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Author: Subject: Report bugs here
Carl
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[*] posted on 8-6-2017 at 09:40 AM


Hi Peter, Version 25.8:

1. start test
2. stop test
3. start test: causes exception error:

Exception error (text in Dutch)
System.NullReferenceException: De objectverwijzing is niet op een exemplaar van een object ingesteld.
bij GSB.OptimizationSettings.CalculatePerformancePeriods()
bij GSB.UI.Forms.MainForm.d__55.MoveNext()
--- Einde van stacktracering vanaf vorige locatie waar uitzondering is opgetreden ---
bij System.Runtime.ExceptionServices.ExceptionDispatchInfo.Throw()


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goatherder
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[*] posted on 8-6-2017 at 11:37 AM


Build 25.8

I'm getting the fatal error: "This application will not run from within a virtual machine"
Not sure if this is a bug or a feature.

My setup is a MacBook running windows 10 on a Parallels Virtual Machine.

Screen Shot 2017-06-07 at 7.51.08 PM.png - 200kB


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Carl
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[*] posted on 9-6-2017 at 12:10 AM


version 25.8

it seems that the tab with the WF Tradestation script is missing?


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admin
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[*] posted on 9-6-2017 at 12:14 AM


Think your right that its gone. I would like it back but you can just copy the current parameters from the wf tab current.
I will work on getting it back.


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Carl
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[*] posted on 9-6-2017 at 12:21 AM


version 25.8

After building and WF:

Tab Walk-forward at the bottom shows (for the WF strategies) the same numbers as in tab Unique-Systems.

Shouldn't tab Walk-forward be showing the WF numbers instead of the optimization numbers?



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Carl
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[*] posted on 9-6-2017 at 12:27 AM


version 25.8

tab trades: trade profit all 0

(settings commissions: fitness 30 and reports 0)


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Carl
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[*] posted on 9-6-2017 at 04:32 AM


ALL_GSB_FUNCTIONS_20170609.ELD (GSB version 25.8)

GSB_supersmoother and GAB_bandpasssignal are missing

Thanks


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[*] posted on 9-6-2017 at 05:01 AM


Thanks for picking this. They are in here and will be in the next build.
Here they are.


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Gregorian
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[*] posted on 13-6-2017 at 08:30 AM


In 25.8, even with the June 10 functions ELD added:

GSB_AverageFC fails to compile in MC with "unrecognized token: !" on the RaiseRuntimeError line.


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gmoney
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[*] posted on 13-6-2017 at 10:11 AM


If only selecting "Allow Long Trading" to True and "Allow Short Trading" to False, the TradeStation script includes short entries (not just longs). I think the TS script should only have long entries since that is what the strategy is designed for. This was for 25.8.

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Carl
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[*] posted on 13-6-2017 at 02:12 PM


Hi gmoney,

Earlier today I saw it too.
A "long only" system only generates long orders. So that's good.
But the bug is that the "enter short" code is not removed from the "Tradestation script".

Carl


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[*] posted on 13-6-2017 at 07:45 PM


HI Gregorian
If there are any problems in mc with GSB_averagefc just use average. Its identical but the fc version is a bit faster in TS.
I will get the short code removed within one or two builds.


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[*] posted on 15-6-2017 at 02:17 AM


Long only issues with ts code are fixed in 26.4
Trades PL also fixed


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[*] posted on 15-6-2017 at 02:20 AM


REGO ISSUES.
Is anyone willing to test the registration trial on computers that have never had GSB on them.
Some users are getting 1 day or no trial. This is pretty annoying for people.
If it fails, do not run GSB again. Email me the logs in c:\SKlogs
Thanks in advance.
Peter


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Carl
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[*] posted on 19-6-2017 at 02:29 PM


Hi Peter,

I noticed that the time exit (x minutes) is not part of the Tradestation code.

Thanks


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[*] posted on 19-6-2017 at 04:07 PM


Hi Carl, I will get that fixed.

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[*] posted on 22-6-2017 at 12:48 AM


Goodday Peter, I'm back...

You could consider changing the GSB timestop option from "minutes" to "number of bars" ?


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[*] posted on 22-6-2017 at 12:52 AM


We had discussions on this and it means if you change the data 1 interval, the period remains the same which we think is best option.

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[*] posted on 23-6-2017 at 08:44 AM
No systems when bar times don't match


If you use markets where bars end on different times (eg: Use daily data with markets with different closing times in the primary vs the secondary data stream), then no systems get generated.

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[*] posted on 23-6-2017 at 04:47 PM


Hi Armmar, I think it would be bad practice to do that. I will look into the issue though.
Can you send me the files you used?


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[*] posted on 25-6-2017 at 10:57 PM


If WF is set to rolling, GSB does anchored and visa versa. You should use anchored by default so until 27.5 or later build comes out set anchored to false.
Symptom of this were picked up my user crazyhedgehog who found we had lack of WF parameter stability on anchored.

if we wf a system on anchored, the system can never be wf again on rolling and visa versa.
the type of wf doesnt change. This is second part of the bug.
So set your default wf anchored to false(now this means anchored till the bug is fixed) then dont change it till the next release of GSB. (after 27.5 build)


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[*] posted on 28-6-2017 at 04:48 AM


27.8 bug.
Secondary filter is always on Genetic, even if set to CloseminusClosed


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[*] posted on 30-6-2017 at 09:40 AM


I am now on GSB 28.1

seems there is a lot more differ between

GSB and TS than with builds before

GSB_equity.jpg - 540kB TS_equity.jpg - 180kB


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[*] posted on 30-6-2017 at 04:41 PM


I tested only 4 systems before I went to sleep to release the build.
2 were perfect, and 2 out a mild amount, but the pf was the same.
We are aware that the issue is not fixed, but 29.1 should be better than other builds for some time.
If you want me to look at a specific system I can, but we know there is more to be done on it.
I will explain what we can do, and why its hard.
Diag mode can write ALL indicators to a file.
This will pick up all discrepancies via git diff function.
However some osc do not give errors here, but when combined with other indicators they do.
Some functions that use xaverage, give different results depends on what bar they start on.
I have this issue in TS too. on @es.d its fine, @emd.d its not fine. The variation in TS in this case was very significant and its a non GSB system.
The first line in the gui that says gsb, has to be changed to indicator test.
You hit the green button.
xfer the code to ts.
TS will take a very long time and write the files in the GSB folder.
Then you diff the two files in GSB folder.
IndicatorsTester.GSB.txt ,IndicatorsTester.TS.txt
So I apologize over the issue, its been very hard to and time consuming, frustrating for all, but we are making progress.
I would be interested to know that ratio of match to miss-match systems.
There also is a much faster match function in GSB, but its not working yet. Our first prioity was to get the indicators to match, then build the simpler diag too.


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[*] posted on 30-6-2017 at 05:04 PM


Ive gone through the process here. However your are welcome not to go through this process till we have found all the errors.
Even when fixed, users will get errors if there data is different, they use wrong session time by mistake etc.
Note as the prices have shifted due to back adjusted data, all h,l,c,o prices will be different, and so most non normalized data will not match.
This is no big deal and you could use the identical gsb csv data if you can be bothered.
However normalized data should match. This is on the right side of the files.
I enclose examples here, and you can see that roofingfilter is wrong, but most other indicators were correct.

indic1.png - 62kB

indic2.png - 91kB

winmerge.png - 35kBwindif1.png - 213kBwindif2.png - 304kBwindif3.png - 112kB


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