General support questions.

Quote: Originally posted by appengineer

Hi Peter, TS doesn't support using Exchange Time with multiple data stream when the symbols are in different time zone. (NG,CL,HO,RB) How do you go around this? The GSB system I am trying to import into TS checks the last second of the trading session to close trades - If (TimeHms >= 133000 And TimeHms <= 133059) Then Thank you

Quote: Originally posted by admin

Quote: Originally posted by appengineer   Hi Peter, TS doesn't support using Exchange Time with multiple data stream when the symbols are in different time zone. (NG,CL,HO,RB) How do you go around this? The GSB system I am trying to import into TS checks the last second of the trading session to close trades - If (TimeHms >= 133000 And TimeHms <= 133059) Then Thank you Always use local time on your pc

What will the session be for each of the symbols(NG, CL, HO, RB)
0900-1430 or Regular hours.

I have tried a couple of settings and the performance is different from what GSB produced.

Quote: Originally posted by admin

appenginer, your times are correct but looks like you put nq instead of ng in the data1 also see https://trademaid.info/gsbhelp/13SupplyingDatatoGSB.html where it says session times.

Quote: Originally posted by appengineer

Quote: Originally posted by admin   appenginer, your times are correct but looks like you put nq instead of ng in the data1 also see https://trademaid.info/gsbhelp/13SupplyingDatatoGSB.html where it says session times. Got it, good catch How about the hard coded time in GSB built system If (TimeHms >= 133000 And TimeHms <= 133059) should it be If (TimeHms >= 143000 And TimeHms <= 143059) Since we are using 0900 - 1430 session time?

Quote: Originally posted by admin

Quote: Originally posted by appengineer   Quote: Originally posted by admin   appenginer, your times are correct but looks like you put nq instead of ng in the data1 also see https://trademaid.info/gsbhelp/13SupplyingDatatoGSB.html where it says session times. Got it, good catch How about the hard coded time in GSB built system If (TimeHms >= 133000 And TimeHms <= 133059) should it be If (TimeHms >= 143000 And TimeHms <= 143059) Since we are using 0900 - 1430 session time? Under contracts, check your moc time is correct, should fix this for future systems

stop loss

Hi Peter,

I can't seem to get the macros to work properly. I'm trying to run indicators stats as per video but don't get the same results.

Please refer attached screen shots, I'm not getting any metrics for stats C, and stats E has way higher fitness and N/P.

I have tried macro, IndicatorStats, IndicatorStats+nthNoTrade and also tried making my own and none have seemed to give similar figures to your video.

Thanks.

Quote: Originally posted by boothy

Hi Peter, I can't seem to get the macros to work properly. I'm trying to run indicators stats as per video but don't get the same results. Please refer attached screen shots, I'm not getting any metrics for stats C, and stats E has way higher fitness and N/P. I have tried macro, IndicatorStats, IndicatorStats+nthNoTrade and also tried making my own and none have seemed to give similar figures to your video. Thanks. send me your teamviewer details. I will look at this sat morning. should be an easy fix

Quote: Originally posted by fra2019

How do stop-loss work in GSB? I thought 'Max.Stop Loss' was the maximum currency loss per trade so 1000 max loss for 1 ES contract would mean 20 points stop loss. This does not seem to be the case. I generated a few NQ strategies with trailing stop, Max stop Loss = 2000 and the script show slPoints(25) which implies a much tighter stop-loss.

Quote: Originally posted by fra2019

pnt Value for NQ and VX seem correct. Curious to hear if anyone else experienced similar issue.

Quote: Originally posted by boothy

I am trying to do testing on Silver to get best indicators and build systems but I cant seem to get any systems with good metrics. All systems have under $10 avg trade, low net profit etc. I have gone through the docs and forum and pretty sure I've got all setting correct for new updates / changes. Any ideas what might be causing this for SI only? Seems to build systems fine on ES.

I'm unclear when to use 40 vs 1000 for Generations per your recent post. Do we leave on 1000 with 2 indicators to determine best indicators and once we have top indicators change back to 3 and change generations to 40?

