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[*] posted on 25-9-2020 at 01:07 AM


Quote: Originally posted by portfolioquanttrader2020  
Hi peter
When you do the WFO of the systems in GSB, do you optimize all the parameters of the system? (inputs)


gsb does this automatically.
EWFO is more complex to figure this out. Im assuming you mean gsb wf?

these questions need to go under this topic next time
https://trademaid.info/forum/viewthread.php?tid=229


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[*] posted on 25-9-2020 at 05:08 AM


Here is whats being worked on.
Filters. Added in here will be genetically chosen time masks, pattern filters and other symmetrical filters.
for example
time periods are genetically chosen to find best entry / exit times. (current times are softcoded but fixed)
if adx>20 then {buy and sell logic}
//current use of adx in primary indicators or secondary or Tertiatry would not work like this.
if daily range > averagerange then {buy and sell logic}

There are fixes for the newer indicators in NT. A number of bugs are known.

I hope GSB automation work will continue next week.
Alertmon monitoring for the VPS monitored trading is getting close to ready. Ive had it working for a long time, but it was not user friendly




filters.png - 263kB


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[*] posted on 1-10-2020 at 05:01 AM


Next build, bug fix for gsb -> ewfo
ewfo was fixed for the rare bug where two strategies are put on a ts chart, with the same name.
This busted EWFO using files from GSB
The fix is in GSB


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[*] posted on 5-10-2020 at 11:47 PM


Alt dates mode is built, but not tested. Regardless its not useful yet as the post build dates are not done. To change the dates on 50,000 systems takes me much longer than building the 50,000 systems
But here are some screen shots
We can have unlimited dates periods.
Shown in the example here is 4 periods of 80 days, but only period 1 is enabled
it was a lot more work than expected to build this, and the post build might not be easy either.
There also is a new indicator added that will come out in a few builds
ClosesUpDN

dates-alt.png - 165kBdates-alt2.png - 200kBcloseupdown.png - 40kB


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[*] posted on 21-10-2020 at 10:55 PM


60.020 released. Oct 22 2020
This has session move by GSBAutomation in it, and improved export.
We now can export the session time moved in the export file, and the amount of systems in favorites.
In the bigger picture, automation is going to put the systems you consider for live trading into Favorites B
The simple idea, thanks to Bruce
These are the settings needed. Note they are NOT the defaults but will be correct in the next macros I send out for Gold

sessions-export.png - 43kBexport-fav.png - 49kB


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[*] posted on 22-10-2020 at 12:27 AM


Hi Peter, could you kindly share the Settings for the latest build, ES methodology?


Quote: Originally posted by admin  
60.020 released. Oct 22 2020
This has session move by GSBAutomation in it, and improved export.
We now can export the session time moved in the export file, and the amount of systems in favorites.
In the bigger picture, automation is going to put the systems you consider for live trading into Favorites B
The simple idea, thanks to Bruce
These are the settings needed. Note they are NOT the defaults but will be correct in the next macros I send out for Gold


filters.png - 263kB


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[*] posted on 22-10-2020 at 02:31 AM


Quote: Originally posted by zordan  
Hi Peter, could you kindly share the Settings for the latest build, ES methodology?


Quote: Originally posted by admin  
60.020 released. Oct 22 2020
This has session move by GSBAutomation in it, and improved export.
We now can export the session time moved in the export file, and the amount of systems in favorites.
In the bigger picture, automation is going to put the systems you consider for live trading into Favorites B
The simple idea, thanks to Bruce
These are the settings needed. Note they are NOT the defaults but will be correct in the next macros I send out for Gold



I havnt done es for perhaps 2 years. Likely its the easiest of all markets.
I would do 2 pass indicator method, green green.
$2500 stop
30 min
secondary filter closedbpv. (same as auto)
Then take the top system from the first few families


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[*] posted on 22-10-2020 at 07:37 AM


So the settings of the screenshot above are for CL?

Thnaks!

