Wish List

Quote: Originally posted by adcardoso01

Thx a lot for you effort to understand as I'm not totally familiar with GSB functionalities. Yes, I'm talking about OOS%. I understand that you are still grappling with validating several approaches. No worries. Anyways... I was just brainstorming here. All the best!

Quote: Originally posted by rws

Be carefull with future peaks if you have bars endtime and using them with the open in a system. Quote: Originally posted by admin   Quote: Originally posted by cyrus68   Would it be possible to enable GSB to enter trades at the open of the bar instead of the close? i.e. the user will be able to select whether trades are executed at the open or the close of the bar. This will enable swing trading daily bars for stocks, without facing problematic execution issues at the brokerage. Thanks is this in the context of daily bars, or say 30 min bars you want to enter say at 830 instead of 900 on ES? I think the concept is ok, but will come after the additional secondary filters. (work starting fairly soon)

Central Price Data Repository

Quote: Originally posted by JasonT

Hi Peter, it is possible for GSB to supply, as an option, a central online directory of price data (maintained daily, weekly or monthly) and for GSB 'Data > Public Data Directory' to point to it? Thanks, Jason.

Quote: Originally posted by admin

Quote: Originally posted by JasonT   Hi Peter, it is possible for GSB to supply, as an option, a central online directory of price data (maintained daily, weekly or monthly) and for GSB 'Data > Public Data Directory' to point to it? Thanks, Jason. Where is the data going to come from? Likely there are legal issues if I supply the data. Best thing would be open a workspace with a indicator that writes the price files. I dont mind data being stale, as it also gives a further un seen data period

GSB based session template

Quote: Originally posted by JasonT

Hi Peter, As posted in another thread the concept you've introduced with the Price Data Multiplier, that enables you to turn an 'ES.1.Minute.@ES.D.CentralUsaTime.txt' file into a 30 min data stream by adding the multiplier (eg 30 min), is very helpful and saves a lot of time. Is it possible to extend this concept further and include a GSB based price data session template? This would different to the 'Trading-Periods > Times' filter which prevents entries outside that time window. It would emulate the Trade Station (for example) session template in that indicators and secondary filters that GSB uses only considers bars inside the GSB session that is applied to the Price Data used in its analysis. I suspect it would need to be applied consistently across every data stream being used for Opt Price Data, TPD, Verif Price Data, WF Price Data and WF TPD. Thanks, Jason.

Quote: Originally posted by admin

You mean your data might be es 830 to 1515, but there is a global filter you can apply to make it 830 to 1500? if data2 was @ym 24 hour, the filter 830 to 1500 would also apply. If so I think this is an reasonable idea, but it wont happen until secondary filters are done

Quote: Originally posted by JasonT

Quote: Originally posted by admin   You mean your data might be es 830 to 1515, but there is a global filter you can apply to make it 830 to 1500? if data2 was @ym 24 hour, the filter 830 to 1500 would also apply. If so I think this is an reasonable idea, but it wont happen until secondary filters are done Yes that's almost what I mean. I was thinking that you download all the data (say 24x7) for the instrument you want to build systems on then apply a filter to that, say 0830-1500. That means that you can download all the data you need in one data file and test your assumptions on that, rather than download data for 24x7, and one for 0830-1500, and one for 0900-1400 for example.

Quote: Originally posted by admin

I see merit in this but @es.d is not the same as @es in that @es gives data on some holidays that @es.d doesnt. Likely we can implement after secondary filters etc

Noted. I agree that would make it trickier. I just did an @ES.D v @ES comparison earlier for my notes prior to posting the suggestion (see attached). The @ES.D session hours are limited by the Regular Session in a way that @ES is not - even if you use a 24x7 session template for @ES.D you get 08:30 to 15:15 Mon-Fri only (ie the Regular Session). This limitation can be emulated by using a session template on @ES equivalent to the @ES.D Regular Session but it doesn't account for any holidays that are automatically added by the @ES.D Regular Session.

Thanks for your consideration of the idea.

Quote: Originally posted by coccigelus

Hello, I would like to have a couple of others folders in the Favorites. Let's say C & D.

Evolving PT exit

Quote: Originally posted by Gregorian

I'd like to request that PT exit be evolvable, as you did with the SLs. Am seeing some good results by setting PT, but choosing what PT to set is just an educated guess right now. Having it genetically evolve would be great.

