| Pages:
1
..
51
52
53
54 |
brk
Junior Member
Posts: 38
Registered: 19-3-2023
Member Is Offline
|
|
I'm finally getting back in and building systems. I finally found (some of) the optimization files, and when I load the macros I'm seeing
strangeness. Overall, things are working but when macro 2 is run, it gets down to StartBuildingSystems which it does, however while its still
building (after 100 or so systems), it continues down the macros when the systems haven't all been built. It seems to do this every time for me (in
the macro). So now I need to run the macro full through, edit it to move the "StartBuildingSystems" to the bottom and re-run it to get all the
favorites and stats to apply to all the systems (not just the 100 or so when the macro continued before the systems were done).
So how can I get the macro to wait until all the systems are built before continuing? I did bump up the MaxUniqSystems to 5000.
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
@brk, sorry for the late reply
Ive seen this before. Reboot your pc and try again. It might be due to low system resources. Default is 2500 systems. No great need to go above that
There also is a time setting in minutes, and max # compuations
check its like this.
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
continuing on crude oil research, and learning a lot.
If no improvements can be made, im very happy but sim still looking for minor refinements. New updates to GSB required for this.
There also will be a new GSB automation spread sheet with new features too
Hope to push out a GSB build late next week.
I have two new CL systems im live trading now
Shown is a hypothetical chart with 2.4 and $10 slippage per side
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
Under testing/ 67.79
New crude oil settings. CL15_20250611-SysBuild and CL15_20250611-40%InSample
new elds
bug fixes in some of the new stop / limit orders. Some functioned wrongly and had in effect marker order on either long or short
more filters added.
extend expiry date of code.
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
i was not happy with 69.79. While it had all pivot entires fixed, many entries were so far from the price they rarely hit, and so were useless.
I have a number of test builds after that, but not is ready for release. I hope its just a few days away
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
67.86 released to all purchased GSB users.
It has improved pivot logic, pivot bugs fixed.
New crude oil settings. CL15_20250611-SysBuild and CL15_20250611-40%InSample
new elds
bug fixes in some of the new stop / limit orders. Some functioned wrongly and had in effect marker order on either long or short
more filters added.
extend expiry date of GSB.exe code.
Feedback welcome.
Thanks received (2):
+1 Frank at 2025-08-01 09:15:58 +1 Bruce at 2025-08-01 04:14:48
|
|
|
brk
Junior Member
Posts: 38
Registered: 19-3-2023
Member Is Offline
|
|
I was just trying the CL settings on version 69.86 and tried copying them to Tradestation. I installed the GSB_ALL_FUNCTIONS_2025_0724.ELD.
It seems the generated code calling GSB_AtrWilderFilter(...) function which generates an exception:
Attempted to divide by zero (0). You should always check...
Call Stack: GSB_ATRWilder.main()Input methodInput method GSB_HighestFFC.mai()GSB_Norm9.main()ELRte
Do I have the correct ELD?
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
Quote: Originally posted by brk  | I was just trying the CL settings on version 69.86 and tried copying them to Tradestation. I installed the GSB_ALL_FUNCTIONS_2025_0724.ELD.
It seems the generated code calling GSB_AtrWilderFilter(...) function which generates an exception:
Attempted to divide by zero (0). You should always check...
Call Stack: GSB_ATRWilder.main()Input methodInput method GSB_HighestFFC.mai()GSB_Norm9.main()ELRte
Do I have the correct ELD?
Yes you do have the correct eld. Check you have a good number of years data (at least 3) and no holes in the data. If stuck email me and I will do
remote support. You could also try the same system on different data. IE gc just to see if you get the error
|
|
|
|
TwntySQ
Junior Member
Posts: 26
Registered: 17-2-2023
Member Is Offline
|
|
Hi,
Trying the new CL settings using the nct3-300_build_gc_p0.90 macro but it doesn't seem to build. Something Im doing wrong?
|
|
|
brk
Junior Member
Posts: 38
Registered: 19-3-2023
Member Is Offline
|
|
I had the same problem with first the macro not being there, then when I filled it with the one(s) I found there they would build forever (on several
hosts), but no systems would appear and time out.
