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Author: Subject: GSB free systems, what was the out of sample results like??
bud67
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[*] posted on 1-8-2019 at 02:14 PM


The trade list of GSBsys1 from your website is missing 2 losing trades:

7/5/2019 - 655
8/1/2019 - 742



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[*] posted on 2-8-2019 at 02:00 AM


Quote: Originally posted by bud67  
The trade list of GSBsys1 from your website is missing 2 losing trades:

7/5/2019 - 655
8/1/2019 - 742


Hi Bud67

Thanks for pointing that out. There is a exception error, so i need the programer to fix this.


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[*] posted on 2-8-2019 at 05:58 AM


Its fixed now. You may need to do a refresh on your browser to get it to update

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bud67
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[*] posted on 2-8-2019 at 11:57 AM


The trade from 7/5 is still missing.

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[*] posted on 2-8-2019 at 04:53 PM


Quote: Originally posted by bud67  
The trade from 7/5 is still missing.


Its not on my chart, so I will not change the report.



sys1.png - 51kB


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bud67
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[*] posted on 3-8-2019 at 01:25 AM


Well, that's strange
When I use ES.D the trade isn't there.
Change it to ESU19 and the trade appears (I reloaded both symbols).
And the trade really happened, I took it.


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[*] posted on 27-2-2020 at 04:09 PM


I looked at the free system (for GSB purchasers) today.
Note systems are now made with much better validation, but its good to see the system held up.


shown is the out of sample results only, with $30 r/t slippage and commision
gsbsys2.png - 44kB


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kiwibird
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[*] posted on 21-3-2020 at 03:26 PM
Free system simulation results for last three weeks


On the default forum there hasn't been any sharing for how the free systems and otherwise have done in the last three weeks of market volatility. The reader is left with the impression either results have been poor or so stupendous no one wants to talk about their trading(simulation) results.

Please enlighten stealth members of this forum.


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Daniel UK1
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[*] posted on 21-3-2020 at 04:10 PM


Quote: Originally posted by kiwibird  
On the default forum there hasn't been any sharing for how the free systems and otherwise have done in the last three weeks of market volatility. The reader is left with the impression either results have been poor or so stupendous no one wants to talk about their trading(simulation) results.

Please enlighten stealth members of this forum.


Happy to share, from live systems... what markets are you interested in ?
Myself i have taken a cautious path, and turning off 50% of my systems when its been to volatile, since i dont like to widen stops to much... but with hindsight could have done better with having all turned on.. but happy with my risk decision anyway...

What markets do you trade and how has your recent weeks experience been?


Regards



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Carl
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[*] posted on 22-3-2020 at 02:13 AM


GSB1sys April 2017 version

GSB2sys October 2018 version



GSB1sys 20200322.PNG - 14kB GSB2sys 20200322.PNG - 16kB


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rws
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[*] posted on 22-3-2020 at 09:03 AM


Could you please show the graph with dates?
Thanks



Quote: Originally posted by Carl  
GSB1sys April 2017 version

GSB2sys October 2018 version





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kiwibird
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[*] posted on 22-3-2020 at 01:43 PM
Crude oil


Thanks for the response Carl and I echo RWS for dates on trades.

Does anyone have heretofore profitable trades in crude oil willing to share how their system did for the past 30 days?


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[*] posted on 22-3-2020 at 03:13 PM


I will share a few things.
this is my oldest system. Dates I think go back years earlier, but I dont have the record on this.
There were a few issues in execution.
I missed a 3000 euro win, got stoped due to a issue in code where I did two contracts but stop sized halved. I was aware of this but in hindsight, small stops right now not a good idea. So I got stoped and should have made I think it was 3000.
I also removed the profit target of 3000 and changed to 11,000
Total pk was 22375 euro for the month.

rc2-montly.png - 196kB


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[*] posted on 22-3-2020 at 03:25 PM


As for CL.
2019+ is really good for newer methadolgy of CL systes, but this is very new.
Here are my fills on my two new CL systems

A few comments.
Feed-back im getting is some users are loosing money, and others making ridiculous amounts on numerous markets.
Ive also seen sad things like good systems (GSBsys1es) run with way to small stops ($1000), making nothing for the month, while I made $15575 less brokerage. Why I made more than the theoretical is I had a $6260 profit target that hit on a trade that made $1000 or so. In all fairness I will disclouse my failings too.
Over Christmas period I [Censored] down, too miss the biggest trading day of the year. Failed to win about $4000 per contract per systesm.
Other failings. On a old, long only GSB systems that is loving the current environment this happened.
I can key my stop of the fill price at IB, not the ts fill price.
I allowed 2 ticks slippage. Ended up getting stopped -$1000 on the low tick of the day after entry, and the system made about $4000 per contract.
Other failings gsbsys2es dual got stopped about 5 times.
Bottom line is awesome month for me, but not all users.
Disclaimer. Trading is risky and past returns are no guarantee of future success.

Back to the CL question.
The new GSB methadolegy is really good. Just finishing it now, but there are tiny settings mistakes that are quite critical. Spent weeks of work trying to figure out why my results on one machine didnt equate to another. Found the reason on this saturday.

this will be updated soon.
https://trademaid.info/gsbhelp/Crudeoilfastrevisedmethodolog...




cl-fills.png - 34kB cl-fills2.png - 23kB




Thanks received (1):

+1 Daniel UK1 at 2020-03-23 03:57:41
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Carl
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[*] posted on 23-3-2020 at 03:23 AM


Quote: Originally posted by kiwibird  
Thanks for the response Carl and I echo RWS for dates on trades.

Does anyone have heretofore profitable trades in crude oil willing to share how their system did for the past 30 days?


