GSB BETA BUILDS

Quote: Originally posted by portfolioquanttrader2020

Hi peter When you do the WFO of the systems in GSB, do you optimize all the parameters of the system? (inputs)

Here is whats being worked on.
Filters. Added in here will be genetically chosen time masks, pattern filters and other symmetrical filters.
for example
time periods are genetically chosen to find best entry / exit times. (current times are softcoded but fixed)
if adx>20 then {buy and sell logic}
//current use of adx in primary indicators or secondary or Tertiatry would not work like this.
if daily range > averagerange then {buy and sell logic}

There are fixes for the newer indicators in NT. A number of bugs are known.

I hope GSB automation work will continue next week.
Alertmon monitoring for the VPS monitored trading is getting close to ready. Ive had it working for a long time, but it was not user friendly

Alt dates mode is built, but not tested. Regardless its not useful yet as the post build dates are not done. To change the dates on 50,000 systems takes me much longer than building the 50,000 systems
But here are some screen shots
We can have unlimited dates periods.
Shown in the example here is 4 periods of 80 days, but only period 1 is enabled
it was a lot more work than expected to build this, and the post build might not be easy either.
There also is a new indicator added that will come out in a few builds
ClosesUpDN

60.020 released. Oct 22 2020
This has session move by GSBAutomation in it, and improved export.
We now can export the session time moved in the export file, and the amount of systems in favorites.
In the bigger picture, automation is going to put the systems you consider for live trading into Favorites B
The simple idea, thanks to Bruce
These are the settings needed. Note they are NOT the defaults but will be correct in the next macros I send out for Gold

Quote: Originally posted by admin

60.020 released. Oct 22 2020 This has session move by GSBAutomation in it, and improved export. We now can export the session time moved in the export file, and the amount of systems in favorites. In the bigger picture, automation is going to put the systems you consider for live trading into Favorites B The simple idea, thanks to Bruce These are the settings needed. Note they are NOT the defaults but will be correct in the next macros I send out for Gold

Quote: Originally posted by zordan

Hi Peter, could you kindly share the Settings for the latest build, ES methodology? Quote: Originally posted by admin   60.020 released. Oct 22 2020 This has session move by GSBAutomation in it, and improved export. We now can export the session time moved in the export file, and the amount of systems in favorites. In the bigger picture, automation is going to put the systems you consider for live trading into Favorites B The simple idea, thanks to Bruce These are the settings needed. Note they are NOT the defaults but will be correct in the next macros I send out for Gold

Quote: Originally posted by admin

Quote: Originally posted by zordan   Hi Peter, could you kindly share the Settings for the latest build, ES methodology? Quote: Originally posted by admin   60.020 released. Oct 22 2020 This has session move by GSBAutomation in it, and improved export. We now can export the session time moved in the export file, and the amount of systems in favorites. In the bigger picture, automation is going to put the systems you consider for live trading into Favorites B The simple idea, thanks to Bruce These are the settings needed. Note they are NOT the defaults but will be correct in the next macros I send out for Gold I havnt done es for perhaps 2 years. Likely its the easiest of all markets. I would do 2 pass indicator method, green green. $2500 stop 30 min secondary filter closedbpv. (same as auto) Then take the top system from the first few families

Quote: Originally posted by admin

Zordon, the screen shot is just default ES settings, and just showing the filter function. So ignore all else so you want this I would do 2 pass indicator method, green green. $2500 stop 30 min secondary filter closedbpv. (same as auto) Then take the top system from the first few families and most importantly, one of the cross entry types. Likely there is not much difference in the 3 cross entry types

Quote: Originally posted by cico

Quote: Originally posted by admin   Zordon, the screen shot is just default ES settings, and just showing the filter function. So ignore all else so you want this I would do 2 pass indicator method, green green. $2500 stop 30 min secondary filter closedbpv. (same as auto) Then take the top system from the first few families and most importantly, one of the cross entry types. Likely there is not much difference in the 3 cross entry types Peter, I've made a test on ES 30 min with following results on Entry types (each Entry type I ran 4x and the result is an average of those 4 runs): - Compare1 21.195 - Compare2 20.437 - Cross 19.015 - CSL 19.400 So I would use one of Compares for ES.. Or did I anything wrong? Everything else was unchanged during the tests.. Thanks

