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eastpeace
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hello Peter, could the trailing stop loss work?
// Stop Loss
mp = MarketPosition;
slPnts = MinList(slMaxPointsPerContract / (IFF (CurrentContracts <> 0, CurrentContracts, 1)), slNumAtrs * AvgTrueRange(slAtrLength));
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;
slMaxPointsPerContract is not recognized.
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Carl
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Hi eastpeace,
Yes, the trailing stop works.
But you need to give a required level in USD: GSB left pane under Exits "Max. Stop Loss".
The "Max. Stop Loss" level in USD is used for the trailing stop.
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eastpeace
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Thank you, Carl. It really work.
But I find that all the stop method are base on fixed currency or points.
Can the trailing stop, or stop be set with dynamic volatility, like ATR etc?
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admin
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Quote: Originally posted by eastpeace  | Thank you, Carl. It really work.
But I find that all the stop method are base on fixed currency or points.
Can the trailing stop, or stop be set with dynamic volatility, like ATR etc? |
You can enable these
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engtraderfx
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Time period on WF Chart title?
Hi Peter, going thru WF charts (v50.54) still noting that the price chart is showing 29m even tho I have specified 30m in WF option, I used to leave
that out but happens all the time, since I assume GSB doesn't know which TF I am trading on when using multiple TF to optimise we would need to
specify? Anyway even after doing that chart still showing 29m? Is the chart really m29 or just a hangover from optimisation? I feel it should be
showing the select WF timeframe.
That leads me to another idea, since noted sometime people muck it up (including me), maybe could have an option to specify the base TF in GSB & set
no of periods above / below to optimise when doing multiple TF analysis? I suppose only really works if have 1m data tho. Or does anyone use this to
actually optimise best TF to trade on?
Chrs, Dave
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admin
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| Quote: Originally posted by engtraderfx | Hi Peter, going thru WF charts (v50.54) still noting that the price chart is showing 29m even tho I have specified 30m in WF option, I used to leave
that out but happens all the time, since I assume GSB doesn't know which TF I am trading on when using multiple TF to optimise we would need to
specify? Anyway even after doing that chart still showing 29m? Is the chart really m29 or just a hangover from optimisation? I feel it should be
showing the select WF timeframe.
That leads me to another idea, since noted sometime people muck it up (including me), maybe could have an option to specify the base TF in GSB & set
no of periods above / below to optimise when doing multiple TF analysis? I suppose only really works if have 1m data tho. Or does anyone use this to
actually optimise best TF to trade on?
Chrs, Dave |
I wasted a lot of time as i used 1 min chart instead of 26 in a range of 25 to 35
Took me a long time to spot the error.
I see merits in what you say. A better idea (and faster for user) would be
range 25 to 35
and or range 25 to 28 and 32 to 35
Will get back to you on your 29 min issue, else email me teamviewer details
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admin
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| Quote: Originally posted by engtraderfx | Hi Peter, going thru WF charts (v50.54) still noting that the price chart is showing 29m even tho I have specified 30m in WF option, I used to leave
that out but happens all the time, since I assume GSB doesn't know which TF I am trading on when using multiple TF to optimise we would need to
specify? Anyway even after doing that chart still showing 29m? Is the chart really m29 or just a hangover from optimisation? I feel it should be
showing the select WF timeframe.
That leads me to another idea, since noted sometime people muck it up (including me), maybe could have an option to specify the base TF in GSB & set
no of periods above / below to optimise when doing multiple TF analysis? I suppose only really works if have 1m data tho. Or does anyone use this to
actually optimise best TF to trade on?
Chrs, Dave |
Hi Dave
I think this is a bug. Will be fixed probably in two builds from now.
There are new coming features along with this.
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admin
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| Quote: Originally posted by engtraderfx | Hi Peter, going thru WF charts (v50.54) still noting that the price chart is showing 29m even tho I have specified 30m in WF option, I used to leave
that out but happens all the time, since I assume GSB doesn't know which TF I am trading on when using multiple TF to optimise we would need to
specify? Anyway even after doing that chart still showing 29m? Is the chart really m29 or just a hangover from optimisation? I feel it should be
showing the select WF timeframe.
