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admin
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Quote: Originally posted by Petzy  | Just wondering if the scale on the graph "Daily Net Profit & Drawdown" is wrong in Portfolio Analyst?
The performance report says the Max DD is $-16803 but it looks on the graph that it is about $-100000
I attached the performance report from TS and the report from Portoflio Analyst
Regards,
Peter
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simple issue. There are two scales on the graph for x axis. Look on the right side.
Reason for this is dd scale is so small compared to equity graph, it would be useless you have a finer axis on dd.
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Petzy
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No trades
I made a new system for @PL in GSB 42.15. I 3 datastreams in the system. PL 15 min, 30 min and 60 min.
I copy the code to TradeStation and open a new chart with 3 symbols. (PL 15 min, 30 min and 60 min).
When I activate the strategy on the chart I don't get any trades.
I suspect there is something wrong with the i?data variables. Shouldn't the i1data=1, i2data=2 and i3data=3?
And what is i4data, i5data and iSFData?
Regards,
Peter
(I have attached the system to this post)
// Settings
// ID: 20180113-023126-676936-YQO7u
// Info: File Name Prefix: , Comment: , Workplace Instance ID: n4r3LQRcrCak3VsZe, Machine Name: PGDEV01
// Price Data: Data1: PL.15.Minute.0000.2300.CET.txt, Data2: PL.30.Minute.0000.2300.CET.txt, Data3: PL.60.Minute.0000.2300.CET.txt
// MaxBarsBack: 500
// Profits Mode: Currency
// Quantity: 1
// Quantity Mode: FixedShareContracts
// Exit Stop Loss: 0
// Exit Profit Target: 0
// Exit Minutes: 0
// Fitness Criteria: NetProfit * AvgTrade
// Fitness Commission: 0
// Reports Commission: 0
// Commission Mode: TradePerSide
// Fitness Slippage: 0
// Reports Slippage: 0
// Slippage Mode: TradePerSide
// Long Trading Allowed: True
// Short Trading Allowed: True
// Max. Entries per Day:
// GSB Version: 1.0.42.15 / 2018-01-05
// Performance (full period)
// Fitness: 29,708,024.76
// Net Profit: 269,180
// Commission (in $): 0
// Drawdown: -9,605
// Avg Trade: 110.36
// Percent Profitable: 55.92
// Pearson: 0.986
// Profit Factor: 1.56
// Trades Count: 2439
// Net Profit / -Drawdown: 28.02
// Inputs
Inputs:
i1Data(3),
i1shortLength(1),
i1longLength(8),
i2Data(2),
i2length(46),
i3Data(2),
i3length(103),
i4Data(2),
i4length(64),
i5Data(3),
i5cutoff(134),
i1Weight(-1),
i2Weight(1),
i3Weight(1),
i4Weight(1),
i5Weight(1),
entryParams(0),
iSFData(2),
iSFlength(18),
iSFnumAtrs(1.5),
iSFWeight(1),
sfEntryLevel(49),
beginDate(20070226),
endDate(21001231) // Replace by 20180109 to test GSB/TS/MC match;
Attachment: Login to view the details
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Carl
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Hi Petzy,
GSB 42.15 output doesn't compile in tradestation:
endDate(21001231) // Replace by 20180109 to test GSB/TS/Output MC match;
because ; is missing
This code should work:
endDate(21001231); // Replace by 20180109 to test GSB/TS/MC match
Peter knows about this bug.
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Petzy
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| Quote: Originally posted by Carl | Hi Petzy,
GSB 42.15 output doesn't compile in tradestation:
endDate(21001231) // Replace by 20180109 to test GSB/TS/Output MC match;
because ; is missing
This code should work:
endDate(21001231); // Replace by 20180109 to test GSB/TS/MC match
Peter knows about this bug. |
Yes I know. I pasted the original code exactly as it was in GSB.
But when I imported it into TradeStation I added the ";". 