Im surprised at how close the results are and that cross is not the best by far.
was secondary filter closebpv?
ES is likely the easier market for GSB, but I have not build systems on it for years using GSB.
It may pay for me to look at your setup and double check it all

Quote: Originally posted by admin

Quote: Originally posted by cico   Quote: Originally posted by admin   Zordon, the screen shot is just default ES settings, and just showing the filter function. So ignore all else so you want this I would do 2 pass indicator method, green green. $2500 stop 30 min secondary filter closedbpv. (same as auto) Then take the top system from the first few families and most importantly, one of the cross entry types. Likely there is not much difference in the 3 cross entry types Peter, I've made a test on ES 30 min with following results on Entry types (each Entry type I ran 4x and the result is an average of those 4 runs): - Compare1 21.195 - Compare2 20.437 - Cross 19.015 - CSL 19.400 So I would use one of Compares for ES.. Or did I anything wrong? Everything else was unchanged during the tests.. Thanks Im surprised at how close the results are and that cross is not the best by far. was secondary filter closebpv? ES is likely the easier market for GSB, but I have not build systems on it for years using GSB. It may pay for me to look at your setup and double check it all

Hello Peter, enclose you can find the settings I've used for all tests. I didn't change the contracts list, so the secondary filter was CloseLessPrevCloseDBpv.
Enclosed settings I've used for the first benchmark and then I went step by step - choose one operator only (and the rest remained the same), run it 4x and write down an average. Then I took second operator (still it was the only one) and so on and so on. Than moved with the same logic to entry modes, normalization, MOC.. No issue to share all the results, if you would be interested.. Dates were 1900-01-01 till 2015-06-30..

Quote: Originally posted by cico

Peter, thanks for your comments. My thinking was - use ALL available Operators, Entry Modes and Normalization to build "benchmark". Then narrow it, build 50.000 systems with 1 Operator only (and still full set of Entry Modes and Normalization) and compare it to "benchmark". Repeat this with 2nd, 3rd and 4th Operator and see, which Operator gives the best result.. Then I did the same with Entry Modes (choose 1 Entry mode and have full set of Operators and full set of Normalization) and Normalization. So you think this is not working and right process? If not, than the second option would be to test all possible combinations (meaning Operator 1, Entry mode 1, Normalization 1; then Operator 1, Entry Mode 1, Normalization 2; etc.). What is your (or community) approach to this, please? Thanks.

under testing 60.13
has extra export features for use in automation.
Too much chance of human error when we use automation, so things you might tweak are now in stats

60.230 released (but exe called 60.232)
has bug fix for converting gsb ts code back to gsb system
new indicators (beta mode only)
numerous fixes for the beta indicators miss-match or not compiling in ts
included is 3 medium functions too.
+ closetohighlow9
ts code included too

a number of new indicators added
I did two tests of 50,000 systems on gold, two different session times
5 of the new indicators are in the top list. (in bold)

I am trying some tiny tweaks on gold. This is 630 am session
note my previous benchmark gave 53 systems for the sf used
bcd total 4.62

that now upto 6.65 for bcd, and 123 for fav B

In the big picture, we want systems on 2am-330 range to 1230 (central usa time)
AND systems on 630

some big moves occur early in the day, and a 3am system to 630 system is very different due to different sf being used. So diversity in systems is really good.
Im still exploring all of this and have some clear ideas, but not finished.
I feel like the star ship enterprise exploring the universe with GSB.
So much better than being stuck going no where!

under testing. 60.25
tweak thanks to Randy
comment in code shows you the entry type used. However i dont recommend building systems using >1 entry type.
try each entry type separately

We now have number of systems in settings vs actual
so if you kill a manager early, you would see the second figure less than the first
here I aimed to build 49000 but got 50531 as systems still come in after workers told to stop.

