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Is it right?

The training part is negative in equity curve. But the stats below are positive.

There are several issues here.
You have 4 session periods. GSB conversion from 1 minute bars doesnt support this. You will need to use the bar interval you want, not the 1 minute bar. For example use 5 minute or 30 minute.

HC.30.minutes.SessionTime.FromMC
You moc time is wrong. It should be one time+ say 1 minute aproxx
ie 133000 133059
You should look at the video session times / market validation1
https://trademaid.info/video.htm

kelsotrader - 29-9-2018 at 04:23 PM

In a couple of Strategies that are available there is a aditional strategy attached called PortfolioAnalyst1.

According to the information on the file it requires TradeStationUtilsRc7b.dll

That is why I cannot get to to run.
Not sure what it does but it would be nice to find out.
Does anyone have the file:TradeStationUtilsRc7b.dll
If so can you post it please.

admin - 30-9-2018 at 12:24 PM

Quote: Originally posted by kelsotrader

In a couple of Strategies that are available there is a aditional strategy attached called PortfolioAnalyst1.

According to the information on the file it requires TradeStationUtilsRc7b.dll

That is why I cannot get to to run.
Not sure what it does but it would be nice to find out.
Does anyone have the file:TradeStationUtilsRc7b.dll
If so can you post it please.

This line of code should be removed. There is a second option to fix this.
The newest installer in the non private forum has this fixed. However if you use the installer it might over write some of your settings etc. To be safe you can always bacckup your c:\GSB folder. I

admin - 9-10-2018 at 01:14 AM

I doubt any one realized, but the forum search function was Case Sensitive. It is now case stripped. Will make finding things much easier

cyrus68 - 15-10-2018 at 02:53 AM

I'm experimenting with SPY (an ETF). There is really no way to limit the total number of trades, if a strategy produces too many. Limiting the maximum entries per day does not work when there is only 1 trade per day. A traditional way to limit trades is to raise costs. But GSB only does costs on a reports basis. So the remaining method is to set the performance filter to ignore such systems.

The other thing is that if the secondary filter is set to GA, then it is essential to select only 1 of the 3. Setting all 3 to "True" is a bad idea. GSB will struggle to generate systems. Well, it was worth a try.

admin - 15-10-2018 at 03:16 AM

I'm experimenting with SPY (an ETF). There is really no way to limit the total number of trades, if a strategy produces too many. Limiting the maximum entries per day does not work when there is only 1 trade per day. A traditional way to limit trades is to raise costs. But GSB only does costs on a reports basis. So the remaining method is to set the performance filter to ignore such systems.

The other thing is that if the secondary filter is set to GA, then it is essential to select only 1 of the 3. Setting all 3 to "True" is a bad idea. GSB will struggle to generate systems. Well, it was worth a try.

If there is only 1 per day, I dont understand how that's too many.
you could try fitness np*at*pf or np*at^2 etc
Can you describe or send a screen shot of GA settings. Im not totally clear on what your saying. Do you mean enabled or force use?
You should be able to have one close, or all 3 close filters. Optional to add the total 37, but thats normally not going to work as well.

Bruce - 15-10-2018 at 07:22 PM

Hi Peter,

How do you configure GSB to perform regular session trading 6pm - 5pm(next day) CDT? Within Trading Periods I set the times to 00:00:00 - 23:59:59, I think this is where I maybe going wrong, do I need to match the regular session times, 17:00:00 - 15:59:59?

Also, does percentage profit target and stop loss work? As I've tried a test with 1% and the trades were all exiting at almost the same price as the entry, certainly not 1%.

admin - 15-10-2018 at 07:29 PM

Hi Peter,

How do you configure GSB to perform regular session trading 6pm - 5pm(next day) CDT? Within Trading Periods I set the times to 00:00:00 - 23:59:59, I think this is where I maybe going wrong, do I need to match the regular session times, 17:00:00 - 15:59:59?

Also, does percentage profit target and stop loss work? As I've tried a test with 1% and the trades were all exiting at almost the same price as the entry, certainly not 1%.

I have never done what you ask, so im guessing.
I think you are correct on all points.
As for stop loss. I assume you are in profits mode currency?
If so I think stop is still in $, but the reporting is in %. (this is my guess)
Sorry but I have never used these features. Try putting a much bigger value to try and sort out what GSB uses. I will ask programmer about this if your stuck.

Bruce - 15-10-2018 at 07:48 PM

Trust me to be trying different elements!
I'm switching the profit modes to 'Percent' to have the Profit Target work with 1%. I would've assumed the stop loss would use the same metric (%) if that is what's been selected.
I'm noticing that if I change the Times field from your normal input (00:00:00 - 14:30:00) GSB struggles to capture any systems, I don't change any other field apart from having Market on Day Close and Built-in Market On Day Close both set to false.

cyrus68 - 15-10-2018 at 10:52 PM

If the system produces 1200 trades over a short period, that's too many. Setting fitness to np*at^2 may work, though there may be tradeoffs to consider. Having an option to limit the number of trades per year may not be a bad idea.

I meant enabling all 3 secondary filters. It will bog down GSB, and is not a practical option.

admin - 16-10-2018 at 12:24 AM

tradingrails, you should apply the method from this video to get your session times.
https://www.youtube.com/watch?v=NFC7ego_Y70
Cyrus, thanks for your comment. However enabling 3 sf will not bog gsb down. Only one can be used at one instant, but gsb will likely build systems on them all.
I sometimes use ga sf closed/closed(1),closed-closed(1),closedBPV-closed(1) all set to true.

see picture

admin - 16-10-2018 at 05:03 PM

capital investment mode,
We do not YET have 1% equity exit. Its $ only. It should be in the future build with additional exit types. The exits features have been delayed as we had a number of time consuming bugs to fix.

boothy - 18-10-2018 at 04:31 AM

Hi Peter,

I sent a bunch of systems to walk forward (best worker) and they all queued up and were running. Then windows did an update and restarted my computer and didn't reopen gsb automatically. So I opened gsb to start again and now systems keep popping into the workers and walk forwarding. Is there any way to cancel them all so I can start fresh without systems coming back into workers and walk forwarding?