Quote: Originally posted by TradingRails

Quote: Originally posted by Gregorian   I'd like to request that PT exit be evolvable, as you did with the SLs. Am seeing some good results by setting PT, but choosing what PT to set is just an educated guess right now. Having it genetically evolve would be great. Ditto. MFE and MAE metrics would also be useful here.

IQFeed data export formatting

IQFeed data format - Peter, i am using the iqfeed data tool to export data files (as for some reason Multicharts seems to truncate some data at start). However after a number of failed attempts keeps giving a text error when trying to import to GSB, I think the issue is the data is exported in reverse time (latest time at top). I did add new formatting for date & time but still gives error. Does GSB recognise this or could this be included?

Thanks, Dave

Example format below from ..

Date,Time,Open,High,Low,Close,Volume,Inc Vol
2019-03-15,17:00:00,58.72,58.73,58.65,58.69,490637
2019-03-15,16:30:00,58.72,58.73,58.70,58.72,488660
2019-03-15,16:00:00,58.74,58.75,58.70,58.71,487080
2019-03-15,15:30:00,58.71,58.74,58.69,58.74,484248
2019-03-15,15:00:00,58.80,58.81,58.66,58.71,478347
2019-03-15,14:30:00,58.86,58.89,58.76,58.81,465099
2019-03-15,14:00:00,58.77,58.87,58.72,58.87,437134

Quote: Originally posted by engtraderfx

IQFeed data format - Peter, i am using the iqfeed data tool to export data files (as for some reason Multicharts seems to truncate some data at start). However after a number of failed attempts keeps giving a text error when trying to import to GSB, I think the issue is the data is exported in reverse time (latest time at top). I did add new formatting for date & time but still gives error. Does GSB recognise this or could this be included? Thanks, Dave Example format below from .. Date,Time,Open,High,Low,Close,Volume,Inc Vol 2019-03-15,17:00:00,58.72,58.73,58.65,58.69,490637 2019-03-15,16:30:00,58.72,58.73,58.70,58.72,488660 2019-03-15,16:00:00,58.74,58.75,58.70,58.71,487080 2019-03-15,15:30:00,58.71,58.74,58.69,58.74,484248 2019-03-15,15:00:00,58.80,58.81,58.66,58.71,478347 2019-03-15,14:30:00,58.86,58.89,58.76,58.81,465099 2019-03-15,14:00:00,58.77,58.87,58.72,58.87,437134

Quote: Originally posted by engtraderfx

Peter, didn’t help unfortunately, does change basic data chart, have contacted MC for help.

Quote: Originally posted by engtraderfx

I managed to get it down now to a few months by reloading data, eg CL data from IQFeed starts on 19/9/2006 with MC showing back to 18/12/2006 so pretty close now. Have sent query to IQ on data order. I notice in my systems some have a large drawdown in that first 6 mths vs rest ( eg 3 to 4K vs around 2K for rest of data), was wondering if its reasonable to ignore that early data.

Quote: Originally posted by engtraderfx

Peter, I got a response from MC today with a hotfix that helped my reload data back to first data date. If anyone on MC wants the patch let me know. For example, ES 1m data back to 6/9/2005 CL 1m data back to 19/9/2006 Chrs, Dave

Quote: Originally posted by traderusa

GSB has some awesome features that no one else has. Things like being able to test 1000's of systems, to see objectively what works best. The method to do this is fairly simple, but could it either have keyboard shortcuts, that programs like autoit could use to automate or could pre configured commands be done in gsb. for example build 10,000 systems when done, put into statsA then change nth from do no trade to trade Then put into stats B etc

Very impressive with the speed you got such a significant feature added - macro's. You have exceeded my expectations.

Peter,

I am still exploring the custom indicator tool which I believe is a real important feature:

- Right now custom indicators is not currently supported for multi data optimization
- Validation for the reasons above is not possible.

The best solution would be have the feature to be able to import directly the function. But I understand that this is (probably) a lot of work.

However one thing that I think would be a very acceptable advanced features with little programming work required, would be import the value of the custum indicator for each data stream with which we are interested to work. So let’s do an example:

We want to optimize ES30 SPX30 and we want to validate on Nq30 – NDX30.

Using the code generated by the software with little modifications we could run the custum indicators 4 times on each data stream set as data1 in order to retrieve the value needed for each of the four data streams.

