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Quote: Originally posted by Daniel UK1  | That sounds awesome, but how in the world do i go about creating a folder when i am in price data popup and create these magic folders  i cant see any option when i am in the "name" list to create antyhing, when i for
example right click i can only CLONE, CLONE + R or DELETE |
Enjoy
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Daniel UK1
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Ahh, thats great Peter thanks. But what i actually meant was one step back, since once does not that often chose pricefiles, but more often change
files one step back while testing, in the popup when you click on price data in the left side of your main GUI.
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admin
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| Quote: Originally posted by Daniel UK1 | | Ahh, thats great Peter thanks. But what i actually meant was one step back, since once does not that often chose pricefiles, but more often change
files one step back while testing, in the popup when you click on price data in the left side of your main GUI. |
You mean like this?
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Daniel UK1
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| Quote: Originally posted by admin | | Quote: Originally posted by Daniel UK1 | | Ahh, thats great Peter thanks. But what i actually meant was one step back, since once does not that often chose pricefiles, but more often change
files one step back while testing, in the popup when you click on price data in the left side of your main GUI. |
You mean like this?
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YES Just imagine how nice it would be to have small folders there for the
individual markets, would make things very neat
And then perhaps subfolders behind that to narrow down into barsizes you work with..
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Daniel UK1
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| Quote: Originally posted by admin | | Quote: Originally posted by Daniel UK1 | Peter, a question about verification and VS, do you verify straight after the build for example the top 250 when out into D, or.. do you verify after
the walkforward has been done?
Perhaps i am stuck in a thougherror... but i am unsure of if a verification done before WF is done, or a verification after WF is done, would be any
different ? and if anything would change if i set USE WF Cur Params WFP, to YES for all systems before Verification...
Thanks |
Good question, im donig verification before wf.
You can test if it works better after, but I felt before did. Let us know your results |
In regards to Verification, i find that VSS always gets worse when doing verification with (Use WF Cur Params wfp) in YES mode.. compared to doing
verification not using (Use WF Cur Params wfp) in YES mode... i cant get the logic for this, could you explain how the verification works please....
it uses either the WF settings or not depending on if you set the above to yes or no... and then it compares those fitness numbers relative to the
used dates not used for training during the original build.. correct? and it only uses the dates in use when you built the systems from start....
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HI Daniel, I have not looked at this closely, but seem to remember your results matched mine in this. I dont understand the reason for this and would
love to know.
One think to check, is the wf stats on B,D,F better than a,c,e. (Its not always the case buy generaly they are better - or at least the Ave Trade PF
etc are)
So if the WF stats are better, I would expect vss to be better on them. We both feel this may not be the case.
Regardless if WF parameters are used, I think if the stability score is higher on the system, its a better system.
What your doing shows you have a good grasp on the finer details if whats going on very deep down. Well done.
Thanks received (1):
+1 Daniel UK1 at 2019-10-04 07:42:17
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appengineer
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Hi Peter,
Just to confirm, we run verify on the top 250 systems (ordered by fitness - A column) or is it top 1000?
Thank you
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| Quote: Originally posted by appengineer | Hi Peter,
Just to confirm, we run verify on the top 250 systems (ordered by fitness - A column) or is it top 1000?
Thank you |
not quite. I use the macro (loaded on m1) that also filters pf and pearsons too.
Use the macro defaults
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appengineer
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| Quote: Originally posted by admin | | Quote: Originally posted by appengineer | Hi Peter,
Just to confirm, we run verify on the top 250 systems (ordered by fitness - A column) or is it top 1000?
Thank you |
not quite. I use the macro (loaded on m1) that also filters pf and pearsons too.
Use the macro defaults |
Hi Peter,
I am talking the manual step where we do have to right click and select verify?
I do use the macros (m1) for selecting top 250,500,1000 systems and WF.
Thank you
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admin
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Hi appengineer
Note the dates are on 2015. (macro2)
So thats done with nth all, oos off, wfparma off (all done in macro2)
all 250 systems in fav a (and wf) are highlighed.
Right click, verify
Then I run macro6, which puts the top 91 systems into fav D
then run macro 3, which does the stats
Thanks received (1):
+1 appengineer at 2019-10-04 17:48:01
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appengineer
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| Quote: Originally posted by admin | Hi appengineer
Note the dates are on 2015. (macro2)
So thats done with nth all, oos off, wfparma off (all done in macro2)
all 250 systems in fav a (and wf) are highlighed.
Right click, verify
Then I run macro6, which puts the top 91 systems into fav D
then run macro 3, which does the stats
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Thanks Peter, we are on the same page.
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admin
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Thanks also for the thanks tick. Its a new feature in the forum. In my head, I have enough content now for the next video. I was stuck on a lot of
things.
