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Author: Subject: Update to GSB methodology. A must read, the backpacker and the Art of war by Sun Tzu
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[*] posted on 13-5-2020 at 01:07 AM


Here is 46 minute video on CL.
Its part 1.
Its not finished.
Its not fully edited.
There is at least 1 mistake. I said no out of sample after 2018 but its actually 2019.2.28
uploading now

Attachment: Login to view the details





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+1 LucaRicatti at 2020-05-21 06:01:01
+1 jkrick33 at 2020-05-15 10:32:30
+1 Bruce at 2020-05-14 01:36:32
+1 NickW at 2020-05-13 21:27:55
+1 saycem at 2020-05-13 16:35:47
+1 cotila1 at 2020-05-13 15:44:11
+1 kiwibird at 2020-05-13 08:55:42
+1 RandyT at 2020-05-13 08:17:13
+1 moresi522 at 2020-05-13 05:15:47
+1 Daniel UK1 at 2020-05-13 02:49:25
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[*] posted on 13-5-2020 at 02:45 PM


Quote: Originally posted by admin  
Here is 46 minute video on CL.
Its part 1.
Its not finished.
Its not fully edited.
There is at least 1 mistake. I said no out of sample after 2018 but its actually 2019.2.28
uploading now


thanks Peter. I guess final version(s) will be on your Utube channel too?


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[*] posted on 13-5-2020 at 04:41 PM


Quote: Originally posted by cotila1  
Quote: Originally posted by admin  
Here is 46 minute video on CL.
Its part 1.
Its not finished.
Its not fully edited.
There is at least 1 mistake. I said no out of sample after 2018 but its actually 2019.2.28
uploading now


thanks Peter. I guess final version(s) will be on your Utube channel too?

yes, I might get to finish it today if im fortunate.
The part two will be via a private link.
Havnt started on that video but most of the content is in my head




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+1 cotila1 at 2020-05-16 04:45:55
+1 moresi522 at 2020-05-14 03:00:34
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[*] posted on 14-5-2020 at 12:28 AM


Thanks

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[*] posted on 14-5-2020 at 02:23 AM


took me about many hours but ive edited the first 26 minutes of the video and done a little bit of work for part2

part2 uses a bit less cpu time and (one test only, so it could vary) gave 20% more out of sample fitness
Will update you all tomorrow. Thanks for the good feedback and thanks.


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[*] posted on 15-5-2020 at 01:35 AM


warning.
Interactivebrokers reject jun contract today, turns out they have forced us to roll earlier. (new policy)
6 or 7 days before expiry.
Im at a loss to make a ts sybol to auto roll earlier
Even if i set to 12 days prio to expiration, price doesnt change.
so price on both the same, but it says colagate palmolive!


cl-roll-strange.png - 87kB


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[*] posted on 15-5-2020 at 02:00 AM


Yeah also saw this.
Not allowing new risk, (new positions) after 5 days before expiry on CL.
Exits etc allowed though.

Kind of tricky.. cant you just for a few days, use CL JULY contract and manually add june data to it before you can switch back to the adjusted contract?







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[*] posted on 15-5-2020 at 04:10 AM


Quote: Originally posted by Daniel UK1  
Yeah also saw this.
Not allowing new risk, (new positions) after 5 days before expiry on CL.
Exits etc allowed though.

Kind of tricky.. cant you just for a few days, use CL JULY contract and manually add june data to it before you can switch back to the adjusted contract?


Human error of rollover is one of my most common execution issues.
ts can auto roll symbols. Its got neat custom criteria. Its just not working for me.
https://pennies.interactivebrokers.com/cstools/contract_info... Search&entityId=a19840667&exchanges=NYMEX,QBALGO,&lang=en&ib_entity=&wlId=IB&showEntities=Y
so next month its 22 june - 6 or 7 days. Im not sure if its 6 or 7


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[*] posted on 15-5-2020 at 05:11 AM


found some more important info to add into video, so it wont be finished till some time next week.
The update is worth waiting for.


