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admin
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The new exits work well, but using them all works badly
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admin
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51.02 out fairly soon. Fix for ema entry type wrongly being in managers systems. Likely the issue is only on my gsb public cloud, not on users public
cloud.
This issue caused duplicate identical performance metrics, even though code differed.
It also cause TS <> GSB. It is not a fix for systems from wrong worker appearing in your manager. (intermittent bug)
We MIGHT have additional date time filters in contracts in 51.03. Its planed but not done.
so you could load CL 0 to 2400 hours, but but in a gsb session time of 730 to 1300 etc.
for ts to match, you would need session time 730 to 1300 too.
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coccigelus
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Excellent Peter, thank You to have fixed this bug. I wonder if You (and your programmers) would prefer to have bug related feed back from the
community at a specific time for instance when new features has been implemented successfully into GSB and need to be consolidated - validated from a
perspective of reliability from the community. I am asking You because I understand that If programmers are busy to implement new features and receive
every time request to fix bugs could be not optimal, difficult to handle. On the other side that would be helpful also for traders that will use
stable version for development and alpha - beta build to test. In other words alpha build would be releases with new features after then beta builds
would be releases to fix bugs which after finished the process will become stable version.
I am not a programmer but I am sure You know way better than me what I mean. Anyway, again thank You for quick fixes. 
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avatartrader
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Quote: Originally posted by admin  | 51.02 out fairly soon. Fix for ema entry type wrongly being in managers systems. Likely the issue is only on my gsb public cloud, not on users public
cloud.
This issue caused duplicate identical performance metrics, even though code differed.
It also cause TS <> GSB. It is not a fix for systems from wrong worker appearing in your manager. (intermittent bug)
We MIGHT have additional date time filters in contracts in 51.03. Its planed but not done.
so you could load CL 0 to 2400 hours, but but in a gsb session time of 730 to 1300 etc.
for ts to match, you would need session time 730 to 1300 too. |
The addition of GSB session times vs relying on a separate data file for each would be very useful to allow easy testing of different sessions
without having to maintain separate data for each, if that's what you're intending...
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admin
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| Quote: Originally posted by coccigelus | Excellent Peter, thank You to have fixed this bug. I wonder if You (and your programmers) would prefer to have bug related feed back from the
community at a specific time for instance when new features has been implemented successfully into GSB and need to be consolidated - validated from a
perspective of reliability from the community. I am asking You because I understand that If programmers are busy to implement new features and receive
every time request to fix bugs could be not optimal, difficult to handle. On the other side that would be helpful also for traders that will use
stable version for development and alpha - beta build to test. In other words alpha build would be releases with new features after then beta builds
would be releases to fix bugs which after finished the process will become stable version.
I am not a programmer but I am sure You know way better than me what I mean. Anyway, again thank You for quick fixes. |
Bug reports anytime always welcome. The two biggest bugs fixed in last build and the next one 51.04
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admin
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| Quote: Originally posted by avatartrader | | Quote: Originally posted by admin | 51.02 out fairly soon. Fix for ema entry type wrongly being in managers systems. Likely the issue is only on my gsb public cloud, not on users public
cloud.
This issue caused duplicate identical performance metrics, even though code differed.
It also cause TS <> GSB. It is not a fix for systems from wrong worker appearing in your manager. (intermittent bug)
We MIGHT have additional date time filters in contracts in 51.03. Its planed but not done.
so you could load CL 0 to 2400 hours, but but in a gsb session time of 730 to 1300 etc.
for ts to match, you would need session time 730 to 1300 too. |
The addition of GSB session times vs relying on a separate data file for each would be very useful to allow easy testing of different sessions
without having to maintain separate data for each, if that's what you're intending... |
Correct, but I dont think its out in 51.04
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admin
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51.04 under testing. It has a fix for the long standing bug where systems from other peoples workers leak into your manager. (very intermittent)
No older managers will talk to this version of worker, so I may delay release a day or two to plan for this.
It means any users not on Resource Manager updates will loose most of the free cloud power. Cant do much about this, apart from have one server short
term to support users who havnt yet upgraded.
Also had pearsons by date, rather than trade.