What happens is after 40 or 1000 generations (depends on what you set it to), the random seed will completely rebuild.
New indicator sets are chosen,
With #indicators set to 3 and 16 of them used, I saw the c/us ratio increasing (not good)
However if the generations was reduced to 40, c/us is much lower.
With gen40 on one worker I got 27835 systems, while with gen 1000 got 10768
(The workers both ran at the same time for the same duration)

You can see on the graph shown, that at 15 minutes, c/us is increasing again, and its inverse (Pass score) decreases

Also the amount of duplicates systems increase at around 10 minutes.
This all implies its time to rebuild the random GA see at 15 minutes. The exact time isnt critical, but 1000 generations is likely to be hours away. Much too long.
2 indicators are going to hit this issue much quicker.

Keep in mind, if gsb was as simple as having only say 3 indicators, and there were 16 separate indicators - then there would be 16^3 possible systems. = 4096
This is why c/us increases. The direction GSB development is going is to make duplicate filters tighter, but add to the amount of indicators used + pattern filters etc

Best Indicators

I have tried to replicate the top indicators for S&P that you have posted in forum. I built on 29 30 31 (30k systms) using new signedPower settings and 40 Generations. My list is quite different from yours. Is this down to difference in settings now?

Also by default I only have 36/40 indicators switched on which did not have CloseLessPrevClose, SS RSI or X Avg. All of these are in your top 1/3. Just want to check that this is an error on my settings and these should be set to true which would give me 39/40.

Cloud Workers error messages

I seem to get error messages from cloud workers running on my pc while working, since its not from my testing in GSB, i find it rather annoying, shall it be like this or something is wrong ?

Night session

Quote: Originally posted by Daniel UK1

Night session, i was going to test out the night session for ES, for example 1630 EST to 930 morning... created the data, with same time... however it seems impossible to get any systems built, created session times with the same... using 1630 Mon - 930 Tuesday as an example... Used same times in left side of GUI ... i cant find any reason why it should not produce any systems... also lowered filters.. is there any tweaks in order to make night session to work since its between two dates.. that i have missed ? Any tips or help would be appreciated.

Quote: Originally posted by admin

Quote: Originally posted by Daniel UK1   Night session, i was going to test out the night session for ES, for example 1630 EST to 930 morning... created the data, with same time... however it seems impossible to get any systems built, created session times with the same... using 1630 Mon - 930 Tuesday as an example... Used same times in left side of GUI ... i cant find any reason why it should not produce any systems... also lowered filters.. is there any tweaks in order to make night session to work since its between two dates.. that i have missed ? Any tips or help would be appreciated. I would guess the issue is related to SF closed. On a worker (not manager) go to the top/diag tab then right click refresh. See whats going on in gsb. Also check top right in gsb, is fitness zero or something else. if zero its a drastic problem. ie oyu might have time to enter set 830 to 1500 but have data 1630 to 830 etc

Quote: Originally posted by Daniel UK1

I seem to get error messages from cloud workers running on my pc while working, since its not from my testing in GSB, i find it rather annoying, shall it be like this or something is wrong ?

Any comments on these error messages that seems to be coming from cloud workers running on my PC? Shall really the host of the cloud worker be getting error messages like this ?

Quote: Originally posted by Daniel UK1

Quote: Originally posted by Daniel UK1   I seem to get error messages from cloud workers running on my pc while working, since its not from my testing in GSB, i find it rather annoying, shall it be like this or something is wrong ? Any comments on these error messages that seems to be coming from cloud workers running on my PC? Shall really the host of the cloud worker be getting error messages like this ? the workers need to be running in gsbadmin mode. Other users dont have this entry type. That actually from my manager. Put the config file in all paths of workers and managers. I will email you it.

MC Missmatch between portfolio trader and chart when using GSB Code.. Chart not matching performance from GSB either, trades are taken overnight on chart despite end time is 1430, but this does not happen in portfolio trader.
In the example entry is taken as a second trade during the day at 1430, and exits with a stop loss at open next day?..

Chart example in the left, and portfolio trader to the right, same strategy test code from GBS.
Code used is below.

What is wrong?