Quote: Originally posted by admin  
Quote: Originally posted by zordan  
Hi Peter, could you kindly share the Settings for the latest build, ES methodology?


Quote: Originally posted by admin  
60.020 released. Oct 22 2020
This has session move by GSBAutomation in it, and improved export.
We now can export the session time moved in the export file, and the amount of systems in favorites.
In the bigger picture, automation is going to put the systems you consider for live trading into Favorites B
The simple idea, thanks to Bruce
These are the settings needed. Note they are NOT the defaults but will be correct in the next macros I send out for Gold



I havnt done es for perhaps 2 years. Likely its the easiest of all markets.
I would do 2 pass indicator method, green green.
$2500 stop
30 min
secondary filter closedbpv. (same as auto)
Then take the top system from the first few families


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[*] posted on 22-10-2020 at 11:42 PM


Zordon, the screen shot is just default ES settings, and just showing the filter function. So ignore all else
so you want this
I would do 2 pass indicator method, green green.
$2500 stop
30 min
secondary filter closedbpv. (same as auto)
Then take the top system from the first few families
and most importantly, one of the cross entry types. Likely there is not much difference in the 3 cross entry types


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[*] posted on 30-10-2020 at 12:05 AM


60.06 released. Has bug fixes, possible some new eld code for some indicators that wont compile.
currently some of the new indicators wont work in ts unless you add gsb_xxxindicator, or add or remove close being passed to them.
I want to fix this soon.
It is not essential for you to add this new eld. There are also some not yet released gsb functions. No point loading them as they
are not working in gsb IE gsb_medianosc
Not sure if you can see them but do not use these indicators. (possibly none can be seen anyway)
If they are can be seen, they are only for users who have gsb in beta mode with the 110is indicators
83 GSB_SellRelativeStrength1
99 GSB_HighLowHL1:

{somewhere between 70 and 80}
normalDensity1:
ClosesUPDN1:
Fisher1:
FisherInv1:
ParabolicSAR1


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[*] posted on 30-10-2020 at 05:52 AM


Quote: Originally posted by admin  
Zordon, the screen shot is just default ES settings, and just showing the filter function. So ignore all else
so you want this
I would do 2 pass indicator method, green green.
$2500 stop
30 min
secondary filter closedbpv. (same as auto)
Then take the top system from the first few families
and most importantly, one of the cross entry types. Likely there is not much difference in the 3 cross entry types


Peter, I've made a test on ES 30 min with following results on Entry types (each Entry type I ran 4x and the result is an average of those 4 runs):
- Compare1 21.195
- Compare2 20.437
- Cross 19.015
- CSL 19.400

So I would use one of Compares for ES.. Or did I anything wrong? Everything else was unchanged during the tests.. Thanks


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[*] posted on 30-10-2020 at 06:48 PM


Quote: Originally posted by cico  
Quote: Originally posted by admin  
Zordon, the screen shot is just default ES settings, and just showing the filter function. So ignore all else
so you want this
I would do 2 pass indicator method, green green.
$2500 stop
30 min
secondary filter closedbpv. (same as auto)
Then take the top system from the first few families
and most importantly, one of the cross entry types. Likely there is not much difference in the 3 cross entry types


Peter, I've made a test on ES 30 min with following results on Entry types (each Entry type I ran 4x and the result is an average of those 4 runs):
- Compare1 21.195
- Compare2 20.437
- Cross 19.015
- CSL 19.400

So I would use one of Compares for ES.. Or did I anything wrong? Everything else was unchanged during the tests.. Thanks


Im surprised at how close the results are and that cross is not the best by far.
was secondary filter closebpv?
ES is likely the easier market for GSB, but I have not build systems on it for years using GSB.
It may pay for me to look at your setup and double check it all



bpv.png - 82kB


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[*] posted on 30-10-2020 at 06:51 PM


I recommend you all subscribe to this thread https://trademaid.info/forum/viewthread.php?tid=266&page=4 (GSB AUTOMATION) as there is overlap in the content
I published my gold benchmark derived by GSB automation.
I'm close to having finished working out what works best in gold.... The to build systems & do automation video


