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Carl
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Great! Thanks
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admin
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In build 48.24 Being tested now.
Ability to walk forward multi time frame/market systems to the cloud
Next in the job pipeline, in not exact order
Custom dates for Training, test, validation.
Ability to make larger time frames from small bars. ie make 29,30,31 min bars from 1 minute
Secondary filter. Ability to genetic use Close-Closed,close/CloseD,close-closeBPV (Big point value) in a normalized and non normalized mode.
Custom made metrics in GUI, and additional fitness types. ie sqn and the additional ones in EWFO (Enhanced walk forward optimizer)
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cyrus68
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GSB has made enormous progress over the past year. The pace of development outshines anything achieved in similar software. Inevitably, there are bugs
and annoyances along the way.
The great strength of GSB is the emphasis on good methodology.
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zdenekt
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I still can not see EXITs in the job pipeline :-(
I'm sorry to have to write it, but I'm a little disappointed with the direction of GSB's development over the past few months.
Everything is still spinning around the entering to trade.
We are constantly looking for an ideal entry to trade for a few markets.
In GSB we have thousands of settings for everything that some of us do not even understand, but we have no option to set the type of EXIT ... donīt
you think it's a little weird?
I donīt know if there is any major edge in your multitimeframe testing method when the exit from the trade is always at CloseD price. I understand
that the results will improve a few percent but it is quite logical when EXIT is on the same price on every timeframe...and programmers still work
over and over on one and the same ... better entry on just a three markets.
Yes I can ignore your way of multitimeframe testing, but iīm still waiting for implementation of any different exits.
I believe the implementation of only a few other reasonable EXITs than closeD would not be as problematic as multitimeframe testing and would open a
new space of strategies on many more markets than only ES, CL, NG.
Anyway, GSB is a great tool, although it is now going through a more complicated way than it might have been.
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admin
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Quote: Originally posted by zdenekt  | I still can not see EXITs in the job pipeline :-(
I'm sorry to have to write it, but I'm a little disappointed with the direction of GSB's development over the past few months.
Everything is still spinning around the entering to trade.
We are constantly looking for an ideal entry to trade for a few markets.
In GSB we have thousands of settings for everything that some of us do not even understand, but we have no option to set the type of EXIT ... donīt
you think it's a little weird?
I donīt know if there is any major edge in your multitimeframe testing method when the exit from the trade is always at CloseD price. I understand
that the results will improve a few percent but it is quite logical when EXIT is on the same price on every timeframe...and programmers still work
over and over on one and the same ... better entry on just a three markets.
Yes I can ignore your way of multitimeframe testing, but iīm still waiting for implementation of any different exits.
I believe the implementation of only a few other reasonable EXITs than closeD would not be as problematic as multitimeframe testing and would open a
new space of strategies on many more markets than only ES, CL, NG.
Anyway, GSB is a great tool, although it is now going through a more complicated way than it might have been. |
The pipeline is what I hope to get done in the next week or two.
Exits and additional secondary filters are a high priority, but they are both are a big job that must be done at the same time. So I am trying to get
most of the small features that lots of users have request - finished before we start exits. If exits and additional SF filters were a small job, it
would be done now. Much time was spend on multi time frame systems, and this is something that has massive significance to nearly (all?) users. The
improvement is massive on multi time frame. On crude oil out of sample degradation went from -42 to - 12 %. There are not 1000's of settings, and if
whats on the bottom GUI & limited docs are not enough, you can ask. Improved documentation is being working on as well. Regardless Im sorry for your
frustration and you will get what your after. If you follow GSB growth in the last year, it has taken massive and consistent leap forward. Many users
are asking for lots of things, and I am hoping that most features user ask for get implemented.
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zdenekt
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It's not frustration (I have no problem setting up and using GSB) ... it's just a disillusion that after more than a year of GSB existency and so many
different updates we still donīt care about such an important thing as the exits.
