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admin
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Quote: Originally posted by Daniel UK1  | | 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 ?
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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 ?
the workers need to be running in gsbadmin mode.
Other users dont have this entry type.
That actually from my manager.
Put the config file in all paths of workers and managers.
I will email you it.
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Daniel UK1
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MC Missmatch between portfolio trader and chart when using GSB Code.. Chart not matching performance from GSB either, trades are taken overnight on
chart despite end time is 1430, but this does not happen in portfolio trader.
In the example entry is taken as a second trade during the day at 1430, and exits with a stop loss at open next day?..
Chart example in the left, and portfolio trader to the right, same strategy test code from GBS.
Code used is below.
What is wrong?
// Settings
// Platform: MultiCharts
// ID: 20190626-122208-159579-MkIN8
// Info: File Name Prefix: , Comment: , App Settings: DanielStandard.gsbappset, Opt. Settings: Daniel.CL.ValidationTestt4.7.TopPrm.gsboptset,
Workplace Manager's ID: OO1qnLqJMoKAviQvF.20190626-141942-293355, Manager's GSB Version: 1.0.53.24 / 2019-06-20, Worker's Instance ID:
nTybj3nfT7CSW2RAM, Worker's GSB Version: 1.0.53.40 / 2019-06-25, Worker's Machine Name: GSB6_E5-2690
// Price Data: Data1: CL1430.1.Minute.0900_1430EasternTime.20190616.txt (Mult.: 15, Session: "0900 - 1430"), Data2:
CL1430.1.Minute.0900_1430EasternTime.20190616.txt (Mult.: 30, Session: "0900 - 1430")
// MaxBarsBack: 500
// Profits Mode: Currency
// Quantity: 1
// Quantity Mode: FixedShareContracts
// Trading Dates: 1900-01-01 - 2018-02-28
// Trading Dates Mode: Trd
// Trading Nth Day: 1
// Trading Nth Day Mode: NoTrd
// Exit Stop Loss: 750
// Exit Profit Target: 0
// Exit Minutes: 0
// Exit Bars:
// Fitness Criteria: NetProfit * AvgTrade
// Commission: 0
// Slippage: 0
// Reports Commission: 0
// Reports Slippage: 0
// Commission Mode: TradePerSide
// Slippage Mode: TradePerSide
// Long Trading Allowed: True
// Short Trading Allowed: True
// Max. Entries per Day:
// Performance (full period)
// Fitness: 6,412,016.42
// Net Profit: 46,760
// Commission (in $): 0
// Drawdown: -11,900
// Avg Trade: 137.13
// Percent Profitable: 50.15
// Pearson: 0.968
// Profit Factor: 1.56
// Trades Count: 341
// Net Profit / -Drawdown: 3.93
// Vars
Vars:
i1Data(2),
i2Data(1),
i2shortLength(4),
i2longLength(9),
i3Data(1),
i3length(37),
i1Weight(1),
i2Weight(0.5),
i3Weight(1),
entryParams(20),
iSFData(1),
iSFWeight(1),
sfEntryLevel(80),
stopLossValue(750);
// Vars
Vars:
id("20190626-122208-159579-MkIN8"),
debugScriptPath("C:\GSB\Data\Debugs\20190626-122208-159579-MkIN8.ts.txt"),
_startDate(20070108),
endDate(20180228),
dateYmd(0),
timeHms(0),
nthDay(1),
lastDate(0000101),
daysCount(0),
currentBarDTOHLCV(""),
lastBarDTOHLCV(""),
result(0),
sfResult(0),
decision(0),
sfDecision(0),
flag(0),
zs(0.0000000001);
