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Bruce
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This is all really good feedback, I tried related markets, (across metals, bonds & T-notes, indexes) just couldn't get anything to deliver a better
result than the well documented 29,30 and 31min.
I've recently taken a slightly different tack using a similar methodology to Peters however building on more recent data frame (2010-12312017 IS,
01012018-06312019 OOS) and only focusing on the fittest of systems on OOS data only over the last 18 months or so.
I'm only interested in the OOS output, in that I'm building 50k systems and have the App optimization setting for AutoDate Mode set to NoTrd. Then I
use a macro to filter the top 5000 x fitness, change Date Mode to all, filter the top 1000 for WF, then filter on WF OOS to get top systems. Expose
the best systems to totally unseen data and then selecting the best performers be that NP/DD, Pearsons etc. to PA for final periodical selection.
It's working ok, early days with this, however NQ is working really well, building TPD 30min and 3 x random 5 ticks and 3 x random 10 ticks (for NQ).
Just a slightly different spin, have used this method to build a trade portfolio with, ES, YM, US, TY, GC & HG.
Thanks received (1):
+1 Chituan at 2022-11-21 06:28:23
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saycem
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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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I finally got a chance to try this. My results attached. Seem lower than others?
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admin
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Hi Saycem,
my published results were 11438, and yours are 13133 so I think what you have is fine.
Have I miss-interpreted this?
Peter
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saycem
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Thanks yes I misread yours.
Scrolling through some of the results in Fav D after running macro 6 (VSS) and then macro 3 (stats) and changed Dates to All.
I'm seeing two different types of curves (attached). One has WF to 2015 other is WF 2018-2019? Looks like an error maybe?
 
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admin
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| Quote: Originally posted by saycem | Thanks yes I misread yours.
Scrolling through some of the results in Fav D after running macro 6 (VSS) and then macro 3 (stats) and changed Dates to All.
I'm seeing two different types of curves (attached). One has WF to 2015 other is WF 2018-2019? Looks like an error maybe? |
No Likely if oos over ride org settings is on, and use wf params is on, the wf curve is extended using the parameters in the last run of wf. (2015)
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saycem
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I realise there may be no right answer to this, but I'm interested in what groups to look at to select systems for live trading.
Do you choose from top 2 Family of Fav D after Astab (macro 5)?
or from top two family of Fav D after VSS (macro 6)?
Or do you look at whole 250 WF and pick something with high VS and Astab?
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admin
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| Quote: Originally posted by saycem | I realise there may be no right answer to this, but I'm interested in what groups to look at to select systems for live trading.
Do you choose from top 2 Family of Fav D after Astab (macro 5)?
or from top two family of Fav D after VSS (macro 6)?
Or do you look at whole 250 WF and pick something with high VS and Astab? |
Thats a good question that I have not yet put so much work into.
I would choose the families that have a reasonable amount of members in it.
say you have 250 systems,
the top family might have 30 systems. So system1 of family 1 is my top pick, though other members in the family lower down MIGHT be better.
It would be valid to choose from the 250 or the 90 (top astab) or the 91 top vss.
My thoughts are maybe to choose the one that gave the best metrics out of
the top 250, 90 (astab), 91 (vss)
so lets say top 250 total is 12,000, astab(90) is 12800, and vss (91) is 12300
I would choose systems / families from the top astab 90
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saycem
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Can I confirm that the systems saved in Favourites B and C are not used for anything in this process?
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admin
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| Quote: Originally posted by saycem | | Can I confirm that the systems saved in Favourites B and C are not used for anything in this process? |
Not unless you want a wider , larger rangeof systems
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saycem
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Thanks - a couple of questions on system selection.
How important do you think it is to pick systems without looking at performance from 2016-2019?
If you choose not to look at 2016-2019 performance when selecting once you've picked a system would you then WF all the way through to 2019 before
trading live?
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admin
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| Quote: Originally posted by saycem | Thanks - a couple of questions on system selection.
How important do you think it is to pick systems without looking at performance from 2016-2019?
If you choose not to look at 2016-2019 performance when selecting once you've picked a system would you then WF all the way through to 2019 before
trading live?
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I think I would like to look at all performance, even from 2/2019 to todays date.
I likely would do the 2/2019 till todays date at the end of the process as an extra check and balance
IM only doing wf from 2000 to 2015.6 (unless i do a complete wf back in TS (and i dont do that often)
ne of the reasons is , 2018 -2019 was such a wild year, systems often want a parameter change for those years. I dont like the idea of parameter
change for just one year. In late 2008 we had the same issue due to extreme profits in 2007-mid 2008
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saycem
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Thanks Peter that's interesting about 2018 and makes sense.
So when picking a system you change Global Dates to ALL and look at the original system to 2019 and the WF to 2016. How do you see beyond 2/2019 in
GSB when there is no price data in the price file. It would take to long to load every individual system into TS no?
I just want to distinguish between checking the post 2016 vs using it to determine what system to trade. I'm worried if once you compare oos data to
pick a system it's no longer true oos if you use it to cherry pick the best past performance?
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admin
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| Quote: Originally posted by saycem | Thanks Peter that's interesting about 2018 and makes sense.
So when picking a system you change Global Dates to ALL and look at the original system to 2019 and the WF to 2016. How do you see beyond 2/2019 in
GSB when there is no price data in the price file. It would take to long to load every individual system into TS no?
I just want to distinguish between checking the post 2016 vs using it to determine what system to trade. I'm worried if once you compare oos data to
pick a system it's no longer true oos if you use it to cherry pick the best past performance?
