GSB Forums

GSB conversion to Ninja trader

admin - 19-6-2018 at 05:03 PM

Many users are keen to get GSB working on Ninja Trader
The steps will be as follows.
1 get gsbsys1es on your ts going. see this video.
2 compare the oscillators in TS vs NT. GSB/TS has great debug features to do this. GSB can write date, time, osc values, normalized osc values, result, secondary filter.
3 normalize the data, compare to GSB. This is in GSB_Norm2 function.
4 Build secondary filter
5 add result = osc1*osc2
6 add secondary filter (prev day close)
7 add buy if result >0 and Secondary filter >x
8 then compare trading results.
9 If that works then convert the other oscillators from GSB to ninja
10 Add other data normalization methods in GSB_Norm2
11 Add other entry types. ie cross over of result, two results in a row >x, one result >x

Its the first 8 steps are my main focus. The rest is just tweaking what we have.

NT users contributions to this would be great. I know TS well, but not NT


NinjaTrader Conversion Progress Update

JasonT - 23-8-2018 at 11:11 PM

Hi Peter and GSB users,

As discussed with Peter just now, good progress is being made on enabling GSB to output its strategies for NinjaTrader in the same way it is able to do now for TradeStation and MultiCharts.

The current focus is on compatibility with NinjaTrader8 rather than NinjaTrader7 or earlier versions. This is due to a difference in the underlying NinjaScript between version 8 and earlier versions.

Initially a sample GSB strategy is being converted from EasyLanguage to NinjaScript and compared to each other for consistency. This will be the basis of a template for GSB to natively output strategies to NinjaScript. To enable the GSB NinjaScript based strategies to work, a NinjaTrader8 AddOn is being created that contains the custom GSB functions required by GSB strategies. This will make NinjaTrader 'GSB literate'. These functions have already been created by Peter in EasyLanguage and are being converted to NinjaScript for inclusion in the NinjaTrader AddOn. GSB users will import the AddOn through the NinjaTrader Control Center.

There remains plenty of work to do, however solid progress has been made. I'll keep the forum updated as substantial progress is made.

Thanks to Peter for your support in this development effort, and for the excellent ongoing work on GSB and its growing functionality.

Cheers,

Jason.




2018-08-23.png - 87kB 2018-08-23 (1)_LI.jpg - 633kB Import Add On.JPG - 51kB

GSB conversion to Ninja trader

kelsotrader - 18-9-2018 at 12:13 AM

Great news on the progress.
I have Ninja Trader and an account with IB so am able to participate in the testing once the templet system is completed.
I am more or less working full time currently with GSB, TS and trading so have the time available.

admin - 18-9-2018 at 04:10 AM

Quote: Originally posted by kelsotrader  
Great news on the progress.
I have Ninja Trader and an account with IB so am able to participate in the testing once the templet system is completed.
I am more or less working full time currently with GSB, TS and trading so have the time available.

Great to hear. Jason, you might want to be in touch with Kelso trader when your holiday and internet permit.

JasonT - 22-9-2018 at 03:33 AM

Good news, will do.

Progress - Feb 2019

JasonT - 13-2-2019 at 05:11 AM

Hi folks,

its been a while between drinks however we've picked up the momentum again on the NinjaScript coding.

Right now we've taken an example strategy, mapped out all its dependent functions, and sub-functions, and their sub-functions (!) and are in the process of converting and testing those to ensure each function returns the same results in ninja as the do in TradeStation. (see attached)

We've converted the example strategy and so soon we'll put that all together to have a pilot GSB style strategy calling GSB functions, in NinjaTrader. Pretty exciting.

Once we get that working we'll work our way through the remaining functions then test for consistency between TradeStation and NinjaTrader.

Please note that we are working on coding for NinjaTrader 8 (current release) and have no current plans to re-code for earlier versions.

I'll share more info as we progress through the above development path.

image.png - 101kB

Progress - 1 Mar 2019

JasonT - 28-2-2019 at 08:58 PM

More than 100 hours of work has been performed over the past month to convert Tradestation Easy Language scripted functions to Ninjascript functions, and in such as way as it is easy for GSB users to add them to Ninjatrader and that they work with Ninjascript versions of GSB generated strategies. And excellent progress has been made.

While based on C#, Ninjascript doesn't always behave the same as C# and deciphering the difference and finding effective ways to work around Ninjascript's limitations has been frustrating, interesting and very time consuming. Also EL performs in unexpected and undocumented ways at times and so we've had to be creative in getting Ninjatrader to perform some unnatural acts.

We've tested each function used in the sample strategy mentioned in the prior post in both EL and Ninjascript to ensure they deliver the same output and so the strategy (and other functions that call them) receive the same input, then treat that input in the same way.

What we've achieved is a working GSB strategy for Ninjatrader 8. See attached screen shot.

Next steps include some further internal testing and alignment of that strategy output on both EL and Ninja. Although we've performed most of work on this already, we expect some work is still required to align chart times and session templates between TS and Ninja. We expect there to be variations between how the two platforms handle entries and exits that will have to be worked through.

Once this alignment work is complete we will then crack on with completing the remainder of the functions to support the full range that GSB strategies might use.

Finally we will finish off the general Ninjascript template to enable all the new GSB features to be captured in strategies that GSB creates.

So encouraging progress so far.

Once we've finished creating all the functions and we're ready for more testing, those of you who are interested will be welcome to submit strategies that they would like to see working in Ninja. We'll let you know when it's time for that.


2019-03-01.png - 122kB

admin - 1-3-2019 at 03:46 AM

Awesome work Jason. Is that GSBsys1ES?

JasonT - 1-3-2019 at 04:48 AM

Thanks Peter. No that's not GSBsys1ES, its a strategy we took from a GSB run about a month ago, in order to ensure we were using current EL functions. It was selected for its relative simplicity.

As you can see in the attachment below there are still some alignment issues to iron out as identified in the recent update.

