GSB Forums - Powered by XMB 1.9.11

Quote: Originally posted by Gregorian

Thanks for adding the exit on number of bars. Can this be made to evolve instead of, or in addition to, user specified number of bars?

Likely it can. Will talk to programmer.

not sure if this may risk to overfit, but I think it would be interesting to differentiate the N-bars-exits when in gain / loss:
1) exit after N bars when in GAIN
2) exit after M bars when in LOSS

admin - 28-11-2018 at 03:40 AM

Its not such a big job to make exitnumbars into genetic, but I want to add closed That makes it a bigger job so likely after additional secondary filters. We might call them pattern or tertiary filters.
I hope work will start on this soon/
Countertrend osc is close to being done in the osc section, but not yet in secondary filters. Its being worked on today and might be done soon.
The TS code is done.
Any one else have opinions on code below?
1) exit after N bars when in GAIN
2) exit after M bars when in LOSS
I dont want a product that introduces bad architecture, and im not sure either way if its a good or bad idea.

engtraderfx - 28-11-2018 at 04:10 AM

I used to do mean reversion trades on stocks, daily data, used nbars exit as an alternative exit, usually a loss exit as other profit targets would rule on short term trades.

admin - 29-11-2018 at 07:04 PM

50.25 Nov 30 2018
Has gsb counter trend. New GSB functions.
vip. Release notes.
There are new secondary filters. GSB counter trend normalized and un normalized
They need sf-entrylevel 0 to 100 step 1 (or bigger step??)
sf indicator weight -1 to 1 step 2

Should you use SF closedbpv, you need roughly 0 to 2000 ($) step 10. vip to get this right.
My own testing on CL showed there new SF (gsb counter trend) worked poorly
However gsb counter trend in indicators worked fine.
SF genetic, with counter trend enabled is unknown how well it works right now.
I dont think it worked well in CL. I used all the other SF GA closed.. and gsbCT was not chosen as a sf when I went thought a number of systems

engtraderfx - 29-11-2018 at 07:51 PM

Is there a cloud worker at all or is it compatible with current release? last version didn't seem to run a cloud worker? Currently get around 1000 systems / min with 2 workers so takes quite a while to run a system, would be great to utilise cloud. Thanks, Dave

admin - 29-11-2018 at 09:40 PM

Is there a cloud worker at all or is it compatible with current release? last version didn't seem to run a cloud worker? Currently get around 1000 systems / min with 2 workers so takes quite a while to run a system, would be great to utilize cloud. Thanks, Dave

Right now this version works with no other versions. Normally the newest workers work with all managers. This should be resolved in a few days.
If free, a dual xeon server with 192 gb of ram will cost $10 a day to hire.
Thats like an i9 but heaps of ram.

cyrus68 - 29-11-2018 at 11:47 PM

Its not such a big job to make exitnumbars into genetic, but I want to add closed That makes it a bigger job so likely after additional secondary filters. We might call them pattern or tertiary filters.
I hope work will start on this soon/
Countertrend osc is close to being done in the osc section, but not yet in secondary filters. Its being worked on today and might be done soon.
The TS code is done.
Any one else have opinions on code below?
1) exit after N bars when in GAIN
2) exit after M bars when in LOSS
I dont want a product that introduces bad architecture, and im not sure either way if its a good or bad idea.

Using "exit after N bars when in GAIN and exit after M bars when in LOSS" mixes 3 separate exit methods that are conceptually different; namely, stop-loss, profit-target and holding-period exits. Over-optimisation on realised data risks under-performance on unrealised data.

You may want to revise the description of the holding-period exit in the GUI. It mistakenly refers to minutes when it should refer to bars.

admin - 30-11-2018 at 12:32 AM

Quote: Originally posted by cyrus68

It mistakenly refers to minutes when it should refer to bars.

shall do, thanks for the tip

cotila1 - 30-11-2018 at 02:52 AM

for 50.25 it was said to read the release note at the end of the thread. Is it me that i can't find it?
sorry , any help?

admin - 30-11-2018 at 04:28 AM

Quote: Originally posted by cotila1

for 50.25 it was said to read the release note at the end of the thread. Is it me that i can't find it?
sorry , any help?

I added the words release notes, a few posts above this one.

cotila1 - 1-12-2018 at 08:33 AM

Quote: Originally posted by cotila1

for 50.25 it was said to read the release note at the end of the thread. Is it me that i can't find it?
sorry , any help?

I added the words release notes, a few posts above this one.

