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admin
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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.
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https://www.cnet.com/forums/discussions/windows-10-read-only...
Article days the icon in windows might just be wrong, but
I have seen GSB error where it says cant save system due to permission error on one user.
The attrib command at dos prompt is maybe a good to see the true permission
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admin
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| 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.
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my win 10 custom indicators is working fine, see picture below
If your at a total dead end, we can do teamviewer
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jptann
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Custom indicators
Peter, I will try to generate a small custom file and send it onto you if it fails. I have reviewed the total "read only" issue with Windows 10 and
have gotten into the weeds on Microsoft to make sure everything is OK.
Still no joy in custom indicator. Later today, I will attach a log file where I will substitute a standard function for one of my custom proprietary
ones and then see what happens.
Thanks
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admin
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| Quote: Originally posted by jptann | Peter, I will try to generate a small custom file and send it onto you if it fails. I have reviewed the total "read only" issue with Windows 10 and
have gotten into the weeds on Microsoft to make sure everything is OK.
Still no joy in custom indicator. Later today, I will attach a log file where I will substitute a standard function for one of my custom proprietary
ones and then see what happens.
Thanks |
First thing to clarify is can you write the CI file from within TS.
Worse case print to the print log, and put that in a file.
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jptann
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Custom indicators
Peter:
I went back to TS alone and found that the custom indicator failed in TS for a FileAppend. Attached is the error event log from TS
I am going to substitute a standard indicator versus my proprietary indicator and see if that still gives the erro
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jptann
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Peter: I took my custom function out of the attached TS custom file and it still fails on FileAppend in TS. There are a couple of issues:
1. When GSB CI generates its script, two lines appear in the // Settings Section that are not commented out. These are the DATA1 and DATA2 file. I
commented these files out by adding // Without the // the file won't compile because a DATA1: or DATA2: can't start an instruction.
2. I'm pretty sure that the handling of these two statements are causing the CI to fail with a FileAppend.
3. I'm not sure what needs to be added to the Data1 and Data2 instruction that is under Settings to make the strategy compile. Commenting them out
I'm pretty sure causes this error.
Thanks in advance
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admin
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GSB 47.38 build. July 16th 2018
exe files only
Metrics now for each bar interval / market on nth test.
So you can build system on 29 30 31 min bars, and see the Nth OOS results on just 30 min etc. Not sure this is bug free in results.
Counters to identify if any workers are dropping systems.
Executes chime.wav and optional gmail.exe if the nth tests have completed.
This build will be superseded in the next week.
You need to put a sound file called chimes.wav in gsb folder
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admin
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47.40 Fix in worker stats total, Input field for GSB icon
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admin
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GSB 47.44. July 19. All users who use the cloud / manager should upgrade.
Fix GSB cloud issues.
Recent build changed cloud upload from 2 minutes to 10 seconds. This caused SQL server to drop trades and give exceptions for many users. Now we send
systems after 1 min. Other fixes too.
Slippage and commission back in reports. For slippage & commission in fitness, run GSB in admin mode. I don't recommend different slippage and
commission values for fitness and reports as its slows GSB down 10% or so
Full installer file.
One tip. GSBmanager, worker and standalone files are all identical. Its just the file name and the folder that determine function.
Another tip. Old workers wont typically run on new managers, but new workers typically run on old managers
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admin
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47.44 has a count of sum of all systems on the workers, compared to manager unique systems count. Used to diagnose if you are dropping systems. This
issue should be fixed in .44 and improved in .45 build
They should be identical, but subtract duplicate systems (small percentage), and subtract systems that come in and are discarded due to grace period.
(under app settings workplace) (grace period 0 = disabled)
47.45 not released yet but has fix for some minor stats bugs.
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admin
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47.46 will be out next. Testing build now. All users who use market verification feature should upgrade. I think the performance metrics were hard
coded, so making changes to the defaults didnt work. (Thanks RWS for spotting)
Bug that nth stats B doesnt update. _ I think I was the only one with this issue.
