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admin
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Quote: Originally posted by waldocktrades  | Right now, I've got it set to look ahead two days ahead and as far back as I'd like. I average the bar by bar net change by timeframe and lookback in
the same subgraph to provide an expected shape to the day's trading. This creates a forward-looking indicator based on intraday market behavior.
I think it could be very interesting to see what GSB could do with it.
If you're interested, I can email you more.
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Most happy to see it, please send
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admin
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.40 under testing. Has verification score
Soon we will have market verification/degradation score per system.
So lets say you build 5000 CL systems on 29,30,31 min bars.
You can then verify on 20,24...36,40 min bars. (12 different bar intervals)
You would expect the 20,24...36,40 min bars to give a bit worse performance than the 29,30,31.
Then those systems that get verification score of say 10 up, or even 12.
You can then choose the system where the verification degradation is the highest.
Shown here the verified bars had higher performance than the 29,30,31 that the system was build on.
The out of sample (alternate nth day) also had higher results than in sample.
I would say this would be very unusual.
800 systems were tested to get this result.
 
BUG in versions since .35 on-wards. (but much less bugs in these newer versions, esp TS<>GSB)
Use built in setexitonclose if true, gives exception error on some systems, esp when verifying them.
Relates to 1/2 trading days.
fix setexitonclose =false
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admin
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49.44 out. Has possible bug fix for wf issue, which relates to 1/2 trading days bug.
Now internal and external market on close should be working again.
Option to turn certain curves off and on.
under tools, reset price data cache. This reloads price data if you want to update your csv data
Build removed. Has critical bug
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admin
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49.45 out. See top of this post.
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admin
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GSB 50.06 Nov 11 2018
Has genetically chosen stop. Static, trailing and atr.
Build not well tested.
Issues.
1)New stop settings dont save in config.
2) Dont use with stop loss of zero. Use say $4000. Reason is stop will be min (new stop method,stop size under exits.)
This build is NOT well tested. Main reason to get it is due to new stops. Stops will be expanding over time, but this is the first release.
3) I suspect either Microsoft or avg is deleting the exe file on one of my machines. (false positive)
stops.png - 65kB
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Bruce
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| Quote: Originally posted by admin | GSB 50.06 Nov 11 2018
Has genetically chosen stop. Static, trailing and atr.
Build not well tested.
Issues.
1)New stop settings dont save in config.
2) Dont use with stop loss of zero. Use say $4000. Reason is stop will be min (new stop method,stop size under exits.)
This build is NOT well tested. Main reason to get it is due to new stops. Stops will be expanding over time, but this is the first release.
3) I suspect either Microsoft or avg is deleting the exe file on one of my machines. (false positive)
stops.png - 65kB
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I've excluded the GSB directory from Microsoft Defender to stop the deleting of the exe file. Seems to have stopped it for now.
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rws
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Thanks for adding stops!
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admin
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Let me know if there is much improvement.
I dont expect atr and trailing stops to work well on crude oil day trading,
more for the longer term trades.
Im not doing any of that for some time, but interested in the results.
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admin
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50.14 19 nov 2018
Has MOC exit if openpositionprofit <$0, exit if daily close is lower than last close.
Both for overnight systems.
I have not tested this build at all, and the ts code has not been tested either
Option to cancel verification.
In next build, auto verify systems when they are built.
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cotila1
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So if I want to build only multiday systems, always overnight, then I need to set both MarketOnDay=False and the 2 new exits set to false as well??
The auto-verify of built systems functionality is something I cant wait to see it :-)
| Quote: Originally posted by admin | 50.14 19 nov 2018
Has MOC exit if openpositionprofit <$0, exit if daily close is lower than last close.
Both for overnight systems.
I have not tested this build at all, and the ts code has not been tested either
Option to cancel verification.
In next build, auto verify systems when they are built.
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admin
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| Quote: Originally posted by cotila1 | So if I want to build only multiday systems, always overnight, then I need to set both MarketOnDay=False and the 2 new exits set to false as well??
