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admin
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Thanks for update Carl.
After a few weeks work, I feel I have started to crack the Gold market.
Basically Bruce has improved on my ideas, but still follows the methodology with tiny but significant tweaks. Each tweak load into GSB automation and
compare the results.
Bruces GSB results were starting to look reasonable, and hes live trading his GC systems I think with good results.
However even after copying his entire GSB folder, I still couldnt match his results. Right now still dont know why.
So possibly ive got something wrong. But now I think I have surpassed Bruce, and there is just so much more to tweak.
The most critical things to get right im still not decided in.
1) session time
2) do we skip the first hour(s) of the day and not allow entries
3) what secondary filter to use
4) what entry type to use?
 
Thanks received (3):
+1 LucaRicatti at 2020-10-22 17:44:07 +1 OUrocketman at 2020-10-21 20:05:14 +1 Carl at 2020-10-21 01:33:11
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admin
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IM doing a very big run of automation on gold. Numerous users have donated workers, but im happy to get more.
There is about 48 hours of work qued for the 200 or so workers I have.
I share results with those who contribute. Email me a share key if your interested. peterzwag@gmail.com
I will start on the automation / gold video next week.
Im also offline all sunday australia time. (day of rest so no work or looking at emails etc)
Thanks received (1):
+1 OUrocketman at 2020-10-24 01:59:42
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Bruce
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I haven't looked at YM for some time, utilising the #MOVE session list within AU and a few build tweaks along the way this is looking really
promising.
Thanks received (4):
+1 admin at 2020-10-25 17:29:42 +1 BlackBox at 2020-10-25 16:20:22 +1 RandyT at 2020-10-25 11:50:46 +1 NickW at 2020-10-25 08:31:08
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admin
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Quote: Originally posted by Bruce  |
I haven't looked at YM for some time, utilising the #MOVE session list within AU and a few build tweaks along the way this is looking really
promising.
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Hi Bruce
can you share more details. you are having good success on a lot of markets that were harder for GSB.
Unrelated. I have done a lot of tests on gold. Today I need to summarize the results and get in my head what works. Thanks to all those users who
contributed thier cloud power. Likely I will do another set of tests on gold later today
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meldinman
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Continuing my discussion with peter in another thread on my research into new markets as well as using other data sources like PCVE on es. Something I
have noticed is the amount of methodology and testing that has gone into finding robust entry signals as opposed to exits. In my time prior to GSB I
learned that optimizing exits and trade management can really take profits far however with GSB it seems the time is spent trying to optimize good
entry parameters and then most systems hold till end of day. is there a better methodology that we can build similar to entry techniques to be applied
to exits and trade management? I know that holding till eod for day systems can often be the most robust technique but I'm interested to hear what
other techniques people use to test through different post entry methods. Better to test management techniques post build or prior to market
validation? aggressive management to limit risk or building portfolios of uncorrelated systems to diversify against risk? etc.
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admin
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| Quote: Originally posted by meldinman | | Continuing my discussion with peter in another thread on my research into new markets as well as using other data sources like PCVE on es. Something I
have noticed is the amount of methodology and testing that has gone into finding robust entry signals as opposed to exits. In my time prior to GSB I
learned that optimizing exits and trade management can really take profits far however with GSB it seems the time is spent trying to optimize good
entry parameters and then most systems hold till end of day. is there a better methodology that we can build similar to entry techniques to be applied
to exits and trade management? I know that holding till eod for day systems can often be the most robust technique but I'm interested to hear what
other techniques people use to test through different post entry methods. Better to test management techniques post build or prior to market
validation? aggressive management to limit risk or building portfolios of uncorrelated systems to diversify against risk? etc.
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Bruce has done a bit of work on this with parabolic exits. I do very little with exits as my focus is on entries. Ive not had much improvements with
exits. I do sometimes use extremely large profit targets. is $6000 on ES 10,000 euro on dax.
You can also play around with exits in TS/MC/NT after a system is built by GSB
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Bruce
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Hi Peter,
Just wondering as we are just using 30min bars for the AU Indicator testing that has now grown to all the #MOVE functions, should we just use
30-minute bars exported from TS or still build the bars from 1-minute data, what do you think?
