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Carl
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Hi jptann,
I was able to download the 51.09 files by using the resourcemanager. So it should work fine
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admin
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Whats new in 51.10 (not released yet)
you can reduce the dates of the data file. Even have multiple contracts with different dates.
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admin
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51.10 released. Helpfile pdf now will have the version number in it.
Updated help and pdf file.
Work on new secondary filters and pattern filters has begun.
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Bruce
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Quote: Originally posted by admin  | Whats new in 51.10 (not released yet)
you can reduce the dates of the data file. Even have multiple contracts with different dates.
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Some examples would be helpful to better appreciate what these feature(s) may offer.
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admin
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the help file GSB Guide.51.10.pdf has the info. GSB advanced features, session times and dates. Rm should have downloaded it.
Here is an example
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admin
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Feb 15 2019 51.12 out soon.
Has round icons for workers, bug fixes for exceptions, and custom fields has one more decimal place.
Work on new secondary filters progressing well, but its a big job.
Update via resource monitor soon
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admin
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Feb 16 2019 51.14
Has updated expiry June 5 2019. Sorry thought this was done
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admin
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50.16 coming soon. New RM (exe files only) in zip file of your manager folder.
manager resume (after manager pause) do not propagate to workers.
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jptann
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51.09 Version
The latest version of GSB that I have is 51.10 for Workers and 51.09 for my manager. In order to keep them aligned, I opened my manager as 51.09 and
tried to open my workers at the 51.09 level. Both now give me a newer version is available, but I have not seen it.
I looked at the RM and version 3 is still there, so I'm wondering where I find the newer versions.
I will try to download the RM again and see if this is just a labeling issue, but sure would like to have an easier way to download both the manager,
stand alone and workers in the same version all at the same time.
Thanks in advance
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jptann
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51.09 Version
The latest version of GSB that I have is 51.10 for Workers and 51.09 for my manager. In order to keep them aligned, I opened my manager as 51.09 and
tried to open my workers at the 51.09 level. Both now give me a newer version is available, but I have not seen it.
I looked at the RM and version 3 is still there, so I'm wondering where I find the newer versions.
I will try to download the RM again and see if this is just a labeling issue, but sure would like to have an easier way to download both the manager,
stand alone and workers in the same version all at the same time.
Thanks in advance
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admin
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Feb 18 2019. 51.17 out
A few bug fixes.
Updated RM (zipped up) Optional upgrade. Unzip and put in your current RM folder
New docs (pdf and .chm file)
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jptann
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Could not find the updated RM that has this program. Where can I locate it?
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admin
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critical rm bug
Do not run rm 20180216.1 till i have done more testing. I think the update has a very simple bug.
It may kill rm and gsb.
The bug is downloaded files go into the rm folder, not temp sub folder.
The dll's in rm are the same file name, but different version.
RM will work to open and kill workers, but likely will die when it does the next update (not for a few days)
I dont know if only one user has this, or all users. Investigating...
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admin
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RM issue should be ok. Temp file on user concerned was set to RM folder, not a sub folder.
Unlikely other users will get this issue. Regardless it will not ever happen with todays RM 20190219.1
New RM will be in your GSB folder (zipped up) on the next update of GSB. RM Update is optional.
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avatartrader
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I am just in the process of updating everything to use the new session times and I had a question- does the MOC still come from the contract settings,
or is it now inferred from the session times? The reason I ask is that if not, I essentially have to duplicate the same identical data file over and
over and rename it just so it gets associated with a different contract for the purposes of the MOC exit for intraday systems. If not already, are
there any plans to refactor and associate the MOC time(s) with the session moving forward (either inferred or as additional properties) so that a
single data file can be used?
