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admin
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Quote: Originally posted by gmoney  | | Can you make the default sort order for columns descending instead of ascending? Virtually every time I sort results I want the highest at the top.
It's minor but takes a step out of every time I sort. Thanks. |
We can do that. Should turn up within a few builds. It's a minor task.
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admin
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| Quote: Originally posted by boosted |
Simple fix for limit orders. Builder has it and TradeStation has it as an option within Strategy options.
If limit orders are added to GSB it should also have "Fill limit order only if price exceeds limit order price." As long as this is an option fills
should not be any problem unless you are using large share/contract size. |
We will do limits but its a medium term goal, so I think a few months away. Lots of small things in the job que, then then GSB cloud / client-server.
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admin
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| Quote: Originally posted by gmoney | | Can you make the default sort order for columns descending instead of ascending? Virtually every time I sort results I want the highest at the top.
It's minor but takes a step out of every time I sort. Thanks. |
This is done in 34.6
I will get you a private build in a few hours to test.
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emsjoflo
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I would like the option to selectively force GSB to use certain indicators and even force certain parameters for that indicator. Let's say I love my
custom indicator and I want GSB to try other indicators randomly to filter it. So I could select Custom(8,14,6) to be in every generated strategy.
Also I would like GSB to use indicators X bars ago.
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admin
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| Quote: Originally posted by emsjoflo | I would like the option to selectively force GSB to use certain indicators and even force certain parameters for that indicator. Let's say I love my
custom indicator and I want GSB to try other indicators randomly to filter it. So I could select Custom(8,14,6) to be in every generated strategy.
Also I would like GSB to use indicators X bars ago.
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There are other merits to you idea. If you have a system you like and want GSB to improve it. I will get this added in a later build.
Why do you want delayed indicators?
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emsjoflo
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[/rquote]
There are other merits to you idea. If you have a system you like and want GSB to improve it. I will get this added in a later build.
Why do you want delayed indicators?[/rquote]
Exactly, I would like to be able to refine systems that I understand and trust with GSB "secret sauce". I want delayed indicators because I am
playing with complex cycles. I want GSB to be able to genetically "phase-match" my cyclical indicators with the movements of the market. I have
been able to create some custom indicators in Excel with variable delays (or advances) and I'm getting some promising results -- including 21,000
profitable unique systems that do not use any of the built in indicators. GSB's indicators produce slightly better results but I don't understand
them as well. My gut tells me GSB users will develop some astounding systems in the next few months.
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jptann
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Peter:
Can you add the Trix into the canned indicators. I find that swing trades are enhanced when this is used as a secondary indicator or even in
combination with a number of other primary indicators. I believe it is the triple exponential moving average of the close of the bar. Normally use
only one length with it. I use it as a binary switch but maybe I can just use it as a custom indicator as part of the system. The switch idea is
that if the close of the bar is > Trix, then +1, < Trix -1, same 0.
No big deal to do as a custom but others may find this useful as a switch on the trend (knowing if you are trading with the trend or against the
trend)
thanks
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admin
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Yes but we won't add till there's a number more to do and the more pressing features added to gsb. It's better use of programers time to do this in
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jptann
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OK, I will just add it as a custom indicator. no big deal.
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Carl
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Hi Peter,
I would like the possibility to use a % stoploss or a ATR stoploss.
Thanks,
Carl
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Gregorian
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Daily Profit Goal and Loss Limit
Would be nice to have:
1. Daily Profit Goal: Stop trading the strategy that calendar day after the goal is hit.
2. Daily Loss Limit: Stop trading the strategy that calendar day after the daily loss limit is hit.
These would be parameters set in GSB, much like Stop Loss Exit is now. They do not have to be genetically evolved.
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admin
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| Quote: Originally posted by Gregorian | Would be nice to have:
1. Daily Profit Goal: Stop trading the strategy that calendar day after the goal is hit.
2. Daily Loss Limit: Stop trading the strategy that calendar day after the daily loss limit is hit.
These would be parameters set in GSB, much like Stop Loss Exit is now. They do not have to be genetically evolved. |
As im on 15 min bars, I never get a system trade trades more that twice in a day.
Hence I don't see the point of what your doing. If you got many trades in a day that would be different.