Once finished the process import the custum indicator that GSB should do automatically for each data stream.(checking each folder created into Indicator data folder and checking the name of the custom function) So in this case, once GSB initialize, should raise a warning only when one specific data stream does not have the value for the required custum indicator and/or data stream required, letting GSB users to have available all the multidata stream and validation featureas available.

Quote: Originally posted by coccigelus

Peter, I am still exploring the custom indicator tool which I believe is a real important feature: - Right now custom indicators is not currently supported for multi data optimization - Validation for the reasons above is not possible. The best solution would be have the feature to be able to import directly the function. But I understand that this is (probably) a lot of work. However one thing that I think would be a very acceptable advanced features with little programming work required, would be import the value of the custum indicator for each data stream with which we are interested to work. So let’s do an example: We want to optimize ES30 SPX30 and we want to validate on Nq30 – NDX30. Using the code generated by the software with little modifications we could run the custum indicators 4 times on each data stream set as data1 in order to retrieve the value needed for each of the four data streams. Once finished the process import the custum indicator that GSB should do automatically for each data stream.(checking each folder created into Indicator data folder and checking the name of the custom function) So in this case, once GSB initialize, should raise a warning only when one specific data stream does not have the value for the required custum indicator and/or data stream required, letting GSB users to have available all the multidata stream and validation featureas available.

Quote: Originally posted by Marc7200

Hi Peter, It would be nice if you would not have to create price data for every time frame. Since you already have a contract list it should be possible to eliminate the price data list if the naming is the same as in the contract list. If we only use 1 Minute price data files it would then be possible to simple change time frames 5min , 10min,.... GSB could do the work in the background instead saving this information in a price data file? Nice to have would be the option to test systems for example by saying 10-90min in increment of 5min and run all the possible time frames without having to create so many price data files. Also it would be helpful if there is one central location for price files not one for worker one for standalone and one for manager. Just some ideas for improvement. Thanks Marc

Quote: Originally posted by Marc7200

Hello Peter, Is there by chance a video showing how this is done? Thanks for the feedback and great work your doing! Marc

Wonderful looking forward to it!

Quote: Originally posted by waldocktrades

Peter, maybe this should be posted on the wish list. It would be great to run a macro that culls the weak performers between Nth IS/OS, then double-blind date period, cull weak performers, run remainder on more recent double-blind. Then, we could manually go through the survivors using data to current date. I typically look at average trade. It would be REALLY nice to be able to compare individual system degradation, rather than a cutoff value. I typically delete everything below $125 as too small of an average trade. I'll also delete systems below a given profit threshold based on the general population. It would be really nice to know on a system by system basis and say only keep OS systems with an average trade within 10% of their IS avg trd. After all, the point of this pursuit is to find the most consistent algos over time. 52.06 is working fine. Good call. Best, Andy

Hi Andy
this is favorite in macro. I have not used it yet.
You can also remove from favorites too.

How I think it works is your criteria is added into favorite.
Then say you change dates and or nth,
then you run it again, and it will remove the systems that dont pass the metrics.

So if your first metric was pf >2,
you then change nth, and run pf >2
what remains is only systems that have pf2 with nth being true and not true.

I have never used this, but was told this by the programmer verbally.

Quote: Originally posted by waldocktrades

I do a lot of manual sorting based on the same ideas. Unfortunately, it forces us into thresholds, rather than being able to compare individual algo IS/OS. The current process works. My current algos represent the general populations, as they're designed to. My belief is that being able to track the individual algo IS/OS will allow us to be able to move further up the performance ladder.

Quote: Originally posted by avatartrader

Just a small feature request: It would helpful if there was an on-screen label or other indication of how many systems were selected in the Unique-Systems grid - for example, a status bar docked to the bottom of the panel containing the tab control hosting the grid, or whatever is appropriate. Probably how I would do it is to use a status bar control with a status label that only displays the selected total when the selected items are > 1 (e.g. 1000 of ). When there is a very large number of systems, it is often hard to tell how many are being selected for walk forward, etc. and this would help when the process prescribes "select approximately x systems", etc., particularly when you need to relax some of the criteria like NP/DD and so on to select an ample amount for WF testing.

Data Visualisation

One of the challenges I have is understanding what the impact is of changes I make to settings in the Contracts List and Sessions List have on the data that GSB uses to test systems against. For example changes to MOC, Last bar or Exch Time on the Contracts List and the open and close time on the session list. I can imagine what they are supposed to do but I am not sure that what I am expecting is what is happening. As a result it reduces the confidence I have in applying GSB generated systems to tradestation.

