As for other products.
GSB automation saves massive amount of time and human error.
PA pro useful to combine systems, work out portfolios
EWFO really powerful for doing more through walk forwards if you have the time and skill to do them
GSB resource manger, free with gsb purchase or maintenance.

TraderTom - 29-6-2023 at 08:04 AM

Thanks for the reply, Peter.

It's starting to sink in that the GSB ecosystem is different from anything else out there, in terms of organization, incentives, and operation. I'm slowly getting my head around it.

I've been looking at the costs associated with a GSB commitment. Here's my draft list, with notes. I'd appreciate any comments you or any users may have.

Main GSB license: $1,500 + $200/year maintenance

Portfolio Analyst: $350 May not be needed initially, but seems useful to have later after a bunch of systems have been developed.

EWO: $390 I'm not clear on this, but I *think* this may not be needed for systems developed with GSB. Is that right?

GSB Automation: $700 This may not be needed initially, but it seems essential at some point down the road, probably sooner rather than later. But I'm curious, how have other users done without this?

Trademaid Automation for TS: $500/year. I'm not really clear what this does, exactly. I do use TS as my broker, so it might be of interest at some point.

New hardware: $2-3K I currently have an old Xeon E5-2609 machine with 32GB RAM, running Win 10. Is this enough to at least get started with GSB, without a huge amount of frustration?

So, on the low end it looks like a $1,500 expense, for just GSB.

On the high end, it's $2,940 for software (everything except TM automation) and say $2,500 for hardware, so $5,440 total. Does this seem right?

Thanks to all for any feedback!

TradingPrice - 29-6-2023 at 12:33 PM

@TraderTom

- I bought GSB last Oct, so I dont consider myself an expert in GSB

- I don't have "a few years success story" like Nick, but so far so good with GSB, I like the software! trading only GSB systems and up for the year so far (ES and NQ only) still many markets for me to research and build systems.

- GSB has a learning curve just like Nick said, it's definitely not plug and play (altho NQ methodology is solid and research had already been done for everyone making it super easy to build systems for that market/methodology)

- if you haven't done trial, you should definitely try it. otherwise, all you need is GSB license to get started, other software can be bought later if you like it

- for hardware, I'd get a 13th Gen Desktop i9 or i7. but you can still rent servers from @admin

- Portfolio Analyst is a must if you're a systematic trader, it's a separate software and you can add to it GSB systems + Non-GSB systems if you like

- GSB Automation is great to research markets (@admin does a community research once in a while and shares results with people who contribute)

- Trademaid Automation for TS is great if you're trading with Tradestation but not necessary, what I like most about it is symbol substitution. e.g. trade MNQ from a chart of @NQ

- Cant speak of EWO as I haven't' tried it but I think it's also separate software meaning works with GSB systems + Non-GSB systems (GSB can do Walk Forward on its own)

Best of luck

thowoc213 - 29-6-2023 at 01:04 PM

Hi Peter,

I'd appreciate clarifications regarding the “Post build periods” feature. The link to the GSB Guide is here: https://trademaid.info/gsbhelp/Posttradingperiods.html.
I don’t know how to insert pictures into a post here so my questions will be difficult to follow without seeing the GSB Guide page. Sorry for that.

The text from the Guide is between ##GSB Guide ##, my questions are between >>my questions<<.

## Auto date mode will optional turn date or nth day mode to true in the manager when systems are built, even though it was false in the blue section(s) of trading periods.worker .##
>>Does the optionally mean that nothing happens if the fields are left blank? Why do you refer to both the Manager and the Worker? Since a worker does a job on Manager behalf, it cannot have different settings than the Manager. Or? <<

## If nth was no trade in blue, in manager, then the system will be build as build nth no trade, but will appear in the manager using nth trade. ##
>> So, the Manager asks a worker to build systems using every second 80 days period. What the Auto Nth Dat=Trd will do? Sorry, I don’t understand this at all. <<

## This means all the metrics you see in the manager are 100% out of sample. ##
>> How can any system be 100% out of sample? <<

## So if nth was all trade in blue, in manager, then the system will be build as build nth trade no trade, but will appear in the manager using nth ALL. ##
>> The system will be build using every second 80 days period but will appear using all? And why this pointing out that it will appear in manager. Shouldn’t we always look in the Manager? Sorry, I’m confused. <<

