| Pages:
1
..
6
7
8
9
10
..
98 |
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
Quote: Originally posted by cotila1  | | Hi Peter, not sure if on yr plan already, but I think would be useful if WF shows the PASS/FAIL result flag at the end of the process?
|
The answer is still a bit grey.
Is the curve nice, Anchored stability score, how close is the oos and current curve if you anchor them on the top right instead of the left bottom.
Hope to have that in while
|
|
|
cyrus68
Member
Posts: 171
Registered: 5-6-2017
Member Is Offline
Mood: No Mood
|
|
I generated systems on version 43.27 and the speed was absolutely atrocious. Here are the specs:
Hardware was i9 7900 with 64 gb ram
Instrument was NG with 15min data. The settings were the same as Peter’s with the following differences:
4 secondary data streams, operators * and /. Commission 2.5 and slippage 10 per trade.
7 workers were activated, and all showed their status as ‘running’.
However, only one worker showed systems. The others were blank.
The average speed per worker was an abysmal 1.2k. RAM usage was at 62% and CPU at 95%, running at 4.01 ghz. The CPU was not overclocked.
I aborted GSB after 6 starts. Of the 12 systems shown in the single worker, only 11 were copied to the manager.
I ran 4 WF after the abortion, and they were excruciatingly slow. RAM usage was at 15%, CPU usage at 12%, running at 1.6 ghz. So, there was no
resource constraint.
When I clicked on a tab in GSB, it took 5 seconds to respond. This only happens to software if your CPU or ram are maxed out.
I haven’t used GSB since last September. At that time, a setup very similar to this, on an old i7, achieved speeds of 3.5k per worker.
As far as I can see, this software is regressing, not progressing. If anybody is using a build that has decent speed and relatively few bugs, please
let me know.
Also, does anybody know what is the purpose of ‘machine resources’ in the settings?
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
| Quote: Originally posted by cyrus68 | I generated systems on version 43.27 and the speed was absolutely atrocious. Here are the specs:
Hardware was i9 7900 with 64 gb ram
Instrument was NG with 15min data. The settings were the same as Peter’s with the following differences:
4 secondary data streams, operators * and /. Commission 2.5 and slippage 10 per trade.
7 workers were activated, and all showed their status as ‘running’.
However, only one worker showed systems. The others were blank.
The average speed per worker was an abysmal 1.2k. RAM usage was at 62% and CPU at 95%, running at 4.01 ghz. The CPU was not overclocked.
I aborted GSB after 6 starts. Of the 12 systems shown in the single worker, only 11 were copied to the manager.
I ran 4 WF after the abortion, and they were excruciatingly slow. RAM usage was at 15%, CPU usage at 12%, running at 1.6 ghz. So, there was no
resource constraint.
When I clicked on a tab in GSB, it took 5 seconds to respond. This only happens to software if your CPU or ram are maxed out.
I haven’t used GSB since last September. At that time, a setup very similar to this, on an old i7, achieved speeds of 3.5k per worker.
As far as I can see, this software is regressing, not progressing. If anybody is using a build that has decent speed and relatively few bugs, please
let me know.
Also, does anybody know what is the purpose of ‘machine resources’ in the settings?
|
Do a support upload and I will check this. Check you dont have exceptions in the exception folder under GSB
Machine resources is so you can schedule GSB to not work during certain days and hours, and to set the cpu mask / process priority of GSB exe files
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
This is on i7, not overclocked and i9 mild overclock. Its on 30 min data so will be faster than 15 min
For speed reasons, do not use different slippage and commission values in fitness vs reports. GSB has to calculate all the performance metrics twice
if you make them different.