GSB1sys dates
GSB2sys dates
MyCL strat dates

GSB1sys 20200323.PNG - 17kBGSB2sys 20200323.PNG - 15kBMyCL 20200323.PNG - 36kB


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Daniel UK1
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[*] posted on 23-3-2020 at 11:41 AM
CL report


A CL system with dates using 750 usd stop



Capture.CLSYS4.6.JPG - 238kB


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kiwibird
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[*] posted on 23-3-2020 at 11:58 PM
Thanks for sharing


Thanks to you all for sharing...are there others that have stats for trading the ES and CL especially the last 30 days.

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[*] posted on 24-3-2020 at 12:14 AM


Quote: Originally posted by kiwibird  
Thanks to you all for sharing...are there others that have stats for trading the ES and CL especially the last 30 days.

Look at the last part of this section.
Just updated today
https://trademaid.info/gsbhelp/Crudeoilfastrevisedmethodolog...


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[*] posted on 24-3-2020 at 05:02 PM


This is an update of GSBsys1 with 2350 stop and 6250 pt.
Its not a fully record since it started though.
profits this month $21400 less brokerage.

Disclaimer,
past returns do not indicate future likelihood of success

gsbsys1fills.png - 209kB


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[*] posted on 25-3-2020 at 02:26 AM


I have been running GSBsys1.b off and on and made a few thousand this month despite my troubles. (GSBsys1.b opened a long trade a few days ago and did not close it at the end of the day. I rode out some scary drawdown below $11,000 for a few days until I closed the trade out for a $500 loss.) I added some code to close out all trades after 1499 and it seems to close at the end of the day. Today was disappointing because I only made $800 despite being up $3000 when I checked, and closing out the day even higher...

Peter's disclaimers are valid. An automatic trading system is like a power saw -- in the hands of a skilled carpenter (experienced trader), it can be very effective in building wealth. But one careless motion with a power saw can damage months of work -- or a hand.


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[*] posted on 25-3-2020 at 02:45 AM


Quote: Originally posted by emsjoflo  
I have been running GSBsys1.b off and on and made a few thousand this month despite my troubles. (GSBsys1.b opened a long trade a few days ago and did not close it at the end of the day. I rode out some scary drawdown below $11,000 for a few days until I closed the trade out for a $500 loss.) I added some code to close out all trades after 1499 and it seems to close at the end of the day. Today was disappointing because I only made $800 despite being up $3000 when I checked, and closing out the day even higher...

Peter's disclaimers are valid. An automatic trading system is like a power saw -- in the hands of a skilled carpenter (experienced trader), it can be very effective in building wealth. But one careless motion with a power saw can damage months of work -- or a hand.


Thats scary. the emini is open nearly 24 x 5, so if you miss the exit I personally would close as soon as im aware its not flat.

I may release a product thats going to pickup on quite of number of execution errors in the next month or so. Thats another story though.

The RSI exit does reduce GSBsys1es draw-down, but sometimes any extra exit hurts you as well.


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[*] posted on 25-3-2020 at 07:15 AM


Quote: Originally posted by emsjoflo  
I have been running GSBsys1.b off and on and made a few thousand this month despite my troubles. (GSBsys1.b opened a long trade a few days ago and did not close it at the end of the day. I rode out some scary drawdown below $11,000 for a few days until I closed the trade out for a $500 loss.) I added some code to close out all trades after 1499 and it seems to close at the end of the day. Today was disappointing because I only made $800 despite being up $3000 when I checked, and closing out the day even higher...

Peter's disclaimers are valid. An automatic trading system is like a power saw -- in the hands of a skilled carpenter (experienced trader), it can be very effective in building wealth. But one careless motion with a power saw can damage months of work -- or a hand.


Hi There, thats sounds scary as Peter said, you using TS or MC?
Have you found out why it was not exited end of session ?
I have never experienced this myself though.

In GSB you have two options for close of trade... either EL or GSB... what are you using?

Myself i use EL, but have not fully understood the exact difference... according to description, EL is not recommended for live trading thought, could you Peter when you have time kindly shed some light on this setting ?


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[*] posted on 25-3-2020 at 03:49 PM


I think on a ts account
setexitonclose; may not close out a live trade, or it may not do it all the time.
But the code is simpler and likely tiny bit faster

if time=1500 then sell.... should close a position in a ts live account.
None of these things are issues if you dont have live account at TS.
IE interactivebrokers via iblink / ninjatrader should be not affected.


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[*] posted on 31-3-2020 at 10:21 PM


I enclose real fills for GSBsys1es.
It has a 6250 profit target added early this month. (which hit once)
Im using a $2250 stop with the rsi exit thats in the code.

PL was $21,187.50 less brokerage.
Never seen a month quite like it.
In all fairness, some other systems got stopped a lot, and most others did well, just not this well.
Some users traded this with a tight stop, which likely would have wiped out any profit for the month.



gsbsys1es_march31_2020.png - 454kB


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[*] posted on 12-4-2020 at 10:22 PM


There is numerous tiny updates to GSBSys1ES.
Now the lite version. Less trades, less draw-down, and a little less profit.
There is a filter that stops some trades occurring. No parameter changes.
On the left is the standard GSBsys1, on the right the new lite version.
$25 + $4.80. slippage and commission round turn used.
The non lite version is in the file depository and will come with resource monitor updates.
Lite version in the private forum in the next week

GSBSYS1lITE.png - 531kB


lite-curves.png - 122kB




Thanks received (5):

+1 Bruce at 2020-04-13 18:51:43
+1 RandyT at 2020-04-13 08:09:47
+1 kiwibird at 2020-04-13 04:36:04
+1 Daniel UK1 at 2020-04-13 02:19:35
+1 Carl at 2020-04-13 01:48:29
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