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[*] posted on 31-10-2020 at 03:40 AM


Quote: Originally posted by admin  
Quote: Originally posted by cico  
Quote: Originally posted by admin  
Zordon, the screen shot is just default ES settings, and just showing the filter function. So ignore all else
so you want this
I would do 2 pass indicator method, green green.
$2500 stop
30 min
secondary filter closedbpv. (same as auto)
Then take the top system from the first few families
and most importantly, one of the cross entry types. Likely there is not much difference in the 3 cross entry types


Peter, I've made a test on ES 30 min with following results on Entry types (each Entry type I ran 4x and the result is an average of those 4 runs):
- Compare1 21.195
- Compare2 20.437
- Cross 19.015
- CSL 19.400

So I would use one of Compares for ES.. Or did I anything wrong? Everything else was unchanged during the tests.. Thanks


Im surprised at how close the results are and that cross is not the best by far.
was secondary filter closebpv?
ES is likely the easier market for GSB, but I have not build systems on it for years using GSB.
It may pay for me to look at your setup and double check it all



Hello Peter, enclose you can find the settings I've used for all tests. I didn't change the contracts list, so the secondary filter was CloseLessPrevCloseDBpv.
Enclosed settings I've used for the first benchmark and then I went step by step - choose one operator only (and the rest remained the same), run it 4x and write down an average. Then I took second operator (still it was the only one) and so on and so on. Than moved with the same logic to entry modes, normalization, MOC.. No issue to share all the results, if you would be interested.. Dates were 1900-01-01 till 2015-06-30..



ESsettings.jpg - 445kB


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[*] posted on 31-10-2020 at 03:50 AM


HI Cico
what I see is you have 4 entry modes at once. Im not sure if au turns of the 3 unused ones.
It depends if you have move entry mode on. More recent builds of AU likely turn off (if move entry mode is on) the other unused entry modes, but older au wont do this.
You also have 4 operators. This will degrade results. Use only *
AU has no ability to move operators. Likely I wont add it , as i found * to be the best.


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[*] posted on 31-10-2020 at 04:08 AM


Peter, thanks for your comments. My thinking was - use ALL available Operators, Entry Modes and Normalization to build "benchmark". Then narrow it, build 50.000 systems with 1 Operator only (and still full set of Entry Modes and Normalization) and compare it to "benchmark". Repeat this with 2nd, 3rd and 4th Operator and see, which Operator gives the best result..
Then I did the same with Entry Modes (choose 1 Entry mode and have full set of Operators and full set of Normalization) and Normalization. So you think this is not working and right process?

If not, than the second option would be to test all possible combinations (meaning Operator 1, Entry mode 1, Normalization 1; then Operator 1, Entry Mode 1, Normalization 2; etc.).

What is your (or community) approach to this, please? Thanks.


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[*] posted on 31-10-2020 at 04:22 AM


Quote: Originally posted by cico  
Peter, thanks for your comments. My thinking was - use ALL available Operators, Entry Modes and Normalization to build "benchmark". Then narrow it, build 50.000 systems with 1 Operator only (and still full set of Entry Modes and Normalization) and compare it to "benchmark". Repeat this with 2nd, 3rd and 4th Operator and see, which Operator gives the best result..
Then I did the same with Entry Modes (choose 1 Entry mode and have full set of Operators and full set of Normalization) and Normalization. So you think this is not working and right process?

If not, than the second option would be to test all possible combinations (meaning Operator 1, Entry mode 1, Normalization 1; then Operator 1, Entry Mode 1, Normalization 2; etc.).

What is your (or community) approach to this, please? Thanks.

