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admin
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We still have one hard to find bug before release of 48.14
48.14 is still being tested by one trial user and myself.
Note we now have (optional) fields for price data.
Opt Price data is used for all, unless you use the other live, verify, WF fields.
Shown here I built a system on 29,30,31 min bars.
will trade it live on 30 min bars.
Verified the system using all bars from 25 to 35 except 29,30,31. (No need to use 29,30,31) as it been done already when the system was built
WF. I am Wf this on 29,30,31 min bars
There also is now an option to deselect all data. You might want to do this say on WF, where when its deselected- it reverts back to opt price data.
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Petzy
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I am trying the 48.12 version and it is a very nice version with the different price data choices.
I am trying different files to achieve “true oos”. I have 3 data files with the end date of 2015, 2016 and 2017. I have the 2015 for calculating the
strategies and then I verify with the 2016 files. I am saving the 2017 to use the “Override Original Settings. That way I should be able to develop
systems and then test them against unseen data. (The very last test is with TradeStation with data up until current date)
I think I found a bug with the price data though. It doesn’t save the price information correctly in price data.txt. When I quit gsb and start again
the data is lost. (I edited the file manually in notepad so I am good. But just so you know.
At one point I got the old problem with information that changes when I click on the strategy in gsb manager. I think this error is an old one that
was fixed before. I have only got this problem once so I cant reproduce it at the moment
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admin
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Quote: Originally posted by Petzy  | I am trying the 48.12 version and it is a very nice version with the different price data choices.
I am trying different files to achieve “true oos”. I have 3 data files with the end date of 2015, 2016 and 2017. I have the 2015 for calculating the
strategies and then I verify with the 2016 files. I am saving the 2017 to use the “Override Original Settings. That way I should be able to develop
systems and then test them against unseen data. (The very last test is with TradeStation with data up until current date)
I think I found a bug with the price data though. It doesn’t save the price information correctly in price data.txt. When I quit gsb and start again
the data is lost. (I edited the file manually in notepad so I am good. But just so you know.
At one point I got the old problem with information that changes when I click on the strategy in gsb manager. I think this error is an old one that
was fixed before. I have only got this problem once so I cant reproduce it at the moment
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Had someone with I think it was bit defender. Didnt allow any writes in c:\gsb.
Thats just my wild guess, as I have had no issues saving data.
We can do Team-viewer tomorrow if you have issues with 48.14
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admin
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GSB 48.16. August 20. bug fixes, inc fix for workers not starting. (cause was identical file contents with separate
file name)
SF closedbpv ,and close/closed (both not normalized)
My limited tested shows non normalized close/closed does NOT work well. Option to right click and delete data in data manager
YOU MUST HAVE ALL DATA 2 ENTERED IN CONTRACTS LIST. Note also your groups of data (ie 29,30,31) are not saved in contracts,
but in opt settings. (This might change later)
Other minor updates
To use this version, put the files in C:\GSB\GSB (Managers) & C:\GSB\GSB (Workers) and run these files instead of .44 version.
There is no installer file with this build. You need 47.44 build installed first.
See top of thread fix exe file.
You also need new ELD. In it is closeLessCloseDBPV function, GSB_Scripts_2018_08_05, update to GSBsys1es (new exits, tighter stop), bug fix for
GSB_supersmoother. None of these updates should cause issues with existing GSB systems.
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Bruce
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Do you have an updated contract list that could be shared that has all the required data for SPX, IDX, etc?
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admin
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Thats a good request.
I will work on that in time for the next installer package.
Its very fast to do, in that you can right click and existing symbol - clone,and add multiple new symbols.
Busy today on the next video
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admin
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GSB 48.23. August 27. bug fixes and new features.
Right click to apply WF parameters to the systems. Known intermittent bug. WF to the cloud has nth set to no trade, when it
should be all. This is not the case when WF to manager is done.
To use this version, put the files in C:\GSB\GSB (Managers) & C:\GSB\GSB (Workers) and run these files instead of .44 version.
There is no installer file with this build. You need 47.44 build installed first.
New GSB Functions were not in the last ELD. Missing was the needed but dummy function GSB_Scripts_2018_08_05;
Fixed missing manager's version (note: workers update is required).
Fixed cloud WF Nth.
Update drop-down controls to preserve last selected item on selecting a new system in the grid.
Fixed PA's WF trades export/save.
Fixed support exception caused by price files not in the root "Price Data" folder.
Fixed support missing "Price Data.txt" file.
1.0.48.22 / 2018-08-22:
Updated "Use WF Params" and "Override Original Data" to auto backtest all selected systems.
Fixed Stats grid cross-sign exception (in v48.21).
Fixed multi-WF start exception.
Updated Utils.InvokeIfRequired() to log exceptions before throwing them.
Set support's default to include screenshot of the underlying window.
Fixed wrong MAC address on machines having VirtualBox installed.
