GSB Forums

General support questions.

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SwedenTrader - 30-8-2023 at 07:59 AM

The latest NQ-method and the inputs are not giving so great ES systems as the old method for ES. Any recommendations what to change in the inputs for building ES systems instead of NQ systems ? Or maybe the older method is better for ES-systems ?

admin - 30-8-2023 at 05:01 PM

@SwedenTrader
can you give urls to i can be clear what you are talking about?

Long Bond Success Anyone?

heyligerb - 2-9-2023 at 07:14 AM

Has anyone found any good systems on the 30yr US bond? I've tried 30, 120, 360 min timeframes, day and swing systems, and I couldn't build a single system with decent out of sample performance. Perhaps it's just the nature of this market..?

admin - 3-9-2023 at 05:25 PM

@heyligerb
to my knowledge no one has. I think we need pattern filters added to gsb,
you might get away with a totally different approach.
ie pick day of week and time of day trends like what Andre Unger does.
GSB has the ability to do this, but ive never done it and dont remember how it was to be done.
Perhaps it was using time of day filters, day of week, no secondary filter??? and look for long or short only systems
I have a non gsb long term system, but the contract is a bit big even for me to hold over night when you factor in the system draw down

Carl - 5-9-2023 at 09:14 AM

Hi Peter,

Just processed GSB_ALL_FUNCTIONS_2023_08_13_1.eld.

I noticed the Easylanguage code for GSB_PercentR, GSB_PercentRLng, GSB_PercentRSht, GSB_PercentRMed, GSB_PercentRVlng are all identical.

Thanks



admin - 5-9-2023 at 05:08 PM

Quote: Originally posted by Carl  
Hi Peter,

Just processed GSB_ALL_FUNCTIONS_2023_08_13_1.eld.

I noticed the Easylanguage code for GSB_PercentR, GSB_PercentRLng, GSB_PercentRSht, GSB_PercentRMed, GSB_PercentRVlng are all identical.

Thanks



Correct, but whats not idential is the parameter range in gsb when they are called.
It was a faster way of coding the concept to have wide variations in the indicator parameters. User Chuck said he had good success with getting a parameter range that gave improved results, then building systems. THis is an enhancement to his concept as he had to manually change gsb parameter range which is messy and time consuming

TradingPrice - 5-9-2023 at 09:59 PM

@admin

does GSB_PercentR"Med" have same parameter range as original GSB_PercentR? or do they all have different parameters including original?

admin - 5-9-2023 at 11:39 PM

they are all different and go wider than the orginal.
you can inspect the paramater range (and change them)
but if you change them, i think saved systems will give different results if they were saved before the change

cip.png - 318kB

admin - 6-9-2023 at 12:34 AM

ts back end is down, and they are aware of it. do not log off ts, as if you do you might not get data till its fixed


ts-down.png - 67kB

admin - 6-9-2023 at 02:04 AM

ts now online :)

admin - 6-9-2023 at 04:04 AM

ts outage again 5am central usa time

admin - 6-9-2023 at 05:22 AM

621 am. some ts servers are working. 2 of 3 for me

admin - 6-9-2023 at 06:19 AM

ts working :)

TradeStation simultaneous strategies

brk - 8-9-2023 at 11:31 PM

I'm looking to see how many strategies the TradeStation platform can handle at a time. I guess I'm looking for the max charts per workspace and the max workspaces per desktop and I guess platform limitations. I do run multiple desktops on my development box, but usually just one desktop live (which I built on the dev box).

I was discussing this with someone and I'd like to confirm that it may be better to run one chart per workspace. He said he ran into performance issues with 8 charts on one workspace, but now moved to 26 workspaces with one daily chart each. He mentioned moving to daily charts improved performance, but I'm sticking to lower time frames (15/30 min) for day trading.

So in summary, having ample hardware, what would expectations for futures day trading the max simultaneous strategies? I'm especially looking for reliability, but I am running TradeMaid TS Automation, which does take a bit of startup time. I currently run about 20-25 strategies across 6 workspaces, one desktop. So are we looking at 20, 30, 40, 50, 100?
That would be per system login on a dedicated computer. I realize I can launch multiple desktops, but still there's a limit to the platform before I must purchase more hardware and buy another TS login subscription.

admin - 9-9-2023 at 12:09 AM

good question. I have one ts 9.5 that is stable and giving me no grief, but all other 9.5 are dreadful.
build 68 of ts 10 is ok, builds after that are bad in my experience
I dont think there is any solid number of when you get unstable - but its clear the more workspaces the less stable it is.
one factor is how many bars are on a chart. ie typically use one year, sometimes less, but sometimes you need a lot more.
restart ts each day helps a lot.

