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John62
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Peter, Can you provide insight into the priority and planning for realizing the wish list? For me, exits are the most important. The exits mentioned
in this topic are fine. I would like to add another one: If X> MovingAverage (N) then exit long ...
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admin
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Quote: Originally posted by Carl  | Hello Peter,
At the moment I save a GSB strategy I like in the following way.
I open up a new Word document and add to the document these items:
1. screenshot chart trade date
2. screenshot chart trade number
3. walk-forward tab (top menu)
4. tradestation script - tab walk forward
5. walk forward metrics (bottom tab)
Maybe nice to be able to save this kind of information from GSB in one single mouse click?
Thanks
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Well im doing the same as you, but much prefer excel as you can make notes about specific line numbers.
We can fit the wf results on the main page as an option.
Thats going to save one step.
You could use a autoit macro for this I think. Need to think on it more....
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zdenekt
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I agree with John62, the exits are very important. Especially for swing strategies, where the fixed stoploss / target is not very effective. It would
be great to have more conditions for exit... and maybe optimizable in the building proces.
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admin
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| Quote: Originally posted by zdenekt | | I agree with John62, the exits are very important. Especially for swing strategies, where the fixed stoploss / target is not very effective. It would
be great to have more conditions for exit... and maybe optimizable in the building proces. |
I agree this is important, but you can but a % trailing stop or other exit once youve built a swing system with stop and pt.
GSB also tends to exit when its entry signal reverses. This is often very effective.
The current priority list for GSB is
Small enhancements on custom indicators.
Diag upload of settings, data files, logs, systems (all optional)
secondary filters and Closed filter (and then lots more work with truisms over time)
exits
Bug fixes from various users. Some very over due.
genetically choose long or short or long and short
.
The exact order may vary according to what the programmer feels will be most effective with his time. Sometimes some features are very close to
others.
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rws
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I am waiting too for this missing functionality for quite some time.
| Quote: Originally posted by admin | | Quote: Originally posted by zdenekt | | I agree with John62, the exits are very important. Especially for swing strategies, where the fixed stoploss / target is not very effective. It would
be great to have more conditions for exit... and maybe optimizable in the building proces. |
I agree this is important, but you can but a % trailing stop or other exit once youve built a swing system with stop and pt.
GSB also tends to exit when its entry signal reverses. This is often very effective.
The current priority list for GSB is
Small enhancements on custom indicators.
Diag upload of settings, data files, logs, systems (all optional)
secondary filters and Closed filter (and then lots more work with truisms over time)
exits
Bug fixes from various users. Some very over due.
genetically choose long or short or long and short
.
The exact order may vary according to what the programmer feels will be most effective with his time. Sometimes some features are very close to
others. |
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admin
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Ive emphasized exits more exhaustively.
This is the GSB rough short term to do list.
Small enhancements on custom indicators.
Diag upload of settings, data files, logs, systems (all optional)
This hopefully will speed up support issues and take less time for end users and myself to do support work.
secondary filters and Closed filter (and then lots more work with truisms over time. This is critical for forex and various other markets)
exits for swing trading systems, trailing, close at moc if not in the money, close at mid point of daily high/low , close on
first lower daily close etc
Bug fixes from various users. Some very over due.
genetically choose long or short or long and short.
For the core of users who have been with GSB from alpha testing day, you will appreciate how far we have come in a short period.
There was no secondary filter. Had to be done in TS, then do a ts wf etc. The was no WF in GSB etc.
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rws
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Please add ATR based exits
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admin
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shall do
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jptann
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Peter: A couple of requests that are not on your "to do" lists above,
1. Can you provide a group of 12 months like you do for the days to allow trading. I would like the opportunity to eliminate a month in my training
and wf where I don't like to trade.
2. Can you add an ability to use a custom fitness function. Nothing too complex, but lets say I want to optimize on the NP/max draw down. I can
figure out how to add that as one of our options, or even change the fitness function to just the NP. Some indication on how to add a few structures
here would be helpful
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admin
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| Quote: Originally posted by jptann | Peter: A couple of requests that are not on your "to do" lists above,
1. Can you provide a group of 12 months like you do for the days to allow trading. I would like the opportunity to eliminate a month in my training
and wf where I don't like to trade.
2. Can you add an ability to use a custom fitness function. Nothing too complex, but lets say I want to optimize on the NP/max draw down. I can
figure out how to add that as one of our options, or even change the fitness function to just the NP. Some indication on how to add a few structures
here would be helpful |
Both these functions are in GSB. Custom fitness has been in GSB since Alpha Build. However Im not a believer in using it.
I want tight filters on the over all equity metrics, but not on the building side of things. If you still want an example, will post one in < 36
hours. Long day doing outing in Vanuatu is just beginning.
Date features is also there if advanced mode is on.
If you cant figure out how to use it, I can post an example later too.
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admin
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This related post has been updated.
http://www.trademaid.info/forum/post.php?action=edit&fid=1&t...
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Carl
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Separate results for long and short positions.
For example adding a column with the ratio "net profit long positions / net profit short positions".
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admin
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| Quote: Originally posted by Carl | Separate results for long and short positions.
For example adding a column with the ratio "net profit long positions / net profit short positions". |
Thats just one field, but if we have all metrics the gui will blow out.
np and number of trades
maybe mouseover that gives long and short on each field. Not sure that it can be done but will look into it
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Carl
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Sometimes it happens you think you have a great long&short strategy in gsb.
But in trafestation it turns out it's a system with 90% long profits and only 10% short profits.
It would be nice if this is visible in gsb.
Thanks
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admin
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| Quote: Originally posted by Carl | Sometimes it happens you think you have a great long&short strategy in gsb.
