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From your NQ/ES/YM guide:

Quote:

5) Walk forward all members in this group. Choose systems that have got good walk forward results for live trading.

Maybe it is a dummy question but I am curious.
What is the reason to run WF for all family members as they differentiate only by parameters and we optimize just parameters with WF? Isn't sufficient to run WF only for one member?

Good question.
You should expect somewhat different results in each wf.
The range used is relative to the initial parameters, and the WF is Genetic, so a random seed is also used in each WF.
Its also very easy to do, and not cpu or time intensive to run a number of WF.

And what if we get failed OOS WF for one member? Then whole family is failed and better to find another or check next members result?

admin - 3-5-2021 at 05:15 PM

@bartek. Im not decided on that. I will be looking at such issues over time. Bottom line the methodology as described overall gave superb OOS results on ES NQ YM, and with tiny tweak I think the Dax too.
I need to confirm the Dax as its going on what one user has sent me

bartek - 4-5-2021 at 01:52 PM

Peter, could you please reveal subtle differences for YM and ES as I can not achieve such good results as for NQ?

admin - 4-5-2021 at 04:03 PM

Peter, could you please reveal subtle differences for YM and ES as I can not achieve such good results as for NQ?

I cant remember whats better, es or nq.
Only change I make is start date on es make 1997
you could also try 2000 vs 2007, but I think 1997 was best.
Thats going from memory, not sold facts in front of me

bartek - 4-5-2021 at 04:22 PM

Peter, could you please reveal subtle differences for YM and ES as I can not achieve such good results as for NQ?

Thanks. Have you tried tertiary filter with SF CloseLessPrevCloseDBpv?

admin - 4-5-2021 at 04:38 PM

Peter, could you please reveal subtle differences for YM and ES as I can not achieve such good results as for NQ?

Thanks. Have you tried tertiary filter with SF CloseLessPrevCloseDBpv?

No, I've done nothing with TF, but would be very interested in the results.
There seems to be infinite things to try in gsb, but the direction we are going in is great

bartek - 4-5-2021 at 04:47 PM

Peter, could you please reveal subtle differences for YM and ES as I can not achieve such good results as for NQ?

Thanks. Have you tried tertiary filter with SF CloseLessPrevCloseDBpv?

No, I've done nothing with TF, but would be very interested in the results.
There seems to be infinite things to try in gsb, but the direction we are going in is great

True. And I found I have much fun improving results

REMO755 - 4-5-2021 at 05:05 PM

Hello,

I get lost with secondary and tertiary filters.
To understand ..... What does the tertiary filter do in RSI?

Where is the code for the indicators?

portfolioquanttrader2020 - 5-5-2021 at 11:40 AM

I have doubts about the data configuration:
- What nomenclature should I use for the east coast of the United States, with data of 1 minute and that include the schedule of two days, from 18 hours today, which is the entrance, until 3 or 4 in the morning of the day following? How to name the data?
- In the previous case, how should I configure contracts list, because the one I have from the ES has a session time from 830 to 1500?

admin - 5-5-2021 at 04:03 PM

Quote: Originally posted by REMO755

Hello,

I get lost with secondary and tertiary filters.
To understand ..... What does the tertiary filter do in RSI?

Where is the code for the indicators?

I have not yet used TF at all, so best wait till I know how its best used.
The code will be the same indicators, used in a different way.
(slightly different architecture. )

admin - 5-5-2021 at 04:08 PM

Quote: Originally posted by portfolioquanttrader2020

I have doubts about the data configuration:
- What nomenclature should I use for the east coast of the United States, with data of 1 minute and that include the schedule of two days, from 18 hours today, which is the entrance, until 3 or 4 in the morning of the day following? How to name the data?
- In the previous case, how should I configure contracts list, because the one I have from the ES has a session time from 830 to 1500?

I think in the past, I showed similar setup for HG. Adjust that.
you can put any session time against any symbol. ie 24x7
It would be better that you use the nq/es/ym settings defaults as this works well,
and what your are trying to do is much harder, and less likely to work

admin - 10-5-2021 at 04:35 AM

here is an update on fitness for NQ
Still doing more tests, and there are 4 new fitness types in 62.38 released today

NickW - 11-5-2021 at 02:30 PM

Hi Peter,

The number for BC Avg of 4.05, what is that the average of? I know it's the avg of B and C stats, but what is in B and C?

admin - 11-5-2021 at 04:22 PM

Quote: Originally posted by NickW

Hi Peter,

The number for BC Avg of 4.05, what is that the average of? I know it's the avg of B and C stats, but what is in B and C?

If we change fitness in all our tests, gsb is using np/dd for all metrics here as a second fitness
bc ave + ave b + ave c just as bce is ave b ave c + ave c
spreadsheet sorts on highest bce ave being first

admin - 11-5-2021 at 05:20 PM

I hope to have the results of what fitness works best on NQ. < 1 day of testing to go. If Anyone has more workers to contribute, please send share keys
thanks for those that have so far
You can see our traditional fitness np/dd and np*at are we'll down the list

admin - 12-5-2021 at 07:33 PM

Here is the final result
Whats good is mfe, NPlateentry, NP and AveTrade are at the top consistently.
Im doing similar testing on ES long only swing systems now.
Thanks for those who contributed workers for this project.
If you contribute workers, you will also get my setup for ES long only systems on your workers, which you can copy

admin - 13-5-2021 at 08:17 PM

Next build of GSB will have have nq data file, nq macros for building nq/es/ym systems
The only change from previous macro is fitness is no longer np/dd but np.at.mea.nlateEntry
whats VIP is the data file has data exported as ticks (on your ts/mc chart = up/down volume)
if volume was exported its up volume only. This is critical to get right as many nq systems use indicators that use volume

rws - 21-5-2021 at 03:14 PM

@peter

Very interesting issue.

If you optimize on Netprofit x MAE x MFE, the result with higher MAE has a better fitness. That should not be. It should be Netprofit/MAE x MFE
You want to have a small MAE so it should be under the /. Or rather have a exponent
-1 for dividing. A^-1 = 1/A.