TMA will open a chart a lot faster if createalertmonsamplefile is false, but i made the default true as got way to many support issues with it false.
basically if you put tma on a chart with no session time (which is this example is a human error / mistake), tma writes the sample file with the wrong session, then after this you fix up the session time the sample file will not update (faster to open) as tma will not recreate it again unless createalertmonsamplefile is true
one chart per workspace is worth testing.

tma.png - 151kB

admin - 9-9-2023 at 12:13 AM

daily charts should be much less problematic, though ts has its own issues on daily charts. (trades more prone to change)
my wild guess is ts top limit is 20 to 50 charts
Im running 49 charts on my primary ts computer. This is after i took a lot of charts off and put on second TS VM
Before that it was much less stable

Carl - 10-9-2023 at 01:42 PM

Hi Peter,

Hope you had a good weekend.

Just to inform you.

GSB version 66.25 expired this weekend. Message "GSB code is too old".

thowoc213 - 10-9-2023 at 03:17 PM

Hi Peter,

GSB 66.35 uploaded.
The latest GSB_Scripts_2023_08_30 ELD is not complete.

The GSB_CloseOverPrevCloseDv2 function is missing.
I cannot compile a script.

admin - 10-9-2023 at 04:03 PM

@thowoc213
Here are the updates, thanks for reporting this issue


Attachment: Login to view the details


admin - 11-9-2023 at 05:06 AM

build 65.25 has expired, all uses should be on 66.35 build, and download the eld above.
Likely I will push 66.38 out tomorrow with the eld GSB_ALL_FUNCTIONS_2023_08_30_2.ELD

Function issue

brk - 11-9-2023 at 10:45 AM

I just downloaded and installed the new ELD.

I received an error in function GSB_AverageSighnHL3 in the last assignment is missing the "3" at the end.

admin - 11-9-2023 at 05:26 PM

@brk, I dont think this is used in GSB, but will confirm
You can make the last line of the function GSB_AverageSignHL3=GSB_Average(Sign(Close-Close[1]),length)+GSB_Average(Sign(High-High[1]),length)+GSB_Average(Sign(Low-Low[1]),length);
and compile it again. I will update this in the next build. thanks for bringing this to my attention

brk - 11-9-2023 at 06:01 PM

I received the error during the import. I added the 3 to the end and verified before reporting back (to make sure it wasn't something else).

admin - 11-9-2023 at 06:21 PM

@brk, confirmed that this isnt in GSB

brk - 11-9-2023 at 06:27 PM

I see it's not in the Built-in Indicators, but I reopened the ELD and see its in there. So I'm sure its safe as its unused.

thowoc213 - 12-9-2023 at 03:41 AM

Hi Peter,

I'm doing some tests to see how the best indicator set is changing over the time.
My training period is one year and I'm going forwards with one months steps.
First 4 periods I did on GSB Standalone 66.25 and it took some 6 hour to build 20000 systems.
The last period I did on 66.35 and building 20000 systems took 22+ hours.
Now I'm doing the period #6 and so far I'm up in less than 3750 in 11 hours. Extrapolating, it will take 56+ hours to get 20000 systems.
What is the reason for this performance degradation?

admin - 12-9-2023 at 04:32 AM

@thowoc213, what are the periods in mm/yyyy, and what market?
anchored or rolling on the dates?
using 1 year of data is way too small a period to build systems on. The parameters used under training are also not set for this setup.
ie 100 or 200 trades might be used. This isnt going to happen over one year.
some years like 2004 to 2006 ON es will provide almost no trades as there was no volatility

thowoc213 - 12-9-2023 at 04:44 AM

@Peter,
Market is ES, rolling dates
The 4 first period on 66.25 are
2016-01-01 - 2016-12-31
2016-02-01 - 2017-01-31
2016-03-01 - 2017-02-28
2016-04-01 - 2017-03-31
The processed period on 66.35 is
2016-05-01 - 2017-04-30
Currently running
2016-06-01 - 2017-05-31

The training filter settings are:
min avg trade 100
Min NP 2000
min Pearson 0.8
min PF 1.8
min #C 50


admin - 12-9-2023 at 04:52 AM

@thowoc213
1 year is way to short a period to build systems, and getting pearsons of 0.8 on 1 year of data may also be dropping a lot of systems - making build times slow.
I personally think starting at 2016 is too late. Other groups of trades say use 10 years or so of data.

for es 2007 or 2001 else 1997 are my start points. There was no big advantage of going before 2007.1.1

thowoc213 - 12-9-2023 at 05:01 AM

Peter,

Thanks for the replay.