## However when the system is rebuilt in the manager, it will be calculated as nth being all. This can save a lot of time in the build process as to change say 50,000 systems from nth no trade to trade takes some time. ##

>> So, we have 50k systems and we want to do some postprocessing. Say 300 are moved to Fav A and we want to see the whole period. It’s done by Ctr-A, right mouse button down and select Dates=All from the pop-up menu. What good does the setting in red do? Is it for use in macros? Please explain. <<

By the way, BIG,BIG THANKS for the AI WF, it’s really a great function.
I’ve spent hours optimizing parameters one by one in TS and then analyzing the results in Excel. Now I’m done in minutes!

Thomas

admin - 30-6-2023 at 01:12 AM

Hi Thomas
to add a picture, do preview post then upload file
Ive tried to reply as best I can but without arrows to specific fields in picitures its not easy.

The docs are correct about 100% out of sample. 80 days system was built on, but then nth is flipped and 100% pf this data is unseen
if nth post build was set to all, then 50% is out of sample (pre build nth 80)

in the work the setting could be nth no trade, and so fitness is derived from every 80 days of data, 80 days unseen
but if nth post build is all in the manger, the manger will see all periods and fitness derived from all days though half this data is unseen

"## So if nth was all trade in blue, in manager, then the system will be build as build nth trade no trade, but will appear in the manager using nth ALL. ##
>> The system will be build using every second 80 days period but will appear using all? And why this pointing out that it will appear in manager. Shouldn’t we always look in the Manager? Sorry, I’m confused. <<"
im pointing out how the process works so you understand the deeper workings. SO while you always look in the manager, this is explaining whats under the lid.
Its important that you have out of sample periods, and no 'leak's from in sample to out of sample.

Its excellent you try to understand this, but worse case you could treat it as a black box and just follow the methadolgy
Glad you like AI paramater analysis

thowoc213 - 30-6-2023 at 03:28 AM

Quote: Originally posted by admin

Hi Thomas
to add a picture, do preview post then upload file
Ive tried to reply as best I can but without arrows to specific fields in picitures its not easy.

The docs are correct about 100% out of sample. 80 days system was built on, but then nth is flipped and 100% pf this data is unseen
if nth post build was set to all, then 50% is out of sample (pre build nth 80)

in the work the setting could be nth no trade, and so fitness is derived from every 80 days of data, 80 days unseen
but if nth post build is all in the manger, the manger will see all periods and fitness derived from all days though half this data is unseen

"## So if nth was all trade in blue, in manager, then the system will be build as build nth trade no trade, but will appear in the manager using nth ALL. ##
>> The system will be build using every second 80 days period but will appear using all? And why this pointing out that it will appear in manager. Shouldn’t we always look in the Manager? Sorry, I’m confused. <<"
im pointing out how the process works so you understand the deeper workings. SO while you always look in the manager, this is explaining whats under the lid.
Its important that you have out of sample periods, and no 'leak's from in sample to out of sample.

Its excellent you try to understand this, but worse case you could treat it as a black box and just follow the methadolgy
Glad you like AI paramater analysis

Thanks for the answer.
Well, the “black box” is good, but understanding is better.

I’m experimenting with different settings just to get a deep understanding of GSB. What triggered my question about ‘Post Build’ was an observation I made recently.
I took a copy of the Trade List, pasted it into Excel. In Excel I wrote a simple VBA routine checking the difference between trading dates from the start (in one column) and difference between two consecutive trades (in another column).
I expected to see two things:
1. the jumps on 80 days or more where NoTrd period were started.
2. the gaps (80 days or more) between two consecutive trades, also NoTrd periods occurred.
I’ve found none of them. The list was without jumps and gaps. Just to check that I’m not doing something wrong, I took another script with many trades (more that 2000) and checked it.
The result was the same, no jumps and no gaps.
Both scripts were taken from ‘Unique Systems’, which means that whatever I had in the ‘Post Build’ should be of no consequence.
There is a possibility that I unintentionally changed the Nth settings and things went wrong. Anyways, I will follow the ‘black box’ and do the same check again.
Now the question about AI WF.
There are also checks of weights. I never thought of optimizing them, as they always have the same values. Now I see from the AI report that there are indeed differences if weights are optimized. I made a test on a script that has excellent stability values (over 90) from WFO and when I took weights into WF optimizations, the results were much worse. What is right thing top do, leave the weight out or have them optimized too?
Thanks!
Thomas

TraderTom - 30-6-2023 at 08:13 AM

Hi TradingPrice,

Thanks for the overview of the software, and how things fit together. I'm feeling more confident that I can just start with GSB and add more pieces later, if/when needed, which is what you said.

