GSB AUTOMATION

New spreadsheet
best values in dark green, next best light green
coulombs up to h now used. ie bcdefgh
average and peak of all the coulombs added.
File will be in your previously supplied pcloud link. Only for Au purchasers. Not trial users
version 48

Version 48 of AU in pcloud
Has 3 fields you can sort on



also has longshort ratio
64.80 now outputs log of lsr, not lsr while the spread sheet has log lsr and lsr

so in the spread sheat use lsr columb and this will actually be log lsr
lsr >0 is long bias. Less 0 is short bias

gsb automation version 20220416.1 in pcloud folder
has max time field
I want to test all session times from (1am to 10 am) start to say 1330
and all start times from 1am to 10:30 am
for example you can have session time of 1am but start trading no earlier than at 10:00 am




lets say session time 1 am to 10am every 30 minutes
start time relative offset 0 to 10:30am hours every 30 minutes
if we started at 10am session time with 10 hour relative start offset, we would be starting at 20:00
SO now we can have max time allowed.
any times after this will not be run
No other changes in this build. Was used for testing CL, but Bruce said was worth trying on nq etc

spreadsheet version 50.1 out
It can sort on 4 fields now
New automation.
Dates can be modified. Previous dates was global dates.

Quote: Originally posted by admin

I used dates / global dates to test the effect of different start dates. I kept dates and global dates start date at the same period

Hi Peter,

could you clarify your concept here please.
It flew over me head a bit,
you, used dates and global dates to test the different start dates.. BUT you then kept, dates and global date, start date at the same period ?

Me not understand

I get the great things to be able to move in AU the start and end date..
but i dont get why you and how, you would handle this is move au, somehow they would need to move in sync or at least you control the sync ?

Quote: Originally posted by admin

@daniel, with changes in GSB you can use do 20:00 to 8:00 etc but its roughly two days away. Ive stopped most GSB development this week, as I have to get Ninja trader update out. Its been a lot of work

sorry Daniel, missed your post
Here is example using todays build of AU (IN your pcloud folder GSBautomation20220812.zip unzip into your existing au folder)
todays build gives you the option to remove a session time / start time
ie here is all times from 200am to 600am with start of trading time added onto the session start time of all times 0 to 3 hours step 30 min

In this example I have removed 530 sessiontime with + 30 start time as its been tested already. This is the new feature in todays build

new automation 20230102.1
Has option for new opend (not normalized) filters
exe in pcloud but not yet done auto update for all users.

One client had a particularly brilliant idea I had not thought off
AU can now optimize the bar interval.
so if you have 30 minute data, and bar interval is set to 2, , we are doing 60 minute bars.
Right now GSB and the Excell spread sheet dont support the feature, but it will happen in a 2 to 3 weeks. Sorry for the delays

new au is in pcloud folder

Quote: Originally posted by admin

One client had a particularly brilliant idea I had not thought off AU can now optimize the bar interval. so if you have 30 minute data, and bar interval is set to 2, , we are doing 60 minute bars. Right now GSB and the Excell spread sheet dont support the feature, but it will happen in a 2 to 3 weeks. Sorry for the delays new au is in pcloud folder

Quote: Originally posted by Piet

Quote: Originally posted by admin   One client had a particularly brilliant idea I had not thought off AU can now optimize the bar interval. so if you have 30 minute data, and bar interval is set to 2, , we are doing 60 minute bars. Right now GSB and the Excell spread sheet dont support the feature, but it will happen in a 2 to 3 weeks. Sorry for the delays new au is in pcloud folder Hi Peter, AU zip in pcloud seems broken. Could you check it?

