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Sten
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So, to draw conclusion from our discussion, I need the following:
- A macro command to run an external .exe file;
- A macro command to save Fav.A / Fav.B strategies into some folder on disk;
- Possibly an option to disable showing a shell window when "Genetic Algorithm to EWFO" finishes (I did not test it on multiple strategies and from a
macro, but when I run "Genetic Algorithm to EWFO" on one strategy from a GUI, it shows a shell window in the end).
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admin
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Hi Sten, the disable shell has been done. I think its in the current ewfo, but if not I just need to upload the new version. Please confirm
Im open to all your requests, but if you use the families, wf them most of your task is done.
Will discuss the finer points of this with the programmer tomorrow.
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Sten
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Peter, yes EWFO now has a --silent option that disables a shell window. That's ok.
I was referring to the "Genetic Algorithm to EWFO" command in GSB which also shows a shell window in the end. But I did not test how this works from a
macro command, so do not mind for now. We can return to this item later if needed.
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admin
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Hi Sten
my reply in CAPS
- An ability to run an external script with parameters from a macro when each WFO tests finishes. That already allows me to do some automation
[Highest Priority].
YOU DONT NEED THIS. JUST WAIT TILL ALL WF ARE DONE. THEN MAKE A SCRIPT THAT SCANS C:\Program Files (x86)\TradeStation 9.5\WFO\data
- An ability to export the system being processed into .gsbsystem file (I can use AutoSave feature to automatically save all most-interesting systems
and then use system ID to find the system on disk from a script). So in the worst case I can leave without this feature. [Middle Priority]
I COULD ADD THIS INTO MACROS, THOUGH SHORT TERM MANUAL OPERATION SHOULD BE OK.
- Export list of trades and/or system statistics into external file from a macro for every WFO. Since I'm able to filter and select best systems from
a macro, and place them into Fav.A, I can live without access to system stats in an external script. Also, I looked into uncompressed .gsbsystem file
and found it already includes all system statistics for Full and Training periods, and the file is in a JSON format. I didn't find stats for test
segment inside .gsbsystem file, probably as I'm using "Training: 100% with Nday: 80 settings". Anyway, this item is [Lowest Priority].
THIS CAN BE DONE
So, what I need the most is an ability to run an external script to process every WFO test results from a macro.
PLEASE CONFIRM YOUVE TESTED YOUR WORKFLOW, AND REALLY WANT THIS DONE.
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Sten
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> YOU DONT NEED THIS. JUST WAIT TILL ALL WF ARE DONE. THEN MAKE A SCRIPT THAT SCANS
Well, there is a difference between fully automated workflow and the need to run all WF, then wait several hours, then manually run a script.
> PLEASE CONFIRM YOUVE TESTED YOUR WORKFLOW, AND REALLY WANT THIS DONE.
No, I can not confirm.
GSB generates an exception during wf_stats macro and sometimes in other circumstances, and then goes into a "broken" state when it does not work
reliably (reported in another thread). Strategy code that I imported into MultiCharts does not generate any trades (probably, that can be related to
the MultiChart's bug with nested calls).
For now I decided to give it a pause, as nothing works as expected.
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Daniel UK1
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Hi Sten, as a Multicharts user, i can confirm that my GSB MC generated code delivers almost identical to GSB tradelist in MC. Not sure why its not in
your case.
I can also confirm that i get sometimes these exception error signs, however they have no had any impact on performance of GSB in my case .
Not saying that everything is perfect all the time, however i find that GSB is very stable and has never crashed or become "broken".
Hope you manage to sort things out..
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Sten
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Daniel UK1, thanks for your feedback!
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RandyT
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Ability to use GSB to manage saved results
Trying to get my head around a way to manage results with the ability to go back and find systems for a specific market that might have some minimum
performance value like PF, Trade Count, etc.
It would be interesting to have the ability to open GSB and point it to a folder where system results have been saved and then further filter those
results based on market and these other parameters.
As it is, opening saved systems is a bit hit or miss as the name given to them when saved does not provide much to go on. Perhaps there are better
ways of doing this. I am just becoming familiar with this challenge.
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admin
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Quote: Originally posted by RandyT  | Trying to get my head around a way to manage results with the ability to go back and find systems for a specific market that might have some minimum
performance value like PF, Trade Count, etc.
It would be interesting to have the ability to open GSB and point it to a folder where system results have been saved and then further filter those
results based on market and these other parameters.
As it is, opening saved systems is a bit hit or miss as the name given to them when saved does not provide much to go on. Perhaps there are better
ways of doing this. I am just becoming familiar with this challenge. |
Not sure if Im clear what you say. You can save and load systems in whatever folders you want, as well as filename prefex etc
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RandyT
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Peter,
I first don't see a way to specify the destination of the file. Saving files seems to default to "Data/Saved Systems".
