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admin - 29-12-2019 at 11:45 PM

I am going to store here the following.
GSB code for TS/MC/NT
Updates 2021-Aug 6
This file should be in c:\gsb and or C:\GSB\Supplementary Scripts (TS & MC) in the

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Update feb 27 2023
Latest files used for nq es ym systems. Please unzip them and put them in
C:\GSB\Data\Settings\Macros\NQ.YM.ES\
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I think users should not need to download these, as there were in the gsb installer file.

June 8 2021
Macros and data file for building ES/YM/NQ day trading systems
and ES long only swing systems. Not tested so might have issues.
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docs are here
https://trademaid.info/gsbhelp/BuildingSP500swingsystems.htm...

Macros and data for building gold systems. (all of this is in GSB_automation)
run the batch file install-into-GSB.bat to install.
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You still need to link the m1... macro buttons to the macro files

GSB_NinjaScript_2021_08_04 update. New NT functions and fixes
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Files used for two pass automation are here
Macros for 48.460 2 pass command line method

unzip and put in c:\gsb\data\settings\macro

Here is the macros and data file for the crude oil video made on 20200522 https://www.youtube.com/watch?v=QYg5eH2Q1_s
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Note there are two versions of macro1.
one will do stats till only 20191231 and the other till 20200407
There is merit to keeping some data out of sample
Macro1 does the stats
Macro2 puts dates back to 20180228. Needed to create families after m1 has changed the dates
Macro5 makes changes to go from indicator stats to building systems
Macro6 has the setup to do indicator testing.

The macros used for
1) market validation.
2) the correct settings for indicator selection.

Will upload as soon as the GSB version with macro settings-full is complete.

Macros for Crude oil 20120324.
These include using dates 20190228+ for stats GH
I left 2020 off in the entire build process very deliberately
and if you dont do this, you have zero out of sample.
(3 months out of sample in extreme volatility is not great either)
Always nice to have large un-seen period to validate what you do.
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Macro1. Build 50,000 systems
Macro2. Change dates to 2015.6.30. Nth setting not altered
Macro3. perform stats.
20000101 to 20150630 into stats A/B
20150701 into stats C/D
20180228 to 20190219 into Stats E/F
Macro5 Top Astab-c Into fav D from WF tab
Macro6 Top Vss Into fav D from WF tab

There is a tiny change to Macro3 of recent (Jan 29 2020), but its not significant.
Mistake in that stats C,D were swapped. Not sure what users had this variant
and tiny other change that wont affect M3 results, but was needed if you do a WF with other bar intervals at a late stage.

Macro11 (group2 M5) Change dates to 2015.6.30. then Top Astab-c Into fav D from WF tab
Macro12 (group2 M6) Change dates to 2015.6.30. Top Vss Into fav D from WF tab
Macro13 (group3 M1) settings needed to find top secondary filters on crude oil.
Macro14 (group3 M2) settings needed to build crude oil systems.
See this for more details on CL.
https://trademaid.info/gsbhelp/Crudeoilmethodology.html

To come
Macro to set all settings except data streams to build 50k systems
This is for S&P500. Crude oild for example needs compare2 entry type, not crossoverdualEntry

Macro to make top 9 indicators

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admin - 14-1-2020 at 12:42 AM

New eld's & NT files for 56.45 (under testing) and older versions of GSB is above

admin - 28-1-2020 at 07:12 PM

New macros are updated above.
Note if you have run macro m5 or m6, you should run m2 before m3
The need to do this is resolved by running m11 & m12 (group2 macros M5 M6)
the new M5 M6 macros are just M2 added at the start of M5 M6

New ELD for GSB 56.70 is included.
Lots of experimental indicators in this. Likely most will get removed when we have a consensus of what works and what doesnt work.
Only available for Alpha testers.
see this post.

The new ELD is included in the 56.70 build.

petrfin - 1-2-2020 at 10:44 AM

Hello Peter,
I am trying to replicate the macro sequence. But I run into the problem that macro3 requires data in Favorites D, but I do not have any data there.

Macro 1 only fills Favorites A.

Macro 2 then changes dates.
What macro should put data into Favorites D?
P

admin - 2-2-2020 at 04:12 PM

Quote: Originally posted by petrfin

Hello Peter,
I am trying to replicate the macro sequence. But I run into the problem that macro3 requires data in Favorites D, but I do not have any data there.

Macro 1 only fills Favorites A.

