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saycem
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Thanks Peter. I wanted to understand your comment better. Are you saying that EWFO could be optimising an input that GSB is not optimising and that
should not be optimised. This is critical for me to understand as I am using the inputs from EWFO for live trading given I rely on Cluster Analysis in
my process.
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admin
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Quote: Originally posted by saycem  | | Thanks Peter. I wanted to understand your comment better. Are you saying that EWFO could be optimising an input that GSB is not optimising and that
should not be optimised. This is critical for me to understand as I am using the inputs from EWFO for live trading given I rely on Cluster Analysis in
my process. |
GSB WF I think should be indentical in GSB and EWFO IF EVERYTHING IS THE SAME.
ie fitness, dates used. So remember if we WF in GSB from 2000 to 2015-06-30
but in ewfo wf form 2000 to 20190812, this is not the same thing.
Also a wf in TS/MC to ewfo will be significantly more different as the parameters used will not be the same.
I hope this helps.
If your market validation steps are solid and healthy numbers, then the specs on typical systems will be good weather wf has been done or not.
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Bruce
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| Quote: Originally posted by admin | | Quote: Originally posted by saycem | | Thanks Peter. I wanted to understand your comment better. Are you saying that EWFO could be optimising an input that GSB is not optimising and that
should not be optimised. This is critical for me to understand as I am using the inputs from EWFO for live trading given I rely on Cluster Analysis in
my process. |
GSB WF I think should be indentical in GSB and EWFO IF EVERYTHING IS THE SAME.
ie fitness, dates used. So remember if we WF in GSB from 2000 to 2015-06-30
but in ewfo wf form 2000 to 20190812, this is not the same thing.
Also a wf in TS/MC to ewfo will be significantly more different as the parameters used will not be the same.
I hope this helps.
If your market validation steps are solid and healthy numbers, then the specs on typical systems will be good weather wf has been done or not.
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Is there any merit with unpacking the GSB_EWFO files with the GSB_WF settings loaded into EWFO so "everything is the same" and then perform the
analysis (cluster test, etc) from that datum?
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saycem
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I am not able to get GSBWF = EWFO, see attached. Same dates, same fitness, 20%oos 10 runs.
GSB WF different every run. AStab can range from 20-70
EWFO gives same result every time.
Not sure why?
  
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admin
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| Quote: Originally posted by saycem | I am not able to get GSBWF = EWFO, see attached. Same dates, same fitness, 20%oos 10 runs.
GSB WF different every run. AStab can range from 20-70
EWFO gives same result every time.
Not sure why?
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Looks like you have a good system there.
Can you send me teamviewer tomorrow?
The performance is close, but not exact.
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zug7
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In case someone is interested: I have used a system with 324 iterations and have run this through the Walk-Forward Analyzer of Tradestation. First I
have run a Walk-Forward Analysis and afterwards a Cluster Analysis. After that I have done the same with EWFA with the following results:
WF Tradestation: 4 seconds, EWFO: virtually immediatly, but let’s call it 1 second
CA Tradestation: 54 seconds, EWFO: 10 seconds
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admin
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at top of thread, todays version that has auto updates for all future versions. Zip file only. No installer.
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BigDog
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Hi Peter,
I tried downloading and running EWFO in a machine running windows server 2012. It hangs on loading 46.67% of any TS WFO data file. Doesn't seem to
make any difference if I set compatibility = Win 2007.
Any suggestions?
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admin
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| Quote: Originally posted by BigDog | Hi Peter,
I tried downloading and running EWFO in a machine running windows server 2012. It hangs on loading 46.67% of any TS WFO data file. Doesn't seem to
make any difference if I set compatibility = Win 2007.
Any suggestions? |
Hi BigDog
As a test use ts wfo.exe and or do a quick optimization in ts. Likely the files are corupt is my guess. Make sure your on a recent build of ewfo too.
New build likely out this week sometime
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admin
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There is a new build, Has options to save profiles etc. Not documented yet but fairly straight forward.
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Sten
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I took a look at EWFO 20190724.1. And found two major issues:
1. "Run \ Save Parameters" does not save Cluster Analysis settings (only saves "ClusterAnalysisEnabled" flag). So when I run EWFO from command line it
uses default settings for Cluster Analysis and not the ones I wanted to save into json file.
2. When I run EWFO from a command line like this:
WalkForwardOptimizer.exe -p tst_parameters.json -d C:\GSBInstaller\Data\ewfoFiles\20191026-222718-200359-T7a65 -o c:\tst
It does the job, calculates and saves output .txt files. However after that the app GUI window remains open, the application does not quit
automatically when it finishes processing. This makes much harder to use EWFO in some automated workflows.
Can you, please, fix these issues?
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admin
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| Quote: Originally posted by Sten | I took a look at EWFO 20190724.1. And found two major issues:
1. "Run \ Save Parameters" does not save Cluster Analysis settings (only saves "ClusterAnalysisEnabled" flag). So when I run EWFO from command line it
uses default settings for Cluster Analysis and not the ones I wanted to save into json file.
2. When I run EWFO from a command line like this:
WalkForwardOptimizer.exe -p tst_parameters.json -d C:\GSBInstaller\Data\ewfoFiles\20191026-222718-200359-T7a65 -o c:\tst
It does the job, calculates and saves output .txt files. However after that the app GUI window remains open, the application does not quit
automatically when it finishes processing. This makes much harder to use EWFO in some automated workflows.
Can you, please, fix these issues?