// If the statement below does not compile, please import the latest script file from C:\GSB\GSB (Managers)\TradeStation
Code\GSB_Scripts_2019_06_04.eld
Once
Begin
Value1 = GSB_Scripts_2019_06_04;
End;
// MaxBarsBack check
Once (MaxBarsBack <> 500)
Begin
RaiseRunTimeError("MaxBarsBack (Maximum number of bars strategy will reference) must be set to 500 (from Properties for All button, General tab)");
End;
// Date YMD, Time HMS, and Day of week
dateYmd = Date + 19000000;
timeHms = Time_S; // Compile note: BarDateTime.Format() is supported by TradeStation only while Time_S is supported by MultiCharts only
// SetExitOnClose
SetExitOnClose;
// Exit Stop Loss
SetStopLoss(stopLossValue);
// Trading Dates
If Not ((dateYmd >= 19000101 And dateYmd <= 20180228)) Then
Begin
BuyToCover("SX-TrdDts") this bar on close;
Sell("LX-TrdDts") this bar on close;
End;
If nthDay > 0 And Date >= CalcDate(lastDate, 80) And dateYmd > _startDate And dateYmd <= endDate Then
Begin
lastDate = Date;
daysCount = daysCount + 1;
If daysCount > nthDay Then
Begin
daysCount = 0;
End;
If daysCount = nthDay Then
Begin
BuyToCover("SX-NthDy") this bar on close;
Sell("LX-NthDy") this bar on close;
End;
End;
// Result and decision
result = ((Sign(GSB_Norm3(GSB_RoofingFilter1Pole of Data(i1Data), 12, 100) of Data(i1Data)) * Power(Absvalue(GSB_Norm3(GSB_RoofingFilter1Pole of
Data(i1Data), 12, 100) of Data(i1Data)), i1Weight)) * ((Sign(GSB_Norm3(ChaikinOsc(Volume, i2shortLength, i2longLength) of Data(i2Data), 12, 100) of
Data(i2Data)) * Power(Absvalue(GSB_Norm3(ChaikinOsc(Volume, i2shortLength, i2longLength) of Data(i2Data), 12, 100) of Data(i2Data)), i2Weight)) *
(Sign(GSB_Norm3(GSB_SS_RSI(i3length) of Data(i3Data), 12, 100) of Data(i3Data)) * Power(Absvalue(GSB_Norm3(GSB_SS_RSI(i3length) of Data(i3Data), 12,
100) of Data(i3Data)), i3Weight))));
result = IFF(AbsValue(result) > zs, result, 0);
decision = GSB_Decision2(result, 3, entryParams);
sfResult = GSB_Norm3(GSB_CloseOverPrevCloseD of Data(iSFData), 12, 100) of Data(iSFData) * iSFWeight;
sfResult = IFF(AbsValue(sfResult) > zs, sfResult, 0);
sfDecision = GSB_Decision2(sfResult, 1, sfEntryLevel);
currentBarDTOHLCV = NumToStr(DateTime, 9) + NumToStr(Open, 9) + NumToStr(High, 9) + NumToStr(Low, 9) + NumToStr(Close, 9) + NumToStr(Volume, 9);
// Entry-filter check
flag = 0;
If (dateYmd > _startDate And dateYmd <= endDate)
And (currentBarDTOHLCV <> lastBarDTOHLCV)
And ((dateYmd >= 19000101 And dateYmd <= 20180228))
And ((timeHms >= 090000 And timeHms <= 143000))
And (daysCount <> nthDay)
And (Not (TimeHms >= 235900 And TimeHms <= 235959)) Then
Begin
// Buy/Sell
If decision = 1 And sfDecision = 1 Then
Begin
Buy("Long Entry") 1 contracts this bar on close;
flag = 1;
End
Else If decision = -1 And sfDecision = -1 Then
Begin
SellShort("Short Entry") 1 contracts this bar on close;
flag = -1;
End;
End;
lastBarDTOHLCV = currentBarDTOHLCV;
// Decision Exit (I/SF)
If flag = 0 And CurrentContracts > 0 AND GSB_DecisionExit(decision, sfDecision, 4) = 1 Then
Begin
BuyToCover("SX-IFltRvAndSFRv") this bar on close;
Sell("LX-IFltRvAndSFRv") this bar on close;
End;
// Hash (DO NOT CHANGE)
// In order to restore the system generated this script, save the full script as a .gsbscript file and load it from GSB (just like .gsbsystem files).
