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B.Wooster - 28-8-2022 at 10:28 PM

First time trying the manager -> workers. I have some 43k systems. Just using the default NQ system. Nothing changed from the defaults. Using my workers on 2 machines, and GSB cloud workers.

I double clicked on the first line in Unique Systems and got a Null Reference Exception popup. See attached screenshot. No trade performance graph was shown.

version 1.0.65.01

admin - 28-8-2022 at 11:23 PM

@b.wooster
Not a common problem, but happy to look at. email me your anydesk.com details

Problem with filters (GUI)

ChuckNZ - 8-1-2023 at 11:33 AM

I have had this problem since "day one" and I hope that it is simply a setting that I need to change. The filters on the grid don't work very well for me. When I click on the drop down arrow, the drop down is very narrow and won't stay dropped down long enough for me to click on one of the choices. It took me several minutes, for instance, to be able to make this snapshot. I'm on version 1.0.64.802 and I see that there is a later version. Will upgrade today.

[img]

[/img]

ChuckNZ - 8-1-2023 at 11:38 AM

For what it is worth, I also get these exceptions. On average, about once per hour. I can't "make" it happen, so not able to help with diagnosis. I'm on version 1.0.64.802 and see that there is a later version. Will upgrade today.

Quote: Originally posted by B.Wooster

First time trying the manager -> workers. I have some 43k systems. Just using the default NQ system. Nothing changed from the defaults. Using my workers on 2 machines, and GSB cloud workers.

I double clicked on the first line in Unique Systems and got a Null Reference Exception popup. See attached screenshot. No trade performance graph was shown.

version 1.0.65.01

admin - 8-1-2023 at 03:06 PM

@Chuck,
I will look at the fav issue in the next week. You should be able to sort on favD which will let you see good, vgood excellent in order. I didnt even know we had the option on the top left like you displayed.
Please do a support ticket for your exception if the problem continues

ChuckNZ - 8-1-2023 at 04:48 PM

Quote: Originally posted by admin

@Chuck,
I will look at the fav issue in the next week. You should be able to sort on favD which will let you see good, vgood excellent in order. I didnt even know we had the option on the top left like you displayed.
Please do a support ticket for your exception if the problem continues

Thanks, Peter. You suggested that I create a support ticket. This raises another issue that I have and I'm surprised that nobody has mentioned it. When I click on "Help", I expect to see the traditional info (license number, version number, click to report, etc. Instead, all I get is "The webpage cannot be found" . version 1.0.64.802

admin - 8-1-2023 at 04:57 PM

I see that now, should be simple fix on my end
support ticket still works though

Discrepency in GSB Stop Loss Exit vs MOC

engtraderfx - 9-1-2023 at 07:43 PM

Hi Peter, a minor observation i notice in comparing gsb with backtest in MC with stops & MOC exit. I notice a few occassions that when the stoploss is hit in last bar defaults to Closing price, however MC correctly exits at the stoploss value. Suspect it might be something in the logic of exit calculation. Luckily only occurs a couple of times as most stops hit in other bars. Example trade list attached. Regards, Dave

Attachment: Login to view the details

admin - 9-1-2023 at 08:35 PM

@engtraderfx.
Thank you. I will put this in the job que

Problem with cancelled walk forwards

ChuckNZ - 11-1-2023 at 12:42 PM

I spent a lot of time narrowing down a list of strategies from 60,000 to 300 to 127 to 20 (largely using macro #2). I then started walk forwards on 10 of them before I realised that I needed to change a setting. Simple enough, I thought. I cancelled the walk forwards and the WFS column showed that I cancelled them.

I changed the setting and re-started the walk forwards. But the status didn't change from cancelled, even after 20 minutes. I re-started them again. Now, the status is flipping back and forth about every two seconds. First showing cancelled. Then showing a percent complete. When they finally complete, the status is still showing cancelled.

I tried saving them, deleting them and re-loading them. They are still showing "cancelled".