The problem I have is that the code compiles fine, after I added the ";". But it doesn't generate any trades.
Regards,
Peter
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Gregorian
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Petzy:
This is a longstanding bug in GSB which Peter knows about. Certain strategies produce no trades at all in TS or MC.
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Petzy
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| Quote: Originally posted by Gregorian | Petzy:
This is a longstanding bug in GSB which Peter knows about. Certain strategies produce no trades at all in TS or MC. |
Aha. I spent a few hours trying to figure it out. But good to know so I don't waste any more
Is there any way to fix it manually? I rather liked some of the strategies that isn't producing any trades.
Regards,
Peter
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Carl
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I sometimes have the same issue.
Don't know if it is a GSB issue or a Tradestation issue.
Most of the time, I could solve the problem by constructing a new workspace and adding the strategy again.
Hope this helps.
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Petzy
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| Quote: Originally posted by Carl | I sometimes have the same issue.
Don't know if it is a GSB issue or a Tradestation issue.
Most of the time, I could solve the problem by constructing a new workspace and adding the strategy again.
Hope this helps. |
Just an update...
I changed the Range for my chart from "Start from 2007-01-01" to "10 years back".
Then one of the strategies started to work. I will try the others later.
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Petzy
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| Quote: Originally posted by Petzy | | Quote: Originally posted by Carl | I sometimes have the same issue.
Don't know if it is a GSB issue or a Tradestation issue.
Most of the time, I could solve the problem by constructing a new workspace and adding the strategy again.
Hope this helps. |
Just an update...
I changed the Range for my chart from "Start from 2007-01-01" to "10 years back".
Then one of the strategies started to work. I will try the others later. |
All the strategies started to work when I changed the range in TradeStation. So, this is solved for me
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Petzy
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Script change ID when double click on the strategy
It looks like the ID is chaning on the finished strategy when I double click on it.
1. I run a walk-forward on a strategy
2. When it is done I open the tab "Tradestation Script", Plattform "TradeStation". Tab "Walk-Forward"
3. The ID on the script is:
// Settings
// ID: 20180129-054500-459081-qvuSp / 20180129-115930-191348-QzoGX
4. I double click on the strategy down where the list of strategies is and then look at the ID again:
// Settings
// ID: 20180129-054500-459081-qvuSp / 20180129-121124-657193-ySwpo
I don't think the actual script changes but it is a bit confusing when I save the strategy and the ID changes.
I usually save the strategy with the Walk-Forward ID. In the above example it would be "20180129-115930-191348-QzoGX". If I try to find the strategy
later it will have another ID.
Regards,
Peter Gunnarsson
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admin
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support upload email doesnt work, gmail blocked it for some reason.
Will be fixed in next build. If you do support upload, you will have to email me too on older builds
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Gregorian
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44.21 Manager not displaying strategies
An old bug is back: In 44.21, the Manager is not displaying strategies generated by the Workers on the same machine. Once the Manager never even left
the Waiting state, but more often it does show the statuses of the Workers properly, just with no strategies coming over.
EDIT: After 13 minutes, the Manager suddenly displayed the collected strategies. This used to take place within the first minute of operation, so
while it's technically working now, the delay is too long.
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kelsotrader
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| Quote: Originally posted by Gregorian | An old bug is back: In 44.21, the Manager is not displaying strategies generated by the Workers on the same machine. Once the Manager never even left
the Waiting state, but more often it does show the statuses of the Workers properly, just with no strategies coming over.
EDIT: After 13 minutes, the Manager suddenly displayed the collected strategies. This used to take place within the first minute of operation, so
while it's technically working now, the delay is too long. |
That's not the case on my Manager, Transfer is immediate.
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admin
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| Quote: Originally posted by kelsotrader | | Quote: Originally posted by Gregorian | An old bug is back: In 44.21, the Manager is not displaying strategies generated by the Workers on the same machine. Once the Manager never even left
the Waiting state, but more often it does show the statuses of the Workers properly, just with no strategies coming over.