Thanks.

admin - 18-10-2018 at 04:42 AM

Hi Peter,

I sent a bunch of systems to walk forward (best worker) and they all queued up and were running. Then windows did an update and restarted my computer and didn't reopen gsb automatically. So I opened gsb to start again and now systems keep popping into the workers and walk forwarding. Is there any way to cancel them all so I can start fresh without systems coming back into workers and walk forwarding?

Thanks.

send me the instant id and workplace id. in top right of manager and I can cancel them, but im off line now till tomow. ie gEQ6TN13jDhOMgCoqgf If no workers are online, they do get terminated. might be 30 or 60 min time out value is my guess

boothy - 18-10-2018 at 05:21 AM

ok thanks, if they have an auto time out I might just shut down for the night and try again tomorrow.

Carl - 18-10-2018 at 07:22 AM

Hi boothy

You can set Windows (Pro) so it doesn't update and restart automatically.

admin - 18-10-2018 at 03:03 PM

Quote: Originally posted by Carl

Hi boothy

You can set Windows (Pro) so it doesn't update and restart automatically.

Its painful. Im not going to by a microsoft self driving car. Drive to work and it reboots on me.
stopping windows update service is one option. The pause works for about 40 days from memory. Bring back the older win 7 update

Disabling Windows Update

Gregorian - 19-10-2018 at 09:17 PM

You can disable Windows Update in Windows 10 with this tool. I've been blocking it for over a year successfully.

https://www.intowindows.com/windows-update-minitool-alternat...

admin - 19-10-2018 at 09:22 PM

Quote: Originally posted by Gregorian

You can disable Windows Update in Windows 10 with this tool. I've been blocking it for over a year successfully.

https://www.intowindows.com/windows-update-minitool-alternat...

Very useful, thanks for the tip.

cyrus68 - 20-10-2018 at 01:51 AM

I also use this software to limit Microsoft spying and meddling.

https://www.oo-software.com/en/shutup10

admin - 21-10-2018 at 03:08 PM

I also use this software to limit Microsoft spying and meddling.

https://www.oo-software.com/en/shutup10

This is very useful. I had to change hdd on two computers to ssd as boot times were incredibly slow. With the wisdom of hind site it was Microsoft telemetry data scanning all the windows files. Could find no way to kill telemetry either. Later thought of boot on another disk, and delete the file.

boothy - 22-10-2018 at 05:19 PM

Hi,

I need a bit of help to make sure I have everything set up properly for using closeDBpv, as I want to be able to verify on other markets.

when I build systems using ES.30 data1 and SPX.30 data2 using the original closeD I get OOS degradation in the mid 20% range, but whenever I use closeDBpv the degradation blows out to 50 - 60% range.

would I be correct in saying that if I have everything set up correctly and point values are normalised, shouldn't the OOS degradation be similar?

attached are screenshots of my contracts list and price data file that references the new $SPXBPV contract. Have I got this correct?

Thanks.

admin - 22-10-2018 at 05:24 PM

Hi,

I need a bit of help to make sure I have everything set up properly for using closeDBpv, as I want to be able to verify on other markets.

when I build systems using ES.30 data1 and SPX.30 data2 using the original closeD I get OOS degradation in the mid 20% range, but whenever I use closeDBpv the degradation blows out to 50 - 60% range.

would I be correct in saying that if I have everything set up correctly and point values are normalised, shouldn't the OOS degradation be similar?

attached are screenshots of my contracts list and price data file that references the new $SPXBPV contract. Have I got this correct?

Thanks.

What you've publishes is great, but you have not shown what secondary filter is set to. bpv or GA with bpv used in GA
Also the parameters with sf entry level and sf indic weight

boothy - 22-10-2018 at 05:50 PM

What you've publishes is great, but you have not shown what secondary filter is set to. bpv or GA with bpv used in GA
Also the parameters with sf entry level and sf indic weight

Secondary Filter - Enabled
Secondary Filter Indicator - CloseLessPrevCloseDBpv
Parameters SF Entry Level - (0:100:1)
Parameters SF Indic Weight (1:1:1)
I have nerver touched the parameters, always left as standard.

admin - 22-10-2018 at 05:55 PM

Not touching the defaults is generally good, but not in this case.
Weight should be -1 to 1 step 2. This means it will try trend and counter trend. - though I never noticed counter trend systems.
SF entry level will be around $800 mark. You could use 0 to 3000 step 10 if your on a wide range of markets,
or $200 to $1200 if you want to be tighter. Not critical if you go to wide. To narrow (as in your current settings) is bad and the likely cause if your issues.
If you go back to SF closeD, you will need to be 0 to 100 step 1 (roughly)
Ideally gsb should have different variable for each type of Secondary filter

boothy - 22-10-2018 at 06:00 PM

Not touching the defaults is generally good, but not in this case.
Weight should be -1 to 1 step 2. This means it will try trend and counter trend. - though I never noticed counter trend systems.
SF entry level will be around $800 mark. You could use 0 to 3000 step 10 if your on a wide range of markets,
or $200 to $1200 if you want to be tighter. Not critical if you go to wide. To narrow (as in your current settings) is bad and the likely cause if your issues.
If you go back to SF closeD, you will need to be 0 to 100 step 1 (roughly)
Ideally gsb should have different variable for each type of Secondary filter

ok, thanks for clearing that up,
is it correct what I have done with contracts list and price files? I wasn't sure If I had to create new price file wich linked to new BPV contract?

admin - 22-10-2018 at 06:03 PM

ok, thanks for clearing that up,
is it correct what I have done with contracts list and price files? I wasn't sure If I had to create new price file wich linked to new BPV contract?