Is it possible to embed a chart visualisation tab to GSB to enable you to compare what data GSB is testing a system on to what you've got set up on your trading software?

Perhaps it could be available using a Chart tab, next to the settings tab. Maybe when you click on the Trading Data or Opt Data that is the chart data that is shown. Perhaps also (later) if you were to select a particular system that had been tested any indicators would be plotted and the entries and exits could be plotted to enable even more effective debugging of the translation of systems between GSB and trading software.

Thanks for your consideration.

Jason.

Quote: Originally posted by JasonT

One of the challenges I have is understanding what the impact is of changes I make to settings in the Contracts List and Sessions List have on the data that GSB uses to test systems against. For example changes to MOC, Last bar or Exch Time on the Contracts List and the open and close time on the session list. I can imagine what they are supposed to do but I am not sure that what I am expecting is what is happening. As a result it reduces the confidence I have in applying GSB generated systems to tradestation. Is it possible to embed a chart visualisation tab to GSB to enable you to compare what data GSB is testing a system on to what you've got set up on your trading software? Perhaps it could be available using a Chart tab, next to the settings tab. Maybe when you click on the Trading Data or Opt Data that is the chart data that is shown. Perhaps also (later) if you were to select a particular system that had been tested any indicators would be plotted and the entries and exits could be plotted to enable even more effective debugging of the translation of systems between GSB and trading software. Thanks for your consideration. Jason.

You mean visualization of the charts, and indicators?
I need to think on this but I see some merit to it.

There is however extensive diagnostics built into gsb.
The main use is to compare ts to gsb. asci files written and can be compared in windiff
see this
files written in Data\Debugs

Quote: Originally posted by admin

You mean visualization of the charts, and indicators?

Quote: Originally posted by coccigelus

The request is meant for PA PRO.

Quote: Originally posted by coccigelus

Hello Peter, I have a wish list request for PA: I would like to get incorporated a metric that account the weight of each system in the generation of NP/maxDD AT the portfolio level, TAKING in consideration the time since the first system in the portfolio traded. Example: (here considering 2018 end of year keeping simple example) System A: started to trade in the 2000 with a NP of 100k and MaxDD of 10k. System B: started to trade in the 2009 with a NP of 100k and MaxDD of 10k. In this case the weight of system A related to NP & DD would be 1 for each metric. (weightDD and weightNP). However the weight for system B would be 2 for weightDD and weightNP. So the system that trade at earlier date would be always 1 for both metrics. Calculation SYS A : 100 NP/18 Years= 5.555 ///// norm: 5.555/5.555 = 1 // Same process for DD calculation Calculation SYS B : 100 NP/9 Years= 11.111 ///// norm: 11.111/5.555 (sys A divisor) = 2 // Same process for DD calculation I think would be an add on extremely useful in the construction of balanced portfolio where We want balanced weight systems within it that take in consideration the starting time of the portfolio.

Quote: Originally posted by coccigelus

Hello Peter, I have a wish list request for PA: I would like to get incorporated a metric that account the weight of each system in the generation of NP/maxDD AT the portfolio level, TAKING in consideration the time since the first system in the portfolio traded. Example: (here considering 2018 end of year keeping simple example) System A: started to trade in the 2000 with a NP of 100k and MaxDD of 10k. System B: started to trade in the 2009 with a NP of 100k and MaxDD of 10k. In this case the weight of system A related to NP & DD would be 1 for each metric. (weightDD and weightNP). However the weight for system B would be 2 for weightDD and weightNP. So the system that trade at earlier date would be always 1 for both metrics. Calculation SYS A : 100 NP/18 Years= 5.555 ///// norm: 5.555/5.555 = 1 // Same process for DD calculation Calculation SYS B : 100 NP/9 Years= 11.111 ///// norm: 11.111/5.555 (sys A divisor) = 2 // Same process for DD calculation I think would be an add on extremely useful in the construction of balanced portfolio where We want balanced weight systems within it that take in consideration the starting time of the portfolio.

Quote: Originally posted by Daniel UK1

I think it would be interesting to be able to produce random clones of price for verification on a price series as we can today, BUT with a possibility to adjust the clone 1-10 toward more mean reversion or trending characteristics.. i think it could make it possible to test robustness depending on market changes for the symbol in question... perhaps i am out of depth there.. but i think it could open up to further testing possibilities Thoughts?

