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admin
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macro
1) selected top 250 and wf them
2) change dates (back) to 2015-6-30
3) do stats from fav D
5) selected top 90 Astab-C into fav D
6) Select top 91 vss into fav D
There was no macro 4.
We can have 3 groups of macros, so we now have max of 18
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Daniel UK1
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Hi Peter,
May i ask, when you are referring to the above mentioned macros used and the process, is that how you go about the build process when you are doing a
run for picking live trading system,,
or is it your process to evaluate minor changes in the settings leading up to a build run in the future where you then pick real systems from?
I notice that you are using 28 as a number for generations, not 1000 as i believe would be standard setting, i have used 40 for some time since it
seems to make it easier to build system with, but can you explain how you come up with a such specific number as 28 and how one should think when it
comes to changing this number...
Cheers
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admin
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Quote: Originally posted by Daniel UK1  | Hi Peter,
May i ask, when you are referring to the above mentioned macros used and the process, is that how you go about the build process when you are doing a
run for picking live trading system,,
or is it your process to evaluate minor changes in the settings leading up to a build run in the future where you then pick real systems from?
I notice that you are using 28 as a number for generations, not 1000 as i believe would be standard setting, i have used 40 for some time since it
seems to make it easier to build system with, but can you explain how you come up with a such specific number as 28 and how one should think when it
comes to changing this number...
Cheers |
Generations isnt critical, but if you reduce the indicator count to 11 as I have done, From (38/40) this gives less combinations.
So I see the systems graphs taper off in its gradient. It gets faster after the new random seeds are made when the 28 generations are hit.
Im still doing market validation, sorting out what sign modes, mutipliers etc I need
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Daniel UK1
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| Quote: Originally posted by admin |
macro
1) selected top 250 and wf them
2) change dates (back) to 2015-6-30
3) do stats from fav D
5) selected top 90 Astab-C into fav D
6) Select top 91 vss into fav D
There was no macro 4.
We can have 3 groups of macros, so we now have max of 18 |
Hi Peter,
Thank you again for the sharing your work.. i think it would help if you could explain your reasoning for the steps you describe is your process... do
you use this process when you do the final build and pick systems to trade from, or do you use this process in order to provide you with information
of how to proceed etc.... would be great if you could describe your logic in the process steps and how you proceed after you have the three
reports.. just some thoughts from your side about this would be great.. thanks
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admin
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Hi Daniel,
dates are 2015-6-30
I build 50 k systems, wf 250 or 500 of them. Run Macro1
then add the 250 / 500 into FavD
then run macro3
record stats results
then run macro 5, then macro 3
record the results
then run macro 2 on the top 250/500
then do vss of the 8 random 30 min bars with noise added
then macro3
record the results
Ideally the second and or 3rd results are better than the first results
If you make any changes to the setup, repeat all of this.
(lets say you added $spx.x as a data2. Compare the stats to see whats best
as for getting a specific system
From this I create families (done in favouriteD) and chose the top members of the first few families.
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Daniel UK1
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Thank you Peter,
Btw have anyone managed to get down degradation in general in SI Silver futures to good numbers? i cant seem to get lower than around 50% .. SI seems
to produce great numbers like NP and DD, but the high degradation is kind of scary... anyone that manages to get lower degradation of SI and in this
case any suggestions of settings?
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admin
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| Quote: Originally posted by Daniel UK1 | Thank you Peter,
Btw have anyone managed to get down degradation in general in SI Silver futures to good numbers? i cant seem to get lower than around 50% .. SI seems
to produce great numbers like NP and DD, but the high degradation is kind of scary... anyone that manages to get lower degradation of SI and in this
case any suggestions of settings?
|
Did you sue the top 50% or so of the best indicators?
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Daniel UK1
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| Quote: Originally posted by admin | | Quote: Originally posted by Daniel UK1 | Thank you Peter,
Btw have anyone managed to get down degradation in general in SI Silver futures to good numbers? i cant seem to get lower than around 50% .. SI seems
to produce great numbers like NP and DD, but the high degradation is kind of scary... anyone that manages to get lower degradation of SI and in this
case any suggestions of settings?
|
Did you sue the top 50% or so of the best indicators? |
I Have not come to that stage yet in my process for dev, i am sure it will improve, but just curious what i shall aim for, what others have managed to
achieve in terms of degradation.
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admin
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At a guess that sounds right, but I made silver some time ago, and didnt have the current method, so I have no exact benchmark.
You should do the best indicator as I suspect it will improve things a lot.
Soybeans also had poor degradation figures, but went reasonable well out of sample. Of course that was in the days we didnt have all the verification
tools we have now.
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appengineer
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| Quote: Originally posted by admin | At long last, I publish my default settings I am using for testing.
All files including data files are included, but not all the gsb exe,dll, xml files.
Included is gsb.config.xml to get GSB into admin mode.
There may be some settings that need a tweak, so consider this the first revision.
There are 4 ES files with 5 ticks of noise, 4 ES files with 10 ticks of noise
I think you can put this into the folder of your choice. (All paths relative, not fixed)
200mb in size zipped up.