// Settings
// Platform: MultiCharts
// ID: 20190626-122208-159579-MkIN8
// Info: File Name Prefix: , Comment: , App Settings: DanielStandard.gsbappset, Opt. Settings: Daniel.CL.ValidationTestt4.7.TopPrm.gsboptset, Workplace Manager's ID: OO1qnLqJMoKAviQvF.20190626-141942-293355, Manager's GSB Version: 1.0.53.24 / 2019-06-20, Worker's Instance ID: nTybj3nfT7CSW2RAM, Worker's GSB Version: 1.0.53.40 / 2019-06-25, Worker's Machine Name: GSB6_E5-2690
// Price Data: Data1: CL1430.1.Minute.0900_1430EasternTime.20190616.txt (Mult.: 15, Session: "0900 - 1430"), Data2: CL1430.1.Minute.0900_1430EasternTime.20190616.txt (Mult.: 30, Session: "0900 - 1430")
// MaxBarsBack: 500
// Profits Mode: Currency
// Quantity: 1
// Quantity Mode: FixedShareContracts
// Trading Dates: 1900-01-01 - 2018-02-28
// Trading Dates Mode: Trd
// Trading Nth Day: 1
// Trading Nth Day Mode: NoTrd
// Exit Stop Loss: 750
// Exit Profit Target: 0
// Exit Minutes: 0
// Exit Bars:
// Fitness Criteria: NetProfit * AvgTrade
// Commission: 0
// Slippage: 0
// Reports Commission: 0
// Reports Slippage: 0
// Commission Mode: TradePerSide
// Slippage Mode: TradePerSide
// Long Trading Allowed: True
// Short Trading Allowed: True
// Max. Entries per Day:

// Performance (full period)
// Fitness: 6,412,016.42
// Net Profit: 46,760
// Commission (in $): 0
// Drawdown: -11,900
// Avg Trade: 137.13
// Percent Profitable: 50.15
// Pearson: 0.968
// Profit Factor: 1.56
// Trades Count: 341
// Net Profit / -Drawdown: 3.93

// Vars
Vars:
i1Data(2),
i2Data(1),
i2shortLength(4),
i2longLength(9),
i3Data(1),
i3length(37),
i1Weight(1),
i2Weight(0.5),
i3Weight(1),
entryParams(20),
iSFData(1),
iSFWeight(1),
sfEntryLevel(80),
stopLossValue(750);

// Vars
Vars:
id("20190626-122208-159579-MkIN8"),
debugScriptPath("C:\GSB\Data\Debugs\20190626-122208-159579-MkIN8.ts.txt"),
_startDate(20070108),
endDate(20180228),
dateYmd(0),
timeHms(0),
nthDay(1),
lastDate(0000101),
daysCount(0),
currentBarDTOHLCV(""),
lastBarDTOHLCV(""),
result(0),
sfResult(0),
decision(0),
sfDecision(0),
flag(0),
zs(0.0000000001);

// If the statement below does not compile, please import the latest script file from C:\GSB\GSB (Managers)\TradeStation Code\GSB_Scripts_2019_06_04.eld
Once
Begin
Value1 = GSB_Scripts_2019_06_04;
End;

// MaxBarsBack check
Once (MaxBarsBack <> 500)
Begin
RaiseRunTimeError("MaxBarsBack (Maximum number of bars strategy will reference) must be set to 500 (from Properties for All button, General tab)");
End;

// Date YMD, Time HMS, and Day of week
dateYmd = Date + 19000000;
timeHms = Time_S; // Compile note: BarDateTime.Format() is supported by TradeStation only while Time_S is supported by MultiCharts only

// SetExitOnClose
SetExitOnClose;

// Exit Stop Loss
SetStopLoss(stopLossValue);

// Trading Dates
If Not ((dateYmd >= 19000101 And dateYmd <= 20180228)) Then
Begin
BuyToCover("SX-TrdDts") this bar on close;
Sell("LX-TrdDts") this bar on close;
End;

If nthDay > 0 And Date >= CalcDate(lastDate, 80) And dateYmd > _startDate And dateYmd <= endDate Then
Begin
lastDate = Date;

daysCount = daysCount + 1;
If daysCount > nthDay Then
Begin
daysCount = 0;
End;