I must say again that GSB is a great tool and I really respect your work.
I will try to be patient.
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JasonT
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zdenekt, have you explored the Minute, Stop Loss, Profit Target, Time of Day exits that are available in addition to the close at end of session
exists?
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zdenekt
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I'm working mainly on swing strategies so now I can only use stop loss and profit target. The problem is the varying volatility across history.
For intraday trading there are only a few suitable markets and their reactions to different events are very closely correlated.
For swing trading I can use markets from all sectors and I can set up a portfolio as I need.
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admin
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| Quote: Originally posted by zdenekt | I'm working mainly on swing strategies so now I can only use stop loss and profit target. The problem is the varying volatility across history.
For intraday trading there are only a few suitable markets and their reactions to different events are very closely correlated.
For swing trading I can use markets from all sectors and I can set up a portfolio as I need. |
From memory, GSB as is - can reverse a position, so this is an exit too.
Its not what you want but for now better than just stop and profit target exit
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zdenekt
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Peter,
Based on my research I can not confirm your thesis that reverse position is for now better than stop and profit target.
I tested a lot of markets with just a reverse position exit but I could not find the only strategy that would profitable/tradeable on OOS period. If
someone had some succes with it, please show us the results.
While I set up stop and profit target (coexist together with reverse exits) it is possible to find strategy that is profitable on OOS period.
You can see some of my swing strategies on the picture.
All these strategies also passed the Cluster Analysis in Tradestation WFO.
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admin
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| Quote: Originally posted by zdenekt | Peter,
Based on my research I can not confirm your thesis that reverse position is for now better than stop and profit target.
I tested a lot of markets with just a reverse position exit but I could not find the only strategy that would profitable/tradeable on OOS period. If
someone had some succes with it, please show us the results.
While I set up stop and profit target (coexist together with reverse exits) it is possible to find strategy that is profitable on OOS period.
You can see some of my swing strategies on the picture.
All these strategies also passed the Cluster Analysis in Tradestation WFO. |
I'm not saying reverse is better, but its an option as well as stop and PT. The first thing I would check is what secondary filter you have. This is
typically one of the most important settings. So try closed-close, and ga with closed-close and ga with close/CloseD
Note the ga S.F. are normalized, while the SF others are not
Can you let me know how this goes. Worked fine on Apple but I didnt do market validation tests on it. Focusing all time on Crude oil right now
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zdenekt
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I have to go sleep so very shortly for now.
Yes, filter is most important element in GSB strategies.
I think that none of my swing strategies use CloseD in any form.
I found that CloseD in swing strategies only works on In-sample period but OOS period always failed. This applies to both the indicator and the
filter.
So I often uncheck CloseD and do not using it at all.
For now, I only work with futures markets.
Stocks or ETFs donīt tried yet.
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admin
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| Quote: Originally posted by zdenekt | I have to go sleep so very shortly for now.
Yes, filter is most important element in GSB strategies.
I think that none of my swing strategies use CloseD in any form.
I found that CloseD in swing strategies only works on In-sample period but OOS period always failed. This applies to both the indicator and the
filter.
So I often uncheck CloseD and do not using it at all.
For now, I only work with futures markets.
Stocks or ETFs donīt tried yet. |
Stocks and eft should be fine overall. I have never seen closed filters not work on any market, but I havnt looked at all of your markets before. When
you do a support ticket upload, I can look further
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Carl
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| Quote: Originally posted by zdenekt | Peter,
Based on my research I can not confirm your thesis that reverse position is for now better than stop and profit target.
I tested a lot of markets with just a reverse position exit but I could not find the only strategy that would profitable/tradeable on OOS period. If
someone had some succes with it, please show us the results.
While I set up stop and profit target (coexist together with reverse exits) it is possible to find strategy that is profitable on OOS period.
You can see some of my swing strategies on the picture.