I now do it manually without the macro and it seems to work.
|
|
|
brk
Junior Member
Posts: 38
Registered: 19-3-2023
Member Is Offline
|
|
| Quote: Originally posted by admin | | Quote: Originally posted by brk | I was just trying the CL settings on version 69.86 and tried copying them to Tradestation. I installed the GSB_ALL_FUNCTIONS_2025_0724.ELD.
It seems the generated code calling GSB_AtrWilderFilter(...) function which generates an exception:
Attempted to divide by zero (0). You should always check...
Call Stack: GSB_ATRWilder.main()Input methodInput method GSB_HighestFFC.mai()GSB_Norm9.main()ELRte
Do I have the correct ELD?
Yes you do have the correct eld. Check you have a good number of years data (at least 3) and no holes in the data. If stuck email me and I will do
remote support. You could also try the same system on different data. IE gc just to see if you get the error
|
|
So after restarting I changed the CL to GC, then back and it was fine. Strangely after a reboot I go back in and it happened again. So again I
changed to GC then back to CL to get it to work. At least I have a method to get past it.
|
|
|
brk
Junior Member
Posts: 38
Registered: 19-3-2023
Member Is Offline
|
|
macro location
Does Resource Manager download updated macros? Or is there a place where we can access the ones referred to in the forums?
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
@brk, yes it does download macros. Next release I will do m3-final macro.
see https://trademaid.info/gsbhelp/GSBUltra-quickguide.html ALl users should see this updated page. A bit more works needs to be done but should be
considered helpful
I think your CL data has a problem. Best you do control R on cl chart,or better still close ts and delete your cache
@Twnty.
Do you have workers running? you could also try the standalone GSB
Also try NG.
CL is significantly slower to build than NG and GC.
If stuck we can do an ultraviewer session
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
Im having good success system building, and looking for refinements and improvements that can be made.
Each market I look at the recent GSB is hugely better results then older build
I will also push out a new macro that makes system building much faster in the next build. Thats likely 1 or 2 weeks away.
All users should view this page. It needs some updates but as is most users will understand it.
https://trademaid.info/gsbhelp/GSBUltra-quickguide.html
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
Under testing, 69.89. Has m3 macro m3-Final though its not added into all the config files.
Im testing if offsets on the stop entry HighD, closeD etc work better than with no offset.
A reminder, specials on Nat Gas and Gold systems expire in < 24 hours.
Out of sample so far is excellent
https://trademaid.info/gsbhelp/GSB_NaturalGasSystems.html
https://trademaid.info/gsbhelp/GSB_GoldSystems.html
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
Released yesterday. 69.90 build
Ability to export ts / mc code as plain text under saved systems.
TS/mc code will be in here
C:\GSB\Data\Scripts\....
also various of the existing stop entries, with offsets in ticks. My limited test to my surprise showed this was NOT improving results
Next build these features will be pushed so only the users in beta tester mode will have the stop offset orders
next build
Normalized closedlessOPend filter. (we have non normalized closeLessOpend filter only now)
Thanks received (1):
+1 AlwaysLearning at 2025-09-23 21:55:24
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
next build im testing CloseLessMaxPrevCloseDCurOpenD, CloseLessMinPrevCloseDCurOpenD, and CloseLessAvgPrevCloseDCurOpenD filters
It will be about a week away, maybe more
been busy the last few weeks researching
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
Next week I will release a new build.
It has bug for for export system parameters by macro
bug fix for rare occurrence that macro changing of dates doesn't occur, minor other improvements and some features yet to be tested before release
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
70.06 released
Possible very significant improvement to NG settings. By mistake the previous ones were on 30 min, should have been on 60 min. NG is a really good
market now and very easy to build systems on.