Ok, thanks. I swa it

Commissions/slippage and sound

ProbTrader - 3-12-2018 at 01:51 AM

Hi

A couple of questions re the most recent version (50.25).

1) How do I set commission/slippage? I am able to set the mode, the same way as for earlier versions. But how/where do you set the levels (eg x dollars per trade etc)?

2) It seems like the workers might still be working somehow even after they have been stopped, or they somehow "think" that they are working. The reason I suspect this is that I can still hear the back test sound file even after they have been stopped. To make things even more weird, I have turned off the sound under "app settings /GUI". So, somehow, I am still hearing the sound, even after the workers have been stopped AND the sound is turned off (!). And the sound is not just an imaginary one in my head - my wife can hear it as well!! :smilegrin:

Thanks.

waldocktrades - 3-12-2018 at 12:09 PM

I sent you the cost and app setting screen shots before I saw this. Same commission issues.

I didn't send the error screen shots but, I get a System.Data.Entity.Core.EntityException error failing to open System.Data.SqlClient.SqlException: A network-related or instance specific occurrence...
I can't read the rest but, it seems like it keeps connecting, dropping and reconnecting.

The program seems to work properly. I'm happy with the results it's generating.

admin - 3-12-2018 at 02:52 PM

Quote: Originally posted by ProbTrader

Hi

A couple of questions re the most recent version (50.25).

1) How do I set commission/slippage? I am able to set the mode, the same way as for earlier versions. But how/where do you set the levels (eg x dollars per trade etc)?

2) It seems like the workers might still be working somehow even after they have been stopped, or they somehow "think" that they are working. The reason I suspect this is that I can still hear the back test sound file even after they have been stopped. To make things even more weird, I have turned off the sound under "app settings /GUI". So, somehow, I am still hearing the sound, even after the workers have been stopped AND the sound is turned off (!). And the sound is not just an imaginary one in my head - my wife can hear it as well!! :smilegrin:

Thanks.

1) I think there is a bug as two users reported this. Its on my copy. It might be run gsbadmin mode to fix this. Regardless will be fixed in next build.
2) check the cpu useage will tell you if they are running. Is the stop start button greyed out on play or stop?

admin - 3-12-2018 at 02:56 PM

Quote: Originally posted by waldocktrades

I sent you the cost and app setting screen shots before I saw this. Same commission issues.

I didn't send the error screen shots but, I get a System.Data.Entity.Core.EntityException error failing to open System.Data.SqlClient.SqlException: A network-related or instance specific occurrence...
I can't read the rest but, it seems like it keeps connecting, dropping and reconnecting.

The program seems to work properly. I'm happy with the results it's generating.

send me the last days exception files ziped up. It migh tbe your internet is not happy or gsb sql server is not happy. Ive had no errors on my end.

waldocktrades - 3-12-2018 at 03:15 PM

That may be the problem. Our whole town was out most of Sunday. Didn't think of it because it was local. I just started another run. Let me see how it goes.

waldocktrades - 3-12-2018 at 05:24 PM

That may be the problem. Our whole town was out most of Sunday. Didn't think of it because it was local. I just started another run. Let me see how it goes.

engtraderfx - 3-12-2018 at 10:57 PM

Just noticed commission issue as well, settings no longer available.

admin - 4-12-2018 at 04:45 AM

Quote: Originally posted by ProbTrader

Thanks.

2) Issue 2 has been spotted, working on it. Kill the workers if they look like they are stoped but CPU shows they are running. Its not a common problem but I see it on one of my servers.

admin - 4-12-2018 at 04:48 AM

Just noticed commission issue as well, settings no longer available.

This will be fixed in the next build
If you run GSB in admin mode, they should come back.
https://trademaid.info/forum/viewthread.php?tid=92#pid1347

engtraderfx - 4-12-2018 at 06:20 AM

Thanks, that did work

jptann - 4-12-2018 at 08:40 AM

Peter: I just completed a run using 50.25, one manager and 4 workers. I then tried to sort by the F-F column and or the NP-F column and the sort does not work. I used this on the manager with 1099 unique systems. Does not sort right. Each time I try to resort, a new value (strategy) comes to the top. I know that max F-F are in the 12,xxx,xxx's and now can only see 9,xxx,xxx as the top value and then a number of 11,xxx,xxx. The next time I did the sort, the first file shows up as 6,xxx,xxx and the rest 11,xxx,xxx.