You dont have to do that, but I like what you have done.
GSB will always use GSB contract list bpv, no longer TS bpv

boothy - 22-10-2018 at 06:06 PM

Thanks for your help

ProbTrader - 24-10-2018 at 06:28 AM

Hi Peter

Product development suggestion...
I think it would be great to be able to see the underlying asset, overlaying the equity graph somehow. Such feature exists on other platforms and it helps greatly in the process of understanding how the system has behaved historically, with respect to different market conditions. Most of us probably know exactly how say SP500 has moved over time. But for many other assets, I find myself having to have both GSB open (equity curve) as well as another system (market direction). It would be neat to be able to see both these curves in the same graph.

Many thanks for all the other improvements as of lately. Amazing how quickly and well GSB has developed. Exciting to be part of the process.

Underlying asset graph...

ProbTrader - 24-10-2018 at 06:29 AM

Hi Peter

Product development suggestion...
I think it would be great to be able to see the underlying asset, overlaying the equity graph somehow. Such feature exists on other platforms and it helps greatly in the process of understanding how the system has behaved historically, with respect to different market conditions. Most of us probably know exactly how say SP500 has moved over time. But for many other assets, I find myself having to have both GSB open (equity curve) as well as another system (market direction). It would be neat to be able to see both these curves in the same graph.

Many thanks for all the other improvements as of lately. Amazing how quickly and well GSB has developed. Exciting to be part of the process.

admin - 24-10-2018 at 02:40 PM

Quote: Originally posted by ProbTrader

Hi Peter

Product development suggestion...
I think it would be great to be able to see the underlying asset, overlaying the equity graph somehow. Such feature exists on other platforms and it helps greatly in the process of understanding how the system has behaved historically, with respect to different market conditions. Most of us probably know exactly how say SP500 has moved over time. But for many other assets, I find myself having to have both GSB open (equity curve) as well as another system (market direction). It would be neat to be able to see both these curves in the same graph.

Many thanks for all the other improvements as of lately. Amazing how quickly and well GSB has developed. Exciting to be part of the process.

Thank you again for your kind words.
Happy to do that. It was in the back of my mind yesterday doing video on CL when I was noting that 2017 a harder year for CL systems. Maybe have daily atr too

Bruce - 28-10-2018 at 08:35 PM

If you're building a system to daily bars (390min), what associated data streams would you suggest to validate?

Ie. as you do for 30min, you use 29, 31 to optimise (discover) and then use 25,26,27,28,32,33,34,35 to validate.

How would this look for a system built for 390min?

I hope that makes sense...

admin - 28-10-2018 at 09:09 PM

If you're building a system to daily bars (390min), what associated data streams would you suggest to validate?

Ie. as you do for 30min, you use 29, 31 to optimise (discover) and then use 25,26,27,28,32,33,34,35 to validate.

How would this look for a system built for 390min?

I hope that makes sense...

I think thats not going to validate so well.
Lets say your on ES where you can shift the session time range roughly 815 to 1515 instead of 830 to 1500
It means you can go say 831 to 1501 or 829 to 1459 etc. But this will not vary the amount of bars in a day, which is what stresses the oscillators out.
(and stressing them is the point)
My un-tested theory is using 29,30,31 min bars works better than random noise on just 30 min bars. The reason is the noise doesnt stress the oscillators as much as changing the osc lengths (done indirectly as you change the number of bars in a day with 29,30,31)
Much down the track I will add random noise as a stress test option on GSB.
I dont expect it to be as good as multi time frame / market

Turning Off Performance Filters

JasonT - 1-11-2018 at 09:43 PM

Hi Peter,

if we wanted to turn off all performance filters and see all the systems that GSB builds, how do we do that? For example do we use the settings as per the attached picture?

Thanks,

J

admin - 1-11-2018 at 10:07 PM

Quote: Originally posted by JasonT

Hi Peter,

if we wanted to turn off all performance filters and see all the systems that GSB builds, how do we do that? For example do we use the settings as per the attached picture?

Thanks,

J

That's a good thing to do, but you need filters in training.
Your settings were correct. Need them in full period, latest days, test, test& validation.

saycem - 2-11-2018 at 06:37 PM

Switching Nth from no trade to trade is giving me this error message. When it completes stats are the same for both.

admin - 2-11-2018 at 11:02 PM

Quote: Originally posted by saycem

Switching Nth from no trade to trade is giving me this error message. When it completes stats are the same for both.

postt the message in the exception folder that occurs at the same time

saycem - 3-11-2018 at 03:54 AM

It had something to do with Nth period. I'm not quite clear how to use this. It was set on 90 from building swing strats (read from a previous post)
I have switched it back to 1 as I am building day trading systems now and seems to have fixed the issue.

admin - 4-11-2018 at 03:24 PM

Quote: Originally posted by saycem

It had something to do with Nth period. I'm not quite clear how to use this. It was set on 90 from building swing strats (read from a previous post)
I have switched it back to 1 as I am building day trading systems now and seems to have fixed the issue.

thanks for update. If you want it fixed post the exception message from exception folder and do a support ticket.

Unexpected behaviour on short term tests

JasonT - 1-12-2018 at 07:50 PM

Hi Peter,

I'm testing an idea about the extent to which back testing over a longer period of time versus shorter periods of time gives you systems that are more stable/profitable into the future.

To do this I've used ES/SPX 30 min chart price data with date ranges like:
-1 Jan 2018 to 28 Nov 2018 (the subject of this post)
-from 1 Jan 2017 to 28 Nov 18
-from 1 Jan 2016 to 28 Nov 18
...
-from 1 Jan 2000 to 28 Nov 18. (you get the idea).