EDIT: After 13 minutes, the Manager suddenly displayed the collected strategies. This used to take place within the first minute of operation, so
while it's technically working now, the delay is too long. |
That's not the case on my Manager, Transfer is immediate. |
I will keep an eye on this issue. Im testing 44.25 now.
In the last hour I did a disk upgrade on the server. Cloud and forum was down for 1/2 an hour and all workers on this serer were killed. Small outages
of the sql server will go unnoticed but 1/2 an hour might cause managers to stop. Apologies but better than a o/s crash that's totally UN-planed.
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cyrus68
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I tried to run the manager - version 44.64 - and got error message.
It won't load, so it's back to 44.58 for me.
System.InvalidOperationException: Operation can only be performed on cells that belong to a DataGridView control.
at System.Windows.Forms.DataGridViewColumnHeaderCell.set_SortGlyphDirection(SortOrder value)
at System.Windows.Forms.DataGridView.DataGridViewDataConnection.ApplySortingInformationFromBackEnd()
at System.Windows.Forms.DataGridView.RefreshColumns()
at System.Windows.Forms.DataGridView.RefreshColumnsAndRows()
at System.Windows.Forms.DataGridView.OnDataSourceChanged(EventArgs e)
at System.Windows.Forms.DataGridView.set_DataSource(Object value)
at SpV9nECqWoLyY6pzhkoaPOmgwF_c09gEu9WXNOKzM7vt.Ny1ZRzbZPxrih9nqLm2P_xg[](DataGridView , List`1 , Int32 , String )
at SpV9nECqWoLyY6pzhkoaPOmgwF_c09gEu9WXNOKzM7vt..ctor()
Workplace Mode: Manager
Instance ID: KIPiPROqMVjhei1Bs
Workplace ID:
App Version: 1.0.44.64 / 2018-05-08
Machine Name: MAIN3
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admin
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| Quote: Originally posted by cyrus68 | I tried to run the manager - version 44.64 - and got error message.
It won't load, so it's back to 44.58 for me.
System.InvalidOperationException: Operation can only be performed on cells that belong to a DataGridView control.
at System.Windows.Forms.DataGridViewColumnHeaderCell.set_SortGlyphDirection(SortOrder value)
at System.Windows.Forms.DataGridView.DataGridViewDataConnection.ApplySortingInformationFromBackEnd()
at System.Windows.Forms.DataGridView.RefreshColumns()
at System.Windows.Forms.DataGridView.RefreshColumnsAndRows()
at System.Windows.Forms.DataGridView.OnDataSourceChanged(EventArgs e)
at System.Windows.Forms.DataGridView.set_DataSource(Object value)
at SpV9nECqWoLyY6pzhkoaPOmgwF_c09gEu9WXNOKzM7vt.Ny1ZRzbZPxrih9nqLm2P_xg[](DataGridView , List`1 , Int32 , String )
at SpV9nECqWoLyY6pzhkoaPOmgwF_c09gEu9WXNOKzM7vt..ctor()
Workplace Mode: Manager
Instance ID: KIPiPROqMVjhei1Bs
Workplace ID:
App Version: 1.0.44.64 / 2018-05-08
Machine Name: MAIN3 |
This isnt a known issue in .64 build.
My guess is there is an issue in app settings else opt settings.
Can you load with no app / opt settings, or the original ones?
Worst case do a support upload.
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cyrus68
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First time I tried, it would not load at all and gave the error message.
I tried again, just now, and it loaded.
Very curious.
As they say, it is better, the second time around.
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admin
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| Quote: Originally posted by cyrus68 | First time I tried, it would not load at all and gave the error message.
I tried again, just now, and it loaded.
Very curious.
As they say, it is better, the second time around. |
Great you are resolved. I have used the build extensively and its been very good.