I was simply trying to find out how sensitive are indicators to market conditions, how the 'best indicators' chosen by GSB were changing.
That was the reason why I'm doing it on one year period.

I am not trying to build a system on 1 year period.

Thomas

admin - 12-9-2023 at 05:05 AM

I see, but regardless one year I think is too short.
In the big picture, when I do tests from 2007 to 2018 indicators and metrics change greatly on identical tests.
If you dont factor this in, you will chase your tail. Thats why im doing 100 * 2500 system tests for a lot of research
For building systems less tests are fine.

one test of 20,000 will lead you to false conclusions.

thowoc213 - 12-9-2023 at 05:10 AM

@Peter,

You are absolutely right!
I've given up it now and will continue 'within the box'.
Thanks!
Thomas

chrig - 13-9-2023 at 12:13 PM

Hi! Where and how do I get the newest ELD script for Tradestation? I updated my GSB to 20230830 today, but I do not have the equivalent ELD script for TS? Pretty sure I make something wrong, but do not know what? :cool: Thxs Chrig

admin - 13-9-2023 at 04:46 PM

@chrig
if should be both in c:\gsb and C:\GSB\Supplementary Scripts (TS & MC)
But better still is about 16 posts up from this one you will see a newer version with one fix
search on GSB_ALL_FUNCTIONS_2023_08_30_2.ELD


admin - 29-9-2023 at 04:15 PM

GSB cloud is down. Mangers report initializing, amount of running workers is dropping. Working on it now.
Apolgies.

admin - 29-9-2023 at 05:34 PM

issue is fixed but all wf and other jobs were deleted in sql server. aplogies

JozefSusko - 15-10-2023 at 09:26 AM

Hello everyone,

how do i load unsaved strategy in GSB. I know it was addressed here but I can't find it. Any help appreciated.
thanks

Carl - 15-10-2023 at 01:41 PM

Quote: Originally posted by JozefSusko  
Hello everyone,

how do i load unsaved strategy in GSB. I know it was addressed here but I can't find it. Any help appreciated.
thanks


Do you mean you have the code, but did not save the GSB file?

If so...

Just copy the complete hash at the bottom of the TS code {.....} to a txt file and change the extension of this file to gsbscript.

So name the file: xxxxxxx.gsbscript

Then start GSB, right-click in the bottom window in GSB, choose "load", browse to the file you want to import and choose "open".

Wait a few seconds and the system will be available in GSB again.

This should work. If you need help, let me know.

All the best

JozefSusko - 16-10-2023 at 07:28 AM

Quote: Originally posted by Carl  
Quote: Originally posted by JozefSusko  
Hello everyone,

how do i load unsaved strategy in GSB. I know it was addressed here but I can't find it. Any help appreciated.
thanks


Do you mean you have the code, but did not save the GSB file?

If so...

Just copy the complete hash at the bottom of the TS code {.....} to a txt file and change the extension of this file to gsbscript.

So call the file: xxxxxxx.gsbscript

Then start GSB, right-click in the bottom window in GSB, choose "load", browse to the file you want to import and choose "open".

Wait a few seconds and the system will be available in GSB again.

This should work. If you need help, let me know.

All the best


Hi Carl,
thanks for the answer, but the problem is that I can't change it from .txt to . gsbscript

Carl - 16-10-2023 at 12:18 PM

Quote: Originally posted by JozefSusko  

Hi Carl,
thanks for the answer, but the problem is that I can't change it from .txt to .gsbscript


Hi JosefSusko,

Are you using Windows on your machine?

If so:
Open File Explorer (open any folder).
Click the View tab.
Select "File name extension" (top right menu)
Filename extensions will now be visible.

You can now change the file extensions to "gsbscript".

JozefSusko - 16-10-2023 at 01:01 PM



Hi JosefSusko,

Are you using Windows on your machine?

If so:
Open File Explorer (open any folder).
Click the View tab.
Select "File name extension" (top right menu)
Filename extensions will now be visible.