Capture.JPG - 405kB

admin - 30-7-2019 at 08:46 PM

Thanks also to Jason and Matt, a lot of progress has been made with GSB & Ninja trader. This is now in the current job que.
Not working yet, but here is a screen shot





NinjaTrader.png - 192kB

JasonT - 29-11-2019 at 07:40 PM

Very excited to see the GSBLib AddOn compiling in NT8.

Great stuff. :smilegrin: :cool:

GSBLib AddOn.png - 76kB

admin - 29-11-2019 at 08:08 PM

Quote: Originally posted by JasonT  
Very excited to see the GSBLib AddOn compiling in NT8.

Great stuff. :smilegrin: :cool:


Would be able to do some very basic docs for GBS/NT.
word would do, then i cut and paste into the program that makes the help file.
Thanks for you & Matts work. Its been a big job and a long tome coming.
Its what I enjoy about the GSB community, a lot of people work together to do things that the individual cant do

JasonT - 29-11-2019 at 11:14 PM

Quote: Originally posted by admin  

Would be able to do some very basic docs for GBS/NT.


Yes can do. Will send via email.

See below an example of a random system working in Ninja. Start date is 2006 due to limited historic data from my provider.

2019-11-30 (7).png - 147kB

JasonT - 29-11-2019 at 11:16 PM

How to import a GSB system to NT8 drafted and sent via email.

admin - 30-11-2019 at 05:02 AM

This will be in the GSB docs by Tuesday or earlier. Big thanks to Jason & also Matt for there work with NT

JasonT - 30-11-2019 at 05:04 PM

Guides completed and sent through to Peter.

Some test systems built on GSB and exported to Ninja. See example below. :):)



GSB System for NT8.png - 53kB

Imported GSB System.png - 145kB

admin - 2-12-2019 at 01:18 AM

Documentation done by Jason is here :)
https://trademaid.info/gsbhelp/GSBNinjaTrader.html

REMO755 - 12-4-2021 at 03:47 PM

Hi I'm excited merchant GSB + Ninja.

I will dedicate the next few days to the test.
I have been a trader for 10 years in automated systems with NinjaTrader, in my champion curriculum with 128% accounts audited in one year, I am looking for a software that works for me, GSB is among my options, I will be active in the forum.

Greetings to the developers, good working tool, thank you.

REMO755 - 16-4-2021 at 03:41 PM

Hello,

Integration with Ninja8 when will it stop being beta?

Do you plan to improve the integration and evolution with Ninja8 in the same way as MC or TS?




admin - 16-4-2021 at 05:14 PM

Quote: Originally posted by REMO755  
Hello,

Integration with Ninja8 when will it stop being beta?

Do you plan to improve the integration and evolution with Ninja8 in the same way as MC or TS?




I think the main issue is new indicators that are released to the beta GSB users, lag in NT. Apart from that I think its fully functional. Currently there is a regular addition of new indicators most builds.

REMO755 - 17-4-2021 at 02:20 PM

Hello,


I follow the steps according to the guide and I have an error, what am I doing wrong?

Data downloaded with Exporter indicator



Datos descargados.JPG - 62kB







error data.JPG - 42kB

strategys.PNG - 113kB


Strategies never appear, I imagine the data is corrupt.



data.PNG - 19kB

REMO755 - 18-4-2021 at 02:04 PM

Hello,
Why is the position not closed at the end of the day?



EXITONCLOSE.PNG - 141kB

admin - 18-4-2021 at 06:42 PM

@remo, need to look via anydesk / teamviewer
I see a few issues
data that starts at 2019 only is totally useless. Its not enough data.
Likely your session time is not configured correctly for MOC to work
I have not worked on dax for years, but I think that 830 to 1500 central USA time with es as data2 830 to 1500
all 30 min bars will work best.
I would not recommend you start on dax. There is much less experience on this market. The next installer of gsb will be great on nq es ym on default settings






REMO755 - 24-4-2021 at 09:32 AM

Quote: Originally posted by admin  
@remo, need to look via anydesk / teamviewer
I see a few issues
data that starts at 2019 only is totally useless. Its not enough data.
Likely your session time is not configured correctly for MOC to work
I have not worked on dax for years, but I think that 830 to 1500 central USA time with es as data2 830 to 1500
all 30 min bars will work best.
I would not recommend you start on dax. There is much less experience on this market. The next installer of gsb will be great on nq es ym on default settings












I'm not getting results with the NT data.

I think all the settings are correct.

After Optimize the following exception appears.


Where is the problem? What am I doing wrong?


DATA NT 15 MINUTES.JPG - 103kB

CONTRATO.JPG - 240kB

PRICE DATA.JPG - 78kB

ERROR DATA.JPG - 26kB

erlendsolberg - 24-4-2021 at 11:43 PM

I have seen that error message when the data file already is in use by another program. Try to close the data file (note pad) and the Ninjatrader chart with Data Exporter Indicator attached.

REMO755 - 25-4-2021 at 02:16 PM

Thank you ErlendSolberg,

The bug was fixed.

REMO755 - 25-4-2021 at 02:30 PM

Hello,

How to solve a problem with the number format?



Problema.JPG - 297kB



The Holy Grail Appears !!

:no:









Santo Grial.JPG - 235kB

admin - 25-4-2021 at 05:07 PM

Quote: Originally posted by REMO755  
Hello,

How to solve a problem with the number format?







The Holy Grail Appears !!

:no:











the saying is if its too good to be true, it probably is.
My wild guess is you have data2 of es 30 that is shifted 1 hour earlier that the dax.
That was GSB gets to cheat by one hour. I cant tell more unless you give me anydesk / teamviewer access to see more.

