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GSB free systems, what was the out of sample results like??

admin - 12-10-2017 at 05:47 PM

youtube video for beginners how to get and install these systems.
https://youtu.be/UNAEy1wYgho

The S&P500 and other USA stock indices have been at extremely low volatility, so this is poor trading conditions. Ive been trading these for 17 years and so a seasoned traded. Break even results I feel would still have been ok.
Here are the results of GSBsys1ES & GSBsys1NQ
I personally trade GSBsys1ES but not the NQ as I think the NQ is the weaker system, despite its good results.
Source code is with the GSB code, free for all.
In GSB, go to file supplementary tradestation scripts.
Workspace is omitted in todays beta, but will be added next build
(C:\dropbox\GSB\GSB (Managers)\TradeStation Code in the new beta)
How I made the system is here. (Note its now much simpler to make GSB systems)
http://www.trademaid.info/forum/viewthread.php?tid=17
All results include $2.40 per side brokerage and 2 ticks round turn slippage.

admin - 12-10-2017 at 05:48 PM

GSBsys2ES. This system is for GSB users who purchase GSB
Source code here
http://www.trademaid.info/forum/viewthread.php?tid=32

admin - 12-10-2017 at 05:49 PM

GSBsys6ES. This system is for GSB users who purchase GSB
Source code here
http://www.trademaid.info/forum/viewthread.php?tid=32

admin - 12-10-2017 at 05:58 PM

Disclaimer
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The following disclosure & disclaimers apply both to this site & to materials that might be leased or purchased from TradeMaid Systems. Commodity trading bears a high degree of risk. People can and do lose money. Past performance does not guarantee future results.

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TradeMaid Systems IS NOT A REGISTERED BROKER-DEALER OR FINANCIAL ADVISOR. TradeMaid Systems DOES NOT PROVIDE PERSONAL INVESTMENT ADVICE.
For the purposes of this site, "real-time" means trades and results that are out-of-sample, i.e. they occurred after the rules for the systems were established or after trading of the system began. "Real-time" does not necessarily refer to actual trades taken.
BY READING THESE CONTENTS YOU ACKNOWLEDGE THAT YOU HAVE READ AND UNDERSTOOD THE ABOVE INFORMATION.
--
Best regards,
Peter Zwag

andrew.gibbs777 - 12-10-2017 at 06:37 PM

Hope people were trading them! Great results.

rws - 13-10-2017 at 01:11 PM

Did you test live with these systems?
How many trades did they do OOS after release?

Quote: Originally posted by andrew.gibbs777

Hope people were trading them! Great results.

parrdo101 - 24-11-2017 at 08:01 AM

Super Admin said,
"All results include $4.80 per side brokerage"

Possibly meant per round trip here for ES?

admin - 24-11-2017 at 09:02 AM

Quote: Originally posted by parrdo101

Super Admin said,
"All results include $4.80 per side brokerage"

Possibly meant per round trip here for ES?

Ive fixed that up. Thanks for picking it up. Profit per trade is so high, its not significant happy to say.

admin - 25-2-2018 at 10:35 PM

Here is the results of the systems updated today. All results inc 1 tick & 2.5 per side slippage / brokerage.
Hold the mouse of the file and the file name gives the system

Disclaimer, results are hypothetical.

admin - 6-3-2018 at 11:12 PM

video for people new to GSB how to get the free GSBsys1ES & GSBsys1NQ systems.
https://youtu.be/UNAEy1wYgho

admin - 6-4-2018 at 12:56 AM

Here is the updated results out of sample since 4/2017. Includes 2 ticks and $5 round turn slippage and commission.

admin - 16-4-2018 at 10:32 PM

There is a tiny update to GSBsys1ES, Better exits.
Code will be in the next release. Approx 44.35 version

admin - 12-3-2019 at 09:16 PM

Here are the results of all free systems for trial user, and free systems for paid users.
There are no changes since release apart from small tweak on exits in GSBsys1ES.

There is no selecting only good systems here.

Note also GSB methodology and verification tools have improved greatly since the release of these systems. The Nasdaq variant of GSBsys1ES as expected was not as robust as the ES. This was a high contributor to draw-down.
Results are hypothetical and included $5 + 2 ticks round turn slippage and commission.