Quote: Originally posted by Sten

Hi Peter, I want to be able to do this in GSB: Run a macro that for every system in Fav.A does this: * saves system into .gsbsystem file somewhere on disk; * saves system statistics (Full Period Net Profit, e.t.c.) somewhere on disk; * runs "Genetic Algorithm to EWFO" to prepare EWFO intermediate files; * calls an external command to process this data (for example, runs a python script with some parameters). The idea is that I want to be abel to run a Python script for every pre-selected system in Fav.A, so that this script can automatically do EWFO cluster-analysis and, maybe, do some other tests to assess systems robustness. And then this script produces only .gsbsystem files that pass some formal robustness tests. This should allow users to generate fully automatic workflows using GSB + EWFO. Currently I can only run "Genetic Algorithm to EWFO" for all systems in Fav.A as a one single operation from a macro (but this exhausts disk space quickly). And there is no option to run an external command for every cell, and no macro command or command parameter to save .gsbsystem file on disk. Probably, for the start, it would be nice to add a new parameter to WalkForward macro command, something like "run an external command after WF finishes: python.exe somescript.py %EWFO_output_dir%". This should allow user to write a script that runs EWFO, checks the results and then deletes EWFO intermediate files so that preserve the disk space. Then we can add to this an ability to save .gsbsystem file on disk and export system params. from a macro command.

Quote: Originally posted by admin

re - saves system statistics (Full Period Net Profit, e.t.c.) somewhere on disk; Would the save trade list do for this? or all the details in the performance tab?

Quote: Originally posted by Sten

Quote: Originally posted by admin   re - saves system statistics (Full Period Net Profit, e.t.c.) somewhere on disk; Would the save trade list do for this? or all the details in the performance tab? Yes, list of trades is enough - if needed the script can calculate stats from the list of trades (however it would be convenient to have all the parameters that are listed in Unique-Systems window: F-F, NP-F, DD-F, AT-F e.t.c. so that not to calculate them again. But that is not required.). The only catch is that an external script needs the way to tell which trades came from In-Sample period and which are from OOS period. As, obviously, these are two different statistics which need to be analyzed separately.

Quote: Originally posted by admin

worst case could the external script could be programed to have the oos date of say 2015.6.30 in it?

Quote: Originally posted by admin

Hi Sten, Assuming we do what you request, are you sure you are happy with your workflow? IE test manually. I would not want to commit to this to find it not used. Users like you with unique requirements make my job harder, but are the very things that collectively enrich GSB to make it even better. Hence you are valued.

Quote: Originally posted by admin

Hi Sten are you saying after every wf ->ewfo we run a exe? its simplier to run all the wf via the macro, and the macro runs your exe after that. Your exe could sweep all the folders and do its stuff. very messy to do it after each wf as its outside the scope of what macros do - if done the other way. Plus the macro programmer is not the same programmer as did gsb wf - so out side his area of expertise.

Ability to use GSB to manage saved results

Quote: Originally posted by RandyT

Trying to get my head around a way to manage results with the ability to go back and find systems for a specific market that might have some minimum performance value like PF, Trade Count, etc. It would be interesting to have the ability to open GSB and point it to a folder where system results have been saved and then further filter those results based on market and these other parameters. As it is, opening saved systems is a bit hit or miss as the name given to them when saved does not provide much to go on. Perhaps there are better ways of doing this. I am just becoming familiar with this challenge.

Quote: Originally posted by RandyT

Peter, I first don't see a way to specify the destination of the file. Saving files seems to default to "Data/Saved Systems". I do see that I can add a prefix which could help. Would be nice if it was possible to set some default pattern to use as a prefix in order to avoid inconsistencies when saving files. Much like a photo management program does. @MARKET-@TF-@DIR could be expanded to automatically save as ES-30-ShortOnly-filename. This would allow writing scripts and other tools to easily crawl a directory full of these files to display systems with certain characteristics. Or better yet, let GSB crawl that folder of saved systems. My suggestion though is to enable GSB to be used for that same directory crawling of systems and point it to open a folder. It could then parse the contents of that folder and present options to filter the saved systems based on market, timeframe, direction, etc. Happy to speak about this if that would make it more clear.

verification improvements

Hi, peter,

When I am building a future strategy, there are too many data files. Normally, when you use (WFP), and try to verify again, nothing happend to other month. So, I need to check them all one by one when a WF process is done, and I need to verify in Multicharts window.

before replaced




after replaced




Here is some suggestion to do verification:

1. Add the verification to WF parameter replaced strategy.

Could you add 'WFP verify' and display such a result in GSB TOP GUI TABS?