Please explain what context it will have effect?
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Carl
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Hi Peter,
I suppose i.e. in case of stoploss/ profit target/time exit and re-entry.
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Gregorian
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Many auto trading programs offer this feature. Right now I'm seeing a situation where it would be useful: A GSB Point Bar strategy in MC will generate
around $300 in profit, hover there for 40 minutes or so, then quickly shrinks to $40 profit before GSB closes the trade. If we had a Daily Profit Goal
of, say, $280, we might capture the profit and stop for the day.
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curt999
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you do know there are build in strategies in tradestation multicharts that you can apply and they will work in conjunction with the gsb
strategies..like trailing stop fixed stop psar stop dollar$$ stop etc etc
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Gregorian
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| Quote: Originally posted by curt999 | | you do know there are build in strategies in tradestation multicharts that you can apply and they will work in conjunction with the gsb
strategies..like trailing stop fixed stop psar stop dollar$$ stop etc etc |
Yeah, that may be the way to do it. That's why I said this feature would be nice, as opposed to necessary. So far I've been spoiled, because Peter has
added the features that I used to manually add to GSB-generated strategies.
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admin
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| Quote: Originally posted by Gregorian | | Many auto trading programs offer this feature. Right now I'm seeing a situation where it would be useful: A GSB Point Bar strategy in MC will generate
around $300 in profit, hover there for 40 minutes or so, then quickly shrinks to $40 profit before GSB closes the trade. If we had a Daily Profit Goal
of, say, $280, we might capture the profit and stop for the day. |
You could use the max trades per day option and set it to 1, and then have $300 pt
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nga
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AmiBroker
Hi,
GSB will be a very nice and useful program!
I use AmiBroker and IB so I wish for an option to export code as .afl to AmiBroker.
Regards
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admin
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| Quote: Originally posted by nga | Hi,
GSB will be a very nice and useful program!
I use AmiBroker and IB so I wish for an option to export code as .afl to AmiBroker.
Regards
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There are a lot of VIP features for GSB to add. Trailing stops, Pattern filters, multiple & addition secondary filters, stop and limit entries.
Automatic walk forward. When this and a bit more is done, then ami, NT,mt4,mt5 is closer to happening.
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nga
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OK, I understand.
I have to learn how to translate TS-scripts then. 
Regards
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admin
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Yes, or if your time poor and cheap upwork worker could do it.
There is two parts
convert indicators. (you can disable some if you dont want them all)
make normalize function. - not hard
main body of gsb code. Nothing rocket science.
gsb code over simplified is just
results=osc1*osc2*osc3
if secondary filter = true and result >0 then buy
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nga
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Thanks!!
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rws
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I also use Amibroker.
Watch out as the definition of the bar in Amibroker is different.
There are two options when exporting Amibroker data to GSB
You can either have time stamp as starttime bar or endtime of bar.
GSB needs endtime of bar like most other programs. If you do not take that into account not a single system will reproduce.
If you export with the default Amibroker settings and use multiple timeframe like 15 min and 60 min, the 60 min bar would have 45 min future data.
You will have fantastic but unrealistic results.
If you use endtime of bar you will have 15 min data ending 15 min after market close. If you have 30 min data your last bar will end 30 min after
close. This is in Amibroker and also when exporting and I think this wrong. I have explained this problem to the Amibroker software developer but he
thinks his software is right and that you should use the starttime of a bar.
You will have bars with other timestamps than in tradestation on the same day. When having hourly data tradestation will stop 4 pm. But Amibroker will
either stop at 3:30 as the last bar with time stamp begin or 4:30 with time stamp end. I think that is wrong.
This is a big problem when changing code to Amibroker and reproducing.
However I still have to find better systems in GSB than I have in Amibroker. I hope the addition of more advanced stops will help when going overnight
in GSB.
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nga
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Thank you for this information, rws!
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Carl
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Hello Peter,
At the moment I save a GSB strategy I like in the following way.
I open up a new Word document and add to the document these items:
1. screenshot chart trade date
2. screenshot chart trade number
3. walk-forward tab (top menu)
4. tradestation script - tab walk forward
5. walk forward metrics (bottom tab)
Maybe nice to be able to save this kind of information from GSB in one single mouse click?
Thanks
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