Macro 2 then changes dates.
What macro should put data into Favorites D?
P

I dont use a macro for this, but there is no reason why you couldnt make one.
Go to the WF tab, select all (control A)
then add to favorites.

admin - 12-2-2020 at 07:11 PM

new eld. has gsbaccum functions. 2020_02_13
Alpha users who need gsbaccumvolume, i think can rename there mc / ts code to GSB_accumDistClose.
There is a mistake in this ts & gsb code, and it will be GSB_accuumNoVolume in the future.
This works a little differently
See top of thread for eld.

Invalid GSB Macro Files?

OUrocketman - 29-2-2020 at 11:11 PM

Peter,

I am running GSB 56.95 and am encountering "invalid GSB macro file " whenever I try to load the macros?

Is there something awry with my setup or are these files out of sync with the latest GSB builds?

Also, do the macros posted in the repository have dependency files or should they work on their own. Thank you in advance for your help! Hope you are well.

admin - 1-3-2020 at 03:41 PM

Quote: Originally posted by OUrocketman

Peter,

I am running GSB 56.95 and am encountering "invalid GSB macro file " whenever I try to load the macros?

Is there something awry with my setup or are these files out of sync with the latest GSB builds?

Also, do the macros posted in the repository have dependency files or should they work on their own. Thank you in advance for your help! Hope you are well.

I think I have seen that error when i start gsb. Dont think it matters. But it implies one macro file is not correct. I would ignore it as long as the macros work. There are no dependency files needed. However it sounds like they are not working at all?
If so email me teamviewer details & I will fix

admin - 4-3-2020 at 12:12 AM

Crude oil macros
macro 13 for choosing top secondary filters.
macro 14 for building 50,000 CL systems.
See top of post for the files.

not complete docs are update later today.
https://trademaid.info/gsbhelp/Crudeoilmethodology.html

admin - 6-3-2020 at 11:40 PM

there are bugs in macros 14,15,16
fix on monday
time wrong 900 instead of 10,00
entrycross on if your in beta tester mode.
2 volume inidcators on if your in beta tester mode.
nth day not set to 80 (was 1)

admin - 24-3-2020 at 12:18 AM

macros for CL updated. See top of thread.
Note that macros now doing 2019+ . This scares be a bit as it gives uses too much chance to look at current results early in the build process.
More chance of curve fitting.

CL now finished, but still will need tweaks.
https://trademaid.info/gsbhelp/Crudeoilfastrevisedmethodolog...

admin - 12-4-2020 at 08:44 PM

Added GSBsys1es_v1.21
It has support for micro ES contracts.
Profit target code that should stop exit limit order being rejected as its too far from the market. (not tested in live environment)
Exits coded rather than use setexitonclose so exits work reliablly on Tradestation brokerage account.
After 3 years the code parameters have never been touched, and I dont recommend this be done either. (I couldn't improve it regardless)
In the private forum soon
GSBsys1ES_v1.30_lite version (version 1.30). (in private forum only) This filters out some trades. The goal is to have a little less out of sample profits
And significantly less drawdown. This was tested out of sample on this code from 1.1.200 to 1.1.2001 and on GSBSYS2es with good results.

Added new NT code with some bug fixes in GSB_NinjaScript_2020_04_06

admin - 26-5-2020 at 10:50 PM

see top of this thread
20200527. New ELD for TS/MC
These did NOT make it in time for the auto updates via RM.
Attachment: GSB_SCRIPTS_2020_05_06+WITHUPDATEDGSBSYS1ES_V1.21.ELD (764kB)

admin - 27-5-2020 at 11:10 PM

user John has been kind enough to document much of the last CL video.
There may be a few tweaks to come.
https://trademaid.info/gsbhelp/CLVideoInstructions.html

admin - 17-6-2020 at 11:06 PM

at top of thread, 20200618 extras. Has 2 missing functions CloseminusLowClose&highClose & some pivot codes that will be in a future version of GSB
Only needed for beta users who are using the 100 indicators

RandyT - 18-6-2020 at 07:11 AM

Quote: Originally posted by admin

user John has been kind enough to document much of the last CL video.
There may be a few tweaks to come.
https://trademaid.info/gsbhelp/CLVideoInstructions.html

Peter, I only see a link to the Youtube video on this page. Was there some other content that was to be posted there?

bizgozcd - 18-6-2020 at 07:39 AM

Hello Randy,

Use the navigation pane on the left and open up the subdirectories and you'll see the instructions.

