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Greetings all, I have a few quick questions regarding setup of Resource Manager.

I'm running on two machines and RM is showing 10 active workers between the two nodes. I have a system build running that is only showing 7 "running".

1. Is this just lag in updating or is there something more I should do to encourage use of these workers.

2. What are the recommended settings for CPU Cores and any other relevant tuning in Machine Resources tunables? (included screenshot)

Thanks for your help and all of the other things shared here in the forum.

yes, there is lag of minutes.
if you have 256gb of ram, you can increase the cache settings
https://trademaid.info/forum/viewthread.php?tid=92#pid1347

RandyT - 18-12-2019 at 08:56 AM

yes, there is lag of minutes.
if you have 256gb of ram, you can increase the cache settings
https://trademaid.info/forum/viewthread.php?tid=92#pid1347

Even after running for 12 hours, the Master only shows 9 of my workers being used, but RM shows a combined 10 workers that are busy. Not a huge difference...

I'll work to extrapolate some changes in memory usage for my 64GB Master machine and my second 96GB worker only machine. CPU is pinned to 100% on both machines but memory usage is only about 60% on each machine.

RandyT - 18-12-2019 at 04:49 PM

Trying to do some tuning of worker resources. I'm getting the following message in the logs. What parameter controls this CPU limit?

Code:

2019/12/18 15:38:57 Kill worker due to High CPU
2019/12/18 15:38:57 KILL WORKER 7248 CPU=9.16073520978292% RAM=4095MB C:\GSB\Cloud Workers\GSBWorker.56.120.exe

admin - 18-12-2019 at 07:50 PM

Trying to do some tuning of worker resources. I'm getting the following message in the logs. What parameter controls this CPU limit?

Code:

2019/12/18 15:38:57 Kill worker due to High CPU
2019/12/18 15:38:57 KILL WORKER 7248 CPU=9.16073520978292% RAM=4095MB C:\GSB\Cloud Workers\GSBWorker.56.120.exe

the first two settings
cpu usage high. if this is exceeded worker killed
cpu usage low. If this is exceeded no new workers are started

Custom Indicators

RandyT - 27-12-2019 at 03:39 PM

Greetings all, I would like to add into GSB some custom indicators that I have access to so that they are applied to the system development process just as the built-in indicators are. As I read through the docs for Custom Indicators, I cannot help but think that this has some other purpose that I am not understanding.

Could someone (Peter?) expand a bit on what I see in the docs and also make clear some of the limitations that you document. It is not entirely clear from what I read. I suspect there may be a typo in here at the very least.

You write: can have

Code:

Limitation of custom indicators.
You can not use bars derived from 1 time frame to make another time frame.
IE you can have 1 minute data and get GSB to make 30 minute bars.
You cannot use multiple time frames / symbols at once.
IE build systems on 29,30,31 minute bars, or build systems on ES,EMD,YM at the same time.

admin - 27-12-2019 at 04:19 PM

Greetings all, I would like to add into GSB some custom indicators that I have access to so that they are applied to the system development process just as the built-in indicators are. As I read through the docs for Custom Indicators, I cannot help but think that this has some other purpose that I am not understanding.

Could someone (Peter?) expand a bit on what I see in the docs and also make clear some of the limitations that you document. It is not entirely clear from what I read. I suspect there may be a typo in here at the very least.

You write: can have

Code:

Limitation of custom indicators.
You can not use bars derived from 1 time frame to make another time frame.
IE you can have 1 minute data and get GSB to make 30 minute bars.
You cannot use multiple time frames / symbols at once.
IE build systems on 29,30,31 minute bars, or build systems on ES,EMD,YM at the same time.

Hi Randy,
Currently we use 29,30,31 minute bars to build systems. With CI you can only use one time frame.

Currently we can make all bar time frames out of 1 minute bars.
With CI, you can only use the time frame the bar was made on.
ie to get 30 min bars, you can only use 30 minute bars.

This will all be improved down the track, but there are more pressing issues.

If you have non propriety indicators you want added into GSB, this can be done.
I feel the current indicator range is too small. I had some annoying issues expanding it. Forgot who it was, but the author says need to ask permission to use indicators (that were on public domain) Author wouldn't reply to my request to use them.

RandyT - 28-12-2019 at 04:23 PM

Peter,

So the following statement in the doc at https://trademaid.info/gsbhelp/Customindicators1.html, in the context of CI seems to be a typo:
"IE you can have 1 minute data and get GSB to make 30 minute bars."

The indicators I wish to add are proprietary, so I cannot work with you to add these but am happy to do that for others if there are specific ones you would like me to try to tackle.

Is there a way to add proprietary indicators via a DLL?
Is there example code as to what you need to do to port indicators to GSB?
Would it be possible to open source the current GSB indicators since I believe they are not proprietary? That might enable some of us to add other open or proprietary indicators which could then be loaded via a DLL?

I'm also happy to take a try at chasing down other developers to get responses to questions about adding their indicators. Seems if the code is in the public domain, it is probably legally fair game.

GSB Download files

cdbrown84 - 28-12-2019 at 06:45 PM

Hi, i've been gone for a while, does anyone know where the GSB download files are?

Default directory for config files, macros, data, etc.

RandyT - 29-12-2019 at 01:22 PM

Is there a way to specify a default root directory for Data, Macros, Settings, etc?

I see ability to set path for Data and I can walk the directory to save settings, but in both cases, GSB seems to default to the location of the binary install of GSB. I would like to be able to store these other files in Dropbox for example. I see workarounds for Data and Settings but in the case of creating Macros, it seems to always default to the C:\GSB root.

admin - 29-12-2019 at 04:56 PM

Is there a way to specify a default root directory for Data, Macros, Settings, etc?

