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Quote: Originally posted by RandyT  | 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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I'm hot air ballooning now so can't help till later today. The November 2019 methadolgy should have it and the docs on trademaid.info. Look also under
legacy docs
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RandyT
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I'm working from this doc. https://trademaid.info/gsbhelp/Methodology.html
I've looked at some of the legacy docs there and do not see an answer to my question. I will need a bit more help to get past this.
FWIW, I've taken a copy of the Methodology doc, have created a Google doc and am making changes to this as I work through issues to add more detail,
fix typos and hopefully make it more clear for the next noob.
https://docs.google.com/document/d/1BEtZNssuq_FpRL-SqqxVPDCn...
If anyone would like edit permissions for that doc, just let me know.
Thanks received (2):
+1 Arndt at 2021-05-27 07:08:02 +1 moresi522 at 2020-02-11 09:41:11
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| Quote: Originally posted by RandyT | 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
|
Here is an example of the stats
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RandyT
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Ok, so the numbers shown in the spreadsheet image in the methodology doc are * 1000 then. Could not figure out where they came from.
In far right cell, it says "Total D+E+Ave", but seems it is the total of Avg. C, D, E and F. Correct?
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admin
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Hi Randy
correct on all points. I have updated all the doc
I updated the docs to answer your questions. You need to refreash the browser.
Thanks received (1):
+1 RandyT at 2019-12-19 09:23:35
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RandyT
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I can also confirm that one of the problems I was having with getting correct results was a problem with the macros I was using. I've grabbed a copy
of these from a clean installation and have replaced all macros with versions that are prefixed with macro number. The confirmed problem was in the M3
macro.
Not sure if others were contributing to the result problems.
Not sure if these are the latest.
Might be a good idea to consider versioning this somehow.
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RandyT
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I was doing some indicator test runs and discovered that in the in the optimization settings file that was supplied with GSB install
(ES-IndicatorTesting.gsboptset) you are setting 3 entry modes. In the latest video on the indicator setting topic that starts at 9:50 in the video you
are using one entry mode.
Which is the current best practice?
With the 3 entry modes I get the indicators shown in first image.
With 1 entry mode, I get indicators shown in second image.
 
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admin
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| Quote: Originally posted by RandyT | I was doing some indicator test runs and discovered that in the in the optimization settings file that was supplied with GSB install
(ES-IndicatorTesting.gsboptset) you are setting 3 entry modes. In the latest video on the indicator setting topic that starts at 9:50 in the video you
are using one entry mode.
Which is the current best practice?
With the 3 entry modes I get the indicators shown in first image.
With 1 entry mode, I get indicators shown in second image.
|
I went through your list and see there is two indicators swapped in the two lists. I looked up my old config file and saw that I used
crossdualEntryLevels only on ES. One thing to note is that the identical test may give some variation in 1 or 2 indicators (the weaker ones)
However seeing as CL (crude oil) likes compare1 & compare2 it might pay in the methodology, to determine the best entry type first. This will only
need to be done first time we do tests on a market.
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admin
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| Quote: Originally posted by RandyT | I can also confirm that one of the problems I was having with getting correct results was a problem with the macros I was using. I've grabbed a copy
of these from a clean installation and have replaced all macros with versions that are prefixed with macro number. The confirmed problem was in the M3
macro.
Not sure if others were contributing to the result problems.
Not sure if these are the latest.
Might be a good idea to consider versioning this somehow.
|
When Im back from Vietnam (Christmas time) I will make a separate thread that has the most current macros.
This will get much more useful after settings-full macro is done.
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Daniel UK1
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Optimised entry... in MC we have a setting that can use limit orders for n seconds and then convert them to market if not filled.... have anyone
using Multicharts, done some tests to see if using limit order and then convert those to market if not filled within n seconds, has any positive
impact on fills for live traded systems ? i would be interested to hear if anyone have done some tests...
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Daniel UK1
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Optimised entry... in MC we have a setting that can use limit orders for n seconds and then convert them to market if not filled.... have anyone
using Multicharts, done some tests to see if using limit order and then convert those to market if not filled within n seconds, has any positive
impact on fills for live traded systems ? i would be interested to hear if anyone have done some tests...
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admin
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| Quote: Originally posted by Daniel UK1 | Optimised entry... in MC we have a setting that can use limit orders for n seconds and then convert them to market if not filled.... have anyone
using Multicharts, done some tests to see if using limit order and then convert those to market if not filled within n seconds, has any positive
impact on fills for live traded systems ? i would be interested to hear if anyone have done some tests...
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TS has the same feature. I dont trade with TS, so cant comment.