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admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
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First think I see is "And ((timeHms >= 090000 And timeHms <= 143000))"
so you can enter on your moc bar. Thats not good and is part of the issue
under trading period times on left side of gsb, change times to 900 to 1400
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Daniel UK1
Member
Posts: 470
Registered: 4-6-2019
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| Quote: Originally posted by admin | First think I see is "And ((timeHms >= 090000 And timeHms <= 143000))"
so you can enter on your moc bar. Thats not good and is part of the issue
under trading period times on left side of gsb, change times to 900 to 1400 |
Thank you Peter, i was under the impression that specifying end time was enough on the left side under Trading period, so i had it at 000000 - 1430 in
GUI, i did not know that would result in that i was able to enter at the MOC bar. I will manually change this in this code as your example, and test
again.
Shall i take this, as recommended best practise is to set trading time to one bar before real close on chart you are using?
So if your chart is 0800 -1315 and you are using 15 min bars...
You set trading time to 0800- 13000 ?
Resulting in
>= 080000 And timeHms <= 130000))
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admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
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| Quote: Originally posted by Daniel UK1 | | Quote: Originally posted by admin | First think I see is "And ((timeHms >= 090000 And timeHms <= 143000))"
so you can enter on your moc bar. Thats not good and is part of the issue
under trading period times on left side of gsb, change times to 900 to 1400 |
Thank you Peter, i was under the impression that specifying end time was enough on the left side under Trading period, so i had it at 000000 - 1430 in
GUI, i did not know that would result in that i was able to enter at the MOC bar. I will manually change this in this code as your example, and test
again.
Shall i take this, as recommended best practise is to set trading time to one bar before real close on chart you are using?
So if your chart is 0800 -1315 and you are using 15 min bars...
You set trading time to 0800- 13000 ?
Resulting in
>= 080000 And timeHms <= 130000)) |
correct. You should get it right before you build systems, but if you didnt, it doesnt matter - as long as fitness was np*at with 0 slippage used.
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Bruce
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Posts: 115
Registered: 22-7-2018
Location: Auckland - New Zealand
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Peter,
When you want to introduce random tick data to the underlying price data, do you perform the randomization to the 1 minute data then once complete
take that to make the 30 minute file, or do you perform the randomization to the 30 minute file?
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admin
Super Administrator
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| Quote: Originally posted by Bruce |
Peter,
When you want to introduce random tick data to the underlying price data, do you perform the randomization to the 1 minute data then once complete
take that to make the 30 minute file, or do you perform the randomization to the 30 minute file? |
I right click the 30 min bar thats made from 1 min bars
This then makes a 30 min bar with ran noise on it
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Daniel UK1
Member
Posts: 470
Registered: 4-6-2019
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|
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| Quote: Originally posted by admin | | Quote: Originally posted by Daniel UK1 | | Quote: Originally posted by admin | First think I see is "And ((timeHms >= 090000 And timeHms <= 143000))"
so you can enter on your moc bar. Thats not good and is part of the issue
under trading period times on left side of gsb, change times to 900 to 1400 |
Thank you Peter, i was under the impression that specifying end time was enough on the left side under Trading period, so i had it at 000000 - 1430 in
GUI, i did not know that would result in that i was able to enter at the MOC bar. I will manually change this in this code as your example, and test
again.
Shall i take this, as recommended best practise is to set trading time to one bar before real close on chart you are using?
So if your chart is 0800 -1315 and you are using 15 min bars...
You set trading time to 0800- 13000 ?