I will have to start the entire process from scratch. Only two hours lost, so not a big deal. Just a bit annoying.

If relevant, I'm running 1.0.64.802. I don't see a way to upgrade to later versions without using RM. Is that the case?

admin - 11-1-2023 at 04:21 PM

Upgrade is only via RM. start it and it will in time update
Save the offending systems, and open in a new manager. then wf
Let me know if that fixes it

Missing metrics when using "nth" method

ChuckNZ - 15-1-2023 at 04:14 PM

I am using the "nth" method more and more every day, but some of my favourite metrics aren't being calculated. I get GSB to find 40,000 systems using the "nth" method and that works great!! But 95% of the strategies are missing values in C3-R (training Sharpe Ratio) and C1-R (training win/loss ratio). I really depend on these two metrics to narrow down my search.

I discovered that I can scroll through all 40,000 lines, one at a time, and those metrics will be calculated for me. Another user suggested that I click on "OOS", but I'm not aware of all of the consequences of doing so.

I hope that I have given you enough detail to fix the problem.

Also, on the subject of "nth" methodology, should I be able to run macro #2 to let GSB find the best strategies for me? I tried once and it changed some settings to it wasn't doing the "nth" method.

Thanks,
Chuck

admin - 15-1-2023 at 04:29 PM

can you send me a screen shot of missing metrics? im not clear on what you mean.
we best do this over anydesk.com session, as I dont have a clear idea on your issues.
ie telling me macro2 means nothing to me, as I have no idea whats in it.
best email me when your free

BlackBox - 19-1-2023 at 03:38 PM

Just got an update to RM 20221109.5
Small question, do we need GSBResourceManager.20221109.5.exe.config
That file for version 20221109.5 is missing on my system

JozefSusko - 19-1-2023 at 03:53 PM

Quote: Originally posted by BlackBox

Just got an update to RM 20221109.5
Small question, do we need GSBResourceManager.20221109.5.exe.config
That file for version 20221109.5 is missing on my system

I miss it too 20221109.5.exe.config

admin - 19-1-2023 at 04:42 PM

I dont think its needed
this is what it contains

Attachment: Login to view the details

Manager not sending WF's to workers

ChuckNZ - 21-1-2023 at 06:43 PM

This just started happening on two pc's. It could be something that I've done within the optimisation settings, but I don't think so.

Version 1.0.65.21

For some reason, the managers are no longer sending walk forwards to the cloud workers. The walk forward status has remained at "waiting" for over an hour. i can do local walk forwards. Any thoughts?

Piet - 22-1-2023 at 01:08 AM

Quote: Originally posted by ChuckNZ

This just started happening on two pc's. It could be something that I've done within the optimisation settings, but I don't think so.

Version 1.0.65.21

For some reason, the managers are no longer sending walk forwards to the cloud workers. The walk forward status has remained at "waiting" for over an hour. i can do local walk forwards. Any thoughts?

Agree, same here.

Manager not able to send walk forwards to workers

ChuckNZ - 22-1-2023 at 01:22 AM

Quote: Originally posted by Piet

Quote: Originally posted by ChuckNZ

Agree, same here.

UPDATE.... I have tried four earlier versions as well as multiple optimisation files for several markets. The manager simply isn't sending walk forwards to workers (local or cloud) or the workers are ignoring the requests. I tried running multiple walk forwards on my local PC and it slowed to a standstill.

SwedenTrader - 22-1-2023 at 04:08 PM

Quote: Originally posted by ChuckNZ

Quote: Originally posted by Piet

Quote: Originally posted by ChuckNZ

Agree, same here.

Same for me...

admin - 22-1-2023 at 04:36 PM

problem fixed. Apologies to all. My last server reboot did not start up wf manager

admin - 22-1-2023 at 09:09 PM

workers not starting issue resolved. Aplogies to all

Problems with walk forwards

ChuckNZ - 5-2-2023 at 06:19 PM

For the last week or so, I've had numerous problems when using either local or cloud walk forwards.

