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admin
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Quote: Originally posted by Daniel UK1  | 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 |
correct on all points.
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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
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Hi Peter,
I used your settings and followed your steps in building ES system.s I see some good result on the statistics, I am not sure if I cheated or just
lucky.
The systems built seems to have a low fitness number.
I have grouped the top 91 systems into families and the family with highest number of members has only 5 members.
I have attached some screenshots, let me know how you interpret this result.
Thanks
   
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admin
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Appengineer,
those numbers are higher than I could achieve, and I have spend massive time on these tests. 16,000 is about as high as I get, and thats rare.
You got a total of 21270. The most obvious human error is you did a wf from 2000 to 2018, not 2000 to 2015.
Im happy to look at teamviewer to confirm what your doing. The other alternative is you dodn something brilliant.
Another option is you data ends now, not feb 28 2019 (which mine does)
There have been some decent wins since feb 2019
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appengineer
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| Quote: Originally posted by admin | Appengineer,
those numbers are higher than I could achieve, and I have spend massive time on these tests. 16,000 is about as high as I get, and thats rare.
You got a total of 21270. The most obvious human error is you did a wf from 2000 to 2018, not 2000 to 2015.
Im happy to look at teamviewer to confirm what your doing. The other alternative is you dodn something brilliant.
Another option is you data ends now, not feb 28 2019 (which mine does)
There have been some decent wins since feb 2019
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I will send you team viewer details. Something is off, the pearson(R-F) is also too low.
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admin
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appengineer, the metrics you show are from the 2018 to 2019 period, thats why the metrics are so low. To me the bigger issue is why are your results
so (too??) good
You cant get high pearsons over a really short period. Thats not a issue at all, just a mathematical fact
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appengineer
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| Quote: Originally posted by admin | appengineer, the metrics you show are from the 2018 to 2019 period, thats why the metrics are so low. To me the bigger issue is why are your results
so (too??) good
You cant get high pearsons over a really short period. Thats not a issue at all, just a mathematical fact |
Thanks Peter, I have started to understand the process a little better.
Can you share the best stats you have achieved so far for ES? This will provide an idea of what we can aim for.
If the Trades Count is low (Full period max=93) for the final systems chosen after completing all the steps. Is the any need to evaluate the top
system in each family or you just start a new build?
   
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admin
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| Quote: Originally posted by appengineer | | Quote: Originally posted by admin | appengineer, the metrics you show are from the 2018 to 2019 period, thats why the metrics are so low. To me the bigger issue is why are your results
so (too??) good
You cant get high pearsons over a really short period. Thats not a issue at all, just a mathematical fact |
Thanks Peter, I have started to understand the process a little better.
Can you share the best stats you have achieved so far for ES? This will provide an idea of what we can aim for.
If the Trades Count is low (Full period max=93) for the final systems chosen after completing all the steps. Is the any need to evaluate the top
system in each family or you just start a new build? |
what youve done is very good, and I dont get much better than what youve done. Occasionally you get a result thats a moderate amount better, but then
its not repeatable.
One comment. There are new bugs in MC, and some bugs in GSB. The any indicators cross is faulty. Not many users have used this. Much of this will be
fixed in the next build
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appengineer
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| Quote: Originally posted by admin | | Quote: Originally posted by appengineer | | Quote: Originally posted by admin | appengineer, the metrics you show are from the 2018 to 2019 period, thats why the metrics are so low. To me the bigger issue is why are your results
so (too??) good
You cant get high pearsons over a really short period. Thats not a issue at all, just a mathematical fact |
Thanks Peter, I have started to understand the process a little better.
Can you share the best stats you have achieved so far for ES? This will provide an idea of what we can aim for.
If the Trades Count is low (Full period max=93) for the final systems chosen after completing all the steps. Is the any need to evaluate the top
system in each family or you just start a new build? |
what youve done is very good, and I dont get much better than what youve done. Occasionally you get a result thats a moderate amount better, but then
its not repeatable.
One comment. There are new bugs in MC, and some bugs in GSB. The any indicators cross is faulty. Not many users have used this. Much of this will be
fixed in the next build |
Just to share, I think I'm onto something, here are the result from today's build for ES.
Peter - once we import the strategy on TS, what verification do you perform to make sure GSB and TS results are the same?