So my i9 speed is 27679 with 8 workers running. Will be faster with 12 workers
|
|
|
cyrus68
Member
Posts: 171
Registered: 5-6-2017
Member Is Offline
Mood: No Mood
|
|
On doing some tests on the standalone version, it appears that GSB speed can fall substantially as model complexity grows. For NG, the included
model ran at 5000 per minute, while mine achieved only 2400. The differences between the two were as follows:
Operators * and /, instead of *
NG 15 min, instead of 30 min
Secondary data 4x15 min, instead of 1x60 min
Commissions and slippage 2.5/2.5 and 10/10, instead of 0/0 and 0/0
It is difficult to say which factor has the biggest impact on speed. I suspect it is the number of secondary data streams. Anyway, for me, this
clarifies some methodological issues.
Under the principle of parsimony, it is best to stay with a single operator.
As for the optimal bar size, I don’t yet have a technique for determining it.
As for the secondary data, principal components analysis could extract the information content of multiple data streams into the top components. But
this is not feasible in GSB. So, the alternative approach would be to include only 2 data streams that have the highest information content.
As for the inclusion or exclusion of commissions and slippage in strategy building, opinion is divided on this issue. I am noncommittal but generally
opt for inclusion if the number of trades is too big.
On the general issue of speed, GSB is faster than similar software. But whether newer builds are faster than older ones is unknown. To test it, one
would have to run the same model on the same hardware but 2 different builds. I’m not going to try.
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
| Quote: Originally posted by cyrus68 | On doing some tests on the standalone version, it appears that GSB speed can fall substantially as model complexity grows. For NG, the included
model ran at 5000 per minute, while mine achieved only 2400. The differences between the two were as follows:
Operators * and /, instead of *
NG 15 min, instead of 30 min
Secondary data 4x15 min, instead of 1x60 min
Commissions and slippage 2.5/2.5 and 10/10, instead of 0/0 and 0/0
It is difficult to say which factor has the biggest impact on speed. I suspect it is the number of secondary data streams. Anyway, for me, this
clarifies some methodological issues.
Under the principle of parsimony, it is best to stay with a single operator.
As for the optimal bar size, I don’t yet have a technique for determining it.
As for the secondary data, principal components analysis could extract the information content of multiple data streams into the top components. But
this is not feasible in GSB. So, the alternative approach would be to include only 2 data streams that have the highest information content.
As for the inclusion or exclusion of commissions and slippage in strategy building, opinion is divided on this issue. I am noncommittal but generally
opt for inclusion if the number of trades is too big.
On the general issue of speed, GSB is faster than similar software. But whether newer builds are faster than older ones is unknown. To test it, one
would have to run the same model on the same hardware but 2 different builds. I’m not going to try.
|
These are good questions.
You would expect 15 min to be 1/2 the speed of 30 min, but its a bit better than that.
In my tests today, if fitness slippage <> reports slippage there is about 14% degradation. The value for speed doesnt matter, but they should be the
same.
You can get about 20% more speed
see http://www.trademaid.info/forum/post.php?action=reply&tid=92
I doubt adding operator '/' makes a difference.
Also going form 3 to 5 indicators will make 10 to 20% degradation.
Backtest termination settings were also too aggressive in older builds, so many good systems were skipped, but higher system generation speeds
occurred.
More indicators might decrease speed, but more data streams certainly will.
Using a stop loss also reduced performance by about 10%.
Over time we will make speed improvements to GSB, but short term there are more pressing needs.
|
|
|
cyrus68
Member
Posts: 171
Registered: 5-6-2017
Member Is Offline
Mood: No Mood
|
|
Let'say we save 6 systems and later load them in order to do WF.
In the first case, we load all 6 in the manager and run WF.
In the second case, we load 2 in the manager and 2 in each of 2 workers and run WF on all 6.
Does this make any difference in the speed of processing?
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
| Quote: Originally posted by cyrus68 | Let'say we save 6 systems and later load them in order to do WF.
In the first case, we load all 6 in the manager and run WF.
In the second case, we load 2 in the manager and 2 in each of 2 workers and run WF on all 6.
Does this make any difference in the speed of processing? |
Good question,
I suspect its faster for the manager, as the manager doesnt do any work. I hope next week managers can pass wf jobs to workers, including cloud
workers.