The auto-verify of built systems functionality is something I cant wait to see it :-)
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If overnight you must have marketonclose false.
Its optional to have exit that if openpostionprofit<0, it takes the moc exit.
and if the daily close closes down. There is a methadolgyt bug in the later.
It should be if entriestoday(date)= 0 and daily close down then exit
I found out today that auto verification takes all the cpu manager resource, and causes lots of problems. ie you cant stop the manager, and the
manager drops workers. Sorry but the last build was un-tested when I uploaded.
There also is a small ts compile issue with duplicate exit names. SO beset ignore the last build sorry.
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cotila1
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| Quote: Originally posted by admin | | Quote: Originally posted by cotila1 | So if I want to build only multiday systems, always overnight, then I need to set both MarketOnDay=False and the 2 new exits set to false as well??
The auto-verify of built systems functionality is something I cant wait to see it :-)
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If overnight you must have marketonclose false.
Its optional to have exit that if openpostionprofit<0, it takes the moc exit.
and if the daily close closes down. There is a methadolgyt bug in the later.
It should be if entriestoday(date)= 0 and daily close down then exit
I found out today that auto verification takes all the cpu manager resource, and causes lots of problems. ie you cant stop the manager, and the
manager drops workers. Sorry but the last build was un-tested when I uploaded.
There also is a small ts compile issue with duplicate exit names. SO beset ignore the last build sorry. |
Got it! thanks
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admin
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IM going to remove 50.15 build as I think its too problematic. Next build will have verification on the workers, not just the manager.
When it was on the manager, the GUI became unusable slow to respond, and ram usage can really blow out. The ram useage itself is not a bug, just
related to how many versifications are done in one time.
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admin
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50.18 Nov 22 2018
verify systems in the workers seemed to go well, at quick test.
you must update all dlls in this version. There should be no config in the zip file that over writes your own config.
fix for busted WF.
New exits, ie moc if openpostionprofit<0 not fixed yet
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cyrus68
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The new exit methods are fine. However, what is also needed is a maximum holding-period exit. In other words, an exit is executed X bars after entry.
This can be applied to both daily and intraday bars.
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admin
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| Quote: Originally posted by cyrus68 | | The new exit methods are fine. However, what is also needed is a maximum holding-period exit. In other words, an exit is executed X bars after entry.
This can be applied to both daily and intraday bars. |
We have that already. Exit minutes.
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Gregorian
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Those of us who trade with Kase and Renko bars would appreciate a number of bars exit, as cyrus68 suggests.
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admin
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So you mean number of bars, NOT number of minutes?
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admin
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There is a bug in 50.18
On older manager, when I had verify auto on in the manager (not the current mode of verify in the worker), the manager became very unresponsive and
lost systems from the worker. As a backup on 50.18 each 20 min we pulled in the systems again from the worker. This made a bug where we can pull in
stale systems that are still in the worker from another manager.
I will get this fixed asap. 50.18 overall is a good build but has a few issues still to sort out.
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Gregorian
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Yes, number of bars exit would be great.
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admin
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We can do that no problem
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admin
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50.23 Nov 26 2018
atr and trailing stops fixed. New ts code has round function and GSB_Scripts_2018_11_26
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admin
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next build will have time exit in bars.
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engtraderfx
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Hi Peter, I copied new beta files to C:\GSB\GSB (Managers) & C:\GSB\GSB (Workers) but nothing ran, is there something else I should do? Current
version 49.12 still runs ok. Regards, Dave
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admin
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| Quote: Originally posted by engtraderfx | | Hi Peter, I copied new beta files to C:\GSB\GSB (Managers) & C:\GSB\GSB (Workers) but nothing ran, is there something else I should do? Current
version 49.12 still runs ok. Regards, Dave |
You needed all the dlls from 50.18 build (i removed that build as it was buggy.)
I just uploaded 50.24 inc all the dll's. I have not tested this build at all but expect it to work.
It has exitbars exit.
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