Each one of these has its own price data file downloaded rather than using the same data file and applying the 'Trading Period > Dates' filter. The reason for that is if I use a price data file that goes back to, say, 1 Jan 2000, and apply a starting date of 1 Jan 2018 using the 'Trading Period > Dates' filter I get no trades at all (version 1.0.49.12). This is another unexpected behaviour which is the reason I am using separate price data files for different time periods. But that's not the problem I want to discuss.

When I run GSB using 1 Jan 2018 to 28 Nov 2018 price data, GSB seems to ignore the first 169 days of data and trading from 19 June 2018. This is common across all the systems it is creating not just because a particular system hasn't had any valid trades set up for the fist 169 days.

This affects the in-sample training/ out-of-sample test proportions because if you say allocate 40% test and 60% training you get hardly any test, which means you are not able to perform the back test you expected.

You can see how in attachment "A1" I've selected 40% training and 60% test. In "A2" I've selected 70% training and 30% test. Just to make the point really clearly, in "A3" I've selected 90% training and 10% test. This shows that the number of trades that appears in the 'training' section compared to the 'test' section do not represent the proportions selected. You can see in "A1 Trades" that this is because GSB isn't producing any trades until 19 June 2018, 169 days after the start date that it is using the calculate the 40%/60%, 70%/30% and 90%/10% training to test ratios. I've attached a screen shot of the 2018 data file that I'm using so that you can see that the data starts from 1 Jan 2018 and not 19 June 2018.

In diagram "A4" I've use the same 90%/10% ratio but used the 1 Jan 2000 to 28 Nov 2018 data file. You can see that it looks a lot more like 90%/10%. However if you look closely you can see how it also misses the approx first half of the first year.

So is GSB supposed to work this way? Is there a setting that can be applied to GSB to ensure it considers the first 169 days (or so) in test?

Thanks,

Jason.

ES and SPX 30 min data 1 Jan 2018 to 28 Nov 2018.JPG - 515kB

Bruce - 5-12-2018 at 08:54 PM

What causes the additional Nth setting and Commission/slippage fields to disappear as can be seen missing from the attached image?

Version 50.25, Manager. Thx.

Screen Shot 2018-12-06 at 3.48.54 PM.png - 141kB

admin - 5-12-2018 at 09:34 PM

What causes the additional Nth setting and Commission/slippage fields to disappear as can be seen missing from the attached image?

Version 50.25, Manager. Thx.

A mistake by programmer. It appears if your in gsb admin mode
I will publish fixed version shortly in beta section

coccigelus - 6-12-2018 at 06:24 AM

Hello,

I am new here so please excuse me if some questions have been already answered somewhere in this forum :

1)GSB's default setting use 3 indicators: I would be interested to know if this specific number is the optimal number based on your research and if that is the case what your research suggest if that number is decreased or increased.

2)Assuming I am going to launch a GSB's analysis with the following setup: OPT price data: ES-NQ-RTY-YM- with data2 SPY-NDX-RUT-INDU set up at 29-30-31 and verify price data set up on the same but with 25 -35 minute;

• Based on what I’ve read the best way to use the secondary filter (with this setup) is to set up closelessprevcloseDBPV because we use different markets. Would be ok to use the default parameter section with the only change in the SF entry level set up at 0 - 2000 -10 or You recommend other changes such as the weight or entry parameters (0-6000-100)? Entry parameters is a section not very clear and I would appreciate If You can expand a bit especially in term of variation of interval needed when the indicators increase or decrease.

• Trading period Nth day: If I would want to trade for two consecutive day and keep the third one as OOS I would need to set up Nth day to 2? Let’s say use a ratio of 66.7% in sample and 33.3% OOS.

• Workspace section: I am really blind regarding the meaning of worker and so on. Can You point out a section in the forum where I can learn how to (properly set up) and use them? (I do not have any idea about the concept of worker)

• Am I right to think that the Standalone version uses way less memory than the manager version with workers and to some extent is more reliable in case server resources are limited?

Please keep up with the videos! Very useful for those not yet fully knowledgeable!

admin - 6-12-2018 at 07:07 PM

Quote: Originally posted by coccigelus

Hello,

I am new here so please excuse me if some questions have been already answered somewhere in this forum :

1)GSB's default setting use 3 indicators: I would be interested to know if this specific number is the optimal number based on your research and if that is the case what your research suggest if that number is decreased or increased.

2)Assuming I am going to launch a GSB's analysis with the following setup: OPT price data: ES-NQ-RTY-YM- with data2 SPY-NDX-RUT-INDU set up at 29-30-31 and verify price data set up on the same but with 25 -35 minute;

• Based on what I’ve read the best way to use the secondary filter (with this setup) is to set up closelessprevcloseDBPV because we use different markets. Would be ok to use the default parameter section with the only change in the SF entry level set up at 0 - 2000 -10 or You recommend other changes such as the weight or entry parameters (0-6000-100)? Entry parameters is a section not very clear and I would appreciate If You can expand a bit especially in term of variation of interval needed when the indicators increase or decrease.

• Trading period Nth day: If I would want to trade for two consecutive day and keep the third one as OOS I would need to set up Nth day to 2? Let’s say use a ratio of 66.7% in sample and 33.3% OOS.

• Workspace section: I am really blind regarding the meaning of worker and so on. Can You point out a section in the forum where I can learn how to (properly set up) and use them? (I do not have any idea about the concept of worker)

• Am I right to think that the Standalone version uses way less memory than the manager version with workers and to some extent is more reliable in case server resources are limited?

Please keep up with the videos! Very useful for those not yet fully knowledgeable!