NG GC CL now have m3final macro loaded on M3 macro button.
once you have systems in Favorite D, the runs the family command to remove systems that are the same apart from parameter values, then puts these in
Favorite A
Bugs in the (ng/gc/cl)40% in sample settings. Nth was on no trade instead of all
By the way, competent users of GSB should not be running the 40% in sample settings
They are designed for users who know nothing of GSB to have an instant feel of what GSB can do.
on 40%insample settings, advanced mode is false which hides a lot of settings. Again this is for the person new to GSB to keep a powerful complex
product a bit simpler
The super fast way for GSB users to build systems is here
https://trademaid.info/gsbhelp/GSBUltra-quickguide.html
Updated eld's are included
Thanks received (2):
+1 Bruce at 2025-09-15 15:22:41 +1 Ketil at 2025-09-12 04:18:27
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
out next week some time. build 70.15
New gold settings. These can be further refined and are likely still have remove for improvement, though im not yet sure how to improve
them
systems gold 60 minutes, 24 hour data. Only a few systems in favouriteD, but systems are good any most are good since out of sample (May 1
2025) Whats unusual is i have never seen so many systems that all have negative correlation to each other. Note the first systems I built
were session time ending with 1500 and 1700.
Shown is one GC system with the last year or so data.
improvements in performance metrics remarked out code, and the option to add this code with or without remarks. It now wont give performance metrics
in print log for real time trading, and time sample in print log has seconds
fix error in value close, value open indicators. New elds needed for this and the gsb dummy script.
improvement in indicator imports from csv
This is for advanced GSB users. Ignore otherwise
Number of systems before restart. (NSR)
GSB has generations and populations in its genetic algorithms
conceptually there is an optimal range of these values, but it will vary per market and or bar interval
after the generations and populations have finished, GSB restarts with a new random seed of indicators / variables
It may take some time (seconds or low minutes) before systems are being built, and then you MIGHT get no new systems and number of systems just
plateau's
beware, large population makes gsb much slower to build systems (last I tested years ago)
So you can use this to optimize GSB workers to get most speed. Note however speed of systems build varies greatly each time a new random seed is made.
  
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
released build 70.15
Has GC 60 minute swing systems settings
GC_20251001_60min-nth3_stp2k5_20250501OOS-40%InSample is designed for you to have a quick look, not build systems
GC_20251001_60min-nth3_stp2k5_20250501OOS-SysBuild is for system building. Do the usual get 10 best indicators, then second pass build systems.
Note you will only get a few systems in Favorites D
Macros are included. They differ from previous setups, and we are using nth3 instead of nth1
Enclosed are some .pa files from two systems I built.
also is out of sample results since 15/5/2025
and negative correlation of systems. Note the first 5 systems are day trading, the latter 2 swing (longer term) systems
Attachment: Login to view the details
Attachment: Login to view the details  
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
update for the week. Have spend most of the week working with AI and new normalization methods. Learnt a lot and pushing AI to its limits. Im close to
the point where I can send new methods to programmer, and then i will test
More gold systems coming in the next week or two as well (for sale)
Trading has been going well for some time after a very difficult march and april this year.
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
no updates to GSB this week. Below is in the programmers job que to add into GSB
Note how the centerscaling and highestlowest2 were the previous normalization methods
signsquared scaling and sigmoid in ALL cases were better than these. for a few markets adaptive was also good.
This gave very significant in sample and out of sample improvement in system results
Im going to get all of these new methods added, then do testing to see what works.
note the synthetic data deliberately has high volatility period, followed by low volatility to show have the different normalization modes differ
under these circumstances
Attachment: Login to view the details
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
Next build
indicators vwap, and onbalance volume
Will push the build when there are more updates
Spend most of the week on the new gold systems, documenting etc
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
not a lot of updates this week, apart from possible my best ever month trading. Im not sure in that I dont normally track months profits closely.
Basically most of the money on gold systems, followed by mean reversion nq es systems
I have a number I will sell when time permits.
Also small update to batch processor that the interface can filter so you only see certain contacts. I havnt even tested the release yet.
Still working on normalization modes to add into GSB. Its quite a big task.
|
|
|
| Pages:
1
..
51
52
53
54 |
![[*]](images/davis/default_icon.gif){kind=icon}