I would love to see what is happening if the number of bars is possible.
For example (NP x AT)/(MAE x numberoffbars)
That would rate trades with less bars higher with less maximum adverse excursion or rather average adverse excursion.
Or rather have any other combination by a custom formula /numberofbars user configurable.
I have had good results with /numberofbars in a fitness function in other optimizers especially if trades go overnigt where this is very important. I really miss that in GSB. You typically see optimizers have very long trades
with big MAE if PF x win% should be high because then these numbers are better if there is no /numberofbars. But that is fake performance to get a straight line. The profit divided by the time or bars in the market also tends to find better systems OOS is my experience.

Quote: Originally posted by NickW

Hi Peter,

The number for BC Avg of 4.05, what is that the average of? I know it's the avg of B and C stats, but what is in B and C?

rws - 21-5-2021 at 03:14 PM

admin - 21-5-2021 at 06:27 PM

@rws. Im very open to your ideas of number of bars. Im going to think seriously on that.
all fitness's are adjusted so whats best is positive. ie mae will be 1/mae

portfolioquanttrader2020 - 24-5-2021 at 12:57 PM

Hi peter
I need to know how to interpret these graphs.
I see that you do less trades in WFO AND WF CURRENT than in the in sample period. What is the reason?

portfolioquanttrader2020 - 24-5-2021 at 01:07 PM

Hi peter
These curves look like they look good.
What do you think?

portfolioquanttrader2020 - 24-5-2021 at 01:08 PM

Hi peter
These curves look like they look good.
What do you think?

bartek - 24-5-2021 at 01:37 PM

Quote: Originally posted by portfolioquanttrader2020

Hi peter
These curves look like they look good.
What do you think?

How did you achieve the same trades count for all curves? For all my results with NP*AT*MFE*NPLateEntry I get significantly less trades for CurrentWF.
I tried to set commision to 10 or 20 but without improvement for trades count differences.

portfolioquanttrader2020 - 24-5-2021 at 03:23 PM

I correctly set the weight of the WFO 001, as Peter said.
Of the whole family 1, only one system had the same operations
I have not added commissions. I have only done what Peter said in the document

portfolioquanttrader2020 - 24-5-2021 at 03:26 PM

La curva original tiene período de 80 días in sample y out of sample correcto? Me refiero a la curva que se ve en todos los gráficos, por ejemplo en este.

admin - 24-5-2021 at 09:11 PM

Quote: Originally posted by portfolioquanttrader2020

The original curve has a period of 80 days in sample and out of sample, correct? I mean the curve that you see in all the graphs, for example in this one.

THE FORUM doesn't translate to English your comments, so best do English.
(google translate would be fine)
the date in period A (Often 20160228) is 80 days in sample, and 80 days of out sample.

admin - 24-5-2021 at 09:13 PM

Quote: Originally posted by portfolioquanttrader2020

Hi peter
I need to know how to interpret these graphs.
I see that you do less trades in WFO AND WF CURRENT than in the in sample period. What is the reason?

the OOS has many more trades than in sample. That doesn't make it bad or wrong, but I prefer not such an extreme.
You can also look at the graphs by date instead of trade number to
that gives you a different perpective

admin - 24-5-2021 at 09:16 PM

Quote: Originally posted by portfolioquanttrader2020

Hi peter
These curves look like they look good.
What do you think?

they are reasonably good. I tend to look for the entire family being good out of sample, and having reasonable wf.
see points 4 5 6 here
https://trademaid.info/gsbhelp/BuildingNasdaqSP500orDowsyste...

portfolioquanttrader2020 - 25-5-2021 at 12:31 PM

I have gotten this system that looks reasonably good, and with balance of trades in all three curves

portfolioquanttrader2020 - 25-5-2021 at 01:28 PM

Hello
1.Can the outputs be optimized?
2.And see the robustness of the outputs on a 3D graph?

admin - 26-5-2021 at 12:44 AM

Quote: Originally posted by portfolioquanttrader2020

Hello
1.Can the outputs be optimized?
2.And see the robustness of the outputs on a 3D graph?

1) I'm not sure what you mean
2) no. Thats not greatly needed . You get a feel for parameters when you look here

Here is a system chosen at random
This is why I like high paramate stability. You can soo the 50,1 is rock solid
, thought the 1 doesn't really count as its sf ind weight which never changes.

if you had a 3d graph you would expect to see a peak at 50. We get more information here in that it peaks at 50 in all wf runs. A 3d graph will not show you that. 3d graph has potential to be deceptive as its only showing the details over the entire data set. Also some parameters are muti dimensional

Daniel UK1 - 26-5-2021 at 12:16 PM

On the bad side, Been away for some time due to serious health issues, The good part, mostly recovered and been able to get plenty of GSB research done.

Food for thoughts, kind of contrarian perhaps

On ES,
VOLUME Choice :Tick volume provides for me, degrading results, contrary to the general view perhaps
Entry Mode: Closed filter does provide better results (for me) together with AIC but NOT on other perhaps "better/different" entry modes
Fitness Choice :NP x avg trd x NPLATEENTRY on ES has not been the best Fitness for me, other have produced better (preferred results for me) results especially when it comes to systems in B (OOS).

In my picture, top left (B-F OOS) :Fitness, NP.AVGTRD.NPLateentry Bottom left: otherFitness type Bottom Right: same as bottom left but with tickvolume.
The number in the bottom far right is the amount of systems in B
Stats derived from 4x50k runs

Would be interested to hear if others have found that the general used NQ,YM settings etc, has for them also worked best on ES?

Thoughts, A very good method as proposed and used by Peter is to narrow down main indicators to max 10,
in my humble opinion, are we not very susceptible to luck then?, when you decide for these 10, based on only one run, even though one are getting final stats from 4 runs of the chosen final indicators, the decision to pick the top 10 will have a major impact on the end results, especially since you run a new main indicator narrowing down for each new setting test i.e the indicators for each setting test is not static, is it then the changed indicators or the changed setting that has created the better or worst results?.

Would another method such as narrowing down to top 25 (i.e creating more room for bad luck in indicator pick), and then run 4 runs for stats, not be less susceptible to luck in picking top indicators for the run?

Above are just my personal thoughts.
Other views are appreciated.

Thank you Peter for your efforts in helping the GSB community
:thumbup:

portfolioquanttrader2020 - 26-5-2021 at 10:50 PM

Hi peter
I have followed the steps for the CL and the statistics do not appear.
Step 1 and Step 2.

portfolioquanttrader2020 - 26-5-2021 at 10:51 PM

Hi peter
I have followed the steps for the CL and the statistics do not appear.
Step 1 and Step 2.

admin - 26-5-2021 at 10:58 PM

Quote: Originally posted by portfolioquanttrader2020

Hi peter
I have followed the steps for the CL and the statistics do not appear.
Step 1 and Step 2.