But in trafestation it turns out it's a system with 90% long profits and only 10% short profits.
It would be nice if this is visible in gsb.
Thanks |
agreed, so will talk to the programmer about this
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uhrbi
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| Quote: Originally posted by Carl | Sometimes it happens you think you have a great long&short strategy in gsb.
But in trafestation it turns out it's a system with 90% long profits and only 10% short profits.
It would be nice if this is visible in gsb.
Thanks |
long/short ratio of trades and their contribution to profit would be great
maybe an option to filter out systems that are below a certain ratio
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admin
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Thanks[/rquote]
long/short ratio of trades and their contribution to profit would be great
maybe an option to filter out systems that are below a certain ratio[/rquote]
maybe if we start by having the mouse over on the total metrics, we can determine how useful a filter is. Problem is more filters I add, there is
speed over head in using them. Will chat to programmer about this.
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uhrbi
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of course, speed should be top priority...
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Petzy
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I would like to wish for automatic saving for Portfolio Analyst and TS/MC
When I work with GSB I let it work for some days and then I go through all systems that look good.
After that I do a walk-forward optimization on the most promising strategies.
The ones I like I export in text format for Tradestation and Multicharts. I also save the strategy in GSB for the future.
Then I import the strategy in TradeStation and setup the right Charts so I can produce a Performance Report. I save the performance report and import
it to Portfolio Analyst.
It would save a lot of time if I were able to just click save in GSB and then GSB would save the strategy as well as the Code for Tradestation and
MultiCharts at the same time. (Preferably the Walkforward code). And also some kind of file that I could import into Portfolio Analyst.
Regards,
Peter Gunnarsson
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Petzy
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Metric for longest DD period
I would like to have a metric that measure how long the longest DD period was.
It would be nice to be able to exclude strategies that have a continous drawdown period more than a year for example.
Regards,
Peter Gunnarsson
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rws
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I think needing to move somewhere with the mouse before something shows up isnt a good idea. That has been tried with 3D Cad software too and it
causes slowdowns and user discomfort.
| Quote: Originally posted by admin |
Thanks[/rquote]
long/short ratio of trades and their contribution to profit would be great
maybe an option to filter out systems that are below a certain ratio[/rquote]
maybe if we start by having the mouse over on the total metrics, we can determine how useful a filter is. Problem is more filters I add, there is
speed over head in using them. Will chat to programmer about this. |
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admin
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| Quote: Originally posted by rws | I think needing to move somewhere with the mouse before something shows up isnt a good idea. That has been tried with 3D Cad software too and it
causes slowdowns and user discomfort.
| Quote: Originally posted by admin |
Well these are features that few users would use, and its not often going to be used. A blowout in size of the gui will negatively affect all users. A
toggle of long short, long or short that goes to all metrics is another option- bit you only see one of the 3 metrics at once. |
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Petzy
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Portfolio Analyst wish.
I would like to be able to add a multiplier to a single strategy in Portfolio Analyst. For example if I have made a strategy for gold. (@GC in
TradeStation). I would like to be able to modify that strategy with a multiplier of 0.1 to simulate trading with the mini future MGC instead.
The reason for this wish is that I have strategies for the futures @TY, @ES and @S. These strategies have similar behaviour of daily dollar
volatility, DD etc. But the future @GC have a lot more value and daily volatility in dollar so my account size can’t handle that. BUT it would be
able to handle the mini futures of gold. For example MGC that have the value of 0.1 compared to @GC.
The problem is that I can’t run my strategy on a chart with 10 years of data because only @GC have that historical data. So that means I can’t
export the correct future to Portfolio Analyst and then I can’t use the excellent Portfolio Selection function
Regards,
Peter Gunnarsson
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admin
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| Quote: Originally posted by Petzy | I would like to be able to add a multiplier to a single strategy in Portfolio Analyst. For example if I have made a strategy for gold. (@GC in
TradeStation). I would like to be able to modify that strategy with a multiplier of 0.1 to simulate trading with the mini future MGC instead.
The reason for this wish is that I have strategies for the futures @TY, @ES and @S. These strategies have similar behaviour of daily dollar
volatility, DD etc. But the future @GC have a lot more value and daily volatility in dollar so my account size can’t handle that. BUT it would be
able to handle the mini futures of gold. For example MGC that have the value of 0.1 compared to @GC.
The problem is that I can’t run my strategy on a chart with 10 years of data because only @GC have that historical data. So that means I can’t
export the correct future to Portfolio Analyst and then I can’t use the excellent Portfolio Selection function
Regards,
Peter Gunnarsson |
Hi Peter
this is how its done. See picture
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Petzy
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| Quote: Originally posted by admin | | Quote: Originally posted by Petzy | I would like to be able to add a multiplier to a single strategy in Portfolio Analyst. For example if I have made a strategy for gold. (@GC in
TradeStation). I would like to be able to modify that strategy with a multiplier of 0.1 to simulate trading with the mini future MGC instead.
The reason for this wish is that I have strategies for the futures @TY, @ES and @S. These strategies have similar behaviour of daily dollar
volatility, DD etc. But the future @GC have a lot more value and daily volatility in dollar so my account size can’t handle that. BUT it would be
able to handle the mini futures of gold. For example MGC that have the value of 0.1 compared to @GC.
The problem is that I can’t run my strategy on a chart with 10 years of data because only @GC have that historical data. So that means I can’t
export the correct future to Portfolio Analyst and then I can’t use the excellent Portfolio Selection function
Regards,
Peter Gunnarsson |
Hi Peter
this is how its done. See picture
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Great. Thanks!
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