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posted on 23-4-2020 at 06:48 AM

RandyT

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posted on 23-4-2020 at 05:00 PM

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Hi Randy, not sure if you mean description for each indicator or just primary vs sf indicator
Think i need a section in the docs called understanding gsb architecture.
its in the videos, but not sure what ones and where.

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posted on 27-4-2020 at 08:15 PM

57.79 under testing. This build may take some time as I suspect bugs that cause workers to stop. If there is a bug its not easy to find.
Fixed SwingIndex, AccumSwingIndex, Kurtosis, Skew, NormalDensity, LWAccDis and modified StdDev
Fixed ChaikinVolatility, partially fixed TimeCyclies, MoonSin, MoonSaw
Implemented CloseLessPrevHighDPrevCloseD, CloseLessPrevLowDPrevCloseD,
CloseOverPrevLowDPrevCloseD and fixed Trix indicators
Fixed TrendBias and TrendBiasExp, partially fixed EaseOfMovement.

We are up to 99/101 indicators in beta tester mode.
Updates / fixed to NT code, inc missing code for some functions

Daniel UK1

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posted on 28-4-2020 at 01:01 AM

posted on 28-4-2020 at 01:02 AM

Hi Peter, i meant for both SF and Main indicators, thanks

Yes understanding architecture section for GSB would be awesome.

Daniel

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posted on 6-5-2020 at 05:34 AM

Hi Peter, i meant for both SF and Main indicators, thanks

Yes understanding architecture section for GSB would be awesome.

Daniel

I will add that in the docs in time.

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+1 Daniel UK1 at 2020-04-28 06:44:53

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being worked on now
Italian and German.
All the GSB docs are now auto translate via google

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+1 moresi522 at 2020-05-06 07:16:31

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posted on 8-5-2020 at 05:21 AM

Just some updates
Its much more work to convert GSB to other languages. At least a weeks programing time for the first languge, then much less.
We are having Italian and German translated by a human, the other languages translated by google.
The docs are now all translated by google too.

Have spent about 6 months on CL. Ive done 70% of the content of part 1 of 2 today, but havnt started recording.
Part 2 will for GSB purchasers only, and has got lots on secondary filters that work with CL. (quite a number in the beta build)
and significant tweaks that improve things.

Tertiary filters are running in the programmers build, but still a bit rough and missing things like stats. (vip to me)

For GSB users, Im possibly going to launch VPS dedicated for trading, and some tools that reduce execution errors, and monitor your trading server.
Ive heard a few horror stories of execution issues of late. Keep in mind I trade a lot of contracts and Im always asleep when doing so. Hence why I need tight execution.

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posted on 8-5-2020 at 05:47 AM

posted on 8-5-2020 at 06:07 AM

Sounds very good Peter, and yes CL has kept me also occupied almost full time since december.

I provided a CL system results comparison to show how much better Peters newly shared CL system is using latest methodology compared to my own developed CL systems using a much older version of GSB.
My systems was developed using very similar to previous methodology, but new features in GSB together with a better process has for sure provided better end systems as Peters system is showing.
One pic is showing all data, and one is showing previous 12 months.

I like very very very much the part about
"and some tools that reduce execution errors, and monitor your trading server."
This is really missing from both TS and MC.

Regards
Daniel

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+1 admin at 2020-05-08 07:04:48

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Hi Daniel, and others.
can you please email me execution issues you have experienced.
ie this week I had no trades on chart at all, until strategy turned off and on. It was an over night system but fortunately it failed just after the exit.
I want to see what the most common errors are.

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posted on 8-5-2020 at 06:26 AM

posted on 8-5-2020 at 07:01 AM

Hi Peter,

I dont have any issues at all..
However i think its a good idea you have in terms of prevention, since something like this does not exist, preferably that could alert you on mobile etc.. would be great.. tons of things could go wrong though with auto trading.. data loss, server down, software down/hangs, not closing positions end of day etc etc.. and lots lots of other stuff..

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RandyT

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posted on 8-5-2020 at 07:12 AM

FWIW, I don't have these mysterious issues with trades not appearing on chart until start and stop and other resets of Tradestation either. Multicharts solved those issues for me.

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posted on 9-5-2020 at 08:44 AM

A good topic about failure alerts

https://www.multicharts.com/discussion/viewtopic.php?t=47391

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+1 NickW at 2020-05-08 10:47:47

+1 RandyT at 2020-05-08 08:27:26

zazzi

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Hi - sorry if this is the wrong place to post but I don't think I have permission to make a new post.

I already have BuildAlpha and am keener on swing trades rather than intra day for now. My question is I wanted to understand the advantages of buying GSB. I have seen a number of posts here that GSB is superior to Adaptrade.

1) How is it vs Strategyquant?

2) I understand that all of these strategy generators are essentially tools to generate strategies and it is the user and not the software that makes the strategy such as to minimize the probability of it being fitted to the noise and not the signal. Accordingly, I can totally understand that "strategies created in X software" did not survive on unseen data may not be a fair criticism.

However, it is critical that, since the strategies are being generated through mining, it is very, very rigorous in cross-validation (or that generates a "lower number" of strategies that *would* certainly fail, whether through its built-in search optimization functions or the cross-validation tools).

