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admin
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39.11 has a bug where data streams are optimized even if its set to false.
Next build of GSB has a parameter stability score.
Parameter stability at the tail end of WF is one of my criteria for a good system. I will talk more on this on my next youtube video.
The video will be dedicated to what to look for in a GSB (or other WF app) WF.
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40.04 out.
Over write the files from 39.11 with these files. from 40.04
You still need all the 39.11 other files
Has bug fixes and minor tweaks.
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40.05 out I hope in < 24 hours.
Has parameter stability metrics. Some of this is experimental.
bug fixes, esp entryoffset WF bug fix.
If operators are * only, keep entry level at zero.
has WF stability scores, and gui tweaks.
Bug fix in gsbsys1nq code.
morelinq.dll update.
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admin
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41.06 out
Has WF entrylevel bug fix.
If operators are * only, keep entry level at zero.
has WF stability scores, and gui tweaks. (Bug in pearson & spearman exact)
Bug fix in gsbsys1nq code.
morelinq.dll & xml update. Will crash if you dont update these files.
improvement to settings files
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admin
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My next video will be on WF. The goal is to find a good system with stable WF parameters. The example shown above is hard to achieve, but very much
possible.
7 of 10 optimization runs chose the same parameters. This is excellent.
Note that the logic on pearsons and spearman exact is faulty. It should have been at least 90%. Logic on stability and close is fine.
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jptann
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WF analysis
Peter: I'm a little confused by your new WF. If you take a look at the attached pictures of three different WF's from a run, it seems that the
obvious run is WF #2. I am sharing these pictures because it is an example of Params Stability > 75, with Pearson Close near 90%. Need to understand
Spearman better.
All three pictures were within the top 10 Unique Systems so I found it interesting that two were fairly the same, but the third was UGLY
Any comments would be appreciated
  
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admin
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The newer metrics are experimental and still working on them.
I cant see the performance metrics but Fitness is being maximized, which is very much being shifted by average trade.
So I suspect fitness has increased in the best and oos curves. This is greatly at the expense of number of trades.
You could use fitness np (without average trade) with a reasonable slippage figure in fitness.
Bottom linw however is I would just go onto another system
video on wf is here. You must download it, not view in dropbox else you get only half of it.
Video is work in progress and doesnt talk about why we need to wf, and what a wf is.
https://www.dropbox.com/s/5tih199lj41zv56/gsb-wf_g_audio_cle...
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GSB 41.05 build. November 11 2017
RoofingFilter1pole now has soft coded input instead of hard code 45 value.
bug fix of print statement in a GSB function.
WF data streams fixed.
WF anchored and rolling stability
Option to disable other WF metrics in app settings GUI
You need to update TS code. No backward compatibility issues.
Note WF is set to 300 x 300 as default. This is through but very slow. You could use 100 x 100 as initial test.
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admin
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Coming in the next month.
wf metrics in the same gui lines as the system metrics.
numerous custom indicators in one file name
Secondary filter closeD and GA
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admin
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Next build has wf metrics here. ie OOS etc.
Out in a week or so, but its working now.
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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
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cyrus68
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There are some numbers reported after a WF test that are supposed to allow an evaluation of the adequacy of the system. But I can't find an
explanation of how they are calculated and what they represent.
Is the "param stability" number calculated over all WF segments (10 being the default) or x% of the most recent ones? Does it incorporate all the
parameters?
I presume that the "Bollinger" statistic measure the spread between the brown and yellow curves. Is the reported number calculated using 1 or 2
standard deviations?
What are the Pearson and Spearman rank correlation numbers calculating?
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admin
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Quote: Originally posted by cyrus68  | There are some numbers reported after a WF test that are supposed to allow an evaluation of the adequacy of the system. But I can't find an
explanation of how they are calculated and what they represent.
Is the "param stability" number calculated over all WF segments (10 being the default) or x% of the most recent ones? Does it incorporate all the
parameters?
I presume that the "Bollinger" statistic measure the spread between the brown and yellow curves. Is the reported number calculated using 1 or 2
standard deviations?
What are the Pearson and Spearman rank correlation numbers calculating? |
It basically counts the number of parameters that are not stable, and if the count gets too high it ignores the entire row.
Anchored measures the count from the last row, while rolling counts each row relative to the next one.
