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admin
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what about
////Contract's Session Close
If (TimeHms >= 220000 and time <222900) Then
Begin
BuyToCover this bar on close;
Sell this bar on close;
End;
......
// Entry-filter check
If (dateYmd > beginDate And dateYmd <= endDate)
And ((dateYmd >= 20000101 And dateYmd <= 20181231))
And (Not (TimeHms >= 220000 And TimeHms <= 222900)) Then
Begin
// Buy/Sell
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ProbTrader
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Unfortunately, that does not solve the issue. It will either create entries and exits on the same bar, or just exclude the trade which is not a good
solution, all depending on what the time in the arguments above is hard coded to.
I think the only way to fix this is to change the core logic per what I suggested above so that the correct logic in GSB, is also reflected in the TS
code that is automatically yielded. Again, the current GSB logic, which should also be reflected in the TS, should be (I believe):
If enter at < SET CLOSE TIME on DAY 0, then exit at SET CLOSE TIME on DAY 0
If enter at > SET CLOSE TIME on DAY 0, then exit at SET CLOSE TIME on DAY 1
Many thanks for your excellent support with this and other issues.
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admin
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Sorry if this code is functionally identical, but I think it meets your two criteria.
// Entry-filter check. This cant enter on 22:00 bar, but cant enter next bar after this
If (dateYmd > beginDate And dateYmd <= endDate)
And ((dateYmd >= 20000101 And dateYmd <= 20181231))
And TimeHms < 220000 or TimeHms > 222900)) Then
Begin
// Buy/Sell
////Contract's Session Close. If enter at 2230 it will exit the next day
If (TimeHms >= 220000 and time <222900) Then
Begin
BuyToCover this bar on close;
Sell this bar on close;
End;
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admin
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There are several issues here.
You have 4 session periods. GSB conversion from 1 minute bars doesnt support this. You will need to use the bar interval you want, not the 1 minute
bar. For example use 5 minute or 30 minute.
HC.30.minutes.SessionTime.FromMC
You moc time is wrong. It should be one time+ say 1 minute aproxx
ie 133000 133059
You should look at the video session times / market validation1
https://trademaid.info/video.htm
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kelsotrader
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In a couple of Strategies that are available there is a aditional strategy attached called PortfolioAnalyst1.
According to the information on the file it requires TradeStationUtilsRc7b.dll
That is why I cannot get to to run.
Not sure what it does but it would be nice to find out.
Does anyone have the file:TradeStationUtilsRc7b.dll
If so can you post it please.
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admin
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Quote: Originally posted by kelsotrader  | In a couple of Strategies that are available there is a aditional strategy attached called PortfolioAnalyst1.
According to the information on the file it requires TradeStationUtilsRc7b.dll
That is why I cannot get to to run.
Not sure what it does but it would be nice to find out.
Does anyone have the file:TradeStationUtilsRc7b.dll
If so can you post it please. |
This line of code should be removed. There is a second option to fix this.
The newest installer in the non private forum has this fixed. However if you use the installer it might over write some of your settings etc. To be
safe you can always bacckup your c:\GSB folder. I
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admin
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I doubt any one realized, but the forum search function was Case Sensitive. It is now case stripped. Will make finding things much easier
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cyrus68
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I'm experimenting with SPY (an ETF). There is really no way to limit the total number of trades, if a strategy produces too many. Limiting the maximum
entries per day does not work when there is only 1 trade per day. A traditional way to limit trades is to raise costs. But GSB only does costs on a
reports basis. So the remaining method is to set the performance filter to ignore such systems.
The other thing is that if the secondary filter is set to GA, then it is essential to select only 1 of the 3. Setting all 3 to "True" is a bad idea.
GSB will struggle to generate systems. Well, it was worth a try.
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admin
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| Quote: Originally posted by cyrus68 | I'm experimenting with SPY (an ETF). There is really no way to limit the total number of trades, if a strategy produces too many. Limiting the maximum
entries per day does not work when there is only 1 trade per day. A traditional way to limit trades is to raise costs. But GSB only does costs on a
reports basis. So the remaining method is to set the performance filter to ignore such systems.
The other thing is that if the secondary filter is set to GA, then it is essential to select only 1 of the 3. Setting all 3 to "True" is a bad idea.
