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admin
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Quote: Originally posted by kelsotrader  | | Quote: Originally posted by kelsotrader | I am getting some very odd results from strategies when transferred to TS.
I set up data for NQ ( 15,30,60 Minutes) . Checked the data and started to create strategies.
I left the data streams on TS so did not reload them.
But the odd thing is that some (Not all) strategies when copied onto TS produced results way off those that GSB Produced.
Number of trades in one case was out by 1000.
I have double checked everything I can think of.
I suspected a caching error in TS, Checked code and to make sure the transfer was correct.
I am unable to pinpoint where the problem lies ( I don't think it is a bug in GSB) but there must be something that is causing these inconsistent
results. I suspect TS is not recalculating properly from one test Strategy to another. ( I am testing and transferring a lot over and testing)
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OK I am posting the above because it coursed me concern.
I have located the problem and it lies as I suspected with TS.
For whatever reason Trade Station does not always recalculate the data with the new code. This is often the case where one over writes the code with
new code. Saves and has TS re calculate.
In order to get a clean calculation one needs to .
Delete any strategies attached to the Data screen.
Load up the new Strategy, set up its parameters then let TS do its calculations.
Hope that the above saves others the confusion that I have gone through. |
Likely the issue is if you cut and paste TS code into the same eld, the TS chart remembers the settings of the old code.
You should delete all code in the eld, hit f3 paste the new code in, hit f3.
Otherwise replace the word inputs: with vars:
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kelsotrader
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| Quote: Originally posted by admin |
Likely the issue is if you cut and paste TS code into the same eld, the TS chart remembers the settings of the old code.
You should delete all code in the eld, hit f3 paste the new code in, hit f3.
Otherwise replace the word inputs: with vars: |
Yes that's is it exactly. I was selecting all then pasting the new code over old code. Saving F3 then having TS recalculate .
Trap you young / old players.
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kelsotrader
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| Quote: Originally posted by admin |
Likely the issue is if you cut and paste TS code into the same eld, the TS chart remembers the settings of the old code.
You should delete all code in the eld, hit f3 paste the new code in, hit f3.
Otherwise replace the word inputs: with vars: |
Yes that's is it exactly. I was selecting all then pasting the new code over old code. Saving F3 then having TS recalculate .
Trap you young / old players.
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admin
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| Quote: Originally posted by kelsotrader | | Quote: Originally posted by admin |
Likely the issue is if you cut and paste TS code into the same eld, the TS chart remembers the settings of the old code.
You should delete all code in the eld, hit f3 paste the new code in, hit f3.
Otherwise replace the word inputs: with vars: |
Yes that's is it exactly. I was selecting all then pasting the new code over old code. Saving F3 then having TS recalculate .
Trap you young / old players. |
I think this is mentioned twice in the videos on you tube. Wont be the last time it comes up. Very simple to fix and hard to diagnose. The turn inputs
into vars option has a bug. Vars: only for non wf code. Hope its fixed in .31 build
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Gregorian
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New Contracts file location?
As of 44.33, it appears that GSB is no longer loading the Contracts specs from the Contracts.txt file in the folder specified in the Data portion of
the App Settings. Where is the new file location?
EDIT: I just changed one of the specs, and it wrote out a new Contracts.txt file in the expected location. It just never loaded the original file.
Hmmm...did the file format change?
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admin
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| Quote: Originally posted by Gregorian | | As of 44.33, it appears that GSB is no longer loading the Contracts specs from the Contracts.txt file in the folder specified in the Data portion of
the App Settings. Where is the new file location? |
Its supposed have a bigger internal contracts file, and merge the contracts file if its there. Please send me your contracts file for me to test. This
was done so the supplied contracts.txt doesnt over write the users contracts.txt each time we supply a new build.
Possible this is a bug.
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cyrus68
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I ran a given data-set with (test @ beginning) = false.
Next, I ran the same data-set, over a different range, with (test @ beginning) = true.
I made sure to save the settings under a different name.
However, GSB insists on overriding the setting. This is what the graphs show.
I'm not sure how to get around this.
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admin
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| Quote: Originally posted by cyrus68 | I ran a given data-set with (test @ beginning) = false.
Next, I ran the same data-set, over a different range, with (test @ beginning) = true.
I made sure to save the settings under a different name.
However, GSB insists on overriding the setting. This is what the graphs show.
I'm not sure how to get around this. |
Could it be that GSB still has the systems in its GUI?
What about have two gsb. one with tab true, the other false.
run them both and compare
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cyrus68
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how do I clean out the cache or whatever record it is keeping?
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admin
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cache has auto cleanup and you can ignore it.
systems in GUI, select them all and delete.
Can take while if there is a large amount
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cyrus68
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when I started the run there were no systems in the GUI. It was blank in both manager and worker.
Normally, after I have finished a run and selected the top systems, I exit manager and worker without deleting the systems that were generated.
I assume that they are deleted automatically.
What you appear to be saying is that unless I specifically delete the systems, GSB will retain a memory of the previous settings applied to a given
dataset and override any new settings. That's problematic.
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admin
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| Quote: Originally posted by cyrus68 | when I started the run there were no systems in the GUI. It was blank in both manager and worker.
Normally, after I have finished a run and selected the top systems, I exit manager and worker without deleting the systems that were generated.
I assume that they are deleted automatically.
What you appear to be saying is that unless I specifically delete the systems, GSB will retain a memory of the previous settings applied to a given
dataset and override any new settings. That's problematic. |
If you close GSB all is lost. You dont need to close workers, but they will retain systems from any other mangagers and or settings used. If you dont
close the manager, the systems will stay until they are deleted.
So if you build ES systems. stop manager. Change data1. Build NG systems. You will see ES and NG in the manager.