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admin
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| Quote: Originally posted by avatartrader | | I am just in the process of updating everything to use the new session times and I had a question- does the MOC still come from the contract settings,
or is it now inferred from the session times? The reason I ask is that if not, I essentially have to duplicate the same identical data file over and
over and rename it just so it gets associated with a different contract for the purposes of the MOC exit for intraday systems. If not already, are
there any plans to refactor and associate the MOC time(s) with the session moving forward (either inferred or as additional properties) so that a
single data file can be used? |
I will discuss with programmer. I cant see session time for moc being valid, unless we have if moc blank, use end of day. I think we supported
multiple session times too.
So I think we have to stick with moc time, unless we have option to make session end time = to moc
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admin
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avatartrader, It comes from moc. We may change this to optionally be end of session time. But our focus is on secondary filters now - which is a big
job and significant thing,
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avatartrader
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| Quote: Originally posted by admin | | Quote: Originally posted by avatartrader | | I am just in the process of updating everything to use the new session times and I had a question- does the MOC still come from the contract settings,
or is it now inferred from the session times? The reason I ask is that if not, I essentially have to duplicate the same identical data file over and
over and rename it just so it gets associated with a different contract for the purposes of the MOC exit for intraday systems. If not already, are
there any plans to refactor and associate the MOC time(s) with the session moving forward (either inferred or as additional properties) so that a
single data file can be used? |
I will discuss with programmer. I cant see session time for moc being valid, unless we have if moc blank, use end of day. I think we supported
multiple session times too.
So I think we have to stick with moc time, unless we have option to make session end time = to moc |
What I would do if it were me is to extend the "session template" class or the individual "session" class to include the additional properties to be
able to handle the MOC time(s) with the ability to either specify them as they are now or optionally to use the session end time. Internally, you'd
then just get the MOC time(s) from the "session template" or "session" rather than the "contract".
The simplest option would look similar to this:
SessionTemplate (or SessionList or whatever the class is really called internally)
Name (the current property containing the name of the session)
Sessions (the current property containing a list of one or more "sessions" consisting of a start day, start time, end day and end time)
..Session (an individual session consisting of start day, start time, end day, end time)
MOCType (an enum providing options to use the session end time or manually specify a MOC time)
MOCTime (a DateTime representing the MOC time when MOCType is set to manually specify a MOC time)
Optional: MOCTime2, etc.
So essentially, you'd just move the existing functionality from the "Contract" to the "Session" and optionally add the ability to use the session end
time instead.
If you wanted to have the same session with different MOC times, you could just clone it and change it rather than having to have a different
contract, duplicate data file, etc. they way that it is now.
Another option would be to have the both the MOC Type and MOC Time properties associated with the individual session class.
That would look similar to this:
SessionTemplate (or SessionList or whatever the class is really called)
Name (the current property containing the name of the session)
Sessions (the current property containing a list of one or more "sessions" consisting of a start day, start time, end day and end time)
..Session (the individual session(s) specifying the start day, start time, etc.)
...StartDay
...StartTime
...EndDay
...EndTime
...MOCType (an enum providing options to use the session end time or manually specify a MOC time - e.g. SessionEndTime, UserSupplied)
...MOCTime (a DateTime representing the MOC time when MOCType is use a specified a MOC time)
...Optional: MOCTime2, etc.
This would add a lot more flexibility, but most likely also add a lot more complexity internally during both build and code gen depending on how GSB
is designed internally.
One use case for that functionality would be if someone wanted to do a "combined" London/US Forex or FX Futures "Session Template" and specify each
local session as an individual "session" (start day, start time, etc.) internally so that a trade initiated within a specific local session could be
exited at the end of that session, but have it as a single session template so that it can be applied to a single system. MC and NT natively have a
number of session templates that do something similar, and I've built systems like that before myself, so going that route is not without precedent.
Note: I tried to indent the sample class structure, but the post editor didn't honor it. I can mock it up as actual code if that would help illustrate
the idea...
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admin
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Im going to put this in the to do list to look a later. Thanks for your comments.
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admin
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Hi avatartrader
The programmer emailed and said, "yes, I agree with all except moctype and moctime."
I have yet to discuss but this may take some time as its a minor issue, and big improvements to be made with new secondary filters etc
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avatartrader
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| Quote: Originally posted by admin | Hi avatartrader
The programmer emailed and said, "yes, I agree with all except moctype and moctime."
