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Daniel UK1
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Hi Peter, this sounds interesting, the non lite Gsbsys1, that coming out in RM and placed in depository, does this has any change or same as before?
looking forward checking out the "lite" version in private..
Thanks for sharing...
Regards
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admin
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GSBSYS1_v1.3 in private forum
https://trademaid.info/forum/viewthread.php?tid=32&page=3#pi...
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admin
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Hopefully tomorrow, new CL system.
Uses HighDLowD filter thats out in 57.68 build
System has not been looked at since 2018.6.30,
Likely we could say out of sample date is 1.1.2020 but built today
Code will be in private forum.
Whats interesting to note is the HighD secondary filters, and the lowD Secondary filters have almost zero correlation on loosing days, weeks / months.
The correlation in winning days weeks and months is very high. THats applies (a little less) even for the same system , just with the SF changed.
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admin
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Here is the free system for purchasers.
My own out of sample results for a sister system are roughly the same, but I did not have a $4000 profit target which makes a big different on two
trades of late.
This uses the current methodology which is miles ahead of what we had years ago.
Code for TS,MC,GSB,NT in private forum
    
Attachment: Login to view the details
Code is here https://trademaid.info/forum/viewthread.php?tid=32#pid475
Thanks received (1):
+1 cotila1 at 2020-04-24 16:54:13
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saycem
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I'm having issues getting new GSBSYS1_v1.3 to work on the micro emini @MES.D
Hard to figure out why, works fine on ES.D
Just wondering if anyone else had seen this problem?
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admin
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Quote: Originally posted by saycem  | I'm having issues getting new GSBSYS1_v1.3 to work on the micro emini @MES.D
Hard to figure out why, works fine on ES.D
Just wondering if anyone else had seen this problem? |
Just to clarify, it works fine on my ts 9.5 and not on saycem setup.
saycem ts also works fine on @ES.D but not @MES.D
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Carl
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| Quote: Originally posted by saycem | I'm having issues getting new GSBSYS1_v1.3 to work on the micro emini @MES.D
Hard to figure out why, works fine on ES.D
Just wondering if anyone else had seen this problem? |
Hi Marcus,
Your chart says "MES". That's okay as long as you are using the 0830-1500 session. Did you or did you use the regular session?
And change the slippage to 10% of ES
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Carl
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TS 9.5
I get the expected 10% result on MES compared to ES, but only when I use the same stoploss level and profit target level as ES on MES. And that is
strange.
Contract size of MES is 10% of ES, so a 10% of stoploss and a 10% of profit target should work, but doesn't.
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admin
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| Quote: Originally posted by Carl | TS 9.5
I get the expected 10% result on MES compared to ES, but only when I use the same stoploss level and profit target level as ES on MES. And that is
strange.
Contract size of MES is 10% of ES, so a 10% of stoploss and a 10% of profit target should work, but doesn't.
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are you talking about gsbsys1.30
The was designed to have the stop of say 1850, even if mes used.
Then its fixed in the code to 185* contract num
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Carl
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Hi Peter,
are you talking about gsbsys1.30
Yes
If GSB1sys on ES uses a stoploss of 1850, this means a 1850/50=37 points in the wrong direction.
I think for MES this means a 37*5 (bigpointvalue MES) = 185 USD stoploss?
Or am I missing something?
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admin
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| Quote: Originally posted by Carl | Hi Peter,
are you talking about gsbsys1.30
Yes
If GSB1sys on ES uses a stoploss of 1850, this means a 1850/50=37 points in the wrong direction.
I think for MES this means a 37*5 (bigpointvalue MES) = 185 USD stoploss?
Or am I missing something? |
thats correct but the 1.3 code should work fine on mes regardless of the amount of contracts used or if its @es.d or @mes.d
The stop value doesnt need to be touched
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cotila1
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My ES and CL systems with out of sample results from 2017-2018 onwards!
Some of my OLD systems developed with old methodology are still making profit!!.
@ES built in Mar 2018. All data from Jan 2017 have NEVER BEEN SEEN by the system (trades after vertical red line)
ALL data files (data1...data4) ends in Jan 2017.
Plus 20% of OoS in the setting
See setting image
@CL built in Nov. 2018. All data from Jan 2018 have NEVER BEEN SEEN by the system (trades after vertical red line)
Plus 20% of OoS in the setting
See setting image
All performance records includes costs per side trade: 2.5$ commissions + 1tick slippage
   
