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admin
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in 28.1 and below
Do not use systems with these indicators.
gsb(roc)
GSB(RoofingFilter.Distance):
GSB(RoofingFilter2Pole.Filter2)
GSB(RoofingFilter2Pole.Filter)
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moveo
Josef
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After further testing I found, this big differences like shown
in the example above occur on all systems with filter
ClosedMinusClosed enabled.
Nearly no probs with disabled or genetic
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admin
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thanks for that tip. We are still working on this on our weekend.
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boosted
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Using 28.1 Beta, I am still getting vastly different GSB results compared to TS. I checked my data randomly with date and time and prices and they
all match up with chart, but results are not same as GSB (i.e. GSB = 108k NP compared to TS = 82k NP for whole period).
When I installed 28.1 Beta, I installed the 28.1 GSB functions too, just to make sure I am up to date with everything that may have an affect on GSB
vs TS outcomes.
I have 1 day left in demo and this is becoming very frustrating that I cannot match GSB results in TS.
Please help. I cannot see where the problem is being created.
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boosted
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Using 28.1 Beta, I am still getting vastly different GSB results compared to TS. I checked my data randomly with date and time and prices and they
all match up with chart, but results are not same as GSB (i.e. GSB = 108k NP compared to TS = 82k NP for whole period).
When I installed 28.1 Beta, I installed the 28.1 GSB functions too, just to make sure I am up to date with everything that may have an affect on GSB
vs TS outcomes.
I have 1 day left in demo and this is becoming very frustrating that I cannot match GSB results in TS.
Please help. I cannot see where the problem is being created.
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boosted
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Using 28.1 Beta, I am still getting vastly different GSB results compared to TS. I checked my data randomly with date and time and prices and they
all match up with chart, but results are not same as GSB (i.e. GSB = 108k NP compared to TS = 82k NP for whole period).
When I installed 28.1 Beta, I installed the 28.1 GSB functions too, just to make sure I am up to date with everything that may have an affect on GSB
vs TS outcomes.
I have 1 day left in demo and this is becoming very frustrating that I cannot match GSB results in TS.
Please help. I cannot see where the problem is being created.
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Carl
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Have the same issues here. Lots of system results don't match in TS.
Have found great systems that do match in Tradestation, so that's good. The methodology works.
Purchased the software already, so no pressure for me.
I am going to wait until these indicator issues have been solved.
Am convinced Peter and his programmers are working hard to solve this problem.
Hopefully we will have an update this week with all the indicator issues fixed.
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boosted
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Sadly for me, my demo time is up. I was never able to replicate GSB results in TS within the 99% range. At times, depending upon which Beta build,
results came closer but something or another would cause mismatches.
I really like the potential of GSB and its WFA. Unfortunately with the decisive differences in results I kept getting with each update working with
the Beta demo, I can't commit to buying it quite yet. Just as with any demo, you expect it to work without too many issues, but with strategy
building, you cannot afford to have really any discrepancies that aren't at least within 1% or the results cannot be trusted.
I trust and have no doubt Peter and his team are working hard to resolve any issues. From the little time I had access to GSB, he quickly brought out
updates, which is a good sign. I just wish with the demo time I had with it that it was working properly. For GSB strategies not to consistently
match results in TS is a big deal to me. Like I said, I'm sure he gets the issues worked out eventually, but my demo time is up so I will have to
follow the progress through the forums from here on out.
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boosted
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This may not be a bug, but it should be changed imo.
I saved some price files to be used in GSB to my desktop. When I tried to use these price files GSB declined. I found out they could not be used
simply because GSB
doesn't like .TXT price files to be accessed anywhere but within the Data Price file location within GSB. So I had to move my .TXT price files to GSB
Data Price file locations in order to be used in GSB.
I like to store files in Dropbox so if I have a catastrophic hard drive failure etc. I have all of my files backed up in cloud for safety. I should
be able to pull a .TXT price file or any file for that matter from anywhere, not just a GSB designated file locations.
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admin
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You can put the entire GSB in dropbox. Or I can provide a neat free backup program. This can backup your systems which is even more important.
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Carl
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Hi Peter,
GSB 28.5
Seems to be a bug in de WF department.
GSB uses a different strategies when performing WF
Please see attached screenshots.
   
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Carl
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Just copied the WF strategy and parameter values to Tradestation. Almost a 100% match!
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moveo
Josef
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In 29.3 EL code is set an end date, so the systems do not work after this date, wich is the end date of training data
 
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admin
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can you show me the gui main page. You can see mine works fine, so im not clear whats happening
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moveo
Josef
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Peter,
copy your system to TS and set the chart to current date,
you will see it stops trading on 20170228.
Attached a further explanation with my setup
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admin
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Thanks for the explanation.
Thats deliberate so TS results = GSB results.
Its a simple thing for you to change the date.
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crazyhedgehog
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Noticed a bug with the Exit after X Minutes option. TS code generated does not compile. The ; needs to be replaced with , in variable declaration, and
also the but and sell code needed more parameters. Please see below:
sfResult(0);
tradeExitBar(1000000000);
..........
// Buy/Sell
If CurrentBar >= tradeExitBar Then
Begin
BuyToCover();
Sell();
tradeExitBar = 1000000000;
End;
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crazyhedgehog
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Also I have the same WF bug as Carl mentioned above where the WF shows a different system than the original Optimization system.
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admin
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I suspect this is due to GSB optimizing and indicator type. Its valid as an option/feature to do this, but I see this as a bug. We will fix asap
The exit x minutes is fixed in 29.6 onwards
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admin
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Quote: Originally posted by crazyhedgehog  | Also I have the same WF bug as Carl mentioned above where the WF shows a different system than the original Optimization system.
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This should be fixed in 29.7
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crazyhedgehog
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Thank you Peter. I really appreciate your support and how quickly you are addressing the issues.
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Carl
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| Quote: Originally posted by crazyhedgehog | Also I have the same WF bug as Carl mentioned above where the WF shows a different system than the original Optimization system.
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Sceenshot Crazyhedgehog:
The fitness in 29.2 seems off as well.
Backtest: fitness = NP
WF Best: fitness <> NP
WF OOS: fitness <> NP
Or is this related to the fact a different strategy was used for WF?
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admin
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| Quote: Originally posted by Carl | | Quote: Originally posted by crazyhedgehog | Also I have the same WF bug as Carl mentioned above where the WF shows a different system than the original Optimization system.
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Sceenshot Crazyhedgehog:
The fitness in 29.2 seems off as well.
Backtest: fitness = NP
WF Best: fitness <> NP
WF OOS: fitness <> NP
Or is this related to the fact a different strategy was used for WF? |
I think the indicator type was optimized. Should be fixed now so its the end of the matter.
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crazyhedgehog
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Hi Carl, the fitness change was intentional - I built it using NP as fitness but then tried different other fitnesses for WF such as NP / Drawdown
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Carl
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Hi crazyhedgehog,
Okay, haven't used this option yet. Thanks.
All the best,
Carl
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