REMO755 - 26-4-2021 at 03:37 PM

Hello,

What is the latest version of the NT library?

admin - 26-4-2021 at 04:37 PM

Quote: Originally posted by REMO755  
Hello,

What is the latest version of the NT library?


latest is GSB_NinjaScript_2021_03_14.zip

I have a GSB_NinjaScript_2021_04_26.zip but there are numerous bugs
with the newer pre-release NT indicators that you get when your a purchased user with the extra indicators (150 or so from memory)
Im keen to get these fixed soon, but I don't yet know when this will happen

REMO755 - 27-4-2021 at 03:57 AM

Quote: Originally posted by admin  
Quote: Originally posted by REMO755  
Hello,

What is the latest version of the NT library?


latest is GSB_NinjaScript_2021_03_14.zip

I have a GSB_NinjaScript_2021_04_26.zip but there are numerous bugs
with the newer pre-release NT indicators that you get when your a purchased user with the extra indicators (150 or so from memory)
Im keen to get these fixed soon, but I don't yet know when this will happen



Where is the file to download GSB_NinjaScript_2021_03_14.zip ?


admin - 27-4-2021 at 05:47 PM

@remo755
it will be here C:\GSB\Supplementary Scripts (TS & MC)
More work was done on NT this week, and GSB_NinjaScript_2021_04_26 is under testing now

REMO755 - 23-5-2021 at 06:50 AM

Hello,

Why don't scripts for NT8 appear?

Is this part now dependent on closed mode?

So now it's worse for those of us who have TD and NT.



nt8.JPG - 208kB

REMO755 - 23-5-2021 at 01:38 PM

Hello,

When importing the strategy in NT errors appear.

The library is not updated with indicators, why?

I found that quite a few flags are not in the library and are in the GSB-generated systems.

CloseToHighLow3v4 is not in the library and is the secondary filter,
AnyIndicatorCrossed currently does not support GSB "NinjaScript", etc.

if the files are not up to date, it would be nice to open a separate chapter for NinjaTrader and have the latest updates of compatible indicators and libraries, don't you think Peter?

NT library must go before GSB flags update for NT, GSB is now updated with flags the library does not have.

How is it possible to correct this?

Do you have a macro that updates the flags supported by the NT library?

Errores.JPG - 159kB

admin - 23-5-2021 at 04:15 PM

Quote: Originally posted by REMO755  
Hello,

Why don't scripts for NT8 appear?

Is this part now dependent on closed mode?

So now it's worse for those of us who have TD and NT.




likely this is set to easylanguage exit. cannot get not code if this is set.


elexit.png - 93kB

admin - 23-5-2021 at 04:20 PM

Quote: Originally posted by REMO755  
Hello,

When importing the strategy in NT errors appear.

The library is not updated with indicators, why?

I found that quite a few flags are not in the library and are in the GSB-generated systems.

CloseToHighLow3v4 is not in the library and is the secondary filter,
AnyIndicatorCrossed currently does not support GSB "NinjaScript", etc.

if the files are not up to date, it would be nice to open a separate chapter for NinjaTrader and have the latest updates of compatible indicators and libraries, don't you think Peter?

NT library must go before GSB flags update for NT, GSB is now updated with flags the library does not have.

How is it possible to correct this?

Do you have a macro that updates the flags supported by the NT library?



I'm going to pass this onto the programer, will get back to you when I hear.

admin - 24-5-2021 at 09:23 PM

Quote: Originally posted by REMO755  
Hello,

When importing the strategy in NT errors appear.

The library is not updated with indicators, why?

I found that quite a few flags are not in the library and are in the GSB-generated systems.

CloseToHighLow3v4 is not in the library and is the secondary filter,
AnyIndicatorCrossed currently does not support GSB "NinjaScript", etc.

if the files are not up to date, it would be nice to open a separate chapter for NinjaTrader and have the latest updates of compatible indicators and libraries, don't you think Peter?

NT library must go before GSB flags update for NT, GSB is now updated with flags the library does not have.

How is it possible to correct this?

Do you have a macro that updates the flags supported by the NT library?






When importing the strategy in NT errors appear. NO SURPRISE HERE IF USING BETA FEATURES. HE IS TRYING TO COMPILE SYSTEMS GENERATED BY GSB AND AS WE KNOW, NOT ALL INDICATOR VERSIONS ARE THERE. AND, NOT ALL INDICATORS IN GSB HAVE BEEN CODED. SINCE TRADESTATION IS THE PRIMARY PLATFORM GSB WAS AND IS DEVELOPED ON, THERE IS A LAG BETWEEN BETA INDICATORS BEING COMPLETED IN NINJATRADER.
The library is not updated with indicators, why? IT IS NOT AN AUTOMATIC PROCESS, A PROGRAMMER HAS TO WRITE AND TEST EACH INDICATOR.

I found that quite a few flags are not in the library and are in the GSB-generated systems. I THINK BY "FLAGS" HE MEANS THE INDICATOR SELECTION FLAGS IN GSB ( WHERE THE USER SELECTS WHICH INDICATORS TO INCLUDE FOR SYSTEM GENERATION).

CloseToHighLow3v4 is not in the library and is the secondary filter, THIS IS ONE OF THE THREE I AM CURRENTLY WORKING ON AND ITS VIP TO GET THIS.

AnyIndicatorCrossed currently does not support GSB "NinjaScript", etc. THIS HAS ALWAYS BEEN THE CASE. THE NINJATRADER SYSTEMS PRINT THIS LINE IN EACH SYSTEM WHEN THIS METHOD IS SELECTED AND USED FOR A SYSTEM IN GSB. AND, I DON'T BELIEVE YOU HAVE RELEASED TO BETA YOUR NEW AIC LOGIC YET. CROSS CAN BE USED INSTEAD. ITS GOOD BUT IN SOME CASES NOT QUITE AS GOOD AS AIC. WE ARE WORKING ON THIS.
if the files are not up to date, it would be nice to open a separate chapter for NinjaTrader and have the latest updates of compatible indicators and libraries, don't you think Peter? WHILE IT MIGHT BE NICE TO HAVE SEPARATE VERSIONS OR SEPARATE LOGIC PATHS (TRADESTATION & NINJATRADER). THIS WOULD TAKE A LOT OF TIME AND WOULD HINDER PROGRESS ON THE MANY OTHER TASKS YOU WOULD LIKE TO HAVE TIME TO DO.

