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admin
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Hi Daniel, thanks for your input. I think its higher than 1 in 1000, but dont know exactly. It also varies per ticker. I had some obscure cash indices
i used that often gave hypothetical after a chart refresh
that hit profit targets, while real fills got stopped. It was so bad I stopped trading it
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bizgozcd
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Quote: Originally posted by AlwaysLearning  | Hello,
I've just noticed an issue I don't understand yet, where a swing trading position, that did not occur in realtime, suddenly appears in mid-trade when
the tradestation platform reloads.
I only noticed it now, but the best detail I can provide to describe the situation is this:
I'm following a swing trade system on ES in realtime, and in realtime I took the trade that ended in the profit target on Aug 26th at 1430 - but then
no new trade opened ever since in realtime, however then on Aug 27th at 7:48pm, I reloaded the chart, and then a new trade appeared retroactively in
the history as though it opened on 2:30pm on Aug 26th a day earlier where in realtime no such trade existed
I believe the cause to be that the data feed may have changed by a little between realtime and historical reload causing a trade to trigger,
But if I want to follow these trades realtime, it means now I have to decide whether to join this trade mid-position at whatever price I get, or
decide not to take it
It makes me question how I might go about handling this situation, and whether anyone else has a solution or advice for it. Should I be reloading my
tradestation charts a few times a day to minimize this, or what can I do to learn more about this?
Thanks
|
Greetings. I had something very similar happen a couple of times with TS a few months ago when I was learning the platform. In diagnosing it, I
noticed that while the chart that the strategy was loaded on showed the strategy as active in the upper left hand corner of the chart, the strategy
did not show up under the "Strategy Positions" tab of Trade Manager. That was the 'tell' that something is awry. I shut down and restarted TS and all
was well. I've also fixed it by removing the strategy from the chart and re-adding it. Good luck.
Thanks received (1):
+1 AlwaysLearning at 2020-08-28 16:05:33
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RandyT
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| Quote: Originally posted by AlwaysLearning | Hello,
I've just noticed an issue I don't understand yet, where a swing trading position, that did not occur in realtime, suddenly appears in mid-trade when
the tradestation platform reloads.
I only noticed it now, but the best detail I can provide to describe the situation is this:
I'm following a swing trade system on ES in realtime, and in realtime I took the trade that ended in the profit target on Aug 26th at 1430 - but then
no new trade opened ever since in realtime, however then on Aug 27th at 7:48pm, I reloaded the chart, and then a new trade appeared retroactively in
the history as though it opened on 2:30pm on Aug 26th a day earlier where in realtime no such trade existed
I believe the cause to be that the data feed may have changed by a little between realtime and historical reload causing a trade to trigger,
But if I want to follow these trades realtime, it means now I have to decide whether to join this trade mid-position at whatever price I get, or
decide not to take it
It makes me question how I might go about handling this situation, and whether anyone else has a solution or advice for it. Should I be reloading my
tradestation charts a few times a day to minimize this, or what can I do to learn more about this?
Thanks
|
AlwaysLearning,
My .02 is that this is a bug in TS. This commonly happens on the TS platform. Reloading data usually corrects it. When I was using TS, it was common
practice to delete all cached data at the end of every week on the live trade server so that you were using fresh cached data at the beginning of
every week. This practice generally avoided this behavior.
I use MC and refuse to use TS for these (and many other) reasons.
Thanks received (1):
+1 AlwaysLearning at 2020-08-28 16:04:40
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tornado
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Hi Peter,
I am confused why I can building systems well with the data ,but when I do wf with the same data after i
load the systems that i saved, following exception appeared.
Thanks.
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admin
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| Quote: Originally posted by tornado | Hi Peter,
I am confused why I can building systems well with the data ,but when I do wf with the same data after i
load the systems that i saved, following exception appeared.
Thanks. |
Ive never seen this before, but many bugs in GSB have not been seen before
Lets do remote support.
Download the software and send the two codes.