We now have a timer that shows how long GSB has been waiting for workers to respond.
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Petzy
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I run 47.44 still so maybe there is a way to do this in the new version?
How do I run a WFO when I genereate systems on 29,30 and 31 minute bars?
I get an error saying:
Walk-Forward is not allowed for multi-data system.
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admin
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| Quote: Originally posted by Petzy | I run 47.44 still so maybe there is a way to do this in the new version?
How do I run a WFO when I genereate systems on 29,30 and 31 minute bars?
I get an error saying:
Walk-Forward is not allowed for multi-data system.
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Good question.
You can make on 29 30 31, but only wf on 30 (or 29 or 31 etc)
use verification data of 30 min, then right click the system and verify. Then do wf
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Carl
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Hi Peter,
I tried this, but get the same message as Petzy.
Build on ES 29,30,31
Verify on ES 30
Choose strategy
Walk Forward
Message: Walk-forward is not allowed for multi-data system
Am I doing something wrong?
Thanks
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admin
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| Quote: Originally posted by Carl | Hi Peter,
I tried this, but get the same message as Petzy.
Build on ES 29,30,31
Verify on ES 30
Choose strategy
Walk Forward
Message: Walk-forward is not allowed for multi-data system
Am I doing something wrong?
Thanks |
I tried this, and got the same issue. Im not clear why as I was fairly sure it worked a week or so ago.
Bottom line is we will have WF of multi time frames soon. 2 or 3 builds away (1 week roughly) Im going to look into this issue regardless.
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admin
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Next we will have stats where we can on say 29 30 31 min bars compare oos of say 29 to IS of 29. 30 to IS of 30. 31 to IS of 31.
Currently we compare oos of say 29 or 30 or 31 to the average IS of (20,30,31)
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jptann
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Peter:
No down load files to .44 modifications
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admin
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You mean just the exe etc. Im getting too often trouble that less tech savy users are trying to run the exe files without all the other gsb files, and
or run the old short cuts etc. Not sure what to do about it. Also users dont upgrade the workers, and find no systems build as often new manager wont
work with old worker.
Old manager with new worker normally ok
Here is .48. Update to stats, but stats summary page not working yet
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admin
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System build on 29,30,31 min bars and fitness is the average of all 3 bar intervals
In older build we
compare 29 OOS min with average in sample of (29,30,31)
compare 30 OOS min with average in sample of (29,30,31)
compare 31 OOS min with average in sample of (29,30,31)
now we also can
compare 29 OOS min with in sample of 29
compare 30 OOS min with in sample of 30
compare 31 OOS min with in sample of 31
Enjoy 
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admin
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build 48.01 has not passed quality control. We have found that some virus checkers are saying that the files GSB manager
loads into windows temp folder are a virus. (Strange as there is no exe etc in them)
In 48.01 on-wards the location will be changed to be a temp folder under GSB. Its not a good idea to exclude windows temp folder from anti virus, but
GSB folder to exclude is fine.
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admin
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48.07 out hopefull in a fe days. A number of things you need to know.
CloseD-Close is not a good idea unless you factor in big point value - when used for market validation on markets that differ a lot in points. ie dow
vs ES
The typical value was about $800
This now means ALL contracts must be in the contracts list. This includes cash indices.
However im thinking this through. I think we need to use bigpointvalue of the matching futures contract, on the cash indices.
Otherwise if we use close(d)-close on data2, where data2 is a cash indices, market validation from ES to dow still wont work well.
Shown in the first picture is a way to clone one contract to others.
Icons from manager now propagate to workers.
There are many bug fixes in 48.07
 
There is also a test for workers loosing systems if GSB is in admin mode.
There are 557 systems that should make there way to the manager in time. But 671-557 are duplicates so will be discarded.
Also systems that come after gsb has stopped (+ grace period under app settings/ workplace) will also be discarded
There is a time lag for the wp dn (worker downloaded) to reach the manager
There is also a metric to tell you iterations per system made.