My plan is to definitely do the 2-week GSB trial first. I have vacations coming up for the first half of July, so it will probably be late July before I have an uninterrupted block of time to dig into this. In the meantime I will continue to monitor the forum, and hopefully a couple of more users can post their experiences with GSB. There's nothing like having an actual live trader tell you it works to give you confidence!

admin - 30-6-2023 at 05:15 PM

@2thowoc213
if there are no gaps, then the post build settings must be set to all.
if you after systems are build, change the systems from nth trade to no trade, you will see the in sample have significantly higher metrics than the out of sample.
If you are on nasdaq or ES, weights should not be used. Entry type is anyindicatorcrossed, and this does not use weights
cross entry type will work, but then weights are used. Cross is used for Gold (any many other markets). I normally optimize weights when used if aic is not used.

thowoc213 - 2-7-2023 at 05:55 AM

Quote: Originally posted by admin

@2thowoc213
if there are no gaps, then the post build settings must be set to all.
if you after systems are build, change the systems from nth trade to no trade, you will see the in sample have significantly higher metrics than the out of sample.
If you are on nasdaq or ES, weights should not be used. Entry type is anyindicatorcrossed, and this does not use weights
cross entry type will work, but then weights are used. Cross is used for Gold (any many other markets). I normally optimize weights when used if aic is not used.

Hi Peter,
Yes, post build settings were set to ALL.
I did plenty of tests with different setting combinations and I think I finally got it all.

Thanks for explaining how to use weights but there is one more question.
What do you mean by saying "I normally optimize weights when used if aic is not used"
Thomas

thowoc213 - 2-7-2023 at 06:53 AM

Quote: Originally posted by TraderTom

Hi TradingPrice,

Thanks for the overview of the software, and how things fit together. I'm feeling more confident that I can just start with GSB and add more pieces later, if/when needed, which is what you said.

My plan is to definitely do the 2-week GSB trial first. I have vacations coming up for the first half of July, so it will probably be late July before I have an uninterrupted block of time to dig into this. In the meantime I will continue to monitor the forum, and hopefully a couple of more users can post their experiences with GSB. There's nothing like having an actual live trader tell you it works to give you confidence!

The strategies from GSB served me well.
The last 3 months of 2021 gave nice profit, the whole 2022 was very good. This year though, I’m still in a 25% DD that now seems to recover. I trade ES, NQ, GC, and CL.
The learning curve is steep, but you can just follow Peter’s methodology and learn GSB that way. It will be a little easier.

Don't hope too much for the 2 weeks trial, it's too less time.
I also use EWFO and Portfolio Analyst Pro. I recommend you to purchase that package.
Good luck!
Thomas

TraderTom - 4-7-2023 at 05:48 PM

Hi Thomas,

Thanks for the reply, I appreciate the information very much.

However, there is some information I came across recently that has left me quite concerned about GSB, and which I hope Peter can address. I was on the Striker web site, and I saw they are tracking 12 different GSB systems, which you can rent to trade with them if you should want to. What bothered me is that out of those 12 systems, only 5 were profitable over the tracking period, and the other 7 lost money. Of the 5 winners, there was one superstar (GSBsys1ES), but none of the other 4 had made over $10K, trading 1 car. That was disappointing, both in how few winning systems there were, and how relatively small the winnings are.

I hope I'm missing something here, and that I can expect better performance than that. From where I sit, to get going with GSB I'm looking at a substantial investment in software and hardware, and a steep learning curve, so the rewards have to worth the price. Right now, it seems to me they fall short. But I hope I'm wrong!

admin - 4-7-2023 at 06:43 PM

@TraderTom. Good observation. I havnt even looked, but in the big picture I can say 2022 was by far the best year of my 22 years trading, and early 2023 was one of the worst periods. We had markets that gave strong moves that later reversed. Just a very dangerous time for trading. No market stays in ideal conditions indefinitely.
This has to be factored in. Regardless the collective total was good. Managed to buy part of a farm this week, a dual motor Tesla + increased savings so trading is still been very profitable.
Regardless trading is very risky and harder than most people think

thowoc213 - 5-7-2023 at 04:31 AM

Quote: Originally posted by TraderTom

Hi Thomas,

Thanks for the reply, I appreciate the information very much.