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BigDog
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After a completely fresh system setup I have installed GSB 44.36 but it crashes every time with a CLR20r3 event (this applies to Manager, Worker and
Standalone).
I have tested every installed version of Dot Net (2, 3 and 4), all of which passed without reporting any problems. I even tried installing Visual
Studio 13, just in case there might be some missing Windows files. Nothing has worked so far.
Has any other user encountered this problem?
BD
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admin
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| Quote: Originally posted by BigDog | After a completely fresh system setup I have installed GSB 44.36 but it crashes every time with a CLR20r3 event (this applies to Manager, Worker and
Standalone).
I have tested every installed version of Dot Net (2, 3 and 4), all of which passed without reporting any problems. I even tried installing Visual
Studio 13, just in case there might be some missing Windows files. Nothing has worked so far.
Has any other user encountered this problem?
BD |
This is an OS issue, but I have forwarded onto programmer.
You could try system restore or repair.
Always a good idea to backup your OS with macrium reflect (free) or acronis true image
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admin
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| Quote: Originally posted by BigDog | After a completely fresh system setup I have installed GSB 44.36 but it crashes every time with a CLR20r3 event (this applies to Manager, Worker and
Standalone).
I have tested every installed version of Dot Net (2, 3 and 4), all of which passed without reporting any problems. I even tried installing Visual
Studio 13, just in case there might be some missing Windows files. Nothing has worked so far.
Has any other user encountered this problem?
BD |
Programmer says
We use .net framework 4.6 (which is not same as .net 4 and 4.5).
Windows should have installed it already unless update is disabled/paused.
Best you repair / reinstall. No users have ever reported this crash
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BigDog
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When I said I had verified all of the dot Net installations, I meant also versions 4, 4.5 and 4.5.1.
That no other user has so far reported a similar problem is not much comfort to me. Do you have any specific suggestions as to how to get the
software to work?
Again, bear in mind that this is a new installation on a completely clean machine.
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admin
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| Quote: Originally posted by BigDog | When I said I had verified all of the dot Net installations, I meant also versions 4, 4.5 and 4.5.1.
That no other user has so far reported a similar problem is not much comfort to me. Do you have any specific suggestions as to how to get the
software to work?
Again, bear in mind that this is a new installation on a completely clean machine. |
Sorry that's no comfort.
Make sure all the service packs are installed. Sometimes this takes some time to happen. Ive had some take a few days.
I assume it was working on the PC? what happened?
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BigDog
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| Quote: Originally posted by admin | | Quote: Originally posted by BigDog | When I said I had verified all of the dot Net installations, I meant also versions 4, 4.5 and 4.5.1.
That no other user has so far reported a similar problem is not much comfort to me. Do you have any specific suggestions as to how to get the
software to work?
Again, bear in mind that this is a new installation on a completely clean machine. |
Sorry that's no comfort.
Make sure all the service packs are installed. Sometimes this takes some time to happen. Ive had some take a few days.
I assume it was working on the PC? what happened? |
The problem seems to be an issuing with handling a missing method exception.
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admin
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| Quote: Originally posted by BigDog | | Quote: Originally posted by admin | | Quote: Originally posted by BigDog | When I said I had verified all of the dot Net installations, I meant also versions 4, 4.5 and 4.5.1.
That no other user has so far reported a similar problem is not much comfort to me. Do you have any specific suggestions as to how to get the
software to work?
Again, bear in mind that this is a new installation on a completely clean machine. |
Sorry that's no comfort.
Make sure all the service packs are installed. Sometimes this takes some time to happen. Ive had some take a few days.
I assume it was working on the PC? what happened? |
The problem seems to be an issuing with handling a missing method exception.
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Do you have all the gsb files, or just the exe file?
I can do teamviewer but UN-unexpectedly traveling to new zealand tomorrow. Worse case this will have to wait till Monday.
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