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Author: Subject: Enhanced Walk Foward Optimizer updates. EWFO EXE
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[*] posted on 21-4-2020 at 05:01 PM


Quote: Originally posted by moresi522  
Hi,
with this new version I'm not able to use fitness selection anymore. As you can see in the video attached I always get an error.
I've attached also the file I used (generated by GSB)




Please try another date, mean while I will get this fixed asap.
There is a tiny improvement where if you havnt taken of some dates, EWFO will warn you.
Thank you for finding the bug. Will contact you when its fixed. SHould not take long


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[*] posted on 21-4-2020 at 09:36 PM


Quote: Originally posted by moresi522  
Hi,
with this new version I'm not able to use fitness selection anymore. As you can see in the video attached I always get an error.
I've attached also the file I used (generated by GSB)




you now need gsb 57.54 or above to use with ewfo.
as there are some fixes that cover up TS bugs that affect both ewfo and gsb.
Please confirm its fixed after this




Thanks received (1):

+1 moresi522 at 2020-04-22 03:39:58
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[*] posted on 29-4-2020 at 03:19 AM


Hi,
I have one question on how to utilize the values from EWFO.
I mean, after choosing one configuration a see the input values that generate that configuration.
If I wanted to use that data which is the better way?
I think I have to manually insert these values into MC script. But it is not easy to identify which value corresponds to the variable in the script.
Is there a "best practice" to do this work?
Thanks


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[*] posted on 29-4-2020 at 04:35 AM


Quote: Originally posted by moresi522  
Hi,
I have one question on how to utilize the values from EWFO.
I mean, after choosing one configuration a see the input values that generate that configuration.
If I wanted to use that data which is the better way?
I think I have to manually insert these values into MC script. But it is not easy to identify which value corresponds to the variable in the script.
Is there a "best practice" to do this work?
Thanks

MC is harder to use compared to TS is the short story.
If you are going to use MC, document what you optimize and the ranges: this will make it apparent to you in EWFO


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[*] posted on 29-4-2020 at 09:06 AM


Quote: Originally posted by admin  

MC is harder to use compared to TS is the short story.
If you are going to use MC, document what you optimize and the ranges: this will make it apparent to you in EWFO


Peter, sorry but I don't understand, let me do an example.
I exported a system from GSB to EWFO, (before I copied the script to MC and it matches exactly as graph and number of trades).
After imported in EWFO, just to do a test, I remove the last 3 years and I do a fitness selection, the result is showed in the picture below.
Then I want to try with net profit and avg trade, run test again and I see the inputs that have generated the graph. Then I copy these values in MC script


Code:
Inputs: i1Data(1), i2Data(1), i3Data(1), i3length(84), i1Weight(0.75), i2Weight(0.5), i3Weight(1.75), entryParams(-7), entryParams2(1), iSFData(1), <--- I SKIPPED THIS DATA iSFbpv(1), iSFWeight(-1), sfEntryLevel(57.5);


but as you can see the MC equity graph it totally different from the EWFO. (I know there is a difference from the end date but I think the problem is in another place)
Could you tell me what I'm doing wrong?




netavg.png - 86kB fitnesssel.PNG - 38kB Cattura.PNG - 132kB


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[*] posted on 29-4-2020 at 11:45 PM


Quote: Originally posted by moresi522  
Quote: Originally posted by admin  

MC is harder to use compared to TS is the short story.
If you are going to use MC, document what you optimize and the ranges: this will make it apparent to you in EWFO


Peter, sorry but I don't understand, let me do an example.
I exported a system from GSB to EWFO, (before I copied the script to MC and it matches exactly as graph and number of trades).
After imported in EWFO, just to do a test, I remove the last 3 years and I do a fitness selection, the result is showed in the picture below.
Then I want to try with net profit and avg trade, run test again and I see the inputs that have generated the graph. Then I copy these values in MC script


Code:
Inputs: i1Data(1), i2Data(1), i3Data(1), i3length(84), i1Weight(0.75), i2Weight(0.5), i3Weight(1.75), entryParams(-7), entryParams2(1), iSFData(1), <--- I SKIPPED THIS DATA iSFbpv(1), iSFWeight(-1), sfEntryLevel(57.5);


but as you can see the MC equity graph it totally different from the EWFO. (I know there is a difference from the end date but I think the problem is in another place)
Could you tell me what I'm doing wrong?





Thanks for the docs on the issue.
Send me teamviewer details and I will look at this issue
Peterzwag@gmail.com


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[*] posted on 30-4-2020 at 02:03 AM


I will also soon start to use WFO and am using Multicharts, so please share solution if there is a problem in regards to finding and changing indicator script values that WFO is using..
Any best practise tips for doing this is appreciated, since it seems to be an issue with MC?

