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EOD data doesnt produce any result at all

kesk - 14-11-2017 at 03:48 AM

Hello,

New here and trying to find how the program works. I am trying Indian NSE Nifty daily data (of 15 years) with the default settings. But I did not get any result.

I tried the GA and ClosePrevClose option and tried running multiple times but not a single result could be produced.

Does the program not work on EOD data? I looked at the word help file and see that, it supports.

After a few false starts, the naming of the file was set as

Nifty.420.Minutes.930.1530.IndianStdTime.txt

and the data looks like this:

Date,Time,Open,High,Low,Close,Up,Down
01/02/1995,12:00,1182,1182,1182,1182,0,0
01/03/1995,12:00,1177,1177,1177,1177,0,0
01/04/1995,12:00,1164,1164,1164,1164,0,0
01/05/1995,12:00,1150,1150,1150,1150,0,0

The up/down always remain 0 as I don't have the data. Are they really necessary?

Some help will be appreciated

philcollins - 14-11-2017 at 04:14 AM

I managed to make it work with EOD data yesterday, see also my posts here: http://www.trademaid.info/forum/viewthread.php?tid=4&page=6

I'd try enabling all GUI update settings, removing all filter restrictions, disable close at end of day, disable the secondary filter mode and go from there. I can't recall what the exact setting was that made it work because the UI sometimes just wouldn't update meaning I didn't know if changing a setting actually fixed anything or not. You can also try the settings I attached there.

kesk - 14-11-2017 at 05:06 AM

I tried all the settings as mentioned in your other post. in fact I tried to use the same app and optimization settings too. But not a single strategy comes up.

All the filters are set to 0.

Funny thing is, when I use your file, it doesn't even run! I will keep changing the values one by one and find out.

admin - 14-11-2017 at 01:22 PM

Quote: Originally posted by kesk

I tried all the settings as mentioned in your other post. in fact I tried to use the same app and optimization settings too. But not a single strategy comes up.

All the filters are set to 0.

Funny thing is, when I use your file, it doesn't even run! I will keep changing the values one by one and find out.

Phil, can you post your app settings and optimizer settings.
That should give kesk a place to start.

kesk - 14-11-2017 at 09:14 PM

Admin

I used the app setting files from his post. It did not even start..means no progress bar.

2nd I tried to replicate the settings one by one, but now it runs but still no strategy.

Will require more time to again start changing one by one.

admin - 14-11-2017 at 09:19 PM

Quote: Originally posted by kesk

Admin

I used the app setting files from his post. It did not even start..means no progress bar.

2nd I tried to replicate the settings one by one, but now it runs but still no strategy.

Will require more time to again start changing one by one.

To duplicate his settings, did you have SPY data? Was it setup in the contracts?
I worked on my pc, but was a bit of work as my data is on drive D:, not C:
If we dont hear from Phil in a day, I will duplicate the setup on my end and send to you.

kesk - 14-11-2017 at 10:03 PM

No, I don't have SPY data but instead used the Nifty EOD data of >15 years, no 2ndary filter disabled, Market on Day close False, in the app settings, GUI all set true, all filters 0.

admin - 14-11-2017 at 10:06 PM

Quote: Originally posted by kesk

No, I don't have SPY data but instead used the Nifty EOD data of >15 years, no 2ndary filter disabled, Market on Day close False, in the app settings, GUI all set true, all filters 0.

can you email me the data. I will test tomorrow.
send me your app settings and optimizer settings too.

philcollins - 15-11-2017 at 07:01 AM

Sometimes the progress info on the right side of the screen isn't updated BTW, but it will update if you click any of the fields there.

Have you also tried right clicking in the 'Latest(Diag)' tab at the bottom of the screen and then click 'Refresh' while it's running?

admin - 15-11-2017 at 03:14 PM

Quote: Originally posted by philcollins

Sometimes the progress info on the right side of the screen isn't updated BTW, but it will update if you click any of the fields there.