Something is broken in the sort functions that the programmer is using underlying the application. I can'd do any more debug from here since I don't have access to the program files

admin - 4-12-2018 at 04:09 PM

Peter: I just completed a run using 50.25, one manager and 4 workers. I then tried to sort by the F-F column and or the NP-F column and the sort does not work. I used this on the manager with 1099 unique systems. Does not sort right. Each time I try to resort, a new value (strategy) comes to the top. I know that max F-F are in the 12,xxx,xxx's and now can only see 9,xxx,xxx as the top value and then a number of 11,xxx,xxx. The next time I did the sort, the first file shows up as 6,xxx,xxx and the rest 11,xxx,xxx.

Something is broken in the sort functions that the programmer is using underlying the application. I can'd do any more debug from here since I don't have access to the program files

Are you sorting while build systems? GSB sort is not continual, but one off event.
You could copy all systems to favorites and then sort, or pause manager etc.

admin - 5-12-2018 at 09:42 PM

50.26 Dec 6 2018

Bug fixes & fix for slippage and commission gone.
New users or updates from 49.x install this over ALL files from 50.25

engtraderfx - 7-12-2018 at 11:48 PM

Contract List & Data errors

Not sure if this is bug per se, but getting data errors when I setup data streams in beta (I usually just extract to a new subfolder eg GSBManager.50.26, is this right, should i do that or extract on top of current GSB directory?).

When I run the beta & go into data to set up a data stream I get error message when try to exit on the "ES.30 - IDX.30 - SPX.30" data set included by default in build regarding IDX & SPX data ("Invalid price data...a value of IDX cannot be found in contract list"). I found the beta contract list is missing entries for IDX & SPX, had to delete that data option from list to work. I also can't find any data files referenced for these in Price Data directory in either beta or current build. Not sure if I missed something?

update...I backed up the current version 49.12 contract & price list to beta data directory which removed error (I don't have any of my own data yet, just assumed beta was same data). However still no data for the IDX & SPX files referenced so that seems to be missing, or are these no longer used? Do we still do any multi-market validation? Should these be removed from future versions?

Thanks, Dave

admin - 8-12-2018 at 03:09 AM

Contract List & Data errors

Not sure if this is bug per se, but getting data errors when I setup data streams in beta (I usually just extract to a new subfolder eg GSBManager.50.26, is this right, should i do that or extract on top of current GSB directory?).

When I run the beta & go into data to set up a data stream I get error message when try to exit on the "ES.30 - IDX.30 - SPX.30" data set included by default in build regarding IDX & SPX data ("Invalid price data...a value of IDX cannot be found in contract list"). I found the beta contract list is missing entries for IDX & SPX, had to delete that data option from list to work. I also can't find any data files referenced for these in Price Data directory in either beta or current build. Not sure if I missed something?

update...I backed up the current version 49.12 contract & price list to beta data directory which removed error (I don't have any of my own data yet, just assumed beta was same data). However still no data for the IDX & SPX files referenced so that seems to be missing, or are these no longer used? Do we still do any multi-market validation? Should these be removed from future versions?

Thanks, Dave

As you dont have data, you can just remove spx and idx. Data2 is not needed for ES, but its important for markets like CL.
I feel multi interval is better than multi market, but both are valid to use. Contracts list had to have data2 added in newer version since we used bigpointvalue in the CloseD filters

admin - 9-12-2018 at 06:07 PM

Can anyone tell me how Secondary filter counter trend's are going? My limited testing showed it worked well as a indicator but not as SF. I havnt put much work into this though. If there is no great response CounterTrend will be hidden unless your in GSB admin mode.

engtraderfx - 9-12-2018 at 09:21 PM

[/rquote]
As you dont have data, you can just remove spx and idx. Data2 is not needed for ES, but its important for markets like CL.
I feel multi interval is better than multi market, but both are valid to use. Contracts list had to have data2 added in newer version since we used bigpointvalue in the CloseD filters[/rquote]

Hi, interesting you mentioned data2 not needed for ES? How do you add Close-CloseD filter then? Do you change no of indicators to 4 & force C-cD to be included? This would speed up backtesting not needing a 2nd dataset.

admin - 9-12-2018 at 11:04 PM

[/rquote]
As you dont have data, you can just remove spx and idx. Data2 is not needed for ES, but its important for markets like CL.
I feel multi interval is better than multi market, but both are valid to use. Contracts list had to have data2 added in newer version since we used bigpointvalue in the CloseD filters[/rquote]

Hi, interesting you mentioned data2 not needed for ES? How do you add Close-CloseD filter then? Do you change no of indicators to 4 & force C-cD to be included? This would speed up backtesting not needing a 2nd dataset.