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admin - 24-3-2019 at 11:46 PM

Here are the results of ALL natural gas systems I ever made. A much better job could be made now, as market validation is going to show that the setups I used in many cases were not ideal. Note also no other data streams symbols were used, no multi time frame, no multi-bar or multi market validation was done.
Why I show all systems, is to avoid the deceit of just showing the best systems only.
Note that the range on NG went to all time lows in 2017.
It high lights you have to ask, does your system fail, or is the market just un-trade-able.
Right now NG is still trending nicely, but range is again low.
For the risk adverse better to start trading NG late in the year.

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cotila1 - 25-3-2019 at 04:44 AM

Quote: Originally posted by admin

Here are the results of ALL natural gas systems I ever made. A much better job could be made now, as market validation is going to show that the setups I used in many cases were not ideal. Note also no other data streams symbols were used, no multi time frame, no multi-bar or multi market validation was done.
Why I show all systems, is to avoid the deceit of just showing the best systems only.
Note that the range on NG went to all time lows in 2017.
It high lights you have to ask, does your system fail, or is the market just un-trade-able.
Right now NG is still trending nicely, but range is again low.
For the risk adverse better to start trading NG late in the year.

Thanks for the interesting analysis.
Actually even the gsb_ng30_demo system you created end of feb 2018 (present in paid forum) confirms this. It was built prior the new validation methodology but still ok up to now. It also confirms Nov-gen as seasonal better trading period which makes sense due to more price volatility in winter time for such an energy commodity, I guess.

admin - 26-3-2019 at 12:44 AM

This is a report of ALL soybean systems I made. All are shown, so as to not pick just the best ones.
1 year out of sample. Not market verification, stats etc done as that did not exist a year ago.
Systems were walk forwarded.

One comment on GSBsyses6, the main system failed out of the ES systems. It looks to me like it was not walk forward testedl

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admin - 26-3-2019 at 12:52 AM

Here is SB range, weekly and monthly

admin - 9-5-2019 at 01:44 AM

I looked at the free for GSB purchasers natural gas system today. Here is the results excluding slippage and commission.
Can any one tell me what data streams are used for the COT version?
Here is a current report included $4.80 brokerage and 2 ticks round turn slippage

report is here
https://trademaid.info/pa/peterzwag/GSB_NG30_DEMO

Note there is an error in the report of very high monthly drawdown.
The trade by trade is correct. Hope to fix soon

admin - 10-5-2019 at 11:15 PM

url above was not 100% correct
see https://trademaid.info/pa/peterzwag/GSB_NG30_DEMO/txt_1.htm

appengineer - 12-5-2019 at 12:27 PM

Hi Peter,

What does Average Range_pz indicator (TS) calculate?

Thank you

admin - 12-5-2019 at 04:01 PM

Quote: Originally posted by appengineer

Hi Peter,

What does Average Range_pz indicator (TS) calculate?

Thank you

Good question.
I use this to evaulate markets.
ie all nat gas systems ive looked at had long linear drawdown, that I thought was due to lack of range / volatility.

Here it is.
There is daily range and range todays close to yesterdays close.

//run on daily bars, day session
vars:
ATRLength( 5 ),
AlertLength( 7 ) ;

variables:
AR( 0 ) ,hl(0);

AR = Averagefc(absvalue(close-open), ATRLength ) ;
hl = Averagefc(h-l, ATRLength ) ;

Plot1( AR, "AR" ) ;
Plot2( hl, "hl" ) ;

Data streams for GSB NG 30 DEMO system

appengineer - 12-5-2019 at 04:38 PM

Hi Peter,

What data stream is needed for NG 30 DEMO system?

Thank you

admin - 12-5-2019 at 09:16 PM

Quote: Originally posted by appengineer

Hi Peter,

What data stream is needed for NG 30 DEMO system?

Thank you

30 and 60 min. I think its written in the eld.

appengineer - 14-5-2019 at 05:50 PM

Hi Peter,

On Step 2 of proving the methodology, when we change the nth mode to All, do we need to rerun the backtest?

Thanks

admin - 14-5-2019 at 07:20 PM

Quote: Originally posted by appengineer

Hi Peter,

On Step 2 of proving the methodology, when we change the nth mode to All, do we need to rerun the backtest?

Thanks

You need to hit yes.

Lets say you do dates change (to no trade etc) and nth mode toall
you can do no for the first question (about dates) then yes for the last question.( nth mode)

The reason for this is you only want to redo the calculations once. Doing it for every change when you dont need the results of the change is a wast of human and cpu time.