Have you also tried right clicking in the 'Latest(Diag)' tab at the bottom of the screen and then click 'Refresh' while it's running?

Hi Phil,
I didnt even know GSB did this!
You can turn these gui on under app settings, but it slows GSB down, and 6 months or more used to cause other issue in the GUI. That might have been fixed though. Ive never needed it for many months, so dont use it.

kiran - 17-11-2017 at 01:19 AM

I have similar issue running ES daily data - the Top Diag, Unique Systems and right nav-bar all show 0.
The Curves however display a valid equity curve.

How do we build EOD systems? - attached is the Settings file, EOD data and screenshot of results. - pl advise

ES-daily excluded time period.PNG - 132kB

Attachment: Login to view the details

Attachment: Login to view the details

admin - 17-11-2017 at 02:04 AM

You have only 5 trades on the screen shot, so there are many filters that will stop you looking at this system, including back test termination.
If you dont have 100''s of trades, the sample size is so small, its useless.
I havnt done anything on daily bars, but could look at it next week.

admin - 17-11-2017 at 05:14 PM

Ive looked into this. spy works fine (with correct settings) but ES doesnt. This has been forwarded to the programmer.

kiran - 18-11-2017 at 11:51 AM

I tried SPY but it gives a data error (attached is error screenshot and SPY data file exported from TS). Also attached is the
- App Settings file.
- Filters screenshot
- note, i've changed the Times to 6:30-1300 PST and also removed blackout dates (so it tests all dates, to keep things simple)

Questions -
- Could you post/email the EOD Settings file that works? Also, which filter needs to be turned off for EOD?
- What was the issue with ES daily? When would that be fixed?

Attachment: Login to view the details

Attachment: Login to view the details

admin - 19-11-2017 at 04:05 PM

You need to go to tools, contracts and add spy.
I did a few spy test. 1 pass, 2 were the worst fails I have seen in GSB. the other 3 were in-between.
I should have used quantity mode fixed equity, but didnt.
Its good that this worked, but I see no upside to using daily bars, and plenty of downside. (Systems not as good and too few trades)
ps. the yellow curve and brown curve colours are swapped, so yellow is OOS.
Normally its brown.

admin - 19-11-2017 at 11:21 PM

Quote: Originally posted by kiran

I have similar issue running ES daily data - the Top Diag, Unique Systems and right nav-bar all show 0.
The Curves however display a valid equity curve.

How do we build EOD systems? - attached is the Settings file, EOD data and screenshot of results. - pl advise

This bug is fixed in 41.8. This build is not released but should be in roughly a week.
spy was fine but @es wasnt. It was to do with moc issues, time formats in the file.

kesk - 20-11-2017 at 12:41 AM

Hi Admin,

The thread has been hijacked by Kiran :fake sniffle:

Please look into my issue too -

Also, my program license expired before even I could make a test. Is there a way to renew the license.?

admin - 20-11-2017 at 01:06 AM

Quote: Originally posted by kesk

Hi Admin,

The thread has been hijacked by Kiran :fake sniffle:

Please look into my issue too -

Also, my program license expired before even I could make a test. Is there a way to renew the license.?

The issue has been fixed in a build I received today. I will upload in within 7 days, maybe a lot sooner. Im guessing its because time is 15:00 instead of 15:00:00 in the data file.
When i get this fix, we will extend your trial. Email me when you see the new build here.
Best to subscribe to this page.
http://www.trademaid.info/forum/viewthread.php?tid=1
As far as your tears go, a number of years ago we went through sever drought for years in Australia. Everything was brown no matter where you looked.
Our children's Chinese teacher said to his students, Im not going to let you cry. There is water restrictions on

Mr Zhang is now famous, and there is a book of Zhang about his funny statements.

kesk - 20-11-2017 at 02:33 AM

Thanks for the reply, I will wait for the new release and I have already subscribed for new releases.

