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Petzy
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[*] posted on 12-6-2018 at 10:38 AM


When I click on a strategy in the Manager 45.02, the metrics change.

I have two attached pictures. The first is before I click on a strategy and the other is after I click on them.


before.JPG - 344kB After.JPG - 342kB


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[*] posted on 12-6-2018 at 05:17 PM


Quote: Originally posted by Petzy  
When I click on a strategy in the Manager 45.02, the metrics change.

I have two attached pictures. The first is before I click on a strategy and the other is after I click on them.



A different row is high lighted in your example. Regardless I have experienced this issue myself. The cause is something in the left side opt settings has been changed after genetic optimization has been done. In my cause I couldn't figure out what it was. With some effort this could be done, but I gave up quickly. The good news is before long we will have an option to reset the systems(s) to the settings they were created on. For now restart GSB, pick your settings, save them and then build a new set of systems.


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[*] posted on 12-6-2018 at 08:03 PM


Quote: Originally posted by Petzy  
When I click on a strategy in the Manager 45.02, the metrics change.

I have two attached pictures. The first is before I click on a strategy and the other is after I click on them.



This is fixed in 45.03
see notes here on todays date.
http://trademaid.info/forum/viewthread.php?tid=149


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[*] posted on 13-6-2018 at 01:15 AM


Verification score. We now have a count of the number of verification systems that pass the verification metrics in app settings.
This should be released in a few days
verification2.png - 313kB


Override original settings. If something on the left opt settings is changed, after systems are built - Then the system results will change when you click on them.
This is wrongly perceived as a bug. To fix this highlight the system(s) and click override original settings.

In Build 45.31
We now can do nth ratio calculations fully automated.
run GSB with say nth 1.
If you run the manager (not standalone) wait till new systems top coming through. This can take some time to stop.
Select all system
Right click and change nth day mode from donotTrade to Trade.
Wait till all systems have changed. (popup in windows taskbar will tell you, or scroll through all the systems in GSB to check)
right click and do update statistics.
Ave/previous average. Note in last videos the higher above 1 the ratio is, the worse.
Not we have done the reciprocal of this number. So if our threshold of a market failure was 2, its now 0.5. 1 or above would be perfect score meaning
out of sample performance > in sample performance
This is described in detail in the market validation video https://www.youtube.com/watch?v=NFC7ego_Y70




override.png - 38kBstats-gsb.png - 79kB


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[*] posted on 13-6-2018 at 12:50 PM


Peter, do you have any where that describes how you add your data files under the new 45.02 and beyond versions. I can't seem to figure out how to go to the data file directory under the new approach. Did I miss anything. I get an error message saying when I try to enter ES13M data it is missing some file. I'm trying to find it, but to no avail. Did I miss a video on this. I assume this new approach is implemented to allow for multi time frame optimizing, but not sure. Need some simple guidance on this, or send me to a video. I have reverted back to 42.77c until I can figure this out.

Thanks in advance


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[*] posted on 13-6-2018 at 01:26 PM


Just have to say that I love the new Verify function :)

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[*] posted on 13-6-2018 at 01:34 PM


Quote: Originally posted by jptann  
Peter, do you have any where that describes how you add your data files under the new 45.02 and beyond versions. I can't seem to figure out how to go to the data file directory under the new approach. Did I miss anything. I get an error message saying when I try to enter ES13M data it is missing some file. I'm trying to find it, but to no avail. Did I miss a video on this. I assume this new approach is implemented to allow for multi time frame optimizing, but not sure. Need some simple guidance on this, or send me to a video. I have reverted back to 42.77c until I can figure this out.

Thanks in advance


Is it this you are looking for?
http://trademaid.info/forum/viewthread.php?tid=149
Look for the post "posted on 2018-6-11 at 05:52"
There is a attachment in that post: verificationData45.02.docx. It describes the verification process, but also how to add the data


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[*] posted on 13-6-2018 at 04:19 PM


I will do a video of this all once the multi data verification is complete. (ie you trade multiple symbols / markets with the same parameters)
JpTan, Sorry for not putting the link up on the docs. My opinion was the new features were impossible to use without basic documentation.
Thanks Petzy for your moral support and helpful comments.


