GSB Forums

Not logged in [Login - Register]

Futures and forex trading contains substantial risk and is not for every investor. An investor could
potentially lose all or more than the initial investment. Risk capital is money that can be lost without
jeopardizing ones’ financial security or life style. Only risk capital should be used for trading and only
those with sufficient risk capital should consider trading. Past performance is not necessarily indicative of
future results
Go To Bottom

Printable Version  
 Pages:  1  ..  23    25    27  ..  98
Author: Subject: General support questions.
admin
Super Administrator
*********




Posts: 5060
Registered: 7-4-2017
Member Is Offline

Mood: No Mood

[*] posted on 24-5-2019 at 04:59 PM


Quote: Originally posted by appengineer  
Hi Peter,

TS doesn't support using Exchange Time with multiple data stream when the symbols are in different time zone. (NG,CL,HO,RB)

How do you go around this?

The GSB system I am trying to import into TS checks the last second of the trading session to close trades - If (TimeHms >= 133000 And TimeHms <= 133059) Then

Thank you

Always use local time on your pc


View user's profile View All Posts By User
appengineer
Junior Member
**




Posts: 61
Registered: 8-4-2019
Member Is Offline

Mood: No Mood

[*] posted on 24-5-2019 at 06:08 PM


Quote: Originally posted by admin  
Quote: Originally posted by appengineer  
Hi Peter,

TS doesn't support using Exchange Time with multiple data stream when the symbols are in different time zone. (NG,CL,HO,RB)

How do you go around this?

The GSB system I am trying to import into TS checks the last second of the trading session to close trades - If (TimeHms >= 133000 And TimeHms <= 133059) Then

Thank you

Always use local time on your pc


What will the session be for each of the symbols(NG, CL, HO, RB)
0900-1430 or Regular hours.

I have tried a couple of settings and the performance is different from what GSB produced.




Untitled.png - 26kB


View user's profile View All Posts By User
admin
Super Administrator
*********




Posts: 5060
Registered: 7-4-2017
Member Is Offline

Mood: No Mood

[*] posted on 24-5-2019 at 06:11 PM


appenginer, your times are correct but looks like you put nq instead of ng in the data1

also see https://trademaid.info/gsbhelp/13SupplyingDatatoGSB.html
where it says session times.


View user's profile View All Posts By User
appengineer
Junior Member
**




Posts: 61
Registered: 8-4-2019
Member Is Offline

Mood: No Mood

[*] posted on 24-5-2019 at 07:56 PM


Quote: Originally posted by admin  
appenginer, your times are correct but looks like you put nq instead of ng in the data1

also see https://trademaid.info/gsbhelp/13SupplyingDatatoGSB.html
where it says session times.


Got it, good catch

How about the hard coded time in GSB built system
If (TimeHms >= 133000 And TimeHms <= 133059)

should it be
If (TimeHms >= 143000 And TimeHms <= 143059)

Since we are using 0900 - 1430 session time?


View user's profile View All Posts By User
admin
Super Administrator
*********




Posts: 5060
Registered: 7-4-2017
Member Is Offline

Mood: No Mood

[*] posted on 24-5-2019 at 08:06 PM


Quote: Originally posted by appengineer  
Quote: Originally posted by admin  
appenginer, your times are correct but looks like you put nq instead of ng in the data1

also see https://trademaid.info/gsbhelp/13SupplyingDatatoGSB.html
where it says session times.


Got it, good catch

How about the hard coded time in GSB built system
If (TimeHms >= 133000 And TimeHms <= 133059)

should it be
If (TimeHms >= 143000 And TimeHms <= 143059)

Since we are using 0900 - 1430 session time?


Under contracts, check your moc time is correct, should fix this for future systems


View user's profile View All Posts By User
appengineer
Junior Member
**




Posts: 61
Registered: 8-4-2019
Member Is Offline

Mood: No Mood

[*] posted on 25-5-2019 at 12:36 PM


Quote: Originally posted by admin  
Quote: Originally posted by appengineer  
Quote: Originally posted by admin  
appenginer, your times are correct but looks like you put nq instead of ng in the data1

also see https://trademaid.info/gsbhelp/13SupplyingDatatoGSB.html
where it says session times.


Got it, good catch

How about the hard coded time in GSB built system
If (TimeHms >= 133000 And TimeHms <= 133059)

should it be
If (TimeHms >= 143000 And TimeHms <= 143059)

Since we are using 0900 - 1430 session time?