You can now change the file extensions to "gsbscript".[/rquote]


Hi Carl,
I appreciate your help
yes, I use Windows, but it would be best if you put a screen
thanks

Carl - 16-10-2023 at 02:59 PM

Quote: Originally posted by JozefSusko  

Hi Carl,
I appreciate your help
yes, I use Windows, but it would be best if you put a screen
thanks


Knipsel.JPG - 83kB

JozefSusko - 17-10-2023 at 08:13 AM

Quote: Originally posted by Carl  
Quote: Originally posted by JozefSusko  

Hi Carl,
I appreciate your help
yes, I use Windows, but it would be best if you put a screen
thanks



Thank you for your help Carl, it works
jozef

Error: External component has thrown an exception

brk - 23-10-2023 at 06:57 PM

I was working on my development box doing optimizations with TradeStation of about 50 ES systems on Friday. I did reach over 68 optimizations (so I noticed), but then things started acting strange. So I rebooted. Now each time I shutdown TradeStation I get an error dialog box with the text "Error: External component has thrown an exception". I've attached a screenshot.
GSB is the only external software I have on there, so just wondering where I can look. I'm not sure where any of the log files are. I do see the crash reporter doing its thing at the end after each shutdown. I am using GSB_ALL_FUNCTIONS_2023_08_30_2.ELD (which I believe is my only external components).

On both my live and dev machines I have NOT done the TS update that it prompts for. I keep saying wait another day.

Screenshot 2023-10-23 at 8.50.05 PM.png - 89kB

admin - 23-10-2023 at 07:38 PM

I have never seen this error
is the error when you compile the code, or run it on a chart?
if your on ts10, try ts 9.5, or on 9.5 try 10.
you can also email me some code that I can test

Carl - 24-10-2023 at 03:26 AM

Quote: Originally posted by brk  
I was working on my development box doing optimizations with TradeStation of about 50 ES systems on Friday. I did reach over 68 optimizations (so I noticed), but then things started acting strange. So I rebooted. Now each time I shutdown TradeStation I get an error dialog box with the text "Error: External component has thrown an exception". I've attached a screenshot.
GSB is the only external software I have on there, so just wondering where I can look. I'm not sure where any of the log files are. I do see the crash reporter doing its thing at the end after each shutdown. I am using GSB_ALL_FUNCTIONS_2023_08_30_2.ELD (which I believe is my only external components).

On both my live and dev machines I have NOT done the TS update that it prompts for. I keep saying wait another day.


Maybe this helps:

Windows start
Settings
Apps
Tradestation
Change
Next
Repair
Next
OK

brk - 24-10-2023 at 10:20 AM

Thanks. I tried the Windows Repair option where it runs the TradeStation installation program to try and repair the app. Now it generates the error and crashes when starting. Before it would only crash when you "saved" the workspace on shutdown. It didn't crash if you opened and closed a desktop and workspace but didn't save it. Now its worse in that it runs the TradeStation Crash Application at start up.

Is there anywhere I can look to see what the crash application is trying to report back to tradestation? It takes about 20 seconds after TS shuts down with the "blinking red" application running in the background doing something.

Carl - 24-10-2023 at 10:52 AM

Quote: Originally posted by brk  
Thanks. I tried the Windows Repair option where it runs the TradeStation installation program to try and repair the app. Now it generates the error and crashes when starting. Before it would only crash when you "saved" the workspace on shutdown. It didn't crash if you opened and closed a desktop and workspace but didn't save it. Now its worse in that it runs the TradeStation Crash Application at start up.

Is there anywhere I can look to see what the crash application is trying to report back to tradestation? It takes about 20 seconds after TS shuts down with the "blinking red" application running in the background doing something.


This has saved me a couple of times. Sorry to hear problems got worse.

Maybe restoring your most recent TS backup?

Otherwise a fresh install? Don't forget to save your workspaces and desktop before uninstalling TS.

brk - 24-10-2023 at 11:51 AM

OK, just got off the phone with TradeStation support. Apparently I'm not alone and has been relatively common recently.

He talked me through cleaning up TS, clearing out old versions, and resetting the config, including wiping out stuff in the windows registry. The solution he provided requires to update to the latest version (since I had to delete all the old stuff), and should be on the High Perf desktop settings.

admin - 24-10-2023 at 03:27 PM

@brk, what build /version were you on, and are you on now?
High performance is even less stable for live trading. For development machine shouldnt matter.

brk - 24-10-2023 at 03:42 PM

The Live one is using the old/prior Update 70 (10.00.06.1169).

