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admin
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GSB free systems, what was the out of sample results like??
youtube video for beginners how to get and install these systems.
https://youtu.be/UNAEy1wYgho
The S&P500 and other USA stock indices have been at extremely low volatility, so this is poor trading conditions. Ive been trading these for 17 years
and so a seasoned traded. Break even results I feel would still have been ok.
Here are the results of GSBsys1ES & GSBsys1NQ
I personally trade GSBsys1ES but not the NQ as I think the NQ is the weaker system, despite its good results.
Source code is with the GSB code, free for all.
In GSB, go to file supplementary tradestation scripts.
Workspace is omitted in todays beta, but will be added next build
(C:\dropbox\GSB\GSB (Managers)\TradeStation Code in the new beta)
How I made the system is here. (Note its now much simpler to make GSB systems)
http://www.trademaid.info/forum/viewthread.php?tid=17
All results include $2.40 per side brokerage and 2 ticks round turn slippage.
 
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admin
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GSBsys2ES. This system is for GSB users who purchase GSB
Source code here
http://www.trademaid.info/forum/viewthread.php?tid=32
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admin
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GSBsys6ES. This system is for GSB users who purchase GSB
Source code here
http://www.trademaid.info/forum/viewthread.php?tid=32
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admin
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Disclaimer
In order to ensure that you understand the risks of commodities trading, please read and acknowledge the following statements by clicking the link at
the bottom of the page before entering our web site.
DISCLOSURES & DISCLAIMERS
The following disclosure & disclaimers apply both to this site & to materials that might be leased or purchased from TradeMaid Systems. Commodity
trading bears a high degree of risk. People can and do lose money. Past performance does not guarantee future results.
HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT
WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. IN FACT THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE
RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM. ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS
THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT. IN ADDITION, HYPOTHETICAL PERFORMANCE TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO
HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING. FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR
TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE
ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OF THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR
IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS.
The information presented in this site is for general information purposes only. Nothing presented on this web site or in the purchased materials
should be construed as a recommendation to buy or sell any security or to participate in any particular trading strategy. Trading in Commodity Futures
is very risky. There is a possibility of substantial financial loss, greater even than monies initially invested. The simulated, hypothetical
performance results presented herein have certain inherent limitations, due to the fact that the trades have not actually been executed. Simulated
trading results, in general, may be influenced by the fact that the algorithms which generated them were designed in consideration of historical
trends, and with the benefit of hindsight. Past real or hypothetical performance of the TradeMaid Systems is not a guarantee of future results, real
or hypothetical. No representation is made that any trading account would, or would be likely to achieve profits or losses similar to the real or
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them you will be confirming that this is not the case. TradeMaid Systems has taken all reasonable care and precaution to ensure that the Information
is fair and accurate, or has been compiled from sources believed to be reliable. Nevertheless, TradeMaid Systems does not make any representations or
warranty, express or implied, as to the accuracy, completeness, or fitness for any purpose or use of the Information. The Information may not in all
cases be current, and it is subject to continuous change. Accordingly, you should not rely on any of the Information as authoritative or a substitute
for the exercise of your own skill and judgment in making any investment or other decision. TradeMaid Systems does not warrant that the Information is
error free, and shall not be liable for any direct, indirect, or consequential loss arising from any use of or reliance on this Information.
TradeMaid Systems IS NOT A REGISTERED BROKER-DEALER OR FINANCIAL ADVISOR. TradeMaid Systems DOES NOT PROVIDE PERSONAL INVESTMENT ADVICE.
For the purposes of this site, "real-time" means trades and results that are out-of-sample, i.e. they occurred after the rules for the systems were
established or after trading of the system began. "Real-time" does not necessarily refer to actual trades taken.
BY READING THESE CONTENTS YOU ACKNOWLEDGE THAT YOU HAVE READ AND UNDERSTOOD THE ABOVE INFORMATION.
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Best regards,
Peter Zwag
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andrew.gibbs777
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Hope people were trading them! Great results.
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rws
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Did you test live with these systems?
How many trades did they do OOS after release?
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parrdo101
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Super Admin said,
"All results include $4.80 per side brokerage"
Possibly meant per round trip here for ES?
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admin
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Ive fixed that up. Thanks for picking it up. Profit per trade is so high, its not significant happy to say.
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admin
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Here is the results of the systems updated today. All results inc 1 tick & 2.5 per side slippage / brokerage.
Hold the mouse of the file and the file name gives the system
 
Disclaimer, results are hypothetical.
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admin
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video for people new to GSB how to get the free GSBsys1ES & GSBsys1NQ systems.
https://youtu.be/UNAEy1wYgho
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admin
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Here is the updated results out of sample since 4/2017. Includes 2 ticks and $5 round turn slippage and commission.
   