GSB will struggle to generate systems. Well, it was worth a try. |
If there is only 1 per day, I dont understand how that's too many.
you could try fitness np*at*pf or np*at^2 etc
Can you describe or send a screen shot of GA settings. Im not totally clear on what your saying. Do you mean enabled or force use?
You should be able to have one close, or all 3 close filters. Optional to add the total 37, but thats normally not going to work as well.
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Bruce
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Hi Peter,
How do you configure GSB to perform regular session trading 6pm - 5pm(next day) CDT? Within Trading Periods I set the times to 00:00:00 - 23:59:59, I
think this is where I maybe going wrong, do I need to match the regular session times, 17:00:00 - 15:59:59?
Also, does percentage profit target and stop loss work? As I've tried a test with 1% and the trades were all exiting at almost the same price as the
entry, certainly not 1%.
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admin
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| Quote: Originally posted by TradingRails | Hi Peter,
How do you configure GSB to perform regular session trading 6pm - 5pm(next day) CDT? Within Trading Periods I set the times to 00:00:00 - 23:59:59, I
think this is where I maybe going wrong, do I need to match the regular session times, 17:00:00 - 15:59:59?
Also, does percentage profit target and stop loss work? As I've tried a test with 1% and the trades were all exiting at almost the same price as the
entry, certainly not 1%. |
I have never done what you ask, so im guessing.
I think you are correct on all points.
As for stop loss. I assume you are in profits mode currency?
If so I think stop is still in $, but the reporting is in %. (this is my guess)
Sorry but I have never used these features. Try putting a much bigger value to try and sort out what GSB uses. I will ask programmer about this if
your stuck.
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Bruce
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| Quote: Originally posted by admin | | Quote: Originally posted by TradingRails | Hi Peter,
How do you configure GSB to perform regular session trading 6pm - 5pm(next day) CDT? Within Trading Periods I set the times to 00:00:00 - 23:59:59, I
think this is where I maybe going wrong, do I need to match the regular session times, 17:00:00 - 15:59:59?
Also, does percentage profit target and stop loss work? As I've tried a test with 1% and the trades were all exiting at almost the same price as the
entry, certainly not 1%. |
I have never done what you ask, so im guessing.
I think you are correct on all points.
As for stop loss. I assume you are in profits mode currency?
If so I think stop is still in $, but the reporting is in %. (this is my guess)
Sorry but I have never used these features. Try putting a much bigger value to try and sort out what GSB uses. I will ask programmer about this if
your stuck.
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Trust me to be trying different elements!
I'm switching the profit modes to 'Percent' to have the Profit Target work with 1%. I would've assumed the stop loss would use the same metric (%) if
that is what's been selected.
I'm noticing that if I change the Times field from your normal input (00:00:00 - 14:30:00) GSB struggles to capture any systems, I don't change any
other field apart from having Market on Day Close and Built-in Market On Day Close both set to false.
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cyrus68
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| Quote: Originally posted by admin | | Quote: Originally posted by cyrus68 | I'm experimenting with SPY (an ETF). There is really no way to limit the total number of trades, if a strategy produces too many. Limiting the maximum
entries per day does not work when there is only 1 trade per day. A traditional way to limit trades is to raise costs. But GSB only does costs on a
reports basis. So the remaining method is to set the performance filter to ignore such systems.
The other thing is that if the secondary filter is set to GA, then it is essential to select only 1 of the 3. Setting all 3 to "True" is a bad idea.
GSB will struggle to generate systems. Well, it was worth a try. |
If there is only 1 per day, I dont understand how that's too many.
you could try fitness np*at*pf or np*at^2 etc
Can you describe or send a screen shot of GA settings. Im not totally clear on what your saying. Do you mean enabled or force use?
You should be able to have one close, or all 3 close filters. Optional to add the total 37, but thats normally not going to work as well.
|
If the system produces 1200 trades over a short period, that's too many. Setting fitness to np*at^2 may work, though there may be tradeoffs to
consider. Having an option to limit the number of trades per year may not be a bad idea.
I meant enabling all 3 secondary filters. It will bog down GSB, and is not a practical option.