However, there is some information I came across recently that has left me quite concerned about GSB, and which I hope Peter can address. I was on the Striker web site, and I saw they are tracking 12 different GSB systems, which you can rent to trade with them if you should want to. What bothered me is that out of those 12 systems, only 5 were profitable over the tracking period, and the other 7 lost money. Of the 5 winners, there was one superstar (GSBsys1ES), but none of the other 4 had made over $10K, trading 1 car. That was disappointing, both in how few winning systems there were, and how relatively small the winnings are.

I hope I'm missing something here, and that I can expect better performance than that. From where I sit, to get going with GSB I'm looking at a substantial investment in software and hardware, and a steep learning curve, so the rewards have to worth the price. Right now, it seems to me they fall short. But I hope I'm wrong!

There are always periods with a DD. It's something you have to accept and tolerate both financially and psychological.
I think you should try trading micro futures that will allow you to gain confidence in what you do and also limit the risk.
When it comes to the GSB I can add that I tried 3 other tools. The GSB is superior in every aspect. If you accept to follow Peter's methodology, the learning curve will be less steep.
Thomas

TraderTom - 5-7-2023 at 02:54 PM

Peter and Thomas, thanks for the replies. This isn't my first rodeo, so I'm pretty familiar with drawdowns. I live in one a lot of the time.

I agree with what you both said about how trading is risky, and harder than most people think. I think the observation that 95% of would-be traders fail is probably accurate, and maybe it's even 99%.

Thanks for the comment about trying 3 other tools, Thomas. I've been down that road myself. It's not easy to start with a new one and get proficient at it, that's why I'm doing so much research. I'll keep at it.

NickW - 5-7-2023 at 04:50 PM

Normal state is in a drawdown, I am 99% of the time in a drawdown. Here's the last two months. Before this the previous equity high was 20 Jan 2023.

tialt - 11-7-2023 at 06:09 AM

I believe the last time I tried to update my version of GSB Automation from the pCloud I had to have Peter reset it. Is there any documentation on the correct way (or files needed) to download and install a new version of Automation?

admin - 11-7-2023 at 05:15 PM

@tialt
the bare minimum you need to update is the automation.exe file, pdb file and version.txt & take the latest excel file
Overwrite your old files unless the name of GSBAutomation.exe had a date after it (it does) GSBAutomation20230630.exe
Either make a shortcut to GSBAutomation20230630.exe or reanme GSBAutomation.exe to .old and rename GSBAutomation20230630.exe to GSBAutomation.exe

tialt - 12-7-2023 at 07:21 PM

thanks

admin - 12-7-2023 at 07:41 PM

@tiat, Thanks for your thank you. You can hit the thank button on posts which is nice, and saves people looking at a new post with no information that needs to be acted on

TraderTom - 13-7-2023 at 11:09 AM

@NickW, thanks for the DD table. And yes, being in a DD is definitely normal, for sure. What I didn't like was the fact that you said that the previous equity high was Jan 20th. That's 5 solid months of DD, which seems a bit much. Those long intervals make it hard to trade. But I'm sure that's not news to anyone here.

admin - 13-7-2023 at 06:51 PM

@tradertom, what you also may factor in is that many of us had the most spectacular equity run up (biggest in 22 years of trading) and that I think it was jan or feb was just a killer month.
For me in this context, a long or big dd is no big deal.

TraderTom - 15-7-2023 at 04:05 PM

Yes, that's a good point. Of course, for someone coming in without that big run behind them, it would have been much harder. But I hear what you're saying.

hsuehster - 19-7-2023 at 11:16 AM

New to GSB and running through the methodology guides at the moment. In the guides I see fields for Operators, Normalization, Sign modes and other fields under Strategy that I am not seeing on my setup. Any tips on why this might be?

EDIT: Screenshots attached of what I see vs an example from the guide. Another difference is that GSB is not available as an option in the strategy field on my setup.