My top 11 indicators are selected, and these are better than any other method Ive found. However sorry to say, im not sure how I found this group.
All macros used are included.
In summary you build 50,000 systems. Dates are 2000 to 2015.6.30 nth 1 / 80
The manager then populates but with nth set to all (workers built them with nth no trade)
Then macro 1 selects the top 250 systems and walk forwards them.
Manually put the top 250 into favouritesD.
Then run macro3 to get the stats.
record these stats.
Then run the macro5 astab-c macro that deselects all favouritesD, and puts the top 90 astab-c
Then run macro3 to get the stats.
The record these stats.
go to favourites A
Then run macro2 which changes dates back to 2015.6.30
after this is complete, run macro6 which selects the top 91 vss systems of the top 250
Then run macro3 to get the stats
Shown below is a summary of my stats.
zip file here of all my files in private forum
https://trademaid.info/forum/viewthread.php?tid=241#pid4133
|
Hi Peter,
I followed the steps described above
1. When I ran macro 5, 165 systems were selected, is it suppose to select the top 90 based on astab-c (what's astab-c, I don't see it on the columns?)
2. When I ran macro 6 no systems are selected, any ideas why?
Thanks
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admin
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| Quote: Originally posted by appengineer | | Quote: Originally posted by admin | At long last, I publish my default settings I am using for testing.
All files including data files are included, but not all the gsb exe,dll, xml files.
Included is gsb.config.xml to get GSB into admin mode.
There may be some settings that need a tweak, so consider this the first revision.
There are 4 ES files with 5 ticks of noise, 4 ES files with 10 ticks of noise
I think you can put this into the folder of your choice. (All paths relative, not fixed)
200mb in size zipped up.
My top 11 indicators are selected, and these are better than any other method Ive found. However sorry to say, im not sure how I found this group.
All macros used are included.
In summary you build 50,000 systems. Dates are 2000 to 2015.6.30 nth 1 / 80
The manager then populates but with nth set to all (workers built them with nth no trade)
Then macro 1 selects the top 250 systems and walk forwards them.
Manually put the top 250 into favouritesD.
Then run macro3 to get the stats.
record these stats.
Then run the macro5 astab-c macro that deselects all favouritesD, and puts the top 90 astab-c
Then run macro3 to get the stats.
The record these stats.
go to favourites A
Then run macro2 which changes dates back to 2015.6.30
after this is complete, run macro6 which selects the top 91 vss systems of the top 250
Then run macro3 to get the stats
Shown below is a summary of my stats.
zip file here of all my files in private forum
https://trademaid.info/forum/viewthread.php?tid=241#pid4133
|
Hi Peter,
I followed the steps described above
1. When I ran macro 5, 165 systems were selected, is it suppose to select the top 90 based on astab-c (what's astab-c, I don't see it on the columns?)
2. When I ran macro 6 no systems are selected, any ideas why?
Thanks |
1) you need to wf the 250 systems in fav a to get astab
2) you need to do verifcation of the systems in fav A. run macro 2 before you do this
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appengineer
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| Quote: Originally posted by admin | | Quote: Originally posted by appengineer | | Quote: Originally posted by admin | At long last, I publish my default settings I am using for testing.
All files including data files are included, but not all the gsb exe,dll, xml files.
Included is gsb.config.xml to get GSB into admin mode.
There may be some settings that need a tweak, so consider this the first revision.
There are 4 ES files with 5 ticks of noise, 4 ES files with 10 ticks of noise
I think you can put this into the folder of your choice. (All paths relative, not fixed)
200mb in size zipped up.
My top 11 indicators are selected, and these are better than any other method Ive found. However sorry to say, im not sure how I found this group.
All macros used are included.
In summary you build 50,000 systems. Dates are 2000 to 2015.6.30 nth 1 / 80
The manager then populates but with nth set to all (workers built them with nth no trade)
Then macro 1 selects the top 250 systems and walk forwards them.
Manually put the top 250 into favouritesD.
Then run macro3 to get the stats.
record these stats.
Then run the macro5 astab-c macro that deselects all favouritesD, and puts the top 90 astab-c
Then run macro3 to get the stats.
The record these stats.
go to favourites A
Then run macro2 which changes dates back to 2015.6.30
after this is complete, run macro6 which selects the top 91 vss systems of the top 250
Then run macro3 to get the stats
Shown below is a summary of my stats.
zip file here of all my files in private forum
https://trademaid.info/forum/viewthread.php?tid=241#pid4133
|
Hi Peter,
I followed the steps described above
1. When I ran macro 5, 165 systems were selected, is it suppose to select the top 90 based on astab-c (what's astab-c, I don't see it on the columns?)
2. When I ran macro 6 no systems are selected, any ideas why?
Thanks |
1) you need to wf the 250 systems in fav a to get astab
2) you need to do verifcation of the systems in fav A. run macro 2 before you do this |
I already did WF for the systems in Fav A.