Interesting, we have stats on how often data1, data2 used
lets say you use 30 min and 330min (daily bars)
if data1 shows it was used 900 times, and data2 zero times,
you know that data2 was useless.
Currently we are just looking at over all stats of different benchmarks, without looking at this figure.

60.37 released
Has new eld for new indicators
126 indicators.
Done use percentR,GSB_AccumDistClose,MoonSaw,Moonsine.
I think all other indicators now match
Has more updates for next release of GSB Automation in macro commands
This build manager will not work with older workers. Old managers will work with the build
Also has a few refinements and bug fixes.

Quote: Originally posted by meldinman

looks like bollingerbandHL doesnt match still

60.46 out
percentR now matches
fixes fir countertrendhl (now called v2)
they had bug/faulty logic and likely wouldnt find systems
countertrendMedian
update on indicators that were missing from previous build

Quote: Originally posted by admin

60.46 out percentR now matches fixes fir countertrendhl (now called v2) they had bug/faulty logic and likely wouldnt find systems countertrendMedian update on indicators that were missing from previous build

Quote: Originally posted by bizgozcd

Quote: Originally posted by admin   60.46 out percentR now matches fixes fir countertrendhl (now called v2) they had bug/faulty logic and likely wouldnt find systems countertrendMedian update on indicators that were missing from previous build Thanks Peter. So with this update, are there any indicators that we should ignore?

60.52 released
this has non normalized counterTrend secondary filters.
I have not tested this, but it MIGHT work well on ES for example.
If you are new to GSB, dont use these new features
moonsine / moonsaw /timecycles now match ts to gsb. Im am not convinced these are good indicators though.
doing testing now

60.54 under testing
The short story is indicator export used in automation (where you do the next run after say 4 copies of gsb running the same setting)
then use only the indicators found un the 50k, or fav A for the next run ...does very little pruning of indicators
if we only export indicators used >1 time, the indicator prune is much stronger.
ie 125 to 25 indicators.
Im still experimenting with this to see if its better than 1 or 2 pass green green indicator selection
Also have a indicator that returns zero only.
Why would we want this? It related to the small article on meat pies I hope to write tomorrow here.
https://trademaid.info/forum/viewthread.php?tid=117&page=21

in next build
macro to force a max of x green indicators.
its a generalization, but the less indicators your have in green, the better the systems
im getting a drop from 125 indicators to about 33 doing one pass green on gold.
This way I can force a max of say 10 indicators

Quote: Originally posted by Bfan

New to GSB. wondering how we can access 100+indicators showing in the videos than the current 45. Thanks

Quote: Originally posted by Bfan

Thanks Peter. I have 2 more questions: 1. I noticed the Default Opt settings for ES has 12 indicators turned on and 7 for CL. Are these the best indicators as a result of the indicator testing for both markets? 2. For GC market, do you recommend running the 100+ indicators first or you already a list of the best indicators you can recommend.

60.83 released. Has ability to export the parameters on each system when you right click the bottom grid and export
It works from favA-D etc, but not properly on unique systems grid

Quote: Originally posted by Bfan

Trying to verify a system script in TS. Looks like GSB_AccumSwingIndex is not in the latest (2020.12.24.eld) file. Is there a more recent one to download? Thanks

next build to be released in the next few days 60.90
new indicators added of recent
close (normalized)
Highd
Lowd
CloseToBollingerBands


has new macros added.
Default im using is one pass green on indicators with max of 6 or 10 indicators.
10 gives more combinations, but 6 gives better systems (typically)

Quote: Originally posted by Bfan

Trying to verify a system script in TS. Looks like GSB_AccumSwingIndex is not in the latest (2020.12.24.eld) file. Is there a more recent one to download? Thanks

Quote: Originally posted by admin

Quote: Originally posted by Bfan   Trying to verify a system script in TS. Looks like GSB_AccumSwingIndex is not in the latest (2020.12.24.eld) file. Is there a more recent one to download? Thanks the latest file was GSB_SCRIPTS_2021_1_06+WITHUPDATEDGSBSYS1ES_V1.21 and it is in there

