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amodkarve
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Hi Peter: Feature request.
Given how useful the multi-timeframe feature is and how cumbersome it is to specify each new input (e.g. ES25, ES26 etc), would really like if there
was a way to specify the input file along with the list of multipliers both for input data as well as for verification data.
thanks
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admin
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Quote: Originally posted by amodkarve  | Hi Peter: Feature request.
Given how useful the multi-timeframe feature is and how cumbersome it is to specify each new input (e.g. ES25, ES26 etc), would really like if there
was a way to specify the input file along with the list of multipliers both for input data as well as for verification data.
thanks |
You mean es25_35 step1?
IF so its likely to happen, but not for some time.
Its possible the best default times to verify are 25 35, in which case there is much less need for this. Im doing lots of work in this area now. ie
what gives best out of sample. But its a big job. Need the analysis tools, then need to do the system generation / stats
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admin
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I am contemplating making SF ga not available for stock indices. This could be set in the contracts field, whats allowed.
The user can of course change this.
Its the most common mistake I see people making on the cloud workers.
My testing shows significantly better results on stock indices with closeD{bpv} (not normalize)
Comments any one?
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coccigelus
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| Quote: Originally posted by admin | I am contemplating making SF ga not available for stock indices. This could be set in the contracts field, whats allowed.
The user can of course change this.
Its the most common mistake I see people making on the cloud workers.
My testing shows significantly better results on stock indices with closeD{bpv} (not normalize)
Comments any one? |
I am against to implement this feature to all users with exceptions. The reason is that while closeD{bpv} is the best filter to build let's say for a
bunch of systems to our portfolio, as we continue to develop systems which are added to our portfolio, we may want to add systems with different
characteristics/correlation/expectancy. Implementing this superfilter will limit the freedom of research, systems produced, and a strong
standardization of the output generated. I am in favour of more flexibility not the opposite. For instance, You could implement this advanced feature
to those that explicit request this features. So new comers will have time to learn the basic and after learn the basic eventually ask to have access
to advanced features.
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admin
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coccigelus, you can still do this, but you are just going to have go go to the contracts field and allow it. Few users will want to do this, and all
can do it.
Many users however get SF wrong which is in no ones interest. This option gives the best of both worlds.
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coccigelus
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| Quote: Originally posted by admin | coccigelus, you can still do this, but you are just going to have go go to the contracts field and allow it. Few users will want to do this, and all
can do it.
Many users however get SF wrong which is in no ones interest. This option gives the best of both worlds. |
Admin, If You are saying that I would be freedom to keep the current flexibility currently offered from the software by just allowing it through a
setting then go ahead. Maybe You could also reintroduce the old SF parameter settings...
THX for quick reply.
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amodkarve
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Peter: One thing I'm finding as I'm looking at the provided system as well as the systems I am generating with your methodology is that the overall
time in market is very low (1-3%). This is corresponding to ~4-5% CAGR. That seems pretty low for the effort. Are you seeing the same? Any
recommendation on how to get more time in the market while still keeping good out of sample results?
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admin
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| Quote: Originally posted by amodkarve | | Peter: One thing I'm finding as I'm looking at the provided system as well as the systems I am generating with your methodology is that the overall
time in market is very low (1-3%). This is corresponding to ~4-5% CAGR. That seems pretty low for the effort. Are you seeing the same? Any
recommendation on how to get more time in the market while still keeping good out of sample results? |
That doesnt bother me personally. Some markets like NQ made really good money in the last year, (very high by nq standards) though I find NQ a harder
market than ES.
I think new/additional secondary filters, and price patterns are going to help this.
SF closed keeps you out of the market a great deal. Changing fitness to np*at^0.5 will help, but I dont think its a good idea. Experiment to your
hearts content using the stats function to prove what works. SF work I hope will start fairly soon. But there has been a endless task to add features
users & I all want.
As these are all small, they went before new SF which is a big task
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JasonT
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Price Data Series Session
Hi Peter, there are some great new features in the new version. In the attached picture, the price data series allows you to select different
sessions. That's really cool. Thanks for including that.
When you use session templates in TradeStation it removes the candles from the screen (see the chart attached). As a result the indicators you place
on the chart calculate differently. If you are using them for a strategy this can provide very different results.
Can you please clarify how the selection of the Price Data session will affect the results GSB produces? Specifically, if you were using the default
24/7 session and change it to, say, 0830-1430 does GSB 'remove or hide' from its calculations the bars/candle price data outside those times (and so
affecting the indicators and how they calculate their values in the same way TradeStation does) OR does it just not allow system trade entries outside
those times (currently what I understand the 'Trading Periods > Times' filter does)?
Many thanks
Jason
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admin
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Hi Jason,
Its acts the same way as TS/MC do. GSB will hide from the indicators the periods outside of the session time, and of course those same outside periods
cant execute trades.
The time filter determines times you can trade, but all the times are used in indicator calcs.
