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Gregorian
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You need to click on Tools, App Settings, Data, and change the default folders to your current GSB location.
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moveo
Josef
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Thank you Gregorian, your tip works
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cyrus68
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That was a helpful tip. Saved me from trying to dig it up from the documentation that is frankly woeful.
The other issue has to do with the nature of the instruments and time frames that GSB can handle, as well as the required format. In software such as
Builder, it is crystal clear. In GSB, it is thoroughly obscure.
Can GSB handle only futures contracts?
Only intraday or daily data also?
Does the name of the file have to be written in a specific way only, in order that GSB will read it? Why?
Can GSB handle stock data? Intraday or daily? I tried an experiment with daily stock data and GSB was totally blind. Somewhere I read that one must
put in 390 in the name of the file because there are 390 minutes in a daily bar. So I called it e.g. SPY.390.txt. It didn't work.
What about forex data? Is that another blind spot?
These are all simple issues that should be clear as daylight, so the user of the software knows its limitations and can concentrate on far more
important things.
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admin
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GSB handles futures, stock and forex.
Daily must be done in this way, if we have 405 minutes in a day.
Whats in blue is optional.
ES.405.Minutes.830.1500.CentralUSATime.txt
All of this is in the documentation. I'm off to sleep now but will give more detailed reply tomorrow
docs are here
http://www.trademaid.info/forum/viewthread.php?tid=17
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admin
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Quote: Originally posted by cyrus68  | That was a helpful tip. Saved me from trying to dig it up from the documentation that is frankly woeful.
The other issue has to do with the nature of the instruments and time frames that GSB can handle, as well as the required format. In software such as
Builder, it is crystal clear. In GSB, it is thoroughly obscure.
Can GSB handle only futures contracts?
Only intraday or daily data also?
Does the name of the file have to be written in a specific way only, in order that GSB will read it? Why?
Can GSB handle stock data? Intraday or daily? I tried an experiment with daily stock data and GSB was totally blind. Somewhere I read that one must
put in 390 in the name of the file because there are 390 minutes in a daily bar. So I called it e.g. SPY.390.txt. It didn't work.
What about forex data? Is that another blind spot?
These are all simple issues that should be clear as daylight, so the user of the software knows its limitations and can concentrate on far more
important things. |
GSB is a rapidly advancing piece of software, and the docs were about 3 weeks out of date. Most of what you ask is in GSB quick start august 31
version.
http://www.trademaid.info/forum/viewthread.php?tid=17#pid184
There have been recent changes to the format of GSB price file names to support seconds data, tick & range data.
Builder has excellent documentation, but its a mature product that improves very slowly. GSB often gets multiple improvements in a week.
GSB kills builder in speed, and the quality of systems.
https://www.youtube.com/watch?v=np87RA9H7c0
Now with client server version, im getting 60,000 systems a minute over 4 pcs. (that's about 10 * faster than what GSB was a few weeks ago)
I could choose to release new versions till the documentation is updated, or I can release things hot of the press with documentation lagging by a few
weeks.
My compromise is to have the release version, and beta version for the users who are crying out for new features.
I know documentation is important. I spent a weeks work on another system builder that could have been just a day if the docs were better. Very
frustrating.
Those who have been with GSB since the begging, will appreciate how much its developed.
Stock data is fine to use for data1 or secondary data. SPY should work fine on GSB from a intraday perspective, but upro and other similar eft should
work better.
I have not spent much time on it, but doubt daily bars for data1 will work.
They are fine for data2.
One of the problems with daily bars is there are 1/13 the bars of 30 minutes bars. (830 to 1500). This means the statistics are much weaker. (1/13 the
amount of trades) and the back test termination (under app settings) may have to be reduce or turned off. The logic of backtest termination is that if
there are very few trades, the system is of no interest to us as the sample size is too low.
Hope this helps, and sorry for your frustration. Its great you post questions on the forum & hope todays updated docs help.
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cyrus68
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@admin. There are a couple of issues related to your post.
First you raise the question of whether it is wise to use daily data in system-building software, because the length of the data (let's say 3000 daily
bars) is too short to build viable systems. My answer is that the proof of the pudding is in the eating of it. Yes, I have been able to create viable
systems using such software. But like any other system, one should monitor its performance for degradation.
The second question is whether it would be wise to try this in GSB, given its settings and makeup. This may very well be true, but I haven't been able
to try it out.
The third question is whether it is actually feasible to use daily bars in GSB if one gets around the data length issue. Let's say one has created txt
files on daily bars for data1, data2 and data3 of good length and consistent with each other. I presume GSB needs the particular format you give
(ES.405.Minutes.830.1500.CentralUSATime.txt) to identify the data-set as involving daily bars, and the computer/TS being on CT time?
If you are using the exchange time for ES, then 405 minutes is correct but the time should be 8.30.1515. Using 8:30 to 15:00 either assumes that one
has a custom session set up in TS, or that one has a stock symbol, such as SPY, for which the exchange closes at 15:00.
I've renamed my experimental stock data. I will add them to the contracts list and test it.
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admin
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Daily bar systems can be made in system builders, but Ive spent no time on this myself. I suspect long only enter on a limit would be the way to go.
GSB doesnt yet support limit entry. A few months away I hope.
405 minute bars just are the same as daily bars in effect. As it works and users are asking for more pressing things, there was not great need to
change this - though would be a good ideal to do so.
The time zone is just for us humans, not GSB.