He updated me to Update 1185 (10.00.06.1185).

He actually said he recommends to only use High Perf for live trading. I'm curious, where did you find that it was less stable? He indicated the opposite and many/most of the 9.5 issues have addressed and is now more stable in 10.0.

We also discussed the best way to organize running several strategies at once. He said about 5-8 workspaces per desktop, about 10-15 strategies per desktop, and up to 4-5 desktops on a computer. Each desktop should have their own TradeManager.

admin - 24-10-2023 at 04:12 PM

this was complied with the help of users, and very cluey TS support person.
https://trademaid.info/gsbhelp/Tradestationbestpracticeandfi...
My expereince and that of a few users is builds of ts 10 after update 68 are less stable.
Regardless do what ever works best for you.

tialt - 16-12-2023 at 09:15 AM

Dumb question but where in GSB Manager do I turn on/off Exit Modes (IFltRvAndSFFltRv, etc.)?

portfolioquanttrader2020 - 16-12-2023 at 03:07 PM

Hello
Do any of you have experience in building forex systems with GSB?

Carl - 17-12-2023 at 03:13 AM

Quote: Originally posted by tialt  
Dumb question but where in GSB Manager do I turn on/off Exit Modes (IFltRvAndSFFltRv, etc.)?


Hi tialt,

Go to the left pane under Strategy

Exit modes

Then disable the exits



Attachment: Login to view the details


tialt - 17-12-2023 at 06:23 AM

Ok, for some reason I do not have that option.



Left Pane Menu.PNG - 29kB

tialt - 17-12-2023 at 06:51 AM

I found the problem. I was missing the GSB.exe.config file.
Put it in GSB folder and everything's working fine.
Thanks!

Correlation in PA

Ketil - 27-12-2023 at 02:28 PM

Hi Peter,

How do PA calculate the correlation of daily, weekly and monthly returns? Is it with the standard formula shown below? Sometimes I use both PA and MSA, and most of the time I get very different correlation coefficients, so it looks like these tools don't calculate correlation in the same way.

Formula correlation.JPG - 13kB

admin - 27-12-2023 at 04:11 PM

@ketil, PA results should be identical to excel. Ive tested this in the past. Note however that negative correlations are whats most critical. Big moves tend to be winning trades that trigger more systems and so are correlated. Loosing trades tend to be false breakouts. From 5+?????? years ago I heard multiple comments that msa correlation is wrong. I have zero idea if thats fixed.

Contracts (Digits)

REMO755 - 7-1-2024 at 05:22 PM

Hello,
Please, where do you get the Digit value to set the symbols?

DIGS.JPG - 27kB

admin - 7-1-2024 at 05:57 PM

@remo
share apple is 123.45 so digits is 2 (.45)
same as @ES
so price scale = 1/100 Count the amount of zeros (there is 2) so digits is 2

ps.png - 149kB

REMO755 - 15-1-2024 at 05:31 PM

Hello,
What sessions of GSB = Ts of the ordinary session?

MOC?
MOC@ ?
24/7 ?

I'm confused.

Thank you

admin - 15-1-2024 at 06:46 PM

@remo
gsb will duplicate ts exactly

gsb moc should be set to will give moc at the same time as defined in ts sessions

there is no ordinary session in ts
there is regular and custom session
if you have exported data from ts say @es.d the data will be 830 to 1515 moc 1515 and you would set gsb the same

if you exported data from ts thats @es (no .d) then data is sunday 1700? to friday night
you could duplicate this in gsb using 24/7 session time as gsb cant add more bars than what is in the orginal data file
or you could use session say 8am to 1500 with moc at 1500


what might help is what are you trying to achieve?

REMO755 - 16-1-2024 at 08:36 AM

Quote: Originally posted by admin  
@remo
gsb will duplicate ts exactly

gsb moc should be set to will give moc at the same time as defined in ts sessions

there is no ordinary session in ts
there is regular and custom session
if you have exported data from ts say @es.d the data will be 830 to 1515 moc 1515 and you would set gsb the same

if you exported data from ts thats @es (no .d) then data is sunday 1700? to friday night
you could duplicate this in gsb using 24/7 session time as gsb cant add more bars than what is in the orginal data file
or you could use session say 8am to 1500 with moc at 1500


what might help is what are you trying to achieve?