I do see that I can add a prefix which could help. Would be nice if it was possible to set some default pattern to use as a prefix in order to avoid
inconsistencies when saving files. Much like a photo management program does. @MARKET-@TF-@DIR could be expanded to automatically save as
ES-30-ShortOnly-filename. This would allow writing scripts and other tools to easily crawl a directory full of these files to display systems with
certain characteristics.
Or better yet, let GSB crawl that folder of saved systems.
My suggestion though is to enable GSB to be used for that same directory crawling of systems and point it to open a folder. It could then parse the
contents of that folder and present options to filter the saved systems based on market, timeframe, direction, etc.
Happy to speak about this if that would make it more clear.
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admin
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| Quote: Originally posted by RandyT | Peter,
I first don't see a way to specify the destination of the file. Saving files seems to default to "Data/Saved Systems".
I do see that I can add a prefix which could help. Would be nice if it was possible to set some default pattern to use as a prefix in order to avoid
inconsistencies when saving files. Much like a photo management program does. @MARKET-@TF-@DIR could be expanded to automatically save as
ES-30-ShortOnly-filename. This would allow writing scripts and other tools to easily crawl a directory full of these files to display systems with
certain characteristics.
Or better yet, let GSB crawl that folder of saved systems.
My suggestion though is to enable GSB to be used for that same directory crawling of systems and point it to open a folder. It could then parse the
contents of that folder and present options to filter the saved systems based on market, timeframe, direction, etc.
Happy to speak about this if that would make it more clear. |
Will reply on monday. Prefix etc can be done in current gsb, and you can save into other folders with current GSB
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asd9025253
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verification improvements
Hi, peter,
When I am building a future strategy, there are too many data files. Normally, when you use (WFP), and try to verify again, nothing happend to other
month. So, I need to check them all one by one when a WF process is done, and I need to verify in Multicharts window.
before replaced
after replaced
Here is some suggestion to do verification:
1. Add the verification to WF parameter replaced strategy.
Could you add 'WFP verify' and display such a result in GSB TOP GUI TABS?
2. Ability to check the verification month's trades data in normal and WFP.
It is saving times in future trading.
Thank you, peter.
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admin
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| Quote: Originally posted by asd9025253 | Hi, peter,
When I am building a future strategy, there are too many data files. Normally, when you use (WFP), and try to verify again, nothing happend to other
month. So, I need to check them all one by one when a WF process is done, and I need to verify in Multicharts window.
before replaced
after replaced
Here is some suggestion to do verification:
1. Add the verification to WF parameter replaced strategy.
Could you add 'WFP verify' and display such a result in GSB TOP GUI TABS?
2. Ability to check the verification month's trades data in normal and WFP.
It is saving times in future trading.
Thank you, peter. |
Your images dont work, so I dont understand.
You posted url pictures, and even the url gives an error.
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Daniel UK1
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Would be really great to have a simplified Cluster analys of WF in GSB, where you set your test criteria and get a score depending on how many it
passed.. i think it could be helpful.
I do understand there us EWO, but this would be a first simplified check in GSB..
Would also be great to be able to test exit and entry compared to random of systems..
I am sure there is more important things higher up the roadmap, but these would be helpful
@Peter, do you use Cluster analysis of your systems?
Thanks
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RandyT
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| Quote: Originally posted by Daniel UK1 | Would be really great to have a simplified Cluster analys of WF in GSB, where you set your test criteria and get a score depending on how many it
passed.. i think it could be helpful.
I do understand there us EWO, but this would be a first simplified check in GSB..
Would also be great to be able to test exit and entry compared to random of systems..
I am sure there is more important things higher up the roadmap, but these would be helpful
@Peter, do you use Cluster analysis of your systems?
Thanks |
I would second this request. I've also mentioned this to Peter in conversations.
Thanks received (1):
+1 Daniel UK1 at 2020-02-14 09:20:36
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admin
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| Quote: Originally posted by Daniel UK1 | Would be really great to have a simplified Cluster analys of WF in GSB, where you set your test criteria and get a score depending on how many it
passed.. i think it could be helpful.
I do understand there us EWO, but this would be a first simplified check in GSB..
Would also be great to be able to test exit and entry compared to random of systems..
I am sure there is more important things higher up the roadmap, but these would be helpful
@Peter, do you use Cluster analysis of your systems?
Thanks |
i very rarely use cluster analysis, though for other traders its a backbone of validation. We however have other tools that are much simpler and
faster. I will think on this. EWFO is the specialized product for this at the moment, and yes there are much more critical things to be done. It might
happen though in time.
Im playing around with cluster analyses on the cl market right now.
It was nice to see my CL system did well in it, but it was hours of work to optimize in ts etc.
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emsjoflo
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Peter,
It would mean a lot if you could add the attached indicators(functions) to GSB. Simple as they may appear, I have been working on them for about 5
years and I can't use your methodology to test them as custom indicators because of limitations in the custom indicators module. They should be
fairly easy to code into GSB because they are time based and are the same for every symbol they are attached to.