The macro supplied shows how this is done.

bud67 - 1-8-2019 at 02:14 PM

The trade list of GSBsys1 from your website is missing 2 losing trades:

7/5/2019 - 655
8/1/2019 - 742

admin - 2-8-2019 at 02:00 AM

Quote: Originally posted by bud67

The trade list of GSBsys1 from your website is missing 2 losing trades:

7/5/2019 - 655
8/1/2019 - 742

Hi Bud67

Thanks for pointing that out. There is a exception error, so i need the programer to fix this.

admin - 2-8-2019 at 05:58 AM

Its fixed now. You may need to do a refresh on your browser to get it to update

bud67 - 2-8-2019 at 11:57 AM

The trade from 7/5 is still missing.

admin - 2-8-2019 at 04:53 PM

Quote: Originally posted by bud67

The trade from 7/5 is still missing.

Its not on my chart, so I will not change the report.

bud67 - 3-8-2019 at 01:25 AM

Well, that's strange
When I use ES.D the trade isn't there.
Change it to ESU19 and the trade appears (I reloaded both symbols).
And the trade really happened, I took it.

admin - 27-2-2020 at 04:09 PM

I looked at the free system (for GSB purchasers) today.
Note systems are now made with much better validation, but its good to see the system held up.

shown is the out of sample results only, with $30 r/t slippage and commision

Free system simulation results for last three weeks

kiwibird - 21-3-2020 at 03:26 PM

On the default forum there hasn't been any sharing for how the free systems and otherwise have done in the last three weeks of market volatility. The reader is left with the impression either results have been poor or so stupendous no one wants to talk about their trading(simulation) results.

Please enlighten stealth members of this forum.

Daniel UK1 - 21-3-2020 at 04:10 PM

Quote: Originally posted by kiwibird

On the default forum there hasn't been any sharing for how the free systems and otherwise have done in the last three weeks of market volatility. The reader is left with the impression either results have been poor or so stupendous no one wants to talk about their trading(simulation) results.

Please enlighten stealth members of this forum.

Happy to share, from live systems... what markets are you interested in ?
Myself i have taken a cautious path, and turning off 50% of my systems when its been to volatile, since i dont like to widen stops to much... but with hindsight could have done better with having all turned on.. but happy with my risk decision anyway...

What markets do you trade and how has your recent weeks experience been?

Regards

Carl - 22-3-2020 at 02:13 AM

GSB1sys April 2017 version

GSB2sys October 2018 version

rws - 22-3-2020 at 09:03 AM

Could you please show the graph with dates?
Thanks

Quote: Originally posted by Carl

GSB1sys April 2017 version

GSB2sys October 2018 version

Crude oil

kiwibird - 22-3-2020 at 01:43 PM

Thanks for the response Carl and I echo RWS for dates on trades.

Does anyone have heretofore profitable trades in crude oil willing to share how their system did for the past 30 days?

admin - 22-3-2020 at 03:13 PM

I will share a few things.
this is my oldest system. Dates I think go back years earlier, but I dont have the record on this.
There were a few issues in execution.
I missed a 3000 euro win, got stoped due to a issue in code where I did two contracts but stop sized halved. I was aware of this but in hindsight, small stops right now not a good idea. So I got stoped and should have made I think it was 3000.
I also removed the profit target of 3000 and changed to 11,000
Total pk was 22375 euro for the month.

admin - 22-3-2020 at 03:25 PM

As for CL.
2019+ is really good for newer methadolgy of CL systes, but this is very new.
Here are my fills on my two new CL systems

A few comments.
Feed-back im getting is some users are loosing money, and others making ridiculous amounts on numerous markets.
Ive also seen sad things like good systems (GSBsys1es) run with way to small stops ($1000), making nothing for the month, while I made $15575 less brokerage. Why I made more than the theoretical is I had a $6260 profit target that hit on a trade that made $1000 or so. In all fairness I will disclouse my failings too.
Over Christmas period I [Censored] down, too miss the biggest trading day of the year. Failed to win about $4000 per contract per systesm.
Other failings. On a old, long only GSB systems that is loving the current environment this happened.
I can key my stop of the fill price at IB, not the ts fill price.
I allowed 2 ticks slippage. Ended up getting stopped -$1000 on the low tick of the day after entry, and the system made about $4000 per contract.
Other failings gsbsys2es dual got stopped about 5 times.
Bottom line is awesome month for me, but not all users.
Disclaimer. Trading is risky and past returns are no guarantee of future success.

