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Gregorian
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More RAM solves lockups
Just confirming that upgrading from 16GB to 32GB RAM has solved the problem of GSB stopping during long runs.
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Gregorian
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Still stopping unexpectedly
Spoke too soon. GSB is still locking up. It's the only program running on the PC, 3.8% App RAM, 13.0% Sys RAM, of 32 GB total, thus it seems to have
ample resources. Any suggestions?
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admin
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GSB has been running for 150 hours on my pc. Is yours overclocked? Can you run diagnostic program on the pc?
see https://www.passmark.com/products/bit.htm
are you on 29.3? From the first build of GSB till recent, its been slowing down a lot if running for 24 hours or so. This is now fixed in recent
builds.
Ive got 5500 speed per min after 150 hours. So speed is excellent.
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emsjoflo
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I'm trying to use a custom indicator ( oscillator between 0 and 1) I know is predictive. I created a txt file and populated open high low close &
vol like a stock chart with the same timeframe as the primary data file. Then selected it as the secondary. I've done multiple runs and GSB is not
finding any results. Even when I relax the filtering criteria. Either I'm doing something wrong, or my indicator is junk, or GSB is looking for
different clues than my indicator is offering.
Adaptrade found a bunch of strategies. DLPAL doesn't support custom indicators (as far as I can tell) and I can't get Strategyquant to work with
futures data (it seems geared towards MT4 and forex)
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admin
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GSB will be putting its indicators on your indicator, so thats not a great scenario. Custom indicators is in the short to medium term pipeline for
GSB.
Lets say you have
customIndic(close,x) where x = 5 10 15...100
GSB will genetically optimize the range from 5 to 100. Adaptrade with its limited data2 support couldnt do this unless you exported the 20
files manually. GSB will do this automatically via some TS code.
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Gregorian
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Ran the PassMark Burn In Test, and it passed. 29.3 is still stopping, even with low percentage RAM use. Sometimes it will run for hours before
stopping, at other times just a few minutes. Can't determine a pattern.
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admin
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Can you try a new install of 29.3 using default parameters, but say 300 restarts. (you may have done this)
When it stops, has it hung, does the gui work etc? I will check to see if GSB has any low level logging.
My copy now ran for 150 hours and stopped as I set it to 300 restarts. If you have a spare hdd, you could try a new load of the os
or use virtualbox and make a vm. Im happy to try on a second computer on my end, but doubt it will play up.
If your not doing anything un-safe, disable the anti virus software. (thats a slim chance)
No users have complained of this so its more likely to be os or hardware.
You could try removing the old ram sticks, and just running with the new as a test.
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crazyhedgehog
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Mine stops as well in some circumstances. Might have something to do with number of optimizations/population. When I set it to 2000/300, it was
stopping all the time after a few minutes. I then set it to 1000/200 and it started running normally with no stops. There might be another factor
contributing to it but I haven't figured out what exactly. This bug has existed since many versions.
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crazyhedgehog
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Mine stops as well in some circumstances. Might have something to do with number of optimizations/population. When I set it to 2000/300, it was
stopping all the time after a few minutes. I then set it to 1000/200 and it started running normally with no stops. There might be another factor
contributing to it but I haven't figured out what exactly. This bug has existed since many versions.
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admin
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Quote: Originally posted by crazyhedgehog  | | Mine stops as well in some circumstances. Might have something to do with number of optimizations/population. When I set it to 2000/300, it was
stopping all the time after a few minutes. I then set it to 1000/200 and it started running normally with no stops. There might be another factor
contributing to it but I haven't figured out what exactly. This bug has existed since many versions. |
Im running this now on a 16 gb machine, 3000/300 with 300 restarts.
I will keep you informed.
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Carl
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Hi Peter,
You might consider putting "beginDate" and "endDate" in "inputs" instead of "vars".
When backtesting and/or optimizing the code in TS the user will notice what is happening with the date range.
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admin
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| Quote: Originally posted by Carl | Hi Peter,
You might consider putting "beginDate" and "endDate" in "inputs" instead of "vars".
When backtesting and/or optimizing the code in TS the user will notice what is happening with the date range.
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Will do so shortly. Good idea.
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admin
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| Quote: Originally posted by admin | | Quote: Originally posted by Carl | Hi Peter,
You might consider putting "beginDate" and "endDate" in "inputs" instead of "vars".