Resulting in
>= 080000 And timeHms <= 130000)) |
correct. You should get it right before you build systems, but if you didnt, it doesnt matter - as long as fitness was np*at with 0 slippage used.
|
Thank you for clarification and confirming to specify, end to one bar before real MOC in trading session times.
However not understanding your comment below,
"You should get it right before you build systems, but if you didnt, it doesnt matter - as long as fitness was np*at with 0 slippage used."
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admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
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"You should get it right before you build systems, but if you didnt, it doesnt matter - as long as fitness was np*at with 0 slippage used."
What that means is in future make the correction on time in GSB. But if you want to use systems made with the wrong time on them, then
just fix it in ts/mc and all should be well.
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Daniel UK1
Member
Posts: 470
Registered: 4-6-2019
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| Quote: Originally posted by admin | | 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.
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Very easy fix. Point value was wrong. |
Same issue here, however cant see that it shall be different from what is set in GSB as standard for SI.. i have values: Ticks 200 Pnt Pal 5000
Digits 3 ..... is this incorrect for SILVER Futures?
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admin
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"Same issue here, however cant see that it shall be different from what is set in GSB as standard for SI.. i have values: Ticks 200 Pnt Pal 5000
Digits 3 ..... is this incorrect for SILVER Futures?"
this is correct. Im not clear. Is profit per trade too low? Check secondary filter is ga/closed... not closed.
Check fitness = np*at
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Daniel UK1
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| Quote: Originally posted by admin |
"Same issue here, however cant see that it shall be different from what is set in GSB as standard for SI.. i have values: Ticks 200 Pnt Pal 5000
Digits 3 ..... is this incorrect for SILVER Futures?"
this is correct. Im not clear. Is profit per trade too low? Check secondary filter is ga/closed... not closed.
Check fitness = np*at |
SF was GA, i also tried CloseLessPrevCloseDBv
Fitness used was Net profit * Trade
Results was around 3k profit and 300 DD, avg trade 12usd, hence i thought some values for contract was incorrect..
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boothy
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Hi, I am having trouble with ts not generating any trades when I copy code across from gsb.
from reading above posts, could be something to do with trading times? I have had 00:00:00 to 23:59:59 on left side GUI.
could you please explain this new logic IsSessonOn, could this have something to do with it?
// Is-Session-On
isSessionOn = (weekDay = 0 And Time > 0000 And Time <= 1430) Or (weekDay = 0 And Time > 1430 And Time <= 2359) Or (weekDay = 1 And Time > 0000 And
Time <= 1430) Or (weekDay = 1 And Time > 1430 And Time <= 2359) Or (weekDay = 2 And Time > 0000 And Time <= 1430) Or (weekDay = 2 And Time > 1430 And
Time <= 2359) Or (weekDay = 3 And Time > 0000 And Time <= 1430) Or (weekDay = 3 And Time > 1430 And Time <= 2359) Or (weekDay = 4 And Time > 0000 And
Time <= 1430) Or (weekDay = 4 And Time > 1430 And Time <= 2359) Or (weekDay = 5 And Time > 0000 And Time <= 1430) Or (weekDay = 5 And Time > 1430 And
Time <= 2359) Or (weekDay = 6 And Time > 0000 And Time <= 1430) Or (weekDay = 6 And Time > 1430 And Time <= 2359);
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admin
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| Quote: Originally posted by boothy | Hi, I am having trouble with ts not generating any trades when I copy code across from gsb.
from reading above posts, could be something to do with trading times? I have had 00:00:00 to 23:59:59 on left side GUI.
could you please explain this new logic IsSessonOn, could this have something to do with it?