1) This is a good question. I dont think its critical. The generation of GSB earlier used 7.
Now we have market validation, we can test the out of sample results for each amount of indicators.
I like to test with nth=1 and leave a number of years out of sample.
Im using 3 but other users use 2, others 5.
I think you need to do at least 30,000 systems. Even then identical tests might vary 5% in output fitness. (rough guess)
2) Are you trying to build systesm for es only? I would just use 20,30,31 and verify on all other bars 25_35. (exculded 29,30,31)
Your cpu and ram are going to limit you a bit. Lots of data streams will use much more ram, esp when you add in the verifaciton for all the other indices. My last tests showed ES was best with no secondary data, but verifaction helped a lot.
However CL was greatly helped but ng,ho,rb as data2
Stick to defaults but you must have closed or closedbpv for secondary filter.
Ive been testing entrylevel on es the last few days. It helps a lot to keep at at zero. However after you filter out systems that dont pass verification 7/7 entry level made much less difference.
Nth day. I still like 1:1 ratio with a few years OOS. But remember 2017 will be a flat year.
Just run one or two workers and a manager. It should work as is. But you might have ram for only one worker. Likely you will crash on 2 workers. Depends a lot what your doing. 28.7 has some memory improvements.
ddr3 ram, is really cheap, so it would be good to buy some. (make sure you get the right type and have ram slots free)
standalone might use a bit less ram than manager and worker, but manager will get some free gsb cloud usage. You could even run manager with no worker and depend on the cloud. Free cloud is not fast and depends on how many others are using it.
Thanks for the comments on the video. A comment on youtube and or a like would be good. There is no marketing for GSB as im just too busy to do it. Buy sales pay for the programmers to make the product better.

100% Training, Nth Day and Performance Filters

JasonT - 8-12-2018 at 10:43 PM

Hi Peter,

As I am following along in your videos, I had a question I wanted to clarify.

I want to use the Trading Periods > Nth day to create in sample and out of sample data, rather than say 40% training in sample and 60% test out of sample, based on your comments that Nth day is a better approach.

So to achieve this I have applied the settings as per the attached diagram. Can you please confirm that I've got the settings correct?

Also can you please confirm that in this case, whether or not the Performance Filter - Full Period and Training need to be the same given that the training period is 100% which is the full period of time. What happens if these settings are different?

Many thanks,

Jason.

100percentTrainingNthDaySettings.JPG - 107kB

admin - 9-12-2018 at 03:25 PM

Quote: Originally posted by JasonT

Hi Peter,

As I am following along in your videos, I had a question I wanted to clarify.

I want to use the Trading Periods > Nth day to create in sample and out of sample data, rather than say 40% training in sample and 60% test out of sample, based on your comments that Nth day is a better approach.

So to achieve this I have applied the settings as per the attached diagram. Can you please confirm that I've got the settings correct?

Also can you please confirm that in this case, whether or not the Performance Filter - Full Period and Training need to be the same given that the training period is 100% which is the full period of time. What happens if these settings are different?

Many thanks,

Jason.

These are goog questions.
Im using the same settings for full period and training, but GSB should use the tighter of the two. ie if full period pf was 2.0 and training was 1.7, 1.7 would be used.
Nth is correct but I also like to have a few years using dates. Remember however the weekness of dates is you have to differentiate bad trading conditions from bad years. so 2017 for es and cl are going to struggle to make a profit.

admin - 9-12-2018 at 03:29 PM

Quote: Originally posted by Gregorian

You can disable Windows Update in Windows 10 with this tool. I've been blocking it for over a year successfully.

https://www.intowindows.com/windows-update-minitool-alternat...

This tool works great. win updates cause me lots of issues, mainly with unplanned reboots.
Do we need to have the tool running all the time, or is it a one off event?

cyrus68 - 13-12-2018 at 03:50 AM

I hadn't used GSB's newer stop loss and secondary filter settings until yesterday. The one I tried did not work in Tradestation. For SF, I used GA - with Counter Trend and CloseD set to True. For stop loss, I used ATR Trailing Stop. When implemented in TS, there were no error reports but also no trades. When I changed the SF to CloseD and disabled the stop loss - with everything else the same - it worked fine in TS.

I would appreciate knowing which stop loss settings and secondary filters currently work, when implemented in TS. This will help in avoiding repeated experiments on my part.

admin - 13-12-2018 at 04:57 AM

I hadn't used GSB's newer stop loss and secondary filter settings until yesterday. The one I tried did not work in Tradestation. For SF, I used GA - with Counter Trend and CloseD set to True. For stop loss, I used ATR Trailing Stop. When implemented in TS, there were no error reports but also no trades. When I changed the SF to CloseD and disabled the stop loss - with everything else the same - it worked fine in TS.

I would appreciate knowing which stop loss settings and secondary filters currently work, when implemented in TS. This will help in avoiding repeated experiments on my part.

Are you on 50.32? This is the version where all the stops are should work

cyrus68 - 13-12-2018 at 11:05 PM

I was using 50.26. So I assume this was a stop problem and nothing to do with the GA secondary filter settings. Best way to find out is to try 50.32.

admin - 13-12-2018 at 11:10 PM

I was using 50.26. So I assume this was a stop problem and nothing to do with the GA secondary filter settings. Best way to find out is to try 50.32.

It was faulty in 50.26

Verification Scores?

JasonT - 13-12-2018 at 11:27 PM

Hi Peter,

Where does the Verification Score, Total Verifications (denominator) number come from? Is it the Performance Filter - Verifications? If so why are there 8 Total Verifications when there are only 7 Filters? See attached picture.

Thanks.