I haven't done cl for a year or so, so don't remember much about it.
i do see the macro is running 1.5% of 50,000 systems
this should not be the case, and it will take forever.
follow this and use the macros shown
https://trademaid.info/gsbhelp/Crudeoilfastrevisedmethodolog...

portfolioquanttrader2020 - 26-5-2021 at 11:43 PM

I built 50,000 systems and then gave macro 6. I did it because when I did:
First I gave macro 6 and then I built systems and nothing appeared.
Thanks

Daniel UK1 - 27-5-2021 at 06:11 AM

Quote: Originally posted by portfolioquanttrader2020

I built 50,000 systems and then gave macro 6. I did it because when I did:
First I gave macro 6 and then I built systems and nothing appeared.
Thanks

Trader2020, for some reason either you have not saved the stats, or the macro you are using have not saved the stats...

If you try to take a system and right click and then save perf stats or any stats.. do they appear in the stats tab then ?

Try to isolate the problem, macro issue or an issue that you actually dont get any stats saved despite manually saving stats?

I dont know what macro 6 is, try to isolate the issue you are having, macro or stats issue

Cheers

Siem - 28-5-2021 at 03:01 AM

I'm experimenting a bit getting beyond the steps in the NQ/ES/YM help file (I hope it gets an update soon). In this step I'm running the walk-forward on the members of a promising family.

There are differences between the output of the random space walk-forward vs the genetic walk-forward.
Random space performs a WF over the entire oscillator range. Genetic performs WF over a smaller range relative to the initial oscillator values.

Is the output of the random space walk-forward more valid than the genetic walk-forward since it tries out every possible combination values in the oscillator range? If processing-power were of no concern would you choose to use the random space walk-forward?

admin - 28-5-2021 at 04:19 AM

Quote: Originally posted by Siem

I'm experimenting a bit getting beyond the steps in the NQ/ES/YM help file (I hope it gets an update soon). In this step I'm running the walk-forward on the members of a promising family.

There are differences between the output of the random space walk-forward vs the genetic walk-forward.
Random space performs a WF over the entire oscillator range. Genetic performs WF over a smaller range relative to the initial oscillator values.

Is the output of the random space walk-forward more valid than the genetic walk-forward since it tries out every possible combination values in the oscillator range? If processing-power were of no concern would you choose to use the random space walk-forward?

No update to es/ym/nq as my ts has been crashing every day, and this is taking nearly all my time till it gets resolved.
Whats most important is you have the custom parameters macro to set the parameter range. Many of the initial parameters were far from ideal before this.
under wf tab, I'm using nearest as 100%. Earlier on the default was 50% which I think is to narrow.
The main thing with wf is that the range is wide enough, and that enough itereations are done. Due to random sead, the same wf repeated can give different results. Too few iterations will give greater variation in results (not great)
Not a simple answer beyond this. Brute force of every combination possible may or may not give better wf. I think +-100% = +-50% is good compromise.
Random space does not try all parameters possible, it tries SOME combinations over the full range.

bartek - 28-5-2021 at 01:19 PM

Quote: Originally posted by Siem

Peter which TS version do you use? 10 or Legacy? Which one works better on Windows Server 2019?

portfolioquanttrader2020 - 28-5-2021 at 02:06 PM

Hello
I have a systems in crude oil, but I can't replicate the results in TradeStation. The code is the one I put below

// Settings
// Platform: TradeStation
// Script Mode: LiveTrading
// ID: 20210528-095206-504213-5opGh
// Info: File Name Prefix: , Comment: , App Settings: CL30_indicatorpass2_j3_fromj2.gsbappset, Opt. Settings: CL30_indicatorpass2_j3_fromj2.gsboptset, Workplace Manager's ID: VE6z4Yt6zkAE8JXpL.20210528-100854-793366, Manager's GSB Version: 1.0.62.42 / 2021-05-21, Worker's Instance ID: i9pbviRZBlSDS35VF, Worker's GSB Version: 1.0.62.48 / 2021-05-27, Worker's Machine Name: NJ3_VM1-GSB
// Price Data: CL15.30: (Data1: CL\CL.1.Minute.0900-1430_ExchangeTime_20200409.txt (Mult.: 15, Session: "MOC @ 14:30"), Data2: CL\CL.1.Minute.0900-1430_ExchangeTime_20200409.txt (Mult.: 30, Session: "MOC @ 14:30"))
// MaxBarsBack: 500
// Profits Mode: Currency
// Quantity: 1
// Quantity Mode: FixedShareContracts
// Trading Dates: 1900-01-01 - 2015-06-30
// Trading Dates Mode: Trd
// Trading Nth Day: 1
// Trading Nth Day Mode: All
// Exit Stop Loss: 1000
// Exit Profit Target:
// Exit Minutes:
// Exit Bars:
// Fitness Criteria: NetProfit * AvgTrade
// Entry Type: CrossDualLevels
// Commission: 0
// Slippage: 0
// Reports Commission: 0
// Reports Slippage: 0
// Commission Mode: TradePerSide
// Slippage Mode: TradePerSide
// Positions Allowed: LongAndShort
// Max. Entries per Day:
// Manager's GSB Version: 1.0.62.42 / 2021-05-21
// Worker's GSB Version: 1.0.62.48 / 2021-05-27

// Performance (full period)
// Fitness: 24,156,427.09
// Net Profit: 121,290
// Commission (in $): 0
// Drawdown: -6,390
// Avg Trade: 199.16
// Percent Profitable: 55.83
// Pearson: 0.944
// Profit Factor: 1.79
// Trades Count: 609
// Net Profit / -Drawdown: 18.98