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admin
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| Quote: Originally posted by Bruce |
Hi Peter,
Just wondering as we are just using 30min bars for the AU Indicator testing that has now grown to all the #MOVE functions, should we just use
30-minute bars exported from TS or still build the bars from 1-minute data, what do you think? |
Im using 1 min myself, bit both will work.
as long as the bars exported from TS contain all data in the sessions used in AU
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meldinman
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I've thought to use other exits post build like chandalier or key reversal etc. Didnt think it would be as robust and testing is alway much better in
gsb obviously. do the eixt modes in GSB use an indicator input to calculate an exit signal?
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admin
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| Quote: Originally posted by meldinman | | I've thought to use other exits post build like chandalier or key reversal etc. Didnt think it would be as robust and testing is alway much better in
gsb obviously. do the exit modes in GSB use an indicator input to calculate an exit signal? |
the 8 exit modes use reversal and or signal disappearing of either the secondary or primary filters.
There is so much to be explored using GSB that makes a massive difference.
Bruce is making good headway in areas others have failed.
Improving exits for day trading, is never going to be a game change in my opinion.
So I personally would focus on the majors, not the minors.
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meldinman
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fair enough. There's definitely plenty to be explored, many areas of which I'm still figuring out. Would be interested in hearing what you believe are
more helpful areas to be improved upon. However I am more interested in optimizing for exits when it come to building overnight systems. I have gotten
decent fitness in some markets however most of these systems have large leeway in giving back profits which is quite different from systems that I had
personally developed in the past. Thats where I would like to explore. Doing some work with moc on losing position and D-D[1] with better results.
further testing needed...
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admin
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| Quote: Originally posted by meldinman | | fair enough. There's definitely plenty to be explored, many areas of which I'm still figuring out. Would be interested in hearing what you believe are
more helpful areas to be improved upon. However I am more interested in optimizing for exits when it come to building overnight systems. I have gotten
decent fitness in some markets however most of these systems have large leeway in giving back profits which is quite different from systems that I had
personally developed in the past. Thats where I would like to explore. Doing some work with moc on losing position and D-D[1] with better results.
further testing needed... |
I have done little with over night systems on GSB, but in this context exits are more important that day trading. You could try to build GSB systems,
and add exits from your non GSB systems as a test.
Depends greatly on the market, but session start time, time of day to enter, secondary filter to use, entry type are the basic things to look at. On
gold I have figured some of these out. Every market has its own nuances.
Thanks received (1):
+1 meldinman at 2020-10-27 07:34:49
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admin
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Here is a tip.
GSB on defaults is not very likely to make a retracement or count trend system.
If indicator 1 is set -2.5 to 2.5 step 1, negative weights will be tried
Note is vip we do not allow zero. The reason is x^0 = 1. this means gsb systems would be full of indicators that do nothing.
w1=1
w2=-1
so if result=rsi(30)*W1+rsi(5)*w2, this will give a buy signal on a pull back.
I know this is over simplified and we use * operand, not +
For the concept of enter long only on @es at 1700 (exchange time) till 2400, this setup should be used. (moc 1500)
potentially all indicators or 1 of 3 allowed to be negative.
I have not tried this myself on @es, but want to share the concept.
In the big picture, you need to try and make a benchmark, then tweak these weights
shown in cyan is parameters that can give negative. It orange is normal defaults
Thanks received (1):
+1 meldinman at 2020-11-02 07:35:50
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Carl
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Could this work?
Build strats, no stoploss, no costs, no slippage, let all strats through (so no filtering on results).
Then choose the worst results and terrible equity lines, and flip the trade direction?
Thanks received (1):
+1 bizgozcd at 2020-11-02 07:32:07
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admin
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| Quote: Originally posted by Carl | Could this work?
Build strats, no stoploss, no costs, no slippage, let all strats through (so no filtering on results).
Then choose the worst results and terrible equity lines, and flip the trade direction? |
you would want a pearsons of say -0.95 or so.