I have imported @EC 1 minute regular session TS



I want GSB=TS during regular session

What is MOC? 24 /7 ?

admin - 16-1-2024 at 10:47 PM

@remo,
Like this



2024-01-17_15-46-31.png - 379kB

REMO755 - 24-1-2024 at 06:06 PM

Hello,

Hello,

Do you know what happens to the data in TS? Days disappear on the chart with @CL=11VOC

The day 11-20-2023 does not exist.


REMO755 - 24-1-2024 at 06:06 PM

Hello,

Do you know what happens to the data in TS? Days disappear on the chart with @CL=11VOC

The day 11-20-2023 does not exist.


REMO755 - 24-1-2024 at 06:06 PM

Hello,

Do you know what happens to the data in TS? Days disappear on the chart with @CL=11VOC

The day 11-20-2023 does not exist.


ERROR.JPG - 49kB

admin - 24-1-2024 at 06:27 PM

@remo, i dont. Im just using @CL with symbol substitution. That is working fine for me. I dont have a need to use volume or open interest etc.

REMO755 - 25-1-2024 at 03:36 AM

Quote: Originally posted by admin  
@remo, i dont. Im just using @CL with symbol substitution. That is working fine for me. I dont have a need to use volume or open interest etc.


Where can you consult Assembly Criteria Dates?


admin - 25-1-2024 at 03:38 AM

you mean dates on contract rollover? 2024 dates from ts were published about a month ago in the forum under systems for sale

REMO755 - 27-1-2024 at 05:44 AM

Hello,

How do I make the first GSB operation match the first TS operation?

If the GSB data dates back to 01/01/2010, why don't the calculations start on the same date if in TS the start date is 01/01/2010?

PRIMERAS GSB.JPG - 41kB

PRIMERAS TS.JPG - 55kB

fecha datos.JPG - 28kB

COMPARANDO DATA.JPG - 72kB

admin - 28-1-2024 at 10:44 PM

@remo, calculations will not even start on ts and gsb till you have at least 500 bars back. Even then ts and gsb will some times differ a little in the first few trades. This is insignificant in the big picture and will never get better than it is. There are many reasons / quirks. For example ts returns -1 for Closed(x) in the first 500 bars. Its many of these types of quirks in ts we had to code around to get gsb to match ts

You then have the issue that calculations will start, but a trade has not yet occurred for some time

CPU & RAM use

thowoc213 - 29-1-2024 at 05:48 AM

Hi,

I have a i9 3.5 MHz CPU with 128 GB RAM.
When running GSB, the CPU can hit the ceiling but RAM use 40% at most.
Do I have wrong hardware settings for GSB or is it normal?

Thomas

admin - 29-1-2024 at 06:13 PM

@thowwoc
under app settings you can increase cache sizes and also the amount of cores used for nth etc. The cores for nth causes managers to use much more ram when nth/ dates etc is being done.
How much ram depends on lots of things.
ie 23 hour by 5.5 day systems have much more data, and so are very ram hungry compared to 830 to 1500 systems

REMO755 - 4-2-2024 at 04:58 PM

Hello,

Do you know of any pro-trading accounts, financing accounts, etc. to be able to connect TS?

admin - 4-2-2024 at 06:10 PM

@REMO755.
Im only aware of people using TS brokerage, Interactive brokers and brokers like striker etc
Not familiar with pro-trading at all

Hoping everyone a day that's as wonderful as you make it!

harrisonJed - 10-2-2024 at 02:46 PM

Excited to observe this! Great facts and the standard of detail distributed is incredible!
Thank you everyone!

alertmon Session End Time

brk - 27-2-2024 at 03:33 PM

So looking for clarification on what the "Sess. End Time" field should be set to.

I'm on the US east coast, so EST/EDT.
I have charts on ES & NQ, which are central time.
The charts are set up with Exchange Time, and a 0800-1500 session time.

So if the last "bar" on the chart is 1500, what time should I be putting in the "Sess. End Time" field, 3:00PM or 4:00PM ?