// Inputs: // see warning at https://trademaid.info/gsbhelp/Script.html
Vars:
i1Data(2),
i1length(79),
i2Data(1),
i2length(50),
i3Data(2),
i3hPPeriod1(55),
i3hPPeriod2(65),
i1Weight(0.5),
i2Weight(0.75),
i3Weight(0.75),
entryParams(7),
entryParams2(-6),
iSFData(1),
iSFWeight(1),
sfEntryLevel(40),
stopLossValue(1000);
{
// If the statement below does not compile, please import the latest script file from C:\GSB\GSB (Managers)\TradeStation Code\GSB_Scripts_2021_05_19.eld
Once
Begin
Value1 = GSB_Scripts_2021_05_19;
End;
}
// MaxBarsBack check
Once (MaxBarsBack <> 500)
Begin
RaiseRunTimeError("MaxBarsBack (Maximum number of bars strategy will reference) must be set to {0} (from Properties for All button, General tab)");
End;

// Vars
Vars:
id("20210528-095206-504213-5opGh"),
debugScriptPath("C:\GSB\Data\Debugs\20210528-095206-504213-5opGh.ts.mgr.bktst.txt"),
dateYmd(0),
timeHms(0),
isSessionOpen(False),
nthDay(1),
lastDate(0000101),
daysCount(-1),
weekDay(0),
currentBarDTOHLCV(""),
lastBarDTOHLCV(""),
v1(0, Data2),
v2(0, Data1),
v3(0, Data2),
vn1(0, Data2),
vn2(0, Data1),
vn3(0, Data2),
vSf(0, Data1),
vnSF(0, Data1),
result(0),
sfResult(0),
decision(0),
sfDecision(0),
flag(0),
zs(0.0000000001);

// Date YMD, Time HMS, and Day of week
dateYmd = Date + 19000000;
timeHms = StrToNum(BarDateTime.Format("%H%M%S"));
weekDay = DayofWeek(Date);

// Is-Session-Open
isSessionOpen = (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);

// Contract's Session Close
If isSessionOpen = False Then
Begin
BuyToCover("SX-SsnDyCls") this bar on close;
Sell("LX-SsnDyCls") this bar on close;
End;

// Exit Stop Loss
SetStopLoss(stopLossValue);

// Indicators
v1 = GSB_SS_Stochastic(i1length) of Data(i1Data);
v2 = GSB_SS_Stochastic(i2length) of Data(i2Data);
v3 = GSB_DeCyclerOscillator(i3hPPeriod1, i3hPPeriod2) of Data(i3Data);
vn1 = GSB_Norm4(v1, 12, 100) of Data(i1Data);
vn2 = GSB_Norm4(v2, 12, 100) of Data(i2Data);
vn3 = GSB_Norm4(v3, 12, 100) of Data(i3Data);
vSF = GSB_CloseLessPrevHighD of Data(iSFData);
vnSF = GSB_Norm4(vSF, 12, 100) of Data(iSFData);

// Result and decision
result = ((Sign(vn1) * Power(Absvalue(vn1), i1Weight)) * ((Sign(vn2) * Power(Absvalue(vn2), i2Weight)) * (Sign(vn3) * Power(Absvalue(vn3), i3Weight))));
result = Sign(Sign(vn1) + Sign(vn2) + Sign(vn3)) * Absvalue(result);
result = IFF(AbsValue(result) > zs, result, 0);

// entry type = CrossDualLevels
decision = GSB_Decision4(result, 4500, Sign(entryParams) * Power(AbsValue(entryParams), 4), Sign(entryParams2) * Power(AbsValue(entryParams2), 4));

// SF Decision
sfResult = vnSF * iSFWeight;
sfResult = IFF(AbsValue(sfResult) > zs, sfResult, 0);
sfDecision = GSB_Decision4(sfResult, 2000, sfEntryLevel, 0);

currentBarDTOHLCV = NumToStr(BarDateTime.ELDateTimeEx, 9) + NumToStr(Open, 9) + NumToStr(High, 9) + NumToStr(Low, 9) + NumToStr(Close, 9) + NumToStr(Volume, 9);

// Entry-filter check
flag = 0;

If True
And (currentBarDTOHLCV <> lastBarDTOHLCV)
And ((timeHms >= 000000 And timeHms <= 143000))
And (isSessionOpen = True) Then
Begin
// Buy/Sell
If (decision = 1 Or decision = 2) And sfDecision = 1 Then
Begin
Buy("Long Entry") 1 contracts this bar on close;
flag = 1;
End
Else If (decision = -1 Or decision = 2) And sfDecision = -1 Then
Begin
SellShort("Short Entry") 1 contracts this bar on close;
flag = -1;
End;
End;

// Decision Exit (I/SF)
If flag = 0 And CurrentContracts > 0 AND GSB_DecisionExit2(decision, sfDecision, 0) = 1 Then
Begin
BuyToCover("SX-None") this bar on close;
Sell("LX-None") this bar on close;
End;

lastBarDTOHLCV = currentBarDTOHLCV;

// Hash (DO NOT CHANGE)

admin - 28-5-2021 at 05:13 PM

@portfolioquanttrader2020
need anydesk / teamviewr to fix this. You can email me. Always need the gsb and ts/mc on the machine at the same time to diagnose it.
Most common problem is session time on gsb <> TS. The CL data with gsb was central USA time. If your pc is not on that time you will need to adjust all references to time on your code.

admin - 28-5-2021 at 05:19 PM

Quote: Originally posted by Siem

Peter which TS version do you use? 10 or Legacy? Which one works better on Windows Server 2019?

Good question.
I was going to be the last person in the world who goes to ts 10. Its reputation had been very poor, and there is nothing at all I want in it compared to ts9.5.
All I want in the next build of ts is more stability and 64 bit. TS 10 had neither.
TS 9.5 has been stable for me as long as you reboot once a week, and don't open too many charts with data going back many years.
Ive crashed every day this week except today

see https://community.tradestation.com/Discussions/Topic.aspx?To...
You would hope ts10 gets more stable over time, but for me there is zero reason to upgrade.

Ive used server 2019 for years, and due to crashing tried win10 as ts don't officially support server. Personally I prefer windows server.

admin - 28-5-2021 at 05:52 PM

Quote: Originally posted by Daniel UK1

On the bad side, Been away for some time due to serious health issues, The good part, mostly recovered and been able to get plenty of GSB research done.

Food for thoughts, kind of contrarian perhaps

On ES,
VOLUME Choice :Tick volume provides for me, degrading results, contrary to the general view perhaps
Entry Mode: Closed filter does provide better results (for me) together with AIC but NOT on other perhaps "better/different" entry modes
Fitness Choice :NP x avg trd x NPLATEENTRY on ES has not been the best Fitness for me, other have produced better (preferred results for me) results especially when it comes to systems in B (OOS).