NT library must go before GSB flags update for NT, GSB is now updated with flags the library does not have. I THINK HE IS SUGGESTING THAT WHEN GENERATING NINJATRADER SYSTEMS THAT GSB NOT ALLOW A USER TO SELECT INDICATORS THAT ARE NOT YET AVAILABLE IN NINJATRADER.

How is it possible to correct this? GSB IS UNDER CONTIUNAL DEVELOPEMNT, AND THERE IS OFTEN A NEW BUILD PER WEEEK (ROUGHLY) WITH NEW FEATURES AND BUG FIXES. (FOR BETA USERS)

Do you have a macro that updates the flags supported by the NT library? NO SUCH MACRO EXISTS.

PETER

REMO755 - 25-5-2021 at 01:30 AM

Hello,

Tell me where can I find the non-BETA GSB version and the NT library to make it work properly on NT.

I want to upgrade to the version to work with NinjaTrader, how do I get out of the beta version?

What is the right library to work with Ninja and where is it located?

Please, what steps should I follow to work with NT?

admin - 25-5-2021 at 01:38 AM

Quote: Originally posted by REMO755  
Hello,

Tell me where can I find the non-BETA GSB version and the NT library to make it work properly on NT.

I want to upgrade to the version to work with NinjaTrader, how do I get out of the beta version?

What is the right library to work with Ninja and where is it located?

Please, what steps should I follow to work with NT?

I need to speak to the programer about this. Likely wait for us to fix the NT code that's missing. Some but not all was fixed today.
The current build was released to get some greatly wanted features for numerous users, but not all the NT work was done. Thats caused you some problems. I apolgizie.

REMO755 - 25-5-2021 at 02:38 AM

ok, I will be waiting for news

admin - 28-5-2021 at 02:36 AM

Quote: Originally posted by REMO755  
ok, I will be waiting for news


Built out today via resource manager.
If your in beta tester mode with the extra indicators,
I think about There are 29 out of 151 indicators not done in NT yet

Trial users have I think it was 87 indicators

REMO755 - 28-5-2021 at 08:31 AM

Thank you very much Peter,

Work in NT is valued, progress is significant.

REMO755 - 25-6-2021 at 07:29 AM

Hello,

Scripts comes out with this version: int GSB_Scripts_Version = LibGSB.GSB_Scripts_2021_05_27;

Current version of the library:
GSB_NinjaScript_2021_06_15

Am I missing something?

What do I do to work with NT?

Errors arise.

error.JPG - 57kB

admin - 25-6-2021 at 05:04 PM

Quote: Originally posted by REMO755  
Hello,

Scripts comes out with this version: int GSB_Scripts_Version = LibGSB.GSB_Scripts_2021_05_27;

Current version of the library:
GSB_NinjaScript_2021_06_15

Am I missing something?

What do I do to work with NT?

Errors arise.



I hope to have this fixed next week. It will be fixed likely in two builds away.

REMO755 - 2-10-2021 at 11:08 AM

Hi there.

I started my adventure with GSB with great enthusiasm, after a while I can't say the same.


I bought my license because it advertises that GSB works with Ninja, I asked him by mail and he replied that GSB does the same on TS and NT.

After a long time I still can't use GSB + NT.

What can I expect from GSB + NT?

It does not offer any information on what works and what does not work. When I select NT a macro should configure what works, do you use macro for everything and for this? Is it the user who must break the neurons? What is the purpose of releasing an update if it doesn't work later? I do not understand this,

First you have to finish a product that works with NT and then sell it, now it has not been like that with me.

I can not say anything more.

admin - 4-10-2021 at 11:29 PM

Hi Remo
sorry your happy. NT is lagging TS & MC, but the next build has more NT updates in exit modes, and entries per day.
Just about everything works to my knowledge, not 100% sure on what indicators do and do not work.
One thing to watch in settings, is of exit is not set to GSB or NT, then nt code will not be an option. Please send me an email with the exact issues you have.
Also the exit modes are known to not work with NT fully, (they are not important in most but not all cases)


exits-nt.png - 145kB

irltrade - 7-10-2021 at 09:37 PM

I'm evaluating the trial version 1.0.62.77 / 2021-07-19 and I'm getting errors when using the ES30-AdvancedMode-On optimization template when trying to compile NinjaTrader using the strategy that it generated saying Type GSB_Decision7 not found in LibGSB and a few others.

I'm also seeing it saying to use a version from May and I have the June version of the LibGSB addon that I saw another user talk about.

Is this a known limitation with Ninjatrader at this time and this would work fine with TS or MC? If so, when is it planned to get NT fully supported? It's currently the only software I have access to.

admin - 7-10-2021 at 09:42 PM

Quote: Originally posted by irltrade  
I'm evaluating the trial version 1.0.62.77 / 2021-07-19 and I'm getting errors when using the ES30-AdvancedMode-On optimization template when trying to compile NinjaTrader using the strategy that it generated saying Type GSB_Decision7 not found in LibGSB and a few others.

I'm also seeing it saying to use a version from May and I have the June version of the LibGSB addon that I saw another user talk about.

Is this a known limitation with Ninjatrader at this time and this would work fine with TS or MC? If so, when is it planned to get NT fully supported? It's currently the only software I have access to.

Likely the trial version doesnt have the newer updates. Trial version updated every 3 months, but purchased version every week or two typically. There is a new NT version out next week I hope. I will get you a copy
The problem also might go away if exit modes are all disabled. This is one of the things worked in recently to fix for NT

exitmodes3.png - 333kB

irltrade - 12-10-2021 at 08:10 AM

Quote: Originally posted by admin  
Quote: Originally posted by irltrade  
I'm evaluating the trial version 1.0.62.77 / 2021-07-19 and I'm getting errors when using the ES30-AdvancedMode-On optimization template when trying to compile NinjaTrader using the strategy that it generated saying Type GSB_Decision7 not found in LibGSB and a few others.