Closed uses data1. For es set seccondary filter to closeD.
I use 3 indicators but your welcome to vary this. 3 will be a bit faster than 5 and use less ram.

engtraderfx - 9-12-2018 at 11:37 PM

Ok thanks, Will try, had left spx as default SF so far in data stream.

admin - 9-12-2018 at 11:52 PM

Ok thanks, Will try, had left spx as default SF so far in data stream.

Not totally clear in what your saying.
you cant set a specific data stream as SF unless you have only 1 data stream. SF is vip to get right.
ES,nq,er,emd,dow etc need closed or closedbpv
Energies need GA with and or all of the CloseD filters.

engtraderfx - 10-12-2018 at 03:03 AM

Ok I think I have mixed up my understanding of 2nd datastream & SF then, I thought the Secondary Filter indicators were being only applied to the 2nd datastream if specified eg SPX in the demo data. The model is being optimised across both datastreams then.

engtraderfx - 10-12-2018 at 07:05 AM

Walkforward query - on a different issue, can I confirm which timeframe WF is conducted on, when I run WF & tick that option on graph it shows WF OOS & WF Current but when check verify & return to graph the WF chart shows ES29, i thought it would be based on 30m? (Opt price data is 29, 30 & 31m, Opt price data is false).

admin - 10-12-2018 at 04:38 PM

50.32 Dec 11 2018
CloseDown and close at moc if openpositionprofit<0 fixed.
bug fixes. Icon color can be changed. I have not tested this build as Im on holiday, about to go fishing

Note also the post today about the cloud and forum going down tomorrow.
https://trademaid.info/forum/viewthread.php?tid=195

admin - 16-12-2018 at 09:20 PM

Under testing
Updates in last build (v50.40)

1. CloseLessPrevCloseDBpv (x 20) and CloseOverPrevCloseD (/ 50) level range normalized to 0:100:2.5 to match GA

2. ShareKeys default set to gsbcloud1_password1234, gsbcloud3_password1234

3. Auto include last week exceptions (max 200 files, most recent) on support ticket

4. Replaced CounterTrend (used in old/saved systems only) by CounterTrend2 (used in new systems), compatibility preserved.

5. Normalized CounterTrendUN2 (by 2x-100) to use range of 0:100:2.5 and match GA and other CloseD based SFs

6. Contracts list updated

7. Implemented SMPT and encrypted username/password in app settings.

8. Implemented Favorite B.

9. Set "SF-Indic. Weight" and "SF-Entry Level" parameters hidden from users, at least temporarily to avoid users' confusion (as with closed BPV * 20) until range limiter implemented

10. Some fixes here and there, mostly gui-related

known bug.colors on gui gone in favourites

admin - 17-12-2018 at 02:51 PM

The public cloud wont run managers older than 50.40. This was an accident but the older versions dont work with each other.
I will try to get some older versions on the public cloud in the next 24 hours.
Bottom line is you want the public cloud, upgrade.

coccigelus - 18-12-2018 at 12:57 AM

9. Set "SF-Indic. Weight" and "SF-Entry Level" parameters hidden from users, at least temporarily to avoid users' confusion (as with closed BPV * 20) until range limiter implemented

Regarding the hidden parameters from users: Can I expect GSB set up a proper range in case of multi symbols analysis or better use the old version? ( I am not very happy to not be able to set up those)

admin - 18-12-2018 at 04:56 AM

9. Set "SF-Indic. Weight" and "SF-Entry Level" parameters hidden from users, at least temporarily to avoid users' confusion (as with closed BPV * 20) until range limiter implemented

Regarding the hidden parameters from users: Can I expect GSB set up a proper range in case of multi symbols analysis or better use the old version? ( I am not very happy to not be able to set up those)

Yes. Same applies to close /closed.
There was no perfect solution in this. We made hidden multipler so users. Can use 0 to 100 for all sf. There may be updates over time to this. For now just ignore the issue. It will work fine. Last solution gave more control and lead to many users screwing it uo

admin - 19-12-2018 at 04:30 AM

50.43 out in a few minutes.
various tweaks
It has white no-favorites and thickness 2,3,4 for training, test, validation.