My guess is over 8 wf on a single GSB, its then faster to do single threaded. It will depend on cpu type etc
|
|
|
cotila1
Junior Member
Posts: 78
Registered: 8-5-2017
Member Is Offline
Mood: No Mood
|
|
Mngr vs Workers
I am not sure if I am correct. If Use 1 mnager with lets say 3 workers, then the generic settings such as data files, genetic paramaters need to be
set only onto manager or can I even set different settings in every single worker? In this last case (different settings in every single worker), will
they be taken into account by any worker?
|
|
|
cotila1
Junior Member
Posts: 78
Registered: 8-5-2017
Member Is Offline
Mood: No Mood
|
|
Data N
I am trying to add a Data3 and 4 other than 1 and 2 in GSB, but I see only primary and secondary data. How to do that?
Also I am trying to add my symbols to contract list (tools-->contract list) but I cant see any sort of ADD button. Sorry if this might sound stupid
Also Peter, I see quite widespread documentation on the forum. May I suggest only ONE GSB-UsersGuide which would be updated at least
at major releases? This would avoid to bother you with many questions :-)
|
|
|
Carl
Member
Posts: 342
Registered: 10-5-2017
Member Is Offline
Mood: No Mood
|
|
Hi cotila1,
Data. You can add more than one datastream in window secondary datastream.
Contracts list. Right click, clone and change the new cloned line.
|
|
|
cotila1
Junior Member
Posts: 78
Registered: 8-5-2017
Member Is Offline
Mood: No Mood
|
|
| Quote: Originally posted by Carl | Hi cotila1,
Data. You can add more than one datastream in window secondary datastream.
Contracts list. Right click, clone and change the new cloned line.
|
Thanks Carl, when I am on ''secondary data'' line I see the botton with dots. Once I press that I can choose only 1 file. If I press it again then it
allows me to choose an other one that replaces the old one (file). I think I am loosing something :-(
|
|
|
Petzy
Junior Member
Posts: 73
Registered: 24-10-2017
Location: Sweden
Member Is Offline
Mood: No Mood
|
|
| Quote: Originally posted by cotila1 | | Quote: Originally posted by Carl | Hi cotila1,
Data. You can add more than one datastream in window secondary datastream.
Contracts list. Right click, clone and change the new cloned line.
|
Thanks Carl, when I am on ''secondary data'' line I see the botton with dots. Once I press that I can choose only 1 file. If I press it again then it
allows me to choose an other one that replaces the old one (file). I think I am loosing something :-( |
Hi Cotila,
You chose the files like you would in Windows Explorer. Hold down CTRL and click on multiple files.
|
|
|
cotila1
Junior Member
Posts: 78
Registered: 8-5-2017
Member Is Offline
Mood: No Mood
|
|
| Quote: Originally posted by cotila1 | | Quote: Originally posted by Carl | Hi cotila1,
Data. You can add more than one datastream in window secondary datastream.
Contracts list. Right click, clone and change the new cloned line.
|
Thanks Carl, when I am on ''secondary data'' line I see the botton with dots. Once I press that I can choose only 1 file. If I press it again then it
allows me to choose an other one that replaces the old one (file). I think I am loosing something :-( |
Also I'd like to use my own input files dowloaded from TStation (see screenshot below) but It looks like I can't. The txt file is not accepted once I
put in price data folder
|
|
|
Petzy
Junior Member
Posts: 73
Registered: 24-10-2017
Location: Sweden
Member Is Offline
Mood: No Mood
|
|
| Quote: Originally posted by cotila1 | | Quote: Originally posted by cotila1 | | Quote: Originally posted by Carl | Hi cotila1,
Data. You can add more than one datastream in window secondary datastream.