If daysCount = nthDay Then
Begin
BuyToCover("SX-NthDy") this bar on close;
Sell("LX-NthDy") this bar on close;
End;
End;

// Result and decision
result = ((Sign(GSB_Norm3(GSB_RoofingFilter1Pole of Data(i1Data), 12, 100) of Data(i1Data)) * Power(Absvalue(GSB_Norm3(GSB_RoofingFilter1Pole of Data(i1Data), 12, 100) of Data(i1Data)), i1Weight)) * ((Sign(GSB_Norm3(ChaikinOsc(Volume, i2shortLength, i2longLength) of Data(i2Data), 12, 100) of Data(i2Data)) * Power(Absvalue(GSB_Norm3(ChaikinOsc(Volume, i2shortLength, i2longLength) of Data(i2Data), 12, 100) of Data(i2Data)), i2Weight)) * (Sign(GSB_Norm3(GSB_SS_RSI(i3length) of Data(i3Data), 12, 100) of Data(i3Data)) * Power(Absvalue(GSB_Norm3(GSB_SS_RSI(i3length) of Data(i3Data), 12, 100) of Data(i3Data)), i3Weight))));
result = IFF(AbsValue(result) > zs, result, 0);
decision = GSB_Decision2(result, 3, entryParams);

sfResult = GSB_Norm3(GSB_CloseOverPrevCloseD of Data(iSFData), 12, 100) of Data(iSFData) * iSFWeight;
sfResult = IFF(AbsValue(sfResult) > zs, sfResult, 0);
sfDecision = GSB_Decision2(sfResult, 1, sfEntryLevel);

currentBarDTOHLCV = NumToStr(DateTime, 9) + NumToStr(Open, 9) + NumToStr(High, 9) + NumToStr(Low, 9) + NumToStr(Close, 9) + NumToStr(Volume, 9);

// Entry-filter check
flag = 0;

If (dateYmd > _startDate And dateYmd <= endDate)
And (currentBarDTOHLCV <> lastBarDTOHLCV)
And ((dateYmd >= 19000101 And dateYmd <= 20180228))
And ((timeHms >= 090000 And timeHms <= 143000))
And (daysCount <> nthDay)
And (Not (TimeHms >= 235900 And TimeHms <= 235959)) Then
Begin
// Buy/Sell
If decision = 1 And sfDecision = 1 Then
Begin
Buy("Long Entry") 1 contracts this bar on close;
flag = 1;
End
Else If decision = -1 And sfDecision = -1 Then
Begin
SellShort("Short Entry") 1 contracts this bar on close;
flag = -1;
End;
End;

lastBarDTOHLCV = currentBarDTOHLCV;

// Decision Exit (I/SF)
If flag = 0 And CurrentContracts > 0 AND GSB_DecisionExit(decision, sfDecision, 4) = 1 Then
Begin
BuyToCover("SX-IFltRvAndSFRv") this bar on close;
Sell("LX-IFltRvAndSFRv") this bar on close;
End;

// Hash (DO NOT CHANGE)
// In order to restore the system generated this script, save the full script as a .gsbscript file and load it from GSB (just like .gsbsystem files).
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mbLi+awnAHXdUrR4nkU/BmK02ByPXg==74367a2f949a170f057805ec7c743030}

Quote: Originally posted by admin

First think I see is "And ((timeHms >= 090000 And timeHms <= 143000))" so you can enter on your moc bar. Thats not good and is part of the issue under trading period times on left side of gsb, change times to 900 to 1400

Quote: Originally posted by Daniel UK1

Quote: Originally posted by admin   First think I see is "And ((timeHms >= 090000 And timeHms <= 143000))" so you can enter on your moc bar. Thats not good and is part of the issue under trading period times on left side of gsb, change times to 900 to 1400 Thank you Peter, i was under the impression that specifying end time was enough on the left side under Trading period, so i had it at 000000 - 1430 in GUI, i did not know that would result in that i was able to enter at the MOC bar. I will manually change this in this code as your example, and test again. Shall i take this, as recommended best practise is to set trading time to one bar before real close on chart you are using? So if your chart is 0800 -1315 and you are using 15 min bars... You set trading time to 0800- 13000 ? Resulting in >= 080000 And timeHms <= 130000))

Quote: Originally posted by Bruce

Peter, When you want to introduce random tick data to the underlying price data, do you perform the randomization to the 1 minute data then once complete take that to make the 30 minute file, or do you perform the randomization to the 30 minute file?