I see ability to set path for Data and I can walk the directory to save settings, but in both cases, GSB seems to default to the location of the binary install of GSB. I would like to be able to store these other files in Dropbox for example. I see workarounds for Data and Settings but in the case of creating Macros, it seems to always default to the C:\GSB root.

You can put gsb in c:\dropbox\gsb etc
or d:\gsb\dropbox...
I think all paths are relative. Keep in mind resource manager needs to point to the correct folders too.

apart from the data folder, no other paths can be changed, apart from data making sub folders.

RandyT - 30-12-2019 at 12:25 PM

Was really looking for a way to keep GSB on local hard drive and the files I am creating on Dropbox. Perhaps a feature request?

admin - 30-12-2019 at 05:02 PM

Was really looking for a way to keep GSB on local hard drive and the files I am creating on Dropbox. Perhaps a feature request?

Well as is, the files can be kept in dropbox and the local drive. You have both already. Dont think it really matters to seperate the exe files from the others.
While I work hard to accommodate new feature requests, I dont see upside to this, and have to work on features that give max return to the user base

admin - 30-12-2019 at 05:15 PM

Yes, code may be in the public domain by the author, but if they say you need permission, and they fail to respond to my request... its the sort of thing court cases come from. I feel thats very unwise for me to do. Private propriety indicators could be added as a paid service, if I had the programing resources, but thats not even close to happening. This would slow down development for the average user & is not a good idea right now. Plus there would be lots more code that could be added that is truly open source.

The other option is you make your propriety indicators public on GSB, or public for GSB purchasers only. Why GSB is as good as it is, is many people collectively contributed various ideas to make the whole package better. If I kept GSB to myself, it would be no where near as good.

I will fix the typo. Thank you.

admin - 30-12-2019 at 05:22 PM

Quote: Originally posted by cdbrown84

Hi, i've been gone for a while, does anyone know where the GSB download files are?

You should have GSB resoucemonitor installed. This gives you updates.
It also has to be a version or RM from the last few months. There was a major update in RM and old version was made silently redundant.
New version has features like auto update, so we never have to concern ourselves with updates. Also has CPU throttling by temperature, temp graphs etc.

download from here.
https://trademaid.info/forum/viewthread.php?tid=208
send me the two rego codes if your not registered.
docs are here
https://trademaid.info/gsbhelp/GSBResourceManager.html
A high speed read is good to do.

RandyT - 30-12-2019 at 05:49 PM

Was really looking for a way to keep GSB on local hard drive and the files I am creating on Dropbox. Perhaps a feature request?

My concern Peter is the potential impact of multiple RM processes attempting to update GSB binaries at the same time. If I share GSB binaries across all severs through Dropbox, that is likely to happen. Could result in loss of installed binaries that kills a long running process...

admin - 30-12-2019 at 06:36 PM

Was really looking for a way to keep GSB on local hard drive and the files I am creating on Dropbox. Perhaps a feature request?

Good thought.
Ive been running rm and gsb on dropbox from day1 of GSB. It works fine.

Exporting Data to Portfolio Analyzer

RandyT - 30-12-2019 at 08:04 PM

Peter,

Given the limited data used in some of the system development, exporting to PA from GSB does not give a complete picture.

Is it best to use the EL code to export trades directly from TS or MC?
Or is it best to use the XML file from the performance reports?

Ideally, I would like to have a set of systems running on the production machine that are constantly updating the trade list so that PA can track performance.

admin - 30-12-2019 at 08:16 PM

Peter,

Given the limited data used in some of the system development, exporting to PA from GSB does not give a complete picture.

Is it best to use the EL code to export trades directly from TS or MC?
Or is it best to use the XML file from the performance reports?

Ideally, I would like to have a set of systems running on the production machine that are constantly updating the trade list so that PA can track performance.

Ive done this so its fully automated on the web.
ie
https://trademaid.info/gsbhelp/GSBfreesystems.html
I havent promoted this as its a fair bit of extra support on my end with no revenue, and not sure how much demand for the service.
However the simpler option is to add the eld to your chart, and it will update when the chart is opened.
It is VIP you follow the directions.
You need two charts. One to open for historical records. IE the date goes back to say 1/1/2000. Do not leave this chart open for trading. It may write out your trade list again at the end of each bar. (resource hog) Open these charts when you want PA files to be updated. It is possible to trade of this, via a modified version of the file, but there are issues if you do. (the short story)

The other chart you have say 1 years data, and you use this for live trading.

I think the ELD is called exportpa, or portfolioexport etc. my TS computer is about to be rebooted now, so i cant check right now. I wasnt aware but all this isnt in the docs yet,

Sten - 6-1-2020 at 03:45 AM

Quote: Originally posted by Sten

Hi Peter,

Here are a couple of fresh bugs in GSB:

1. I set "Macros / On Opt. Completed" == true, and run optimization process. When I pause optimization macro automatically starts, which is totally unexpected. When I manually terminate optimization process by pressing terminate button, macro also starts automatically, which is counter-intuitive as I canceled everything.

I expect GSB not to start automatically any macro when users pauses or terminates optimization process.

Hi Peter! The issue above with Macro being run automatically when I terminate or pause build is not fixed (the last build I checked: 1.0.56.18). Can you, please, tell programmers to fix this issue? (as it is quite annoying)

2. Another issue that bugs me: when I ask GSB to do 250 Walk-Forward tests, then cancel them, GSB only cancels actively running WF tests. And the ones in the queue remain enabled and occasionally start running.

So what I observe: GSB cancels all actively running WF tests,let's say 10 out of 250 become "Canceled". All the remaining WF tests have "Waiting" status and remain in the queue. Then GSB starts some of the "Waiting" WF tests and runs them they became "Active". But I already canceled them!