Back to the CL question.
The new GSB methadolegy is really good. Just finishing it now, but there are tiny settings mistakes that are quite critical. Spent weeks of work trying to figure out why my results on one machine didnt equate to another. Found the reason on this saturday.

this will be updated soon.
https://trademaid.info/gsbhelp/Crudeoilfastrevisedmethodolog...

Carl - 23-3-2020 at 03:23 AM

Quote: Originally posted by kiwibird

Thanks for the response Carl and I echo RWS for dates on trades.

Does anyone have heretofore profitable trades in crude oil willing to share how their system did for the past 30 days?

GSB1sys dates
GSB2sys dates
MyCL strat dates

CL report

Daniel UK1 - 23-3-2020 at 11:41 AM

A CL system with dates using 750 usd stop

Thanks for sharing

kiwibird - 23-3-2020 at 11:58 PM

Thanks to you all for sharing...are there others that have stats for trading the ES and CL especially the last 30 days.

admin - 24-3-2020 at 12:14 AM

Quote: Originally posted by kiwibird

Thanks to you all for sharing...are there others that have stats for trading the ES and CL especially the last 30 days.

Look at the last part of this section.
Just updated today
https://trademaid.info/gsbhelp/Crudeoilfastrevisedmethodolog...

admin - 24-3-2020 at 05:02 PM

This is an update of GSBsys1 with 2350 stop and 6250 pt.
Its not a fully record since it started though.
profits this month $21400 less brokerage.

Disclaimer,
past returns do not indicate future likelihood of success

emsjoflo - 25-3-2020 at 02:26 AM

I have been running GSBsys1.b off and on and made a few thousand this month despite my troubles. (GSBsys1.b opened a long trade a few days ago and did not close it at the end of the day. I rode out some scary drawdown below $11,000 for a few days until I closed the trade out for a $500 loss.) I added some code to close out all trades after 1499 and it seems to close at the end of the day. Today was disappointing because I only made $800 despite being up $3000 when I checked, and closing out the day even higher...

Peter's disclaimers are valid. An automatic trading system is like a power saw -- in the hands of a skilled carpenter (experienced trader), it can be very effective in building wealth. But one careless motion with a power saw can damage months of work -- or a hand.

admin - 25-3-2020 at 02:45 AM

Quote: Originally posted by emsjoflo

I have been running GSBsys1.b off and on and made a few thousand this month despite my troubles. (GSBsys1.b opened a long trade a few days ago and did not close it at the end of the day. I rode out some scary drawdown below $11,000 for a few days until I closed the trade out for a $500 loss.) I added some code to close out all trades after 1499 and it seems to close at the end of the day. Today was disappointing because I only made $800 despite being up $3000 when I checked, and closing out the day even higher...

Peter's disclaimers are valid. An automatic trading system is like a power saw -- in the hands of a skilled carpenter (experienced trader), it can be very effective in building wealth. But one careless motion with a power saw can damage months of work -- or a hand.

Thats scary. the emini is open nearly 24 x 5, so if you miss the exit I personally would close as soon as im aware its not flat.

I may release a product thats going to pickup on quite of number of execution errors in the next month or so. Thats another story though.

The RSI exit does reduce GSBsys1es draw-down, but sometimes any extra exit hurts you as well.

Daniel UK1 - 25-3-2020 at 07:15 AM

Quote: Originally posted by emsjoflo

Hi There, thats sounds scary as Peter said, you using TS or MC?
Have you found out why it was not exited end of session ?
I have never experienced this myself though.

In GSB you have two options for close of trade... either EL or GSB... what are you using?

Myself i use EL, but have not fully understood the exact difference... according to description, EL is not recommended for live trading thought, could you Peter when you have time kindly shed some light on this setting ?

admin - 25-3-2020 at 03:49 PM

I think on a ts account
setexitonclose; may not close out a live trade, or it may not do it all the time.
But the code is simpler and likely tiny bit faster

if time=1500 then sell.... should close a position in a ts live account.
None of these things are issues if you dont have live account at TS.
IE interactivebrokers via iblink / ninjatrader should be not affected.

admin - 31-3-2020 at 10:21 PM

I enclose real fills for GSBsys1es.
It has a 6250 profit target added early this month. (which hit once)
Im using a $2250 stop with the rsi exit thats in the code.