Use test one mode at a time. CS normalization tends to be best last I tried, so thats all i use. I published all SF at once on the xls for gold. Results did not remotely come close to showing what was best when sf was done one at a time.
So only use *. I dont ever test anything else right now. No more from me for 36 hours


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[*] posted on 13-11-2020 at 06:08 PM


under testing 60.13
has extra export features for use in automation.
Too much chance of human error when we use automation, so things you might tweak are now in stats



6013.png - 321kB




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+1 Bruce at 2020-11-13 19:17:45
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[*] posted on 15-11-2020 at 10:19 PM


Two builds away
indicators / sf
median (works fairly well in gold)
medianminusave
medianOsc


fixes for a number of beta indicators that dont match.
a bit further away...
fixes / changes for r1 r2 r3,s1 s2 s3 and GSB_r1s1


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[*] posted on 17-11-2020 at 05:50 PM


60.230 released (but exe called 60.232)
has bug fix for converting gsb ts code back to gsb system
new indicators (beta mode only)
numerous fixes for the beta indicators miss-match or not compiling in ts
included is 3 medium functions too.
+ closetohighlow9
ts code included too

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+1 meldinman at 2020-11-17 18:35:48
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[*] posted on 17-11-2020 at 11:48 PM


a number of new indicators added
I did two tests of 50,000 systems on gold, two different session times
5 of the new indicators are in the top list. (in bold)

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[*] posted on 19-11-2020 at 06:01 PM


I am trying some tiny tweaks on gold. This is 630 am session
note my previous benchmark gave 53 systems for the sf used
bcd total 4.62

that now upto 6.65 for bcd, and 123 for fav B

In the big picture, we want systems on 2am-330 range to 1230 (central usa time)
AND systems on 630

some big moves occur early in the day, and a 3am system to 630 system is very different due to different sf being used. So diversity in systems is really good.
Im still exploring all of this and have some clear ideas, but not finished.
I feel like the star ship enterprise exploring the universe with GSB.
So much better than being stuck going no where!


tweaks2.png - 153kB




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+1 bizgozcd at 2020-11-20 08:12:14
+1 Piet at 2020-11-19 23:04:13
+1 OUrocketman at 2020-11-19 21:51:12
+1 Bruce at 2020-11-19 20:47:36
+1 Carl at 2020-11-19 20:28:06
+1 meldinman at 2020-11-19 18:47:05
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[*] posted on 20-11-2020 at 12:23 AM


under testing. 60.25
tweak thanks to Randy
comment in code shows you the entry type used. However i dont recommend building systems using >1 entry type.
try each entry type separately

We now have number of systems in settings vs actual
so if you kill a manager early, you would see the second figure less than the first
here I aimed to build 49000 but got 50531 as systems still come in after workers told to stop.

Interesting, we have stats on how often data1, data2 used
lets say you use 30 min and 330min (daily bars)
if data1 shows it was used 900 times, and data2 zero times,
you know that data2 was useless.
Currently we are just looking at over all stats of different benchmarks, without looking at this figure.

cross25.png - 293kBexports.png - 95kB




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+1 moresi522 at 2020-11-21 04:57:43
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[*] posted on 28-11-2020 at 01:02 AM


60.36 due out monday
Various refinements like file cleanup of old autosaved systems and debug systems
about 6 new indicators
is s2r3 s3r3 s2r3-close
bug fixes
significant work for new features of gsb automation.
The export macros was exporting how many indicators in optsettings, not in favA
Now we have a choice of either.
Removal of fisher and fisherinv. These just gave 0 and infinate




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+1 NickW at 2020-11-28 09:11:44
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[*] posted on 29-11-2020 at 06:52 PM


60.37 released
Has new eld for new indicators
126 indicators.
Done use percentR,GSB_AccumDistClose,MoonSaw,Moonsine.
I think all other indicators now match
Has more updates for next release of GSB Automation in macro commands
This build manager will not work with older workers. Old managers will work with the build
Also has a few refinements and bug fixes.

126.png - 34kB




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+1 sfuser108 at 2020-12-01 16:43:06
+1 meldinman at 2020-11-30 11:32:17
+1 moresi522 at 2020-11-30 04:08:27
+1 Piet at 2020-11-30 01:31:05
+1 Bruce at 2020-11-29 22:56:44
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