The first problem is that the walk forwards simply stop anywhere between 5 and 95% complete. They do not continue to process. Cancelling them has problems that I've mentioned before. Running them again is the only solution that I have found.

Some times, the walk forward completes and then another one for the same system starts running. I have watched the same system complete a walk forward and start another one three times.

I thought that the problem was due to me asking for so many at once (20). I started asking for just five at once. Same problem. I then tried two at once. Same problem.

I'm not getting anywhere and I hope that Peter has an "ah ha" moment and comes up with a quick fix.

admin - 5-2-2023 at 06:29 PM

@chuck
start by doing wf in your manager to the manager, not to the cloud
there is a max of 4 at a time, but when done more will be qued
There can be numerous issues with cloud wf. ie your going to some one else cloud worker, and the worker doing your wf gets termintated due to the owner of the machine using it for there own tasks
More issues than just that, but thats one as an example.
THe SQL server logic behind wf is complex and not faultless. However I have near zero issues myself, but am aware of issues trying to restart a failed wf.

Issues with Custom Indicators

ChuckNZ - 6-2-2023 at 01:54 PM

I think that I can safely say that Custom Indicators DO NOT work in the manager/worker environment. They work perfectly in the Standalone mode. It is my belief that the Custom Indicators are NOT being passed to the workers. They certainly aren't being passed to my local workers.

Is this something that can be easily fixed or is it likely to be a permanent limitation?

Related to that issue, Custom Indicators can not be loaded if the settings include walk forward data. I can add the walk forward data after generating systems and I can start a walk forward (it is running now). But I suspect that it isn't going to work properly or I wouldn't have been prevented from adding the custom indicators earlier. If this is a limitation, is it likely to be permanent?

Also, the maximum number of parameter combinations for Custom Indicators is 200. Can that be increased without causing too much work?

bjohnson81 - 11-2-2023 at 04:16 PM

Quote: Originally posted by Carl

Hi Peter,

GSB 28.5

Seems to be a bug in de WF department.
GSB uses a different strategies when performing WF
Please see attached screenshots.

Carl - 12-2-2023 at 01:36 AM

Hi bjohnson81,

No issues here. I am on GSB 65.30 now.

admin - 12-2-2023 at 03:25 PM

@bjohnson81, no attachment shown by you

ChuckNZ - 16-2-2023 at 05:02 PM

Is anyone else having trouble with walk forwards? Firstly, the walk forwards don't want to know about any custom indicators. But, a bigger problem for me is that walk forwards haven't finished running in over a week. I've tried one, two, three and four walk forwards at the same time. I've tried running them locally and using workers. They get up to about 90% finished and then start over. this is very frustrating. i'm keen to start some more live trading bots, but really want to see the walk forwards first.

admin - 16-2-2023 at 05:15 PM

@ChuckNZ
please try this as a test
remove the 13, build some systems and do a wf
to speed up the wf test you can set this to 1-50

admin - 16-2-2023 at 06:02 PM

Chuck,
I confirm this is a dirty fix, and I am working on a proper fix
this is how you do it

ChuckNZ - 20-2-2023 at 05:38 PM

A couple of niggling bugs that are frustrating.

1. If using custom indicator(s), we aren't able to use workers. Custom indicators only work in standalone mode.

2. If using custom indicator(s), we aren't able to do walkforwards in standalone or worker mode. The walkforwards ignore any and all custom indicators.

