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admin
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GSB CUSTOM INDICATORS
We have completed custom indicators.
http://www.trademaid.info/forum/viewthread.php?tid=17#pid184
Updated docs Jan 16 2018
This means you could have locked and or propriety TS/MC code and use it in GSB.
This is a big job and explains why we have had less updates than usual this week. I hope the first version will be out in the next build.
Under tools, custom indicator
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admin
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This is out in 32.1 Note on a fast computer, it tool TS 4 minutes to write files.
It will be longer if you have lots more steps in the indicators.
They are found in \Data\Indicators Data\{your symbol names}
Vip if you say use 3 data streams, you MUST have custom indicators on the same 3 data streams.
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boosted
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I just tried using Custom Indicator. My custom indicator doesn't use any OHLC as input. The OHLC is accounted for in a function.
How do I go about using this custom indicator with GSB?
Inputs: NumBars(5) ......there are others but they are only used to draw lines.
The main vars: (listed below)
VOpen = VChart(NumBars,Open);
VHigh = VChart(NumBars,High);
VLow = VChart(NumBars,Low);
VClose = VChart(NumBars,Close);
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admin
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I would assume you would mainly be after the close
If so you would use
vChart
close,x:y:z
Otherwise you could make a function called Vhigh(x,h) etc
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boosted
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VHigh(Numbars, High) is a function already listed under the vars section. The other three listed in vars are functions too.
Assuming I just used one of the 4 functions in the vars section
how would I express this exactly in GSB Custom Indicator?
Static (Fixed) Value? My choice of O, H, L, C goes here I assume
Dynamic (Optimization) Min to Max: -8 to 8 (typical range but can go a little higher and lower depending on Numbars input)
Where within GSB Custom Indicator do I take into account the Numbars input?
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admin
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You dont need to use -8 to 8 as GSB normalizes these numbers internally.
numbars I would do as follows.
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boosted
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Quote: Originally posted by admin  | You dont need to use -8 to 8 as GSB normalizes these numbers internally.
numbars I would do as follows.
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OK, thanks. I will try that.
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boosted
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I am using 1 Primary Data and 3 Secondary Data streams with GSB Custom Indicator. I created the TS script for my custom indicator and placed in chart
with all 4 data streams.
I also have my custom indicator applied to each and every one of the 4 data streams.
In Strategies>Properties for ALL I set Max # bars study to 500 and even tried 501 but get an error.
User runtime error. MaxBarsBack must be set to 500.
Confusing error since I did set to 500 and tried 501 but still getting same error every time.
Any suggestions?
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admin
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i would run this code
once Print( "MaxBarsBack", MaxBarsBack);
and see what it says.
Otherwise just disable this code
{Once
Begin
If MaxBarsBack <> 500 Then
Begin
RaiseRunTimeError("MaxBarsBack (Maximum number of bars strategy will reference) must be set to 500 (from Properties for All button, General tab)");
End;
End;}
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boosted
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Neither one of those options worked. I figured disabling the MaxB check would surely work but it didn't.
Still asking for me to increase MaxB setting (its set at 500 and tried 501 also with no luck).
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admin
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You need to look in the print log, and see what once Print( "MaxBarsBack", MaxBarsBack); says
its not possible for you to continue getting that message if you have disabled
RaiseRunTimeError("MaxBarsBack (Maximum number of bars strategy will reference) must be set to 500 (from Properties for All button, General tab)");
The other option is you have two bits of code running on the same chart
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boosted
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I checked Print log and it said MaxBars 500.
I disabled the code you outlined and the error event is the same...."Please increase the MaxBarsBack Setting.
I double checked Strategies. The Custom Indicator Strategy is the only one ON. It turns off immediately and gives MaxB error.
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admin
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Can you send me the code?
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boosted
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would like me to post it here or to your email?
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boosted
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I sent you the ELD's via email since I did not hear back from you.
I forgot, but will do now, send you my .txt data stream files used.
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admin
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Problem was your code needed maxbars set to number of bars /5 + 100 bars for gsb normalize function.
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admin
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vip. max bars back must be the same in gsb left gui, and the gsb indicator. If this is not the case custom indicators will
not work.
The old default was 501, new default is 500
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emsjoflo
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Custom Indicator
Does GSB store the custom indicators as a time series? As a CSV file? If so, can someone post a snippet of the data so I can see how it is
formatted? I don't have Tradestation and I've got a custom indicator I calculated with Excel that I'd like to try.
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admin
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Gsb converts from csv to binary. All you need is the csv.
Must be done on all data streams
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admin
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Here is the custom indicator documentation.
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Please share what works well so we all can benefit.
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cyrus68
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After deciphering the doc guide, it seems to me that GSB constructs a new and independent custom indicator based on the values created by the
original.
The parameters of the new custom indicator are optimised in GSB and are re-optimised in the walk-forward process.
The new hybrid indicator could very well be superior to the original. But it isn't possible to do a comparison between the original fixed-parameter
version and the new customised version within GSB.
The way GSB treats custom indicators is dramatically different from the way Builder does it. In the latter, the parameters are fixed in the EL code
you provide. There is no optimisation whatsoever, but you remain strictly with the original indicator.
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admin
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You can always make a GSB custom indicator that has no steps. I don't see the point as its a backwards move.
Your correct about Builder custom indicator being fixed. No other indicator is fixed in GSB or Builder, so why make the exception to custom
indicators?
I suspect the only reason they are fixed in Builder is its too hard to make Builder do it. (though its possible)
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jptann
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Peter:
Thanks for the new documentation. I had no issues to implement the new custom indicator method. Far superior to Builder. I just need to work on
getting the optimizer to use it. I have some ideas on that, but maybe the indicator is not as great as I have always felt.
Any way to test just the custom indicator for a run? That would be fun to see and well worth the study.
Since the update is a one time thing, and mine took about 10 minutes, I think I will update it weekly. I have to remember that I have to re-run the
one time operation when I change time frames, say from 30 minutes to 15 minutes.
I want to do a test on a number of different time frames. Just more on the "to do" list.
Great job on the custom indicator application. If possible, in the future, is there a way to add an option to run additional time frames at the same
time. That is, generate files for 30M, 15M, 13M etc. I think allowing three different time frames would be sufficient. No big deal, just a future
feature suggestion. It is no issue to run them separately now.
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admin
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Thanks for the kind words on how good the custom indicators are. It was a lot of work that only a percentage of users need.
Next major job is GSB client / server where you can run multiple GSB's. Good for everyone as GSB doesnt drive the CPU fully and if you have the ram,
fine to run a few copies at once.
To run multiple time frames, you will have to run in GSB each time frame. I dont see why you need to update weekly. Its fine to leave some room for
OOS that GSB hasnt seen.
Might be possible to improve speed by a fast file write dll.
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cyrus68
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In reply to jptann.
Your custom indicator, when implemented in GSB, is related to the original but takes a new form, and will behave differently. It could be better. It
could be worse. This applies to all custom indicators.
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