I like the story of the tears!

curt999 - 20-11-2017 at 11:20 AM

really easy to curvefit a trading system made on daily bars simply due to the lack of data..id suggest if you want to build daily then get like CSI data they have daily data on es electronic+pit traded back to 1980 on es and some commodities like corn/wheat back to the 1930's

admin - 20-11-2017 at 04:04 PM

GSB 41.09 build. November 21 2017

NP/dd added in app settings
Fix to make changing GSB default path easier.
Fix for no systems on ES (and some other symbols) on daily bars
Some other fixes, small speed improvement.
You need the remaining files in 41.05
This should fix the EOD issue on ES and some other symbols.
Not posted to the main page as its not well tested.
You need to add this to the same folders as your current GSB.

Attachment: Login to view the details

kesk - 22-11-2017 at 10:04 PM

Hi

Thanks for your attention. However, just copying the files didnt work out. I downloaded the install from the link and it worked.

However, EOD data still did not produce any result at all, even after making 15 runs.

Will test once again today and post back.

BTW, did you try with the data file i sent you? Seems EOD is not good for the software!

Quote: Originally posted by admin

GSB 41.09 build. November 21 2017

NP/dd added in app settings
Fix to make changing GSB default path easier.
Fix for no systems on ES (and some other symbols) on daily bars
Some other fixes, small speed improvement.
You need the remaining files in 41.05
This should fix the EOD issue on ES and some other symbols.
Not posted to the main page as its not well tested.
You need to add this to the same folders as your current GSB.

admin - 22-11-2017 at 11:00 PM

Quote: Originally posted by kesk

Hi

Thanks for your attention. However, just copying the files didnt work out. I downloaded the install from the link and it worked.

However, EOD data still did not produce any result at all, even after making 15 runs.

Will test once again today and post back.

BTW, did you try with the data file i sent you? Seems EOD is not good for the software!
Check if you have any fitness at all on top right size. I dont expect EOD to work well, but it did work on SPY daily min last I tested.
I used my own @es.d data to test.
General rule of thumb is 15 min data is best.

Quote: Originally posted by admin

kesk - 23-11-2017 at 04:25 AM

With EOD data, it doesnt produce any kind of result...
With 15min data, it is able to generate some results. Need to explore more.

But i am interested in EOD signal generation as with 15min data, one has to sit in front of a computer and do the order processing. Would you mind testing the data that i sent...let me know the settings by which it works. I tried all options but it wont work

admin - 23-11-2017 at 04:46 AM

Quote: Originally posted by kesk

With EOD data, it doesnt produce any kind of result...
With 15min data, it is able to generate some results. Need to explore more.

But i am interested in EOD signal generation as with 15min data, one has to sit in front of a computer and do the order processing. Would you mind testing the data that i sent...let me know the settings by which it works. I tried all options but it wont work

Is that with the Nifty.420.Minutes.930.1530.IndianStdTime.txt ?
If so I will try tomorrow.
Whats the point value?

kesk - 23-11-2017 at 06:50 AM

Point value is 1 only as this is the Nifty Index Future file.

admin - 23-11-2017 at 09:48 PM

Quote: Originally posted by kesk

Point value is 1 only as this is the Nifty Index Future file.

I only have te 30 minute file. Can you send me the 430 minute.
EOD time I take it is 4:45

Nifty EOD data

kesk - 23-11-2017 at 10:41 PM

Hi Admin

I am attaching the EOD file.

Attachment: Login to view the details

admin - 23-11-2017 at 11:51 PM

for EOD to work, market on close must be set to false.
Nifty 420 works, but systems didnt look great after WF. I onlt ran for a few minutes so to early to tellText

admin - 24-11-2017 at 12:25 AM

GSB 41.11 build. November 24 2017
Bug fixes to fix exceptions in 41.09
EOD working fine if marketonclose set to false.

Attachment: Login to view the details

kesk - 24-11-2017 at 12:35 AM

Thanks. Will test overnight for results

admin - 24-11-2017 at 12:48 AM

Nifty eod. Only 1 out of 10 systems passed WF.
Secondary filter was false
vip, marketonclose was off as its EOD data
Shows how critical WF is.