Note quite
I use the wf settings to 2019, but the actual wf was only done to 2015
You can update your price files, and do override original settings, but Im just putting the system into TS. Yes the OOS issue is always with us
humans.
The easier it is too look at oos, the more likely we curve fit. Hence I make things hard for myself and are using TS
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admin
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The next video is due out in < 48 hours. It covers all the entry types and weights & various issues. The video is so over due to be produced, and
there has never been a video thats taken as long to produce as this one, and the few that will follow I hope in the near future. Months of work &
research.
Thanks received (7):
+1 OUrocketman at 2019-10-22 21:49:26 +1 LucaRicatti at 2019-10-22 17:30:04 +1 Bruce at 2019-10-22 03:24:26 +1 Carl at 2019-10-22 03:16:29 +1 Daniel UK1 at 2019-10-22 01:42:11 +1 emsjoflo at 2019-10-22 01:31:11 +1 saycem at 2019-10-22 00:28:46
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admin
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the next video is out. Thanks for the thanks 
https://www.facebook.com/Genetic-System-Builder-by-Trademaid...
comments on fb and forum welcome.
Next will be the market validation video. Basically a video on whats here
There are also small but important to read updates here
https://trademaid.info/gsbhelp/Updates.html
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Daniel UK1
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Thanks for the Video Peter, so looking at the recommended settings etc according to the methodology, it would be interesting to understand if this is
the recommended settings according to you for ALL symbols or just ES?
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admin
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| Quote: Originally posted by Daniel UK1 | | Thanks for the Video Peter, so looking at the recommended settings etc according to the methodology, it would be interesting to understand if this is
the recommended settings according to you for ALL symbols or just ES? |
That's a really good question, that Im keen to know. I dont have resources to tell you that now, but your welcome to try yourself. IM working on the
next video now.
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JasonT
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My notes from the 26 Nov 2019 Methodology Video
Hi folks,
I've taken notes from Peter's most recent methodology video. It wasn't much more effort to convert them into a little guide. Peter has been kind
enough to go through them to confirm the steps are as intended.
I'm posting them here in the event that others may find them useful. Please be aware they are simply notes and not detailed step by step
instructions. That's what the video is for.
Happy for your any feedback or suggestions for improvements.
Attachment: Login to view the details
Thanks received (4):
+1 RandyT at 2019-12-17 11:44:14 +1 LucaRicatti at 2019-12-03 04:36:50 +1 Bruce at 2019-12-02 15:24:00 +1 waldocktrades at 2019-12-02 12:17:38
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admin
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Here are the macro's used in the video.
Please confirm they work ok.
unzip and copy to C:\GSB\Data\Settings\Macros
m1 build systems, wf top 250
m2 change dates to 20150630
m3 do stats: 20190228 is added as the end date for stats. (this is to avoid accidentally changing the benchmark from end date 20190228 if you update
data.)
m4. None
m5. Put top 90 astab-c in Fav D
m6. Put top 91 vss in Fav D
Attachment: Login to view the details
Thanks received (2):
+1 JasonT at 2019-12-07 01:43:14 +1 LucaRicatti at 2019-12-03 04:37:26
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Daniel UK1
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Live traded SI system built on GSB
Sharing results from a live traded system built on GSB if its of interest, very robust. Built for QSI Silver futures for 30 min data. Built using data
only from 2007 to 2015 /02/28... validates great on QSI 60, 120 and 240, and on QCL 60 and 30 etc... First pic is traded system, last picture is
stats from real traded system and rest is validation on different timefrarmes and markets such as oil futures etc.
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admin
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| Quote: Originally posted by Daniel UK1 | Sharing results from a live traded system built on GSB if its of interest, very robust. Built for QSI Silver futures for 30 min data. Built using data
only from 2007 to 2015 /02/28... validates great on QSI 60, 120 and 240, and on QCL 60 and 30 etc... First pic is traded system, last picture is
stats from real traded system and rest is validation on different timefrarmes and markets such as oil futures etc.
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Great to see such postings. Have you tried the new methodology on silver now, and compared to how things were built in the past?
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Daniel UK1
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| Quote: Originally posted by admin | | Quote: Originally posted by Daniel UK1 | Sharing results from a live traded system built on GSB if its of interest, very robust. Built for QSI Silver futures for 30 min data. Built using data
only from 2007 to 2015 /02/28... validates great on QSI 60, 120 and 240, and on QCL 60 and 30 etc... First pic is traded system, last picture is
stats from real traded system and rest is validation on different timefrarmes and markets such as oil futures etc.
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Great to see such postings. Have you tried the new methodology on silver now, and compared to how things were built in the past?
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This systems was built in the early days with me using GSB, however still using strict validation and picked from systems with over 70 PAS that i was
using to narrow down to final pick group. so no, QSI needs to be re tested using latest methodology to see if better results can be achieved.
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admin
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with the macros & methadolgy, my data ended 20190228
However other users are going to have later dates, (not necessarily deliberately)
If thats the case, to keep the benchmark the same for all users, and to give another period out of sample for us to check our work,
macro3 needs a date change.
The end result was the user did a really good job of testing, but tested a few months later
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RandyT
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Just noticing that my M3 macro is a bit different. Is there a place to grab current versions of these? Not sure what ParamStats does and if all of the
Idle steps are necessary in my version of the macro.
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RandyT
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Working on my end to get through one pass of this new methodology. Could someone provide more detail as to where the numbers come from that are shown
in this spreadsheet? I've watched every video I can find and don't really see this specific location or process to get these numbers.
I also am not seeing differences in the values in the Statistics tab after M3 macro runs which makes me suspicious of the current version of the macro
I am using.
Thanks
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