Quote: Originally posted by admin

Quote: Originally posted by Daniel UK1   Quote: Originally posted by admin   First think I see is "And ((timeHms >= 090000 And timeHms <= 143000))" so you can enter on your moc bar. Thats not good and is part of the issue under trading period times on left side of gsb, change times to 900 to 1400 Thank you Peter, i was under the impression that specifying end time was enough on the left side under Trading period, so i had it at 000000 - 1430 in GUI, i did not know that would result in that i was able to enter at the MOC bar. I will manually change this in this code as your example, and test again. Shall i take this, as recommended best practise is to set trading time to one bar before real close on chart you are using? So if your chart is 0800 -1315 and you are using 15 min bars... You set trading time to 0800- 13000 ? Resulting in >= 080000 And timeHms <= 130000)) correct. You should get it right before you build systems, but if you didnt, it doesnt matter - as long as fitness was np*at with 0 slippage used.

Quote: Originally posted by admin

Quote: Originally posted by boothy   I am trying to do testing on Silver to get best indicators and build systems but I cant seem to get any systems with good metrics. All systems have under $10 avg trade, low net profit etc. I have gone through the docs and forum and pretty sure I've got all setting correct for new updates / changes. Any ideas what might be causing this for SI only? Seems to build systems fine on ES. Very easy fix. Point value was wrong.

Quote: Originally posted by admin

"Same issue here, however cant see that it shall be different from what is set in GSB as standard for SI.. i have values: Ticks 200 Pnt Pal 5000 Digits 3 ..... is this incorrect for SILVER Futures?" this is correct. Im not clear. Is profit per trade too low? Check secondary filter is ga/closed... not closed. Check fitness = np*at

Quote: Originally posted by boothy

Hi, I am having trouble with ts not generating any trades when I copy code across from gsb. from reading above posts, could be something to do with trading times? I have had 00:00:00 to 23:59:59 on left side GUI. could you please explain this new logic IsSessonOn, could this have something to do with it? // Is-Session-On isSessionOn = (weekDay = 0 And Time > 0000 And Time <= 1430) Or (weekDay = 0 And Time > 1430 And Time <= 2359) Or (weekDay = 1 And Time > 0000 And Time <= 1430) Or (weekDay = 1 And Time > 1430 And Time <= 2359) Or (weekDay = 2 And Time > 0000 And Time <= 1430) Or (weekDay = 2 And Time > 1430 And Time <= 2359) Or (weekDay = 3 And Time > 0000 And Time <= 1430) Or (weekDay = 3 And Time > 1430 And Time <= 2359) Or (weekDay = 4 And Time > 0000 And Time <= 1430) Or (weekDay = 4 And Time > 1430 And Time <= 2359) Or (weekDay = 5 And Time > 0000 And Time <= 1430) Or (weekDay = 5 And Time > 1430 And Time <= 2359) Or (weekDay = 6 And Time > 0000 And Time <= 1430) Or (weekDay = 6 And Time > 1430 And Time <= 2359);