I have yet to discuss but this may take some time as its a minor issue, and big improvements to be made with new secondary filters etc
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That's great news. That will greatly simplify contract and data management (and save a good deal of space if you have a lot of data). For now, I just
created a script to duplicate data files for each of the alternate contracts I have for session purposes.
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admin
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| Quote: Originally posted by avatartrader | | Quote: Originally posted by admin | Hi avatartrader
The programmer emailed and said, "yes, I agree with all except moctype and moctime."
I have yet to discuss but this may take some time as its a minor issue, and big improvements to be made with new secondary filters etc
|
That's great news. That will greatly simplify contract and data management (and save a good deal of space if you have a lot of data). For now, I just
created a script to duplicate data files for each of the alternate contracts I have for session purposes. |
Can you share and explain the script? Others might have use for this.
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avatartrader
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| Quote: Originally posted by admin | | Quote: Originally posted by avatartrader | | Quote: Originally posted by admin | Hi avatartrader
The programmer emailed and said, "yes, I agree with all except moctype and moctime."
I have yet to discuss but this may take some time as its a minor issue, and big improvements to be made with new secondary filters etc
|
That's great news. That will greatly simplify contract and data management (and save a good deal of space if you have a lot of data). For now, I just
created a script to duplicate data files for each of the alternate contracts I have for session purposes. |
Can you share and explain the script? Others might have use for this. |
No problem - I've attached the PowerShell script that I use to update the data.
For those who have not read my recent comments and looking for some background:
As I mentioned in the script comments, since GSB now supports session times, it is no longer required to have separate data files for the purposes of
testing and building with different sessions. Instead, a single data file containing all available data for a given instrument can be used. However,
in the current implementation, market close times are associated with contracts and not with the sessions. Further, when the price data is specified,
it associates the price data entry with the contract (and hence the market close times and other settings) based on the structure of the file name,
expecting to match the first segment of the file name to a valid "contract" in the contracts list.
Therefore, in order to have price data that uses different market close times, it is currently required to have an entirely separate data files
compliant with the expected naming conventions to be able to map to the corresponding to the contract definitions even though the data is exactly the
same (e.g. ES vs. ES_RTH, where the only difference is the MOC time).
As a workaround to save time, I developed a script that will enumerate the list of price data files and select only those files whose "contract"
portion of the file name does not contain any number of user-defined suffixes used to create alternative contracts for the purposes of MOC time, etc.
and then automatically create or update the data files for all of the required alternative contracts.
This allows me to manage and maintain a single data file containing all available market data for a given instrument (e.g. ES) and then the script
will automatically create the copy of the data file for derivative contracts based on the list of user-defined suffixes (e.g. ES_RTH)
So, if I want to update ES data from TS, I can simply export the data from a 1m, 24-hour chart and update my existing file
"ES.1.Minute.24h.CST.@ES.TradeStation.txt". I can repeat this process for each of the main contracts and then run the script and it will automatically
create or refresh the data for "ES_RTH.1.Minute.24h.CST@ES.TradeStation.txt" and so on.
I have a lot of data files and use both TS and IQFeed data, so this is a real time saver for updating and managing the data until the MOC time is
associated with sessions making the additional contracts unnecessary for that purpose.
The attached script is fully documented if anyone wants to use and/or modify it for their needs.
Attachment: Login to view the details
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admin
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Thanks for your work in this Avatartrader. My programmer says there is a bug in session template logic, but I dont know what it is. Fix likely come
soon. The next update on GSB is a major one, hence the lack of regular updates.
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admin
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New build of GSB might be out later today if it passes testing.
It has option to use one indicator only. This is not designed to build systems, but to figure out what indicator works best.
Export of indicators used again to analyses in excel what works and doesnt
Likely this will be the second the last build of GSB 1.
Next week moc time linked to session time just like ts, mc and ninja
After that it will be GSB2
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