Next video is really over due, but spectacular amount of time on this spent with very slow progress
Thanks received (1):
+1 saycem at 2019-10-04 22:52:48
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appengineer
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Hi Peter,
What does it mean when so many systems are grouped into the same family(duplicates?), I have family with 80 members. see attached.
Thank you
 
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admin
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| Quote: Originally posted by appengineer | Hi Peter,
What does it mean when so many systems are grouped into the same family(duplicates?), I have family with 80 members. see attached.
Thank you |
Thats good, it means its popular and so the most robust system that works on many parameters.
I used to think duplicates was bad (but systems 100% the same are removed)
but now I see it as very good. It means much more robust system
GSB has great control over duplicates, and we now have this set to be very loose.
If its tight, you also wont get 50,000 systems.
Take your favorite member from the family. Likely the top few
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appengineer
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A small tweak on the entry mode, enabled CrossCloseD.
Shows positive results too.
  
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admin
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your doing some good work.
I found ncc (no conflicht cross) and aic (any indicator cross)
gave good results in pre 2015, but singificantly worse post 2015.
Not sure why.
these are important gsb options to fine tune. More in the next video
Thanks received (1):
+1 appengineer at 2019-10-06 18:44:11
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Daniel UK1
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Peter, in the latest build there is a dropdown on the left hand side, where you can chose GSB, EasyL, or Ninja for session close... could you
elaborate a bit on this?
Ninja, well thats understandable .... however running MC i am confused.. should i use GSB or EasyL?
Thanks
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| Quote: Originally posted by Daniel UK1 | Peter, in the latest build there is a dropdown on the left hand side, where you can chose GSB, EasyL, or Ninja for session close... could you
elaborate a bit on this?
Ninja, well thats understandable .... however running MC i am confused.. should i use GSB or EasyL?
Thanks |
GSB IS TS/MC code to exit at moc.
EL is setexitonclose,
Its in the comments in the very bottom help box of gsb
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| Quote: Originally posted by Daniel UK1 | Peter, in the latest build there is a dropdown on the left hand side, where you can chose GSB, EasyL, or Ninja for session close... could you
elaborate a bit on this?
Ninja, well thats understandable .... however running MC i am confused.. should i use GSB or EasyL?
Thanks |
Here is the help box. All left men options should be documented here.
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Daniel UK1
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Thank you, i can see that its supported in documentation, overlooked that.. sorry
What would be interesting to understand, is what is the actual difference between GSB logic and EL logic, i understand that its faster to build...
but... what is the difference in reality that makes you recommend to only use it in backtest but not in live trading ? been curios about this even
before,, so good time to ask
Many thanks
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admin
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| Quote: Originally posted by Daniel UK1 | Thank you, i can see that its supported in documentation, overlooked that.. sorry
What would be interesting to understand, is what is the actual difference between GSB logic and EL logic, i understand that its faster to build...
but... what is the difference in reality that makes you recommend to only use it in backtest but not in live trading ? been curios about this even
before,, so good time to ask
Many thanks |
I think the issue is setexitonclose doesnt close your position if you trade with a live ts brokerage account
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Daniel UK1
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Thank you Peter, so in other words for a user not using TS but MC it is no difference then ?
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I have no idea on MC execution. This issue only matters for live execution. Test on a sim account first. Safest to not use setexitonclose if live
trading.
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appengineer
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| Quote: Originally posted by admin | | Quote: Originally posted by Daniel UK1 | Thank you, i can see that its supported in documentation, overlooked that.. sorry
What would be interesting to understand, is what is the actual difference between GSB logic and EL logic, i understand that its faster to build...
but... what is the difference in reality that makes you recommend to only use it in backtest but not in live trading ? been curios about this even
before,, so good time to ask
Many thanks |
I think the issue is setexitonclose doesnt close your position if you trade with a live ts brokerage account |
JFYI, setexitonclose also seems not to be reliable in SIM TC account, two of my strategies didn't exit on close yesterday.
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admin
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| Quote: Originally posted by appengineer | | Quote: Originally posted by admin | | Quote: Originally posted by Daniel UK1 | Thank you, i can see that its supported in documentation, overlooked that.. sorry
What would be interesting to understand, is what is the actual difference between GSB logic and EL logic, i understand that its faster to build...
but... what is the difference in reality that makes you recommend to only use it in backtest but not in live trading ? been curios about this even
before,, so good time to ask
Many thanks |
I think the issue is setexitonclose doesnt close your position if you trade with a live ts brokerage account |
Thanks for update.
One issue is, if close occurs say at 1500:00 and thats when the market actually closes, close wont work.
If market closes at 1515:00 then it MIGHT work. (set exit on close)
Other close ie if time >=1500 then sell to close will work if market closes 1515
JFYI, setexitonclose also seems not to be reliable in SIM TC account, two of my strategies didn't exit on close yesterday.
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