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Daniel UK1
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Great idea Peter, for times like this, taking a few days of holiday without trading and focus on research is also a great option... to not hit stops
now is more luck than actual edge in a system..
Vacation and research it is for me right now 
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moresi522
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Peter,
I didn't understand very well. You told me to use the 14 indicator as wrote in "Crudeoilmethodology" the use the part4 documentation to find out what?
Step 4 is "Find best primary indicators for the chosen secondary filter"..
I have to use the video methodology or the Crudeoilmethodology?
Could you be a little clearer please?
ps. in step4 you say to launch macro15 . But I'm not able to find out that macro. I saw "file repository" thread but there is no such file
Thanks
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Daniel UK1
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Quote: Originally posted by moresi522  |
Peter,
I didn't understand very well. You told me to use the 14 indicator as wrote in "Crudeoilmethodology" the use the part4 documentation to find out what?
Step 4 is "Find best primary indicators for the chosen secondary filter"..
I have to use the video methodology or the Crudeoilmethodology?
Could you be a little clearer please?
ps. in step4 you say to launch macro15 . But I'm not able to find out that macro. I saw "file repository" thread but there is no such file
Thanks |
Hi Moresi,
You use Peters 14 proposed indicator to find your preferred SF Filters.
Then you could do WF stats and decide on what SF you like best, after that you could do Main indicator stats to find your own best main indicators for
your decided SF filters, those might not at all be like peters 14 proposed and will most likely differ from SF to SF used.
You really dont need macros for all this apart from the usual WF stats, astab, vss etc..
Regards
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RandyT
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| Quote: Originally posted by Daniel UK1 | | Quote: Originally posted by moresi522 |
Peter,
I didn't understand very well. You told me to use the 14 indicator as wrote in "Crudeoilmethodology" the use the part4 documentation to find out what?
Step 4 is "Find best primary indicators for the chosen secondary filter"..
I have to use the video methodology or the Crudeoilmethodology?
Could you be a little clearer please?
ps. in step4 you say to launch macro15 . But I'm not able to find out that macro. I saw "file repository" thread but there is no such file
Thanks |
Hi Moresi,
You use Peters 14 proposed indicator to find your preferred SF Filters.
Then you could do WF stats and decide on what SF you like best, after that you could do Main indicator stats to find your own best main indicators for
your decided SF filters, those might not at all be like peters 14 proposed and will most likely differ from SF to SF used.
You really dont need macros for all this apart from the usual WF stats, astab, vss etc..
Regards
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Just to be clear though, I think Moresi is still working with ES? If so, I understand that Peter still believes that GA SF does not apply to ES and
you should instead use "Auto" or "CloseLessPrevCloseDBpv" for SF when modeling ES market. Not to say you cannot explore GA for ES SF, but I think that
best results have been found without GA for SF.
If I understood Peter's post correctly, I think he was pointing toward recent CL methodology mostly to help with identifying best indicators and some
slight changes to the process from what he posted regarding ES. 50k systems instead of 20k for example.
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Daniel UK1
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Yes true Randy you are correct..., i thought it was about CL, however... i would still test myself.. and just use what we or anyone else say as rough
guidelines or best start..
I will at least myself, redo from scratch ES and every other market after our findings for CL, in order to verify for myself that what i have found
until now, is best for me to use...
One thing that i find interesting though is that after each "from scratch research run", i do for a single, market which perhaps happens 1-2 times
a year, i always find something new or an improved version of my previous "optimal" setup
Regards
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RandyT
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| Quote: Originally posted by Daniel UK1 | Yes true Randy you are correct..., i thought it was about CL, however... i would still test myself.. and just use what we or anyone else say as rough
guidelines or best start..
I will at least myself, redo from scratch ES and every other market after our findings for CL, in order to verify for myself that what i have found
until now, is best for me to use...
One thing that i find interesting though is that after each "from scratch research run", i do for a single, market which perhaps happens 1-2 times
a year, i always find something new or an improved version of my previous "optimal" setup
Regards
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I agree completely. Those are the nuggets we need to find.
