Futures and forex trading contains substantial risk and is not for every investor. An investor could
potentially lose all or more than the initial investment. Risk capital is money that can be lost without
jeopardizing ones’ financial security or life style. Only risk capital should be used for trading and only
those with sufficient risk capital should consider trading. Past performance is not necessarily indicative of
future results
I hadn't used GSB's newer stop loss and secondary filter settings until yesterday. The one I tried did not work in Tradestation. For SF, I used GA -
with Counter Trend and CloseD set to True. For stop loss, I used ATR Trailing Stop. When implemented in TS, there were no error reports but also no
trades. When I changed the SF to CloseD and disabled the stop loss - with everything else the same - it worked fine in TS.
I would appreciate knowing which stop loss settings and secondary filters currently work, when implemented in TS. This will help in avoiding repeated
experiments on my part.
I hadn't used GSB's newer stop loss and secondary filter settings until yesterday. The one I tried did not work in Tradestation. For SF, I used GA -
with Counter Trend and CloseD set to True. For stop loss, I used ATR Trailing Stop. When implemented in TS, there were no error reports but also no
trades. When I changed the SF to CloseD and disabled the stop loss - with everything else the same - it worked fine in TS.
I would appreciate knowing which stop loss settings and secondary filters currently work, when implemented in TS. This will help in avoiding repeated
experiments on my part.
Are you on 50.32? This is the version where all the stops are should work
Where does the Verification Score, Total Verifications (denominator) number come from? Is it the Performance Filter - Verifications? If so why are
there 8 Total Verifications when there are only 7 Filters? See attached picture.
I'm experimenting with swing systems on daily bars for stocks (US markets). The results are quite decent. However, GSB generates reversals for
long/short strategies. I was wondering if there is a way of getting GSB to do non-reversal trades? Of course there is the option of running separate
long and short strategies.
GSB executes the reversal trades at Close. It should be noted that such trades are not executed automatically unless you set up an OCO order and a
time delay. There is no such problem with reversal trades at the Open.
I'm experimenting with swing systems on daily bars for stocks (US markets). The results are quite decent. However, GSB generates reversals for
long/short strategies. I was wondering if there is a way of getting GSB to do non-reversal trades? Of course there is the option of running separate
long and short strategies.
GSB executes the reversal trades at Close. It should be noted that such trades are not executed automatically unless you set up an OCO order and a
time delay. There is no such problem with reversal trades at the Open.
By close do you mean end of day? That's an issue if it's last bar of the day. Solution be to use GSB time filter. Ie 1430 or use session time 14.59.
Limit trade on es per day is another option
I'm talking about swing systems on DAILY bars for stocks, not futures (i.e. SPY not ES). GSB enters the trades at session close. But the brokerage
will reject a reversal order unless it is placed as an OSO order with a time delay. I wrongly typed it as OCO in my initial post.
Let's say you have a long position. The first order will close the long and trigger a short that will be executed with a time delay specified by you.
This has to be very near to the session close (x number of seconds). You can see that this can be problematic in illiquid markets. What you seem to be
implying is to define the session close to be 1 minute before actual close. However, this is problematic because the strategy performance is
calculated on actual close of the daily bar, not 1 minute before close.
I’m interested in the Genetic System Builder and I have a few questions:
Price
1) From where the system import the price data and how frequently?
2) Does the user have to import the price data or you have any built in functionality that links with price feeder providers such as iqfeed,
bloomberg, etc?
Capabilities
3) Does the system test only for 1 ticker at a time per strategy? Meaning, if I want to test a pair trading strategy (Long & Short) for instance
changing the bollinger bands, RSI, etc and trading the ratio (going Long and Short at the same time). Would that be possible?
4) Does the system support equity strategies or only index and futures?
5) Does the system support FX strategies?
Code Generator
6) Are you able to generate code for Meta Trader 5?
I’m interested in the Genetic System Builder and I have a few questions:
Price
1) From where the system import the price data and how frequently?
2) Does the user have to import the price data or you have any built in functionality that links with price feeder providers such as iqfeed,
bloomberg, etc?
Capabilities
3) Does the system test only for 1 ticker at a time per strategy? Meaning, if I want to test a pair trading strategy (Long & Short) for instance
changing the bollinger bands, RSI, etc and trading the ratio (going Long and Short at the same time). Would that be possible?
4) Does the system support equity strategies or only index and futures?
5) Does the system support FX strategies?
Code Generator
6) Are you able to generate code for Meta Trader 5?
7) Are you able to generate the code in python?
Thx a lot!!
Cheers,
Andre Cardoso.
1) You import csv data as needed. Format auto detect normally will work
2) No, this is not for live trading but developing systems
3) You can build systems on multiple markets or time frames using the same parameters. This is not the question as you are asking. Not sure if oyu
mean a spread etc?