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Hemmo
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Location: Newcastle, NSW, Australia
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'Auto Trading' settings on MultiCharts for GSB NQ Sys1 strategy:
Hi, I am trialling GSB and at the same time, trialling the NQ strategy that Peter has provided to trial users. The hope is to put the NQ strategy into
production once I have purchased a license so that it starts paying off the license purchase cost. I can then concentrate on thoroughly learning the
GSB product so as to start generating strategies for a mix of instruments within a diversified portfolio.
The code for the strategy “GSBSys1_RAW_v1.1_NQ” has been transposed into my MultiCharts platform and set on Auto Trading. The strategy code is
generating trades in back-testing and also during the live market hours which is good, however, the code is not always generating an entry when it
should on some days. Why I say that is because when I switch off the Auto Trading, the chart is indicating that a trade entry and exit should have
occurred on a particular day, however, in reality, the trade did not actually occur.
From everything that I have read online and in forums is that the correct setting of MultiCharts for Auto Trading is very tricky and that just one
obscure setting can have a dramatic impact on the actual correct execution of a trade.
Are there any current MultiCharts users out there who are able to provide me with the settings that they have used to successfully execute automatic
trades in real time on MultiCharts?
As an example, I am posting screenshots of my existing Auto Trading settings in MultiCharts v12. It would be really appreciated if any MultiCharts
users could do the same for their MC settings. Also, all feedback would be most welcomed. Thank you!
 
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admin
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There is another very simple tool to stop windows update
The first complex tool is here. https://www.intowindows.com/windows-update-minitool-alternat...
The simple one is here
https://www.sordum.org/9470/windows-update-blocker-v1-1/
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Gregorian
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| Quote: Originally posted by Hemmo | | Are there any current MultiCharts users out there who are able to provide me with the settings that they have used to successfully execute automatic
trades in real time on MultiCharts? |
Hemmo:
You have identified an important, but unclear, aspect of using MultiCharts. So far I have had best results with the settings you list, with one
exception: On Recalculate on Broker Events: Check only Order Rejected, leave the other two unchecked.
I'm still not sure if better results are had with Async vs. Sync mode. I've tried both, and results are different, but it's inconclusive yet which is
better. Clearly Sync is easier to manage.
It would be interesting to hear others' experiences, too.
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jptann
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A number of years ago when I had my professional CTA I used MC in real time trading with IB and never had any issues with synch. I think it is more
an issue with what broker you use, rather than a MC issue. I was trading 200 contracts of ES at a time (reversing 400) all at open of a bar (market
trades) and never had any undue slippage (averaged 1/2 point over 3 years with high volume or $6.25 for slippage + commissions). IB was rock solid.
Now for some brokers like dorman I'm not sure. I did trade there but can't remember. Synch is still the easiest to manage.
Some of the new lower margin brokers might be different for day trades. I will be investigating that shortly.
I remember seeing a script in MC that allowed you to trade any outside broker, but I don't remember where I say it.
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jptann
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One final point. I see this all the time. People will send me results from their new "golden goose" script and I always find they don't either
include commission and slippage or no slippage. It is a fools errand to develop systems that use limit trades since there is no assurance that you
will get all the trades in real time at the limit price. Only using market prices with slippage can you be assured that your development will
represent what will happen under real trading. Just a pointer for the new people to our game
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admin
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| Quote: Originally posted by jptann | A number of years ago when I had my professional CTA I used MC in real time trading with IB and never had any issues with synch. I think it is more
an issue with what broker you use, rather than a MC issue. I was trading 200 contracts of ES at a time (reversing 400) all at open of a bar (market
trades) and never had any undue slippage (averaged 1/2 point over 3 years with high volume or $6.25 for slippage + commissions). IB was rock solid.
Now for some brokers like dorman I'm not sure. I did trade there but can't remember. Synch is still the easiest to manage.
Some of the new lower margin brokers might be different for day trades. I will be investigating that shortly.
I remember seeing a script in MC that allowed you to trade any outside broker, but I don't remember where I say it. |
I suspect market slippage is now higher. Had discussions with a broker over this. It might be due to market / order manipulation but im not at all
sure. What order method did you use. ie market orders, some sort of smart order, stop entry etc
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kelsotrader
Junior Member
Posts: 29
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GSB Not running
Hi Peter. I have not used GSB for several month and got 'Old code' notification on trying to use it. I downloaded and replaced the manager and worker
exe files and GSB.pdb. with build 50.72 Now nothing is starting. Have tried build 51.71 still not joy.
So what has happened in the last 4 months ? I cannot find the solution. I don't think it is window security as I am starting in Admin mode. But that's
a possibility.
Please advise.
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admin
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| Quote: Originally posted by kelsotrader | Hi Peter. I have not used GSB for several month and got 'Old code' notification on trying to use it. I downloaded and replaced the manager and worker
exe files and GSB.pdb. with build 50.72 Now nothing is starting. Have tried build 51.71 still not joy.
So what has happened in the last 4 months ? I cannot find the solution. I don't think it is window security as I am starting in Admin mode. But that's
a possibility.