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admin
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| Quote: Originally posted by Daniel UK1 | Yes true Randy you are correct..., i thought it was about CL, however... i would still test myself.. and just use what we or anyone else say as rough
guidelines or best start..
I will at least myself, redo from scratch ES and every other market after our findings for CL, in order to verify for myself that what i have found
until now, is best for me to use...
One thing that i find interesting though is that after each "from scratch research run", i do for a single, market which perhaps happens 1-2 times
a year, i always find something new or an improved version of my previous "optimal" setup
Regards
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We seem to be in a loop in development, then find another tweak to improve things. This then enhances the whole process. New indicators are helping
too, and these will flow to the release builds in time.
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moresi522
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Thank you Randy and Daniel,
Yes, I'm working on ES, trying to following the video Methodology. Since It's my first time with GSB I would like to follow a guide to obtain a
"starting point good result", then I will find out my own methodology and improve time after time the result.
You can imagine my disappoint when, only launching 50k to build the baseline I obtain
Top 250 1.129,
Astab 1.182,
Vss 1.240
while Peter in "video methodology"
Top 250 4.906,
Astab 4.807,
Vss 4.106
and I ask to myself how can be possible. And also the following step are so much different in result (mine all worse).
well guys, thanks for your advice.
Honestly I don't know where I'm wrong but I'll just re-start from beginning.
I'll let you know the new results.
Thanks for now
EDIT: After watching very carefully the video I've noticed that building baseline procedure has got different settings from mine. Because I've started
from ES29_31 setting file, but there are some differences from the setting showed in the video( training % Dates Sf indicator for example). Working on
it just now.
I'll Let you know.
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moresi522
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Test done.
28707 Unique systems I though it was enough for testing
setting file is attached
3 indicators
All indicators (tried Beta Mode mode with 84 indicators)
4 operators
8/12 Entry modes
2/4 Norm Mode
SF Mode enabled with CloseLessPrevCloseDBpv (as in video)
0/3 stop loss
0/8 exit modes
date 1900-01-01 end 2015-06-30
DatesMode Trd
Times 0:0:0 - 23:59:0
NthDay 1 Mode NoTrd Period 80
Max Sl 1000
I think they are the identical settings of the video
here the very bad result:
First M1 marco then M3 Macro
Total C,D,E,F =$ 99 (Peter -> Total C,D,E,F = $ 4.906) (image attached)
AStab With Macro M11
Total C,D,E,F =$ 1.273 (Peter -> Total C,D,E,F = $ 4.807)
VSS With Macro M12
Total C,D,E,F =$ 1.465 (Peter -> Total C,D,E,F = $ 4.162)
but has anyone had similar results to those of the video?
if yes, please. Could you share the baseline settings?
Peter could you tell me if my baseline setting file has something wrong?
How can I start to build a live system trading if my demo result are 4 times worst than official methodology?
I admit that I am quite worried
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admin
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| Quote: Originally posted by moresi522 | Test done.
28707 Unique systems I though it was enough for testing
setting file is attached
3 indicators
All indicators (tried Beta Mode mode with 84 indicators)
4 operators
8/12 Entry modes
2/4 Norm Mode
SF Mode enabled with CloseLessPrevCloseDBpv (as in video)
0/3 stop loss
0/8 exit modes
date 1900-01-01 end 2015-06-30
DatesMode Trd
Times 0:0:0 - 23:59:0
NthDay 1 Mode NoTrd Period 80
Max Sl 1000
I think they are the identical settings of the video
here the very bad result:
First M1 marco then M3 Macro
Total C,D,E,F =$ 99 (Peter -> Total C,D,E,F = $ 4.906) (image attached)
AStab With Macro M11
Total C,D,E,F =$ 1.273 (Peter -> Total C,D,E,F = $ 4.807)
VSS With Macro M12
Total C,D,E,F =$ 1.465 (Peter -> Total C,D,E,F = $ 4.162)
but has anyone had similar results to those of the video?
if yes, please. Could you share the baseline settings?
Peter could you tell me if my baseline setting file has something wrong?
How can I start to build a live system trading if my demo result are 4 times worst than official methodology?