You're right

Quote: Originally posted by BlackBox

Quote: Originally posted by Piet   Quote: Originally posted by admin   One client had a particularly brilliant idea I had not thought off AU can now optimize the bar interval. so if you have 30 minute data, and bar interval is set to 2, , we are doing 60 minute bars. Right now GSB and the Excell spread sheet dont support the feature, but it will happen in a 2 to 3 weeks. Sorry for the delays new au is in pcloud folder Hi Peter, AU zip in pcloud seems broken. Could you check it? You're right

Next build in GSB Automation
session time linked to bar interval
there are 14 30 min bars from 800 to 1500

but if we had session time 800 to 1500 but used 29 min bars the last bar of the day will be 16 minutes long
Instead we can now have session of 814 to 1500, and each bar 29 min long
The feature is built in the next build of AU, but it has a critical bug and doesnt work yet.
This is an advanced features, and if you dont understand it, ignore it for now

Quote: Originally posted by admin

Next build in GSB Automation session time linked to bar interval there are 14 30 min bars from 800 to 1500 but if we had session time 800 to 1500 but used 29 min bars the last bar of the day will be 16 minutes long Instead we can now have session of 814 to 1500, and each bar 29 min long The feature is built in the next build of AU, but it has a critical bug and doesnt work yet. This is an advanced features, and if you dont understand it, ignore it for now

Quote: Originally posted by admin

Next build in GSB Automation session time linked to bar interval there are 14 30 min bars from 800 to 1500 but if we had session time 800 to 1500 but used 29 min bars the last bar of the day will be 16 minutes long Instead we can now have session of 814 to 1500, and each bar 29 min long The feature is built in the next build of AU, but it has a critical bug and doesnt work yet. This is an advanced features, and if you dont understand it, ignore it for now

Quote: Originally posted by Daniel UK1

Quote: Originally posted by admin   Next build in GSB Automation session time linked to bar interval there are 14 30 min bars from 800 to 1500 but if we had session time 800 to 1500 but used 29 min bars the last bar of the day will be 16 minutes long Instead we can now have session of 814 to 1500, and each bar 29 min long The feature is built in the next build of AU, but it has a critical bug and doesnt work yet. This is an advanced features, and if you dont understand it, ignore it for now @Peter Very nice feature indeed, thanks for that. Could you advise how to properly setup such test, I assume you dont use "move" for both barinterval and session on its own, but rather its controlled using the new session move that then move both in sync ? Thanks

New excel out soon. Has median rather than average to sort of Favourites F. Median is a better to give a more typical value of results, rather than the average

@admin

Thanks, I meant on the latest Automation sheet "Median Periods". default is 100, that would be 100 tests? what if I'm only doing 3 tests?


On another note, is there a way to disable any median calculation? I'm using v57 as I believe median just slows calculation down and I'm still using averages

20230911.1 release. It has the option to que multiple automations in sequence.
first au, put a 0 here, second put a 1, third a 2 etc

68.1 excel.
a few improvements and it doesnt use clip board. Some earlier versions did.

new automation in your pcloud
Has bug fix for error when no moves done at all
and all filters added.
Some of these filters are not tested, and few dont even have ts code for it yet.

You need move filters command for testing filters

release 20240102.1
Has all the non GA secondary filter options
has exit timeofday command ( i dont like the concept, would prefer to move session time)

@portfolioquanttrader2020
Here is is
In my example only data1 was used.

GSB genetically will try all data streams and chose the one that works best by GA.

Often both data streams can be chosen in any one system

many small updates to GSBautomation, cosmetic things, and increased speed for users who run multiple managers in parallel. (recommend if your managers take 10 minutes or less to do jobs
If your doing indicator build, and then 2 copies of the second run, it can now to those two runs in parallel.
IE if max manager >1 then rows 3 &4 can run in parallel.
running mutiple managers in parallel keeps your workers driven harder, which is more efficient.
If you have one manager, and your computer takes say 4 minutes to do all the stats of 300 systems, you have all your workers idle for 4 minutes.
as the managers are started with a delay so they are not in the same sequence all the time, more of your workers will be running at one time

new gsb automation Project3 v70.01.xlsm in pcloud. Default is now no on count primary indicators

This makes the spread sheet much faster(stays on 91% for a long time with big spread sheets