Attachment: Login to view the details
Attachment: Login to view the details
 
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getty002
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I've noticed that some in this thread have been pointing out different backtest results between @ES.D and @ESXX20 using the 08:30 to 15:00 session.
I've witnessed the same. The results on @ES.D are hypothetical and not realizable since Tradestation doesn't allow you to trade it (unless we can
identify what's causing the divergence). May I recommend that only performance against actual tradable contracts be reported?
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getty002
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I've noticed that some in this thread have been pointing out different backtest results between @ES.D and @ESXX20 using the 08:30 to 15:00 session.
I've witnessed the same. The results on @ES.D are hypothetical and not realizable since Tradestation doesn't allow you to trade it (unless we can
identify what's causing the divergence). May I recommend that only performance against actual tradable contracts be reported?
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admin
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| Quote: Originally posted by getty002 | | I've noticed that some in this thread have been pointing out different backtest results between @ES.D and @ESXX20 using the 08:30 to 15:00 session.
I've witnessed the same. The results on @ES.D are hypothetical and not realizable since Tradestation doesn't allow you to trade it (unless we can
identify what's causing the divergence). May I recommend that only performance against actual tradable contracts be reported? |
You need to use @esxx20.d
Personally I have @es.d on all my charts, and my api converts the symbol to the current month. But there are numerous methods people use to execute.
TS is simple, cheap fairly fast and fairly reliable.
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admin
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update of results was busted for some time, I didnt know till this week.
its fixed and updated daily.
nice trade this last week.
https://trademaid.info/gsbhelp/GSBfreesystems.html
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admin
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The NT version of GSBsys1es is here.
Note its not 100% the same, though if someone wants to do that, it will be appreciated.
Thanks to Chrisoph @ NT for adding the RSI exit.
https://trademaid.info/forum/viewthread.php?tid=32#pid475
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admin
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There is a new CL system using whats learnt in all the CL research.
Its for all GSB purchasers, and has TS/MC/Nt code
report is here. Includes $4.80 brokerage and $20 slippage r/t
Note all CL systems have been in draw down since April 2020 but seem to be better the last few months.
see https://trademaid.info/forum/post.php?action=edit&fid=2&tid=... in the private forum
Attachment: Login to view the details
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Carl
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Thanks Peter,
Here is the correct link: https://trademaid.info/forum/viewthread.php?fid=2&tid=32&pid...
Thanks received (2):
+1 cotila1 at 2020-09-26 05:51:46 +1 admin at 2020-09-16 18:12:22
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admin
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Free for GSB purchasers
https://trademaid.info/gsbhelp/GSBsysES14.html GSB1.4ES
you can compare with the original system results lower in the page.
The version 1.0 is free for GSB trial users.
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goodoboy
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Good Morning Peter,
Thank you for the free GSBsys1ES system for GSB trial users.
Questions please:
1. Is the GSBsys1ES system available in NinjaTrader8 to free GSB trial users? If yes, may I please have a copy of this system to review in
NinjaTrader8 format.
2. Are the Free systems (Crude oil, natural gas, soybeans systems, GSB1.4ES etc.) for GSB purchasers available in NinjaTrader8 format?
Thank you so much for responding and Happy Holidays to everyone.
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admin
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@goodboy
no, but Im hoping to me employing a NT programer on full time basis. Not sure programer will happen but good possiblity.
1.4 es is not free. 1.4 and 1.5 I htink done this week but not sure.
regadless im not likely to do the cl soy ng systems as they are not as good as the more current systems
tied up with ugly mess of on interactive brokers 2 factor login and ts 10 is a disaster for me.
3am when im writing this email
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goodoboy
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| Quote: Originally posted by admin | @goodboy
no, but Im hoping to me employing a NT programer on full time basis. Not sure programer will happen but good possiblity.
1.4 es is not free. 1.4 and 1.5 I htink done this week but not sure.
regadless im not likely to do the cl soy ng systems as they are not as good as the more current systems
tied up with ugly mess of on interactive brokers 2 factor login and ts 10 is a disaster for me.
3am when im writing this email |
Thank you for responding Peter.
Since GSB systems are not currently working for NinjaTrader8 right now, I will have to trade systems I build with Trade Station for now.
Question please for clarity:
1. When I purchase GSB, I get the following systems for free below?
GsbsysES version 1.3,1,4,1.5
GSBsys1GC
Thank you so much
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admin
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@goodboy, correct
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goodoboy
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Good Evening Peter,
Thank you so much for responding to me and providing the information.
Thank you,
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