Carl - 14-12-2018 at 01:36 AM

Hi JasonT, 8 means 8 different verification data streams/bar sizes

JasonT - 14-12-2018 at 02:25 AM

Quote: Originally posted by Carl

Hi JasonT, 8 means 8 different verification data streams/bar sizes

Thanks buddy!

cyrus68 - 18-12-2018 at 12:50 AM

I'm experimenting with swing systems on daily bars for stocks (US markets). The results are quite decent. However, GSB generates reversals for long/short strategies. I was wondering if there is a way of getting GSB to do non-reversal trades? Of course there is the option of running separate long and short strategies.

GSB executes the reversal trades at Close. It should be noted that such trades are not executed automatically unless you set up an OCO order and a time delay. There is no such problem with reversal trades at the Open.

admin - 18-12-2018 at 04:51 AM

I'm experimenting with swing systems on daily bars for stocks (US markets). The results are quite decent. However, GSB generates reversals for long/short strategies. I was wondering if there is a way of getting GSB to do non-reversal trades? Of course there is the option of running separate long and short strategies.

GSB executes the reversal trades at Close. It should be noted that such trades are not executed automatically unless you set up an OCO order and a time delay. There is no such problem with reversal trades at the Open.

By close do you mean end of day? That's an issue if it's last bar of the day. Solution be to use GSB time filter. Ie 1430 or use session time 14.59. Limit trade on es per day is another option

cyrus68 - 18-12-2018 at 11:20 AM

I'm talking about swing systems on DAILY bars for stocks, not futures (i.e. SPY not ES). GSB enters the trades at session close. But the brokerage will reject a reversal order unless it is placed as an OSO order with a time delay. I wrongly typed it as OCO in my initial post.

Let's say you have a long position. The first order will close the long and trigger a short that will be executed with a time delay specified by you. This has to be very near to the session close (x number of seconds). You can see that this can be problematic in illiquid markets. What you seem to be implying is to define the session close to be 1 minute before actual close. However, this is problematic because the strategy performance is calculated on actual close of the daily bar, not 1 minute before close.

Help!!

adcardoso01 - 18-12-2018 at 01:37 PM

Hello,

I’m interested in the Genetic System Builder and I have a few questions:

Price
1) From where the system import the price data and how frequently?

2) Does the user have to import the price data or you have any built in functionality that links with price feeder providers such as iqfeed, bloomberg, etc?

Capabilities
3) Does the system test only for 1 ticker at a time per strategy? Meaning, if I want to test a pair trading strategy (Long & Short) for instance changing the bollinger bands, RSI, etc and trading the ratio (going Long and Short at the same time). Would that be possible?

4) Does the system support equity strategies or only index and futures?

5) Does the system support FX strategies?

Code Generator
6) Are you able to generate code for Meta Trader 5?

7) Are you able to generate the code in python?

Thx a lot!!

Cheers,
Andre Cardoso.

admin - 18-12-2018 at 06:24 PM

Quote: Originally posted by adcardoso01

Hello,

I’m interested in the Genetic System Builder and I have a few questions:

Price
1) From where the system import the price data and how frequently?

2) Does the user have to import the price data or you have any built in functionality that links with price feeder providers such as iqfeed, bloomberg, etc?

Capabilities
3) Does the system test only for 1 ticker at a time per strategy? Meaning, if I want to test a pair trading strategy (Long & Short) for instance changing the bollinger bands, RSI, etc and trading the ratio (going Long and Short at the same time). Would that be possible?

4) Does the system support equity strategies or only index and futures?

5) Does the system support FX strategies?

Code Generator
6) Are you able to generate code for Meta Trader 5?

7) Are you able to generate the code in python?

Thx a lot!!

Cheers,
Andre Cardoso.

1) You import csv data as needed. Format auto detect normally will work
2) No, this is not for live trading but developing systems
3) You can build systems on multiple markets or time frames using the same parameters. This is not the question as you are asking. Not sure if oyu mean a spread etc?
4) supports all
5) I think its weak on fx but in the next few months that will improve. I havnt done fx as interactivebrokers no longer allows it
6) No but its planned long term
7) You are the first request, so no

Best you try GSB. The trial version works well but is months old and missing new features. Would have uploaded today but had a significant disk crash on my local pc, and I lost the files for new build. Have to rebuild os etc so out of action for a day.

adcardoso01 - 19-12-2018 at 01:55 PM

Hi Peter! Thx for the reply. I'll most certainly purchase the system, but in only in January when I get back to work. I only have a Mac at home (still pending my trading station at home :cool

If possible, pls clarify the follow up questions:

1) So, whenever I want up to date prices, I need to re-upload the all prices files? Where do I get the CSV format to import?
2) Understood.
3) Yes, Im asking about a spread. For instance AAPL/MSFT (Long/Short). If yes, then if I create a price CSV file of the spread, then can I run the tests or the system treats the spread and I just need to import APPL and MSFT price files?
4) Ok, thx.
5) Ok, looking forward to that!
6) Got it. Thx.
7) That would be fantastic! It would skip the necessity of using a framework to trade on Metatrader 5 because if I have a python code, then I can create a robot inside metatrader.

Lastly, I have watched your videos several times and I have 3 additional questions:
8) You mentioned several times the "significance" of a parameter, and "because some parameter is not really significant you are not concerned about its stability". How can you evaluate a parameter significance? Can you elaborate a little more?
9) Is it possible in the system to check what are the parameters (Oscilators, Bollinger, etc) that are being used in each model?
10) How would you say that GSB differs from its most expensive competitor TSL (Trading System Lab)?