In my picture, top left (B-F OOS) :Fitness, NP.AVGTRD.NPLateentry Bottom left: otherFitness type Bottom Right: same as bottom left but with tickvolume.
The number in the bottom far right is the amount of systems in B
Stats derived from 4x50k runs

Would be interested to hear if others have found that the general used NQ,YM settings etc, has for them also worked best on ES?

Thoughts, A very good method as proposed and used by Peter is to narrow down main indicators to max 10,
in my humble opinion, are we not very susceptible to luck then?, when you decide for these 10, based on only one run, even though one are getting final stats from 4 runs of the chosen final indicators, the decision to pick the top 10 will have a major impact on the end results, especially since you run a new main indicator narrowing down for each new setting test i.e the indicators for each setting test is not static, is it then the changed indicators or the changed setting that has created the better or worst results?.

Would another method such as narrowing down to top 25 (i.e creating more room for bad luck in indicator pick), and then run 4 runs for stats, not be less susceptible to luck in picking top indicators for the run?

Above are just my personal thoughts.
Other views are appreciated.

Thank you Peter for your efforts in helping the GSB community
:thumbup:

Sorry for late reply. Ive been tied up this week.
tick volume is up & down volume. The alternative is up volume only. Logic says we should use up and down. I got very different stats using up volume. I think earlier stats dates were better, and later ones worse. Likely you should go with what the stats guide you, though I'm note sure why your results varied to mine. I think closed filter (with closehighlow3) reduced dd a bit. Adding more indicators will degrade results and increase diversity. You also will get less members in each family.
I don't like that as I want to see who entire families go out of sample and when wf.
Check also your weights were zero on aic. (forced to be the case in the most current build)
Can say been a great month for nq systems. After today's loss's on nq, I'm up about 18 k on nq alone for the month (7 contracts in total over about 4 systems)

portfolioquanttrader2020 - 29-5-2021 at 06:07 AM

I have clicked twice on the macro and now there are more systems doing in WFO.
Yesterday did not finish doing the WFO on the systems.
I do not know if something is happening, or the WFO does not work

portfolioquanttrader2020 - 30-5-2021 at 01:12 AM

Hello
I am trying to do the WFO on crude oil following the methodology, and the macro does not do the WFO

Daniel UK1 - 30-5-2021 at 02:28 AM

Quote: Originally posted by portfolioquanttrader2020

I have clicked twice on the macro and now there are more systems doing in WFO.
Yesterday did not finish doing the WFO on the systems.
I do not know if something is happening, or the WFO does not work

Hi Portfolioquanttrader2020,

Not sure i understant you correct, but is your problem that you believe you have, that your systems are in "waiting" status and have been like that since yesterday ? if so, there is no problem, when using the cloud you can have that status for sever days since you are waiting for resources to become free.

One could also understand your message that you have built your own macro to forward to WFO software? i assume this is not the case?

One thing i notice myself, when relying on cloud, is that WF can take a very long time to finish, and its not possible in a good way to cancel if one gets tired of waiting, and then finish WF in single thread or multi on your own server just to finish the macro you are using, because if wf system once initiated is canceled by your manually and then started again it can and most often can turn back to cancel status making the macro not starting since its waiting for a finished status of your WF. So end result is that you end up having done all your WF but status is still in cancel.. i think this is a bug though..

Solution, not to rely on cloud to much

portfolioquanttrader2020 - 30-5-2021 at 04:42 AM

I understand that the image that I put is a good system. It is right? Can any of you explain to me why you would choose this system based on the images?

Daniel UK1 - 30-5-2021 at 10:33 AM

Quote: Originally posted by portfolioquanttrader2020

I understand that the image that I put is a good system. It is right? Can any of you explain to me why you would choose this system based on the images?

I think no one could decide to chose this system based on these pictures alone, if one (in this example me) would chose this system would depend on other factors such as performance over the real oos dates, the validation on other time series such as random and other markets, i would not like to see any red oos periods in the WF... but stability for WF is not terrible though.. anyway, i dont think i would chose this systen.. but then again, long time since i was on CL...

In the end you are the only one that knows how much you have cheated (stretched the limits of whats ok to fit the data etc) with your data, so only you could decide whats ok and whats not ok...

portfolioquanttrader2020 - 30-5-2021 at 12:56 PM

How we can plot the indicators, to be able to see the inputs and understand the logic of the systems?

portfolioquanttrader2020 - 30-5-2021 at 01:01 PM

I have switched to US Central Time, my computer, and the problem still exists.

Attachment: Login to view the details

Daniel UK1 - 30-5-2021 at 01:52 PM

Quote: Originally posted by portfolioquanttrader2020

I have switched to US Central Time, my computer, and the problem still exists.

Not sure i understand what the problem is based on your post.
Could you elaborate on what the problem is ?

If its an data issue, i would say start in this end, use local time always on chart, export in local time (or not, but remember to always do the same), make sure the exported txt file has the wanted start and end times before use in GSB, check GSB contract list so end time matches last bar on chart in txt file, check sessions used and trading hours in GSB so that it matches what you want, session list controls data used for GSB and trading hours on the left gsb gui, the allowed trading hours for trading your system...

admin - 31-5-2021 at 01:13 AM

Quote: Originally posted by portfolioquanttrader2020

How we can plot the indicators, to be able to see the inputs and understand the logic of the systems?

you are going to have to copy the system into an indicator
and plot all indicators, secondary filter etc
Looking at chart when it trades gives you an idea too

vn1 = GSB_Norm4(v1, 13, 100) of Data(i1Data);
plot1(vn1);
vn2 = GSB_Norm4(v2, 13, 100) of Data(i2Data);
plot2(vn2);
vn3 = GSB_Norm4(v3, 13, 100) of Data(i3Data);
plot3(vn3);
vSF = GSB_CloseToHighLow3V2(iSFLength) of Data(iSFData);
vnSF = GSB_Norm4(vSF, 13, 100) of Data(iSFData);
plot4(vnsf);

portfolioquanttrader2020 - 31-5-2021 at 05:18 AM

What do you think of this wfo test?

admin - 31-5-2021 at 05:49 AM

Quote: Originally posted by portfolioquanttrader2020

What do you think of this wfo test?