So right now it is virtually impossible to cancel all Walk-Forward tests. Coupled with issue above, that macro autostarts automatically when I cancel/terminate the build, this makes user experience, well, less than ideal.

What I expect: GSB should cancel all WF tests, even the ones that are in queue having "Waiting" status.

admin - 6-1-2020 at 04:20 AM

Quote: Originally posted by Sten

agree on all points. Im not sure where the macro issue is in the job que, but shouldnt be hard to fix. wf might be harder. The whole WF submission may eventually get a complete code re-write. Im not keen to do that in a hurry as while its annoying, there are more pressing issues.

the work around on macro issue is, if your going to stop gsb, turn auto run of macros off.

Daniel UK1 - 15-1-2020 at 07:22 AM

Peter, an issue right now is that whenever you open a previous saved opt setting, and make no change, is still shows as the file has been changed with current date.... it would be good if the file did not show as changed when it actually was opened without anything changed..
It could help when you try to understand if previous saved opt settings has been changed or not.. Thanks

admin - 15-1-2020 at 03:27 PM

Peter, an issue right now is that whenever you open a previous saved opt setting, and make no change, is still shows as the file has been changed with current date.... it would be good if the file did not show as changed when it actually was opened without anything changed..
It could help when you try to understand if previous saved opt settings has been changed or not.. Thanks

Under windows file manger you can view the created, last changed and last read date. Will that help for now
I will discuss this with the programer.

VBasePlusMinus

RandyT - 16-1-2020 at 03:11 PM

Could someone explain to me what VBasePlusMinus is measuring when used as a Fitness Criteria?

admin - 16-1-2020 at 03:38 PM

Could someone explain to me what VBasePlusMinus is measuring when used as a Fitness Criteria?

Just added this in the docs for ewfo two days ago.

see https://trademaid.info/gsbhelp/Fitnesstypes.html

RandyT - 16-1-2020 at 03:53 PM

Could someone explain to me what VBasePlusMinus is measuring when used as a Fitness Criteria?

Just added this in the docs for ewfo two days ago.

see https://trademaid.info/gsbhelp/Fitnesstypes.html

Thanks Peter, this is quite interesting.

I'm finding that using this does a pretty good job of ordering results from best to worst. (using Medium)

admin - 16-1-2020 at 03:55 PM

Could someone explain to me what VBasePlusMinus is measuring when used as a Fitness Criteria?

Just added this in the docs for ewfo two days ago.

see https://trademaid.info/gsbhelp/Fitnesstypes.html

Thanks Peter, this is quite interesting.

I'm finding that using this does a pretty good job of ordering results from best to worst. (using Medium)

It was designed to get around systems curve fitting to 2007 to 2008 high volatility. It was a big problem just after this period, but not so much now as so much data has past.
Is it better than just np*at?

RandyT - 16-1-2020 at 04:08 PM

Could someone explain to me what VBasePlusMinus is measuring when used as a Fitness Criteria?

Just added this in the docs for ewfo two days ago.

see https://trademaid.info/gsbhelp/Fitnesstypes.html

Thanks Peter, this is quite interesting.

I'm finding that using this does a pretty good job of ordering results from best to worst. (using Medium)

It is just my perception at this point but it seems to be a pretty reliable sort as I am digging through SI market.

admin - 16-1-2020 at 05:27 PM

Hi Randy
46.49 has the average of thje custom metrics, displayed under stats now.
For example, This means you could build using vbasemedium, and make custom field np*at
you can then compare this to the identical test thats built using np*at

Just remember identical tests can give significant variation. If there is occasional big variation, I found it to vary on the upside. So if you get a big increase, do the test a second time.

Unique Systems Period

RandyT - 17-1-2020 at 08:49 AM

Could someone provide their thoughts about the best setting for "Unique Systems Period" in App Settings?

Appears the default is "Training". Wondering what impact there is of other settings or if the conclusion is that "Training" is best.

Thanks

Optimizing Entry Points

RandyT - 17-1-2020 at 12:53 PM

I've done a quick analysis of entry types for SI market and would appreciate suggestions on how to interpret/use this.

Quite a dropoff from the Compare1/2 entry types. Is this significant enough to lean toward eliminating anything other than Compare1/2 in system development or is it the case that if any of them work, it is useful to explore?

admin - 17-1-2020 at 03:43 PM

I've done a quick analysis of entry types for SI market and would appreciate suggestions on how to interpret/use this.

Quite a dropoff from the Compare1/2 entry types. Is this significant enough to lean toward eliminating anything other than Compare1/2 in system development or is it the case that if any of them work, it is useful to explore?

Hi Randy
I may change my mind on this, but I prefer going through he whole methodology with each entry type. The first two are by far the easiest for GSB to find, which can account for popularity. Hence why I like to test one at a time.

So try
Compare1
Compare2
Cross. // If this isnt good, ignore all other cross's
AnyIndicatorCross
NoConflictCross
The others are beta (alpha) user features only, and likely shouldn't be used.
The alpha features are things I test, and dont always stay around if they arnt worth having)

For CL< I found compare1&2 best. (likely Silver too) ES The cross's best. (mildly dual cross best)
D
It all takes time, but the rewards are worth the research.

admin - 17-1-2020 at 04:07 PM

Could someone provide their thoughts about the best setting for "Unique Systems Period" in App Settings?

Appears the default is "Training". Wondering what impact there is of other settings or if the conclusion is that "Training" is best.

Thanks

As im following the methodology, the basic filters are in training.
I dont like to filter unique systems as we want to see the good and bad.
I like the families feature which shows how popular a family is and lets you pick the top family member

RandyT - 17-1-2020 at 05:18 PM

For SF-Entry Mode, does it only have ability to use the enabled Entry Modes?