I admit that I am quite worried
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you should not be worried, just get the right settings.
there is no way you should have 8 entry types.
any of the cross indicators is ok, but i used dual entry cross
do not use all operators. use mutiply only.
I might be wrong, but I find it hard to believe my docs showed these being used.
also all indicators is not good. you need to do tests to get the indicators in green. normally 9 to 13 is typical.
some of the new indicators were good
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Daniel UK1
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| Quote: Originally posted by moresi522 | Test done.
28707 Unique systems I though it was enough for testing
setting file is attached
3 indicators
All indicators (tried Beta Mode mode with 84 indicators)
4 operators
8/12 Entry modes
2/4 Norm Mode
SF Mode enabled with CloseLessPrevCloseDBpv (as in video)
0/3 stop loss
0/8 exit modes
date 1900-01-01 end 2015-06-30
DatesMode Trd
Times 0:0:0 - 23:59:0
NthDay 1 Mode NoTrd Period 80
Max Sl 1000
I think they are the identical settings of the video
here the very bad result:
First M1 marco then M3 Macro
Total C,D,E,F =$ 99 (Peter -> Total C,D,E,F = $ 4.906) (image attached)
AStab With Macro M11
Total C,D,E,F =$ 1.273 (Peter -> Total C,D,E,F = $ 4.807)
VSS With Macro M12
Total C,D,E,F =$ 1.465 (Peter -> Total C,D,E,F = $ 4.162)
but has anyone had similar results to those of the video?
if yes, please. Could you share the baseline settings?
Peter could you tell me if my baseline setting file has something wrong?
How can I start to build a live system trading if my demo result are 4 times worst than official methodology?
I admit that I am quite worried
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moresi,
If i was you, i would start by deciding where in your process you would decide on Timeframe, SF filter, main indicators and then rest of GSB settings
for this market.
Test one thing at the time, you cant figure out everything at the same time, and you need to keep everything fixed in order to evaluate if what you
are testing is better or worse.. What causes many issues i believe is testing a little bit of entry levels, then perhaps some timeframes, then perhaps
something was seen in forum that some indicators was used, then one tries that... this is not the way imho how you would achieve something good.
Be anal about your own written down process and stick to it, no matter what.
Change only one thing at the time while you keep everything else constant that you are not testing, dont mix testing between these categories of
timeframes, SF Filters, main indicators and other gsb settings.. Change only one thing at the time, record, and then evaluate at the end.
You dont need to understand every detail about GSB, but you do need to understand your own process so it make sense for yourself, and follow it. imho.
This is my personal rough ideas, does not have to be how you go about it though.
Good luck
Thanks received (2):
+1 moresi522 at 2020-03-13 05:16:48 +1 admin at 2020-03-13 03:45:54
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moresi522
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Thank you Peter and Daniel
I'm totaly agree with what are you sayng Daniel. It was only to reproduce a "base howto" and having the same result.
Anyway I'll try to explore more situation and I'll find the most correct for me
and finally, I want to clarify that I find this program a fantastic product.
Thanks received (1):
+1 admin at 2020-03-13 17:31:02
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admin
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There are issues with my crude oil macros, that have taken massive amount of time to identify.
Not all things are resolved. Basically I could not get my fresh install & supplied settings / macros to be as good as whats on my developemtn machine.
I am closer now.
Minor issue, time should be 1430, not 1400. That makes a mild difference.
What I think is much more critical is the indicators used. The 11 used in the macro are far from the ideal combination.
Im just working on how I came up with the list that works the best.
Will update you when thats done.
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Daniel UK1
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To start of the weekend
3 Tips for new GSB traders
that in my imho is good to look into 
- 1, Make sure you limit your strategy new trade end time for example 30 min before session close time, so you dont enter into a new trade just before
ssession closes.
- 2, Limit amount of trades per day to 1
In order to avoid potential issues, for example if trading multiple strategies on same symbol, that they trades in different directions, that you dont
know max total risk per day per strategy if you dont limit it to 1, you also might end up getting stopped out and then right away take a trade in same
direction as you was stopped out.