Is the verification step manually done? When was it supposed to be done, is before running macro5?
Thanks
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admin
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ideally its best to run verification after the top 250/500 are in in fav a.
if you dont, then run macro 2 which puts dates back to 2015.6.30
Yes its manually done. Select the 250 systems, right click and do verify.
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appengineer
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| Quote: Originally posted by admin | ideally its best to run verification after the top 250/500 are in in fav a.
if you dont, then run macro 2 which puts dates back to 2015.6.30
Yes its manually done. Select the 250 systems, right click and do verify.
|
Thank you Peter,
I don't quite understand this "puts the top 90 astab-c"
what is astab? is this a tab like the Favorites/Statistics? I don't see it.
Also GSB doesn't seem to be freeing up memory once all the task are complete.
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admin
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here is astabc. Your correct that memory is not freed up as much as it should. This is on the todo list.
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Daniel UK1
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Peter, would it perhaps be good to make a short video about the Process for testing with the macros etc, your reasoning behind he steps that you
shared recently?
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admin
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| Quote: Originally posted by Daniel UK1 | | Peter, would it perhaps be good to make a short video about the Process for testing with the macros etc, your reasoning behind he steps that you
shared recently? |
Absolutely, but im still not finalized on my methodology. Sadly this is taking me a long time.
I observe on ES that entrysingle level is better that the standard (symmetrical) entrylevel.
So im aiming to add a new entry type.
There is lots of other minor things Im playing with too.
However as GSB front end will change a bit, im also holding off videos for that reason too.
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appengineer
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| Quote: Originally posted by admin | here is astabc. Your correct that memory is not freed up as much as it should. This is on the todo list.
|
Thanks Peter
It's on the Walk Forward tab, was looking for it in Fav A
Also macro 5 has to be run when in Walk Foward tab.
Is the Walk Forward data saved? GSB suddenly closed..
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admin
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| Quote: Originally posted by appengineer | | Quote: Originally posted by admin | here is astabc. Your correct that memory is not freed up as much as it should. This is on the todo list.
|
Thanks Peter
It's on the Walk Forward tab, was looking for it in Fav A
Also macro 5 has to be run when in Walk Foward tab.
Is the Walk Forward data saved? GSB suddenly closed.. |
There are settings on the left side to save systems. default is off as it takes too much disk space.
Check your windows event log for what happened.
ie ran out of ram etc
yes, macros can be run from wf or favA in most but not all cases
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appengineer
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| Quote: Originally posted by admin | | Quote: Originally posted by appengineer | | Quote: Originally posted by admin | here is astabc. Your correct that memory is not freed up as much as it should. This is on the todo list.
|
Thanks Peter
It's on the Walk Forward tab, was looking for it in Fav A
Also macro 5 has to be run when in Walk Foward tab.
Is the Walk Forward data saved? GSB suddenly closed.. |
There are settings on the left side to save systems. default is off as it takes too much disk space.
Check your windows event log for what happened.
ie ran out of ram etc
yes, macros can be run from wf or favA in most but not all cases |
Not sure what happened but this is what is in the event log
Application: GSBManager.54.970.exe
Framework Version: v4.0.30319
Description: The process was terminated due to an internal error in the .NET Runtime at IP 00007FF96CE32416 (00007FF96CD90000) with exit code
80131506.
Faulting application name: GSBManager.54.970.exe, version: 1.0.0.0, time stamp: 0x5d6a5744
Faulting module name: clr.dll, version: 4.7.3416.0, time stamp: 0x5cabfc63
Exception code: 0xc0000005
Fault offset: 0x00000000000a2416
Faulting process id: 0x23c
Faulting application start time: 0x01d561ac78a0fc21
Faulting application path: C:\GSB\GSBManager.54.970.exe
Faulting module path: C:\Windows\Microsoft.NET\Framework64\v4.0.30319\clr.dll
Report Id: 698c46e4-8458-42d7-bbd0-0dca6ba481c7
Faulting package full name:
Faulting package-relative application ID:
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admin
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My guess is this is a .net issue. Can you reinstall .net 4.030319
I will pass this onto the programmer for more comments. Are there exceptions at the same time in the \exception folder?
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admin
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appenginer, programer says
"For this user a .net framework or win repair could fix it"
There are no reports of this error from other uses.
If that fails reset the ram modules in the mother board and or reload win 10
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appengineer
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| Quote: Originally posted by admin | appenginer, programer says
"For this user a .net framework or win repair could fix it"
There are no reports of this error from other uses.
If that fails reset the ram modules in the mother board and or reload win 10 |
I agree, I have reinstalled .net framework, let me see if that resolves it.
/exceptions is empty
Thanks
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admin
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I built a new ES system this week. Here are results. Out of sample after 2019/2/28
results hypothetical but included $25 slippage and $4.80 round turn brokerage
Attachment: Login to view the details
 
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Daniel UK1
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Looks very good Peter, i guess you have used the dual cross entry in entry mode? based on the name of the strategy?
rest is as setting file you shared recently ?
Best
Daniel
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