3. Filter for rejecting duplicate indicators within one strategy isn't working.

Otherwise, the strategies being being generated by GSB are great!!

admin - 20-2-2023 at 06:02 PM

1) I havnt tested CI for a long time, but last I checked it was working. - but im not denying you have an issue
Can you test a very simple one like macd?
Can you give great detail on 3?
good your having some success
CI needs a significant revamp regardless. Its useless to me as the indicator stats section doesnt work with CI.
The long term goal is to have users have the ability to write there own DLL's. For now I just get new indicators added into GSB if there is a specific one
thats not too complex and open source.
This work is all done by lead programmer who im getting few hours out of, so progress painfully slow.
Right now all the focus is on match check errors + NT. Im told that NT all indicators are correct, but I havnt verified this.
Progress is made every week on the ts side, but im delaying release due to compatibility issues if we mix versions. (this is a table
in sql server we have to make sure versions are always compatible)

ChuckNZ - 20-2-2023 at 06:46 PM

Hi Peter. You asked for detail on my #3 bug (above). Here is what you said about "Max Dup Indicators" on the 5th of February.

"The choice of multiple duplicate indicators was a very deliberate one.
Im still interested in the same indicators with different parameters, even in one system.
However I agree that there is an issue here and have logged an issue with one of the programmers.
It doesnt build systems till this is set to 0 or>3"

Regarding the custom indicators, it doesn't matter what the custom indicator does. The workers either don't see the request or they can't handle the request because they don't know about the CI.

admin - 20-2-2023 at 06:52 PM

I Discussed with programer. Now I understand deep down whats happening on GSB in this. Issue logged with the programmer, but am very unsure of the speed of the fix
thanks for your patience.

Custom Metrics

ChuckNZ - 8-3-2023 at 11:49 AM

I was very excited to discover that we can add custom metrics to the grid. But the first one that I tried doesn't appear to be working and I have a question on the second one.

The first one that I tried was "Walk Forward Efficiency". I think that the metric will be of huge value to users, but it's just showing zero. i was hoping that the value would appear once I ran the walk forward but it's still showing zero.

The second one is very interesting. 'AvgDistanceBetweenNewHighs". I have used similar metrics in software that I developed over the years and find it to be very useful. Can you please tell me what it is showing me? I see values like "0.013'. Does this mean 0.013 bars is the average distance between new highs? Or possibly 0.013 days? Or 0.013 what?

Thanks in advance.

admin - 8-3-2023 at 03:47 PM

@Chuck, the issue seems to be what the CM is populated with is not used. (mouse over will show you this)
Bug reported with programmer. Thanks for finding this. I have not used CM for a very long time and was not aware its buggy
Hence you dist between new highs is likely a totally different CM.

admin - 9-3-2023 at 02:34 AM

@chuck, the mouser over bug is fixed
wfe will not be in CM and will be removed. It never worked and for reasons beyond me, programer is not going to get it going.
However wfe filter has been added into macros, so you can say any systems with wfe > x go into fav A
It will be in build 65.41 which I will not release for some time as the current builds dont talk to all the older builds, so waiting on my feature before I release it

HEre is a macro I made of wfe >130

Carl - 9-3-2023 at 09:22 AM

Hi Peter,

Thanks for the WFE related macro. Nice one.

The following is not a bug, but a request/proposal.

Another WFE metric I think can improve the way to select the better strategies would be to show these two metrics in the bottom pane, in tab "Walk forward":
1. percentage of WF OOS blocks profitable and
2. percentage of WF OOS blocks with AT above a certain threshold

Attachment: Login to view the details

In attached example 100% of the WF OOS blocks are profitable.
And 70% of the WF OOS blocks have an AT above 80 USD.

So I think adding two columns in the bottom pane showing these above mentioned metrics for the strategies that were walk forwarded, could improve the way we can select the better strategies.

Thanks

Daniel UK1 - 10-3-2023 at 07:37 AM

@peter

Latest pushed out is 65.30, despite this when opening up a new gsb manager, popup is thrown saying gsb code is to old

I believe everyone is affected..

You need to push out the required manager version I think

admin - 10-3-2023 at 03:18 PM

Will do asap.non airplane now so cant do it now. Apologies

admin - 10-3-2023 at 03:19 PM

Will do asap.non airplane now so cant do it now. Apologies

TwntySQ - 14-3-2023 at 05:45 AM

Hi,

Tried to WF some system late last night and a few of them would not get passed 85% or so.