Im skeptical if it helps much on entries, but think its likely it helps at moc time.
Moc is volatile,and aiming for 1 or 2 ticks more I feel is a good idea.
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RandyT
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| Quote: Originally posted by admin | | Quote: Originally posted by RandyT | I was doing some indicator test runs and discovered that in the in the optimization settings file that was supplied with GSB install
(ES-IndicatorTesting.gsboptset) you are setting 3 entry modes. In the latest video on the indicator setting topic that starts at 9:50 in the video you
are using one entry mode.
Which is the current best practice?
With the 3 entry modes I get the indicators shown in first image.
With 1 entry mode, I get indicators shown in second image.
|
I went through your list and see there is two indicators swapped in the two lists. I looked up my old config file and saw that I used
crossdualEntryLevels only on ES. One thing to note is that the identical test may give some variation in 1 or 2 indicators (the weaker ones)
However seeing as CL (crude oil) likes compare1 & compare2 it might pay in the methodology, to determine the best entry type first. This will only
need to be done first time we do tests on a market. |
Peter,
Wanted to followup this post to ask if you could give a little help as to how to go about testing for best entry mode? Would (could?) this be done
with no indicators selected and all entry modes selected? Is there a similar way of looking at the statistics on entry modes as there are parameter
performance?
tks
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RandyT
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Tutoring on results requested
Peter,
I was hoping you could take a minute to look at some of the output from a recent run to give me some idea of what I may have done wrong to get the
following results. I've seen this on a couple of occasions and suspect I have done something wrong. I'm attaching the opt settings I have used and a
couple of screenshots.
1. Verification seems to have failed miserably. Not sure if that just happens on occasion or if I have something wrong in setup. As you can see, the
verification score is 0/8 for every system.
2. In attachment showing the statistics for each of the different statistic runs you outline in your new methodology, can you solidify for me what you
would focus on given the output? (broad assumption it is valid)
3. Would be very open to any pointers anyone has about the GC market.
Thanks
 
Attachment: Login to view the details
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Daniel UK1
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Hi, i can just share my opinion about my own testing for GC, very very difficult and i have not managed to get any good results at all.. very very
high degradation, bad validation numbers, and bad NP/DD..
however SI with some aid of GC has been my route to something tradable with pretty good numbers... not the other way around..
I am sure though other have done much better and most likely managed to get GC to work..
Just my 2 cents
I someone managed to get GC work, please share some pointers 
Thanks received (1):
+1 RandyT at 2020-01-07 15:46:00
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RandyT
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| Quote: Originally posted by Daniel UK1 | Hi, i can just share my opinion about my own testing for GC, very very difficult and i have not managed to get any good results at all.. very very
high degradation, bad validation numbers, and bad NP/DD..
however SI with some aid of GC has been my route to something tradable with pretty good numbers... not the other way around..
I am sure though other have done much better and most likely managed to get GC to work..
Just my 2 cents
I someone managed to get GC work, please share some pointers
|
Interesting feedback Daniel, I was just running a GC/SI/HG trial and noticed that SI was showing at least double the NP of GC and HG. So I am about to
give a try with SI as the primary. First running an indicator optimization to see what is working on SI.
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admin
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Hi Randy
I havnt done gold for a very long time, and I didnt have the tools in GSB we have now at the time.
First thing
Try your benchmark without the 390 bar (daily) data
then try with SI HG as data2 (30 min)
Whats the session time used in gold?
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RandyT
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| Quote: Originally posted by admin | Hi Randy
I havnt done gold for a very long time, and I didnt have the tools in GSB we have now at the time.
First thing
Try your benchmark without the 390 bar (daily) data
then try with SI HG as data2 (30 min)
Whats the session time used in gold? |
So, based on your response, it really could be possible to see validation results that poor and still have proper configuration?
I will give GC another try as you suggest. Currently chasing down the path that Daniel mentions regarding SI.
This particular run I am showing is a session of 0330-1330 exchange time. (Had some other research that suggested that) I've also been exploring in
the range of 700-1330 which is what I come up with when using your approach to identify higher volume times.
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Hi Randy
"So, based on your response, it really could be possible to see validation results that poor and still have proper configuration?" Yes thats possible.
Depends on the market.
I would test both session times. Sometimes both can be valid, but one better. I like the short session as its more liquid.
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RandyT
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Conquering SI market
| Quote: Originally posted by Daniel UK1 | Hi, i can just share my opinion about my own testing for GC, very very difficult and i have not managed to get any good results at all.. very very
high degradation, bad validation numbers, and bad NP/DD..
however SI with some aid of GC has been my route to something tradable with pretty good numbers... not the other way around..