Reason I ask is that on current SI run, I am finding that the Cross entries seem to be used in the better performing systems, but the SF-Entry is predominately Compare1/2. (image attached)

And perhaps I don't understand what the Secondary Filter is, but why is it using Data1? Should that not be Data2, or does "Secondary" not mean secondary data stream?

admin - 17-1-2020 at 06:44 PM

Entrymodes are for the primary filters, not secondary.
secondary will chose the two modes likely closeD-close or CloseD/close
Secondary filter terminology has nothing to do with data stream.
I understand your confusion

RandyT - 23-1-2020 at 07:25 AM

Peter, I'm confused by the values shown in Parameters which shows an indicator value for "SF-Entry Mode". Image attached.

Prospecting in NQ

RandyT - 23-1-2020 at 07:33 AM

Struggling to generate systems on NQ30.29.31 data. Does anyone have suggestions?

I've run some indicator validations and am focused on about 15 indicators on NQ as a result of that. I have run most all entry modes which may be a contributor to my frustration. Trying again here limiting to Cross, CrossSingle and CrossDouble.

Any hints would be much appreciated.

admin - 23-1-2020 at 04:12 PM

Struggling to generate systems on NQ30.29.31 data. Does anyone have suggestions?

I've run some indicator validations and am focused on about 15 indicators on NQ as a result of that. I have run most all entry modes which may be a contributor to my frustration. Trying again here limiting to Cross, CrossSingle and CrossDouble.

Any hints would be much appreciated.

Its been a long time, and i found it a harder market.
Others have more expertise on this, i found the profits were mainly in 3 periods. year 2000 2008 2018 from memory.

best try entry type compare1* compare2,
then try cross double

RandyT - 24-1-2020 at 08:37 AM

Getting slightly better results on a compare1/2 only run.

Looking forward to hearing other people's thoughts/experience on this market. Great volatility in this market. Should be tradeable.

Carl - 24-1-2020 at 12:37 PM

Hi Randy,

Yes, it is certainly tradeable in recent conditions.
But GSB strategies on NQ only generate signals during 2000-2001 and after 2016.

admin - 24-1-2020 at 07:47 PM

Hi Randy
you could try excluding the volatile years in the build process, but also use them as another oos period.

To build on extreme volatility makes systems that only trade and make profit in highly volatile years

Duplicating GSB Walk Forward Process in Real Time Trading

gdk13 - 3-2-2020 at 08:48 PM

I want to be sure when I go into implementation that I am scheduling re-optimizations in accordance with what GSB Walk Forward was doing and then showing in graphs.

GSB appears to train/optimize on around 2 years of data and apply to the following year in the Walk Forward (on an anchored basis). Is this an accurate interpretation of how GSB is doing the Walk Forward?

Therefore, if true, I would re-optimize at the end of a year?

Thank you.

admin - 3-2-2020 at 09:23 PM

I want to be sure when I go into implementation that I am scheduling re-optimizations in accordance with what GSB Walk Forward was doing and then showing in graphs.

GSB appears to train/optimize on around 2 years of data and apply to the following year in the Walk Forward (on an anchored basis). Is this an accurate interpretation of how GSB is doing the Walk Forward?

Therefore, if true, I would re-optimize at the end of a year?

Thank you.

Personally I rarely ever re optimize. Look at GSBSys1ES. The oldest GSB system. Parameters have never been changed and its great OOS 2 + years. However users may have strong opinions on both sides of the argument.
If you have achieved high parameter stability, parameters are not likely to change.
There are exceptions to this of course.

Daniel UK1 - 4-2-2020 at 04:31 AM

Fills and executions.... Is there anyone that has a record of live fill vs backtest for our GSB traded markets using our strategies?
In my setup i use MC and IB, and its very difficult to compare real fills compared to backtest in any automated way using this setup i use, at least i have not found any way to do it, anyone uses Multichart and IB trading several strategies on same symbol, have found a way? For now i try to keep track manually but its not optimal.

I know that Peter uses a custom API between TS and IB, and i believe this tracks this somehow? correct Peter?
Do you have any statistics of efficiency for fills for each market ?

Any input here is appreciated

admin - 4-2-2020 at 04:45 AM

Fills and executions.... Is there anyone that has a record of live fill vs backtest for our GSB traded markets using our strategies?
In my setup i use MC and IB, and its very difficult to compare real fills compared to backtest in any automated way using this setup i use, at least i have not found any way to do it, anyone uses Multichart and IB trading several strategies on same symbol, have found a way? For now i try to keep track manually but its not optimal.

I know that Peter uses a custom API between TS and IB, and i believe this tracks this somehow? correct Peter?
Do you have any statistics of efficiency for fills for each market ?

Any input here is appreciated

There is a few issues. Slippage, execution issues, trades that do or dont occur on ts/mc after a chart is refreshed. Do you trade all days esp Christmas + 2 weeks etc
Human error, ie you forgot to roll a contract and it failed to trade.
When you factor all of that in, i cant give solid numbers, esp as Im not putting any time in to fix my tracking if there is an error.

RandyT - 4-2-2020 at 11:09 AM

This brings up another issue that I would personally like to see as the default in the GSB system script and that is limit orders rather than market. I've generally had good luck entering on a limit that allows one tick slippage rather than entering on market.

EDIT: Just to follow this up, I have an ES system trading live on Tradestation as broker. I got full point slippage on each side today. That will never fly.

admin - 4-2-2020 at 07:33 PM

This brings up another issue that I would personally like to see as the default in the GSB system script and that is limit orders rather than market. I've generally had good luck entering on a limit that allows one tick slippage rather than entering on market.

EDIT: Just to follow this up, I have an ES system trading live on Tradestation as broker. I got full point slippage on each side today. That will never fly.

I see that as an execution issue, not a GSB issue.
Your welcome to change the code in gsb for live trading.