I tought it may had to do with available workers but if you encountered as well maybe there is a bug.

SwedenTrader - 14-3-2023 at 11:27 AM

See peters post wit pictures a couple of replies up when answering @Chuck. remove the 13 and decrease both generation and population. That made the wf tests finish 100% instead of stalling at around 94%. But we want to be able to have 100 gen and 100 population like before so we hope for a better fix ahead.

TwntySQ - 14-3-2023 at 12:58 PM

Hi!

After running GSB for about an hour or two my manager starts to freeze and crash. It has only made around 10k systems and no apparent reason. Have 16gb ram (yeah I know it's low, will add eventually) and GSB uses around 10-11gb of that.

Any advice?

admin - 14-3-2023 at 04:56 PM

High TwntySQ. 16 gb of ram should work but just. A reboot of windows before you use gsb should help.
Check your cpu temps are not too high. typical should be fine if not over 80c
Increase windows swap file size to say 20 to 40 gb
you could read this
https://trademaid.info/forum/viewthread.php?tid=42#pid606

admin - 14-3-2023 at 04:58 PM

the issue of wf stalled is fixed in the newer not release build.
I hope to release in 1 to 2 weeks. My digital signing of files is busted and Im waiting on the fix + need to test build.
Working reduced hours this week

PercentR issues

ChuckNZ - 21-3-2023 at 04:30 PM

I'm busy working on Soybeans at the moment and PercentR was one of the indicators favoured by the GSB process for soybeans.

All of the other indicators allow users to set a range of lookback values. For instance, PercentR could be tested between 5 and 200 bars. For some reason, PercentR doesn't appear in the list of custom indicators and ALWAYS uses 9 bars for the lookback. This particularly doesn't make sense when all three randomly selected indicators being tested are PercentR.... each with a 9-bar lookback.

The performance of strategies using PercentR looks very good, but could be even better if the lookback could be optimised.

I hope that there is an easy way to add PercentR to the custom indicators? I'm not able to find one. Thanks

More on PercentR Issues

ChuckNZ - 21-3-2023 at 10:44 PM

Just to clarify... the only number of bars used by PercentR is nine (9). Even when doing the walk forwards, gsb will use 9 bars for every walk forward period.

admin - 22-3-2023 at 03:39 AM

@chuck,
I will look into this. I suspect its hard coded like you imply

Carl - 22-3-2023 at 04:09 AM

Hi Peter and Chuck,

I have noticed the same issue for GSB_SellRelativeStrength.
Only 20 bars can be used.

Thanks

Carl - 22-3-2023 at 04:32 AM

I just checked all 158 primary filters:

Same for:

GSB_BollingerBandHL (only 20)

GSB_ChaikinVolatility (only 9,9)

All the other ones are working okay.

Indicator issues

ChuckNZ - 22-3-2023 at 03:13 PM

Thanks, Carl, for taking the time to do the research on indicators that appear to have hard-coded parameters. It sounds like you and I should/could be working together. I was about half way through that job when your post arrived. I have been getting around the problem with a Tradestation solution. But, it will be much better if Peter is able to get it fixed in GSB.

admin - 22-3-2023 at 10:01 PM

Exhaustive check done by the programmer
here is the total list that need to be fixed. Thanks for bringing this to my attention
BollingerBandsHL
ChaikinVolatility
PercentR
SellRelativeStrength
SmoothWaveIndex

admin - 22-3-2023 at 11:21 PM

For Chaikin's volatility, does anyone have an idea of the parmater ranges to be used for its two inputs?
I guess the average len is less than the roc??
CV = RateOfChange( GSB_Average( Range, MALength ), ROCLength ) ;

ChuckNZ - 23-3-2023 at 12:08 AM

On Chaikin's website and in his webinars and in his book... this is what he recommends:

Chaikin’s Volatility is calculated by first calculating an exponential moving average of the difference between the daily high and low prices. Chaikin recommends a 10-day moving average. Next, calculate the percent that this moving average has changed over a specified time period. Chaikin again recommends 10 days.