- 3, You WILL regret after some time after you started with GSB, that you from start did not have a process, that you did not document your testing
into excel in detail including dates, stats and thoughts , that you did not saved each test as a unique opt setting and finally.. that you did not
had a thought trough system for how you saved your opt settings so can find that great SI Opt setting that you used a year ago for that brilliant SI
system that is really killing it and since you did NOT saved your WF results to your excel, you cant compare that either to the new shiny from scratch
SI system you are building..
Happy Saturday
Thanks received (5):
+1 NickW at 2020-03-21 10:09:58 +1 moresi522 at 2020-03-16 03:52:00 +1 OUrocketman at 2020-03-14 20:32:56 +1 RandyT at 2020-03-14 09:29:00 +1 asobi at 2020-03-14 05:12:07
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Carl
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Great tips, Daniel. I fully agree.
Developing systems "on the fly" will get you into trouble after a while.
You really need to structure your development process, document the steps taken and save the gsbopset file with a unique name and/or code.
For the top 10 best systems for every GSB test, I also save the system code.
And I save the results of the top 10 best systems by making GSB screenshots and copying them into a Word document.
For every system in the top 10:
1. screenshot equity line per date
2. screenshot equity line per trade
3. Parameter tab (just to see what indicators and entry modes are used)
4. WF tab
5. TS code (because I am using Tradestation)
And I save further Tradestation test results (backtest, WF and to on) in the same Word document.
Thanks received (1):
+1 admin at 2020-03-15 17:21:00
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admin
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| Quote: Originally posted by Carl | Great tips, Daniel. I fully agree.
Developing systems "on the fly" will get you into trouble after a while.
You really need to structure your development process, document the steps taken and save the gsbopset file with a unique name and/or code.
For the top 10 best systems for every GSB test, I also save the system code.
And I save the results of the top 10 best systems by making GSB screenshots and copying them into a Word document.
For every system in the top 10:
1. screenshot equity line per date
2. screenshot equity line per trade
3. Parameter tab (just to see what indicators and entry modes are used)
4. WF tab
5. TS code (because I am using Tradestation)
And I save further Tradestation test results (backtest, WF and to on) in the same Word document.
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Totally agree. Im using excel instead of word.
so in my gsb config i do
xyz.version57.32_line123 were line123 is the line in excel I have all my notes of whats going on. Often you need to refer to stuff some time back, and
unless you have the records done in great detail, esp the gsb optsettings you get stuck.
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moresi522
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Best practices to find Secondary Filter.
Hi,
i'm, trying to find the best SF for ES. I've read https://trademaid.info/gsbhelp/Crudeoilmethodology.html (aware that it's a "work in progress").
These are the varius steps I followed:
1 - Builded 50k systems, Recorded all the values (Main, Astab and VSS)
2 - Builded 20k Systems, founded best primary indicator.
3 - Applied those indicators.
4 - Enabled all secondary filters (with the indicators founded at point 3), so I have 11 Primary Filter and 84 SF filter (see strategy.png) entry mode
only CrossDualLevels
5 - Builded 50k System to find best sf filter..
And here I don't understand the result, because selecting 25k best fitness systems, put those in Fav A -> Click dx -> Statistics -> Save Params Perfs.
Under Statistics Params. (SF) I have only, well please see image attached. 1 Result, only one , CloseLessPrevCloseFBPrevUnNormalized with ratio 0.5.
I've got the same result launching Macro IndicatorStats+FullSettingsReset_new.gsbmacro (by the way, for your experience is it better selecting half
result then Fav A -> Click dx -> Statistics -> Save Params Perfs or launching the macro?)
How can obtain only 1 result?
I think I'm doing something wrong with build indicators SF and SF Mode with SF Indicator, but It's not very clear for me how they work together.
Thanks
 
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admin
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| Quote: Originally posted by moresi522 | Best practices to find Secondary Filter.
Hi,
i'm, trying to find the best SF for ES. I've read https://trademaid.info/gsbhelp/Crudeoilmethodology.html (aware that it's a "work in progress").
These are the varius steps I followed:
1 - Builded 50k systems, Recorded all the values (Main, Astab and VSS)
2 - Builded 20k Systems, founded best primary indicator.