PL was $21,187.50 less brokerage.
Never seen a month quite like it.
In all fairness, some other systems got stopped a lot, and most others did well, just not this well.
Some users traded this with a tight stop, which likely would have wiped out any profit for the month.

admin - 12-4-2020 at 10:22 PM

There is numerous tiny updates to GSBSys1ES.
Now the lite version. Less trades, less draw-down, and a little less profit.
There is a filter that stops some trades occurring. No parameter changes.
On the left is the standard GSBsys1, on the right the new lite version.
$25 + $4.80. slippage and commission round turn used.
The non lite version is in the file depository and will come with resource monitor updates.
Lite version in the private forum in the next week

Daniel UK1 - 14-4-2020 at 12:58 AM

Hi Peter, this sounds interesting, the non lite Gsbsys1, that coming out in RM and placed in depository, does this has any change or same as before? looking forward checking out the "lite" version in private..

Thanks for sharing...

Regards

admin - 14-4-2020 at 02:11 AM

GSBSYS1_v1.3 in private forum
https://trademaid.info/forum/viewthread.php?tid=32&page=3#pi...

admin - 21-4-2020 at 01:47 AM

Hopefully tomorrow, new CL system.
Uses HighDLowD filter thats out in 57.68 build
System has not been looked at since 2018.6.30,
Likely we could say out of sample date is 1.1.2020 but built today
Code will be in private forum.
Whats interesting to note is the HighD secondary filters, and the lowD Secondary filters have almost zero correlation on loosing days, weeks / months. The correlation in winning days weeks and months is very high. THats applies (a little less) even for the same system , just with the SF changed.

admin - 23-4-2020 at 10:54 PM

Here is the free system for purchasers.
My own out of sample results for a sister system are roughly the same, but I did not have a $4000 profit target which makes a big different on two trades of late.
This uses the current methodology which is miles ahead of what we had years ago.

Code for TS,MC,GSB,NT in private forum

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Code is here https://trademaid.info/forum/viewthread.php?tid=32#pid475

saycem - 30-4-2020 at 05:53 PM

I'm having issues getting new GSBSYS1_v1.3 to work on the micro emini @MES.D
Hard to figure out why, works fine on ES.D
Just wondering if anyone else had seen this problem?

admin - 30-4-2020 at 06:10 PM

Quote: Originally posted by saycem

I'm having issues getting new GSBSYS1_v1.3 to work on the micro emini @MES.D
Hard to figure out why, works fine on ES.D
Just wondering if anyone else had seen this problem?

Just to clarify, it works fine on my ts 9.5 and not on saycem setup.
saycem ts also works fine on @ES.D but not @MES.D

Carl - 1-5-2020 at 02:14 AM

Quote: Originally posted by saycem

I'm having issues getting new GSBSYS1_v1.3 to work on the micro emini @MES.D
Hard to figure out why, works fine on ES.D
Just wondering if anyone else had seen this problem?

Hi Marcus,

Your chart says "MES". That's okay as long as you are using the 0830-1500 session. Did you or did you use the regular session?

And change the slippage to 10% of ES

Carl - 1-5-2020 at 02:17 AM

TS 9.5

I get the expected 10% result on MES compared to ES, but only when I use the same stoploss level and profit target level as ES on MES. And that is strange.

Contract size of MES is 10% of ES, so a 10% of stoploss and a 10% of profit target should work, but doesn't.

admin - 1-5-2020 at 02:32 AM

Quote: Originally posted by Carl

TS 9.5

I get the expected 10% result on MES compared to ES, but only when I use the same stoploss level and profit target level as ES on MES. And that is strange.

Contract size of MES is 10% of ES, so a 10% of stoploss and a 10% of profit target should work, but doesn't.

are you talking about gsbsys1.30
The was designed to have the stop of say 1850, even if mes used.
Then its fixed in the code to 185* contract num

Carl - 1-5-2020 at 03:05 AM

Hi Peter,

are you talking about gsbsys1.30
Yes

If GSB1sys on ES uses a stoploss of 1850, this means a 1850/50=37 points in the wrong direction.