To answer your question, however, I think a range of 2 to 20 should do nicely for both parameters.

admin - 23-3-2023 at 12:27 AM

all this fixed in 65.49. We need longer lengths as most people are using intra day data.

Carl - 23-3-2023 at 03:24 AM

Hi Peter,

Also since a couple of GSB version back the "force-use" setting does not work 100% correct anymore.

GSB Manager: only about 15% of the strategies contain the force-used indicator.

GSB Standalone: 100% correct, force-used PF is always present in the strategy

Thanks.

TwntySQ - 23-3-2023 at 03:33 AM

Hi!

Tried WF yesterday with som systems and same problem with the WF stopping at 93-94%.

Any fix for this available?

admin - 23-3-2023 at 03:37 AM

@carl, nothing has changed in the section for years
you cant force more than 3 indicators

@twntySQ
this is fixed in the next release which is under testing
Ive been slow to release it as old mangers will not talk to new workers due to compatibility issues.
Still doing some tweaks to vwap code too.

There is a bug cover up for the issue. Under custom indicators remove (12 or 13) from the length of the offending indicator.
I forgot what indicator had this issue.
(cant remember if its 12 or 13 to be removed. worst case remove both

Carl - 23-3-2023 at 06:51 AM

Quote: Originally posted by admin

@carl, nothing has changed in the section for years
you cant force more than 3 indicators

Hi Peter,

I know, I used 3 indicators with only one indicator force-use.

I haven't used "force-use" recently. The last GSB results I could find on my desktop when "force-use" results were correct, were from June 2022. GSB version 64.97.

Could it be it is not a GSB issue, but a SQL server issue?
Because force-use works fine with GSB Standalone, but not with GSB Manager.

Thanks

Carl - 27-3-2023 at 03:05 PM

Hi Peter,

The "force-use" option really has a bug.
I ran several tests and the bug is there all the time when using GSB Manager.

Thanks

admin - 27-3-2023 at 03:46 PM

@carl, thanks for your observation. This should make is easier to diagnose

TwntySQ - 3-4-2023 at 06:55 AM

Hi ,

Have tested the dirty fix for WF not completing. Also reduced gen and population as shown in earlier posts.

After iWF finishes it says "CanceledLost" in the WF cell.

Any fixes for that?

Thanks in advance.

TwntySQ - 3-4-2023 at 06:56 AM

Hi ,

Have tested the dirty fix for WF not completing. Also reduced gen and population as shown in earlier posts.

After iWF finishes it says "CanceledLost" in the WF cell.

Any fixes for that?

Thanks in advance.

admin - 3-4-2023 at 10:34 AM

@twntySQ
Cloud WF lost/deleted from DataBase.. Likely worker killed/closed or worker didn't send updates for long (because on internet failure or else) and DataBase did auto cleanup
thats a small risk of using public cloud for wf
Not sure if resubit works
Otherwise save system, load system in new manager and wf.
you can wf to local manager or try the cloud again

TwntySQ - 4-4-2023 at 07:10 AM

Hi again,

Thanks for the answer Peter.

Tried to load the systems in manager and then in a standalone version but after removing the custom indicator as mentioned earlier, the WF goes to 92% and then I get the following message as attached.

admin - 4-4-2023 at 07:01 PM

@TwntySQ
there are work rounds for this.
you either remove custom parmater lenght of 10 or 11 (forgot what one, but you can do both) on the indicators that are failing wf
or I get you the pre-release build that has the fix.
THere is no cloud power for this build yet (apart from your own), but likely I release it in a week or so.

REMO755 - 7-4-2023 at 07:50 AM

Hello,

I have problems in Tradestation with the version.
GSB_SCRIPTS_2021_11_11+WITH UPDATEDGSBSYS1EN_V1.21

Value1 = GSB_Scripts_2021_11_11;

I send a photo with the errors.

what is the problem?

