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admin
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Quote: Originally posted by meldinman  | | If you where more interested in this equity curve what further work would you do? Would you individually WF each parameter in EWFO to see if
parameters are robust? would you first try other similar iterations in GSB? |
There is lots to this system I'm cautious about. ie it used moonsine which I'm skeptical on. Moonsinre rated highly in indicator testing - which
surprises me.
So I would optimize each input one at a time in ts, and look for the correct range, bell curve in results and not red flags. ie parameter just
randomly affects results with no clear ideal range.
I put some work into this system allowing 3 inputs to be optimized as if it was done by itself in ts.
Rough proof of concept.
Im going to add this into gsb AI WF. basically might have gsb make a HTML file with the optimization curves in one document, and the table of the
results
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admin
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Im changing how I do dow
dates 200811 to 20020228 to avoid extreme volatility.
Big part of the profits made were march 2020
Im also trying ES on similar dates, as I think ES will be easier and what works well on ES, may work well on YM
Next build new entry types that allow ClosedminuscloseBPV to work with secondary filter GA.
All this not needed if tertiary filters were working.
Those who donated to the cloud might not get any cpu usage till you have 61.17 build
There are some new ELD's in the build.
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Carl
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| Quote: Originally posted by admin |
Peter
Im going to add this into gsb AI WF. basically might have gsb make a HTML file with the optimization curves in one document, and the table of the
results |
Maybe something like this?
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admin
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Carl,
I was thinking of just the ai wf curves all in one HTML document. The current setup is cumbersome that you have to click on each parameter.
It is however much faster than a wf of each input in TS
AI wf has enormous potential to grow, but is very complex.
Im doing ym and es systems at the moment, and finding high level wf very useful
Here is what I found today.
Just been playing around high level with ES.
Issues are do you use pre 2018 or post feb 2020 in system building.
I suspect es systems are similar to ym, just easier and faster to make.
 
Thanks received (1):
+1 cotila1 at 2021-02-17 13:31:19
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admin
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im still 30 hours away of completing my first pass of secondary filters on ES. Bottom line is there is clear potential for systems that trading
nothing like GSBSYS1ES
Also have not figured out many things. ie what years is best to use for insample data
possible start dates are 1997, 2000, 2008.11 start dates
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admin
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making some progress
1997 start date here
Thanks received (3):
+1 OUrocketman at 2021-02-19 14:14:30 +1 eugeneg at 2021-02-19 07:09:04 +1 engtraderfx at 2021-02-19 05:37:28
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admin
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some of these new systems are just so different from each other, and from anything else we have.
sys1 screen shot from today.
system6 report, which is till today.
 
Sys6 Note no trades for months, and march where just about everything made a killing... made nothing
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Carl
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Got a nice one on ES today.
Build and selection fitness NP x R x NP/DD
Chart is after costs and slippage. Stoploss 2k
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admin
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| Quote: Originally posted by Carl | Got a nice one on ES today.
Build and selection fitness NP x R x NP/DD
Chart is after costs and slippage. Stoploss 2k
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Looks good
whats the start date, secondary filter, entry type?
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Carl
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Hi Peter, here are some details
ES Nth IS 2007-2017, crossANDclosed, SF closetohighlow3
Thanks received (3):
+1 LucaRicatti at 2021-02-22 10:55:32 +1 bizgozcd at 2021-02-22 06:35:51 +1 Bruce at 2021-02-22 00:53:17
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bartek
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| Quote: Originally posted by Carl | Got a nice one on ES today.
Build and selection fitness NP x R x NP/DD
Chart is after costs and slippage. Stoploss 2k
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What is R fitness criteria?
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Carl
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R = pearson
Thanks received (1):
+1 bartek at 2021-02-22 13:29:17
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Bfan
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Hi Carl,
Were you able to match it in TS? It seems whenever the new set of indicators of Closetohighlow1 thru 9 were involved I couldn't match anything.
Thanks
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admin
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| Quote: Originally posted by Bfan |
Hi Carl,
Were you able to match it in TS? It seems whenever the new set of indicators of Closetohighlow1 thru 9 were involved I couldn't match anything.
Thanks |
GSB_CloseToHighLow8 and GSB_CloseToHighLow7 don't match and they have a conceptial bug. Problem will be fixed, but is not easy to fix. (GSB issue)
Ceptial problem in gsb and ts, and mismatch issue in gsb too
However the some of the series of GSB_CloseToHighLowx are total gems.
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Bfan
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| Quote: Originally posted by admin | | Quote: Originally posted by Bfan |
Hi Carl,
Were you able to match it in TS? It seems whenever the new set of indicators of Closetohighlow1 thru 9 were involved I couldn't match anything.
Thanks |
GSB_CloseToHighLow8 and GSB_CloseToHighLow7 don't match and they have a conceptial bug. Problem will be fixed, but is not easy to fix. (GSB issue)
Ceptial problem in gsb and ts, and mismatch issue in gsb too
However the some of the series of GSB_CloseToHighLowx are total gems.
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Thank you Peter!
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meldinman
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agree with peter, have had a lot of success with some of those indicators on various markets.
Thanks received (1):
+1 admin at 2021-02-22 23:09:46
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LucaRicatti
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Gold Portfolio
Just a week of GSB research to get this "low correlated" gold future portfolio.
Many thanks to Peter and to everyone sharing CPU power !
   
Thanks received (1):
+1 admin at 2021-03-01 18:05:26
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NickW
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Hi Luca,
Well done! Are all these systems using the same timeframe or different timeframes?
Also, are they all using different secondary filters?
Nick
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NickW
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dup
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RandyT
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Luca,
I would add to Nick's question, are these the same session, or different sessions?
Very impressive results.
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LucaRicatti
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Thanks,
In that portfolio:
- 2 different Secondary Filter
- 3 different sessions
- data1 or data1+data2
You can also add two same session systems to a single chart and limit the entry to one contract to keep dd low
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sfuser108
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@Luca
These look very impressive... Is the corr matrix OOS or the whole data set?
Cheers
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admin
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Pretty sure this is the case.
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LucaRicatti
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Yes, followed Peter's method, standard gold macros / dates.
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bartek
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Have you tried bitcoin futures with promising results?
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