I think for MES this means a 37*5 (bigpointvalue MES) = 185 USD stoploss?
Or am I missing something?

admin - 1-5-2020 at 03:50 AM

Quote: Originally posted by Carl

Hi Peter,

are you talking about gsbsys1.30
Yes

If GSB1sys on ES uses a stoploss of 1850, this means a 1850/50=37 points in the wrong direction.

I think for MES this means a 37*5 (bigpointvalue MES) = 185 USD stoploss?
Or am I missing something?

thats correct but the 1.3 code should work fine on mes regardless of the amount of contracts used or if its @es.d or @mes.d
The stop value doesnt need to be touched

My ES and CL systems with out of sample results from 2017-2018 onwards!

cotila1 - 2-5-2020 at 09:42 AM

Some of my OLD systems developed with old methodology are still making profit!!.

@ES built in Mar 2018. All data from Jan 2017 have NEVER BEEN SEEN by the system (trades after vertical red line)

ALL data files (data1...data4) ends in Jan 2017.
Plus 20% of OoS in the setting
See setting image

@CL built in Nov. 2018. All data from Jan 2018 have NEVER BEEN SEEN by the system (trades after vertical red line)

Plus 20% of OoS in the setting
See setting image

All performance records includes costs per side trade: 2.5$ commissions + 1tick slippage

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getty002 - 19-7-2020 at 01:55 PM

I've noticed that some in this thread have been pointing out different backtest results between @ES.D and @ESXX20 using the 08:30 to 15:00 session. I've witnessed the same. The results on @ES.D are hypothetical and not realizable since Tradestation doesn't allow you to trade it (unless we can identify what's causing the divergence). May I recommend that only performance against actual tradable contracts be reported?

admin - 19-7-2020 at 04:58 PM

Quote: Originally posted by getty002

I've noticed that some in this thread have been pointing out different backtest results between @ES.D and @ESXX20 using the 08:30 to 15:00 session. I've witnessed the same. The results on @ES.D are hypothetical and not realizable since Tradestation doesn't allow you to trade it (unless we can identify what's causing the divergence). May I recommend that only performance against actual tradable contracts be reported?

You need to use @esxx20.d
Personally I have @es.d on all my charts, and my api converts the symbol to the current month. But there are numerous methods people use to execute.
TS is simple, cheap fairly fast and fairly reliable.

admin - 10-9-2020 at 05:11 AM

update of results was busted for some time, I didnt know till this week.
its fixed and updated daily.
nice trade this last week.
https://trademaid.info/gsbhelp/GSBfreesystems.html

admin - 11-9-2020 at 10:46 PM

The NT version of GSBsys1es is here.
Note its not 100% the same, though if someone wants to do that, it will be appreciated.
Thanks to Chrisoph @ NT for adding the RSI exit.
https://trademaid.info/forum/viewthread.php?tid=32#pid475

admin - 15-9-2020 at 08:35 PM

There is a new CL system using whats learnt in all the CL research.
Its for all GSB purchasers, and has TS/MC/Nt code
report is here. Includes $4.80 brokerage and $20 slippage r/t
Note all CL systems have been in draw down since April 2020 but seem to be better the last few months.
see https://trademaid.info/forum/post.php?action=edit&fid=2&tid=... in the private forum

Attachment: Login to view the details

Carl - 16-9-2020 at 07:33 AM

Quote: Originally posted by admin

There is a new CL system using whats learnt in all the CL research.
Its for all GSB purchasers, and has TS/MC/Nt code
report is here. Includes $4.80 brokerage and $20 slippage r/t
Note all CL systems have been in draw down since April 2020 but seem to be better the last few months.
see https://trademaid.info/forum/post.php?action=edit&fid=2&tid=... in the private forum

Thanks Peter,

Here is the correct link: https://trademaid.info/forum/viewthread.php?fid=2&tid=32&pid...

admin - 24-1-2022 at 09:43 PM

Free for GSB purchasers
https://trademaid.info/gsbhelp/GSBsysES14.html GSB1.4ES
you can compare with the original system results lower in the page.
The version 1.0 is free for GSB trial users.

goodoboy - 15-12-2022 at 08:30 AM

Quote: Originally posted by admin

The version 1.0 is free for GSB trial users.

Good Morning Peter,

Thank you for the free GSBsys1ES system for GSB trial users.

Questions please:

1. Is the GSBsys1ES system available in NinjaTrader8 to free GSB trial users? If yes, may I please have a copy of this system to review in NinjaTrader8 format.