This is 275148/501 - 549. Example is CL 29,30,31
If we had just cl 30, the ratio would be about 22
This also means there is a new TS GSB function. "GSB_CloseLessPrevCloseDBpv"
Should not cause any issues with older code. Note however that the closeD functions used session as of a few weeks ago. This was purely to fix a few
users on time zones like Australia. Turns out closed(1) <>closesession(1,1) in all situations, we we are removing closesession(1,1) for now
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cyrus68
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As I understand it, if we want to verify a market on other markets. For example, ES verified on YM and NQ (where SPX, IDX or other symbols are
included as secondary data). Then all the symbols need to be specified in the contracts list.
However, if a given market is verified on different time frames, this is not needed. For example, using ES 25min on data2, data3; ES 30min on data2,
data3; ES 35min on data2, data3.
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admin
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| Quote: Originally posted by cyrus68 | As I understand it, if we want to verify a market on other markets. For example, ES verified on YM and NQ (where SPX, IDX or other symbols are
included as secondary data). Then all the symbols need to be specified in the contracts list.
However, if a given market is verified on different time frames, this is not needed. For example, using ES 25min on data2, data3; ES 30min on data2,
data3; ES 35min on data2, data3. |
correct on all points.
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admin
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48.07 still has some critical bugs so cant be released. One of the bugs is the wf parameter results dont match TS. Its out by a mile.
Enclosed is a CL system that was built on all bars from 25_35 min. Its oos 2018.1.1
Session times 900 to 1430. The csv data exported will end at 1330 as for me local time <> exchange time
This system will pass a wf but this is busted in current gsb build.
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admin
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New GSB code needed for next version. It should not cause issues with any older GSB code, with the exception of GSB_closeDminus &
GSB_CloseOverPrevCloseD functions. These had a fix for no trades in time zones like Australia. This fix is being rolled back as
closesession(1,1) doesnt always = CloseD(1)
There is also a fix in these functions for @RB which can hit a price of zero in 2007. This caused GSB<>TS. Why RB hit zero price is due to back
adjusted rollover calculations used in TS.
The free GSbsys1ES has a exit added and tighter stop.
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version .12 (still testing has these updates)
1.0.48.12 / 2018-08-13:
Moved saved price data settings from "PriceData.txt" to "Price Data.txt".
Improved LoadPrice()/LoadPRiceFiles() logic to be faster and use less memory.
Fixed cloud WF on manager's side.
Fixed too much, unreleased memory on Load system.
Updated Load systems logic to discard exsiting systems.
Improved GSB logic for better cloud WF management based on LastWorkerSearch/DateTime rather than a random number.
Auto cleanup unassigned WF after 4 hours instead of 24 hours.
Auto remove duplicate bars to overcome the TS exporter script limitations.
Fixed CloseLessPrevCloseDBpv, by using * instead of /.
Added CloseLessPrevCloseDBpv disabled by default, until testing completed.
Updated ResourcesMonitor.WorkplaceOptimizationStatus to show "initializing.." until all files uploaded, then "searching.." while contacting workers.
Uploading and downloading files in multi-threads.
AppSettings.WorkplaceWorkerGroupPercentage default updated from 10% to 100%.
OptimizationSettings.MainPriceData added and partially implemented.
Fixed OptimizationSettings.CheckContractsMatch(), contracts clone and question message window in the background.
Added nth info to GSB and TS debug logs.
Fixed nth day causing GSB <> TS mismatch (not well tested).
Fixed cloud WF not showing on systems and unique-systems grid.
Globals.PriceFile and Globals.Prices implemented.
Updated verify logic to allow prices without equal number of files.
Updated verify logic to discard duplicate prices that's in opt. price data.
Updated prices window to preserve last open folder.
Fixed the frequent loaded/global contract mismatch window by auto updating contracts every time the prices window is opened.
Fixed the frequent LogException() exception.
Updated new workplaces and walk-forwards to not accept workers until all files uploaded.
Minor GUI updates here and there.
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