Quote: Originally posted by Bfan

Quote: Originally posted by admin   Quote: Originally posted by Bfan   Trying to verify a system script in TS. Looks like GSB_AccumSwingIndex is not in the latest (2020.12.24.eld) file. Is there a more recent one to download? Thanks the latest file was GSB_SCRIPTS_2021_1_06+WITHUPDATEDGSBSYS1ES_V1.21 and it is in there Can't locate GSB_SCRIPTS_2021_1_06+WITHUPDATEDGSBSYS1ES_V1.21. file. Its 2020_09 version in GSB folder. TS gave quite different result without GSB_AccumSwingIndex. Thanks

Quote: Originally posted by Bfan

New to RM. Sounds like it will automatically update to the newest version(60.93). Not sure why its not happening yet? Double checked on the settings, not sure what need to be changed. Thanks

kill your workers, and restart rm
Under log section, should say new version found (not seen on my screens shot as update already occured)
if that fails send me anydesk / teamviewre details

under testing
60.96
has indicator/secondaryfilter closelessopend and opened
astab and rstab is now astab-c and rstab-c
-c means coarse and that gives small tolerance in parameters without degrading the astab/rstab score
ie indicator length of 100 if it goes to 99 or 101 will not deteriorate this figure with coarse.

out in 60.98.
option to build excluding a long / short per day
ie GOLD Exclude Monday long.
Only recommended for advanced users

I will test this next week

In the next build, or perhaps currnet build, ability to over ride gsb automation auto exit if favorite b > x
I use this for big runs, where I want to keep managers open that had good results in fav B
This is in app settings.

In the next build macro to create families.
Once you have good number systems in fav B,
I run macro to set dates to all, create families, then add each member of the family to favouriteC. Then I walk forward these systems
that can all be done in one macro

Quote: Originally posted by meldinman

big time savers there. Was trying to create a macro like that for changing dates to all and create families. Will the macro include filter if Fav b > x?

this is how it will work. I have not tested it yet.
you could also add a wf of all the systems in fav C if you wanted too

This will be in the next release if it works

Quote: Originally posted by admin

Quote: Originally posted by meldinman   big time savers there. Was trying to create a macro like that for changing dates to all and create families. Will the macro include filter if Fav b > x? this is how it will work. I have not tested it yet. you could also add a wf of all the systems in fav C if you wanted too This will be in the next release if it works

Quote: Originally posted by admin

Quote: Originally posted by meldinman   big time savers there. Was trying to create a macro like that for changing dates to all and create families. Will the macro include filter if Fav b > x? this is how it will work. I have not tested it yet. you could also add a wf of all the systems in fav C if you wanted too This will be in the next release if it works

Quote: Originally posted by Bruce

Quote: Originally posted by admin   Quote: Originally posted by meldinman   big time savers there. Was trying to create a macro like that for changing dates to all and create families. Will the macro include filter if Fav b > x? this is how it will work. I have not tested it yet. you could also add a wf of all the systems in fav C if you wanted too This will be in the next release if it works When selecting family GD, I'm assuming those families VGD and XLNT are also captured in the Destination?

Next build will have updates to Ninja trader code, thanks to 2 GSB users

/////////////////////////////////////
//// N E W M E T H O D S ////////
/////////////////////////////////////

GSB_AveLessMedian
GSB_CloseLessPrevHighDLowDCloseD
GSB_CloseLessPrevR1
GSB_CloseLessPrevR2
GSB_CloseLessPrevR3
GSB_CloseLessPrevS1
GSB_CloseLessPrevS2
GSB_CloseLessPrevS3v2
GSB_CloseOverPrevHighDLowDCloseD
GSB_CloseToBollingerBands
GSB_CloseToHighLow9V2
GSB_CounterTrendHLv2
GSB_CounterTrendHL2v2
GSB_CounterTrendMedian
GSB_Kurtosis
GSB_LessCloseS1R1
GSB_LessCloseS2R2
GSB_LessCloseS3R3
GSB_Median
GSB_MedianBand
GSB_MedianOsc
GSB_PercentR
GSB_R1
GSB_R2
GSB_R3
GSB_S1
GSB_S2
GSB_S3
GSB_S1R1
GSB_S2R2
GSB_S3R3
GSB_S1R1LessClose
GSB_S2R2LessClose
GSB_S3R3LessClose