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[*] posted on 21-5-2020 at 03:06 AM


Here is the un-cut still not finished video.
Significant changes since the last video.
Whats missing is the establish a benchmark section. It was on the last copy of the video and most
older GSB users would be very familiar with this.



video removed as its now on youtube
Attachment: video4.62_2018-pass1-2nowadded.mp4 (141.6MB)
This file has been downloaded 22 times





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+1 NickW at 2020-05-21 08:21:48
+1 moresi522 at 2020-05-21 08:13:50
+1 RandyT at 2020-05-21 07:54:14
+1 Daniel UK1 at 2020-05-21 07:14:34
+1 LucaRicatti at 2020-05-21 06:00:50
+1 Carl at 2020-05-21 05:41:10
+1 sfuser108 at 2020-05-21 05:16:46
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[*] posted on 22-5-2020 at 05:51 AM


the video is done, just getting another set of eyes to check.
I will upload it Friday night central time USA time, and will supply the macros


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[*] posted on 22-5-2020 at 05:41 PM


video is live. Please hit the youtube like button.
Macros will be uploaded in a number of hours
https://youtu.be/QYg5eH2Q1_s




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+1 RandyT at 2020-05-24 10:06:30
+1 cotila1 at 2020-05-24 05:35:18
+1 LucaRicatti at 2020-05-23 13:48:32
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+1 Jdaz at 2020-05-22 19:10:50
+1 sfuser108 at 2020-05-22 18:43:30
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[*] posted on 24-5-2020 at 04:39 AM


Quote: Originally posted by admin  
video is live. Please hit the youtube like button.
Macros will be uploaded in a number of hours
https://youtu.be/QYg5eH2Q1_s


If Im not wrong, you're gonna to upload a second part of video on private forum only?


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[*] posted on 25-5-2020 at 04:05 AM


Quote: Originally posted by cotila1  
Quote: Originally posted by admin  
video is live. Please hit the youtube like button.
Macros will be uploaded in a number of hours
https://youtu.be/QYg5eH2Q1_s


If Im not wrong, you're gonna to upload a second part of video on private forum only?


yes, but I had dropped everything to get the video done, so now i have many outstanding things, including some hard to resolve tech support issues for a few users.
I hope to start on it next week, but that just an estimate.
Likely video 2 will be much faster to do.
People need to digest and try whats in video1 first.
There is lots of cloud power right now, so thats going to help.
3 more servers online in the last two weeks. But server availability goes up and down with my use and with people hiring machines.




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[*] posted on 12-6-2020 at 02:17 AM


Im still working on Video2 on CL.
Its taking a long time, but likely i will publish part 2, then add to it in time.
I keep finding new things, going down rabbit holes that may or may not lead to good outcomes.
the rabbit holes take a long time to explore, esp as I need to do each test 4 times to be sure of consistent outcome.
Will advise when im close to editing the content




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+1 QuantDean at 2020-07-13 10:23:28
+1 LucaRicatti at 2020-06-16 16:37:17
+1 jkrick33 at 2020-06-15 11:47:11
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+1 Bruce at 2020-06-12 21:35:26
+1 OUrocketman at 2020-06-12 20:12:41
+1 Jdaz at 2020-06-12 10:13:35
+1 sfuser108 at 2020-06-12 07:56:16
+1 cico at 2020-06-12 05:31:34
+1 Daniel UK1 at 2020-06-12 03:27:41
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[*] posted on 30-6-2020 at 01:53 AM


Part2 of video on CL has 8 minutes if it done. Not complete but better than nothing.
ps best not to post on the forum till we are on the new server. Posts from when we backup the forum, and rebuild will be lost.
url is found here in private forum


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[*] posted on 30-6-2020 at 06:57 PM


In the documentation for GSB there are a few pages on the methodology. Proving the methodology and legacy updates seem to have similar instruction with differences. Are these from earlier builds? Which file page should I be referring to?