V50.43 and V50.39 are mutually compatible now .

admin - 19-12-2018 at 07:13 PM

Dec 20 2018 out soon
50.44 is out with full installer. Bug fix on graphs x axis started at 1900 instead of start of data file.
Backup your C:\GSB\GSB (Managers)\Data\price data.txt file before you install, or use the non installer version.
This is a build designed for trial users, so it has advanced mode OFF by default

admin - 21-12-2018 at 04:09 PM

DEC 22 2018 50.47. Bug fixes. Likely this is the next stable release.
Graphs now change after slippage and commission changed. (right click over ride original settings)
No installer file.
There might be another build soon with no WF allowed on workers outside scheduler hours.
This is important if you run gsb scheduled to not run during trading hours.
workplace name to include your mac address. It means all gsb groups will be unique. Dont worry if you dont understand the minor implications of this.

admin - 31-12-2018 at 04:01 PM

1/1/2019 50.60 release.
This has trading price data. Lets say you build on 29,30,31 min bars, you are going to only trade on 30 min bars.
This time frame is used for export of systems, pa files. If blank the first selected price opt data will be used.

WF trade price data.
if 29,30,31 is used, then set this to 30 min. This will be used to calculate the dates for oos runs etc.
If blank then the first opt price data is used.
All of this also fixes a bug we have had for some time in wf, where we are getting the reports of one time frame, which is not always the one you want.

First time you start a new build of GSB, it will wait 30 seconds before doing anything. This is to not do things that give false triggers to anti virus programs.

Other small fixes and changes.

Subtle improvements to give more Cloud power. Thinks like reporting to me if workers are active or idle. This will enable me to tweak the cloud over time so the cloud users get the max cloud usage.

50.60 Release

jptann - 1-1-2019 at 12:47 PM

Peter:

Attached is the license error I get when trying to start 50.60

admin - 1-1-2019 at 03:36 PM

Peter:

Attached is the license error I get when trying to start 50.60

The license file was deliberately missing from the install files. Its gsb_ipp3.xml
Put this in the folder of you gsb...exe files. License file for trial users expired late last year and the new one has a different pattern. This might have caused issues for registered users.

admin - 3-1-2019 at 12:16 AM

50.67 out in a few days.
It has a fix to re submit any WF to the cloud that get canceled.
There was a bug where a wf might get canceled, and GSBram2 is going to kill some cloud workers from time to time if a machine runs out of ram or cpu

admin - 3-1-2019 at 06:04 PM

Jan 4 2019 50.66

Improvements to cloud wf.
I now did 900 WF, with any failures auto retried. 100% completed.
New help file.
The gsb registration file is not included, so you need to put this on top of your existing GSB files.
As of a few builds ago, I feel GSB is less ram hungry overall

50.60 Release

jptann - 3-1-2019 at 11:43 PM

I ran the 50.60 release and with the system running, when I sorted on the F-F column and then highlighted the largest F-F, our old issue is back again with a random strategy is then substituted. I am running one manager and 4 workers, utilizing 90% CPU and 95% system RAM.

Same old issue is back. It also appears in 50.55. Did I so something different this time?

Running from the GSB in the C: Drive. No special SSD drive on this computer.

admin - 3-1-2019 at 11:47 PM

I ran the 50.60 release and with the system running, when I sorted on the F-F column and then highlighted the largest F-F, our old issue is back again with a random strategy is then substituted. I am running one manager and 4 workers, utilizing 90% CPU and 95% system RAM.

Same old issue is back. It also appears in 50.55. Did I so something different this time?

Running from the GSB in the C: Drive. No special SSD drive on this computer.

send me tv and I will look

50.60 Release

jptann - 4-1-2019 at 10:57 AM

Here you go.

jptann - 4-1-2019 at 11:04 AM

I also sent the TV our of help just now

coccigelus - 7-1-2019 at 06:43 PM

Hello,

I am happily using the build 50.66. A couple of things:

Once I have completed the validation I note that the memory used is not dumped away but remain somehow still used. I see this from Task Manager after a couple of minutes after completion still at 96%. Is that normal?

I would appreciate if We can have somehow between the multitude of beta versions the indication of a stable version. For instance a build that has not improved with new features but has been fixed and corrected from previous versions.

admin - 7-1-2019 at 06:50 PM

Hello,

I am happily using the build 50.66. A couple of things:

Once I have completed the validation I note that the memory used is not dumped away but remain somehow still used. I see this from Task Manager after a couple of minutes after completion still at 96%. Is that normal?

I would appreciate if We can have somehow between the multitude of beta versions the indication of a stable version. For instance a build that has not improved with new features but has been fixed and corrected from previous versions.