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admin
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tradingrails, you should apply the method from this video to get your session times.
https://www.youtube.com/watch?v=NFC7ego_Y70
Cyrus, thanks for your comment. However enabling 3 sf will not bog gsb down. Only one can be used at one instant, but gsb will likely build systems on
them all.
I sometimes use ga sf closed/closed(1),closed-closed(1),closedBPV-closed(1) all set to true.
see picture
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admin
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| Quote: Originally posted by TradingRails | Hi Peter,
How do you configure GSB to perform regular session trading 6pm - 5pm(next day) CDT? Within Trading Periods I set the times to 00:00:00 - 23:59:59, I
think this is where I maybe going wrong, do I need to match the regular session times, 17:00:00 - 15:59:59?
Also, does percentage profit target and stop loss work? As I've tried a test with 1% and the trades were all exiting at almost the same price as the
entry, certainly not 1%. |
capital investment mode,
We do not YET have 1% equity exit. Its $ only. It should be in the future build with additional exit types. The exits features have been delayed as we
had a number of time consuming bugs to fix.
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boothy
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Hi Peter,
I sent a bunch of systems to walk forward (best worker) and they all queued up and were running. Then windows did an update and restarted my computer
and didn't reopen gsb automatically. So I opened gsb to start again and now systems keep popping into the workers and walk forwarding. Is there any
way to cancel them all so I can start fresh without systems coming back into workers and walk forwarding?
Thanks.
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admin
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| Quote: Originally posted by boothy | Hi Peter,
I sent a bunch of systems to walk forward (best worker) and they all queued up and were running. Then windows did an update and restarted my computer
and didn't reopen gsb automatically. So I opened gsb to start again and now systems keep popping into the workers and walk forwarding. Is there any
way to cancel them all so I can start fresh without systems coming back into workers and walk forwarding?
Thanks. |
send me the instant id and workplace id. in top right of manager and I can cancel them, but im off line now till tomow. ie gEQ6TN13jDhOMgCoqgf If no
workers are online, they do get terminated. might be 30 or 60 min time out value is my guess
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boothy
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| Quote: Originally posted by admin | | Quote: Originally posted by boothy | Hi Peter,
I sent a bunch of systems to walk forward (best worker) and they all queued up and were running. Then windows did an update and restarted my computer
and didn't reopen gsb automatically. So I opened gsb to start again and now systems keep popping into the workers and walk forwarding. Is there any
way to cancel them all so I can start fresh without systems coming back into workers and walk forwarding?
Thanks. |
send me the instant id and workplace id. in top right of manager and I can cancel them, but im off line now till tomow. ie gEQ6TN13jDhOMgCoqgf If no
workers are online, they do get terminated. might be 30 or 60 min time out value is my guess |
ok thanks, if they have an auto time out I might just shut down for the night and try again tomorrow.
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Carl
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Hi boothy
You can set Windows (Pro) so it doesn't update and restart automatically.
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admin
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Its painful. Im not going to by a microsoft self driving car. Drive to work and it reboots on me.
stopping windows update service is one option. The pause works for about 40 days from memory. Bring back the older win 7 update 
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Gregorian
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Disabling Windows Update
You can disable Windows Update in Windows 10 with this tool. I've been blocking it for over a year successfully.
https://www.intowindows.com/windows-update-minitool-alternat...
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admin
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Very useful, thanks for the tip.
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cyrus68
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I also use this software to limit Microsoft spying and meddling.
https://www.oo-software.com/en/shutup10
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admin
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This is very useful. I had to change hdd on two computers to ssd as boot times were incredibly slow. With the wisdom of hind site it was Microsoft
telemetry data scanning all the windows files. Could find no way to kill telemetry either. Later thought of boot on another disk, and delete the file.
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boothy
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Hi,
I need a bit of help to make sure I have everything set up properly for using closeDBpv, as I want to be able to verify on other markets.
when I build systems using ES.30 data1 and SPX.30 data2 using the original closeD I get OOS degradation in the mid 20% range, but whenever I use
closeDBpv the degradation blows out to 50 - 60% range.
would I be correct in saying that if I have everything set up correctly and point values are normalised, shouldn't the OOS degradation be similar?
attached are screenshots of my contracts list and price data file that references the new $SPXBPV contract. Have I got this correct?
Thanks.
 
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