Please advise. |
Likely the DLL' have changed over this period.
Best to all files update except gsb_ipp3.xml
If stuck send me teamviewer details.
Updates now automatic through resource monitor.
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Hemmo
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NQ settings required for CFD instrument on GSB Contracts List
Hi, are there any GSB users that are using CFDs to trade?
Can anyone advise me on the GSB settings required for a CFD version of NQ in the GSB Contracts List?
Ticks?
Pnt Val?
Digits?
Your help would be appreciated.
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admin
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| Quote: Originally posted by Hemmo | Hi, are there any GSB users that are using CFDs to trade?
Can anyone advise me on the GSB settings required for a CFD version of NQ in the GSB Contracts List?
Ticks?
Pnt Val?
Digits?
Im very interested how trading CFD will work compared to futures. If you have interactivebrokers TWS, it can give you the contract info.
I couldnt find the ticker.
Your help would be appreciated.
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admin
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| Quote: Originally posted by Hemmo | Hi, are there any GSB users that are using CFDs to trade?
Can anyone advise me on the GSB settings required for a CFD version of NQ in the GSB Contracts List?
Ticks?
Pnt Val?
Digits?
Seeing is not much reply to this, best contact your broker.
I would just use standard nq settings in GSB. Suspect the NQ cfd has less leverage.
Your help would be appreciated.
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Stourac
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Few questions about GSB
Hi Peter,
I have few questions for you:
1- I'm following your website for a while and noticed in the performance report of GSBm2.1ES that the net profit during the year 2018 is different
than the net profit of the same year you posted a month or two months ago. Does it mean that in the meanwhile you are improving/updating the ts?
2- What does GUI means? (sorry, I'm a beginner...)
3- Somewhere in the forum I've read that GSB architecture allows to build better systems for ES, crude oil, natural gas. Have you built system on
forex with GSB? Are there other markets which you think fit well for GSB system's architecture?
Thanks a lot for your reply and congratulations for such a great tool as GSB.
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admin
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| Quote: Originally posted by Stourac | Hi Peter,
I have few questions for you:
1- I'm following your website for a while and noticed in the performance report of GSBm2.1ES that the net profit during the year 2018 is different
than the net profit of the same year you posted a month or two months ago. Does it mean that in the meanwhile you are improving/updating the ts?
2- What does GUI means? (sorry, I'm a beginner...)
3- Somewhere in the forum I've read that GSB architecture allows to build better systems for ES, crude oil, natural gas. Have you built system on
forex with GSB? Are there other markets which you think fit well for GSB system's architecture?
Thanks a lot for your reply and congratulations for such a great tool as GSB. |
Good observation, and good timing to discuss.
There has been an additional exit thats now included in GSB added on gsbsys2.1es. Basically if the secondary filter and or original exit no longer
says go long, we exit a long.
Inverse for shorts. This system was the first made on multi time frames. (via a crude proof of concept method) It was never optimized since 10.2008
from memory. I re-optimized it this week, but the results were only mildly better. So Im not decided if I will update the code. I intend to update the
web site comments on this, but there are much more pressing issues competing for my time.
2) GUI = graphical user interface.
3) Ive done little with forex, but dont think GSB is strong in this area. Thats likely going to change with GSB 2.0 I hoped the alpha release would be
out (for GSB purchasers), but this has been delayed due to unexpected enhancements and bug fixes in GSB 1.051.x
GSB users have done vxx (symbol changed now), fang stocks, ie apple, sqqq, cl,ng,ho,rb, soybeans, nasdaq and lots more. It takes me some time to learn
a market and some systems can go well, even though market validation doesnt work so well. I think its much more risky to build a system when market
validation doesnt work well.
see https://trademaid.info/video.htm
Great questions to ask, and good place to ask it. Many new users post on new threads, but things are less cluttered if posts go in the right place/
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JasonT
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Performance Filter - Latest Days
Hi Peter,
I want to apply performance filters to most recent in sample data, and see what the out of sample results are.
Can I achieve this by setting Performance Filter - Latest Days and a small Validation %, OR using Trading Periods > Dates and Dates Mode method OR
another method?
Thanks,
Jason
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admin
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| Quote: Originally posted by JasonT | Hi Peter,
I want to apply performance filters to most recent in sample data, and see what the out of sample results are.
Can I achieve this by setting Performance Filter - Latest Days and a small Validation %, OR using Trading Periods > Dates and Dates Mode method OR
another method?
Thanks,
Jason
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Hi Jason, there is latest days metrics you can adjust the time period.
Also you can change the dates of the contract file. This is buggy and being worked on now. If you change the end date ie 2018 to 2019, change the
first date by a day. Then click over ride original settings. This too has a bug that give exception errors. A work around is to set oos to one cpu
core. (under app settings) You then may choose to change dates under trading period, and make dates notrade. If needed I will get 51.30 to use. Some
of this is improved but not all of it fixed.
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