3) Also, how is it in dealing with other types of instruments e.g. ETF's, futures from say, non US markets - i.e. not just the futures for which people primary use it for (ES, CL, Soybeans etc. as I may not be interested in trading these?) Can I very easily just load up, for example, OHLC data on say the Dhaka Stock index, if I want to trade this index? My sense is SQ may be more geared for example towards FX/Metatrader 4. From what I have seen and read, FX can be quite tricky for non-retail (primarily due to non-being on exchanges etc, broker manipulation). Also, what about not using TS and instead using Multicharts with IBKR?

Some of the comments in other forums seem to be that GSB is mainly best for ES systems.

4) To be frank, even if GSB is superior in all the other respects on the backend which is great, on a quick glance, its UI definitely seems to not be too intuitive vs SQ/Adaptrade - now, this may not be a problem for people who are very experienced with using the software but one would not want to spend too much time on trying to manually doing things?

Any thoughts appreciated.

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posted on 9-5-2020 at 02:25 PM

I already have BuildAlpha and am keener on swing trades rather than intra day for now. My question is I wanted to understand the advantages of buying GSB. I have seen a number of posts here that GSB is superior to Adaptrade.

I have BA, SQ, AT, and also TSL, as well as GSB. BA is much faster at generating strategies than GSB - minutes versus hours to get the best results - but OOS performance is relatively poor, and equity curves are not as flat. You also only get rare updates, versus GSB's very frequent updates.

1) How is it vs Strategyquant?

SQ has a superior user interface, but it generates orders using next bar at open rather than GSB's this bar at close, which makes it less reliable with special bar types such as Renko and Kase. Of all the competitors, SQ is the most likely to provide serious competition to GSB, though most of its users do not seem to be as sophisticated as GSB users.

3) Also, how is it in dealing with other types of instruments e.g. ETF's, futures from say, non US markets - i.e. not just the futures for which people primary use it for (ES, CL, Soybeans etc. as I may not be interested in trading these?) Can I very easily just load up, for example, OHLC data on say the Dhaka Stock index, if I want to trade this index? My sense is SQ may be more geared for example towards FX/Metatrader 4. From what I have seen and read, FX can be quite tricky for non-retail (primarily due to non-being on exchanges etc, broker manipulation). Also, what about not using TS and instead using Multicharts with IBKR?

I have used GSB with HSI and DAX futures, and GSB has not been able to generate strategies of comparable quality to those it can for the U.S. index futures. It may be because of the larger slippage associated with those foreign instruments.

I use MC. TS would bog down with fewer charts open and did not support multiple paper trading accounts, so was more restrictive with testing. Can't comment on IBKR; I use CQG and Rithmic. CQG is great; Rithmic is only good for execution, as they recently started cutting off users who downloaded significant historic data.

posted on 10-5-2020 at 02:43 AM

4) To be frank, even if GSB is superior in all the other respects on the backend which is great, on a quick glance, its UI definitely seems to not be too intuitive vs SQ/Adaptrade - now, this may not be a problem for people who are very experienced with using the software but one would not want to spend too much time on trying to manually doing things?

True, SQ and especially AT have superlative UIs, however that does not make up for their relatively lesser ability to generate flatter OOS curves.

GSB is your best bet of all of these products. Great support, sophisticated user community, and the fastest pace of advancement.

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+1 Carl at 2020-05-10 06:26:17

zazzi

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Thank you, that's very helpful - it seems like you've tried most of the mainstream available solutions on the market - TSL, which I understand is for $20k a year! - so its a very well reasoned view. Michael Harris (Price Action Lab) writes some great articles but I have heard its mostly marketing as the product is quite antiquated.

Do you also as a primary mode of trading - program strategies manually or do you principally use GSB etc. to generate the strategies (and perhaps, only as a secondary matter, tinker with them as you need). I guess, what I'm getting at is "if used properly/competently, could these tools substitute for a lack of programming expertise"?

When you say BA relatively poor on "OOS" do you mean "OOS" within the BA search engine or unseen data beyond the original OOS period (i.e. live/simulated)?

Also, have you used GSB systems for a "live" period longer than 2 years?

That is an issue I am now facing with TS - can't even login in 2 places at the same time or have a few simulator accounts running - very limiting and certainly not a long term solution. However, as I'm just building up the "business", I want to conserve cash and not fork out $1500 for MC just yet - perhaps in a year or so.

Also, would you say these tools are more "reliable" when generating swing ideas rather than intra-day?

Thank you again.

Gregorian

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posted on 10-5-2020 at 10:51 AM

Do you also as a primary mode of trading - program strategies manually or do you principally use GSB etc. to generate the strategies (and perhaps, only as a secondary matter, tinker with them as you need). I guess, what I'm getting at is "if used properly/competently, could these tools substitute for a lack of programming expertise"?

I trade with strategies produced by GSB, almost always unmodified. I don't write strategies manually any more.

While a lack of programming or indeed general IT experience does not preclude one from using these sorts of tools, it is certainly beneficial. I have over 40 years of programming and IT background, and it has been valuable.

When you say BA relatively poor on "OOS" do you mean "OOS" within the BA search engine or unseen data beyond the original OOS period (i.e. live/simulated)?

I mean within the curves BA generates. BA just seems incapable of producing very flat curves on strategies where the Average Trade is reasonable, i.e. two ticks or greater. Any of these tools will produce flat curves when you have an Average Trade of less than one tick, but that will never work in real life because the spread alone is at least one tick.

Also, have you used GSB systems for a "live" period longer than 2 years?

No. I keep learning ways to produce better strategies every few months.