/////////////////////////////////////
//// F I X E D M E T H O D S ////
/////////////////////////////////////

GSB_CloseLessPrevHighD
GSB_CloseLessPrevHighDLowD
GSB_CloseLessPrevLowD
GSB_CloseOverPrevHighD
GSB_CloseOverPrevHighDLowD
GSB_CloseOverPrevLowD

////////////////////////////////////////////////////////////////
//// N E W M E T H O D S (For 03/02/2021 Delivery ////////
////////////////////////////////////////////////////////////////

AvgDeviation
CurrentOpenD (Code by ES)
GSB_AccumSwingIndex
GSB_CloseHdLDminusClose
GSB_CloseLessHighestHigh
GSB_CloseLessLowestLow
GSB_CloseLessOpenDBpv (Code by ES)
GSB_CloseLessPrevHighDPrevCloseD (Code by ES)
GSB_CloseOverHighestHigh
GSB_CloseOverLowestLow
GSB_CloseOverPrevLowDPrevCloseD (Code by ES)
GSB_CloseToBollingerBands
GSB_CloseToHighLow1V2
GSB_CloseToHighLow2V2
GSB_CloseToHighLow3V2 (Code by ES)
GSB_CloseToHighLow4V2 (Code by ES)
GSB_CloseToHighLow5V2
GSB_CloseToHighLow6V2
GSB_CloseToHighLow7V2 (Code by ES)
GSB_CurrDayOHLCFc
GSB_Decision5 (new function with new entry methods)
GSB_HighD
GSB_HighestHighDFc
GSB_HighestHighDLessClose
GSB_LowD
GSB_LowestLowDFc
GSB_LowestLowDLessClose
GSB_OpenD
GSB_SwingIndex

Just an update for the week,
The closeLessHighLowv3 systems are doing well.
Here is a screenshot of late.

The new Common WF turns out to be much harder than anticipated and is not working.
There is a likely improvement to closeLessHighLowv3 indicator coming.

I have spend a great deal of time testing things that show how robust a strategy is likely to be in the future.

Lots coming soon
common WF (to local machine, not cloud)
Custom parameters proof of concept is working
Most indicator miss-match fixed
Fixed SwingIndex and AccumSwingIndex
Fixed CloseToHighLow7 and CloseToHighLow8
Shown here is most common parameter WF.
It uses the most common row. This as a concept is highly experimental
A few minor bug fixes

Quote: Originally posted by Systemholic

Fixed CloseToHighLow7 and CloseToHighLow8 - That's great news Peter. I am using MC have been experiencing lot of mismatch whenever this 2 indicators appears in the systems. When will this build been release? tks.

March 12 2021
61.42 released

This has a partial implementation of custom parameters
the defaults for most indicators should be 2 to  200 with ratio 1.05
this gives 68 steps instead of 200
1 to 200 was the old default which is too fine.

other parameters have to small a range
mode can be step or ratio
hurst needs an even number of values, ie length 10 12 14 16...
so ratio cant be used
Im hoping this will increase GSB speed a little, and make WF better.
Limitations. max 200 combinations per indicator.
indicators with > 1 parameter cant yet have customer parameters.
IE bollengerband

Nearly all ts<>gsb matches are fixed
A number of other fixes and tweaks
has common wf (very experimental and I'm not convinces its a good idea)

There are new indicators coming in roughly 2 builds.
See here GSB_CloseToHighLow9V2 vs GSB_CloseToHighLow9V2.neg
THere is only 1 change in the code The + turned into a negative
This makes a dramatic change to the output.
On some other indicators, the change in output is tiny GSB_CloseToHighLow3V2.neg
Inidcators will end with .neg or . pos
If its not specified, its the opposite to the opposing pair that is specified.
If this is too hard to understand... it doesn't matter. Just use all the inidicators
The v2 (or greater means the version number)
there can be speed improvements, and much of the code has a tiny bug.
the "=" should not be there. THis makes a tiny difference though to trades overall
One other bug.
Most users are using GSB and TS on defaults. THats volume exported (up volume)
while we should use ticks (up&down volume)
GSB had a bug in ticks mode that's fixed in 61.58 onwards
This is significant for NQ systems as accumdist is used a lot in them, and this uses volume