RandyT - 4-2-2020 at 07:41 PM

I see that as an execution issue, not a GSB issue.
Your welcome to change the code in gsb for live trading.

Just trying to reduce the amount of code that needs to be changed...

The more code that is changed to get to live trading, the harder it becomes to maintain.

gdk13 - 5-2-2020 at 10:51 AM

Please comment on how GSB is doing Walk Forward (WF) as far as length of period used for IS and OOS.

Also, is it true that WF re-optimizes for each period on an anchored basis and then uses this for the subsequent period?

If this re-optimization is what we are seeing for results on the graph report, to duplicate this performance, wouldn't we need to also re-optimize at end of the current period for the upcoming period?

admin - 5-2-2020 at 03:44 PM

Im rusty on the maths. I made a method of dates I liked better, but we changed to be identical to TS WF dates. I think its 40% in sample, then 10 runs with 20% out of sample. I never will change this, though it can be done.
Yes its anchored, anchored or rolling can be used. I suspect that rolling is a more stressful test, but many tests on GSB show anchored is best for live trading.
I normally stop my WF date at 2015.6.30 and do not re-optimize after this.
So im not a big fan of re-optimzing - but many people would disagree.

Please comment on how GSB is doing Walk Forward (WF) as far as length of period used for IS and OOS. - see enclosed picture

numberjuani - 6-2-2020 at 01:05 PM

Hi Everybody,
I'm a new user, and I'm having an issue with loading data onto GSB. I created the .txt files exactly as the documentation area of the website says. I placed it in the right folder, that didnt work, then I tried creating a folder for the symbol along with the other folders didnt work. I made sure to hit enter on the prompt like the website says, and GSB will simply not load the data. it does not show under the Opt Data field and its not even on the list when I go to look at it again.

RandyT - 6-2-2020 at 01:26 PM

Hi Everybody,
I'm a new user, and I'm having an issue with loading data onto GSB. I created the .txt files exactly as the documentation area of the website says. I placed it in the right folder, that didnt work, then I tried creating a folder for the symbol along with the other folders didnt work. I made sure to hit enter on the prompt like the website says, and GSB will simply not load the data. it does not show under the Opt Data field and its not even on the list when I go to look at it again.

Greetings numberjuani, welcome,

Not entirely clear where you are in the system, but here are a few hints.

1. Data file should be in GSB/Data/Price Data/

2. You need to go into Tools->Price Data List in top menu to open up the data configuration dialog.

3. Once in that dialog, when you click cursor into blank area a bottom of list in left pane ('*' next to that blank field), you need to enter a name for your data set. "ES.30.0800-1500" lets say, AND THEN HIT RETURN. when you hit return, it will move you to new blank field below, you need to move your cursor back to the box with your new dataset name, and then begin filling out the info in the right pane.

Hope that helps.

admin - 6-2-2020 at 02:01 PM

If your stuck, I am happy to show you via teamviewer.com session.
Its also important that I learn what the issue is so other users dont have the same issue.

numberjuani - 6-2-2020 at 02:10 PM

If your stuck, I am happy to show you via teamviewer.com session.
Its also important that I learn what the issue is so other users dont have the same issue.

Hi Admin, please lets do it because that one issue is what is holding up my progress. Go ahead and email me and I'll send my teamviewer info, I can work with nearly anytime today over the next 6 -7 hours.

Opening a GSB created script file

RandyT - 6-2-2020 at 06:42 PM

Peter,

Could you explain the process of opening a script file with GSB which has the hash at end of the file fully intact?

I've named the file with .gsbscript extension, right click in lower optimization results area, and selected the file. Nothing happens. Not sure if my expectation that it will recreate the system in GSB is correct or not. What am I doing wrong?

admin - 6-2-2020 at 06:45 PM

Peter,

Could you explain the process of opening a script file with GSB which has the hash at end of the file fully intact?

I've named the file with .gsbscript extension, right click in lower optimization results area, and selected the file. Nothing happens. Not sure if my expectation that it will recreate the system in GSB is correct or not. What am I doing wrong?

select just the {T&^TGYUIG^&(TG(.....BHGyuog978} section
yes, that should work

RandyT - 6-2-2020 at 09:52 PM

select just the {T&^TGYUIG^&(TG(.....BHGyuog978} section
yes, that should work

I've tried both opening the EL script with the hash in place as well as removing all of the EL code and saved to a file with just the hash. Using "load" from the right-click menu does not open anything.

No errors.

admin - 6-2-2020 at 09:53 PM

select just the {T&^TGYUIG^&(TG(.....BHGyuog978} section
yes, that should work

I will look via teamviwer shortly

moresi522 - 10-2-2020 at 05:12 AM

Manager doesn't want to start working

Hi everybody,
this morning I have a strange issue with GSB.
Until yesterday I had my licensed copy up and normally running with 4 workers. This morning I've upgrade ram from 32gb to 64gb (but I don't think this is the reason of the issue) and from now on, after starting GSB Resource Manager and 4 workers, when I launch the Manager under workplace in "stus. sum" I see "Searching.. " with clock running but everything happens. obviously I tried to restart the computer but it dind't fix the problem.
In this moment the clock is 19:56, and I figure it out it can't find workers and so can't start.

am I doing something wrong?

Any help is appreciated

RandyT - 10-2-2020 at 09:16 AM

Quote: Originally posted by moresi522

Manager doesn't want to start working

Hi everybody,
this morning I have a strange issue with GSB.
Until yesterday I had my licensed copy up and normally running with 4 workers. This morning I've upgrade ram from 32gb to 64gb (but I don't think this is the reason of the issue) and from now on, after starting GSB Resource Manager and 4 workers, when I launch the Manager under workplace in "stus. sum" I see "Searching.. " with clock running but everything happens. obviously I tried to restart the computer but it dind't fix the problem.
In this moment the clock is 19:56, and I figure it out it can't find workers and so can't start.

am I doing something wrong?