Not good
parmaters all over the place, and have hit the extremes of values used. (red / orange)

bartek - 31-5-2021 at 09:41 AM

I finally developed promissing system with good results on each e-mini, but am not sure if parameters stability is sufficient to trade it live. Could you advice?

portfolioquanttrader2020 - 31-5-2021 at 11:40 AM

Hi peter
I am optimizing a system that operates in 15 minutes and when optimizing the minutes, I can only do it from 0 to 45 of 15 in 15, and that is why the parameter appears in red. In these cases, if I get the message to increase the parameter, I cannot increase it more, since it would increase the next hour. What do you advise me?
How do you see this system, is it stable?

admin - 31-5-2021 at 10:42 PM

I finally developed promissing system with good results on each e-mini, but am not sure if parameters stability is sufficient to trade it live. Could you advice?

Your charts look great,
parameter stability is fair.
you could look at the curve with parameters in ts of 25,2.5,28,0,0,0,8,8,157,-1, 2.5
this is what you might get if a most common wf was done. (I think that wf is in gsb)
If for example those settings gave similar curve to the current parameters, that's a good sign. I assume you just gave one set of parameters for all your systems, but the other charts are different systems.
another comment on nq. A system that's a bit weak right now on nq, is much better than no system at all. At this instant we have really good trading conditions.
When conditions are poor, then we will see more on what is a good vs poor system

look also at the wf curves.
how does the oos compare to the original and current.
Nice if the curves are parallel and the oos doesn't tank

You can also do a wf in gsb, and export to ewfo. Thats got really powerful wf with lots of options on fitness. Try also the new fitness's

I assuming your stats of the setup you did were good.
ie period bcdef....
you can also look at wf when you wf each member in a family.
There will be some variation which is also useful to see how the whole family went

admin - 31-5-2021 at 10:48 PM

Quote: Originally posted by portfolioquanttrader2020

Hi peter
I am optimizing a system that operates in 15 minutes and when optimizing the minutes, I can only do it from 0 to 45 of 15 in 15, and that is why the parameter appears in red. In these cases, if I get the message to increase the parameter, I cannot increase it more, since it would increase the next hour. What do you advise me?
How do you see this system, is it stable?

can you recode

if time >calctime(830,x) and ... then buy
x can then be 0 to .. step 15

bartek - 1-6-2021 at 02:22 AM

I finally developed promissing system with good results on each e-mini, but am not sure if parameters stability is sufficient to trade it live. Could you advice?

I assume you just gave one set of parameters for all your systems, but the other charts are different systems.

Peter, this is only one system developed on ES shown how performs on other charts.

admin - 1-6-2021 at 04:04 AM

@bartek, Thats an outstanding result then. What market was this developed on, as all the charts look good. Getting a system to work so well on 5 markets with no changes in parameters is really good.
DId you follow the standard process here?

https://trademaid.info/gsbhelp/BuildingNasdaqSP500orDowsyste...

I would optimize for each market separately. You should get significantly improved results. You can do this is gsb and or gsb with ewfo

admin - 1-6-2021 at 04:18 AM

Quote: Originally posted by portfolioquanttrader2020

you can do
instead of if time >830+x then ....

do
if time >calctime(830,x) then ...

bartek - 1-6-2021 at 05:15 AM

@bartek, Thats an outstanding result then. What market was this developed on, as all the charts look good. Getting a system to work so well on 5 markets with no changes in parameters is really good.
DId you follow the standard process here?

https://trademaid.info/gsbhelp/BuildingNasdaqSP500orDowsyste...

I would optimize for each market separately. You should get significantly improved results. You can do this is gsb and or gsb with ewfo

Yes, I followed instruction from the link. Developed on ES. The problem is I did not save system as gsbsystemz extension. Is it possible to recover it somehow from TS script file? I can also provide you script file so you can try as well if you want.

Carl - 1-6-2021 at 06:48 AM

Hi bartek,

Just copy the complete hash at the bottom of the TS code {.....} to a txt file and change the extension of this file to gsbscript.

So call the file: huuuge_profits.gsbscript

Then start GSB, right-click in the bottom window in GSB, choose "load", browse to the file you want to import and choose "open".

Wait a few seconds and the system will be available in GSB again.

This should work. If you need help, let me know.

All the best

Carl - 1-6-2021 at 02:32 PM

Hi bartek,

Were you able to open the code in GSB?

Was just wondering, which PF entry mode did you use to create your multimarket system?

bartek - 1-6-2021 at 02:48 PM

Quote: Originally posted by Carl

Hi bartek,

Were you able to open the code in GSB?

Was just wondering, which PF entry mode did you use to create your multimarket system/

Hi Carl,

Yes, I open it in GSB. Thanks for help.
I used AIC.

Carl - 2-6-2021 at 01:21 AM

Are your average trades good enough too?
I noticed a lot of AIC based strategies tend to have a small average trade level.
After subtracting cost and slippage, barely tradable.

bartek - 2-6-2021 at 02:09 AM

Quote: Originally posted by Carl

Are your average trades good enough too?
I noticed a lot of AIC based strategies tend to have a small average trade level.
After subtracting cost and slippage, barely tradable.

It does not depend on entry mode but fitness criteria. Please take a look on average trade I've got with AIC and NP*AT*MFE*NPLateEntry for NQ.

engtraderfx - 2-6-2021 at 03:08 AM

Howdy, looking thru procedure I can't find the settings referenced eg NQ30-AdvancedModeOn" etc, have updated to latest version but not in settings directory? have i missed something? Thanks Dave

admin - 2-6-2021 at 04:10 AM

Quote: Originally posted by engtraderfx

Howdy, looking thru procedure I can't find the settings referenced eg NQ30-AdvancedModeOn" etc, have updated to latest version but not in settings directory? have i missed something? Thanks Dave

install the trial build into say c:\gsb\trial.
https://trademaid.info/forum/viewthread.php?tid=1

all files are in there.
I hope to add in the next release

admin - 2-6-2021 at 04:13 AM

@bartec, $644 is really good. No issues with slippage and commision, though 2005 to 2006 will be hard regardless I would expect.
Right now we have excellent volatility
Note aic will be performing better now weights are always zero

bartek - 2-6-2021 at 10:58 AM

I would optimize for each market separately. You should get significantly improved results. You can do this is gsb and or gsb with ewfo

Does ewfo work in a cloud like gsb wf?

portfolioquanttrader2020 - 2-6-2021 at 03:40 PM

Hi peter
I do not understand how to choose the best of the 300, which are also 300

2) Build 50,000 systems, and allow GSB to choose the top 300, and the best of these 300 systems into Favorites B

Favorites B systems are all the systems that have good out of sample results.