I thought it went on chart time, not system time, but it's looking like things aren't working as expected. I also have one chart that uses the "Regular Session" and exits at 1600 bar. I had 4:00PM set, but it exited at the 1500 bar at 4:00PM EDT, and the strategy was still active and shows it exits at the 1600 bar. So it appears to use computer system time rather than chart time, so I'm looking for confirmation/clarification.

admin - 27-2-2024 at 03:49 PM

@brk,

I assume your talking about alertmon not TMA?
alertmon & tma work on local pc time. On alertmon i you right click a row and edit, you can see the times that are used in the file.
tma must be set to local time.
if stuck, we can do anydesk.com session

brk - 27-2-2024 at 04:25 PM

Actually I'm talking about TMA. So it uses the computer system time. I thought things were acting strangely. I thought it used "chart" time. So the 1600 on the chart (4pm) I need to have set to 5pm eastern time.

I need to fix all my charts... They're all currently "chart" time, not local time.

admin - 27-2-2024 at 04:26 PM

@brk, chase me if you need support as its critical to get these things fixed asap. It would be good to re -read the documentation as its through and important to get every detail right.

Karish - 3-3-2024 at 08:22 AM

Hii guys i just opened up a Discord Server for GSB paid/unpaid users, share ideas, get support by other users, and just chat in real time :cool:
here is the link to join:

https://discord.gg/utV6Sg4TA6




discord.png - 22kB

portfolioquanttrader2020 - 3-3-2024 at 12:57 PM

Hi
I have group telegram
https://t.me/gsbtradingsystembuilder

admin - 6-3-2024 at 07:15 PM

license file in forum updated to include this clause, as well as license in gsb folder

Abuse of free trials is not permitted. Max of 2 machines can be used by any one person for a max of 14 days -unless express permission is given by Peter Zwag. Making new machines or VM to get around this is a violation of rules. You may be banned from the forum and any or all licenses revoked at Peter Zwag's discretion.

admin - 27-5-2024 at 10:04 PM

My programer showed me this.
Until someone thats very skilled can show us, i havnt time to invest in this project
https://bitsum.com/
https://bitsum.com/portfolio/coreprio/

Here are the possibilities.
Intel i9 and amd, it may allow ts to use all CPU cores, rather than the max of 32 on TS
It can over come the annoying feature of windows 11 that puts background processes at very low cpu priority, which is bad for GSB as it runs slower unless you have workers set to tiled mode in gsb resource manager.

also see see this
https://youtu.be/LB6qWhP35KE

I can say that I spent 2 minutes on this and process lasso put gsb managers with high cpu to low priority, which is the opposite of what I want.
This doesn't imply lasso is no good, it just means it needs tweaking




"DLM is designed for loads that don’t max out all available CPU cores. Applications that put a full load across the entire CPU could perform marginally worse. This is because when the entire CPU is loaded, there are no CPU cores to prioritize threads to since all must be utilized. Thus it may be ideal to exclude some highly multi-threaded applications."
in plain english, apps that use full cpu should not use dlm, but ts likely should
GSB seems to use single numa (of interest only if you have >1 physical cpu)
and this doesnt matter a if mutiple workers are running as the load spreads over the numa. However im running about 7 managers at one time all doing nth dates etc
and the loading is not spread evenly over the numas (physical cpu's)



JasonAlgoGuy - 19-10-2024 at 07:14 PM

Good Evening,
I purchased EWFO after reviewing it for the full trial period. I'm having 2 problems one of which really needs immediate attention please. I got an email from Peter asking how I'd heard about EFWO and that there were some updates. My computer won't let me download them because its flagging them as a virus. Please tell me I didn't just download a virus on this expensive trading machine. Second, EFWO is slowing Multicharts WFO optimization down to a crawl. What should take 30 minutes I've been forced to terminate after 3 hours. It just gets slower and slower. I have a CPU use monitor up when I do work like this and it starts out at 100% and slowly slips down to under 10%. When I comment out the bits of code needed to operate EFWO the system runs fine. On the first security I optimized (M2K) it worked fine, no problems. On MES its not working. I've tried loading a different workspace, restarting the computer, nothing is working. I don't understand this problem. I would appreciate some feedback pretty quick please. Its frustrating to pay a good little chunk of money only to step right into some problems, one of which would be potentially very serious.

Carl - 20-10-2024 at 12:00 AM

Hi Jason,

No worries. It's not a virus.

GSB has been causing virus messages in my Avira antivirus for years. False positives.
You probably can exclude certain directories in your antivirus software. This should solve your download problem.
I exclude my GSB directory in my antivirus.

JasonAlgoGuy - 20-10-2024 at 05:24 AM

Thank you Carl, I'll have to disable the feature in chrome for that location. I have added information on the other issue. It seems to be related to size. The WFO in multicharts that produces the issue is 1.47M tests long. It does not fail at 987k test. Not sure whats up with that.