Any help is appreciated

This may be an issue that Peter needs to work through with you, but here are some ideas.

1. You must start some workers in order for manager to find them, if you aren't running Resource Manager (RM) I would recommend you start there. There are links to Resource Manager download in the docs.

2. Virus scanner excluding the C:\GSB folder?

Carl - 10-2-2020 at 09:55 AM

You don't need the resource manager running when you want to use the GSB manager.

What GSB version are you on? Here 56.72. Everything is running smoothly. Still impressed how easy this is!

RandyT - 10-2-2020 at 10:22 AM

Quote: Originally posted by Carl

You don't need the resource manager running when you want to use the GSB manager.

What GSB version are you on? Here 56.72. Everything is running smoothly. Still impressed how easy this is!

Agreed that you do not need RM running, but you do need workers running. So you either must start workers by hand, or run RM so that it manages the load and available workers.

moresi522 - 10-2-2020 at 10:41 AM

Thank you for your reply Randy.

Well, I'm quite new in GSB so I prefered to reinstall everything.
And now it restarted to work (Launching in sequence RM -> GSBManager) .

mysteries of computer science

numberjuani - 13-2-2020 at 01:42 PM

Hi GSB friends,
I'm unable to add a contract to the contract list, I want to add @DX, and as I try to fill all the fields such a pricescale, dollar value, I am unable to change the default value of 0 in the boxes. Any ideas?
Thanks,

RandyT - 13-2-2020 at 02:07 PM

Hi GSB friends,
I'm unable to add a contract to the contract list, I want to add @DX, and as I try to fill all the fields such a pricescale, dollar value, I am unable to change the default value of 0 in the boxes. Any ideas?
Thanks,

numberjuani, great question.

If you hover over those column names you will see that it says they are read only. Not sure if these get populated once there is a data file available with matching symbol name or if there is some other way to set these. I'd give a try to see what it does when the data file is there.

Daniel UK1 - 13-2-2020 at 02:26 PM

Hey there, have you tried to clone an existing one and change values in that clone ? might help you to at least get what you need added...

Regards

admin - 13-2-2020 at 03:02 PM

If stuck, send me teamviewer.com details and I will fix it.

RandyT - 13-2-2020 at 03:37 PM

If stuck, send me teamviewer.com details and I will fix it.

I would also love to know what the fix is.

Cloning not really an option as there is no other Dollar Index contract listed and as I mentioned, for those three columns (Tick Size, Price Scale, Min Move) the column name indicates that it is "read only"

Tradestation Index in EWFO

Petzy - 26-2-2020 at 09:36 AM

Hi,

Is it possible to use Tradestations Index calculation in EWFO as Fitness?

The Tradestation Index is: NetProfit x Winners / MaxDrawdown

Regards,
Peter

RandyT - 26-2-2020 at 09:46 AM

Quote: Originally posted by Petzy

Hi,

Is it possible to use Tradestations Index calculation in EWFO as Fitness?

The Tradestation Index is: NetProfit x Winners / MaxDrawdown

Regards,
Peter

Greetings Petzy,

I believe that the NP / -DD * W is the TSI fitness function.

Daniel UK1 - 8-3-2020 at 01:13 PM

Hi Peter, just a quick one.. if one wants to move the GSB folder to another disk on same pc, is there any way to do this without having any issues after with GSB? also... and.. if i want to move just price data folder to dropbox for example, how do i do this best without having issued with opt setting files that cant find the price data files..

GSB folder is outgrowing my disk...

Thanks

RandyT - 8-3-2020 at 01:50 PM

Hi Peter, just a quick one.. if one wants to move the GSB folder to another disk on same pc, is there any way to do this without having any issues after with GSB? also... and.. if i want to move just price data folder to dropbox for example, how do i do this best without having issued with opt setting files that cant find the price data files..

GSB folder is outgrowing my disk...

Thanks

Daniel, this is one I have been harassing Peter about as well.

There are a number of reasons to do this. My initial reason was to be able to share all user created data with other colleagues also working on GSB. As the storage requirement grows, this is another great reason to be able to point that data to another location while allowing GSB to live on C: drive.

admin - 8-3-2020 at 03:51 PM

Thanks

I think GSB has all paths relative, so it should be able to go from c: to d:
regardless we will add a optional path as Randy requested in future build

admin - 8-3-2020 at 03:59 PM

I personally very rarely if ever re-optimize. If you have hit parameter stability, parameters ideally should not change on future data. Exceptions are ES market in 2018-2019. That leaves you with the question should you allow parameter changes which in effect are a curve fit for this short period. I personally was not happy about this situation and not clearly decided. The good news was then came 2020 with some spectacular large moves.
What I do know is a reot in 2008 just after the lucrative global financial crisis was a very bad idea. It caused systems to only like the highly volatile times. The following year was really low volatility. However now thats many years ago, Im happy to included that data as its effect is balanced by the many years since.
As an example, look at the oldest GSBys1es system. I dont think you will improve it by re-optimizing. Its nearly 3 years out of sample

asobi - 18-3-2020 at 01:12 AM

Hello,

I have a newbie question.

How can I run only local GSB to build and walk-forward systems? My desktop is merely an old intel i7, and I saw my GSB borrowed much computing power from the free cloud. But usually the running WFs stuck for a long time (flat curves on WF graph) and I'm not sure if this situation goes to my local machine or the cloud? So I would like to test this case locally to see if a hardware upgrade is necessary.

Thanks!

admin - 18-3-2020 at 01:15 AM

Quote: Originally posted by asobi

Hello,

I have a newbie question.