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admin
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There is a tiny update to GSBsys1ES, Better exits.
Code will be in the next release. Approx 44.35 version
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admin
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Here are the results of all free systems for trial user, and free systems for paid users.
There are no changes since release apart from small tweak on exits in GSBsys1ES.
There is no selecting only good systems here.
Note also GSB methodology and verification tools have improved greatly since the release of these systems. The Nasdaq variant of GSBsys1ES as expected
was not as robust as the ES. This was a high contributor to draw-down.
Results are hypothetical and included $5 + 2 ticks round turn slippage and commission.
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admin
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Here are the results of ALL natural gas systems I ever made. A much better job could be made now, as market validation is going to show that the
setups I used in many cases were not ideal. Note also no other data streams symbols were used, no multi time frame, no multi-bar or multi market
validation was done.
Why I show all systems, is to avoid the deceit of just showing the best systems only.
Note that the range on NG went to all time lows in 2017.
It high lights you have to ask, does your system fail, or is the market just un-trade-able.
Right now NG is still trending nicely, but range is again low.
For the risk adverse better to start trading NG late in the year.
 
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cotila1
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Quote: Originally posted by admin  | Here are the results of ALL natural gas systems I ever made. A much better job could be made now, as market validation is going to show that the
setups I used in many cases were not ideal. Note also no other data streams symbols were used, no multi time frame, no multi-bar or multi market
validation was done.
Why I show all systems, is to avoid the deceit of just showing the best systems only.
Note that the range on NG went to all time lows in 2017.
It high lights you have to ask, does your system fail, or is the market just un-trade-able.
Right now NG is still trending nicely, but range is again low.
For the risk adverse better to start trading NG late in the year.
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Thanks for the interesting analysis.
Actually even the gsb_ng30_demo system you created end of feb 2018 (present in paid forum) confirms this. It was built prior the new validation
methodology but still ok up to now. It also confirms Nov-gen as seasonal better trading period which makes sense due to more price volatility in
winter time for such an energy commodity, I guess.
 
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admin
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This is a report of ALL soybean systems I made. All are shown, so as to not pick just the best ones.
1 year out of sample. Not market verification, stats etc done as that did not exist a year ago.
Systems were walk forwarded.
One comment on GSBsyses6, the main system failed out of the ES systems. It looks to me like it was not walk forward testedl
  
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admin
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Here is SB range, weekly and monthly
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admin
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I looked at the free for GSB purchasers natural gas system today. Here is the results excluding slippage and commission.
Can any one tell me what data streams are used for the COT version?
Here is a current report included $4.80 brokerage and 2 ticks round turn slippage
report is here
https://trademaid.info/pa/peterzwag/GSB_NG30_DEMO
Note there is an error in the report of very high monthly drawdown.
The trade by trade is correct. Hope to fix soon
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admin
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url above was not 100% correct
see https://trademaid.info/pa/peterzwag/GSB_NG30_DEMO/txt_1.htm
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appengineer
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Hi Peter,
What does Average Range_pz indicator (TS) calculate?
Thank you
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admin
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Good question.
I use this to evaulate markets.
ie all nat gas systems ive looked at had long linear drawdown, that I thought was due to lack of range / volatility.
Here it is.
There is daily range and range todays close to yesterdays close.
//run on daily bars, day session
vars:
ATRLength( 5 ),
AlertLength( 7 ) ;
variables:
AR( 0 ) ,hl(0);
AR = Averagefc(absvalue(close-open), ATRLength ) ;
hl = Averagefc(h-l, ATRLength ) ;
Plot1( AR, "AR" ) ;
Plot2( hl, "hl" ) ;
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appengineer
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Data streams for GSB NG 30 DEMO system
Hi Peter,
What data stream is needed for NG 30 DEMO system?
Thank you
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admin
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30 and 60 min. I think its written in the eld.
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appengineer
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Hi Peter,
On Step 2 of proving the methodology, when we change the nth mode to All, do we need to rerun the backtest?
Thanks
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admin
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| Quote: Originally posted by appengineer | Hi Peter,
On Step 2 of proving the methodology, when we change the nth mode to All, do we need to rerun the backtest?
Thanks |
You need to hit yes.
Lets say you do dates change (to no trade etc) and nth mode toall
you can do no for the first question (about dates) then yes for the last question.( nth mode)
The reason for this is you only want to redo the calculations once. Doing it for every change when you dont need the results of the change is a wast
of human and cpu time.
The macro supplied shows how this is done.
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