Under contracts, check your moc time is correct, should fix this for future systems


The MOC under contract list is not editable

Also the system built has a variable called startDate which seems to be a keyword in Easy Language


View user's profile View All Posts By User
fra2019
Junior Member
**




Posts: 9
Registered: 28-4-2019
Member Is Offline

Mood: No Mood

[*] posted on 30-5-2019 at 07:08 AM
stop loss


How do stop-loss work in GSB? I thought 'Max.Stop Loss' was the maximum currency loss per trade so 1000 max loss for 1 ES contract would mean 20 points stop loss. This does not seem to be the case. I generated a few NQ strategies with trailing stop, Max stop Loss = 2000 and the script show slPoints(25) which implies a much tighter stop-loss.

View user's profile View All Posts By User
admin
Super Administrator
*********




Posts: 5060
Registered: 7-4-2017
Member Is Offline

Mood: No Mood

[*] posted on 30-5-2019 at 08:07 PM


A number os users users installed windows update blocker, as reboots on a live trading computer or gsb manager machine is really bad if they are not planned.
https://www.sordum.org/downloads/?st-windows-update-blocker

Well its times to install all your updates
there are some dangerous flaws that need patching.
https://mspoweruser.com/a-million-unpatched-pcs-waiting-to-b...


View user's profile View All Posts By User
boothy
Junior Member
**




Posts: 54
Registered: 21-5-2018
Member Is Offline

Mood: No Mood

[*] posted on 31-5-2019 at 02:40 AM


Hi Peter,

I can't seem to get the macros to work properly. I'm trying to run indicators stats as per video but don't get the same results.

Please refer attached screen shots, I'm not getting any metrics for stats C, and stats E has way higher fitness and N/P.

I have tried macro, IndicatorStats, IndicatorStats+nthNoTrade and also tried making my own and none have seemed to give similar figures to your video.

Thanks.



IndicatorStats.PNG - 133kBIndicatorStats+nthNoTrade.PNG - 148kB


View user's profile View All Posts By User
admin
Super Administrator
*********




Posts: 5060
Registered: 7-4-2017
Member Is Offline

Mood: No Mood

[*] posted on 31-5-2019 at 04:15 AM


Quote: Originally posted by boothy  
Hi Peter,

I can't seem to get the macros to work properly. I'm trying to run indicators stats as per video but don't get the same results.

Please refer attached screen shots, I'm not getting any metrics for stats C, and stats E has way higher fitness and N/P.

I have tried macro, IndicatorStats, IndicatorStats+nthNoTrade and also tried making my own and none have seemed to give similar figures to your video.

Thanks.
send me your teamviewer details. I will look at this sat morning.
should be an easy fix



View user's profile View All Posts By User
admin
Super Administrator
*********




Posts: 5060
Registered: 7-4-2017
Member Is Offline

Mood: No Mood

[*] posted on 31-5-2019 at 05:55 PM


Quote: Originally posted by fra2019  
How do stop-loss work in GSB? I thought 'Max.Stop Loss' was the maximum currency loss per trade so 1000 max loss for 1 ES contract would mean 20 points stop loss. This does not seem to be the case. I generated a few NQ strategies with trailing stop, Max stop Loss = 2000 and the script show slPoints(25) which implies a much tighter stop-loss.

Sorry for the delay in this reply. It slipped my memory as I first say it very late at night.
Check your contract point values are correct in GSB.

I would expect the stop loss to be the extreme max that the trail is allowed to go.
I can re-check this with the programmer early next week if you still have issues


View user's profile View All Posts By User
fra2019
Junior Member
**




Posts: 9
Registered: 28-4-2019
Member Is Offline

Mood: No Mood

[*] posted on 31-5-2019 at 09:04 PM


pnt Value for NQ and VX seem correct. Curious to hear if anyone else experienced similar issue.

View user's profile View All Posts By User
admin
Super Administrator
*********




Posts: 5060
Registered: 7-4-2017
Member Is Offline

Mood: No Mood

[*] posted on 31-5-2019 at 09:07 PM


Quote: Originally posted by fra2019  
pnt Value for NQ and VX seem correct. Curious to hear if anyone else experienced similar issue.

please send a screen shot of the settings, and the ts code generated
I will look at this on monday


View user's profile View All Posts By User
boothy
Junior Member
**




Posts: 54
Registered: 21-5-2018
Member Is Offline

Mood: No Mood

[*] posted on 16-6-2019 at 09:30 PM


I am trying to do testing on Silver to get best indicators and build systems but I cant seem to get any systems with good metrics.
All systems have under $10 avg trade, low net profit etc.

