| Pages:
1
..
8
9
10
11
12
..
19 |
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
Quote: Originally posted by boothy  | | Quote: Originally posted by admin | | Quote: Originally posted by boothy | Hi Peter,
I'm not sure if this is a bug, but why is it that often the best fitness listed on the right hand GUI is much higher than what is in the unique
systems?
|
Best show an example where they dont match. Im rusty on on now, but sometimes the GUI in places can show the average of the 29,30,31 min bars which
can lead to confusion as its not the same when you are looking at just the 30.
Has gold changed, in that last I looked everything was flat for the last year. The volatility was very low. |
I have done another test. Just a simple test with 2 workers, ES.30 data1 and SPX.30 data2. No multiple time frames.
you will notice that the best fitneess in the centre GUI of manager is 17,006,804 but the best on the RH GUI is 21,533,203.
you will also notice if you add both worker unique systems = 3882 but on the manager says 3880. I have grace period set to 0.
Also attached is screen shot of the worker with fitness 21,533,203 and 1487 systems on RH GUI but only fitness 16,430,250 with 1487 systems in
centre GUI.
Thanks.
|
I dont see the issue. The manager has the higher fitness, and there is no screen shot of the other worker. The workers top fitness is in the worker.
2 systems will be dropped as they are duplicates.
|
|
|
boothy
Junior Member
Posts: 54
Registered: 21-5-2018
Member Is Offline
Mood: No Mood
|
|
Why does the best fitness in the R/H GUI not match the best fitness in the centre GUI (unique systems) when sorted high to low.
Where is the system with fitness 21,533,203? its not in the list of unique systems in manager or in unique systems in the worker that created it.
|
|
|
boothy
Junior Member
Posts: 54
Registered: 21-5-2018
Member Is Offline
Mood: No Mood
|
|
sorry here is attached screen shots
 
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
| Quote: Originally posted by boothy | Why does the best fitness in the R/H GUI not match the best fitness in the centre GUI (unique systems) when sorted high to low.
Where is the system with fitness 21,533,203? its not in the list of unique systems in manager or in unique systems in the worker that created it.
|
Thats a totally different matter.
A system may be created with fitness 21533203, but it fails to pass on other metrics. ie pearsons etc.
This field is very useful as a diagnostic tool. ie if its blank, gsb is not producing systems. If its positive but no systems, the filters are too
tight or it needs more time.
|
|
|
boothy
Junior Member
Posts: 54
Registered: 21-5-2018
Member Is Offline
Mood: No Mood
|
|
sorry here is attached screen shots
 
|
|
|
boothy
Junior Member
Posts: 54
Registered: 21-5-2018
Member Is Offline
Mood: No Mood
|
|
oh ok, I always wondered why the best fitness often didn't show up.
sorry for multiple posts, my screen froze and didn't show it was posting.
Thanks!
|
|
|
boothy
Junior Member
Posts: 54
Registered: 21-5-2018
Member Is Offline
Mood: No Mood
|
|
Hi Peter,
Ive been getting this exception notice this morning
Attachment: Login to view the details
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
Forwarded to programmer. Im not sure what it is. Many exceptions are not critical.
|
|
|
boothy
Junior Member
Posts: 54
Registered: 21-5-2018
Member Is Offline
Mood: No Mood
|
|
Hi Peter,
I think I may have figured it out, in my price data files I had data 1 and data 2 with different start dates, I have since tidied that up and all
seems to be working ok.
Thanks.
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
| Quote: Originally posted by boothy |
Hi Peter,
I think I may have figured it out, in my price data files I had data 1 and data 2 with different start dates, I have since tidied that up and all
seems to be working ok.
Thanks. |
good to know thats fixed it, but GSB is designed to cope with this. I hadnt heard back from the programmer yet
|
|
|
cyrus68
Member
Posts: 171
Registered: 5-6-2017
Member Is Offline
Mood: No Mood
|
|
I have datasets that end on September 2018. I generated systems on GSB with nth=1 and mode set to notrd. The majority of the systems stopped trading
on 1 Sept 2015. A minority correctly generated trades up to the end of Sept 2018.
I checked the datasets, and there is no break or anomaly on 1 Sept 2015. It is impossible to do statistical tests with such results.
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
| Quote: Originally posted by cyrus68 | I have datasets that end on September 2018. I generated systems on GSB with nth=1 and mode set to notrd. The majority of the systems stopped trading
on 1 Sept 2015. A minority correctly generated trades up to the end of Sept 2018.
I checked the datasets, and there is no break or anomaly on 1 Sept 2015. It is impossible to do statistical tests with such results.
|
what market?
happy to do TV session tomorrow. First think I would ask is what is the range after 2015.
ES had same issue 2005 2006
Regardless nth shouldnt depend on results after 2015
|
|
|
cyrus68
Member
Posts: 171
Registered: 5-6-2017
Member Is Offline
Mood: No Mood
|
|
USO. Prices plunged in 2008 and again in 2014. The plunge in 2008 was particularly steep. In this run I included 2008. In a re-run I will exclude
2008.
The systems that generated results up to Sept 2018 don't look bad at all.
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
| Quote: Originally posted by cyrus68 | USO. Prices plunged in 2008 and again in 2014. The plunge in 2008 was particularly steep. In this run I included 2008. In a re-run I will exclude
2008.
The systems that generated results up to Sept 2018 don't look bad at all. |
Your issue is what I would expect if you are training on a volatile period.
|
|
|
cyrus68
Member
Posts: 171
Registered: 5-6-2017
Member Is Offline
Mood: No Mood
|
|
I am getting odd results when running walk forward. The graph looks normal. But, the details from row 6 downwards are either missing or wrong.
I have put the 30 min dataset in the "WF Price Data" field. The WF script is produced correctly for the 30 min. But the trade and performance reports
are for WF 29 min.
The problems are the same for WF run on all systems.
  