Quote: Originally posted by admin

Quote: Originally posted by boothy   Hi, I am having trouble with ts not generating any trades when I copy code across from gsb. from reading above posts, could be something to do with trading times? I have had 00:00:00 to 23:59:59 on left side GUI. could you please explain this new logic IsSessonOn, could this have something to do with it? // Is-Session-On isSessionOn = (weekDay = 0 And Time > 0000 And Time <= 1430) Or (weekDay = 0 And Time > 1430 And Time <= 2359) Or (weekDay = 1 And Time > 0000 And Time <= 1430) Or (weekDay = 1 And Time > 1430 And Time <= 2359) Or (weekDay = 2 And Time > 0000 And Time <= 1430) Or (weekDay = 2 And Time > 1430 And Time <= 2359) Or (weekDay = 3 And Time > 0000 And Time <= 1430) Or (weekDay = 3 And Time > 1430 And Time <= 2359) Or (weekDay = 4 And Time > 0000 And Time <= 1430) Or (weekDay = 4 And Time > 1430 And Time <= 2359) Or (weekDay = 5 And Time > 0000 And Time <= 1430) Or (weekDay = 5 And Time > 1430 And Time <= 2359) Or (weekDay = 6 And Time > 0000 And Time <= 1430) Or (weekDay = 6 And Time > 1430 And Time <= 2359); Likely, this is a bug in a recent build fixed by the latest build. SO try the newest build, and if that doesnt work, just remove some of the date time filters to see whats the offending line. if stuck i will help

Quote: Originally posted by saycem

was there a solution to this bug. I have already built systems and WF and for some reason getting an error when I try to save, so would like to be able to tweak the code to make it work?

Attempted to build systems on Silver with GC secondary on 29,30,31 but got very poor results. Is there something off in my settings that you can see?

Quote: Originally posted by saycem

Attempted to build systems on Silver with GC secondary on 29,30,31 but got very poor results. Is there something off in my settings that you can see?

Quote: Originally posted by jptann

Hi Peter: I opened the new RM and it brought up the first worker, 54.10. Unfortunately, the Op settings were not what I want to trade. I changed the Op settings to the data files I want to use and some other parameters. Once I entered the OP settings and checked the App settings, I saved them under a new name. Now the issue is when the RM opens another worker, it may or may not have the same op settings, so I have to re-input them. In prior versions, you used the manager as a place where we could enter our Op and App settings, and then any subsequent workers would take the manager's value as long as they were the same version. Now they open up with some other Op version and I have to re-enter them again. Could you please add a way to save the Op and App settings I want to use, as a default for the user (not the system default) and the program would go to that default when we opened a worker or any additional workers. Another way would be to use the manager and use that as the default setting and each worker would get their App and OP settings from that worker, they way it used to work. Finally, the new version is not generating any systems and I have the easiest conditions that I can set, minimum -1, minimum PL -1000000, etc. Of course I may be doing something wrong so I'm off to look at your new documentation to see if I need to do something different. Thanks in advance

Quote: Originally posted by Daniel UK1

Peter, Thanks for the new update..the new PSS score, that you write about here, https://trademaid.info/gsbhelp/Systemstatistics-degradation.... Shall i understand it as, in order to see this column numbers, you need to save and load the results to statistics? And then as in the example if you change to see the dates from 2015 to 2018 OOS, i need to save and loead the statistics again.. BUT this time i get a normalisation of the previous number in the PSS column and the latest one? Is it possible to do this by Macro?

Error message

I often get this error which makes it impossible to ave my systems, at lest that is my conclusion.. when i dont get this i can save systems, as soon as i get this, i cant save anything.. nothing happens when i click on save button..
Its not related to a specific market i work on.

Quote: Originally posted by Daniel UK1

I often get this error which makes it impossible to ave my systems, at lest that is my conclusion.. when i dont get this i can save systems, as soon as i get this, i cant save anything.. nothing happens when i click on save button.. Its not related to a specific market i work on.

Anyone knows what is causing this error message?
Since about a day i canat get any workers to build or connect to my manager, i just keep getting these error messages..
I have restarted the computer several tiimes, internet works great and everything else to, its just that the managers just keep seraching for workers, and nothing happens.. is this a general problem or issue on my pc only ?

Issue seems related to my RM, since it does not seem to be able to connect and i get these error messages without even starting a manager.


EDIT, I solved the problem myself, was internal network error that caused it..

I feel like I'm getting a lot of very similar systems... What is the best way to minimise duplicity? I have Max params sig dupl at 0 from your previous recommendation you have given me which I suspect is reason. What would default be? Is 0 best?

Quote: Originally posted by saycem

I feel like I'm getting a lot of very similar systems... What is the best way to minimise duplicity? I have Max params sig dupl at 0 from your previous recommendation you have given me which I suspect is reason. What would default be? Is 0 best?