Regards


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[*] posted on 30-4-2020 at 02:34 AM


Quote: Originally posted by Daniel UK1  
I will also soon start to use WFO and am using Multicharts, so please share solution if there is a problem in regards to finding and changing indicator script values that WFO is using..
Any best practise tips for doing this is appreciated, since it seems to be an issue with MC?

Regards

I spent a week on this issue a few months ago.
Ended up making GSB to be forced to give the same parameters as what ewfo used in its final run. Sadly I cant remember if it matched. (Suspect it did)
Bottom line is this is a very hard to fix (and important to fix) bug that wont be fixed in a hurry.
You can WF if MC and use the high and lowest parameter range the GSB used.
Please except my most sincere apologizes over this issue


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[*] posted on 30-4-2020 at 02:53 AM


Quote: Originally posted by admin  
Quote: Originally posted by Daniel UK1  
I will also soon start to use WFO and am using Multicharts, so please share solution if there is a problem in regards to finding and changing indicator script values that WFO is using..
Any best practise tips for doing this is appreciated, since it seems to be an issue with MC?

Regards

I spent a week on this issue a few months ago.
Ended up making GSB to be forced to give the same parameters as what ewfo used in its final run. Sadly I cant remember if it matched. (Suspect it did)
Bottom line is this is a very hard to fix (and important to fix) bug that wont be fixed in a hurry.
You can WF if MC and use the high and lowest parameter range the GSB used.
Please except my most sincere apologizes over this issue


Peter, i think its a misunderstanding, although its good to be aware of potential issue, which as i understand there is now, but as i understand this only relates to if one wants to use MC to WF using WFO value ranges?

My initial process to see how and where i best incorporate WFO in my existing process, would involve doing final wf in GSB, after having picked final system. I would make a new run in WFO to test stability and to see if i can improve things... IF i can.. i obviously have new parameters to implement in the final script. This is what i believe was the issue for user Moresi, to be able to locate these values and successfully implement them..

So this is what i assume not an existing issue with software, but rather a user issue.

Hence me asking to share best practise since it seems to be an issue for some users..

I have not started yet with WFO, so perhaps i am misunderstanding things.

Regards


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[*] posted on 30-4-2020 at 02:59 AM


Hi Daniel
" would make a new run in WFO to test stability and to see if i can improve things..."
This issue is GSB or EWFO, not the user.
Your logic is sound, but due to the bug we need to use MC/TS -> EWFO, NOT GSB->EWFO


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[*] posted on 30-4-2020 at 12:08 PM


Peter,
I've tried to create the file from MC to EFWO but sincerely, is not easy as GSB,
I see the guide on the documentation, but my MC is quite different,
and I have some questions.
How do we set the start and the end value? for my test, I copied values from EFWO but how do we know the right range?
and I think all the other values are good (please see the image), after that I have another window, It asks me for IS and OOS, are the default values right?
In the last window, I have to choose the robustness, I have to choose depending on what I want to achieve I guess. is it right?




opt1.PNG - 58kB opt2.PNG - 48kB opt3.PNG - 26kB


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[*] posted on 30-4-2020 at 06:36 PM


Hi Moresi,
in mc, use anchored, not rolling
you optimize the lengths, weights entryparms but not entryparms2 (unless dual cross is used)
and sf entrylevel.
look at my gsb wf
in green, three indicator lengths
I would use range 52 to 90 step say 2 or 3 for inidcator1 (this is the range gsb used)
indicator 2 range 105 to 194 say about step 3 (we want 10 to 20 steps)
indicator 3, range 15 to 45 (note we dont want to use 19 as we must allow parameters to be tested below and above the final parameters)

In orange
wieghts1 0.25 1 step 0.25 (i choose above and below the ranges used)
weights2 0.25 to 1.5 step 0.25
weights3 0.5 to 1.5 step5

In cyan
entrylevel say -14 to -6 step1
entryleve2 not used. so ignore
in yellow
52.5 to to 70 step 2.5

In the big picture, it is not essential to do wf outside of gsb.
This is a whole area im keen to explore.
Im still working on CL and this is taking months longer than expected.
Thats not bad, in that we are constantly finding new improvements, and thats without the tertiary filters (like addition secondary filers)
I expect to be using tertiary filters some time in may



wf-parms.png - 240kB


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[*] posted on 9-5-2020 at 12:26 AM


Out next week
Fix to oos ts script missing the first run
Error traps and warnings for various faults in the TS bin files.
Notice if ewfo is not in windows administrator mode, and it tries to update (will fail if installed under program files, but ok in c:\ewfo)
A few other minor tweaks.

Will come out via auto update


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[*] posted on 18-5-2020 at 11:00 AM
Data problems


Loading data in GSP Data > Opt. Price Data and Verif Price Data interfaces.

I am having problems loading data in both these interfaces. I get the error message shown in my shot below.

Is there an up to date guide or video on how to add multiple time frames to Opt Price Data and Verif Price Data?