// Is-Session-On
isSessionOn = (weekDay = 0 And Time > 0000 And Time <= 1430) Or (weekDay = 0 And Time > 1430 And Time <= 2359) Or (weekDay = 1 And Time > 0000 And
Time <= 1430) Or (weekDay = 1 And Time > 1430 And Time <= 2359) Or (weekDay = 2 And Time > 0000 And Time <= 1430) Or (weekDay = 2 And Time > 1430 And
Time <= 2359) Or (weekDay = 3 And Time > 0000 And Time <= 1430) Or (weekDay = 3 And Time > 1430 And Time <= 2359) Or (weekDay = 4 And Time > 0000 And
Time <= 1430) Or (weekDay = 4 And Time > 1430 And Time <= 2359) Or (weekDay = 5 And Time > 0000 And Time <= 1430) Or (weekDay = 5 And Time > 1430 And
Time <= 2359) Or (weekDay = 6 And Time > 0000 And Time <= 1430) Or (weekDay = 6 And Time > 1430 And Time <= 2359);
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Likely, this is a bug in a recent build fixed by the latest build.
SO try the newest build, and if that doesnt work, just remove some of the date time filters to see whats the offending line.
if stuck i will help
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boothy
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| Quote: Originally posted by admin | | Quote: Originally posted by boothy | Hi, I am having trouble with ts not generating any trades when I copy code across from gsb.
from reading above posts, could be something to do with trading times? I have had 00:00:00 to 23:59:59 on left side GUI.
could you please explain this new logic IsSessonOn, could this have something to do with it?
// Is-Session-On
isSessionOn = (weekDay = 0 And Time > 0000 And Time <= 1430) Or (weekDay = 0 And Time > 1430 And Time <= 2359) Or (weekDay = 1 And Time > 0000 And
Time <= 1430) Or (weekDay = 1 And Time > 1430 And Time <= 2359) Or (weekDay = 2 And Time > 0000 And Time <= 1430) Or (weekDay = 2 And Time > 1430 And
Time <= 2359) Or (weekDay = 3 And Time > 0000 And Time <= 1430) Or (weekDay = 3 And Time > 1430 And Time <= 2359) Or (weekDay = 4 And Time > 0000 And
Time <= 1430) Or (weekDay = 4 And Time > 1430 And Time <= 2359) Or (weekDay = 5 And Time > 0000 And Time <= 1430) Or (weekDay = 5 And Time > 1430 And
Time <= 2359) Or (weekDay = 6 And Time > 0000 And Time <= 1430) Or (weekDay = 6 And Time > 1430 And Time <= 2359);
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Likely, this is a bug in a recent build fixed by the latest build.
SO try the newest build, and if that doesnt work, just remove some of the date time filters to see whats the offending line.
if stuck i will help |
I'm pretty sure I was on 53.48, but I closed GSB down and reopened 53.48, changed the times on L/H GUI and went to try again but now GSB wont even
start when I press play and just sits there not responding. I have closed down and restarted computer, no change, GSB doesn't want to do anything and
just freezes up.
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admin
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Boothy, send me teamviewer details. Im free in 30 min roughly
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saycem
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was there a solution to this bug.
I have already built systems and WF and for some reason getting an error when I try to save, so would like to be able to tweak the code to make it
work?
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admin
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| Quote: Originally posted by saycem | was there a solution to this bug.
I have already built systems and WF and for some reason getting an error when I try to save, so would like to be able to tweak the code to make it
work? |
thats fixed in 43.48. Older buidl gave error if save with wf full was on.
save with full not full is work around if your on an old build
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saycem
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Attempted to build systems on Silver with GC secondary on 29,30,31 but got very poor results. Is there something off in my settings that you can see?
   
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admin
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| Quote: Originally posted by saycem | Attempted to build systems on Silver with GC secondary on 29,30,31 but got very poor results. Is there something off in my settings that you can see?
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I think time was 730 to 1330 exchange time
you have $58 r/t slippage. make it zero at this stage.
If thaat doesnt fix it, send me teamviewer details
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jptann
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Hi Peter:
I opened the new RM and it brought up the first worker, 54.10. Unfortunately, the Op settings were not what I want to trade. I changed the Op
settings to the data files I want to use and some other parameters. Once I entered the OP settings and checked the App settings, I saved them under a
new name. Now the issue is when the RM opens another worker, it may or may not have the same op settings, so I have to re-input them.