JasonAlgoGuy - 20-10-2024 at 09:31 AM

Ok, new problem (in addition to the older problem that I think I have a bandaid for).
I have been using EWFO for a few weeks now (the trial period) and I've never encountered this problem. When I perform a walk forward analysis my OOS has 0 trades. After 7 years that seems improbable considering the backtest has 500 or so. Also, a lot of times EWFO hangs. Please help!

admin - 20-10-2024 at 03:30 PM

@JasonAlgoGuy
Ive never seen these issue before. we can either do anydesk.com remote session or upload the files and I test on my end
can you upload a performance report of the system, ans .z7ip (best) else zip the data files made by mc and send to me.
any screen shots with arrows to show the problem also good.
https://u.pcloud.com/#page=puplink&code=VJbkZ6bhlg4DXBThwK0d...

SwedenTrader - 7-11-2024 at 05:09 PM

If i trade from two different vps machines with two different TS
Logons on the same futures account. Would that be any problem to the position match table (true/false) ? Or any other issue with that setup ? Thanks

admin - 7-11-2024 at 05:44 PM

Quote: Originally posted by SwedenTrader  
If i trade from two different vps machines with two different TS
Logons on the same futures account. Would that be any problem to the position match table (true/false) ? Or any other issue with that setup ? Thanks



if your talking about Trademaidautomation, i think tma will run fine

alertmon position match I think will be ok, but not certain.
why are you doing this?

SwedenTrader - 9-11-2024 at 07:25 AM

Quote: Originally posted by admin  
Quote: Originally posted by SwedenTrader  
If i trade from two different vps machines with two different TS
Logons on the same futures account. Would that be any problem to the position match table (true/false) ? Or any other issue with that setup ? Thanks



if your talking about Trademaidautomation, i think tma will run fine

alertmon position match I think will be ok, but not certain.
why are you doing this?


ok i understand, we will probably allocate one part of the funds to a thirdparty TS system developer where they trade from their own VPS on our corporation TS account. And we will trade GSB and other systems developed by us on our own VPS but to the same TS account. To have several accounts would be inneffective for margin and other reasons. Just wanted to see if any risk when different machines trade on the same Futures account.

admin - 10-11-2024 at 04:22 PM

tma will work if multiple logins trade the same account on the same symbol.
Non TMA (standard ts execution) MIGHT work mixed with tma on the other machine, but alertmon match will certainly NOT work in this context.
That means you loose the second layer of error checking your live positions with theoretical.
I think it would be best practice to have TMA and alertmon on both VM

Carl - 21-11-2024 at 01:20 PM

Hi Peter,

Since this morning GSB 68.24 seems to have an issue when I try to find the best primary filters by using the statistics option.

The count of the primary filters is completely off.

For example GSB just built 991 strategies. All 143 PF were active.
But in the statistics tab only 7 different PF are shown. Each 1 in the top and 1 at the bottom?

I tried a few completely different GSB tests on two different computers.

Thanks.


admin - 21-11-2024 at 03:48 PM

Quote: Originally posted by Carl  
Hi Peter,

Since this morning GSB 68.24 seems to have an issue when I try to find the best primary filters by using the statistics option.

The count of the primary filters is completely off.

For example GSB just built 991 strategies. All 143 PF were active.
But in the statistics tab only 7 different PF are shown. Each 1 in the top and 1 at the bottom?

I tried a few completely different GSB tests on two different computers.

Thanks.



I have spent a lot of time on this intermittent bug. However when I got the bug it was there for all tests. The bug is fixed in the next release.
I will send you the next release in < 24 hours

Carl - 21-11-2024 at 04:07 PM


Okay thanks, Peter. Today was for me the first time I had this.

SwedenTrader - 28-11-2024 at 02:42 AM

Hi, i hade a small code part in a couple of systems that closed intraday systems "at close" when there are short trading days, cant find it :(
It is not used for swing systems i suppose since the exit is not affected.

SwedenTrader - 28-11-2024 at 02:47 AM

It works the same regardless if its NQ on CME or energy futures on NY-time ?

Quote: Originally posted by SwedenTrader  
Hi, i hade a small code part in a couple of systems that closed intraday systems "at close" when there are short trading days, cant find it :(
It is not used for swing systems i suppose since the exit is not affected.

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