You can use either
https://ultraviewer.net/en/download.html
or
https://anydesk.com/en (one code, but when I attempt login, you need to approve me loging im)
or teamviewer.com
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tornado
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Hi Peter,
Thanks for your reply.
Seems I have figured the cause out and fixed it. I'll try to explain how the process is.
I used my own data that has unique date time format, so i modified the App Setting in Manager like it shows on attachment but the App Setting in
Worker is still the original.
I open new manager and worker and load systems that saved to manager, and then run wf by sending to @best worker. In this case
the manager app setting is unable to transfer to the Worker , so that
Worker is unable to recognize the data time format, and has the
exception message.
To fix it i need to add my own data time format to worker setting file in advance like i did on manager setting file.
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admin
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Hi Tornado,
good your fixed, but you should not have needed to do that. Few users use custom date time formats that GSB doesnt automatically have - but its also
possible its a bug.
All settings that are needed should automatically be transferred to workers
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zamiriqbal
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Hi, can somebody guide me where to find the free CL system and SOybean System for paid GSB users ..?
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Gregorian
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Disable price data file deletion
Is there a setting to disable the automatic deletion of price data files? Something, maybe RM, purges off old price data files every now and then.
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Daniel UK1
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Hey there, you will find peters latest shared CL system in paid users forum i believe... S systems i am not sure you will find there, the S systems
shared from Peter i think was developed quite some time ago.
IMHO, i think you would be better off researching S market using latest latest GSB methodology yourself...
Cheers
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admin
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| Quote: Originally posted by Gregorian | | Is there a setting to disable the automatic deletion of price data files? Something, maybe RM, purges off old price data files every now and then.
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purge is done on workers, but not managers.
Perhaps you have set workers to use the same folder.
This should not be done.
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Gregorian
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The Workers run in C:\GSB\GSB (Workers), while the Manager runs in C:\GSB\GSB (Managers). I have never configured any of the settings in the Worker
folder, because you have said they are all automatically transferred from the Managers. What am I missing?
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admin
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| Quote: Originally posted by Gregorian | | The Workers run in C:\GSB\GSB (Workers), while the Manager runs in C:\GSB\GSB (Managers). I have never configured any of the settings in the Worker
folder, because you have said they are all automatically transferred from the Managers. What am I missing? |
You setup seems correct and there is no file cleanup of price files that I know of in GSB manager or standalone.
the cleanup should be seen in worker, but not manager.
Perhaps backup the data folder in case.
acronis true image or macrum reflect are both very worth having
Macrum is free at entry level and works well
Else you can do this manually.
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tornado
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Hi Peter,
I come across a problem.
How do i fix it?
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Carl
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Hi tornado,
You can download the latest version of GSB by using ResourceManager.
https://trademaid.info/forum/viewthread.php?tid=208
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bizgozcd
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Question. In general, if systems are slow to build compared to 'normal' (also with indicator testing) is this a sign to pass on this test and move on?
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tornado
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Thanks Carl, i will try it.
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Daniel UK1
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| Quote: Originally posted by bizgozcd | | Question. In general, if systems are slow to build compared to 'normal' (also with indicator testing) is this a sign to pass on this test and move on?
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Hey there, Some markets are more difficult than others, it can differ a lot in speed... this does not always mean that systems generated is bad
though.
But comparing same markets against each other and you are using a setting to test that makes it twice as difficult to build compared to other
settings, then it would raise a eyebrow and perhaps warrants to look more closer if you should move on..
Cheers
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bizgozcd
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| Quote: Originally posted by Daniel UK1 | | Quote: Originally posted by bizgozcd | | Question. In general, if systems are slow to build compared to 'normal' (also with indicator testing) is this a sign to pass on this test and move on?
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Hey there, Some markets are more difficult than others, it can differ a lot in speed... this does not always mean that systems generated is bad
though.
But comparing same markets against each other and you are using a setting to test that makes it twice as difficult to build compared to other
settings, then it would raise a eyebrow and perhaps warrants to look more closer if you should move on..