Each build is better than the last currently. The last stable build will be soon, as secondary filters will start before too long, and then there will be less updates.
Is the ram on the manager or the worker still high?
GSBram (now called GSBResource manager) will kill idle workers ans so ram will shrink. Managers we cant kill and ram can be high in them if there are lots of systems. Ram often may reduce after a few minutes when cache is auto cleaned

coccigelus - 7-1-2019 at 06:56 PM

I am using the standalone version. I am not using the manager and workers right now because I feel that for the server running my trading systems live, the standalone version is less resource intensive. (and less problematic)

admin - 7-1-2019 at 07:37 PM

I am using the standalone version. I am not using the manager and workers right now because I feel that for the server running my trading systems live, the standalone version is less resource intensive. (and less problematic)

The manager will use less resources, as the standlone all you do is on your own pc
The manger will give you some free workers, but speed varies greatly with cloud use. Cloud user high the next few days as my machines are used making the next video. Regardless there should normally be some free cloud for you.

admin - 9-1-2019 at 05:10 AM

Jan 09 2019
Untested fix for systems from stray workers appearing, results change and or no graphs. Manager only works with 50.72 workers, so there is no cloud power for 48 hours till this is tested. (apart form your own workers)

admin - 9-1-2019 at 05:32 PM

Has 50.72 fixed the systems from other users might appear in the manager?
The GSB cloud is now on 50.73.
50.72 has run worker minimized option. Needed to make GSB Resource Manager run better
Just realized, Workers older than 50.72 wont work on the free GSB could.
I will try to fix < 24 hours, but best any one who wants the cloud goes 50.72 or above
Bug fixe and updates shown

coccigelus - 13-1-2019 at 07:09 PM

Hello,

Where is located the GSBresourceManager?

admin - 13-1-2019 at 07:37 PM

Hello,

Where is located the GSBresourceManager?

I will upload today.
The latest GSB Help file has the docs

admin - 13-1-2019 at 08:05 PM

Resource manager is here.
https://trademaid.info/forum/post.php?action=edit&fid=2&tid=...

admin - 16-1-2019 at 03:59 PM

1.0.50.81 / 2019-01-17: under testing
Force custom indicator fixed. Some exceptions errors fixed.
WF astab and rstab now in unique systems grid, so can be used to derive stats.
Fix WF coulomb sort.

50.79 Released only via GSBresourceManager
Has improvements in WF cloud reliability.

1.0.50.78 / 2019-01-12:
A fix (exception trap) for cases where GSB cannot read processor name.
A fix for sound/app (ex. ding.wav) file not found (by try to locate missing file in GSB's local folder).
A fix for systems leak from previous manager settings.
Implemented more effective public cloud usage
OptimizePriceData default set to false.

admin - 16-1-2019 at 07:29 PM

1.0.50.82 / 2019-01-17:
fix GSBManger not responding when 100's of WF are submitted.
(Manager came good only after all WF processed)
File in GSBResourceManager now

coccigelus - 16-1-2019 at 10:07 PM

Just a report between ver 1.0.50.79 & 1.0.50.82 . There is not compatibility with saved system between the two versions. (net profit and others metrics wrong )

admin - 16-1-2019 at 10:27 PM

Just a report between ver 1.0.50.79 & 1.0.50.82 . There is not compatibility with saved system between the two versions. (net profit and others metrics wrong )

This should not be the case. Send me teamviewer details and I will look.

admin - 20-1-2019 at 06:44 PM

Under testing
1.0.50.83 / 2019-01-19:
Fixed/Improved WF cancel (by multiple attempts and locking) and re-submit logic (faster and resources-friendly).
A Minor fix in WFs cancel all on manager/worker close.
Updated TPD, OOS, and WFP to have Yes/No sub-buttons (instead of a single click button).
Added OOS to user tasks (in right grid).
Fixed TPD and WFP user tasks (no updates).
Added "Reset App Settings" and "Reset Optimization Settings" button under File menu.
Fixed null exception on TPD on single price data.
Fixed exceptions logging to allow file path up to 260 letters (instead of 160).
Fixed exception message on some cases of thread cross.
Minor GUI fixes and updates here and there.

admin - 20-1-2019 at 08:20 PM

Under testing
1.0.50.84 / 2019-01-21:
Fixed "Periods Mode" Dates (by setting default PerformancePeriodName to "Full Period" and including it in full period's performance, graph, and trades).
Minor GUI updates.

jptann - 21-1-2019 at 01:26 PM

Peter:

Don't see any of these updates to 50.83 in resource manager. Where can I find them?

admin - 21-1-2019 at 03:15 PM

Peter:

Don't see any of these updates to 50.83 in resource manager. Where can I find them?

