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admin
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Quote: Originally posted by curt999  | | for markets that don't have other correlated indices like cash to use for data2/3 you should look into MTF analysis such as for crude you can find
intraday systems using 5min/15min/30min..best to have indicators in the strategies that use only data2/3 since data1 will be inherently more noisy..i
haven't made systems this way with GSB but my own that work quite well on intraday only data.. |
Hi Curt,
can you explain MTF analysis? We are now getting users on the forums who are new to trading, who will struggle with highly experienced traders talk.
Can you post a performance report of a good crude oil system? No problem if trade by trade on inputs are missing. I didn't think crude oil could be
day traded.
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cyrus68
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Curt will explain this better himself. But I think he is referring to multiple time frame systems. For example, data1 will be 5min bars and data2 and
3 would be 15min and 30min bars. Trades for data1 are executed, based on signals generated by data2 and 3.
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curt999
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Right using multiple timeframes of same instrument or correlated markets. As in the crude oil example could also investigate systems using rb ho Brent
since these are all correlated to crude. Mtf analysis isn't limited to intraday could design systems for swing using longer timeframes say for
example 60min data1 240min data2 daily data 3.
I have designed some systems for es that only use nq and ym as data sources yet it trades es. I will post some examples when I'm back from the
holidays
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curt999
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here is a crude strategy intraday..it trades long and short but the strategies are seperate and non correlated..long uses 15/30min cl data..short uses
15min cl and 15min HO..it trades from 9-230pm..typically one trade per day..doesnt trade everyday..
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admin
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| Quote: Originally posted by curt999 | | here is a crude strategy intraday..it trades long and short but the strategies are separate and non correlated..long uses 15/30min cl data..short uses
15min cl and 15min HO..it trades from 9-230pm..typically one trade per day..doesnt trade everyday.. |
That's really exciting. You are doing some real pioneering. Did the systems pass WF?
Can you publish the curve. Would lile to see how linear it is.
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parrdo101
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kiran said,
"- the 1-tick slippage and commission is specified in $ (so, $12.50 slippage, $2 commission for ES), correct?"
Trade Station for ES: 12.5*2 + (2*1.20) + (2*1.18) = 29.76
Don't forget that .76; it will add up; the 1.18 is per side Exchange fee for ES.
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sb2020
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I only have auto option for secondary filter, how do I get more options?
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sb2020
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Entry Modes
I only have 4 entry modes, how do I get more?
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sb2020
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| Quote: Originally posted by admin | Whats the point value for the corn? Did you try it with secondary filter set to GA, not closeD.
The defaults for other markets should have SF set to GA
Your app settings are also wrong.
Please stick to the defaults unless you experiment one thing at a time.
Youve got pf 2, pearsons 0.98 which is not a good place to have metrics so high for trading period.
You should be using alloospass, and then tighten things AFTER you have success. |
How do I set secondary filter set to GA
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admin
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see https://trademaid.info/forum/viewthread.php?tid=249
Do not use more than one entry mode at a time
Great your posting, but this is a dead thread (And should have originally been under general support)
The small issue is, as its a dead thread, few will be subscribed to it, and your less likely to get help from other users.
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admin
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| Quote: Originally posted by sb2020 | | Quote: Originally posted by admin | Whats the point value for the corn? Did you try it with secondary filter set to GA, not closeD.
The defaults for other markets should have SF set to GA
Your app settings are also wrong.
Please stick to the defaults unless you experiment one thing at a time.
Youve got pf 2, pearsons 0.98 which is not a good place to have metrics so high for trading period.
You should be using alloospass, and then tighten things AFTER you have success. |
How do I set secondary filter set to GA |
see here
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sb2020
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only have one option auto
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admin
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did you try this, close gsb, and reopen?
see https://trademaid.info/forum/viewthread.php?tid=249
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sb2020
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Micro E-mini Futures
The Micro E-mini Futures data only goes back to May 2019 is this enough data to build systems?
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admin
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Definatly not.
What symbol are you on, data provider?
best build them on the emini, then change the stop size later on, trade on micros
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sb2020
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Symbol MES data provider Dorman Trading, CME. I should build with ES data then trade MES?
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admin
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correct. Ive been with dorman in the past. Perhaps its not a continuous back adjusted symbol.
you need es, 830 to 1500 (not 1515)
In the next month I hope to publish updates on how to build with es.
Sigificantly different to what we did years ago.
We are using secondary filter closetohighlow3v2 secondary filter now.
Turns out this works on numerous markets. ES NQ YM and likely more
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sb2020
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Ok I understand now. I want to create a new contract where do I find the information like TICKS, PNT value? I'm still new to GSB where do I find
closetohighlow3v2?
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admin
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| Quote: Originally posted by sb2020 | | Ok I understand now. I want to create a new contract where do I find the information like TICKS, PNT value? I'm still new to GSB where do I find
closetohighlow3v2? |
the most used contracts are in GSB already for TS
You can right click a symbol in TS and see the details
closetohighlow3v2 should be in C:\GSB\Supplementary Scripts (TS & MC)
If your in the trial version, it will be missing a lot of the newer features
and the indicator set is much smaller.
New inidcators get added regularly to beta builds, but slowly to trial builds.
Part of the logic is, new code might have bugs - or be bug-free but not work well.
closetohighlow3 turned out to be a gem.
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sb2020
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I don't see closetohighlow3v2 in C:\GSB\Supplementary Scripts (TS & MC) I'm running trial version. so I must install beta build overwriting trial
version, or uninstall trial version? I'm running ninjatrader 8 not TS.
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admin
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| Quote: Originally posted by sb2020 | | I don't see closetohighlow3v2 in C:\GSB\Supplementary Scripts (TS & MC) I'm running trial version. so I must install beta build overwriting trial
version, or uninstall trial version? I'm running ninjatrader 8 not TS. |
The trial version is months old, and missing a lot of goodies.
It gets updated every 3 months, while purchasers get updates extremely roughly 1 time per week. I will get you the new code in 24 hours aprox
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sb2020
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Waiting for new code. so I must install beta build overwriting trial version, or uninstall trial version?
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admin
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| Quote: Originally posted by sb2020 | | Waiting for new code. so I must install beta build overwriting trial version, or uninstall trial version? |
When you buy GSB, you should see this URL and quickly go through the items
You are also asked to send in the two resource manager codes.
RM will update you to the latest build
https://trademaid.info/gsbhelp/Thingsyouneedtodoafterpurchas...
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sb2020
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Where is TightESFilter located?
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admin
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I dont remeber ever hearing the term. Can you explain more or give screen shot.
Tiny issue, tHis comment should be under general support. Your more likely to get replies from other members
https://trademaid.info/forum/viewthread.php?tid=229
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