I'm also seeing it saying to use a version from May and I have the June version of the LibGSB addon that I saw another user talk about.

Is this a known limitation with Ninjatrader at this time and this would work fine with TS or MC? If so, when is it planned to get NT fully supported? It's currently the only software I have access to.

Likely the trial version doesnt have the newer updates. Trial version updated every 3 months, but purchased version every week or two typically. There is a new NT version out next week I hope. I will get you a copy
The problem also might go away if exit modes are all disabled. This is one of the things worked in recently to fix for NT


I looked all over for "Exit Modes" and I don't see that option after verifying I had the view "Advanced Mode" turned on even though it seems like it's a well documented feature in the documentation. So, I'm not sure why it's not displaying under "Stops". There are also indicators it doesn't see that are erroring out during compile besides GSB_Decision7 when I tried commenting that out in the code. I suppose all of these errors would be fixed with the newer version.

admin - 12-10-2021 at 04:03 PM

Hi Iltrade,
I will email you the newest version in 24 hours. Its not well tested on NT

REMO755 - 25-11-2021 at 03:25 PM

Hello,

Why not solve something so simple?

When I select panel 1 NT, panel 2 must be configured with the options that are valid for NT.

It's simple logic, now select NT then move to NT, some things work, some don't, etc.

Because?

After using TS for a while, I have confirmed that NT is a much better platform than TS for automated systems. I think you and your programmer should spend more time on NT as it has made great strides, but it is still not enough.

Captura.JPG - 236kB

admin - 25-11-2021 at 03:34 PM

@Remo, I am happy to help but you have to be exact saying what doesnt work with NT, else I cant fix your issues.
We are working on a NT mode which will give you only features that work in NT. Some newer experimental features in beta mode will not work in NT.
We dont add the experimental features in NT till we are sure they work in producing better trading systems. If beta features dont work in producing better
systems then we tend to remove them. Any features in GSB have to be able to work on all platforms, and that also includes future platforms.
Some users asked for example setstopshare to be added. (TS / MC feature that adjusts stops according to position size.)
An excellent simple request but it was not added is most of the other platforms dont support this. So sometimes we make compromises.

REMO755 - 26-11-2021 at 01:00 PM

All indicators were collected.

The advances are significant.

Excessively slow optimizer

Could it be necessary to optimize your library? Somewhere the code that blocked too long.

Captura.JPG - 197kB

admin - 26-11-2021 at 04:06 PM

Quote: Originally posted by REMO755  
All indicators were collected.

The advances are significant.

Excessively slow optimizer

Could it be necessary to optimize your library? Somewhere the code that blocked too long.


I have experienced NT users who do not complain about this.
What sort of CPU do you have.
Please give very specific example of what you are doing and how long it takes.

REMO755 - 26-11-2021 at 06:46 PM

Hello,
Intel(R) Xeon(R) CPU E5-1650 v4 @ 3.60GHz 3.60 GHz

I only declare the inputs as public so I can optimize them, just that.

i1length = 117;

------------------------------------------------------------------------------------------

// Settings
// Platform: NinjaTrader8
// Script Mode: LiveTrading
// ID: 20211126-152407-065636-2PtTW
// Info: File Name Prefix: , Comment: , App Settings: DivisasMatinal.gsbappset, Opt. Settings: GC.30.Minute.0130-1230.EXCHANGE-Muybueno.gsboptset, Workplace Manager's ID: QMq5t9r8ZcT6ztAuG.20211126-222110-761842, Manager's GSB Version: 1.0.64.24 / 2021-05-11, Worker's Instance ID: ClLrxPiWbK0TBtjP8, Worker's GSB Version: 1.0.64.37 / 2021-11-15, Worker's Machine Name: PMTX-VM200
// Price Data: ES30: (Data1: NinjaTrader_Data\ES.1.Minute.Regular.CentralHora.txt (Mult.: 30, Session: "1300-1900 - EU-GC"))
// MaxBarsBack: 500
// Profits Mode: Currency
// Quantity: 1
// Quantity Mode: FixedShareContracts
// Glob. Start Date: 1900-01-01
// Glob. End Date: 2021-01-01
// Trading Dates: 1997-01-01 - 2018-01-01
// Trading Dates Mode: Trd
// Trading Nth Day: 1
// Trading Nth Day Mode: All
// Exit Stop Loss: 2000
// Exit Profit Target: 3000
// Exits Quantity Multiplied: False
// Exit Minutes:
// Exit Bars:
// Fitness Criteria: NetProfit * AvgTrade
// Entry Type: AnyIndicatorCrossed
// Commission: 2
// Slippage: 1
// Reports Commission: 2
// Reports Slippage: 1
// Commission Mode: TradePerSide
// Slippage Mode: TradePerSide
// Positions Allowed: LongAndShort
// Max. Entries per Day: 2
// Manager's GSB Version: 1.0.64.24 / 2021-05-11
// Worker's GSB Version: 1.0.64.37 / 2021-11-15

// Performance (full period)
// Fitness: 4,141,831.32
// Net Profit: 44,727
// Commission (in $): -2,898
// Drawdown: -5,979.5
// Avg Trade: 92.6
// Percent Profitable: 54.24
// Pearson: 0.883
// Profit Factor: 1.71
// Trades Count: 483
// Net Profit / -Drawdown: 7.48


#region Using declarations
using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Windows;
using System.Windows.Input;
using System.Windows.Media;
using NinjaTrader.Cbi;
using NinjaTrader.Gui;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Gui.SuperDom;
using NinjaTrader.Data;
using NinjaTrader.NinjaScript;
using NinjaTrader.Core.FloatingPoint;
using NinjaTrader.NinjaScript.Indicators;
using NinjaTrader.NinjaScript.DrawingTools;
using System.Xml.Serialization;
using NinjaTrader.NinjaScript.AddOns;
using System.IO;