Send me teamviewer details & I will look. 50.84 is what should have been downloaded.

admin - 23-1-2019 at 06:06 PM

50.89 released. Jan 24 2019
Note I have not released the new ts coded needed for the new exits. It will be a day or so away as the code will change.
The default is all new exits are true. This is a bad idea and needs to be fixed in the next build.
Its likely systems with the new exits may not be compatible with the next build, so consider this a sneak preview
old workers will not work with this build.
There are minor TS code verification issues with the new exits.

admin - 24-1-2019 at 03:26 AM

50.90 under testing. Should have all the small bugs fixed, and new ts code.
Out in 24 hours if it passes testing.

admin - 24-1-2019 at 04:56 PM

50.90 released. New eld also should end up in manager and or worker folder
GSB_SCRIPTS_2019_01_24+WithupdatedGsbsys1ES.eld
Note the exit numbers DO NOT correspond to the post shown on 50.80 above.
Exit2 (old5) I think will be best for ES.
There is one bug. Name of eld exits too long. shorten them.

// Decision Exit (I/SF)
If flag = 0 And CurrentContracts > 0 AND GSB_DecisionExit(decision, sfDecision, 2) = 1 Then

Begin

BuyToCover("SX-IFlatRevAndSFFlatRev") this bar on close;

Sell("LX-IFlatRevAndSFFlatRev") this bar on close;

End;

admin - 25-1-2019 at 01:00 AM

50.91 Fix for the above TS code issue coming soon

admin - 25-1-2019 at 07:48 PM

50.91 released via resource manager. Help file updated inc info on the 7 new exits. Recommend not to use all 7 at once, but this is not critical

admin - 26-1-2019 at 12:13 AM

The new exits work well, but using them all works badly

admin - 29-1-2019 at 02:12 AM

51.02 out fairly soon. Fix for ema entry type wrongly being in managers systems. Likely the issue is only on my gsb public cloud, not on users public cloud.
This issue caused duplicate identical performance metrics, even though code differed.
It also cause TS <> GSB. It is not a fix for systems from wrong worker appearing in your manager. (intermittent bug)
We MIGHT have additional date time filters in contracts in 51.03. Its planed but not done.
so you could load CL 0 to 2400 hours, but but in a gsb session time of 730 to 1300 etc.
for ts to match, you would need session time 730 to 1300 too.

coccigelus - 29-1-2019 at 03:47 AM

Excellent Peter, thank You to have fixed this bug. I wonder if You (and your programmers) would prefer to have bug related feed back from the community at a specific time for instance when new features has been implemented successfully into GSB and need to be consolidated - validated from a perspective of reliability from the community. I am asking You because I understand that If programmers are busy to implement new features and receive every time request to fix bugs could be not optimal, difficult to handle. On the other side that would be helpful also for traders that will use stable version for development and alpha - beta build to test. In other words alpha build would be releases with new features after then beta builds would be releases to fix bugs which after finished the process will become stable version.

I am not a programmer but I am sure You know way better than me what I mean. Anyway, again thank You for quick fixes.

avatartrader - 29-1-2019 at 09:15 AM

51.02 out fairly soon. Fix for ema entry type wrongly being in managers systems. Likely the issue is only on my gsb public cloud, not on users public cloud.
This issue caused duplicate identical performance metrics, even though code differed.
It also cause TS <> GSB. It is not a fix for systems from wrong worker appearing in your manager. (intermittent bug)
We MIGHT have additional date time filters in contracts in 51.03. Its planed but not done.
so you could load CL 0 to 2400 hours, but but in a gsb session time of 730 to 1300 etc.
for ts to match, you would need session time 730 to 1300 too.

The addition of GSB session times vs relying on a separate data file for each would be very useful to allow easy testing of different sessions without having to maintain separate data for each, if that's what you're intending...

admin - 29-1-2019 at 03:59 PM

Excellent Peter, thank You to have fixed this bug. I wonder if You (and your programmers) would prefer to have bug related feed back from the community at a specific time for instance when new features has been implemented successfully into GSB and need to be consolidated - validated from a perspective of reliability from the community. I am asking You because I understand that If programmers are busy to implement new features and receive every time request to fix bugs could be not optimal, difficult to handle. On the other side that would be helpful also for traders that will use stable version for development and alpha - beta build to test. In other words alpha build would be releases with new features after then beta builds would be releases to fix bugs which after finished the process will become stable version.