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[*] posted on 19-6-2018 at 12:36 AM


GSB 45.32 build. 19 June 2018

exe only, update 45.31 with this. Has fix for market validation averages being + when it should have been *. Use all the other files from 45.31 build.
If you dont use this feature, 45.31 is ok.
Version 46.02, (not released yet) I am not sure its buggy, but trading over 29 30 31 min bars leaving nth1 (every second day of sample) gave 0.93 result. This is 7% degradation.
If this is correct, its outstanding. Note the old metric was 1/0.93 We are now doing the reciprocal of the value.
A video on this will occur once the multi data features are finished.
Documentation updated here.
see new http://trademaid.info/forum/viewthread.php?tid=17
search for
06/19/2018


nth-0.93.png - 285kB


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[*] posted on 22-6-2018 at 05:33 AM


Testing now 46.07. Bug fix for market validation statistics tests.
Multi data times / markets seems to work well, but there is no WF yet on multimarket.
We can also optimize data1, to build on the best single data stream. This could be es 15,30,60 and or er15,30 etc.

Some bug fixes.
Hope to release on Monday.


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[*] posted on 25-6-2018 at 12:37 AM


46.13 - not released yet.
We used to use for market verification
average(fitnessIS/FitnessOOS,NpIS/NpOOS,AtIS/AtOOS,PfIS/PfOos)
Originally it was inverted.
Now we use
(1-average(fitnessIS/FitnessOOS,NpIS/NpOOS,AtIS/AtOOS,PfIS/PfOos))*100
so the first time in gsb we did this, a figure of 2 or below was considered a pass. (figure a guess)
when we invert that its 0.5 or more is a pass
New method is 50% or above is a pass.
so lets say
IS results
np,$50,000 at $100, fitness 5000,000 pf 2

OOS
np,$25,000 at $100, fitness 2500,000 pf 2
AVERAGE (0.5,1,.5,1) = .75
Degradation score = 25% (1-0.25)*100
46.13.png - 338kB

We can also export the metrics in CSV

rightC.png - 52kB


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[*] posted on 29-6-2018 at 02:46 AM


GSB 47.10 build. 29 June 2018
See top of thread for the file
All users must upgrade, code expires at end of month.
Has mufti market time frame + more


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[*] posted on 2-7-2018 at 12:33 PM


Peter:

Next time you do an installation Zip to install the full program on a given computer, can you ask your programmers to add one more install screen that will allow us to choose what directory the program will be installed to. I like to run the GSB on my fast SSD and that is my "I" directory. You can still have it do the default to C: drive but would be nice to have the option. Thanks in advance. This will save me from manually moving all the files each time.


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[*] posted on 2-7-2018 at 04:28 PM


Quote: Originally posted by jptann  
Peter:

Next time you do an installation Zip to install the full program on a given computer, can you ask your programmers to add one more install screen that will allow us to choose what directory the program will be installed to. I like to run the GSB on my fast SSD and that is my "I" directory. You can still have it do the default to C: drive but would be nice to have the option. Thanks in advance. This will save me from manually moving all the files each time.


I think the app settings have a path coded in the for location of data files.
This gives issues if the folder is moved. I often just give the new exe files only, but then get the odd user who doesent know that these alone wont run.
There is an auto updater program that automatically downloads gsb new builders into all paths of open gsb managers and workers. That might be a better option. What do you think? All workers whose cpu is zero, get closed and re-opened.
It was designed for those of us who have many servers and dont want the manual process of updates.