All data before Feb 28 2016 is in sample, except that the indicator selection has only seen 50% of this data.

admin - 2-6-2021 at 07:49 PM

I would optimize for each market separately. You should get significantly improved results. You can do this is gsb and or gsb with ewfo

Does ewfo work in a cloud like gsb wf?

No, that cant be done as the files gsb writes for ewfo are massive.

You should not have to wf many systems to ewfo

admin - 2-6-2021 at 07:51 PM

Quote: Originally posted by portfolioquanttrader2020

Hi peter
I do not understand how to choose the best of the 300, which are also 300

2) Build 50,000 systems, and allow GSB to choose the top 300, and the best of these 300 systems into Favorites B

Favorites B systems are all the systems that have good out of sample results.

All data before Feb 28 2016 is in sample, except that the indicator selection has only seen 50% of this data.

You are correct what you say.
FAV b contains the best systems oos
https://trademaid.info/gsbhelp/BuildingNasdaqSP500orDowsyste...
see points 3 4 5 6

admin - 4-6-2021 at 07:55 PM

June 5 2021
https://trademaid.info/gsbhelp/BuildingSP500swingsystems.htm...
https://trademaid.info/forum/viewthread.php?tid=262
At top of file repository data and macros for ES/YM/NQ systems and swing trading ES long only systems

I did not get as far as building the final systems due to distractions on more critical issues.

admin - 9-6-2021 at 04:18 AM

Next few days I will publish more on long es swing systems.
Here is my system. OOS 20210226
Below the older benchmark system

Original file in repository did not have the data and macros used (by mistake)
fixed now.

Carl - 9-6-2021 at 06:52 AM

Next few days I will publish more on long es swing systems.
Here is my system. OOS 20210226
Below the older benchmark system

Original file in repository did not have the data and macros used (by mistake)
fixed now.

Hi Peter,

Thanks for sharing your findings!

The session used is ES.D 30 min 0830-1500 Monday, Tuesday, Wednesday, Thursday, Friday?

So positions over the weekend are possible too?

bartek - 9-6-2021 at 04:34 PM

@Peter

How to set SF CloseLessPrevCloseDBPV as non normalized?

admin - 9-6-2021 at 05:00 PM

@Peter

How to set SF CloseLessPrevCloseDBPV as non normalized?

Good question. See this.
stock index typically work best with non normalized CloselessPreveClosedBPV.
Note however our more recent default is normalized Closetohighlow3
to use Closetohighlow3 you would use GA

bartek - 9-6-2021 at 05:04 PM

@Peter

How to set SF CloseLessPrevCloseDBPV as non normalized?

I used this as on screenshot but got in the script :

vSF = GSB_CloseLessPrevCloseDBpv2(iSFbpv) of Data(iSFData);
vnSF = GSB_Norm4(vSF, 0, 100) of Data(iSFData);

sfResult = vnSF * iSFWeight;

admin - 9-6-2021 at 05:18 PM

Quote: Originally posted by Carl

Hi Peter,

Thanks for sharing your findings!

The session used is ES.D 30 min 0830-1500 Monday, Tuesday, Wednesday, Thursday, Friday?

So positions over the weekend are possible too?

correct on all points.
shown here is entry Monday,tue,wed and force exit friday 1500 if not flat
shown here is entry Monday,tue,wed thur and force exit friday 1500 if not flat
shown here is system as is.
zero slippage used here
As these systems can be traded on micros, the risk should be acceptable
not related, but the overnightES system under systems for sale doesn't have the weekend risk.
If it enters after Friday, its Sunday night where the market is always open till exit Monday at day session close.
see https://trademaid.info/gsbhelp/OvernightES.html

admin - 9-6-2021 at 11:43 PM

Swing systems docs are finished.
Includes the out of sample results from feb 27 2021 to today.
https://trademaid.info/gsbhelp/BuildingSP500swingsystems.htm...

admin - 10-6-2021 at 08:13 PM

I used the same settings, but long and short.
Here is wf of all members in the family
Note there is only 15 systems in favouritesB (compared to 100 to 200-fitness dependent for the long only version)
Its possible there is a lot of improvement in the setup used

admin - 11-6-2021 at 12:39 AM

I manually optimize this in ts with ewfo. (good policy I make first system that's very different to anything else I've done)
Observartion. Very easy to wf and this system like the long only system too has inidcators where weight is not needed (redundant)
basically on 2 indicators the real logic was

oversimplied old logic
v1=inidcator1
result=v1^weight1*v2..

new logic
v1=sign(inidcator1)
result=v1*v2..

Trading this live and long now.

note sign returns only 1,0 or -1

admin - 11-6-2021 at 01:05 AM

more updates here on long short es systems
https://trademaid.info/gsbhelp/BuildingSP500LongShortsystems...

REMO755 - 13-6-2021 at 04:57 AM

New methodology video
Info and video at the start of this thread is obsolete now
the two pass method here using green/green applies to all markets.
https://trademaid.info/gsbhelp/Crudeoilfastrevisedmethodolog...

Simulated data, 29,30,31 minute bars.

Simulated data, 26,30,34 minute bars.

Simulated data, 29,30,31 minute bars. ES, IDX, SPX

Until more recently I was not aware that GSB could work on more markets than I originally found. There were 3 keys to this. The first one was to get the correct session times.
The second was the finer details of the settings, and the 3rd was pure CPU grunt. (Except natural gas)

One of my favorite jokes is a joke about knowledge extrapolation.
Smart people assume that knowledge in one field, amounts to knowledge in another.
GSB users including myself have also done some dangerous knowledge extrapolation.
A doctor, a lawyer, a little boy and a priest were out for a Sunday afternoon flight on a small private plane. Suddenly, the plane developed engine trouble. In spite of the best efforts of the pilot, the plane started to go down. Finally, the pilot grabbed a parachute, yelled to the passengers that they had better jump, and then he bailed out. Unfortunately, there were only three parachutes remaining. The doctor grabbed one and said "I'm a doctor, I save lives, so I must live," and jumped out. The lawyer then said, "I'm a lawyer and lawyers are the smartest people in the world. I deserve to live." He also grabbed a parachute and jumped. The priest looked at the little boy and said, "My son, I've lived a long and full life. You are young and have your whole life ahead of you. Take the last parachute and live in peace." The little boy handed the parachute back to the priest and said, "Not to worry, Father. The 'smartest man in the world' just took off with my back pack

source: http://www.jokes4us.com/morekiddiejokes/alawyeronaplanejoke....