3 - Applied those indicators.
4 - Enabled all secondary filters (with the indicators founded at point 3), so I have 11 Primary Filter and 84 SF filter (see strategy.png) entry mode
only CrossDualLevels
5 - Builded 50k System to find best sf filter..
And here I don't understand the result, because selecting 25k best fitness systems, put those in Fav A -> Click dx -> Statistics -> Save Params Perfs.
Under Statistics Params. (SF) I have only, well please see image attached. 1 Result, only one , CloseLessPrevCloseFBPrevUnNormalized with ratio 0.5.
I've got the same result launching Macro IndicatorStats+FullSettingsReset_new.gsbmacro (by the way, for your experience is it better selecting half
result then Fav A -> Click dx -> Statistics -> Save Params Perfs or launching the macro?)
How can obtain only 1 result?
Thanks
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for es you are on sf close..bpv. (correct setting)
This is not normalized (forced into range of -100 to 100) and so all of the 84 or so sf are not used.
the 84 sf are only used when sf is on ga (or auto for some markets)
my current testing showed the best sf for es was closed... NOT ga
All ga are normalized from -100 to 100
Thanks received (1):
+1 moresi522 at 2020-03-16 05:32:07
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admin
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soon will have a batch file to compress the ts.bin files used for ewfo.
here 1.72 gb files compress to 47mb.
The next release of ewfo supports .7zip files (bin files zipped up using .7zip)
 
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admin
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https://trademaid.info/gsbhelp/Crudeoilfastrevisedmethodolog...
very significant update how to find the best indicators.
I think this will apply to all markets.
These docs however are for crude oil
Note on crude oil, we are using secondary filter GA with any one of 4 secondary filters, and we uses center scaling and compare2 entry type.
Other markets like ES we use entry cross, and secondary filter closeminusCloseD
But I think the two pass method described is the best.
Hope to update it more tomorrow.
Unrelated.
Right now good to remove or make massive profit targets.
On a Dax system for the predecessor to GSB, I got a 11,000 EUR win a few days ago. (day trade per contract)
The system had a 3000 euro PT previously
yesterday got $6250 per contract on GSBSYS1ES
Stops on systems in general also shouldn't be too tight.
Thanks received (6):
+1 RandyT at 2020-03-23 08:24:35 +1 NickW at 2020-03-21 10:08:23 +1 LucaRicatti at 2020-03-20 16:19:13 +1 Carl at 2020-03-20 01:55:54 +1 Bruce at 2020-03-19 17:56:21 +1 Daniel UK1 at 2020-03-19 13:54:38
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ants222222
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What stop is recommended for the free gsb system? default is 3000?
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admin
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With the rsi exit $2250
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admin
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cl methodology now completed but might need to be polished a little.
https://trademaid.info/gsbhelp/Crudeoilfastrevisedmethodolog...
comments welcome
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asobi
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Hello Peter,
What's the rationale to use "Trading Periods - Post Build"?
Also, for settings under "Trading Periods" and "Trading Periods - Post Build", I saw different configurations (Trd/NoTrd/All/left blank) on different
step of your methodology. Why doing so?
Can you please help elaborate? I got stuck here for quite a long time.
Many thanks!
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admin
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| Quote: Originally posted by asobi | Hello Peter,
What's the rationale to use "Trading Periods - Post Build"?
Also, for settings under "Trading Periods" and "Trading Periods - Post Build", I saw different configurations (Trd/NoTrd/All/left blank) on different
step of your methodology. Why doing so?
Can you please help elaborate? I got stuck here for quite a long time.
Many thanks!
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You can build systems with trading periods of nth no trade, but the post build settings set to all.
This is going to save you changing nth to all on 50,000 systems on your manager. That would take me longer than the building of the original 50,000
For CL I found that building with nth all is best. I suspect that's die to the number of trades being low, not giving a big enough sample
In contrast, for es we build with nth set to no trade, and post build
all.
For indicator stats, we want to build with nth no trade, but then in the manager want them to be nth trade. so this is 100% out of sample. Hope that
helps.
Thanks received (1):
+1 asobi at 2020-04-04 23:31:49
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