Quote: Originally posted by saycem

thanks where do I turn on the family column?

Quote: Originally posted by appengineer

Hi Peter, If I have multiple macros defined on app settings and "on opt completed" set to false, is it possible to run individual macros manually, one at a time? Thanks

Quote: Originally posted by Daniel UK1

I am trying to develop systems during the night session, i understand it might not be optimal in terms of range.. however i would like perform a few test.. problem is that it is not working at all.... i have provided data from 1645 to 0930 Eastern time.. data file is good and checked... i set the Trading period Time: to 1645 - 0930.. I have set the moc to 0930 in trade data... BUT no systems generated... i assume its something i am missing in terms of setting... What setting do i need to allow systmes to be built for overnight sessions? Thanks for helping out

Quote: Originally posted by appengineer

Hi Peter, I have noticed for ES system a Buy to Open / Sell to Open signal being generated at 15:00 hrs. When we define session time 08:30 - 15:00, does "Setexitonclose" close all positions at 15:00 hrs or 15:15 hrs? Thanks

Quote: Originally posted by appengineer

Hi Peter, When live trading ES system (.i.e for current contract month), do you use @ESU19 or @ESU19.D? Thank you

Quote: Originally posted by appengineer

Hi Peter, Question on market / other time frame verification, what metrics does GSB analyze when it reports 8/8? Thank you

Quote: Originally posted by Carl

I think I remember that GSB compares per verification item if it passes the verification filter. This is set in the left menu.

Quote: Originally posted by Daniel UK1

Peter, a question about verification and VS, do you verify straight after the build for example the top 250 when out into D, or.. do you verify after the walkforward has been done? Perhaps i am stuck in a thougherror... but i am unsure of if a verification done before WF is done, or a verification after WF is done, would be any different ? and if anything would change if i set USE WF Cur Params WFP, to YES for all systems before Verification... Thanks

Quote: Originally posted by admin

Quote: Originally posted by Daniel UK1   Peter, a question about verification and VS, do you verify straight after the build for example the top 250 when out into D, or.. do you verify after the walkforward has been done? Perhaps i am stuck in a thougherror... but i am unsure of if a verification done before WF is done, or a verification after WF is done, would be any different ? and if anything would change if i set USE WF Cur Params WFP, to YES for all systems before Verification... Thanks Good question, im donig verification before wf. You can test if it works better after, but I felt before did. Let us know your results

Hi Daniel,
Good idea, but we can have folders already

That sounds awesome, but how in the world do i go about creating a folder when i am in price data popup and create these magic folders i cant see any option when i am in the "name" list to create antyhing, when i for example right click i can only CLONE, CLONE + R or DELETE

Quote: Originally posted by Daniel UK1

That sounds awesome, but how in the world do i go about creating a folder when i am in price data popup and create these magic folders i cant see any option when i am in the "name" list to create antyhing, when i for example right click i can only CLONE, CLONE + R or DELETE

Enjoy

Quote: Originally posted by Daniel UK1

Ahh, thats great Peter thanks. But what i actually meant was one step back, since once does not that often chose pricefiles, but more often change files one step back while testing, in the popup when you click on price data in the left side of your main GUI.

You mean like this?

Quote: Originally posted by admin

Quote: Originally posted by Daniel UK1   Ahh, thats great Peter thanks. But what i actually meant was one step back, since once does not that often chose pricefiles, but more often change files one step back while testing, in the popup when you click on price data in the left side of your main GUI. You mean like this?

YES Just imagine how nice it would be to have small folders there for the individual markets, would make things very neat

And then perhaps subfolders behind that to narrow down into barsizes you work with..