Please help.

issues with parameter ranges

ChuckNZ - 18-4-2023 at 04:13 PM

Firstly, let me say that this is not a NEW issue with the latest release. It's been there forever.

The automatic generation tool available in "custom indicators" is a magical way to generate parameter ranges for one, two or even three parameters.

The problem is that there is a limit of 200 combinations. If you want to vary parameter one from 1 to 50 by 1 and parameter two from 1 to 4 by 0.5, that results in 650 combinations and the tool won't accept more than 200.

So, you have to compromise... incrementing the first value by 2 and the second value by 0.5, for instance.

Interestingly, the text window to the left of the generation tool can handle at least 1,000 combinations and they all work perfectly. I use it every day. So far, I haven't had to the need to go beyond 1,000 so I don't know the real limit.

Since the text window will handle at least 1,000 combinations, can we change the limitation on the generate tool from 200 to 1,000?

For what it is worth, I generate my total combinations 200 at a time, copy them to notepad, appending as I go. I then copy the entire set from notepad to the text window. Works perfectly, but it would be SO much easier if that 200 limit was increased. Especially since the underlying logic is capable of handling a lot more.

admin - 18-4-2023 at 04:40 PM

@chuck
the 200 limit is very deliberate limit. Too many combinations is too hard work for GA
Not a great work around, but you could build a set of 200 variables, see how well it works.
Then make a different 200 limit and compare.
Not saved systems will not match if you change these variables to something different.
I will enquire of the programmer next time I chat over the possibility of expansion.
You can also optimize a system in ts using wider parameters. Using coarse values in optimization
if quite ok often. Fine values give increase in sample results and decreased OOS results.

More on parameter selection

ChuckNZ - 19-4-2023 at 01:00 AM

Hi Peter and thanks for your comments. I agree with you 100% and this will seem counter intuitive to many.

When I ultimately generate strategies, I want fewer rather than more possible parameters and that prompts me to ask for the limit of 200 to be increased. Seems strange, right? The default range for many of the indicators is 1 to 200 incrementing by 1.05%.

I go through a process for every timeframe for every instrument that I want to trade.

First, I want to know "what are the best settings" for each indicator? To do that, I will ran a process where I turn off all filters and stops and let gsb try every possible setting. That will mean at least 200 possible strategies. If there is an ATR multiplier or some other parameter, the 200 could easily become 800. Also you apply offsets to some of the indicators.

I do a strategy creation run for just one indicator which doesn't take very long to try every possible value or set of values. I then sort by my favourite fitness function and delete the bottom 2/3 of the results.

I then prepare a bell curve for the parameters that are in the 1/3 that performed well. I remove the outliers and bing, bang, boom I have a subset of values that I will use when generating strategies.

Instead of gsb wasting time on settings between 1 and 200, I might be using values between (say) 45 and 70.

This process has improved my results considerably according to every metric.

Now you have my "secret sauce". I hope you and others find it to at least be interesting.

Quote: Originally posted by admin

@chuck
the 200 limit is very deliberate limit. Too many combinations is too hard work for GA
Not a great work around, but you could build a set of 200 variables, see how well it works.
Then make a different 200 limit and compare.
Not saved systems will not match if you change these variables to something different.
I will enquire of the programmer next time I chat over the possibility of expansion.
You can also optimize a system in ts using wider parameters. Using coarse values in optimization
if quite ok often. Fine values give increase in sample results and decreased OOS results.

admin - 19-4-2023 at 01:21 AM

@chuck, the idea is interesting, & time consuming. I like James clears book Atomic habits
Big increases in performance can be the result of cumulative small improvements.
As long as your idea was only done with the in sample data, it looks to have merit. (that critera is critical to me)
Semi related, I have also considered having multiple of one indicator
ie
rsi5-50
rsi40-100
rsi80-200
Might that be a really fast way of doing the same thing?

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