You can see in the list how much better closetohighlow6neg is compared to closetohighlow6{pos}
I suspect negitves are better

Comming in a week or so
60.71
# in front of indicators not used
entry type in beginning of ts/mc/nt code
new inidcators, how many depends how they go in testing.
basically ClosetohighlowX(pos.neg)
highlow3,9lessclose
various modifications of accumtdist indicators. NQ systems are very dependent on volume
make your you export in ts.mc volume in ticks mode(up&down), not volume(up vol only)
redundant now, chaling, detrend and macd
use Chakingdiff, macddiff etc.
its now chakin(length1,length1+length2)
this won't give duplicates, is better for Genetic algorithm
wf parmaters for the 11 periods now added in wf code

Quote: Originally posted by admin

make your you export in ts.mc volume in ticks mode(up&down), not volume(up vol only)

Quote: Originally posted by bizgozcd

Quote: Originally posted by admin   make your you export in ts.mc volume in ticks mode(up&down), not volume(up vol only) Just to be clear, this only applies to NQ?

Just an update for the week.
Spent much of the week refining GSB, adding new features. IE you can highlight say all systems in family1, and it gives the average fitness of the cells you select.
Why I want this is I am moving towards looking at the out of sample results of the entire family, not just the best member. This implies the entire family is robust regardless of the settings.


The final release of custom parameters is a very big job. Issues like of a system is saved and loaded back into GSB, will the CP come with the system and or overwrite all the other CP.
IM fairly close to having my nasdaq methodology done. This is still a very big job as NQ is very similar - but harder than ES.
Im still awaiting new features in GSB ideally to finish NQ too
quite a number of small tweals to.
a # in front of indicators if none are selected

Quote: Originally posted by sb2020

I don't see closetohighlow3v2 in C:\GSB\Supplementary Scripts (TS & MC). where Do I get this file?

Under testing
Release of custom parmater build
this has 150 inidcators.
Some removed because they don't yet match gsb to ts.
what should be NOT USED IS
see red arrows.
orange likely best to remove but not critical
indicators with red arrows are redundant.

There will be a macro called load CP.1.0.62.03
this will load your custom parmaters.
I recommend to do this, but you will loose compatiiblty with old GSB systems loaded into new GSB. You can still load old GSB into new GSB, but just remove all the CP.

GSB and WF will work better with this CP parameter set.

Quote: Originally posted by admin

62.05 with cust parameter and fixed expiry is released. Trial users should get the update when they open GSB

Hola
Necestio que alguien me explique esta configuración de sesión? Es diferente unos días a otros. Esto se puede configurar en TradeStation?

Quote: Originally posted by Carl

Hi Peter, Just to inform you, indicator closeHDLDminusclosev2 is missing in GSB build 62.05. Thanks.

Im working on improvments to memory useage.
Just realized today, if we use center scaling and high low scaling, in theory this will double ram usage. In practise it will be less than double
Results are 99% the same, but center scaling is slightly better.


There is also going to be updates to resource manager.

If this settings is set to 1 minute, workers will be killed 1 min after jobs are complete.
This is going to free up ram. I looked at some of my workers, and some had up to 50,000 systems on them. Normally there is no reason to keep them at all on a worker side

Likely there will be more updates to RM that are optional.
Likely it will require re-registering RM. (now its 64 bit)
whats fixed in this build is kill worker if > x GB ram used, and the cyan line of all the workers ram totaled together.

Im not going to roll this out to all users, as its a lot of work to register all RM users.
These are not critical changes so no hurry for them

Quote: Originally posted by sfuser108

Peter Thank you for the build. Can you please help explain the usage of custom parameters? Or please point to the any section where someone who is new to this can read and understand the proper usage? Thanx

Quote: Originally posted by REMO755

Hello, AnyIndicatorCross method vs cross indicator. What is the difference ?