Carl - 19-7-2023 at 11:26 AM

Hi hsuehster,

Go to "View" (in the top menu) and activate "Advanced" (last option).

For novice users I think it's best to keep these settings untouched.

Good luck building!

hsuehster - 19-7-2023 at 11:29 AM

Hi Carl, thanks for the tips. Advanced was previously selected and I've since toggled it off and on again. Fields under Strategy still appear to be the same though.

Screenshot 2023-07-19 at 10.26.44 AM.png - 1.1MB

admin - 19-7-2023 at 06:48 PM

@hsuehster, a lot of fields are locked out unless you run the optional Alpha user mode.
This is for GSB purchasers only. The logic behind this is there is so much for new users to learn, giving them even more power will give them even greater opportunity to dig them selves in a hole they cant get out of.

Latest GSB Download

heyligerb - 1-8-2023 at 09:28 AM

Anyone know where I can get the latest versions of GSB and RM? I had to format my computer and reinstall windows...

admin - 1-8-2023 at 04:49 PM

@heyligerb
install the trial version of gsb
https://trademaid.info/forum/viewthread.php?tid=1

install RM
https://trademaid.info/forum/viewthread.php?tid=208
I will revoke your GSB licence, so you can use it again

tialt - 18-8-2023 at 01:07 PM

Just curious, but it always seems when I start building systems the #C/US number is quite high and declines significantly over time. Any idea why this happens?

admin - 18-8-2023 at 05:11 PM

@tialt
thats because calculations are being done, that result in terrible metrics, and so the individual calculation is aborted before the end of the data. When GA finds something that works, the calculations are completed and so its slower. Drom day one this was one of the many tricks to GSBs speed

Result discrepancy

thowoc213 - 25-8-2023 at 04:42 AM

I use GSB 66.25 and EWFO 20221201.1.

The input parameters from GSB=>EWFO run are completely different.
What I did was to run WF to EWFO and later EWFO using the files from GSB. EWFO run was using the same FF as I had on GSB run.

The input parameters from GSB and EWFO are completely different. Why?
Something wrong with my EWFO copy? When I use GSB EWFO files, the TS script is not correct, see below.

Begin
i1length GSB_MedianOsc = 87;
i1Weight GSB_MedianOsc = 0;
i2Weight GSB_Close = 0;
i3Weight GSB_Close = 0;
EntryParams = 0;
EntryParams2 = 0;
GSB_CloseToHighLow3v5 iSFLength = 157;
iSFWeight GSB_CloseToHighLow3v5 = -1;
sfEntryLevel = 2.5;
End

Now, if I'd use TS for making EWFO files, the TS script would be
Begin
i1length = 87;
i1Weight = 0;
i2Weight = 0;
i3Weight = 0;
EntryParams = 0;
EntryParams2 = 0;
iSFLength = 157;
iSFWeight = -1;
sfEntryLevel = 2.5;
End

Attachment: Login to view the details

admin - 25-8-2023 at 05:50 AM

@thowoc213
I need to see this on your pc via anydesk.com and chat about in on skype.
Please chase me on monday australian time onwards

AnderBaci - 25-8-2023 at 08:09 AM

Hi @admin,

I recently saw on this webpage https://www.quantifiedmodels.com/es/ , systems an applications of yours, I think they are stealing and reselling your work. I inform you in cas you are not aware of it.

Regards

admin - 25-8-2023 at 05:19 PM

feedback on ts 10 build 70 is really bad
One plus is TS support has improved
https://community.tradestation.com/Discussions/Topic.aspx?To...
strongly recommend the batch file to kill new updates

Attachment: Login to view the details

admin - 25-8-2023 at 05:25 PM

@AnderBaci
thank you for this. I appreciate you looking but in this case nothing is stolen, its done with my permission.

admin - 28-8-2023 at 07:23 PM

Im going to change the mail server on info@trademaid.info so that will mean for a few hours window info@trademaid.info emails may not send and incoming emails may give bounce message.
It may be today or friday evening usa time

Pages: 1 .. 21 22 23 24 25

General support questions.

TS data - GC doesn't match supplied GSB data

MOC exit

Quick Questions

MORE QUESTIONS

3rd question

Issue is still there.

The number is:

Success Stories

Latest GSB Download

Result discrepancy