Set AppSettings and OptimizationSettings FullPath property internal/hidden and substituted its usage by FileName
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admin
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49.03 should be out Tuesday or earlier
Data manger now has 1 minute bars. bug fixes and small tweaks
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admin
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GSB 49.05 Sep 11
support for all bars derived from 1 minute bars. Bug fixes, multiple export to PA files. To use this version, put the files in C:\GSB\GSB (Managers) &
C:\GSB\GSB (Workers) and run these files instead of .44 version.
There is no installer file with this build. You need 47.44 build installed first.
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jptann
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New system
Peter:
I am running 49.05 and use the ES29M and the SPX 29M back till 2000. During the new releases, I stopped obtaining unique systems. Nothing shows up.
A couple of comments. I have been using the opt price data for about two years now so nothing wrong here. Do I need to generate the time frame from
1m bars????
Under the Live Price Data (which I am not using) it still has a data file and I can't clear that field. Shouldn't I have this field as blank.
Finally, I have the verification on for 27, 28, 30, 31, and 32M
By the way, I have not changed any of my performance specs to identify unique systems.
I am going to start a run with a file that has no restrictions for uniques systems. Lets see what happens with that!!!
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admin
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| Quote: Originally posted by jptann | Peter:
I am running 49.05 and use the ES29M and the SPX 29M back till 2000. During the new releases, I stopped obtaining unique systems. Nothing shows up.
A couple of comments. I have been using the opt price data for about two years now so nothing wrong here. Do I need to generate the time frame from
1m bars????
Under the Live Price Data (which I am not using) it still has a data file and I can't clear that field. Shouldn't I have this field as blank.
Finally, I have the verification on for 27, 28, 30, 31, and 32M
By the way, I have not changed any of my performance specs to identify unique systems.
I am going to start a run with a file that has no restrictions for uniques systems. Lets see what happens with that!!! |
email me team viewer details and I will look. One clue is is fitness appearing in the top right corner. If its blank or zero, internally no systems
are produced. You can also right click on a worker, or standalone the top/diag field and look at the top systems GSB produces.
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admin
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GSB 49.08 18 Sept
Much improved ram usage for NTH tests.
GSB format system encrypted at the end of TS code. The can be reverse engineered to get the GSB format code if you loose the GSB format code.
Has % progress for nth / dates change. Useful for when your doing high number of systems. Big improvement to ram usage in nth tests.
All GSB code will expire at the end of the month. I expect a number of new features still to come in the next week.
There is no installer file with this build. You need 47.44 build installed first.
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admin
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GSB 49.09 19 Sept 2018
CloseDBPV now in secondary filters.
User task gui on right hand side now includes nth, dates, and verification progress. On all GSB versions do not do nth and date changes at the same
time. Results will be wrong. Wait for each to finish. Other bug fixes. Help file included under help.
Code expires mid Jan 2019
No installer file.
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admin
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48.12 is under testing. There is a new field nth day period. It used to be hard coded to 1.
Now we can use 5 days, or 200 days etc where we have our trade / no trade windows.
The reason is for non MOC nth tests, the nth logic is a little flawed.
Nth will exit all trades when nth goes to no trade. Thats a issue.
Also it may take a trade late that would have been taken in the time when it was no trade.
This covers up this issue. A better fix will happen, probably after exits and secondary filters are done
The field will only appear when GSB is in admin mode.
https://trademaid.info/forum/viewthread.php?tid=92
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cyrus68
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I don’t use swing strategies currently. But clearly the Nth day mode would be flawed. I don’t see how using the Nth day Period solves the problem.
As for MOC strategies, unless I’m wrong, the Nth day mode should still be viable.
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admin
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| Quote: Originally posted by cyrus68 | I don’t use swing strategies currently. But clearly the Nth day mode would be flawed. I don’t see how using the Nth day Period solves the problem.
As for MOC strategies, unless I’m wrong, the Nth day mode should still be viable.
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This covers up the problem. If nth is is 1 month periods, the issue happens less often. Its very fixable and a perfect solution can be done to. Just
not sure if it will be very soon or after secondary filters and exits.
nth for moc is perfect.
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admin
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I posted 49.12 trial version in the main forum (not private)
It has installer file but might overwrite your settings. No need to install it if your on 49.12 without the installer file.
Note future GSB build needs to have its own bigpointvalue GSB function, as GSB will work best when BPV futures = BPV cash indices.
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admin
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I reported that nth day period was buggy. This turns out to not be the case. It works fine.
Next build has option too do nth, then toggle dates, then execute.
the current mode is
nth to all, (execute instantly & wait), dates to no trade (execute instantly & wait)
This makes it much faster if you go from nth=trade, dates = trade to dates = dont trade, nth = all.
It means we do one lot of processing, not two.
Normalized nth is done,
It means if nth = say 2, the nth stats takes into account the results are degraded due to less trading days.
If you dont do this, it means the number of trades, NP and fitness are all degraded by extra 1/3
nth>1 is needed for say copper, were we struggle to get 100 trades with nth=1. It should also give a little better market degradation stats as there
is more data in sample.