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[*] posted on 1-7-2020 at 02:24 AM


Quote: Originally posted by meldinman  
In the documentation for GSB there are a few pages on the methodology. Proving the methodology and legacy updates seem to have similar instruction with differences. Are these from earlier builds? Which file page should I be referring to?


I believe proving the methodology is what it says, about proving the methodology, however i think its a bit dated. Legacy updates is from the old methodology. Correct me anyone if i am wrong.

What you should look at is the new latest CL methodology from Peter, that provides you with the latest findings and a good path towards what works best now.

A good tip is to read trough and understand the development of the methodology trough the years and from the forum, and what has changed, cause without this i think its difficult to create and decide on your own process.





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[*] posted on 1-7-2020 at 02:27 AM


I agree with Daniel. However for most markets the closeMinusCloseD secondary filter is likely the best. This saves a lot of work


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[*] posted on 5-7-2020 at 07:25 AM


Sunday thoughts, each settings in GSB i treat as non multi optional, i.e per market i chose trough research one specific setting choice and move on to next... with latest findings in regards to SF its more complex, and for now in my process i treat each SF as unique that needs its own settings/research per market.

Interested to hear other peoples thoughts ..


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[*] posted on 5-7-2020 at 04:48 PM


Quote: Originally posted by Daniel UK1  
Sunday thoughts, each settings in GSB i treat as non multi optional, i.e per market i chose trough research one specific setting choice and move on to next... with latest findings in regards to SF its more complex, and for now in my process i treat each SF as unique that needs its own settings/research per market.

Interested to hear other peoples thoughts ..

I agree but Closedbpv... is best for most markets.
Im looking into NG now


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[*] posted on 24-7-2020 at 02:06 AM


Just a reminder,
if you want to contribute to the CL research being done by letting me your your workers, then send me the your share keys
I will in turn give you the output
Here is an example of tests im doing
Im up to over 200 workers (thanks for those who have given me workers)
What im doing here is 4 tests each on 7 different secondary filters.
Im also doing similar tests, some with 40 inidicators, some with 100 indicators
some two pass using green / green and some with green.orange/green etc



automation-cl2.png - 649kB


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[*] posted on 24-7-2020 at 03:59 AM


Could you please explain "share keys". How would sending my share key affect my computer and my ability to utilize the GSB program for other strategy development?
Overall, what is your research trying to accomplish? Are those who contribute to your research expected to get a better trading system? I don't currently have enough margin to trade crude oil (CL), though I might be able to trade emini Crude (QM) - does that symbol work with this?


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[*] posted on 24-7-2020 at 05:25 AM


Quote: Originally posted by DocBober55  
Could you please explain "share keys". How would sending my share key affect my computer and my ability to utilize the GSB program for other strategy development?
Overall, what is your research trying to accomplish? Are those who contribute to your research expected to get a better trading system? I don't currently have enough margin to trade crude oil (CL), though I might be able to trade emini Crude (QM) - does that symbol work with this?

share key is here.
https://trademaid.info/gsbhelp/11GSBFamiliarisationGSBStanda...
The value is this research is much greater than a system,
Its in the best methodology to create a system.
Once you have the best benchmark of setups, its very fast to get a system.
Thats covered in the last CL video
If your low on funds, es micros might be the best market to start.



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[*] posted on 24-7-2020 at 06:32 AM


Quote: Originally posted by admin  
Just a reminder,
if you want to contribute to the CL research being done by letting me your your workers, then send me the your share keys
I will in turn give you the output
Here is an example of tests im doing
Im up to over 200 workers (thanks for those who have given me workers)
What im doing here is 4 tests each on 7 different secondary filters.
Im also doing similar tests, some with 40 inidicators, some with 100 indicators
some two pass using green / green and some with green.orange/green etc



I assume that you are figuring out for your process if its best to use a very low amount of indicators, medium or all in order to do optimal SF.. this is what your research in this specific test is trying to establish right ?


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