Thx a lot!!
Andre Cardoso.

admin - 19-12-2018 at 02:16 PM

1) ts, mc quote.com format supported. Its auto detect in most cases.
THe filename formay is symbol.time.bartype.anythingUlike.txt ie es.1.minute.centralTime.txt
3) You would have to make a file of the spread as price data, as gsb could buy on appl and msft at the same time, but not buy on one and sell on another
7) Ninja trade likely to be the first, then mt5. But all of this is going to happen when GSB is much more featured program and the programers time is freed up to work on i.t
8) Im rusty how I used significance. If we have operand + this becomes important. Its much less likely to get an issue when you multiply parameters together. ie result=osc1*mult1+osc2*mult2
if mult 2=0.00001 youve got osc2 that is redundant.
9) look at the ts code or this section.
10) There are a number of TSL users on the forum.
GSB code license is also very open. You can do what you like with the code. TSL was very tight when i looked into it years ago.

Over a year ago (when GSB was much less featured) a user said

"Very impressed so far with GSB. I've accomplished more in the way of developing promising systems with GSB in two weeks than I have been able to do after months of working with Adaptrade and years with StrategyQuant. It compares very favorably with TSL and in some ways exceeds TSL's ability to produce robust OOS performance.

I especially appreciate your quick attention to enhancements and bug fixes. I am grateful too that you use “on close” orders; that’s so essential for the Advanced Bar Types, yet Adaptrade and StrategyQuant don’t seem to understand how important that is. Keep up the good work!"

adcardoso01 - 19-12-2018 at 02:31 PM

Thx for the quick reply Peter!

In regards to actually launching a strategy live to trade, is the only option though Trade Station? I find their cost a little steep...

Thx,
Andre Cardoso.

admin - 19-12-2018 at 02:33 PM

Quote: Originally posted by adcardoso01

Thx for the quick reply Peter!

In regards to actually launching a strategy live to trade, is the only option though Trade Station? I find their cost a little steep...

Thx,
Andre Cardoso.

Ts cost was about $4.80 round turn for futures. Otherwise I like interactivebrokers.
You can also you multicharts with whatever interfaces with it.
I think both were cheap for stock too.

how to set ticks

eastpeace - 21-12-2018 at 03:58 AM

The point value is 300, the min move/step is 0.2

In gsb, the point value is 300, the digits is 1, and how about ticks?

2? 0.2? 60?

, , , , , ,
2014/1/2,09:31:00,2342.2,2343.2,2340.2,2340.2,2258
2014/1/2,09:32:00,2340.2,2341.0,2339.2,2340.0,2129
2014/1/2,09:33:00,2340.0,2343.0,2340.0,2341.4,2224
2014/1/2,09:34:00,2341.4,2343.4,2341.2,2342.8,1938
2014/1/2,09:35:00,2342.8,2343.4,2341.0,2343.2,1677
2014/1/2,09:36:00,2343.4,2343.8,2340.0,2340.2,2908

admin - 21-12-2018 at 04:14 AM

The point value is 300, the min move/step is 0.2

In gsb, the point value is 300, the digits is 1, and how about ticks?

2? 0.2? 60?

, , , , , ,
2014/1/2,09:31:00,2342.2,2343.2,2340.2,2340.2,2258
2014/1/2,09:32:00,2340.2,2341.0,2339.2,2340.0,2129
2014/1/2,09:33:00,2340.0,2343.0,2340.0,2341.4,2224
2014/1/2,09:34:00,2341.4,2343.4,2341.2,2342.8,1938
2014/1/2,09:35:00,2342.8,2343.4,2341.0,2343.2,1677
2014/1/2,09:36:00,2343.4,2343.8,2340.0,2340.2,2908

60. Its only needed for some of the newer stop functions.

eastpeace - 21-12-2018 at 05:44 AM

so，the ticks in gsb means the min move of currency?

eastpeace - 21-12-2018 at 09:52 AM

func GSB_Round error,

unkown function LogXY

(multicharts)

inputs:
price( NumericSimple );

var:
_tickSize(MinMove / PriceScale),
_digits(LogXY(10, PriceScale)),
_newPrice(0);

_newPrice = _tickSize * Round(price / _tickSize, 0);
_newPrice = Round(_newPrice , _digits);

GSB_Round = _newPrice;

admin - 21-12-2018 at 05:17 PM

func GSB_Round error,

unkown function LogXY

(multicharts)

inputs:
price( NumericSimple );

var:
_tickSize(MinMove / PriceScale),
_digits(LogXY(10, PriceScale)),
_newPrice(0);

_newPrice = _tickSize * Round(price / _tickSize, 0);
_newPrice = Round(_newPrice , _digits);

GSB_Round = _newPrice;

import the eld from here
C:\GSB\GSB (Managers)\Supplementary Scripts (TS & MC)\GSB_SCRIPTS_2018_12_15...eld

{ Search Tag: WA-LogXY }

{ Returns the base X logarithm of Y. }

inputs:
X( numericsimple ), { the logarithmic base to use }
{ Y = the operand, the value of which the logarithm is to be taken }
Y( numericsimple ) ;

{ in EasyLanguage, the log function returns the natural, base e, logarithm of
a number }
if X > 0 and Y > 0 then
LogXY = log( Y ) / log( X )
else if X <= 0 then
RaiseRuntimeError( !( "Logarithmic base (X) must be greater than 0." ) )
else if Y <= 0 then
RaiseRuntimeError( !( "Logarithm operand (Y) must be greater than 0." ) ) ;

{ ** Copyright © TradeStation Technologies, Inc. All Rights Reserved **
** TradeStation reserves the right to modify or overwrite this analysis technique
with each release. ** }

admin - 21-12-2018 at 05:19 PM

so，the ticks in gsb means the min move of currency?

ticks is the amount of ticks in a point
for es its 4 ticks in on full point. ie 0.25
in your example is 1/0.2 = 5

eastpeace - 21-12-2018 at 09:50 PM

so，the ticks in gsb means the min move of currency?

ticks is the amount of ticks in a point
for es its 4 ticks in on full point. ie 0.25
in your example is 1/0.2 = 5

Thank you,
let's make it more clearer,

the point value for IF300, is 300, when the index price is 3000, so the current contract value is 300*3000 = 900 000,

and the min step is 0.2,so the price would be 3000.02,3000.04,3000.06,
2999.08,2999.06, etc

so the ticks is 1 piont / min step 0.2 = 5 ?