I am sure though other have done much better and most likely managed to get GC to work..
Just my 2 cents
I someone managed to get GC work, please share some pointers
|
Daniel, thanks for this info. I wanted to go into a bit more detail about what I have tried on SI since reading your comments and see if you have any
other suggestions as to how to find success with SI.
First, I have been trying on SI market, LongShort, Session 0700-1330 Exchange with 2 indicators and have limited the built-in indicators to the
following:
AverageFc
DeCyclerOscillator
DmiMinus
HighestFc
Hurst
KeltnerLowerBand
KeltnerUpperBand
LowestFc
SlowK
StdDev
SuperSmoother
Entry modes seem to only be Compare1 and Compare2.
I have been trying all Normalization modes.
I have experimented with and without StopLoss.
I have been building off of 29, 30 and 31 minute SI data.
Most recently I have been limiting the market timeframe that I am building on from 2012-01-01 to 2018-12-31.
All equity curves seem to degrade over past couple of years. Not clear if that is market or system. I am posting some info to show what I have
achieved to see how this measures up. Might be tradeable... not sure.
You say "with some help from GC". I would love to know what you mean exactly. I've tried earlier in this process to pair SI.30 and GC.30 to see what
happened but did not seem to improve outcomes.
I'd be happy to share the optimization settings file but seems these refuse to load if data path is not found.
Your help is much appreciated.
   
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Hi Randy
here are my two silver systems and bruces silver
I trade live my two, and bruce trades his silver system
mine oos 20190321 but built 2019 04 02
Bruces is a bit older.
all are build on 30 min silver only, but one has 30 min gold data2
zero slippage used.
  
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RandyT
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Thanks Peter, can you give any hints on entry type or comment on my indicator list?
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I dont remember how I made them, but there could be some postings by user Bruce as he published some stuff months back.
Entrytpye1 was used, but try 1&2, 3 inidicators.
Im going to have to try and find my notes on silver
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Daniel UK1
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| Quote: Originally posted by RandyT | | Quote: Originally posted by Daniel UK1 | Hi, i can just share my opinion about my own testing for GC, very very difficult and i have not managed to get any good results at all.. very very
high degradation, bad validation numbers, and bad NP/DD..
however SI with some aid of GC has been my route to something tradable with pretty good numbers... not the other way around..
I am sure though other have done much better and most likely managed to get GC to work..
Just my 2 cents
I someone managed to get GC work, please share some pointers
|
Daniel, thanks for this info. I wanted to go into a bit more detail about what I have tried on SI since reading your comments and see if you have any
other suggestions as to how to find success with SI.
First, I have been trying on SI market, LongShort, Session 0700-1330 Exchange with 2 indicators and have limited the built-in indicators to the
following:
AverageFc
DeCyclerOscillator
DmiMinus
HighestFc
Hurst
KeltnerLowerBand
KeltnerUpperBand
LowestFc
SlowK
StdDev
SuperSmoother
Entry modes seem to only be Compare1 and Compare2.
I have been trying all Normalization modes.
I have experimented with and without StopLoss.
I have been building off of 29, 30 and 31 minute SI data.
Most recently I have been limiting the market timeframe that I am building on from 2012-01-01 to 2018-12-31.
All equity curves seem to degrade over past couple of years. Not clear if that is market or system. I am posting some info to show what I have
achieved to see how this measures up. Might be tradeable... not sure.
You say "with some help from GC". I would love to know what you mean exactly. I've tried earlier in this process to pair SI.30 and GC.30 to see what
happened but did not seem to improve outcomes.
I'd be happy to share the optimization settings file but seems these refuse to load if data path is not found.
Your help is much appreciated.
|
Hi Randy, i think silver is a very good market, however difficult for GSB, but systems seems quite stable. I believe choosing build date is very
important since the market itself has been quite different over the data period.. i dont think i was using data after 2015 to build on though.... the
steep raise in the equity curve in the middle and the relative to that lowering NP over the past years is because of market and not poor system (in my
humble opinion). So i am feeling comfortable trading my SI systems despite this going ahead. With help from GC, i mean that you could use GC as data
2, to help... my research for SI, shows to go for higher timeframes, rather than lower... ... test in that direction and see what you find... my
biggest issue with SI is that most of my good systems behaves very similar, and have very high correlation. On the positive side its one of the
smoothest systems i have,.... also i have found that it needs rather large stops, min 1000 and up...
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Daniel UK1
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Hey everyone, just wanted to check if anyone have had any good results on other markets than S, GC, SI, NG, CL and ES the usual suspects... ?
For example currency futures ? or other interesting tradable markets?
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