That leads me to another idea, since noted sometime people muck it up (including me), maybe could have an option to specify the base TF in GSB & set
no of periods above / below to optimise when doing multiple TF analysis? I suppose only really works if have 1m data tho. Or does anyone use this to
actually optimise best TF to trade on?
Chrs, Dave |
WF issue fixed in 50.60
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admin
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| Quote: Originally posted by engtraderfx | Hi Peter, going thru WF charts (v50.54) still noting that the price chart is showing 29m even tho I have specified 30m in WF option, I used to leave
that out but happens all the time, since I assume GSB doesn't know which TF I am trading on when using multiple TF to optimise we would need to
specify? Anyway even after doing that chart still showing 29m? Is the chart really m29 or just a hangover from optimisation? I feel it should be
showing the select WF timeframe.
That leads me to another idea, since noted sometime people muck it up (including me), maybe could have an option to specify the base TF in GSB & set
no of periods above / below to optimise when doing multiple TF analysis? I suppose only really works if have 1m data tho. Or does anyone use this to
actually optimise best TF to trade on?
Chrs, Dave |
Correction, wf of 29 is NOT fixed in 50.60 build, but there is a work around
you select the bar you want first (30) then 29, 31 minute
Hope to be fixed in50.62 aprox
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stevej
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Peter, a couple of questions please with apologies if they have been asked before.
1. Markets
My interest is stocks rather than futures. Have you developed any successful systems (either day trading or longer term) for trading stocks?
2. Timeframes
I am keen to improve my stock investing. In essence I try to identify liquid stocks with excellent fundamentals then apply 'technical' criteria to
establish points of entry and exit. I'm quite good at fundamental analysis but need to work on the entries and exits. Have you been able to develop
successful longer term (days /weeks / months) systems with GSB whether for stocks or futures?
3. Cloud computing
I don't want to sit in front of a computer screen but I'm not averse to day trading if it's automated. ButI live in rural France where the
internet connection is slow and unreliable. Do you have any experience of or information on running Tradestation on Amazon AWS?
4. Pricing
Do I understand correctly that the price of GSB is $1,500 for an indefinite licence with updates for 12 months then $200 per year for updates?
Steve
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admin
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| Quote: Originally posted by stevej | Peter, a couple of questions please with apologies if they have been asked before.
1. Markets
My interest is stocks rather than futures. Have you developed any successful systems (either day trading or longer term) for trading stocks?
2. Timeframes
I am keen to improve my stock investing. In essence I try to identify liquid stocks with excellent fundamentals then apply 'technical' criteria to
establish points of entry and exit. I'm quite good at fundamental analysis but need to work on the entries and exits. Have you been able to develop
successful longer term (days /weeks / months) systems with GSB whether for stocks or futures?
3. Cloud computing
I don't want to sit in front of a computer screen but I'm not averse to day trading if it's automated. ButI live in rural France where the
internet connection is slow and unreliable. Do you have any experience of or information on running Tradestation on Amazon AWS?
4. Pricing
Do I understand correctly that the price of GSB is $1,500 for an indefinite licence with updates for 12 months then $200 per year for updates?
Steve |
vxx, sqqq (both short), other have done FANG, xiv and may more. Ive not done a lot in this area.
vxx and sqqq work on day trade and over night. Most other stocks are best over night long only.
A vm tends to have cpu extremely over sold. oplink.net have dedicated machines from $59 a month
https://www.oplink.net/dedicated.html
But the best gsb machine with 256 GB of ram is about $2000 (second hand) and costs $60 a month to host in oplink
Pricing. Correct. Renewal is optional but highly recommend.
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ProbTrader
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IS/OOS dates not working
Hi Peter
The IS/OOS dates functionality (in admin mode) is not working properly -please see the attached pic.
As you can see, I have picked 2 periods for IS and 2 periods for OOS. This is not reflected in the SIM. I’m actually not sure what the SIM is doing –
but it looks like it is dropping/excluding/overwriting dates.