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cotila1
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all those things already in the next build? which should be 49.10?
| Quote: Originally posted by admin | I reported that nth day period was buggy. This turns out to not be the case. It works fine.
Next build has option too do nth, then toggle dates, then execute.
the current mode is
nth to all, (execute instantly & wait), dates to no trade (execute instantly & wait)
This makes it much faster if you go from nth=trade, dates = trade to dates = dont trade, nth = all.
It means we do one lot of processing, not two.
Normalized nth is done,
It means if nth = say 2, the nth stats takes into account the results are degraded due to less trading days.
If you dont do this, it means the number of trades, NP and fitness are all degraded by extra 1/3
nth>1 is needed for say copper, were we struggle to get 100 trades with nth=1. It should also give a little better market degradation stats as there
is more data in sample.
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admin
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| Quote: Originally posted by cotila1 | all those things already in the next build? which should be 49.10?
| Quote: Originally posted by admin | I reported that nth day period was buggy. This turns out to not be the case. It works fine.
Next build has option too do nth, then toggle dates, then execute.
the current mode is
nth to all, (execute instantly & wait), dates to no trade (execute instantly & wait)
This makes it much faster if you go from nth=trade, dates = trade to dates = dont trade, nth = all.
It means we do one lot of processing, not two.
Normalized nth is done,
It means if nth = say 2, the nth stats takes into account the results are degraded due to less trading days.
If you dont do this, it means the number of trades, NP and fitness are all degraded by extra 1/3
nth>1 is needed for say copper, were we struggle to get 100 trades with nth=1. It should also give a little better market degradation stats as there
is more data in sample.
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All in 49.20 - has been release to a few testers. It has these features and custom dates for training, test, validation.
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admin
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GSB 49.20 Oct 2 2018
Has nth normalization, improvements to nth / dates job que. Statistics are normalized to take into account how many days are traded in stats a vs
stats b. Training, test and validation now can have unlimited custom dates.
No installer file. Cope exe into your current GSB folders.
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admin
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Under testing now GSB 49.25. It has bigpoint value from GSB contracts, not TS BPV
This might cause GSB<>TS if you have used a cash indices for data2 and closedBPV function.
If it concerns you, then make new cash contracts as shown in the png.
49.25 has one bug that must be fixed before release.
New ts code also needed.
GSB_CloseLessPrevCloseDBpv2, GSB_Scripts_2018_10_04
The logic for this is if GSB genetically switches data2 from $spx.x to $indu, if bpv=1, it will work badly unless the closeD offset also changes.
Making bpv on the cash indices the same as the futures will fix this.
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admin
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GSB 49.28 Oct 2 2018
Bug fixes and ClosedBPV from GSB contracts. See note in post above.
This build is not yet well tested.
See top post for file(s)
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cyrus68
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There is a need for clarification on the BPV issues.
First, the big point value on TRADED contracts in GSB are set to be the same as on TS. So what's the issue?
Second, you posit that all indices entered as secondary data (e.g. SPX INDU as 2nd data for ES) should have the same BPV and ticks as the traded
contracts. In this case, ES and YM. If so, we can create new ones in the contracts list. However, it is not clear how this is implemented in TS, where
the indices have different point values from the ones in GSB? A test should be able to verify if the new scripts work and if TS<>GSB.
Third, the parameter settings in the PNG - is that only for closedBPV or for the other filter types as well? Does it apply to all futures and stocks
or not?
Fourth, these parameter settings would apply to the normalised SF. What about the non-normalised ones?
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admin
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| Quote: Originally posted by cyrus68 | There is a need for clarification on the BPV issues.
First, the big point value on TRADED contracts in GSB are set to be the same as on TS. So what's the issue?
Second, you posit that all indices entered as secondary data (e.g. SPX INDU as 2nd data for ES) should have the same BPV and ticks as the traded
contracts. In this case, ES and YM. If so, we can create new ones in the contracts list. However, it is not clear how this is implemented in TS, where
the indices have different point values from the ones in GSB? A test should be able to verify if the new scripts work and if TS<>GSB.
Third, the parameter settings in the PNG - is that only for closedBPV or for the other filter types as well? Does it apply to all futures and stocks
or not?
Fourth, these parameter settings would apply to the normalised SF. What about the non-normalised ones? |
1) lets pretend $spx.x is the best indices for closeD
GSB is on es for closed with say $800 secondary filter parameter
if gsb genetically moves to $spx (from ES), at 1$ a point, its 800 points and the system wont trade. So GSB genetically is unlikely to find that $spx
is better than
ES. The switch from ES to $spx is easy if we have $spx at $50 a point.
same issue switching from ES to YM (dow)
2) GSB will use its own bpv value derived from its contracts table. It wont use TS bpv
3) if stock were used with futures, then you might not want bpv=1, but this isnt common. Its not critical to get right, but will work better if you do
get it right.
This is for BPV only, and wont affect anything else.
4) If its normalized, the parameters wont matter. For non normalized, es emd ym er are all about $800 roughly. so 0 to 1500 step 50 would be a good
default
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