4) supports all
5) I think its weak on fx but in the next few months that will improve. I havnt done fx as interactivebrokers no longer allows it
6) No but its planned long term
7) You are the first request, so no
Best you try GSB. The trial version works well but is months old and missing new features. Would have uploaded today but had a significant disk crash
on my local pc, and I lost the files for new build. Have to rebuild os etc so out of action for a day.
Hi Peter! Thx for the reply. I'll most certainly purchase the system, but in only in January when I get back to work. I only have a Mac at home (still
pending my trading station at home :cool
If possible, pls clarify the follow up questions:
1) So, whenever I want up to date prices, I need to re-upload the all prices files? Where do I get the CSV format to import?
2) Understood.
3) Yes, Im asking about a spread. For instance AAPL/MSFT (Long/Short). If yes, then if I create a price CSV file of the spread, then can I run the
tests or the system treats the spread and I just need to import APPL and MSFT price files?
4) Ok, thx.
5) Ok, looking forward to that!
6) Got it. Thx.
7) That would be fantastic! It would skip the necessity of using a framework to trade on Metatrader 5 because if I have a python code, then I can
create a robot inside metatrader.
Lastly, I have watched your videos several times and I have 3 additional questions:
8) You mentioned several times the "significance" of a parameter, and "because some parameter is not really significant you are not concerned about
its stability". How can you evaluate a parameter significance? Can you elaborate a little more?
9) Is it possible in the system to check what are the parameters (Oscilators, Bollinger, etc) that are being used in each model?
10) How would you say that GSB differs from its most expensive competitor TSL (Trading System Lab)?
1) ts, mc quote.com format supported. Its auto detect in most cases.
THe filename formay is symbol.time.bartype.anythingUlike.txt ie es.1.minute.centralTime.txt
3) You would have to make a file of the spread as price data, as gsb could buy on appl and msft at the same time, but not buy on one and sell on
another
7) Ninja trade likely to be the first, then mt5. But all of this is going to happen when GSB is much more featured program and the programers time is
freed up to work on i.t
8) Im rusty how I used significance. If we have operand + this becomes important. Its much less likely to get an issue when you multiply parameters
together. ie result=osc1*mult1+osc2*mult2
if mult 2=0.00001 youve got osc2 that is redundant.
9) look at the ts code or this section.
10) There are a number of TSL users on the forum.
GSB code license is also very open. You can do what you like with the code. TSL was very tight when i looked into it years ago.
Over a year ago (when GSB was much less featured) a user said
"Very impressed so far with GSB. I've accomplished more in the way of developing promising systems with GSB in two weeks than I have been able to do
after months of working with Adaptrade and years with StrategyQuant. It compares very favorably with TSL and in some ways exceeds TSL's ability to
produce robust OOS performance.
I especially appreciate your quick attention to enhancements and bug fixes. I am grateful too that you use “on close” orders; that’s so essential for
the Advanced Bar Types, yet Adaptrade and StrategyQuant don’t seem to understand how important that is. Keep up the good work!"
In regards to actually launching a strategy live to trade, is the only option though Trade Station? I find their cost a little steep...
Thx,
Andre Cardoso.
Ts cost was about $4.80 round turn for futures. Otherwise I like interactivebrokers.
You can also you multicharts with whatever interfaces with it.
I think both were cheap for stock too.
import the eld from here
C:\GSB\GSB (Managers)\Supplementary Scripts (TS & MC)\GSB_SCRIPTS_2018_12_15...eld
{ Search Tag: WA-LogXY }
{ Returns the base X logarithm of Y. }
inputs:
X( numericsimple ), { the logarithmic base to use }
{ Y = the operand, the value of which the logarithm is to be taken }
Y( numericsimple ) ;
{ in EasyLanguage, the log function returns the natural, base e, logarithm of
a number }
if X > 0 and Y > 0 then
LogXY = log( Y ) / log( X )
else if X <= 0 then
RaiseRuntimeError( !( "Logarithmic base (X) must be greater than 0." ) )
else if Y <= 0 then
RaiseRuntimeError( !( "Logarithm operand (Y) must be greater than 0." ) ) ;
Switch mp
Begin
Case 1:
slNewPrice = GSB_Round(High - slPnts);
If slNewPrice > slLongPrice Then
slLongPrice = slNewPrice;
Sell("SLSll") Next Bar at slLongPrice stop;
Case -1:
slNewPrice = GSB_Round(Low + slPnts);
If slNewPrice < slShortPrice Then
slShortPrice = slNewPrice;
BuyToCover("SLBtc") Next Bar at slShortPrice stop;
Case 0:
slShortPrice = GSB_Round(Low + slPnts);
BuyToCover("SLBtc-EB") Next Bar at slShortPrice stop;
slLongPrice = GSB_Round(High - slPnts);
Sell("SLSll-EB") Next Bar at slLongPrice stop;
End;
![[*]](images/davis/default_icon.gif){kind=icon}