#endregion

namespace NinjaTrader.NinjaScript.Strategies
{
public class GSB202111261524070656362PtTW : Strategy
{
// If the statement below does not compile, please import the latest script file from C:\GSB\GSB (Managers)\NinjaTrader8 Code\GSB_Scripts_2021_10_15.zip
int GSB_Scripts_Version = LibGSB.GSB_Scripts_2021_10_15;

// Inputs
int i1Data = 0;

double i1numAtrs = -1.5;
int i2Data = 0;
int i2stockLength = 21;
double i1Weight = 0;
double i2Weight = 0;
double entryParams = 0;
double stopLossCurrency = 2000;
double stopLossCurrencyEntryCheckRatio = 1;
double profitTargetCurrency = 3000;

// Variables
string id = "20211126_152407_065636_2PtTW";
string debugScriptPath = @"C:\GSB\Data\Debugs\20211126_152407_065636_2PtTW.nt8.mgr.bktst.txt";
int dateYmd = 0;
int timeHms = 0;
int timeHm = 0;
bool isSessionOpen = false;
bool hasBarsRequiredToTrade = false;
int nthDay = 1;
DateTime lastDate = DateTime.MinValue;
int daysCount = 0;
int weekDay = 0;
double result = 0d;
double sfResult = 0d;
int decision = 0;
int sfDecision = 0;
LibGSB.GSB_EntriesToday entriesToday = new LibGSB.GSB_EntriesToday(2);
int BSE = 1;
double zs = 0.0000000001;
DateTime? entryTime = null;

// Indicators variables
LibGSB.KeltnerChannel i1;
double v1;
List l1;
LibGSB.GSB_Norm4 n1;
double vn1;
double vCross1;
LibGSB.Stochastic i2;
double v2;
List l2;
LibGSB.GSB_Norm4 n2;
double vn2;
double vCross2;
LibGSB.GSB_Cross2 cross1;
LibGSB.GSB_Cross2 cross2;
LibGSB.GSB_DecisionCross2 decI;

// Methods
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"";
Name = "GSB202111261524070656362PtTW";
Calculate = Calculate.OnBarClose;
EntriesPerDirection = 1;
EntryHandling = EntryHandling.AllEntries;
IsExitOnSessionCloseStrategy = true;
ExitOnSessionCloseSeconds = 30;
IsFillLimitOnTouch = false;
MaximumBarsLookBack = MaximumBarsLookBack.TwoHundredFiftySix;
OrderFillResolution = OrderFillResolution.Standard;
Slippage = 0;
StartBehavior = StartBehavior.WaitUntilFlat;
TimeInForce = TimeInForce.Gtc;
TraceOrders = false;
RealtimeErrorHandling = RealtimeErrorHandling.StopCancelClose;
StopTargetHandling = StopTargetHandling.PerEntryExecution;
BarsRequiredToTrade = 500;
// Disable this property for performance gains in Strategy Analyzer optimizations
// See the Help Guide for additional information
IsInstantiatedOnEachOptimizationIteration = true;

i1length = 117;


}
else if (State == State.Configure)
{
// Extra data series

}
else if (State == State.DataLoaded)
{
// Indicators initialization
i1 = new LibGSB.KeltnerChannel(i1length, i1numAtrs);
l1 = new List();
n1 = new LibGSB.GSB_Norm4(100);
i2 = new LibGSB.Stochastic(i2stockLength);
l2 = new List();
n2 = new LibGSB.GSB_Norm4(100);
cross1 = new LibGSB.GSB_Cross2(i1Weight);
cross2 = new LibGSB.GSB_Cross2(i2Weight);
decI = new LibGSB.GSB_DecisionCross2();
}
}

protected override void OnBarUpdate()
{
if (BarsInProgress != 0)
{
return;
}

// Date YMD, Time HMS, and Day of week
dateYmd = ToDay(Time[0]);
timeHms = ToTime(Time[0]);
timeHm = int.Parse(Time[0].ToString("HHmm"));
weekDay = (int)Time[0].DayOfWeek;

// Is-Session-Open
isSessionOpen = (weekDay == 1 && timeHm > 1300 && timeHm < 1900) || (weekDay == 2 && timeHm > 1300 && timeHm < 1900) || (weekDay == 3 && timeHm > 1300 && timeHm < 1900) || (weekDay == 4 && timeHm > 1300 && timeHm < 1900) || (weekDay == 5 && timeHm > 1300 && timeHm < 1900);

// BarsRequiredToTrade (MaxBarsBack)
hasBarsRequiredToTrade = CurrentBars.All(cb => cb >= BarsRequiredToTrade);

// Calculate indicators
v1 = i1.Calc(CurrentBars[i1Data], Highs[i1Data], Lows[i1Data], Closes[i1Data]);
v2 = i2.Calc(CurrentBars[i2Data], Highs[i2Data], Lows[i2Data], Closes[i2Data], "SlowK");

// Calculate norm indicators
l1.Insert(0, v1);
vn1 = n1.Calc(CurrentBars[i1Data], l1, 13);
l2.Insert(0, v2);
vn2 = n2.Calc(CurrentBars[i2Data], l2, 13);

// Calculate result and decision
vCross1 = cross1.Calc(vn1);
vCross2 = cross2.Calc(vn2);
decision = decI.Calc(vCross1, vCross2, 0, 0, 0, 2, 6000);

// Exit Stop Loss
SetStopLoss(CalculationMode.Currency, stopLossCurrency);

// Exit Profit Target
SetProfitTarget (CalculationMode.Currency, profitTargetCurrency);