Contracts list. Right click, clone and change the new cloned line.
|
Thanks Carl, when I am on ''secondary data'' line I see the botton with dots. Once I press that I can choose only 1 file. If I press it again then it
allows me to choose an other one that replaces the old one (file). I think I am loosing something :-( |
Also I'd like to use my own input files dowloaded from TStation (see screenshot below) but It looks like I can't. The txt file is not accepted once I
put in price data folder
|
It's the wrong format. The name of the file is important.
CL.30.Minute.900.1430.20180123
Symbol.minuts."Minute".start.end....... I think the rest doesn't matter
|
|
|
cotila1
Junior Member
Posts: 78
Registered: 8-5-2017
Member Is Offline
Mood: No Mood
|
|
| Quote: Originally posted by Petzy | | Quote: Originally posted by cotila1 | | Quote: Originally posted by cotila1 | | Quote: Originally posted by Carl | Hi cotila1,
Data. You can add more than one datastream in window secondary datastream.
Contracts list. Right click, clone and change the new cloned line.
|
Thanks Carl, when I am on ''secondary data'' line I see the botton with dots. Once I press that I can choose only 1 file. If I press it again then it
allows me to choose an other one that replaces the old one (file). I think I am loosing something :-( |
Also I'd like to use my own input files dowloaded from TStation (see screenshot below) but It looks like I can't. The txt file is not accepted once I
put in price data folder
|
It's the wrong format. The name of the file is important.
CL.30.Minute.900.1430.20180123
Symbol.minuts."Minute".start.end....... I think the rest doesn't matter |
Hence the name ''CL.30.Minute.900.1430.20180123.TZ=Exchange'' would not be ok unless I remove ''.TZ=Exchange''?
Still stuck to add data3, data4...
|
|
|
Petzy
Junior Member
Posts: 73
Registered: 24-10-2017
Location: Sweden
Member Is Offline
Mood: No Mood
|
|
I think it just the "CL.30.Minute." part that is important. You have to try. (Or find it in the documentation.. There is a lot of good information
there).
Don't really know what you mean with the data2 etc.
I click the ...-button. Then I get a new window. I hold down my CTRL key and then click on my files at the same time. When I do that I can chose
multipe files. Then I click Open.
See the picture
Attachment: Login to view the details
|
|
|
cotila1
Junior Member
Posts: 78
Registered: 8-5-2017
Member Is Offline
Mood: No Mood
|
|
| Quote: Originally posted by Petzy | I think it just the "CL.30.Minute." part that is important. You have to try. (Or find it in the documentation.. There is a lot of good information
there).
Don't really know what you mean with the data2 etc.
I click the ...-button. Then I get a new window. I hold down my CTRL key and then click on my files at the same time. When I do that I can chose
multipe files. Then I click Open.
See the picture
|
Thanks Petzy, I was not using CTRL key, I dont know why I excpect to load one file at time, anyway solved. thanks
Have you seen by change even my question about the manager: If Use 1 mnager with lets say 3 workers, then the generic settings such as data files,
genetic paramaters need to be set only onto manager or can I even set different settings in every single worker? In this last case (different settings
in every single worker), will they be taken into account by the relative worker?
|
|
|
Petzy
Junior Member
Posts: 73
Registered: 24-10-2017
Location: Sweden
Member Is Offline
Mood: No Mood
|
|
Nope. The manager govern all workers.
But you can run many standalone machines with different settings.
Or you can run one manager and set the cloud setting with ”unik id 1” and another manager with cloud setting ”unik id 2” and then start
workers with corresponding ids. But it sounds like you would be better off running different stand alone machines. At least if tou are using one
physical machine.
The latest quickstart guide explain the cloud settings very good
|
|
|
Gregorian
Junior Member
Posts: 97
Registered: 23-5-2017
Member Is Offline
Mood: No Mood
|
|
On 43.40 I've noticed the following in an environment with 5 workers on the same PC as the manager:
1. About 10% of the time, one of the workers will never start up. Close the manager and workers, try it again, and all workers start.