How can I run only local GSB to build and walk-forward systems? My desktop is merely an old intel i7, and I saw my GSB borrowed much computing power from the free cloud. But usually the running WFs stuck for a long time (flat curves on WF graph) and I'm not sure if this situation goes to my local machine or the cloud? So I would like to test this case locally to see if a hardware upgrade is necessary.

Thanks!

Welcome
under app settings, remove the sharekey under tools workplace
You must have at least one worker on your own machine for the manager to work if oyu removed the share keys

emsjoflo - 20-3-2020 at 01:05 AM

Peter,
I have been experiencing trouble with GSBSYS1ES not closing trades at the end of the day on Tradestation. It has happened to me three times now. The first couple of times I figured it was because I had time settings wrong. Now I'm not sure. Any ideas?

admin - 20-3-2020 at 02:22 AM

Quote: Originally posted by emsjoflo

Peter,
I have been experiencing trouble with GSBSYS1ES not closing trades at the end of the day on Tradestation. It has happened to me three times now. The first couple of times I figured it was because I had time settings wrong. Now I'm not sure. Any ideas?

setexitonclose may not work for live trading
add the code
if time =1500 then begin
sell..
buy to cover..
end;
that assumes your on central time

erlendsolberg - 20-3-2020 at 02:48 AM

Hello, quick question:

Where can we find macro15?

admin - 20-3-2020 at 03:05 AM

Quote: Originally posted by erlendsolberg

Hello, quick question:

Where can we find macro15?

Here it is.
Im having problems replicating my own results.

good chance the issue is human error on my side.

Attachment: Login to view the details

admin - 20-3-2020 at 04:11 AM

Quote: Originally posted by erlendsolberg

Hello, quick question:

Where can we find macro15?

settings full doesnt seem to change training pf
set it to 1.8
settings partial seems to work on the same feature
bug fixed in 57.41 build. still under testing

Daniel UK1 - 25-3-2020 at 04:47 PM

Not sure where to put this one, as we all are striving to produce non correlated systems we also risk facing having multiple systems that potentially could trade against each other *could have happened just 2 weeks ago, when during same session ES system1 took short while system2 was stopped out from the long.... potential non optimal scenario if my stop was wider.... the only solution i can see is to create more sub accounts at IB so one runs one account per strategy for a symbol... have anyone found a better solution ? i suspect Peter in IBLINK has this thought of and solved somehow, and is a non issue? i have not put much though into it, until i realised that i just escaped this scenario by just luck...

admin - 25-3-2020 at 04:49 PM

Not sure where to put this one, as we all are striving to produce non correlated systems we also risk facing having multiple systems that potentially could trade against each other *could have happened just 2 weeks ago, when during same session ES system1 took short while system2 was stopped out from the long.... potential non optimal scenario if my stop was wider.... the only solution i can see is to create more sub accounts at IB so one runs one account per strategy for a symbol... have anyone found a better solution ? i suspect Peter in IBLINK has this thought of and solved somehow, and is a non issue? i have not put much though into it, until i realised that i just escaped this scenario by just luck...

I think on all platforms I know of, you can trade the same symbol on mutiple accounts that trade can trade in opposite directions.
Its an issue for the human mind, but not the logic of execution

Daniel UK1 - 26-3-2020 at 01:23 AM

Hi Peter,
Yes, solution is to use multiple accounts and use one per strategy on same symbol.

If i am long and placed a stop with strategy 1... then strategy 2 goes short and placing a stop, i end up with position 0 and have one stop in either direction that will make me 1 long or short in either direction if market take either of the stops out... or am i thinking incorrectly here?

admin - 26-3-2020 at 02:23 AM

Hi Peter,
Yes, solution is to use multiple accounts and use one per strategy on same symbol.

If i am long and placed a stop with strategy 1... then strategy 2 goes short and placing a stop, i end up with position 0 and have one stop in either direction that will make me 1 long or short in either direction if market take either of the stops out... or am i thinking incorrectly here?

i still think you can trade long and short in the same account etc.
likely you are making an issue of something that is not an issue.
test on a ts sim account to be sure

Daniel UK1 - 26-3-2020 at 05:04 AM

I was just about to write, no thats not possible... but ended up with, perhaps

not sure if my mind is playing with me... the stops should take out each other, and end of day i should be 0 and closed orders... this is a real mind f$%£..

Regards

Potential Way To Combine Systems On Same Symbol, Same Account

OUrocketman - 26-3-2020 at 09:42 PM

Very important disclaimer: I haven't transitioned to execution yet (always good to measure at least twice and cut once

) and so I cannot vouch for this from firsthand experience.

Another theoretical way to trade multiple strategies on the same symbol is through position sizing. The idea is if you have 2 strategies on the same account and you wish to apply them to the same symbol, you can model them as "voters". If strategy 1 says go long, and strategy 2 says go short, then you should be flat. If both strategies agree, you should be 2 contracts long or short, accordingly. There can be varying amount of agreement through any given trading day, so Strategy 1 can act as a stop for strategy 2 and vice versa. The author has a good explanation available.

Source is available here: http://easylanguagemastery.com/trading-multiple-strategies-w...

There are several parts, but part 1 should get you to them. Some strategies have logic that can't be perfectly combined, but only approximated, so compare your "combined" results with trading each strategy individually as a sanity check offline. And remember, when the markets really move things can become eerily correlated, so please manage your risk. In effect, don't think just because you have 5 strategies that it would be acceptable to have 5 contracts open.

jptann - 27-3-2020 at 10:23 AM

I can attest to the above method of voting to run multiple strategies on the same instrument in the same account. Before I retired (now just trade to keep me busy at much smaller scales) I used to run a Registered Commodity Pool and also a CTA. In the pool we had $3M+ assets. One rule we used is to forget about exchange minimum margins but set our own for risk control. On the ES, we discovered that $30K per contract gave us the needed risk mitigation. With that calculation, we used to run 100 contracts in the account.