Quote: Originally posted by admin

Quote: Originally posted by Daniel UK1   Peter, a question about verification and VS, do you verify straight after the build for example the top 250 when out into D, or.. do you verify after the walkforward has been done? Perhaps i am stuck in a thougherror... but i am unsure of if a verification done before WF is done, or a verification after WF is done, would be any different ? and if anything would change if i set USE WF Cur Params WFP, to YES for all systems before Verification... Thanks Good question, im donig verification before wf. You can test if it works better after, but I felt before did. Let us know your results

Quote: Originally posted by appengineer

Hi Peter, Just to confirm, we run verify on the top 250 systems (ordered by fitness - A column) or is it top 1000? Thank you

Quote: Originally posted by admin

Quote: Originally posted by appengineer   Hi Peter, Just to confirm, we run verify on the top 250 systems (ordered by fitness - A column) or is it top 1000? Thank you not quite. I use the macro (loaded on m1) that also filters pf and pearsons too. Use the macro defaults

Hi appengineer
Note the dates are on 2015. (macro2)
So thats done with nth all, oos off, wfparma off (all done in macro2)


all 250 systems in fav a (and wf) are highlighed.
Right click, verify

Then I run macro6, which puts the top 91 systems into fav D
then run macro 3, which does the stats

Quote: Originally posted by admin

Hi appengineer Note the dates are on 2015. (macro2) So thats done with nth all, oos off, wfparma off (all done in macro2) all 250 systems in fav a (and wf) are highlighed. Right click, verify Then I run macro6, which puts the top 91 systems into fav D then run macro 3, which does the stats

Hi Peter,

What does it mean when so many systems are grouped into the same family(duplicates?), I have family with 80 members. see attached.

Thank you

Quote: Originally posted by appengineer

Hi Peter, What does it mean when so many systems are grouped into the same family(duplicates?), I have family with 80 members. see attached. Thank you

A small tweak on the entry mode, enabled CrossCloseD.

Shows positive results too.

Quote: Originally posted by appengineer

A small tweak on the entry mode, enabled CrossCloseD. Shows positive results too.

Quote: Originally posted by Daniel UK1

Peter, in the latest build there is a dropdown on the left hand side, where you can chose GSB, EasyL, or Ninja for session close... could you elaborate a bit on this? Ninja, well thats understandable .... however running MC i am confused.. should i use GSB or EasyL? Thanks

Quote: Originally posted by Daniel UK1

Peter, in the latest build there is a dropdown on the left hand side, where you can chose GSB, EasyL, or Ninja for session close... could you elaborate a bit on this? Ninja, well thats understandable .... however running MC i am confused.. should i use GSB or EasyL? Thanks

Here is the help box. All left men options should be documented here.

Quote: Originally posted by Daniel UK1

Thank you, i can see that its supported in documentation, overlooked that.. sorry What would be interesting to understand, is what is the actual difference between GSB logic and EL logic, i understand that its faster to build... but... what is the difference in reality that makes you recommend to only use it in backtest but not in live trading ? been curios about this even before,, so good time to ask Many thanks

Quote: Originally posted by Daniel UK1

Thank you Peter, so in other words for a user not using TS but MC it is no difference then ?

Quote: Originally posted by admin

Quote: Originally posted by Daniel UK1   Thank you, i can see that its supported in documentation, overlooked that.. sorry What would be interesting to understand, is what is the actual difference between GSB logic and EL logic, i understand that its faster to build... but... what is the difference in reality that makes you recommend to only use it in backtest but not in live trading ? been curios about this even before,, so good time to ask Many thanks I think the issue is setexitonclose doesnt close your position if you trade with a live ts brokerage account

Quote: Originally posted by appengineer

Quote: Originally posted by admin   Quote: Originally posted by Daniel UK1   Thank you, i can see that its supported in documentation, overlooked that.. sorry What would be interesting to understand, is what is the actual difference between GSB logic and EL logic, i understand that its faster to build... but... what is the difference in reality that makes you recommend to only use it in backtest but not in live trading ? been curios about this even before,, so good time to ask Many thanks I think the issue is setexitonclose doesnt close your position if you trade with a live ts brokerage account Thanks for update. One issue is, if close occurs say at 1500:00 and thats when the market actually closes, close wont work. If market closes at 1515:00 then it MIGHT work. (set exit on close) Other close ie if time >=1500 then sell to close will work if market closes 1515 JFYI, setexitonclose also seems not to be reliable in SIM TC account, two of my strategies didn't exit on close yesterday.