It's not 0.2 * 300 = 60, right?

admin - 21-12-2018 at 11:22 PM

"
the point value for IF300, is 300, when the index price is 3000, so the current contract value is 300*3000 = 900 000,

and the min step is 0.2,so the price would be 3000.02,3000.04,3000.06,
2999.08,2999.06, etc

so the ticks is 1 piont / min step 0.2 = 5 ?

It's not 0.2 * 300 = 60, right?"
ticks is how many times the min step can fit into 1. So if min step = 0.2 then its 5.

eastpeace - 24-12-2018 at 08:31 AM

hello Peter, could the trailing stop loss work?

// Stop Loss
mp = MarketPosition;
slPnts = MinList(slMaxPointsPerContract / (IFF (CurrentContracts <> 0, CurrentContracts, 1)), slNumAtrs * AvgTrueRange(slAtrLength));

Switch mp
Begin
Case 1:
slNewPrice = GSB_Round(High - slPnts);
If slNewPrice > slLongPrice Then
slLongPrice = slNewPrice;
Sell("SLSll") Next Bar at slLongPrice stop;
Case -1:
slNewPrice = GSB_Round(Low + slPnts);
If slNewPrice < slShortPrice Then
slShortPrice = slNewPrice;
BuyToCover("SLBtc") Next Bar at slShortPrice stop;
Case 0:
slShortPrice = GSB_Round(Low + slPnts);
BuyToCover("SLBtc-EB") Next Bar at slShortPrice stop;

slLongPrice = GSB_Round(High - slPnts);
Sell("SLSll-EB") Next Bar at slLongPrice stop;
End;

slMaxPointsPerContract is not recognized.

eastpeace - 24-12-2018 at 08:37 AM

hello Peter, could the trailing stop loss work?

// Stop Loss
mp = MarketPosition;
slPnts = MinList(slMaxPointsPerContract / (IFF (CurrentContracts <> 0, CurrentContracts, 1)), slNumAtrs * AvgTrueRange(slAtrLength));

Switch mp
Begin
Case 1:
slNewPrice = GSB_Round(High - slPnts);
If slNewPrice > slLongPrice Then
slLongPrice = slNewPrice;
Sell("SLSll") Next Bar at slLongPrice stop;
Case -1:
slNewPrice = GSB_Round(Low + slPnts);
If slNewPrice < slShortPrice Then
slShortPrice = slNewPrice;
BuyToCover("SLBtc") Next Bar at slShortPrice stop;
Case 0:
slShortPrice = GSB_Round(Low + slPnts);
BuyToCover("SLBtc-EB") Next Bar at slShortPrice stop;

slLongPrice = GSB_Round(High - slPnts);
Sell("SLSll-EB") Next Bar at slLongPrice stop;
End;

slMaxPointsPerContract is not recognized.

Carl - 24-12-2018 at 07:09 PM

Hi eastpeace,

Yes, the trailing stop works.

But you need to give a required level in USD: GSB left pane under Exits "Max. Stop Loss".

The "Max. Stop Loss" level in USD is used for the trailing stop.

eastpeace - 27-12-2018 at 06:44 AM

Thank you, Carl. It really work.

But I find that all the stop method are base on fixed currency or points.

Can the trailing stop, or stop be set with dynamic volatility, like ATR etc?

admin - 27-12-2018 at 04:46 PM

Thank you, Carl. It really work.

But I find that all the stop method are base on fixed currency or points.

Can the trailing stop, or stop be set with dynamic volatility, like ATR etc?

You can enable these

Time period on WF Chart title?

engtraderfx - 30-12-2018 at 05:08 PM

Hi Peter, going thru WF charts (v50.54) still noting that the price chart is showing 29m even tho I have specified 30m in WF option, I used to leave that out but happens all the time, since I assume GSB doesn't know which TF I am trading on when using multiple TF to optimise we would need to specify? Anyway even after doing that chart still showing 29m? Is the chart really m29 or just a hangover from optimisation? I feel it should be showing the select WF timeframe.

That leads me to another idea, since noted sometime people muck it up (including me), maybe could have an option to specify the base TF in GSB & set no of periods above / below to optimise when doing multiple TF analysis? I suppose only really works if have 1m data tho. Or does anyone use this to actually optimise best TF to trade on?

Chrs, Dave

admin - 30-12-2018 at 05:26 PM

Hi Peter, going thru WF charts (v50.54) still noting that the price chart is showing 29m even tho I have specified 30m in WF option, I used to leave that out but happens all the time, since I assume GSB doesn't know which TF I am trading on when using multiple TF to optimise we would need to specify? Anyway even after doing that chart still showing 29m? Is the chart really m29 or just a hangover from optimisation? I feel it should be showing the select WF timeframe.

That leads me to another idea, since noted sometime people muck it up (including me), maybe could have an option to specify the base TF in GSB & set no of periods above / below to optimise when doing multiple TF analysis? I suppose only really works if have 1m data tho. Or does anyone use this to actually optimise best TF to trade on?

Chrs, Dave

I wasted a lot of time as i used 1 min chart instead of 26 in a range of 25 to 35
Took me a long time to spot the error.
I see merits in what you say. A better idea (and faster for user) would be
range 25 to 35
and or range 25 to 28 and 32 to 35
Will get back to you on your 29 min issue, else email me teamviewer details

admin - 30-12-2018 at 05:56 PM

Hi Dave
I think this is a bug. Will be fixed probably in two builds from now.
There are new coming features along with this.

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

WF issue fixed in 50.60

admin - 1-1-2019 at 12:48 AM