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[*] posted on 3-7-2018 at 10:48 AM


No issue, I have a general GSB folder on my SSD and just keep updating all the new files in that one. Seems to work fine. I typically have to change the file locations inside the app when I do this. No big deal, just a thought. I forgot the path for the data files

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[*] posted on 6-7-2018 at 04:57 AM


GSB 47.18 out in a few days. It has all performance metrics filters from app settings moved to opt settings. Very overdue.
47.10 had a fair few bugs, so good if all users can upgrade.
I will also make the default settings for TS code to be vars: not inputs:
Reason is a great deal of users cut and paste ts code into existing eld, and the older settings remain in the chart. Then you get GSB<>TS
Perhaps the most common mistake to make with TS & GSB



47.18.png - 25kB


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[*] posted on 7-7-2018 at 05:51 PM


Peter:

I hate to be the bearer of bad news, but the last rev 47.10 is going backwards fast. I just spent two days running a new run with this app and the following are the issues I have found:

1. None of the workers show any unique systems that they find (minor detail but useful in debug)
2. The application settings do not work. That is, one feature that I use is for a strategy to be unique it has to earn $X, well this release ignored this constraint and just listed unique systems with some random filter. It also ignored the # of trades filter.
3. The custom indicators do not work
4. The new data structure for data files is "buggy". In that sometimes when I hit the return button, it saves the files, but other times it does not.

I know this is asking a lot, but new releases should build upon features that already are operational under previous releases. Can you please tell me what release has the custom indicators working since the program is not useful to me without this key feature. Standard indicators are a great deal less useful than proprietary indicators that I have developed over the last 40 years.


Finally, in quickly trying to get new features out, your roll outs seem to break previous features. After over 50 years in technology and software development, this is a practice that should be avoided at all costs. I think you should down release (please let me know what version) that has custom indicators that work and other features that we found useful. Otherwise, new improvements to the system are not appreciated when programmers add "new and better" while breaking other older features.

Sorry for the frustration, but this last release was the worst!!! Does anyone do any QC with what the programmers give you? I need the custom indicators working, so I can't upgrade to the newer versions until this works along with all the older versions (at least the filters for unique systems).

Again, what is the last version where custom indicators are working. Anything after that is a waste of time and is not worth my spending any time with them. I understand custom indicators not working for one release and the bug fixed on the next release. I don't understand killing this feature and never going back to fix what I consider one of the most important features of the GSP. Using your 37 standard indicators is not where my development is at, so I would appreciated resolving this matter. I only purchased this application because you had custom indicators and now even more features don't work.


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[*] posted on 8-7-2018 at 12:32 PM


Sorry for the above post, just some frustration last night.

I am trying the Stand Alone version right now. I did try to use the custom indicator portion and found a couple of errors:

1. The script lists the two data files in the description with out a comment line. \\ I suspect that when I commented these out it gave rise to the second error:

2. FileAppend function failed.

Under the new data structure, there needs to be a new way to define Data1 and Data2 etc. in the custom script. My guess is if this is fixed (hopefully it is not fatal to the way you now set up the data structure) then Custom indicators will be operational again.

I am in the process of running the Stand Alone version of this release to see if we see the same issues as described above.

Thanks in advance and again, sorry for the tenor of the above post. One thing that would be helpful is to provide an approved release (even under the old data structure) that I can use with Custom indicators (have not been verifying as of yet or using the Nth day). I get an error saying my version is too old, load a newer one.

Well, I'm stuck kind of, since I can only run the current version but the Custom indicator handling does not work.

Thanks in advance


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[*] posted on 8-7-2018 at 12:35 PM
Stand alone


Peter, a bit of good news. On the stand alone version it looks like the App settings for Unique systems is working. The error I discovered last night was using the Manager + Workers.



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[*] posted on 8-7-2018 at 04:32 PM


Quote: Originally posted by jptann  
Peter, a bit of good news. On the stand alone version it looks like the App settings for Unique systems is working. The error I discovered last night was using the Manager + Workers.


There were a number of bugs in .10, fixed on .15
You should upgrade to version above .10
I want to release .24 though, but still testing.

A few changes in 43.24 are
metrics now opt settings, not app settings
improved cloud functions, but workers polling to manager slower. (2 min from 30 sec) This means max of 2 min, average 1 min
This reduced cloud database load to stop systems being lost and or exceptions.
Auto-disable readonly attribute in parent folder (and child folders and files) on startup. (Some users get c:\gsb\ as read only. So settings wont save etc)
Disabled Inputs (in exported scripts) by default. (Use vars instead)
Update auto-saved system PF to be 1.8 (instead of 1.2).