// Entry-filter check
if (true
&& (timeHms >= 130000 && timeHms <= 190000)
&& isSessionOpen
&& hasBarsRequiredToTrade)
{
// Buy/Sell
if ((decision == 1 || decision == 2))
{
if (entriesToday.Check(Time[0].Date))
{
if (Position.MarketPosition == MarketPosition.Flat)
{
EnterLong(1, "Long Entry");
entriesToday.Update(Time[0].Date);
}
else if (Position.MarketPosition == MarketPosition.Short && BarsSinceEntryExecution() > BSE)
{
EnterLong(1, "RevToLong");
entriesToday.Update(Time[0].Date);
}
else if (Position.MarketPosition == MarketPosition.Long && BarsSinceEntryExecution() > BSE)
{
EnterLong(1, "AddOnLong");
}
}
else
{
ExitShort("SX-Short Exit", string.Empty);
}

}
else if ((decision == -1 || decision == 2))
{
if (entriesToday.Check(Time[0].Date))
{
if (Position.MarketPosition == MarketPosition.Flat)
{
EnterShort(1, "Short Entry");
entriesToday.Update(Time[0].Date);
}
else if (Position.MarketPosition == MarketPosition.Long && BarsSinceEntryExecution() > BSE)
{
EnterShort(1, "RevToShort");
entriesToday.Update(Time[0].Date);
}
else if (Position.MarketPosition == MarketPosition.Short && BarsSinceEntryExecution() > BSE)
{
EnterShort(1, "AddOnShort");
}
}
else
{
ExitLong("LX-Long Exit", string.Empty);
}
}
}

}

protected override void OnOrderUpdate(Order order, double limitPrice, double stopPrice, int quantity, int filled, double averageFillPrice, OrderState orderState, DateTime time, ErrorCode error, string comment)
{
switch (order.Name)
{
case "Long Entry":
case "Short Entry":
case "RevToLong":
case "RevToShort":
case "AddOnLong":
case "AddOnShort":
switch (orderState)
{
case OrderState.Filled:
entryTime = time;
break;

case OrderState.Initialized:
entryTime = null;
break;
}
break;
}
}



#region Properties


[NinjaScriptProperty]
[Range(1, int.MaxValue)]
[Display(ResourceType = typeof(Custom.Resource), Name="i1length", Description="i1length", Order=0, GroupName="NinjaScriptStrategyParameters")]
public int i1length
{ get; set; }




#endregion

}
}













// Hash (DO NOT CHANGE)
// In order to restore the system that generated this script, save the full script as a .gsbscript file and load it from GSB (just like .gsbsystem and .gsbsystemz files).
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Captura.JPG - 197kB




admin - 29-11-2021 at 04:53 AM

@REMO755, how long does that take?

Flyloopz - 29-11-2021 at 12:26 PM

Hi REMO,
I notice it appears to take about 10 minutes time to run 31 iterations of 30Minute bars for Jan 1, 2021 thru current in the strategy analyzer. If I set up a workspace in NT similar to that and add a GSB strategy, I can then hit F5 "Refresh NinjaScript" and that whole refresh completes in about 1 second or less. But based upon the Strategy Analyzer screen progress bar you show that takes about 20 seconds per iteration so 20 times longer than the F5 refresh. I would guess you likely also have the 1 second refresh time. Therefore, my conclusion is it is Strategy Analyzer where the issues are and not with the GSB strategy. I have doubts NinjaTrader will be responsive to improving this right away. Myself, I don't use the Strategy Analyzer at all. Even when it runs, I question the results. I have better luck manually changing the parameters and refreshing.

Here are a couple NinjaTrader Forum links where users were having issues running Strategy Analyzer and NinjaTraders suggestions and recommendations:

https://ninjatrader.com/support/forum/forum/ninjatrader-8/pl...

https://ninjatrader.com/support/forum/forum/ninjatrader-8/st...

FYI, Jim

REMO755 - 29-11-2021 at 02:58 PM

Quote: Originally posted by Flyloopz  
Hi REMO,
I notice it appears to take about 10 minutes time to run 31 iterations of 30Minute bars for Jan 1, 2021 thru current in the strategy analyzer. If I set up a workspace in NT similar to that and add a GSB strategy, I can then hit F5 "Refresh NinjaScript" and that whole refresh completes in about 1 second or less. But based upon the Strategy Analyzer screen progress bar you show that takes about 20 seconds per iteration so 20 times longer than the F5 refresh. I would guess you likely also have the 1 second refresh time. Therefore, my conclusion is it is Strategy Analyzer where the issues are and not with the GSB strategy. I have doubts NinjaTrader will be responsive to improving this right away. Myself, I don't use the Strategy Analyzer at all. Even when it runs, I question the results. I have better luck manually changing the parameters and refreshing.

Here are a couple NinjaTrader Forum links where users were having issues running Strategy Analyzer and NinjaTraders suggestions and recommendations:

https://ninjatrader.com/support/forum/forum/ninjatrader-8/pl...

https://ninjatrader.com/support/forum/forum/ninjatrader-8/st...

FYI, Jim



Hello,

In this I totally disagree with you.

Strategy Analyzer 4 times faster than TS in any strategy.

Also, this only happens when you optimize a GSB strategy parameter.

What do you mean by questioning the strategy analyzer data, I don't understand this?




12r interacciones.JPG - 84kB

4 seconds 125 interactions

At TS you can sit down and have a red wine.

31 GSB strategy interactions 8 minutes, the problem is not the optimizer, I think the code stops at some point in the library path.


Great strides are being made in gsb + nt integration, why can't something need to be improved?


Flyloopz - 30-11-2021 at 12:53 AM

Hi Remo,

I am going to do some additional testing and will post back when I have those results. As far as questioning the Strategy Analyzer, some time ago when testing Strategy Analyzer, if I noted the results of a certain parameter set and plugged those parameters back into my strategy and then ran a backtest of that strategy. If I recall correctly, the results did not match the results Strategy Analyzer reported for those identical parameters. Anyway, I don't recall the details of what I was testing at the time. This is easy to check of course.