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I have passed this into the programer. Thank you for pointing out the issues.
The fix will be applied via auto update when you run ewfo again.
Sometime next week.
Peter
Thanks received (1):
+1 Sten at 2019-11-01 09:25:37
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admin
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| Quote: Originally posted by Sten | I took a look at EWFO 20190724.1. And found two major issues:
1. "Run \ Save Parameters" does not save Cluster Analysis settings (only saves "ClusterAnalysisEnabled" flag). So when I run EWFO from command line it
uses default settings for Cluster Analysis and not the ones I wanted to save into json file.
2. When I run EWFO from a command line like this:
WalkForwardOptimizer.exe -p tst_parameters.json -d C:\GSBInstaller\Data\ewfoFiles\20191026-222718-200359-T7a65 -o c:\tst
a lot of this work has been done. Im on working holiday so no time to test it.
there will be new command line -e = -- auto exit when done + other changes
Should be out late this week.
It does the job, calculates and saves output .txt files. However after that the app GUI window remains open, the application does not quit
automatically when it finishes processing. This makes much harder to use EWFO in some automated workflows.
Can you, please, fix these issues?
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admin
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| Quote: Originally posted by Sten | I took a look at EWFO 20190724.1. And found two major issues:
1. "Run \ Save Parameters" does not save Cluster Analysis settings (only saves "ClusterAnalysisEnabled" flag). So when I run EWFO from command line it
uses default settings for Cluster Analysis and not the ones I wanted to save into json file.
2. When I run EWFO from a command line like this:
WalkForwardOptimizer.exe -p tst_parameters.json -d C:\GSBInstaller\Data\ewfoFiles\20191026-222718-200359-T7a65 -o c:\tst
It does the job, calculates and saves output .txt files. However after that the app GUI window remains open, the application does not quit
automatically when it finishes processing. This makes much harder to use EWFO in some automated workflows.
Can you, please, fix these issues?
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new build for you to test is here
Attachment: Login to view the details
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Sten
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I did a quick test, Cluster Analysis & Test Criteria settings are now saved correctly into .json file. This issue is solved.
- DEL -
UPD: I found -e command line switch which solves issue No 2. I am testing it right now.
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Sten
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The -e or --autoexit switch solves issue No. 2 for the most part.
The only minor problem is that EWFO with -e switch leaves shell window with a directory with output files open (see screenshot).
Consider an automated workflow which runs EWFO 1000 times. EWFO would open 1000 shell windows, which may not be what end user wants. 
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admin
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| Quote: Originally posted by Sten | The -e or --autoexit switch solves issue No. 2 for the most part.
The only minor problem is that EWFO with -e switch leaves shell window with a directory with output files open (see screenshot).
Consider an automated workflow which runs EWFO 1000 times. EWFO would open 1000 shell windows, which may not be what end user wants.
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I think whats done is deliberate (and fine) but we need a non shell option.
It will be in next build - likely by auto update.
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admin
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new ewfo out via automatic update. Has bug fixes and features described above few posts
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admin
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WalkForwardOptimizer20191209.2.exe is out. For users with more recent builds, it will auto update when you run it.
If you have an older build, download the zip files and put in your EWFO folder C:\Program Files (x86)\EWFO,
OR use the installer file.
Whats new is bug fixes, and improvements in batch processing. Likely this product will more into EWFO & EWFO PRO (BATCH)
The upgrade will be free for all current users of EWFO, but new users will have a choice the two products which some premium in the price.
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admin
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EWO PRO is out soon.
It will look very similar to last EWO, just slightly refined and faster.
It is 3 times faster than the previous build.
What takes Ts wfo.exe 21:12 minutes takes EWFO pro 4 min 25 sec
You can also run multiple EWFO with little speed penalty
There now is time stamp logging.
There will be a mild price increase for future purchasers, likely next month. A lot of programing time has gone into this.
The biggest feature in the last year has been batch processing of the EWFO input files.
For existing users, there are no upgrade charges.
It will be released by automatic upgrade when you open EWFO.
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admin
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The documentation has been updated, but could do with a few tweaks.
There are a few minor bugs to be fixed but its working well.
If any one is after the new build in a hurry, then email me.
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edgetrader
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How can I roll back from 20200116.2 to previous version? What I had before worked fine on same computer and same data folder, but 20200116.2 doesn't
work, see image.
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admin
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| Quote: Originally posted by edgetrader | | How can I roll back from 20200116.2 to previous version? What I had before worked fine on same computer and same data folder, but 20200116.2 doesn't
work, see image. |
how much ram on the pc in total, how much is free?
How big are the data files from ts?
I can get you the old build, but the new build is miles better.
I also dont expect any change in memory usage between old and new build
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edgetrader
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Data file is 30.6 GB and computer has 32 GB RAM + 16 GB SSD page file. The very same setup worked flawlessly in previous version.
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admin
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| Quote: Originally posted by edgetrader | | Data file is 30.6 GB and computer has 32 GB RAM + 16 GB SSD page file. The very same setup worked flawlessly in previous version.
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Thats at the limit of what you can do due to your ram.
I dont think its the new build at all.
Ive done 60 gb files in the past, but have much more ram.
You can try two things
1) increase swap file size, then reboot the computer
2) download the old build, and click no when it asks to update
https://trademaid.info/sw/ewfo_20191106.2b.exe
Just a reboot itself may make enough difference to free up some ram
you could also run
C:\GSB\ResourceMonitor\ReduceMemory.exe
or buy more ram. Its cheap now.
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