I am sorry for grief caused. .10 build was very rushed, and had to be out out as all GSB code expired last month. This was also needed to keep compatibility with the cloud. I think Custom indicators is working after .10 build, but NOT in multi time frame setup. ie 29 30 31 min data1 etc.


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[*] posted on 8-7-2018 at 04:41 PM


jptann
"1. None of the workers show any unique systems that they find (minor detail but useful in debug)"
On manager, make sure show systems on worker is true.
"2. The application settings do not work. That is, one feature that I use is for a strategy to be unique it has to earn $X, well this release ignored this constraint and just listed unique systems with some random filter. It also ignored the # of trades filter."
Check c:\gsb and all sub folders on not read only. This might be reason for file append to fail too.
"3. The custom indicators do not work"
I think fixed after .10 build, but not on multi data:
"4. The new data structure for data files is "buggy". In that sometimes when I hit the return button, it saves the files, but other times it does not."
Try build after .10 Ive added so many data streams, but have no issues. Let me know if an issue after .10


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[*] posted on 8-7-2018 at 10:49 PM


GSB 47.29 build. July 8 2018
many bug fixes and improvements, speed increases for some things, gui updates.
Fix for intermittent nth stats not always correct.
Performance metrics now in app settings, not op settings
Best not use different versions of workers and managers.
turns of read only mode on the GSB folder. (make take a little longer to start GSB)
(Read only folder was a bug for some users with installer file)
Install over the top of 47.10 or older builds.
note workers will be a bit slower to start, 4-5 min is normal. We will improve this later. It means we don't get the issue of lost systems from workers as the database was full. Workers now communicate every 2 min, while it was 30 seconds.



47-24.png - 216kB


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[*] posted on 9-7-2018 at 02:31 AM


Now there is installer file.
A fair bit of work has been put into the manager settings, but it may not be 100% correct.
NG * CL now has secondary filter of GA close/CloseD
ES has SF of close-closeD
ng contracts time has changed to reflect central USA time.
zero work has been done on stand alone settings.


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[*] posted on 10-7-2018 at 03:51 PM


Peter:

I tried 47.29 and will report back on what I find with the manager + workers. I did try a custom script again, and I continue to get the File Append error in TS. I did go through and make the whole GSB directory not "read only" and still no joy.

Is there someplace else in the application that continues to make some of these files "read only". I have continued to use the Window's property and apply them and everything changes, but it does not save the changes (at least it does not go through each of the files like it used to) so I suspect something in the app outside of Windows 10 is reverting some of these files back to "read only". I am testing the manager + workers right now and so far it looks like they are working


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[*] posted on 10-7-2018 at 04:55 PM


Quote: Originally posted by jptann  
Peter:

I tried 47.29 and will report back on what I find with the manager + workers. I did try a custom script again, and I continue to get the File Append error in TS. I did go through and make the whole GSB directory not "read only" and still no joy.

Is there someplace else in the application that continues to make some of these files "read only". I have continued to use the Window's property and apply them and everything changes, but it does not save the changes (at least it does not go through each of the files like it used to) so I suspect something in the app outside of Windows 10 is reverting some of these files back to "read only". I am testing the manager + workers right now and so far it looks like they are working

Im seeing all my folders I check as having readonly grey, but ticked. No idea why but administrator can write to the contents. Like your saying, I don't know if its a new windows feature, or always been like this. GSB now turns of any read only permissions when it starts, as I have observed that for some GSB uses, files couldnt be written. Im at a loss to know why this issue occurred.
As a test, can you change the file path of fileappend to another location. ie c:\temp and make the temp folder
Check that path 1 exits in the TS code, like below.
path1("c:\GSB\Data (DropBox Shared Folder)\Indicators Data\ES.30.Minute.830.1500.CentralUSATime\MACD.500.636668958952120164.gsbcustindic.txt"),
path2



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