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
| Quote: Originally posted by cyrus68 | I am getting odd results when running walk forward. The graph looks normal. But, the details from row 6 downwards are either missing or wrong.
I have put the 30 min dataset in the "WF Price Data" field. The WF script is produced correctly for the 30 min. But the trade and performance reports
are for WF 29 min.
The problems are the same for WF run on all systems. |
I havnt seen that before. Send me your teamviewer details and I will look at it.
There could be two issues. Try with live price data being set to 30 min.
That however wont fix the issue from run 6 onwards.
Wild guess is you have lots of years removed by the dates field, and GSB WF isnt aware of this.
|
|
|
cyrus68
Member
Posts: 171
Registered: 5-6-2017
Member Is Offline
Mood: No Mood
|
|
I set 'Live Price data' and 'WF price data' both to 30 min. I get the same error.
Both were set before the run. As I understand it, you can change the 'WF price data' field after the run, but not the 'Live price data' field.
Dataset starts Jan 2009. Excludes 2008.
Don't know if your email works for TV.
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
| Quote: Originally posted by cyrus68 | I set 'Live Price data' and 'WF price data' both to 30 min. I get the same error.
Both were set before the run. As I understand it, you can change the 'WF price data' field after the run, but not the 'Live price data' field.
Dataset starts Jan 2009. Excludes 2008.
Don't know if your email works for TV. |
Just email me your team viewer details when your on line again
|
|
|
cyrus68
Member
Posts: 171
Registered: 5-6-2017
Member Is Offline
Mood: No Mood
|
|
I'm afraid the problem involving wrong walk forward calculations is a recurring one. I have used the default settings of OOS=20% and runs=10. The data
ends 26 Sept 2018. As you can see, the data has been divided into 9 segments. The 10th run has the same data as the 9th. The calculation of the WF
summary stats is likely distorted by the fake run.
Anybody running walk forward should check the details and not rely on the summary stats and the curves alone.
 
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
| Quote: Originally posted by cyrus68 | I'm afraid the problem involving wrong walk forward calculations is a recurring one. I have used the default settings of OOS=20% and runs=10. The data
ends 26 Sept 2018. As you can see, the data has been divided into 9 segments. The 10th run has the same data as the 9th. The calculation of the WF
summary stats is likely distorted by the fake run.
Anybody running walk forward should check the details and not rely on the summary stats and the curves alone. |
my guess is no trades occurred in the last run. send me TV details and I will look.
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
50.45 and slightly older builds
I assume an issue with all builds that have favorites A & B
cant remove things from favorites
cant wf from favorites
stats didnt show count of how many entries until stats a and b were filled
Will get it fixed asap
|
|
|
engtraderfx
Junior Member
Posts: 98
Registered: 15-10-2018
Member Is Offline
Mood: No Mood
|
|
Hi Peter, just trying to set up MC, ran script from 50.45 & copied code but got an error on "GSB_Decision2", wouldn't compile "unkown function".
Regards, Dave
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
| Quote: Originally posted by engtraderfx | Hi Peter, just trying to set up MC, ran script from 50.45 & copied code but got an error on "GSB_Decision2", wouldn't compile "unkown function".
Regards, Dave |
Did you import
C:\GSB\GSB (Managers)\Supplementary Scripts (TS & MC)\GSB_SCRIPTS_2018_12_15... .eld?
|
|
|
engtraderfx
Junior Member
Posts: 98
Registered: 15-10-2018
Member Is Offline
Mood: No Mood
|
|
Thanks that did it, i just used the Supplement scripts from File menu option.
|
|
|
engtraderfx
Junior Member
Posts: 98
Registered: 15-10-2018
Member Is Offline
Mood: No Mood
|
|
Getting this exception error tonight running on manager & cloud? Have killed GSB & rebooted for tonight
|
|
|
| Pages:
1
..
8
9
10
11
12
..
19 |
![[*]](images/davis/default_icon.gif){kind=icon}