Also, it would be good to have different colors for IS and OOS – they are currently both in the same brown color which makes it hard to see the
difference between IS and OOS.
Thanks
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admin
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| Quote: Originally posted by ProbTrader | Hi Peter
The IS/OOS dates functionality (in admin mode) is not working properly -please see the attached pic.
As you can see, I have picked 2 periods for IS and 2 periods for OOS. This is not reflected in the SIM. I’m actually not sure what the SIM is doing –
but it looks like it is dropping/excluding/overwriting dates.
Also, it would be good to have different colors for IS and OOS – they are currently both in the same brown color which makes it hard to see the
difference between IS and OOS.
From what I can see, only 1 date period works, not multiple date periods. The line is thicker in training. Muti colors is problematic as we have so
many colors with wf, multi time frames etc.
So it looks like a bug to me
Thanks
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JasonT
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Price Data Multiplier
Hi Peter,
I really like how you've added the price data multiplier to the price data selection window. Being able to add a single 1 minute data stream from
your instrument of choice then using the multiplier to convert it to 5 min, 15 min, 30 min etc is very helpful.
Thanks,
Jason
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CandyMachine
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Does GSB consider the rate of change/acceleration/deceleration of indicators in its search for a good system? ie instead of a line of code that reads
like If RSI >50 then...
Have:
If (RSI >50) and (RSI previous bar between 40 and 45) and (RSI 2 bars back <40) then....
Thank you
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admin
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| Quote: Originally posted by CandyMachine | Does GSB consider the rate of change/acceleration/deceleration of indicators in its search for a good system? ie instead of a line of code that reads
like If RSI >50 then...
Have:
If (RSI >50) and (RSI previous bar between 40 and 45) and (RSI 2 bars back <40) then....
Thank you
|
It would try things like if rsi(c,10)*rsi(c,50).... which is not the same, but a abit similar.
But also other combinations of osc are going to do a similar thing. (roughly)
Youve always got the option of custom indicators.
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CandyMachine
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Ok, thank you. I think one of the first things I would do is make an acceleration/deceleration indicator for each of the base indicators. Thanks!
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admin
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| Quote: Originally posted by CandyMachine | | Ok, thank you. I think one of the first things I would do is make an acceleration/deceleration indicator for each of the base indicators. Thanks!
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Macd sort of does that.
If you see anything that your confident helps, we can add in time.
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Gregorian
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Custom indicators which don't have history
Apologizes if we've already discussed this, but I would like advice on how to accommodate custom indicators for which history is not available. Market
Depth is a good example: You can plot market depth as an indicator on the screen, but a function can only pull current data; history is not stored,
thus a call referencing a previous bar will not work.
One of Adaptrade Builder's best features is its ability to reference custom indicator data off of indicators' data included in a data export. You just
designate which column(s) on the data line refer to an indicator to be considered in the build process. No complicated process like GSB currently has
to accommodate CIs. Market Depth history can then be accommodated because the build process is using exported data - all of which was current when the
bar was built, thus no history was needed to create the history, if that makes sense - rather than a call to a function referencing a back bar.
Builder also lets you designate an indicator as one for which back data is not available, so that in the resultant generated code, you do not make a
function call to history that will never work. Yes, this means that you can only use the current bar's data, but for Market Depth-based strategies
where you only care about the very current supply and demand, this is acceptable.
Personally I would like to see GSB support column-based indicators from the export like Builder does. That would solve this problem and would allow a
nice wide use of all sorts of indicators.
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admin
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| Quote: Originally posted by Gregorian | Apologizes if we've already discussed this, but I would like advice on how to accommodate custom indicators for which history is not available. Market
Depth is a good example: You can plot market depth as an indicator on the screen, but a function can only pull current data; history is not stored,
thus a call referencing a previous bar will not work.
One of Adaptrade Builder's best features is its ability to reference custom indicator data off of indicators' data included in a data export. You just
designate which column(s) on the data line refer to an indicator to be considered in the build process. No complicated process like GSB currently has
to accommodate CIs. Market Depth history can then be accommodated because the build process is using exported data - all of which was current when the
bar was built, thus no history was needed to create the history, if that makes sense - rather than a call to a function referencing a back bar.