Many thanks to user John for creating and sharing it. It was extremely helpful.

admin - 18-6-2020 at 08:35 PM

Quote: Originally posted by bizgozcd

Hello Randy,

Use the navigation pane on the left and open up the subdirectories and you'll see the instructions.

Many thanks to user John for creating and sharing it. It was extremely helpful.

Not sure if I said, but the content was fixed up as there were significant mistakes in the indicator pass method in this document. A big thanks regardless to John who put the time and effort in

admin - 9-7-2020 at 11:28 PM

Updates to code at top of thread
GSB_SCRIPTS_2020_06_22C+WITHUPDATEDGSBSYS1ES_V1.21
Includes averageUpmove/downmove, rocket rsi, percentR

RocketRSI not yet going in GSB

admin - 11-7-2020 at 05:12 AM

at top of thread, a few more of the unpublished functions for users using the 100+ indicators
GSB_SCRIPTS_2020_06_22D+WITHUPDATEDGSBSYS1ES_V1.21.ELD

also the macros used in GSB automation 58.47 build

admin - 21-9-2020 at 07:05 PM

GSB_NinjaScript_2020_09_21 update. New NT functions and fixes
see top of thread
This will be in the next release of GSB which also has some fixes for NT new functions

admin - 8-4-2021 at 12:39 AM

new eld , which should be in the next beta release
New inidcators that may be released are included
GSB_SCRIPTS_2021_4_6+WITHUPDATEDGSBSYS1ES_V1.21.ELD
see top of this post

admin - 23-4-2021 at 01:41 AM

GSB_SCRIPTS_2021_04_23+WITHUPDATEDGSBSYS1ES_V1.21.ELD
This file should be in c:\gsb and or C:\GSB\Supplementary Scripts (TS & MC) in the next build. 62.15. Not released yet)
See top of thread to download it.

REMO755 - 1-5-2021 at 10:28 AM

Hello,

Where is --- CustomParamaters_20210415?

Where is --- NQ30-AdvancedModeOn.gsboptset?

Where are the 150 indicators that you talk about in the guide? I only have 82 indicators.

I am trying to do examples following the guide and then the files are missing, why are the files missing?

Is it an automatic download or how should I get the latest updates, files, indicators, etc.?

portfolioquanttrader2020 - 5-5-2021 at 02:21 PM

I have passed the WFO to a system and it does not appear on the graph

admin - 5-5-2021 at 04:01 PM

Quote: Originally posted by portfolioquanttrader2020

I have passed the WFO to a system and it does not appear on the graph

the graph shows the number of wf being done.
Very useful in the old days when we did 100's of WF. We do few now.

you need to click on the graph tab, not wf graph

portfolioquanttrader2020 - 5-5-2021 at 10:44 PM

You're right Peter.
Using the NTH Mode, can the WFO be performed? Because if I set 100 in sample, where would the out of sample be?

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

Quote: Originally posted by portfolioquanttrader2020

You're right Peter.
Using the NTH Mode, can the WFO be performed? Because if I set 100 in sample, where would the out of sample be?

best not to do wf with nth used.
make it all.
You have enough that was out of sample earlier

admin - 28-5-2021 at 02:33 AM

May28 2021 update
New eld and NT scripts 2021-05-2x
There are in gsb 62.48 released today
There are 3 new nt scripts
fix for close.neg now gsb_close.neg in ts

Files at top of thread.

admin - 4-6-2021 at 07:52 PM

June 5 2021
https://trademaid.info/gsbhelp/BuildingSP500swingsystems.htm...
at top of repository data and macros for ES/YM/NQ systems and swing trading ES long only systems

admin - 8-6-2021 at 05:14 AM

June 8 update. Correction to files for building es long only systems.
Data es file and macros now included. See top of thread

asobi - 8-7-2021 at 12:44 AM

Hi Peter, the GSB_SCRIPTS_2021_6_19b seems not in the push updates. Would you mind to have a copy here, please?

Thanks!

admin - 8-7-2021 at 07:55 PM

Quote: Originally posted by asobi

Hi Peter, the GSB_SCRIPTS_2021_6_19b seems not in the push updates. Would you mind to have a copy here, please?

Thanks!

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cico - 6-9-2021 at 12:41 PM

Hi Peter, my YM data seems not to work properly while building systems, would you mind, please, to add yours here as well? Many thanks.

admin - 7-9-2021 at 01:33 AM

Quote: Originally posted by cico

Hi Peter, my YM data seems not to work properly while building systems, would you mind, please, to add yours here as well? Many thanks.

Here is ym 830 to 1500, not 830 to 1515

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