Cheers |
Oh my bad, Daniel...I meant if slow, quit the current test and start another test on the same market.
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admin
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Some SF work but are very slow too. However so far CL is the only market I have explored in great depth where closeD{minus/over}close is not the best
SF
Bu I agree with Daniel, speed varies with the market, but slow speed is not a good sign if your exploring a new market. bizgozcd, what market are you
looking at?
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bizgozcd
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| Quote: Originally posted by admin | Some SF work but are very slow too. However so far CL is the only market I have explored in great depth where closeD{minus/over}close is not the best
SF
Bu I agree with Daniel, speed varies with the market, but slow speed is not a good sign if your exploring a new market. bizgozcd, what market are you
looking at? |
Soybeans.
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admin
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| Quote: Originally posted by bizgozcd | | Quote: Originally posted by admin | Some SF work but are very slow too. However so far CL is the only market I have explored in great depth where closeD{minus/over}close is not the best
SF
Bu I agree with Daniel, speed varies with the market, but slow speed is not a good sign if your exploring a new market. bizgozcd, what market are you
looking at? |
Soybeans. |
i used ga GSB_CloseLessPrevCloseD, but that was before we had all the new sf
Unlikely anything else will be better.
but try all sf, except the 3 Close[less/over}closeD
then do a two pass sf test.
take only the green ones each time.
then test the top few sf by them selves. vip to not test multiple sf at the same time
Thanks received (1):
+1 bizgozcd at 2020-09-08 08:22:31
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bizgozcd
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| Quote: Originally posted by admin |
Soybeans. [/rquote]
i used ga GSB_CloseLessPrevCloseD, but that was before we had all the new sf
Unlikely anything else will be better.
but try all sf, except the 3 Close[less/over}closeD
then do a two pass sf test.
take only the green ones each time.
then test the top few sf by them selves. vip to not test multiple sf at the same time |
I've been doing test after test on S for the last few days. Did an SF test early on, tried a bunch as you suggested, ended up with
CloseLessPrevCloseD, which was about equal to Over. I also tried to run it without any SF to see what the difference would be, but GSB does not allow
that.
I'm leaning toward the conclusion that I'm going to have to be satisfied with much more marginal returns in S than in other contracts. I went to S
because I read an old forum thread that implied it was one of the lower hanging fruits. I have a couple of system candidates but they are not as juicy
as other contracts I've been working on.
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Daniel UK1
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| Quote: Originally posted by bizgozcd | | Quote: Originally posted by admin |
Soybeans. [/rquote]
i used ga GSB_CloseLessPrevCloseD, but that was before we had all the new sf
Unlikely anything else will be better.
but try all sf, except the 3 Close[less/over}closeD
then do a two pass sf test.
take only the green ones each time.
then test the top few sf by them selves. vip to not test multiple sf at the same time |
I've been doing test after test on S for the last few days. Did an SF test early on, tried a bunch as you suggested, ended up with
CloseLessPrevCloseD, which was about equal to Over. I also tried to run it without any SF to see what the difference would be, but GSB does not allow
that.
I'm leaning toward the conclusion that I'm going to have to be satisfied with much more marginal returns in S than in other contracts. I went to S
because I read an old forum thread that implied it was one of the lower hanging fruits. I have a couple of system candidates but they are not as juicy
as other contracts I've been working on. |
A tip is to make use of more markets assisting S, that will make a big difference for you i believe.. also test timeframes per data... and... open
and close time for main markets.. Build dates also play a big role for S..
Good luck
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meldinman
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Im sure this has discussed before and I have gone back in the forums to see if I can resolve this on my own. Im currently doing market validation on
KC (cofee), the first coupe runs I did worked and the systems showed results in tradestation similar to what GSB was showing, but now the last few
runs with various other normalization and modes are giving me systems that are showng very different results from the GSB analyzer. Ive tried to make
sure that the times frames where the same etc but things still seem to be off. Any Ideas what I may be doing wrong?
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