I have gone through the docs and forum and pretty sure I've got all setting correct for new updates / changes.

Any ideas what might be causing this for SI only? Seems to build systems fine on ES.


View user's profile View All Posts By User
admin
Super Administrator
*********




Posts: 5060
Registered: 7-4-2017
Member Is Offline

Mood: No Mood

[*] posted on 16-6-2019 at 09:33 PM


Check your secondary filter is on GA, then close/closed (from memory)
ga with closed-closed also worked nearly as well (from memory)
if not send me teamviewer details.
GSB works well on soilver


View user's profile View All Posts By User
admin
Super Administrator
*********




Posts: 5060
Registered: 7-4-2017
Member Is Offline

Mood: No Mood

[*] posted on 17-6-2019 at 12:47 AM


Quote: Originally posted by boothy  
I am trying to do testing on Silver to get best indicators and build systems but I cant seem to get any systems with good metrics.
All systems have under $10 avg trade, low net profit etc.

I have gone through the docs and forum and pretty sure I've got all setting correct for new updates / changes.

Any ideas what might be causing this for SI only? Seems to build systems fine on ES.

Very easy fix. Point value was wrong.


View user's profile View All Posts By User
saycem
Junior Member
**




Posts: 48
Registered: 13-7-2018
Member Is Offline

Mood: No Mood

[*] posted on 17-6-2019 at 08:25 PM


I'm unclear when to use 40 vs 1000 for Generations per your recent post. Do we leave on 1000 with 2 indicators to determine best indicators and once we have top indicators change back to 3 and change generations to 40?



Capture2.PNG - 6kB


View user's profile View All Posts By User
admin
Super Administrator
*********




Posts: 5060
Registered: 7-4-2017
Member Is Offline

Mood: No Mood

[*] posted on 17-6-2019 at 08:55 PM


What happens is after 40 or 1000 generations (depends on what you set it to), the random seed will completely rebuild.
New indicator sets are chosen,
With #indicators set to 3 and 16 of them used, I saw the c/us ratio increasing (not good)
However if the generations was reduced to 40, c/us is much lower.
With gen40 on one worker I got 27835 systems, while with gen 1000 got 10768
(The workers both ran at the same time for the same duration)

You can see on the graph shown, that at 15 minutes, c/us is increasing again, and its inverse (Pass score) decreases

Also the amount of duplicates systems increase at around 10 minutes.
This all implies its time to rebuild the random GA see at 15 minutes. The exact time isnt critical, but 1000 generations is likely to be hours away. Much too long.
2 indicators are going to hit this issue much quicker.

Keep in mind, if gsb was as simple as having only say 3 indicators, and there were 16 separate indicators - then there would be 16^3 possible systems. = 4096
This is why c/us increases. The direction GSB development is going is to make duplicate filters tighter, but add to the amount of indicators used + pattern filters etc





gap.png - 82kB


View user's profile View All Posts By User
saycem
Junior Member
**




Posts: 48
Registered: 13-7-2018
Member Is Offline

Mood: No Mood

[*] posted on 19-6-2019 at 12:08 AM
Best Indicators


I have tried to replicate the top indicators for S&P that you have posted in forum. I built on 29 30 31 (30k systms) using new signedPower settings and 40 Generations. My list is quite different from yours. Is this down to difference in settings now?

Also by default I only have 36/40 indicators switched on which did not have CloseLessPrevClose, SS RSI or X Avg. All of these are in your top 1/3. Just want to check that this is an error on my settings and these should be set to true which would give me 39/40.