Jim

REMO755 - 30-11-2021 at 04:17 PM

Quote: Originally posted by Flyloopz  
Hi Remo,

I am going to do some additional testing and will post back when I have those results. As far as questioning the Strategy Analyzer, some time ago when testing Strategy Analyzer, if I noted the results of a certain parameter set and plugged those parameters back into my strategy and then ran a backtest of that strategy. If I recall correctly, the results did not match the results Strategy Analyzer reported for those identical parameters. Anyway, I don't recall the details of what I was testing at the time. This is easy to check of course.


Hello,

Too easy,

1) take the GSB code and optimize the parameter ---- 31 interactions
2) Take a strategy and optimize 2 parameters --- 125 interactions.


CONCLUSIONS:

1) GSB code> 8 minutes = 31 interactions
2) NT code <0.004 seconds = 125 interactions

Something is possible to improve in the library, I suppose?


I have been using NinjaTrader for many years, I have never seen what you say, I have managed capital with NinjaTrader, I have never had problems as you say.

Jim


Hello,

Too easy,

1) take the GSB code and optimize the parameter ---- 31 interactions
2) Take a strategy and optimize 2 parameters --- 125 interactions.


CONCLUSIONS:

1) GSB code> 8 minutes = 31 interactions
2) NT code <0.004 seconds = 125 interactions

Something is possible to improve in the library, I suppose?


I have been using NinjaTrader for many years, I have never seen what you say, I have managed capital with NinjaTrader, I have never had problems as you say.

I should try it first and then your opinion, don't you think?

admin - 30-11-2021 at 09:53 PM

Any other NT users going to comment on this? I have had no other users ever complain about this issue
GSB code could be slower as all indicators are normalized, but that should not be of the magnitude of 0.004 seconds to 8 minutes

Flyloopz - 7-12-2021 at 10:53 AM

Hi Remo,

I am still working on this. I have tried a few things that NT recommends with no improvement. There is a difference with GSB and now I will try to see if I can identify a cause with some debugging work.

FYI,
Jim

B.Wooster - 4-9-2022 at 10:11 PM

Hello NinjaTrader enthusiasts,

Running GSB 1.0.64.80 (2022-04-09) I have restricted the indicator set to only those 72 that are Ninja compatible.

I am generating strategies, but there is no Ninja code. I'm only seeing TS and MC script. Any ideas how to fix this?

For exits, I have MOC=False, Exit on Close Mode = GSB, MOC On Losing Position = False, and MOC on CloseD(1) = False.
I also tried it with Exit On Close Mode = NinjaScript, but still got no script output.

I saw a mention that some optimization settings were not compatible with NinjaScript. Could someone let me know which ones specifically to adjust?

Thank you!

admin - 5-9-2022 at 12:06 AM

@B.Wooster
under tools, target platform try and set output to NT
what you tried should have worked, as long as exit on close mode was not set to TS

B.Wooster - 5-9-2022 at 01:31 AM

> under tools, target platform try and set output to NT

Thanks, that worked.

REMO755 - 20-4-2023 at 02:01 PM

Hello,
How is working with NT?
Where is the latest version?

admin - 20-4-2023 at 06:35 PM

Remo,
do you have GSB resource manager running?
latest version is 65.56
NT features are improving but lagging TS and MC

REMO755 - 21-4-2023 at 02:16 AM

Hello,

Do all 3 modes work?

Cross
AnyIndicatorCross
compare 2



What indicators work?

List of indicators that work with NT8?


In the past I wasted a lot of time and could never do anything.


Thank you.

admin - 21-4-2023 at 05:53 PM

@remo,
all indicators state if they work with ts mc / nt
you will have to go through and check each one.
see this
The list of indicators changes a lot regularly in that more are added, and missmatch issues are fixed.
A great deal of time has gone into this for the last 2 months. I have a full time programmer dedicated to this task.
Apologies but NT platform work is done after TS/MC and has lagged more than I would have liked.

nt-support.png - 161kB

REMO755 - 21-4-2023 at 07:08 PM

Hello,

You always say that everything is fine with NT but there are always bugs.

Elementary errors appear from the very beginning.

How do I resolve the usage policy issue?



Captura.JPG - 201kB

admin - 23-4-2023 at 09:13 PM

@REMO755, I will ask the NT programmer about this.
did you load GSB_NinjaScript_2022_06_22
its in c:\gsb\Supplementary Scripts (TS & MC)\

admin - 23-4-2023 at 09:41 PM

@REMO755, I will get the NT support person to contact you.

erlendsolberg - 21-11-2023 at 06:58 AM

Hi

I am trying to compile a ninjasript, but I believe I am missing the latest Ninjatrader library. The generated code says:

// If the statement below does not compile, please import the latest script file from C:\GSB\Supplementary Scripts (TS & MC)\NinjaTrader8 Code\GSB_Scripts_2023_10_18.zip int GSB_Scripts_Version = LibGSB.GSB_Scripts_2023_10_18;

The zip-file is not present in the folder mentioned above, even though I am running the latest manager. Can I dowload the file somewhere?




admin - 21-11-2023 at 03:55 PM

@erlendsolberg
here
it should be in c:\gsb\Supplementary Scripts (TS & MC)

there are a number of NT fixes in the next build with lots more to come


Attachment: Login to view the details


REMO755 - 12-2-2024 at 04:49 PM

Quote: Originally posted by admin  
@erlendsolberg
here
it should be in c:\gsb\Supplementary Scripts (TS & MC)

there are a number of NT fixes in the next build with lots more to come


Hello,

When will Ninja work with GSB?

It never worked.

Is the usage directive missing? What is this?

error.JPG - 177kB

admin - 12-2-2024 at 05:33 PM

@remo755
I think it is saying it isn't finding those indicators, so it sounds like the NT code has not been installed and compiled. If they are compiled, they should show up in the indicators list where he would add any indicator to a chart. But, they do not need to be added to the chart. That is just where anybody could confirm if they are there or not.

GSB_NinjaScript_2023_07_21 needs to be loaded