All these strategies also passed the Cluster Analysis in Tradestation WFO. |
Hi Zedenekt,
The four equity lines on wheat, corn, sugar, cotton and belong to swing strategies that were developed by GSB?
Thanks.
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zdenekt
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Sorry for my english.
I found that swing strategies with CloseD indicator or filter can have positive results on In-sample period but OOS period has always had negative
results.
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admin
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| Quote: Originally posted by zdenekt | Sorry for my english.
I found that swing strategies with CloseD indicator or filter can have positive results on In-sample period but OOS period has always had negative
results. |
Under help, do a support ticket and I will look into this
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zdenekt
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I'm talking about robustness of CloseD filter in swing strategies. I did not said it's bug in GSB.
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admin
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Agreed, but I want to look into this issue regardless
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cotila1
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zdenekt, sorry not sure if understood this: your equity lines in pics (corn etc.) are from systems built by GSB?
thanks
| Quote: Originally posted by zdenekt | Peter,
Based on my research I can not confirm your thesis that reverse position is for now better than stop and profit target.
I tested a lot of markets with just a reverse position exit but I could not find the only strategy that would profitable/tradeable on OOS period. If
someone had some succes with it, please show us the results.
While I set up stop and profit target (coexist together with reverse exits) it is possible to find strategy that is profitable on OOS period.
You can see some of my swing strategies on the picture.
All these strategies also passed the Cluster Analysis in Tradestation WFO. |
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zdenekt
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Yes, these equity lines are from systems built in GSB.
On the picture you can see one of my potential portfolio of 11 strategies (9 of them are built in GSB).
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cotila1
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Oh sounds great!
If you dont mind could u mention the 9 symbols you built in GSB?
When does the OoS start from? Is that OoS the so-called test period or is it an unseen period by the software?
thank you so much
| Quote: Originally posted by zdenekt | Yes, these equity lines are from systems built in GSB.
On the picture you can see one of my potential portfolio of 11 strategies (9 of them are built in GSB). |
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admin
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I ended up with 900 CL systems, which all passed verifcation profit factor 1.8, pearsons 0.95 on the 11 bar intervals 25 to 35 min. A hard job to
narrow this down to get fewer systems.
I then added 24 and 26 minute bars, and added 20 and 40 minute bars to verification.
This dropped things down to 300 systems.
I then though, would be good for portfolio analysist pro to sort out the best combination of say 10 systems.
However GSB couldnt do bulk export of all systems to PA.
This feature has now been added.
Sorry for the delay in new releases this week. Interval multiplier has been added. So you can now just use 1 minute bars and multiple by 30 etc
You can also clone bar setups. ie if you have CL,NG,HG,RB 30 minute bar, you can clone and change the interval to 29 minute.
This feature however has at least one bug, and a danger that TS <>GSB in some circumstances. Hence I didnt release it.
If anyone is desperate for the above feature, send me a email & I will supply
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admin
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Most of us have made a great GSB system and put it into TS. We do however loose the GSB format of the system if we are not careful.
Why we might want this is to apply new GSB features to an older system, or to walk forward.
There is some binary info at the end of the TS/MC code of GSB, that can be converted back to a GSB format system
This feature will be in 49.07 release onwards.
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admin
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Another useful feature, is the stats function a&b can be applied to only the systems that are stored on favorites tab.
It means you can test the stats of say systems that have verified on all markets, without having to delete all the non verified markets.
Useful as you might delete some systems with metrics, and turn out to regret that.
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admin
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A new release will be out for trial users by the end of the month. Old code will have expired too.
We now have CLoseDBPV (Big point value) which makes closeD-Close redundant. Much better for when we you compare multiple markets that have very
different point values. Lots of small tweaks and features have been added. Much better use of ram when nth / dates tests are used.
There now is a job que on the right side gui for NTH, dates and market verification. (49.09 onwards)
A help file. (not complete) has been added under help. (top menu)
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