When backtesting and/or optimizing the code in TS the user will notice what is happening with the date range.
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Will do so shortly. Good idea. |
Done in 29.8 onwards. Release fairly soon.
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admin
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| Quote: Originally posted by Gregorian | | Spoke too soon. GSB is still locking up. It's the only program running on the PC, 3.8% App RAM, 13.0% Sys RAM, of 32 GB total, thus it seems to have
ample resources. Any suggestions? |
300 300 4/300 is fine.
Im not saying you have no problem, but its likely os related.
Im interested to see how wide spread it is with other users.
second machine is slower, with 16gb of ram only.
Worse case mask it by lower population /generations. Its not at all a critical setting.
 
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Gregorian
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Progress on stopping problem
GSB has not stopped since I disabled WD SmartWare [a backup program] in the Windows tray. This program would also cause TSL to lock up, even though no
backups were running at the time.
crazyhedgehog, try disabling any backup program you may have running in the background.
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Carl
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Win 10, i7-7700, 32 GB RAM, SSD
Started GSB 29.7 38 hours ago.
ES 30 min 1997-2017
gen 300, pop 3000, restarts 100
stoploss 1000
fitness commission 15
report commission 15
After 38 hours running (9 restarts sofar), speed is 4600/minute and RAM usage at 50%.
In the meanwhile ran 24 WF's gen 400/ pop 300. RAM usage up to 75%, slowed down GSB considerably during the WF's.
GSB never stopped as far as I know.
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admin
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my tests are the same. 3 days with 300 3000 300 and still going fine
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curt999
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i noticed gsb will work on renko bars tried some tests on nq..im using bars with real ohlc though or its meaningless..tried using nq renko as main set
then 15min as second data set and gave some good results
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rws
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How do you make that renko data for GSB?
Thanks
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curt999
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i was exporting with ninjatrader using cqg feed can get a year of tick data..make sure you use a backtestable renko bar like sharkindicators or there
are others out there..the files are actually quite small if you use a larger renko bar like 10 on nasdaq any smaller will just make a million
trades..i can send you the nq file i have it was made with rjay live renko bar type..
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cyrus68
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There is a problem with using secondary data series that aren't always matched with the primary data, because of certain holidays. For example, if you
use ES as data1 and TY as data2, there will be days on which TY trades but ES doesn't, and vice versa.
I haven't found a way, in Tradestation, to get data2 to always match data1. So the only way is to pull the downloaded data into Excel and clean it up
by removing the holidays on which the mismatch occurs. As a result, for backtesting purposes, you would have data that doesn't contain gaps.
However, the problem also occurs going forward, when you are trading live, I doubt that it would be possible to program GSB to deal with this issue
automatically. So a possible solution would be a manual one, in which you would add a few lines of EL code to the strategy produced by GSB.
In pseudo code, this would be something like:
If the open of data1 is present and the open of data2 is missing don’t trade
Or
If the open of data1 is present and the open of data3 is missing don’t trade
Or
If the open of data2 is present and the open of data1 is missing don’t trade
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etc
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.
Else
Any suggestions are welcome.
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admin
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TS & GSB do not use data unless all used data streams have data on the same bar. We put a lot of work into GSB to make sure its identical to TS.
This is what your psudo code does.
In the big picture, these differences are not significant & I like the current approach
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cyrus68
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Good to know that GSB won't try to put on trades when there are gaps in one or more of the data series. In that case, there is no need to clean up the
historical data used for backtesting. That saves a lot of work.
In Builder, you DO have to clean up the historical data. Kudos to GSB.
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admin
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Hi Cyrus, thanks for the kind words.
We spent massive amount of time to get GSB to = TS & MC. When we got to MT5, amibroker & ninja these are the sort of headaches we expect to see.
Different platforms can handle this situation differently.
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Gregorian
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Slowdown after a while
In both 39.11 and 40.04, there is a significant slowdown after a few hours of generation. For example, on a PC where GSB is the only task running,
consuming 17% of CPU and 10% of RAM, at the beginning of the run it generates something like 4,700 strategies per minute, but a few hours later, with
no change in resource consumption, it degrades to 144/min.
Maybe I'm doing something wrong?
Also in 40.04 the stats window does not update with RAM use figures. Have to get those from Task Manager.
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