  
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admin
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appenginer, the metrics in the ts code should match whats on ts. 98%+ the same is ok.
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appengineer
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Looks like a good ES system OOS from 03/01/2018 to date, what do you say Peter?
Attachment: Login to view the details
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admin
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It looks good from what I can see. Same observation on my systems is that most profit in last few years is short.
Thanks received (1):
+1 appengineer at 2019-09-19 22:00:03
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appengineer
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| Quote: Originally posted by Bruce |
Peter, These latest updates are working great!
I just wanted to share a really simple build that is delivering solid results. Here I've just used the ES30 with the NQ30 and YM30 (instead of
ES29,ES31), followed the same process you've outlined in the help using your Macros and the results can be seen. I know you are likely doing better,
however, I'm just a hack and let's not forget you're the pro! 
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Also seeing positive results when using ES30 with NQ30 and YM30. Verification Data has random noise on ES30
  
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admin
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| Quote: Originally posted by appengineer | | Quote: Originally posted by Bruce |
Peter, These latest updates are working great!
I just wanted to share a really simple build that is delivering solid results. Here I've just used the ES30 with the NQ30 and YM30 (instead of
ES29,ES31), followed the same process you've outlined in the help using your Macros and the results can be seen. I know you are likely doing better,
however, I'm just a hack and let's not forget you're the pro!
I dont feel like a pro, been chasing my tail for a long time trying to dig down very deep to how things are working, but feel I made progress today.
I would like to know what you did differently here.
Just ym nq in replacement of es29 and es 31?
Your c vs d results are much higher, likely because the wf is only done on es 30
(thats fine but I find what youve done interesting)
Was it just the verification included extra markets, or was it the random noise and the extra markets?
Had a thought provoking weekend. Assumptions being challenged (in areas not to do with trading) Chickens, termites, dogs & talking parrot. In life
there a little clues we ignore.
In Vanuatu meet a very enterprising educated guy. He says the chicken he wants to kill to eat, is normally in the yard further-est away from him,
hiding behind all the other chickens. This a few 100 meters away from where the survivor show was filmed.
In the past I would have ignored the fact that a specific chicken (are really dumb) would know sometome wants to kill them.. My regret however is I
found out too late he owns a shot gun and 22 rifle. We stayed in an area with lots of illegal roosters that decided to sing at 4am. Have never wanted
a gun so badly. Roosters illegal as its a residential area.
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Also seeing positive results when using ES30 with NQ30 and YM30. Verification Data has random noise on ES30 |
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appengineer
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| Quote: Originally posted by admin | | Quote: Originally posted by appengineer | | Quote: Originally posted by Bruce |
Peter, These latest updates are working great!
I just wanted to share a really simple build that is delivering solid results. Here I've just used the ES30 with the NQ30 and YM30 (instead of
ES29,ES31), followed the same process you've outlined in the help using your Macros and the results can be seen. I know you are likely doing better,
however, I'm just a hack and let's not forget you're the pro!
I dont feel like a pro, been chasing my tail for a long time trying to dig down very deep to how things are working, but feel I made progress today.
I would like to know what you did differently here.
Just ym nq in replacement of es29 and es 31?
Your c vs d results are much higher, likely because the wf is only done on es 30
(thats fine but I find what youve done interesting)
Was it just the verification included extra markets, or was it the random noise and the extra markets?
Had a thought provoking weekend. Assumptions being challenged (in areas not to do with trading) Chickens, termites, dogs & talking parrot. In life
there a little clues we ignore.
In Vanuatu meet a very enterprising educated guy. He says the chicken he wants to kill to eat, is normally in the yard further-est away from him,
hiding behind all the other chickens. This a few 100 meters away from where the survivor show was filmed.
In the past I would have ignored the fact that a specific chicken (are really dumb) would know sometome wants to kill them.. My regret however is I
found out too late he owns a shot gun and 22 rifle. We stayed in an area with lots of illegal roosters that decided to sing at 4am. Have never wanted
a gun so badly. Roosters illegal as its a residential area.