Correct in bollenger. Setting(s) are under app settings Walkforward.
Pearson and spearman measure how correlated the lines are.
Pretend we had a system we WF and it had a parameter that did nothing.
The Parameter stability might not be good, but the equity curve could be exact.
Pearson's, spearman and bollenger are experimental. They should prove useful in the highly likely chance we automate systems being WF.
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GSB 41.11 build. November 24 2017
Bug fixes to fix exceptions in 41.09
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admin
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WF ISSUE
There is a problem in the settings of the last build(s). Min WF trades is set too low. This means a wf could give you just a few trades as the fitness
is higher than many smaller trades when fitness is np*average trade.
I had reduced this mainly due to people using small data files, ie tick data (and I dont like the concept of small data files at at all)
Best put it back to 100 or a bit less if you have shorter data files.
Whats in the pipeline.
Improved csv custom indicators, and multiple custom indicators in one file.
Diag upload. This will let he user choose to upload optional fields of settings, data files used in settings, saved systems.
GSB is getting time consuming to support now. Much of this is also due to users who have low trading experience. The Alpha testers of GSB were all
extremely knowledgeable and experienced 
More work in secondary filters.
Trailing stops and some other exits.
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admin
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In the next build, you can save a comment which appears in the code. Note that you need to click off the current system, then click on it for it to
re-appear.
Hoping to have a new build in the next week. Progress was slower than expected in the last two weeks.
the machine name and worker id that produced the system are also included.
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jptann
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Peter:
Can you post a quick guide to force the program to only consider the custom indicators. It would be most helpful. Is it as easy as setting all the
canned indicators to false for that run? Having trouble getting any swing trading system going so I want to start from scratch and build up from my
custom indicators only and going from there
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| Quote: Originally posted by jptann | Peter:
Can you post a quick guide to force the program to only consider the custom indicators. It would be most helpful. Is it as easy as setting all the
canned indicators to false for that run? Having trouble getting any swing trading system going so I want to start from scratch and build up from my
custom indicators only and going from there
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What your suggest should work, but it think its very unlikely that your custom indicators are likely to work without some more common built in ones.
At the heart of the issue is there is some other problem.
what market are you on, bar interval. Give a screen shot of your opt settings. Does it work with moc being true?
Unless this relates to beta build issue, might be best to put this under general support, or custom indicators. Though custom indicators is not really
the solution.
Later note Before 39.04 build there is a bug where custom indicator setting don't always save.
In the unreleased beta, there are a few bug fixes with a few more to come. I am in holiday in Vanuatu with very slow internet, but programing is going
at full speed. GSB development was slowed down with IBLINK issues the last 2 weeks, but programmer is now 100% on GSB again.
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The next release has support feature.
It uploads settings, data files, optional screen shots and optional system(s)
There is improvement to centering normalization code being worked on right now, + some bug fixes.
Should be out in the next week.
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42.05 out shortly.
Has option to filter systems that have certain metrics say inn the last year.
Do not create systems using centering on this build. (OK for backward compatability)
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GSB 42.09 build. December 30 2017
All systems saved in case your computer reboots unexpected etc.
see C:\Dropbox\GSB\GSB (Managers)\Data\Saved Systems\Auto
Updates to centering code. Improvements and bug fix.
New ELD needs to be loaded. All code should be backwards compatible from pre 42.05 version
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Newest version here.
http://www.trademaid.info/forum/viewthread.php?tid=1
Has expiry date, and improved centering code. Needs new TS script loaded
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next build has this,
will update in a few days after ive done some testing
1.0.42.15 / 2018-01-05:
Upgraded to .NET 4.6.
Auto remove disconnected and old worker from the right-side resource monitor.
Show price file and contract close-session mismatch in the user message box.
Fixed endDate to 21001231 in the exported script.
Implemented contracts clone (to easily create duplicate contracts, ex. AAPL, IBM, MSFT).
Fixed PA filename (from WF-Best to WF-Current).
Include custom indicators with in files.
Try 7zip first if 7za.exe exists, else use Zip.
Fixed exception balloon show to user.
Updated info messages to show as balloon instead.
Fixed WF statistics view, anchored/rolling.
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admin
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This is how you clone a symbol. Right click it
clone, then change the details
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