I always use 1500 eod, not 1515. The last 15 minutes tends to be more noisy and other data streams often dont work after 1500.
You could under certain conditions use 1515 but I dont see the upside. moc exit is also problematic.
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admin
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Non beta build code expired today. Very sorry. I will get this fixed hopefully Monday. Beta is ok but current beta doesnt have backward compatibility
to release version and next weeks beta.
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admin
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38.22 standalone and master dont always report number of systems etc on right GUI. Worker is fine. Problem is intermittent.
Some metrics you need to hit expand button on right side gui to see.
Looking to fix asap.
vip. 38.22 standalone settings have random seed as zero. (advanced mode on) This should not be zero but blank. Otherwise all systems generated will be
the same every time you run GSB. Its for diagnostic / bench-marking reasons only
This is fixed in GSBSETUP38.22d.tri.exe
The exe etc is still the same build.
No need to install the new build, just change the setting.
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curt999
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the .eld included is it the latest one to import into tradestation? i noticed some errors when they compiled and tradestation 9.5 wouldnt load
correctly
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admin
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What errors, and what version of TS are you on? I'm only aware of one error in MC which is an easy fix.
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curt999
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it was on 9.5 i deleted the install can try to reproduce to post the errors
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moveo
Josef
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With GSB 39.11 code does not compile in TS 
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admin
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Im on 40.02 (not released yet) and it compiled fine.
can you send me the code in notepad. Will look at tomorrow.
Add as attachment or email it.
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admin
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This is fixed in 40.02. I will upload in <24 hours
You can change
Inputs:
i1Data(3)..
result = ((GSB_Norm2(StandardDev(Close, i1length, 1) of i1Data, 1, 100) of i1Data * i1Weight)
to
result = ((GSB_Norm2(StandardDev(Close, i1length, 1) of Data3, 1, 100) of Data3 *
i1Weight)
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admin
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| Quote: Originally posted by admin | Im on 40.02 (not released yet) and it compiled fine.
can you send me the code in notepad. Will look at tomorrow.
Add as attachment or email it. |
FIXED IN 40.04
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admin
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There is a bug that causes significant problems in WF. I have no idea what versions of GSB, but possibly all of them.
It only shows up when entrylevel defaults are changed from 0 to 100 to 0 to 1000.
Instead of optimizing around the range of entrylevel, it optimizes the entire range. This means wf results are not at all stable or that accurate.
The fix for now is keep entrylevel in the 0 to 100 range.
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admin
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installer on 41.05b has an issue. It links to C:\dropbox\GSB\GSB (Managers)GSBStandalone.41.05b instead of
C:\dropbox\GSB\GSB (Managers)\GSBStandalone.41.05
Just make a new short cut link to your desktop.
I mistook this for a virus checker issue. I would fix but im expecting a new build shortly.
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Petzy
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Errors from EWFO
Im getting errors when I open WFO folders from both TS and MC
I attached the screen shoot.
(I'm running a trial. ewfo_20180103.exe)
Regards,
Peter
Attachment: Login to view the details
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admin
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| Quote: Originally posted by Petzy | Im getting errors when I open WFO folders from both TS and MC
I attached the screen shoot.
(I'm running a trial. ewfo_20180103.exe)
Regards,
Peter |
just checking
so you have
inputs:x(0),y()......;
or
inputs x(0);
inputs(y);//two separate lines.
do all your wf fail or some? You could have a corrupt files. Thats what the error message is saying. Can you retry them again?
If it fails again, send me your files zip or better still .7z via dropbox, google drive, ftp etc
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Petzy
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I will make a new try tomorrow, just went to bed.
I have input x(0),
,
,
One on every row but with β,β not with β;β
All of them failed. Both mc and ts.
I made them very short to save time. Is there a minimum wfo for it to work?
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admin
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| Quote: Originally posted by Petzy | I will make a new try tomorrow, just went to bed.
I have input x(0),
,
,
One on every row but with β,β not with β;β
All of them failed. Both mc and ts.
I made them very short to save time. Is there a minimum wfo for it to work? |
Your inputs are fine but the error message says trade list is corupt
for testing, any small wfo is fine
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Petzy
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Wrong scale in Portfolio Analyst "Daily Net Profit & Drawdown"?
Just wondering if the scale on the graph "Daily Net Profit & Drawdown" is wrong in Portfolio Analyst?
The performance report says the Max DD is $-16803 but it looks on the graph that it is about $-100000
I attached the performance report from TS and the report from Portoflio Analyst
Regards,
Peter
Attachment: Login to view the details
Attachment: Login to view the details
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admin
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| Quote: Originally posted by Petzy | Just wondering if the scale on the graph "Daily Net Profit & Drawdown" is wrong in Portfolio Analyst?
The performance report says the Max DD is $-16803 but it looks on the graph that it is about $-100000
I attached the performance report from TS and the report from Portoflio Analyst
Regards,
Peter
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what version are you on. build date?
can you show a screen shot?
You should be on 20171205.2 if your on pa pro
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Petzy
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| Quote: Originally posted by admin | | Quote: Originally posted by Petzy | Just wondering if the scale on the graph "Daily Net Profit & Drawdown" is wrong in Portfolio Analyst?
The performance report says the Max DD is $-16803 but it looks on the graph that it is about $-100000
I attached the performance report from TS and the report from Portoflio Analyst
Regards,
Peter
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what version are you on. build date?
can you show a screen shot?
You should be on 20171205.2 if your on pa pro
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I am on 20171205
 
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