In prior versions, you used the manager as a place where we could enter our Op and App settings, and then any subsequent workers would take the
manager's value as long as they were the same version. Now they open up with some other Op version and I have to re-enter them again.
Could you please add a way to save the Op and App settings I want to use, as a default for the user (not the system default) and the program would go
to that default when we opened a worker or any additional workers.
Another way would be to use the manager and use that as the default setting and each worker would get their App and OP settings from that worker, they
way it used to work.
Finally, the new version is not generating any systems and I have the easiest conditions that I can set, minimum -1, minimum PL -1000000, etc.
Of course I may be doing something wrong so I'm off to look at your new documentation to see if I need to do something different.
Thanks in advance
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admin
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| Quote: Originally posted by jptann | Hi Peter:
I opened the new RM and it brought up the first worker, 54.10. Unfortunately, the Op settings were not what I want to trade. I changed the Op
settings to the data files I want to use and some other parameters. Once I entered the OP settings and checked the App settings, I saved them under a
new name. Now the issue is when the RM opens another worker, it may or may not have the same op settings, so I have to re-input them.
In prior versions, you used the manager as a place where we could enter our Op and App settings, and then any subsequent workers would take the
manager's value as long as they were the same version. Now they open up with some other Op version and I have to re-enter them again.
Could you please add a way to save the Op and App settings I want to use, as a default for the user (not the system default) and the program would go
to that default when we opened a worker or any additional workers.
Another way would be to use the manager and use that as the default setting and each worker would get their App and OP settings from that worker, they
way it used to work.
Finally, the new version is not generating any systems and I have the easiest conditions that I can set, minimum -1, minimum PL -1000000, etc.
Of course I may be doing something wrong so I'm off to look at your new documentation to see if I need to do something different.
Thanks in advance |
Hi JPtann
You are working to hard to fix things. Workers will run the correct settings when they talk to your manager. There should never be a need to change
data settings etc.
As for no systems, first thing to look at is fitness zero?
see https://trademaid.info/gsbhelp/Optimization2.html
Second thing to do is look on workers, right click top diag - and see what systems are being made.
I will look via teamviewer shortly
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Daniel UK1
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Peter, Thanks for the new update..the new PSS score, that you write about here, https://trademaid.info/gsbhelp/Systemstatistics-degradation....
Shall i understand it as, in order to see this column numbers, you need to save and load the results to statistics?
And then as in the example if you change to see the dates from 2015 to 2018 OOS, i need to save and loead the statistics again..
BUT this time i get a normalisation of the previous number in the PSS column and the latest one?
Is it possible to do this by Macro?
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admin
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| Quote: Originally posted by Daniel UK1 | Peter, Thanks for the new update..the new PSS score, that you write about here, https://trademaid.info/gsbhelp/Systemstatistics-degradation....
Shall i understand it as, in order to see this column numbers, you need to save and load the results to statistics?
And then as in the example if you change to see the dates from 2015 to 2018 OOS, i need to save and loead the statistics again..
BUT this time i get a normalisation of the previous number in the PSS column and the latest one?
Is it possible to do this by Macro?
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yes, it all can be run by macro. The feature works fine, but its not yet proven if its helpful.
If (optional) you save the second time, you get the normalized results of both OOS
periods.
Im also going to add OOS fitness, which I suspect is more useful than oos degradation.
My logic is systems with low IS fitness, even if they degrade little - these may be not as good as higher oos fitness that degrade a bit more.
This is all unproven at this stage.
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Daniel UK1
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Error message
I often get this error which makes it impossible to ave my systems, at lest that is my conclusion.. when i dont get this i can save systems, as soon
as i get this, i cant save anything.. nothing happens when i click on save button..
Its not related to a specific market i work on.
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