2. Ability to check the verification month's trades data in normal and WFP.

It is saving times in future trading.

Thank you, peter.

Quote: Originally posted by asd9025253

Hi, peter, When I am building a future strategy, there are too many data files. Normally, when you use (WFP), and try to verify again, nothing happend to other month. So, I need to check them all one by one when a WF process is done, and I need to verify in Multicharts window. before replaced after replaced Here is some suggestion to do verification: 1. Add the verification to WF parameter replaced strategy. Could you add 'WFP verify' and display such a result in GSB TOP GUI TABS? 2. Ability to check the verification month's trades data in normal and WFP. It is saving times in future trading. Thank you, peter.

Quote: Originally posted by Daniel UK1

Would be really great to have a simplified Cluster analys of WF in GSB, where you set your test criteria and get a score depending on how many it passed.. i think it could be helpful. I do understand there us EWO, but this would be a first simplified check in GSB.. Would also be great to be able to test exit and entry compared to random of systems.. I am sure there is more important things higher up the roadmap, but these would be helpful @Peter, do you use Cluster analysis of your systems? Thanks

Quote: Originally posted by Daniel UK1

Would be really great to have a simplified Cluster analys of WF in GSB, where you set your test criteria and get a score depending on how many it passed.. i think it could be helpful. I do understand there us EWO, but this would be a first simplified check in GSB.. Would also be great to be able to test exit and entry compared to random of systems.. I am sure there is more important things higher up the roadmap, but these would be helpful @Peter, do you use Cluster analysis of your systems? Thanks

Quote: Originally posted by emsjoflo

Peter, It would mean a lot if you could add the attached indicators(functions) to GSB. Simple as they may appear, I have been working on them for about 5 years and I can't use your methodology to test them as custom indicators because of limitations in the custom indicators module. They should be fairly easy to code into GSB because they are time based and are the same for every symbol they are attached to.

Quote: Originally posted by emsjoflo

Peter, I created the indicators myself and I understand they will be public domain once incorporated into GSB. I'm willing to share and I doubt if they will be widely used because they only work in conjunction with other indicators in a narrow band. I believe there is some merit to time-bases cycles and I have read others who agree. I can send you documentation if desired. I can explain my frustrations with Custom Indicators in another post if you want. I can't use CIs with verification, multiple data sources and the CIs don't show up in the statistics, force use doesn't do anything, and the graphs and statistics change when I click on the generated systems. I also get multiple errors on the platform when trying to run, and CIs work better with standalone than manager/workers.

Quote: Originally posted by emsjoflo

Peter, I created the indicators myself and I understand they will be public domain once incorporated into GSB. I'm willing to share and I doubt if they will be widely used because they only work in conjunction with other indicators in a narrow band. I believe there is some merit to time-bases cycles and I have read others who agree. I can send you documentation if desired. I can explain my frustrations with Custom Indicators in another post if you want. I can't use CIs with verification, multiple data sources and the CIs don't show up in the statistics, force use doesn't do anything, and the graphs and statistics change when I click on the generated systems. I also get multiple errors on the platform when trying to run, and CIs work better with standalone than manager/workers.

Quote: Originally posted by admin

Quote: Originally posted by emsjoflo   Peter, I created the indicators myself and I understand they will be public domain once incorporated into GSB. I'm willing to share and I doubt if they will be widely used because they only work in conjunction with other indicators in a narrow band. I believe there is some merit to time-bases cycles and I have read others who agree. I can send you documentation if desired. I can explain my frustrations with Custom Indicators in another post if you want. I can't use CIs with verification, multiple data sources and the CIs don't show up in the statistics, force use doesn't do anything, and the graphs and statistics change when I click on the generated systems. I also get multiple errors on the platform when trying to run, and CIs work better with standalone than manager/workers. moon etc are in 57.11 build (Alphas tester mode only )(not released yet) Did a quick test on CL with RSI as secondary filter, and they didnt appear in the list We now have 81 indicators in alpha build GSB

alpha build

Quote: Originally posted by emsjoflo

Peter, How soon do you think the new version will be released? Or could I try the alpha build?