Many thanks in advance



gsb data.jpg - 537kB


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[*] posted on 18-5-2020 at 04:31 PM


Quote: Originally posted by QuantDean  
Loading data in GSP Data > Opt. Price Data and Verif Price Data interfaces.

I am having problems loading data in both these interfaces. I get the error message shown in my shot below.

Is there an up to date guide or video on how to add multiple time frames to Opt Price Data and Verif Price Data?

Many thanks in advance




you are in effect in ts / mc terms having data1 30 min, data2 29 min.
that wont work on ts. it only will do calcs when both bars line up.
this is what you need to do.
vip click 30 first, because thats what you have in tpd. you need to trade the 30 even if you build systems on 29 39 31



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[*] posted on 19-5-2020 at 03:07 AM


So Opt Price Data is the data used to build a strategy?

Do you have a video or a set of steps that shows how to add 3 or more time frames for the Opt Price Data? Is that possible?

And how do you add multiple time frames to verify the data?

TPD is the trading data - if OPD has 2 time frames, then TPD has to have 2 time frames as well? Is that the logic here?

I have more questions here...




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[*] posted on 19-5-2020 at 03:11 AM


Quote: Originally posted by QuantDean  
So Opt Price Data is the data used to build a strategy?

Do you have a video or a set of steps that shows how to add 3 or more time frames for the Opt Price Data? Is that possible?

And how do you add multiple time frames to verify the data?

TPD is the trading data - if OPD has 2 time frames, then TPD has to have 2 time frames as well? Is that the logic here?

I have more questions here...



see https://trademaid.info/gsbhelp/Data1.html
yes its possible.
there is only one price in tpd but you can have data1,data2
ie 15,30 min
if stuck we will do teamviewer etc


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[*] posted on 28-5-2020 at 08:52 PM


New ewfo released 20150529.2
url https://trademaid.info/sw/ewfo_20200529.2.exe
it has bug fixes, traps for obscure errors, installs into c:\ewfo instead of c:\programfiles... (this fixes issues where auto updates dont work)

If auto updates dont work, best thing is install using this installer, else run ewfo as windows administrator when it asks for updates


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[*] posted on 29-5-2020 at 02:37 AM


After downloading and installing ewfo_20200529.2.exe
I got version 20200525.1 installed.
Seems in the named 529.2.exe an older version is included


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[*] posted on 29-5-2020 at 03:02 AM


Quote: Originally posted by moveo  
After downloading and installing ewfo_20200529.2.exe
I got version 20200525.1 installed.
Seems in the named 529.2.exe an older version is included

my mistake
25.2 is the last version

i have fixed up the web site


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[*] posted on 7-10-2020 at 09:48 PM


Update to EWFO

Note this WF
Its not valid as the final parameter hit the extreme range used.
value x should have used a value > 0.2



There are now vertical lines on the inputs, as it was too hard to line the parameters up
and current line is now directly below 10
Parameters now in red / orange on both tabs, and parameter range used on both tabs.
Anyone wants to test the update before I release it, just let me know

extreme.png - 159kB extremes.png - 171kB


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[*] posted on 28-10-2020 at 11:47 AM


Hi Peter,
I get confused.
May I know which is the latest EWFO version.
I have 20200525.2 installed, I assume it's date 25 May 2020.
In the help you point to a trail version 2020085.10, and talk about 5 August 2020.

I don't see this version here mentioned in the thread.:question:


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[*] posted on 28-10-2020 at 03:53 PM


Quote: Originally posted by BlackBox  
Hi Peter,
I get confused.
May I know which is the latest EWFO version.
I have 20200525.2 installed, I assume it's date 25 May 2020.
In the help you point to a trail version 2020085.10, and talk about 5 August 2020.

I don't see this version here mentioned in the thread.:question:

Thanks for chasing this.
the auto update is lagging. (Im busy on other things)
newest build on my web site is https://trademaid.info/sw/ewfo_2020085.10.exe
I have newer version since, but it has just minor refinements.
I will release in the next week.




Thanks received (2):

+1 Bruce at 2020-10-28 20:22:34
+1 BlackBox at 2020-10-28 17:03:26
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[*] posted on 12-11-2020 at 06:54 PM


ewfo 20201107.1 is out via auto update.
few bug fixes
cosmetic improvements
If parameter range extreme is hit,parameters in red or orange.
better formatting of parameter numbers.
iwm.pla included if you didnt have it. (needed for mc only)
main page anchored /rolling stability now shows coarse stability, not legacy stability


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[*] posted on 16-11-2020 at 04:22 AM


Quote: Originally posted by admin  
ewfo 20201107.1 is out via auto update.
few bug fixes
cosmetic improvements
If parameter range extreme is hit,parameters in red or orange.
better formatting of parameter numbers.
iwm.pla included if you didnt have it. (needed for mc only)
main page anchored /rolling stability now shows coarse stability, not legacy stability


On one system auto update has update EWFO from 20200805.1 to 20201107.1
The other system auto update failed


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