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admin
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THIS IS CRITICAL TO UNDERSTAND.WHEN 51.04 IS RELEASED AND YOUR WORKERS UPDATE, YOUR OLD MANAGERS WILL NO LONGER BUILD
SYSTEMS.
HOWEVER WORKERS WONT UPDATE UNTIL THEY ARE IDLE.
Managers must be on 51.04 to work with 51.04
So I will set the update time Thursday 4pm central usa time.
This is an unusual situation, but was needed for the system leak bug fix.
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admin
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Here I showed how pearsons by trade date could work.
I used ^10 as a pearsons of 0.95 vis 0.98 would make little difference in fitness.
However when I reflect on this, my guess is pearsons by date is likely much lower than pearsons by trade number.
0.95^10 = 0.598
0.98 ^10 = 0.817
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admin
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Here are the post 2015.6 results using the above fitness.
More NP due to more trades, All other metrics reduced. I doubt therefore that the curves are more linear with x axis set to date.
My feeling has always been, fitness np*at is best, but then use tighter metrics for the systems you choose
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admin
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51.05
Fix for above problems. Under testing. This should run old versions and new versions
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admin
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51.05 just released in resource manager
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avatartrader
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I just built some new systems using the latest version without any of the new exits enabled. Then, I enabled some of them as a test along with the
stops, switched some systems to "Override Original Settings" and it did not change the results at all. Can these only be applied within GSB when the
system is built (i.e. cannot assess the impact in GSB after the fact)?
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Carl
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Hi avatartrader,
Did the strategy code change after this switch?
I don't think this is possible in this version of GSB.
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avatartrader
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| Quote: Originally posted by Carl | Hi avatartrader,
Did the strategy code change after this switch?
I don't think this is possible in this version of GSB.
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Hi Carl,
No, it doesn't change the code, so you must be right. I wanted to be sure I wasn't missing something.
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Carl
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Hi avatartrader,
But you can add this part of the code to the GSB code and see if the new GSB exits improve the overall results.
"Optimize" parameter exit_type from 1 to 8 step 1
inputs: exit_type(1);
// Decision Exit (I/SF)
If flag = 0 And CurrentContracts > 0 AND GSB_DecisionExit(decision, sfDecision, exit_type) = 1 Then
Begin
BuyToCover("SX-IFltRvAndSFRv") this bar on close;
Sell("LX-IFltRvAndSFRv") this bar on close;
End;
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saycem
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thanks Carl. I will be trying this.
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avatartrader
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Thanks, Carl - that's exactly what I ended up doing.
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admin
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51.08 under testing. Has session times.
ie @CL data can be 24 x 5 and you add a 830 to 1pm session time on it.
Then in TS/MC you add 830 to 1pm session time too.
Not yet polished enough to release
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Bruce
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| Quote: Originally posted by admin | 51.08 under testing. Has session times.
ie @CL data can be 24 x 5 and you add a 830 to 1pm session time on it.
Then in TS/MC you add 830 to 1pm session time too.
Not yet polished enough to release
So will this allow for 'regular sessions' as per the exchanges, ie. futures open at 5pm est and close at 4pm est (next day)?
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admin
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| Quote: Originally posted by TradingRails | | Quote: Originally posted by admin | 51.08 under testing. Has session times.
ie @CL data can be 24 x 5 and you add a 830 to 1pm session time on it.
Then in TS/MC you add 830 to 1pm session time too.
Not yet polished enough to release
So will this allow for 'regular sessions' as per the exchanges, ie. futures open at 5pm est and close at 4pm est (next day)?
If like your example, it spans two days, I need to check on this
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admin
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Hi Trading rails
This is supported in 51.08
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admin
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51.09 released
Custom fields are under app settings
Note the name of the custom fields doesnt yet go to the heading in the gui.
There are only 2 decimal places for CI. ie pearsons should have more decimal places ideally.
 
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avatartrader
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Excellent - having the sessions right in GSB will make things much more efficient for research, testing and data maintenance. Thanks!
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jptann
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Where can I find the download for this release. Looked at the resource manager, and the new one is not there that contains this download.
Let me know where to find it
Thanks in advance
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