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cyrus68
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Given that I always close both manager and workers after a run and start afresh with a new dataset and settings, I shouldn't be running into the
current problem of my settings being overridden.
Somehow GSB has memory of the previous setting for this dataset and continues to override my current setting. I don't know how to break its hold.
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admin
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| Quote: Originally posted by cyrus68 | Given that I always close both manager and workers after a run and start afresh with a new dataset and settings, I shouldn't be running into the
current problem of my settings being overridden.
Somehow GSB has memory of the previous setting for this dataset and continues to override my current setting. I don't know how to break its hold.
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Send me team viewer details later (email). Im in and out the next few hours. (leaving now)
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cyrus68
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this has turned out to be a non-issue. There is nothing wrong with using the settings in GSB.
I was temporarily confused by the placement of the training and optimisation periods in the graph.
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parrdo101
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All the code able to be retained from the GSB Trial Period: (further details, circumstances: a paid subscription to GSB has never happened):
Is one free to share that code with anyone?
I absolutely wouldn't, without clearing this with Mr. Zwag beforehand. This is not an after-the-fact dumb_ah.
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cyrus68
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In the GUI under "Exits" there is the selection "Market on Day Close". It is obvious what it does.
However, at some point, the selection "Built-in Market on Day Close" has appeared.
I'm not sure what it is supposed to do and have left it at the default "False" setting.
I can't find anything in the docs, so any explanation would be appreciated.
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admin
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| Quote: Originally posted by cyrus68 | In the GUI under "Exits" there is the selection "Market on Day Close". It is obvious what it does.
However, at some point, the selection "Built-in Market on Day Close" has appeared.
I'm not sure what it is supposed to do and have left it at the default "False" setting.
I can't find anything in the docs, so any explanation would be appreciated. |
You can use setexitonclose which reduces the amount of code in GSB a reasonable amount.
Other wise you get code that says
If (TimeHms >= 150000 And TimeHms <= 150059) Then
Begin
BuyToCover this bar on close;
Sell this bar on close;
End;
I will update the docs after a few more builds of GSB
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parrdo101
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"All the code able to be retained from the GSB Trial Period: (further details, circumstances: a paid subscription to GSB has never happened):
Is one free to share that code with anyone?"
Bump - what's the deal here Peter?
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admin
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| Quote: Originally posted by parrdo101 | "All the code able to be retained from the GSB Trial Period: (further details, circumstances: a paid subscription to GSB has never happened):
Is one free to share that code with anyone?"
Bump - what's the deal here Peter? |
The intent behind the free systems is that to qualify for them, you must down load and try GSB - but you don't have to buy.
Giving the free GSB systems to non trial users breaks the intent of this. The systems for GSB purchasers must stay in the hands of GSB purchasers
only. The systems a trail or paid users make, belong to them.
" paid subscription to GSB has never happened):"
There will be a small annual renew charge for GSB purchasers to keep money flowing for further development costs of GSB. GSB is an expensive project
due to the amount of hours that go into its development. The first purchasers of GSB got a very good deal of 3 copies of GSB and free updates. If this
renewal is not paid, the GSB purchasers gets to use forever the GSB version 1 year from their purchase date.
I think this deal is fair for all.
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toddsk136
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I uninstall GSB because custom indicators did not show up on left screen. And i install back GSB. It gives me error install. Before custom ind.
never show up in compiling except the build in indicator.
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admin
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| Quote: Originally posted by toddsk136 | I uninstall GSB because custom indicators did not show up on left screen. And i install back GSB. It gives me error install. Before custom ind.
never show up in compiling except the build in indicator. |
Hi Todd,
you might have advanced mode turned off. (view advanced up top menu). If that doesnt fix it email me your team viewer details
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cyrus68
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I have a problem that may be the result of a bug or my wrong settings, and I can’t figure out which it is.
I generated systems with the following setting: training=100 and Trd=1, which essentially designates 50% of the data for OOS testing. Unusually, some
of the WFs have current curves that are severely truncated, as though they have only been calculated over half the data period. The rest of the WFs
look normal. I haven’t seen this sort of result with other settings, such as 40/30/30 and Trd=2.
I wonder if this may have anything to do with the ‘Optimise Data Stream’ setting. Generally, I prefer to set it to True. This allows the current curve
to generalise the role of the data streams over the whole data set. Setting it to False restricts optimising their role, over the training period
only.
The first pic is for the total curve and the second is for the OOS curve.
 
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admin
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| Quote: Originally posted by cyrus68 | I have a problem that may be the result of a bug or my wrong settings, and I can’t figure out which it is.
I generated systems with the following setting: training=100 and Trd=1, which essentially designates 50% of the data for OOS testing. Unusually, some
of the WFs have current curves that are severely truncated, as though they have only been calculated over half the data period. The rest of the WFs
look normal. I haven’t seen this sort of result with other settings, such as 40/30/30 and Trd=2.
I wonder if this may have anything to do with the ‘Optimise Data Stream’ setting. Generally, I prefer to set it to True. This allows the current curve
to generalise the role of the data streams over the whole data set. Setting it to False restricts optimising their role, over the training period
only.
The first pic is for the total curve and the second is for the OOS curve.
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I dont understand what you have done. Can you so a support upload and save the system concerned.
Nearly all of my attempts to optimize data streams may have given better final results, but curves were less linear or other negtives, so I dont like
using the setting. You also need a lot more WF iterations due to many more combinations.
By trd do you mean nth?
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cyrus68
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Yes, I have saved the system. I'll try the support upload.
If the training period is at the beginning of the data-set and Optimise data streams is set to False, you may get a poor generalisation of the role of
the data streams, going forward. Yes, it does increase WF processing time.
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