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Also seeing positive results when using ES30 with NQ30 and YM30. Verification Data has random noise on ES30 |
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Hi Peter,
Not sure if the response is directed to me but
1. Yes,I only replaced es29 and es 31 with ym nq
2. Verification was only on ES with random noise, NO extra markets.
Thanks
Thanks received (1):
+1 admin at 2019-09-24 20:32:39
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admin
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Hi AppEngineer,
yes it was redirected to you. Your results are better than the final figures show ie total CDEF 11438 as the final figures aveD 4107.. and AveF 3360
are extremely high and represent a walk forward done only on ES, but out of sample. Im going to do more testing on this down the track. Well done.
Thanks received (1):
+1 appengineer at 2019-09-24 20:42:07
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appengineer
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Here is another okay ES system, seems to be going flat lately though
Attachment: Login to view the details
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admin
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Keep up the good work 
Thanks received (1):
+1 appengineer at 2019-09-28 09:51:11
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Daniel UK1
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@appengineer and Peter, after some tests i find that systems is much harder to build using NQ30 and YM30 instead of ES 29, 31... Is this your finding
also? not saing its not good, i just mean that it takes longer time to build.. thanks for sharing
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admin
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| Quote: Originally posted by Daniel UK1 | | @appengineer and Peter, after some tests i find that systems is much harder to build using NQ30 and YM30 instead of ES 29, 31... Is this your finding
also? not saing its not good, i just mean that it takes longer time to build.. thanks for sharing |
Yes, and that is no surprise. Its harder to find a system that works on other markets without degradation. You can loosen the pearsons and or pf
figure a little.
Im testing this method right now, and will let you know the results
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admin
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| Quote: Originally posted by appengineer | | Quote: Originally posted by Bruce |
Peter, These latest updates are working great!
I just wanted to share a really simple build that is delivering solid results. Here I've just used the ES30 with the NQ30 and YM30 (instead of
ES29,ES31), followed the same process you've outlined in the help using your Macros and the results can be seen. I know you are likely doing better,
however, I'm just a hack and let's not forget you're the pro!
|
Also seeing positive results when using ES30 with NQ30 and YM30. Verification Data has random noise on ES30 |
Did you try other combinations? rty(Russell 2000) and emd was not as good.
My results were similar to yours
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appengineer
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| Quote: Originally posted by Daniel UK1 | | @appengineer and Peter, after some tests i find that systems is much harder to build using NQ30 and YM30 instead of ES 29, 31... Is this your finding
also? not saing its not good, i just mean that it takes longer time to build.. thanks for sharing |
Hi Daniel,
Yes it takes a while to build but I normally leave it to run over night.
Thanks
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appengineer
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| Quote: Originally posted by admin | | Quote: Originally posted by appengineer | | Quote: Originally posted by Bruce |
Peter, These latest updates are working great!
I just wanted to share a really simple build that is delivering solid results. Here I've just used the ES30 with the NQ30 and YM30 (instead of
ES29,ES31), followed the same process you've outlined in the help using your Macros and the results can be seen. I know you are likely doing better,
however, I'm just a hack and let's not forget you're the pro!
|
Also seeing positive results when using ES30 with NQ30 and YM30. Verification Data has random noise on ES30 |
Did you try other combinations? rty(Russell 2000) and emd was not as good.
My results were similar to yours |
Thanks Peter - I haven't tried another combination yet, still running builds using NQ and YM to see if the performance is consistent, so far that's
the case.
Good to know RTY and EMD are not as good.
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admin
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I tried YM, nq, emd rty (ER2000), but not exhausive combination
The best symbol by itself was NQ, with a more distanct YM
NQ YM with ES however were looking like they had some promise. However Im not decided either way on this issue yet
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appengineer
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Hi Peter,
Could you explain the nth day concept?
My understanding is GSB will take a trade every 80th day if there is a signal generated on that day, is that correct?
If so, the training data becomes so small given there is only 253 trading days a year.
Thank you.
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admin
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| Quote: Originally posted by appengineer | Hi Peter,
Could you explain the nth day concept?
My understanding is GSB will take a trade every 80th day if there is a signal generated on that day, is that correct?
If so, the training data becomes so small given there is only 253 trading days a year.
Thank you. |
Its going to average out to 50% of the days in the years chosen are out of sample. Generally the various people who know what they are doing and
promote their own methodology often use high out of sample figures than this. GSB however has a lot more validation methods than most other people.
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