2. Despite having the same Performance Filter parameters in the App Settings for both manager and workers, not all of the systems generated that
display on the workers' screens make it over to the manager's screen. Seems to be about a 25% decrease in systems carried over. Does something other
than the Performance Filters affect this?
|
|
|
cotila1
Junior Member
Posts: 78
Registered: 8-5-2017
Member Is Offline
Mood: No Mood
|
|
Mngr Performance Filters vs Workers
Thanks Petzy. Yes I understood from documentation that actually the settings of manager stear the workers.
From the experience of this forum, this happens even when I set different Performance Filter parameters in the App Settings between
manager and workers?
I mean if the Performance Filter parameters I set in workers are different from the ones I set in manager, then these parameters in
workers are simply ignored?
thanksText
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
| Quote: Originally posted by Gregorian | On 43.40 I've noticed the following in an environment with 5 workers on the same PC as the manager:
1. About 10% of the time, one of the workers will never start up. Close the manager and workers, try it again, and all workers start.
2. Despite having the same Performance Filter parameters in the App Settings for both manager and workers, not all of the systems generated that
display on the workers' screens make it over to the manager's screen. Seems to be about a 25% decrease in systems carried over. Does something other
than the Performance Filters affect this? |
1) I normally turn my windows 10 to look like win 7. However with win 10 taskmanager Ive once seen status of a worker set to standby. This might be
the cause. I will just look out to see if the problem occurs on my end. You should just start a new worker, rather than close existing worker /
manager.
2) Are the same filters active on the worker and the manager?
Ie performance filter full period. Note also the sending of systems is normally delayed, but only a minute or so.
|
|
|
Gregorian
Junior Member
Posts: 97
Registered: 23-5-2017
Member Is Offline
Mood: No Mood
|
|
| Quote: Originally posted by admin | | Quote: Originally posted by Gregorian |
2. Despite having the same Performance Filter parameters in the App Settings for both manager and workers, not all of the systems generated that
display on the workers' screens make it over to the manager's screen. Seems to be about a 25% decrease in systems carried over. Does something other
than the Performance Filters affect this? |
2) Are the same filters active on the worker and the manager?
|
Yes, as I said above, the Performance Filter parameters are identical for Manager and Workers. I double checked this again today.
See attached pics for an example of the discrepancy of strategies shown.
  
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
| Quote: Originally posted by Gregorian | | Quote: Originally posted by admin | | Quote: Originally posted by Gregorian |
2. Despite having the same Performance Filter parameters in the App Settings for both manager and workers, not all of the systems generated that
display on the workers' screens make it over to the manager's screen. Seems to be about a 25% decrease in systems carried over. Does something other
than the Performance Filters affect this? |
2) Are the same filters active on the worker and the manager?
|
Yes, as I said above, the Performance Filter parameters are identical for Manager and Workers. I double checked this again today.
See attached pics for an example of the discrepancy of strategies shown.
|
The programmer spotted this issue on his machine yesterday and is looking into it.
|
|
|
Gregorian
Junior Member
Posts: 97
Registered: 23-5-2017
Member Is Offline
Mood: No Mood
|
|
The critical importance of thorough WF testing
Just want to share with fellow GSB users a very important concept that was not obvious to me and therefore might not be evident to everyone else:
If you want your strategy to perform well going forward live, you must:
1. Go through the WF procedure as Peter has explained here and in his videos.
2. Use only strategies whose PAS is at least 40, preferably 50 or higher.
3. Use only strategies whose WF optimal and WF OOS curves are close or similar to one another.
I've wasted a lot of time trying out strategies that looked appealing but did not meet all of these criteria and ultimately lost money going forward.
While conducting this sort of due diligence takes time, the odds of your ending up with a reliable strategy going forward will be greatly increased.
It's also worth pointing out that TSL, SQ, and AT either do not offer WF at all or fail to emphasize its importance, so on this essential front GSB
stands out from its peers.
|
|
|
| Pages:
1
..
6
7
8
9
10
..
98 |
![[*]](images/davis/default_icon.gif){kind=icon}