Attachment: Login to view the details
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admin
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| Quote: Originally posted by emsjoflo | Peter,
It would mean a lot if you could add the attached indicators(functions) to GSB. Simple as they may appear, I have been working on them for about 5
years and I can't use your methodology to test them as custom indicators because of limitations in the custom indicators module. They should be
fairly easy to code into GSB because they are time based and are the same for every symbol they are attached to. |
Can you show me the source of these so I can check they are public domain?
Is there evidence that moon / tides are usable in trading?
What specific limitation in there in CI for you?
In GSB 2, its planned to have DLL files to be used for this.
If you strongly want these added, and they are public domain, I can add. In life there are ideas that I thought crazy, but they were very correct.
Read a great book on dogs who know there owners are coming home well before they arrive. Numerous dog owners I spoke to experience this - though the
average dog likely doesnt have this sensitivity. There are a lot of implication about this 'doggy' fact.
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emsjoflo
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Peter,
I created the indicators myself and I understand they will be public domain once incorporated into GSB. I'm willing to share and I doubt if they will
be widely used because they only work in conjunction with other indicators in a narrow band.
I believe there is some merit to time-bases cycles and I have read others who agree. I can send you documentation if desired.
I can explain my frustrations with Custom Indicators in another post if you want. I can't use CIs with verification, multiple data sources and the
CIs don't show up in the statistics, force use doesn't do anything, and the graphs and statistics change when I click on the generated systems. I also
get multiple errors on the platform when trying to run, and CIs work better with standalone than manager/workers.
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admin
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| Quote: Originally posted by emsjoflo | Peter,
I created the indicators myself and I understand they will be public domain once incorporated into GSB. I'm willing to share and I doubt if they will
be widely used because they only work in conjunction with other indicators in a narrow band.
I believe there is some merit to time-bases cycles and I have read others who agree. I can send you documentation if desired.
I can explain my frustrations with Custom Indicators in another post if you want. I can't use CIs with verification, multiple data sources and the
CIs don't show up in the statistics, force use doesn't do anything, and the graphs and statistics change when I click on the generated systems. I also
get multiple errors on the platform when trying to run, and CIs work better with standalone than manager/workers.
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I wasnt so aware of the limitations. In time they will all get fixed. I will add them to the indicator library in the beta tester mode.
We now have a third programmer, so good job for him
If they turn out to work, they will get added for all users.
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admin
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| Quote: Originally posted by emsjoflo | Peter,
I created the indicators myself and I understand they will be public domain once incorporated into GSB. I'm willing to share and I doubt if they will
be widely used because they only work in conjunction with other indicators in a narrow band.
I believe there is some merit to time-bases cycles and I have read others who agree. I can send you documentation if desired.
I can explain my frustrations with Custom Indicators in another post if you want. I can't use CIs with verification, multiple data sources and the
CIs don't show up in the statistics, force use doesn't do anything, and the graphs and statistics change when I click on the generated systems. I also
get multiple errors on the platform when trying to run, and CIs work better with standalone than manager/workers.
|
moon etc are in 57.11 build (Alphas tester mode only )(not released yet)
Did a quick test on CL with RSI as secondary filter, and they didnt appear in the list
We now have 81 indicators in alpha build GSB
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RandyT
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| Quote: Originally posted by admin | | Quote: Originally posted by emsjoflo | Peter,
I created the indicators myself and I understand they will be public domain once incorporated into GSB. I'm willing to share and I doubt if they will
be widely used because they only work in conjunction with other indicators in a narrow band.
I believe there is some merit to time-bases cycles and I have read others who agree. I can send you documentation if desired.
I can explain my frustrations with Custom Indicators in another post if you want. I can't use CIs with verification, multiple data sources and the
CIs don't show up in the statistics, force use doesn't do anything, and the graphs and statistics change when I click on the generated systems. I also
get multiple errors on the platform when trying to run, and CIs work better with standalone than manager/workers.
|
moon etc are in 57.11 build (Alphas tester mode only )(not released yet)
Did a quick test on CL with RSI as secondary filter, and they didnt appear in the list
We now have 81 indicators in alpha build GSB |
I've done a fair bit of testing with these in both CL and ES and am not seeing them get picked up in the development runs either.
FWIW, I have seen TRIX, MACD, DetrendedPriceOsc, AvgDeviation, AverageUp/DnMove appearing in some results but I don't think any of those systems have
made it through all phases of testing.
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emsjoflo
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alpha build
Peter,
How soon do you think the new version will be released? Or could I try the alpha build?
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admin
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will send you 57.15 in a few minutes. Not well tested by me.
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Daniel UK1
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HI Peter, i know your list is full... however, i think it would be worthwhile since we now are reaching a quite high amount of indicators, to start
to divide them in groups...
For example momentum indicators, volume etc.. *not sure where to put the moon stuff .. but i think even a small and simple grouping would help...
and not to mention the possibility to change data path for whole gsb so one can easily move from ssd to dropbox for example...
Anyway, thanks for great support and development of GSB..
Thanks received (1):
+1 RandyT at 2020-04-16 08:42:42
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