I dont see the point of the exercise but many great discoveries in life are made by accident, so you could always try it.
you are going to get millions of systems in gsb interface
You would need filters that say pearsons <0.95 etc.
so that cant be done in gsb now.
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admin
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IM still working on foundation to Gold trading longer than expect.
Reason is i'm still finding new things that are useful.
Today I saw a very unusual secondary filter and a unusual session time worked well in the Favorite B stats. (via GSB_Automation updates)
I have made 60% of the content for the next video, but done no video recording at all.
 
Ive made a tweak to correlation. Starting all reports at 2007.1.1 This gave mild increase in correlation as some systems started years earlier then
others.
If system1 starts years earlier than system2, correlation is lower artificially. Best correlation practice is to have systems start at same date.
Thanks received (2):
+1 Bruce at 2020-11-04 22:58:20 +1 NickW at 2020-11-04 22:55:56
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admin
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I have great gold systems now, but not finished the foundation. Testing 50 secondary filters was done over night.
Once the foundation is done on gold, finding systems is really easy and fast
It paid of. Here is today's fills.
results includes $40 r/t slippage and commission
Attachment: Login to view the details
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meldinman
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nice development peter. Interesting how low the negetive months corrolations are. I'm curios as to what sessions you settled on. It seems like your
first system was built on a different session time? Does that help lower correlations?
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admin
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| Quote: Originally posted by meldinman | | nice development peter. Interesting how low the negetive months corrolations are. I'm curios as to what sessions you settled on. It seems like your
first system was built on a different session time? Does that help lower correlations? |
Correct on all points.
2am to 3am to 1230 is the best range.
Ive found one sf that loves 630 am start time.
right now im testing 40+ secondary filters on 630 am. Thats going to take about 12 hours doing 2 tests that are 1 pass indicators,then build
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admin
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whats also going to help correlation greatly is completely different SF.
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meldinman
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very interesting, how did you arrive at those sessions. I've tried to use sessions based on the most active times of day, however I was looking to
explore using other sessions like first morning only or afternoon sessions to help break up correlations. Does automation help you test those things
faster?
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admin
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| Quote: Originally posted by meldinman | | very interesting, how did you arrive at those sessions. I've tried to use sessions based on the most active times of day, however I was looking to
explore using other sessions like first morning only or afternoon sessions to help break up correlations. Does automation help you test those things
faster? |
Thats one of the major points of automation.
This is 4 identical tests on each time frame used.
Takes me a few minutes to do such tests, but a lot of cpu time.
Im guessing 8 hours with 300 workers.
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meldinman
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thanks for the graph here. so did you do similar testing of sessions when you changed the SF? or was this after you arrived at DPBV being your SF of
choice? Also in automation is it going through the whole wf and verification process on each benchmark pass?
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bizgozcd
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| Quote: Originally posted by admin |
Correct on all points.
2am to 3am to 1230 is the best range.
Ive found one sf that loves 630 am start time.
right now im testing 40+ secondary filters on 630 am. Thats going to take about 12 hours doing 2 tests that are 1 pass indicators,then build
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Peter, is this Exchange time or local time? I have a few decent gold systems that are 830-1430 Exchange time that were built in Sept before I was
using AU session testing. I'll need to revisit them eventually after I finish EC.
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admin
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| Quote: Originally posted by bizgozcd | | Quote: Originally posted by admin |
Correct on all points.
2am to 3am to 1230 is the best range.
Ive found one sf that loves 630 am start time.
right now im testing 40+ secondary filters on 630 am. Thats going to take about 12 hours doing 2 tests that are 1 pass indicators,then build
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Peter, is this Exchange time or local time? I have a few decent gold systems that are 830-1430 Exchange time that were built in Sept before I was
using AU session testing. I'll need to revisit them eventually after I finish EC. |
im using central usa time
so in exchange time its 3am-4am to 130 pm
Regardless there are mutiple valid time zones, and im still researching this.
Ive made some very interesting finds on gold this last week.
Im just about finished my testing of the foundation of what works, and now compling the content of power point slides. 80% done the material for the
video, but not started recording the video
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