We used a voting allocation amongst the strategies and after a while had different weightings to maximize the portfolio and reduce risk. This allowed for some very sophisticated contract allocations in real time, so not only did we turn on and off strategies, but dynamically changed their weights based upon a proprietary allocation method that used "risk of ruin" calculations to maximize the risk adjusted return in real time.

In my personal account now I use a voting method that assigns a weight of 1 to each of 5 strategies. I let them net together so my range of contracts traded is from -5 to +5 with an account of $150K. If this is too large, you can always use the 1/5 ES contract (I forgot the symbol) on the CME and for the value of 1 contract or an account of $30K or less if you can accept the drawdown risks, you can still vote between 5 different strategies.

An interesting artifact is that over 10 years trading like this, I found an odd number of strategies usually was the best, so 5 turned out to be a perfect number. I used 5 instead of 3 since I wanted to have more granulation in short term, mid term and long term strategies. What ever "floats your boat".

The most common position I found was 3 contracts either way. It seemed on strategy was always opposite the others so I usually had 1-1+1+1+1 = 3

Daniel UK1 - 28-3-2020 at 03:16 AM

Quote: Originally posted by jptann

I can attest to the above method of voting to run multiple strategies on the same instrument in the same account. Before I retired (now just trade to keep me busy at much smaller scales) I used to run a Registered Commodity Pool and also a CTA. In the pool we had $3M+ assets. One rule we used is to forget about exchange minimum margins but set our own for risk control. On the ES, we discovered that $30K per contract gave us the needed risk mitigation. With that calculation, we used to run 100 contracts in the account.

We used a voting allocation amongst the strategies and after a while had different weightings to maximize the portfolio and reduce risk. This allowed for some very sophisticated contract allocations in real time, so not only did we turn on and off strategies, but dynamically changed their weights based upon a proprietary allocation method that used "risk of ruin" calculations to maximize the risk adjusted return in real time.

In my personal account now I use a voting method that assigns a weight of 1 to each of 5 strategies. I let them net together so my range of contracts traded is from -5 to +5 with an account of $150K. If this is too large, you can always use the 1/5 ES contract (I forgot the symbol) on the CME and for the value of 1 contract or an account of $30K or less if you can accept the drawdown risks, you can still vote between 5 different strategies.

An interesting artifact is that over 10 years trading like this, I found an odd number of strategies usually was the best, so 5 turned out to be a perfect number. I used 5 instead of 3 since I wanted to have more granulation in short term, mid term and long term strategies. What ever "floats your boat".

The most common position I found was 3 contracts either way. It seemed on strategy was always opposite the others so I usually had 1-1+1+1+1 = 3

Hi Jptann,

Thanks for sharing, interesting to read. I am very much into these kind of ensemble systems.

You mention that you now use a voting system that assigns 1 weight per system of 5, this would be the same as just trading 5 different systems without any voting, right ? of am i missing something?

Or do you mean that you request that you need for example 2 of 5 votes to take the initial entry in either direction and then just adjust weights after that to actual signals during the trade without any requirements for vote numbers..

May i ask, are you using MC or TS? if in MC do you handle the management of the voting logic in overall money management signal on a portfoliotrader with 5 separate strategies?

ants222222 - 28-3-2020 at 03:56 AM

Is there anyway to get free continous contract historical data for backtesting without tradestation?

admin - 28-3-2020 at 04:05 AM

Is there anyway to get free continous contract historical data for backtesting without tradestation?

I assume you mean intraday?
Im not aware of anything.

csidata had some sort of free trial I think, but its 15 years since I tried it, and the data was shorter in the trial
last i remember it was daily data only.
see if quote.com or qcharts has something.

Daniel UK1 - 28-3-2020 at 04:18 AM

Is there anyway to get free continous contract historical data for backtesting without tradestation?

Hi, you want free continues data to backtest GSB strategies on, but not using tradestation? You on MC? in that case no, MC has no data...

Perhaps if you really want to stretch it, you can import GSB provided ES data, its backadjusted i believe, into MC using ASCI.. Perhaps TS has possiblity to import data also?

I would say, dont use data that is free or not your own data... spend money on data and be happy about it, its the most important part you have..

Regards

ants222222 - 28-3-2020 at 09:20 PM

Yup, I currently have IB and MC, new to automated trading.

[/rquote]

Hi, you want free continues data to backtest GSB strategies on, but not using tradestation? You on MC? in that case no, MC has no data...

Perhaps if you really want to stretch it, you can import GSB provided ES data, its backadjusted i believe, into MC using ASCI.. Perhaps TS has possiblity to import data also?

I would say, dont use data that is free or not your own data... spend money on data and be happy about it, its the most important part you have..

Regards

[/rquote]

Daniel UK1 - 29-3-2020 at 03:23 AM

Yup, I currently have IB and MC, new to automated trading.

[/rquote]

Hi, you want free continues data to backtest GSB strategies on, but not using tradestation? You on MC? in that case no, MC has no data...

Perhaps if you really want to stretch it, you can import GSB provided ES data, its backadjusted i believe, into MC using ASCI.. Perhaps TS has possiblity to import data also?

I would say, dont use data that is free or not your own data... spend money on data and be happy about it, its the most important part you have..

Regards

[/rquote]

Hi,

Then you can just use IB and chose their continues symbol, if its backadjusted, not sure, think so. However with IB as you know you only get intraday 1 minute data back a few years, so not really great and as you know you also get the highly annoying pace error from IB when feeding to much of it into MC..

I use IB and MC but use data from IQ DTN, i think its one of a few that delivers good reliable data, their api client is rock solid against MC.

Cost for IQ data is around 130usd i think.

Good luck and feel free to ask questions if you have any

admin - 29-3-2020 at 06:22 PM