I am not a programmer but I am sure You know way better than me what I mean. Anyway, again thank You for quick fixes.

Bug reports anytime always welcome. The two biggest bugs fixed in last build and the next one 51.04

admin - 29-1-2019 at 04:00 PM

Quote: Originally posted by avatartrader

Correct, but I dont think its out in 51.04

admin - 29-1-2019 at 04:04 PM

51.04 under testing. It has a fix for the long standing bug where systems from other peoples workers leak into your manager. (very intermittent)
No older managers will talk to this version of worker, so I may delay release a day or two to plan for this.
It means any users not on Resource Manager updates will loose most of the free cloud power. Cant do much about this, apart from have one server short term to support users who havnt yet upgraded.
Also had pearsons by date, rather than trade.

admin - 29-1-2019 at 04:14 PM

THIS IS CRITICAL TO UNDERSTAND.WHEN 51.04 IS RELEASED AND YOUR WORKERS UPDATE, YOUR OLD MANAGERS WILL NO LONGER BUILD SYSTEMS.
HOWEVER WORKERS WONT UPDATE UNTIL THEY ARE IDLE.
Managers must be on 51.04 to work with 51.04
So I will set the update time Thursday 4pm central usa time.
This is an unusual situation, but was needed for the system leak bug fix.

admin - 29-1-2019 at 04:30 PM

Here I showed how pearsons by trade date could work.
I used ^10 as a pearsons of 0.95 vis 0.98 would make little difference in fitness.
However when I reflect on this, my guess is pearsons by date is likely much lower than pearsons by trade number.
0.95^10 = 0.598
0.98 ^10 = 0.817

admin - 29-1-2019 at 06:43 PM

Here are the post 2015.6 results using the above fitness.
More NP due to more trades, All other metrics reduced. I doubt therefore that the curves are more linear with x axis set to date.
My feeling has always been, fitness np*at is best, but then use tighter metrics for the systems you choose

admin - 30-1-2019 at 03:28 AM

51.05
Fix for above problems. Under testing. This should run old versions and new versions

admin - 30-1-2019 at 02:55 PM

51.05 just released in resource manager

avatartrader - 2-2-2019 at 01:42 PM

I just built some new systems using the latest version without any of the new exits enabled. Then, I enabled some of them as a test along with the stops, switched some systems to "Override Original Settings" and it did not change the results at all. Can these only be applied within GSB when the system is built (i.e. cannot assess the impact in GSB after the fact)?

Carl - 2-2-2019 at 02:37 PM

Hi avatartrader,
Did the strategy code change after this switch?
I don't think this is possible in this version of GSB.

avatartrader - 2-2-2019 at 03:08 PM

Quote: Originally posted by Carl

Hi avatartrader,
Did the strategy code change after this switch?
I don't think this is possible in this version of GSB.

Hi Carl,

No, it doesn't change the code, so you must be right. I wanted to be sure I wasn't missing something.

Carl - 3-2-2019 at 10:20 AM

Hi avatartrader,

But you can add this part of the code to the GSB code and see if the new GSB exits improve the overall results.

"Optimize" parameter exit_type from 1 to 8 step 1

inputs: exit_type(1);

// Decision Exit (I/SF)
If flag = 0 And CurrentContracts > 0 AND GSB_DecisionExit(decision, sfDecision, exit_type) = 1 Then
Begin
BuyToCover("SX-IFltRvAndSFRv") this bar on close;
Sell("LX-IFltRvAndSFRv") this bar on close;
End;

saycem - 3-2-2019 at 04:44 PM

thanks Carl. I will be trying this.

avatartrader - 3-2-2019 at 06:13 PM

Thanks, Carl - that's exactly what I ended up doing.

admin - 4-2-2019 at 03:10 AM

51.08 under testing. Has session times.
ie @CL data can be 24 x 5 and you add a 830 to 1pm session time on it.
Then in TS/MC you add 830 to 1pm session time too.
Not yet polished enough to release

Bruce - 4-2-2019 at 08:14 PM

51.08 under testing. Has session times.
ie @CL data can be 24 x 5 and you add a 830 to 1pm session time on it.
Then in TS/MC you add 830 to 1pm session time too.
Not yet polished enough to release

So will this allow for 'regular sessions' as per the exchanges, ie. futures open at 5pm est and close at 4pm est (next day)?

admin - 4-2-2019 at 08:45 PM

Quote: Originally posted by TradingRails