It's very good, I laughed this morning !! :lol:

admin - 15-6-2021 at 01:59 AM

This has small but significant updates.
https://trademaid.info/gsbhelp/BuildingSP500LongShortsystems...

avatartrader - 15-6-2021 at 09:36 AM

As per the most recent updates to the method on Gold and Indexes, I just wanted to check - is the best practice now for finding the best indicator to use 3 indicators again in the builds for the indicator testing versus 2 as per the CL methodology? Or is this something that could still be variable per market? Or is either acceptable for the purposes of generating a potentially greater variance of systems?

admin - 15-6-2021 at 04:52 PM

As per the most recent updates to the method on Gold and Indexes, I just wanted to check - is the best practice now for finding the best indicator to use 3 indicators again in the builds for the indicator testing versus 2 as per the CL methodology? Or is this something that could still be variable per market? Or is either acceptable for the purposes of generating a potentially greater variance of systems?

Good question. I suspect 3 is best on all markets.
Its certainly faster as there are too few combinations with 2 inidcators, especially if you are using entry aic (any indicator cross) which has weights of zero

admin - 16-6-2021 at 07:28 PM

I hope to release compare3 entry type in less 2 weeks.
Its basically compare2 with weights and entry level set to zero.

see here https://trademaid.info/gsbhelp/BuildingSP500swingsystems.htm...
and scroll down to June 17 2021 update.
I suspect compare3 entry type works better than other entry types in some circumstances. This will be in the next build of GSB
Compare3 is compare2 with weights and entrylevel all set to zero.
So we go long when
result=inidcator1*inidcator2*indicator3
if result Crosses result[1] then buy...
Indicators (Which are normalized) as far as we are concerned are wither below zero, zero or > zero.

avatartrader - 21-6-2021 at 01:51 PM

I had a question about the use of the "Filters" in light of the settings supplied in the new macros for index systems: in the latest version of the methodology, I am assuming the new best practice based on the research is to enable the CloseLessPrevCloseD in the "Filters" section now, and then set the SF to Genetic Algorithm?

I am looking at the EL code of generated systems and am wondering what the relationship is, if any, between the "Filter" and "Tertiary Filters"? For example, in an NQ system I am looking at, the TF filter decision is set to CloseLess... even though there are no TF's enabled in the indicator list.

So, if I am understanding it correctly, the way the TF works is:

1. The number of TF's is evaluated, and if greater than or equal to 1, a TF is evaluated for use based on what is enabled or forced in the "Filters" section (CloseLess... is the non-normalized that was previously set via SF)
2. If IndicatorLevelCompare is enabled, then the indicators that are enabled for TF (if any) are evaluated as part of this - or is this not correct and they are evaluated regardless if the number is >= 1 for "# of Tertiary Filters" and the indicator is enabled for evaluation in the TF in the indicator list?

bartek - 21-6-2021 at 04:24 PM

@Peter

Don't you think interesting correlation for research for finding the best fitness criteria? Am interesting how far it will go for more systems...
Example of VBasePlusMinusMedium for ES.

Zrzut ekranu 2021-06-22 002224.jpg - 85kB

admin - 21-6-2021 at 06:53 PM

I had a question about the use of the "Filters" in light of the settings supplied in the new macros for index systems: in the latest version of the methodology, I am assuming the new best practice based on the research is to enable the CloseLessPrevCloseD in the "Filters" section now, and then set the SF to Genetic Algorithm?

I am looking at the EL code of generated systems and am wondering what the relationship is, if any, between the "Filter" and "Tertiary Filters"? For example, in an NQ system I am looking at, the TF filter decision is set to CloseLess... even though there are no TF's enabled in the indicator list.

So, if I am understanding it correctly, the way the TF works is:

1. The number of TF's is evaluated, and if greater than or equal to 1, a TF is evaluated for use based on what is enabled or forced in the "Filters" section (CloseLess... is the non-normalized that was previously set via SF)
2. If IndicatorLevelCompare is enabled, then the indicators that are enabled for TF (if any) are evaluated as part of this - or is this not correct and they are evaluated regardless if the number is >= 1 for "# of Tertiary Filters" and the indicator is enabled for evaluation in the TF in the indicator list?

Filters are not normalized (forced to range of -100 to 100)
TF are normalzied. This can give very different results.
Best practise depends on the market.
for example es/ym/nq we are used to use SF closelessPrevClosedbpv not normalized
Now we use sf SF Closetohighlow3 with filter closelessPrevClosedbpv
#ofTertiaryfilters must be set to >0 for filters to work.

2) If I understand this correctly, you are correct.
Very deep and important questions.
Whats in filters will expand greatly in time. ie time masks, pattern filters etc

admin - 22-6-2021 at 04:29 AM

@Peter

Don't you think interesting correlation for research for finding the best fitness criteria? Am interesting how far it will go for more systems...
Example of VBasePlusMinusMedium for ES.

Hi Bartek
to be objective its best to use GBS automation with 4 identical tests and see the ave bcd stats and favb stats. I have no interest in things like pass-score myself(PS)

ewfo can also batch test numerous fitness types as well. VBasePlusMinusMedium is rarely the best, but I thought it was a good idea. (Fitness relative to current volatility)

REMO755 - 22-6-2021 at 02:04 PM

Hello,

1) When # of Tertiary = 1 and non-normalized S.F becomes normalized T.F, correct Peter?

2) If CloseLessPrevCloseD (enabled) and tertiary #of = 0, is it the same as flagLevelCompare (enabled)?

3) S.F input mode, sometimes Compare1 other times Compare2, where is this handled, is it automatic?
4) Could you explain what Compare1 or Compare2 does?

REMO755 - 22-6-2021 at 02:04 PM