2. Are the Free systems (Crude oil, natural gas, soybeans systems, GSB1.4ES etc.) for GSB purchasers available in NinjaTrader8 format?

Thank you so much for responding and Happy Holidays to everyone.

admin - 15-12-2022 at 10:02 AM

@goodboy
no, but Im hoping to me employing a NT programer on full time basis. Not sure programer will happen but good possiblity.
1.4 es is not free. 1.4 and 1.5 I htink done this week but not sure.
regadless im not likely to do the cl soy ng systems as they are not as good as the more current systems

tied up with ugly mess of on interactive brokers 2 factor login and ts 10 is a disaster for me.
3am when im writing this email

goodoboy - 15-12-2022 at 03:54 PM

Quote: Originally posted by admin

@goodboy
no, but Im hoping to me employing a NT programer on full time basis. Not sure programer will happen but good possiblity.
1.4 es is not free. 1.4 and 1.5 I htink done this week but not sure.
regadless im not likely to do the cl soy ng systems as they are not as good as the more current systems

tied up with ugly mess of on interactive brokers 2 factor login and ts 10 is a disaster for me.
3am when im writing this email

Thank you for responding Peter.

Since GSB systems are not currently working for NinjaTrader8 right now, I will have to trade systems I build with Trade Station for now.

Question please for clarity:

1. When I purchase GSB, I get the following systems for free below?

GsbsysES version 1.3,1,4,1.5
GSBsys1GC

Thank you so much

admin - 16-12-2022 at 12:47 AM

@goodboy, correct

goodoboy - 18-12-2022 at 07:46 PM

Quote: Originally posted by admin

@goodboy, correct

Good Evening Peter,

Thank you so much for responding to me and providing the information.

Thank you,

goodoboy - 18-12-2022 at 07:53 PM

Quote: Originally posted by admin

@goodboy, correct

Hello Peter,

I have a question please as I am considering running GSBsysES 1.3,1,4,1.5 together. But I am concerned the systems are correlated if I run all of them together.

Does near 1 mean the systems in the link below are heavily correlated and not recommended to run the all 3 systems together?

https://prnt.sc/M4Q7qpiKjyi5

Thank you so much for the response.

admin - 18-12-2022 at 08:39 PM

@goodboy, yes these systems are significantly corelated,
however you could argue that intead of 3 contracts on one system, bettter to do 1 on each of them.
But lets say you had 4 other systems
you could do
1 contract on gsbsys1.3
1 contract on gsbsys1.4
1 contract on gsbsys1.5
3 contracts on system x
3 contracts on system y
3 contracts on system z

You also need to look at negative correlation, not correlation.
loosing trades tend to be small choppy moves that reverse and dont trigger many systems
winnings trades tends to be big moves that trigger many systems

goodoboy - 19-12-2022 at 03:43 PM

Quote: Originally posted by admin

@goodboy, yes these systems are significantly corelated,
however you could argue that intead of 3 contracts on one system, bettter to do 1 on each of them.
But lets say you had 4 other systems
you could do
1 contract on gsbsys1.3
1 contract on gsbsys1.4
1 contract on gsbsys1.5
3 contracts on system x
3 contracts on system y
3 contracts on system z

You also need to look at negative correlation, not correlation.
loosing trades tend to be small choppy moves that reverse and dont trigger many systems
winnings trades tends to be big moves that trigger many systems

Thank you so much Peter that makes perfect logical sense to me. Thank you for responding.

brk - 4-4-2023 at 08:52 AM

Quote: Originally posted by goodoboy

Quote: Originally posted by admin

Thank you so much Peter that makes perfect logical sense to me. Thank you for responding.

@goodboy, where did you find those strategies? I looked at the top of the post but only see gbssys2.
I wanted to check the correlation (and negative correlation) of those systems to my own ES systems.

admin - 4-4-2023 at 06:57 PM

@brk,
I pulled those systems very early in the year. That's why you cant find them.
Due to 4++ year outstanding track record, they were attracting too much attention.
One of my many concerns was traders would put a lot of capital in the GSBsys1.x es system and fail to put capital in what I think is the newer and better systems with shorter track record
and greater diversity.
Trading is dangerous and to be poorly diversified is unwise.
Just after I pulled them, GSBsys1.e ES systems went well into max draw-down. So im glad I removed them, though wish I had done it earlier