Builder also lets you designate an indicator as one for which back data is not available, so that in the resultant generated code, you do not make a
function call to history that will never work. Yes, this means that you can only use the current bar's data, but for Market Depth-based strategies
where you only care about the very current supply and demand, this is acceptable.
Personally I would like to see GSB support column-based indicators from the export like Builder does. That would solve this problem and would allow a
nice wide use of all sorts of indicators. |
If history is not stored, we have no ability to backtest. I dont see how this is workable. You could add it to live trading, but not to backtesting.
You can also export from the additional data coulombs to a file for GSB to use.
Adding a new coulomb is a do able thing, but till now there is no requests, and there is a work around. Maybe im not clear what your saying, but
having data for one bar only is useless to me. You could build a system, then add your extra code that references the current bar only. This might
take more replies to work this issue out.
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Hemmo
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Posts: 8
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Strategies Available to GSB Purchasers
I have noticed on the GSB Forum that there are a few strategies available for those who purchase GSB. I figure that having these strategies available
for immediate use would allow me to be paying for the GSB licence, whilst learning the GSB product and developing my own strategies to build a
portfolio.
Is the strategy code available for use in both TradeStation and MultiCharts? (I am on MC).
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admin
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| Quote: Originally posted by Hemmo | Strategies Available to GSB Purchasers
I have noticed on the GSB Forum that there are a few strategies available for those who purchase GSB. I figure that having these strategies available
for immediate use would allow me to be paying for the GSB licence, whilst learning the GSB product and developing my own strategies to build a
portfolio.
Is the strategy code available for use in both TradeStation and MultiCharts? (I am on MC). |
It should be. The code is 98% to 100% the same. I think there is only one line different between the two. In the future I will start saving the eld
and pla file.
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admin
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Text"Hi,
Thanks for all the effort you're putting into GSB. I am still in the early days (read: haven't developed any real systems), but am hooked. I had two
questions related to testing multi-bar.
a) I'm trying to recreate a crude oil system with 30/60 mins bars (Data1, Data2). I have exported 1 min bar from TS and am using multipliers of x30
and x60 when specifyiing price data in GSB. I also want to include 29 and 31 mins bars (as Data1) with 60 min bars as Data2. Is this possible. If not,
what's the best way to achieve what I want to achieve.
b) For newbies like me, do you have any advice on the best tuning params to use in GSB (e.g. training person = 0.95, pf=1.8, testing pearson=.9 etc).
Btw, so far I'm using fitness function as "NetProfit * NetProfit / Drawdown * Pearson" and it seems to be promising.
Thanks!
Amod"
Hi Amod
I doubt there is advantage to using 30 / 60. It will take more ram though.
If you still are you would used 29/58 and 31 / 62
It is vip to use multi market on CL. so ho rb ng. its not important to do this on ES
Its best you do market validation like in the last video I put in the private forum
I like the nth test AND post 2015.6.30 data. Note CL market has been up and down since then.
2017 a flat year, first 1/2 2018 good, and I think latter half not good.
Lets separate fitness what you use for gsb to find systems, vs what you look for to choose them.
We might have multiple fitness metrics in the GUI. For this to be done I want custom fields else GUI gets too big
I prefer fitness np*at but look for high np/dd in final system, high pearsons.
What a few of us are working on is correlation of the post 2015.6.30 data with earlier date. (both nth = trade and no trade)
Its much more work, but put effort into the foundation. Let GSB stats guide you.
In time much of this will be done , but now we are pioneering.
No big deal but this post ought to go into general support.
If you need more detail on aspects of my reply
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coccigelus
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Hello,
Is feasible/doable in some way to force/choose the data streams used for the optimization of the indicators/filter?
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admin
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| Quote: Originally posted by coccigelus | Hello,
Is feasible/doable in some way to force/choose the data streams used for the optimization of the indicators/filter?
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That cant be done sorry, but genetic algorithm will focus on the one that is the best.
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