MyTopIndic.PNG - 44kBPetersTopInd.PNG - 61kBMyOptSettings.PNG - 47kBActiveIndicators.PNG - 100kB


View user's profile View All Posts By User
admin
Super Administrator
*********




Posts: 5060
Registered: 7-4-2017
Member Is Offline

Mood: No Mood

[*] posted on 19-6-2019 at 12:22 AM


Hi Saycem
I did the same test today, and think got different results to my original ones.
However I did similar to you in testing.
My logic was our method has changed a bit since when we first did this, so I should revisit this again.
Resullts using my new set of indicators were not as good as the old. But i need to recheck my results
You should never use roofilter1pole as its redundant by the 2pole

Correct to remove one closed as they are functionaly the same with no data2

Not sure why your removed SS RSI or X Avg if they are in the top 1/3

This whole section is an area to be re-explored


View user's profile View All Posts By User
Daniel UK1
Member
***




Posts: 470
Registered: 4-6-2019
Member Is Offline


[*] posted on 25-6-2019 at 12:17 PM
Cloud Workers error messages


I seem to get error messages from cloud workers running on my pc while working, since its not from my testing in GSB, i find it rather annoying, shall it be like this or something is wrong ?

CaptureERRORworker.JPG - 73kB


View user's profile View All Posts By User
Daniel UK1
Member
***




Posts: 470
Registered: 4-6-2019
Member Is Offline


[*] posted on 25-6-2019 at 01:43 PM
Night session


Night session, i was going to test out the night session for ES, for example 1630 EST to 930 morning... created the data, with same time... however it seems impossible to get any systems built, created session times with the same... using 1630 Mon - 930 Tuesday as an example... Used same times in left side of GUI ... i cant find any reason why it should not produce any systems... also lowered filters.. is there any tweaks in order to make night session to work since its between two dates.. that i have missed ?

Any tips or help would be appreciated.


View user's profile View All Posts By User
admin
Super Administrator
*********




Posts: 5060
Registered: 7-4-2017
Member Is Offline

Mood: No Mood

[*] posted on 25-6-2019 at 04:55 PM


Quote: Originally posted by Daniel UK1  
Night session, i was going to test out the night session for ES, for example 1630 EST to 930 morning... created the data, with same time... however it seems impossible to get any systems built, created session times with the same... using 1630 Mon - 930 Tuesday as an example... Used same times in left side of GUI ... i cant find any reason why it should not produce any systems... also lowered filters.. is there any tweaks in order to make night session to work since its between two dates.. that i have missed ?

Any tips or help would be appreciated.

I would guess the issue is related to SF closed. On a worker (not manager) go to the top/diag tab then right click refresh. See whats going on in gsb.
Also check top right in gsb, is fitness zero or something else.
if zero its a drastic problem. ie oyu might have time to enter set 830 to 1500 but have data 1630 to 830 etc


View user's profile View All Posts By User
Daniel UK1
Member
***




Posts: 470
Registered: 4-6-2019
Member Is Offline


[*] posted on 26-6-2019 at 05:30 AM


Quote: Originally posted by admin  
Quote: Originally posted by Daniel UK1  
Night session, i was going to test out the night session for ES, for example 1630 EST to 930 morning... created the data, with same time... however it seems impossible to get any systems built, created session times with the same... using 1630 Mon - 930 Tuesday as an example... Used same times in left side of GUI ... i cant find any reason why it should not produce any systems... also lowered filters.. is there any tweaks in order to make night session to work since its between two dates.. that i have missed ?

Any tips or help would be appreciated.

I would guess the issue is related to SF closed. On a worker (not manager) go to the top/diag tab then right click refresh. See whats going on in gsb.
Also check top right in gsb, is fitness zero or something else.
if zero its a drastic problem. ie oyu might have time to enter set 830 to 1500 but have data 1630 to 830 etc


Thank you, will check the settings again


View user's profile View All Posts By User
Daniel UK1
Member
***




Posts: 470
Registered: 4-6-2019
Member Is Offline


[*] posted on 26-6-2019 at 05:33 AM


Quote: Originally posted by Daniel UK1  
I seem to get error messages from cloud workers running on my pc while working, since its not from my testing in GSB, i find it rather annoying, shall it be like this or something is wrong ?



Any comments on these error messages that seems to be coming from cloud workers running on my PC? Shall really the host of the cloud worker be getting error messages like this ?

CaptureGSBERROR2.JPG - 40kB

Capturegsberrors1.JPG - 46kB


View user's profile View All Posts By User
 Pages:  1  ..  23    25    27  ..  98

  Go To Top

Trademaid forum. Software tools for TradeStation, MultiCharts & NinjaTrader
[Queries: 67] [PHP: 41.7% - SQL: 58.3%]