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admin
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Quote: Originally posted by act  | | Thanks. But how would I export a TS strategy into GSB. Or is the exporting only one way (into TS)? Jim |
you cant do that. It defeats the purpose of GSB
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act
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yes. so this means i have to build the strategy in GSB using easy language, then once verified and optimized, export it into TS?
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Carl
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| Quote: Originally posted by act | | yes. so this means i have to build the strategy in GSB using easy language, then once verified and optimized, export it into TS?
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Hi Jim,
Here are the steps in chronological order:
1. export price data from your trading platform (Tradestation, Multicharts, Ninjatrader) to a csv file
2. import the price data in GSB
3. GSB builds strategies based on the price data provided
4. copy GSB strategy code to your platform
5. optional additional testing in your platform
6. incubation time
7. if still successful/profitable, start trading live
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act
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OK Thx. This makes sense. But can I import indicators other than those in GSB or only data for GSB to build on.
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admin
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| Quote: Originally posted by act | | OK Thx. This makes sense. But can I import indicators other than those in GSB or only data for GSB to build on. |
yes, but the purchased version of GSB has about 150 indicators, so there is not a great need to do this. There is so much to know in GSB, this is not
something I would be in a hurry to do.
Any public domain indicators, often can be added fairly easily
see https://trademaid.info/gsbhelp/Customindicators1.html
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act
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OK very cool. Thank you. The strategies in TS are profitable. I'm looking to proof them further with GSB. If they pass GSB's builds, then I know
they're good. Appreciate the guidance.
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REMO755
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Integration NINJA8 problem
Hello,
Is it possible to do parameter optimization in Ninja of the imported strategies?
I have imported strategy and I don't see any parameters to optimize
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REMO755
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Integration NINJA8 problem
Hello,
Is it possible to do parameter optimization in Ninja of the imported strategies?
I have imported strategy and I don't see any parameters to optimize
 
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Carl
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Hi Remo755,
Welcome to the forum.
I am using Tradestation. To be able to optimize the input variables in Tradestation I have to change the first block of the code from "vars" to
"inputs".
@Peter, I don't really know why this first block is "vars" and not "inputs"?
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REMO755
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Thanks Carl,
I know how to optimize variables in N8, the truth is that the parameters do not seem to me to be able to optimize the strategies imported from GSB
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admin
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| Quote: Originally posted by Carl | Hi Remo755,
Welcome to the forum.
I am using Tradestation. To be able to optimize the input variables in Tradestation I have to change the first block of the code from "vars" to
"inputs".
@Peter, I don't really know why this first block is "vars" and not "inputs"? |
I would get a support call once per week over this on average.
if inputs is used, then the users pastes a different system into the same code in TS, TS remembers the inputs of the previous system on the chart -
and then it doesn't match
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admin
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| Quote: Originally posted by REMO755 | Thanks Carl,
I know how to optimize variables in N8, the truth is that the parameters do not seem to me to be able to optimize the strategies imported from GSB
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I don't understand how that's possible. Its not needed to do this - however from time to time I do it if I want to be very through when I check a
system out.
Best thing is optimize a system via Walkforward in GSB
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marti
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Hi Remo755,
I suspect that as Carl says very well you have to make the variables visible externally declaring them as ninja script properties.
If for example your strategy has defined this two params:
private int Period;
private double Scale;
you will have to change them to:
[NinjaScriptProperty]
[Range(1, 200)]
[Display(Name="Period", Order=1, GroupName="Parameters")]
public int Period
{ get; set; }
[NinjaScriptProperty]
[Range(1.0, double.MaxValue)]
[Display(Name="Scale", Order=2, GroupName="Parameters")]
public double Scale
{ get; set; }
Thanks received (1):
+1 admin at 2021-04-13 18:16:08
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Siem
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Which macro are you using (or are you basing your own macro on) to build systems in GSB Automation?
I have noticed not all build-macro's are compatible with GSB Automation, some might need some tweaks. For instance I wanted to use Automation to build
CL and tried the "m3_build_stats" macro, halfway thru the process I get an error that the "xxx.indicators*.csv" file is missing and it aborts the
sequence.
The Build-Goldv1.1 seems like a good candidate to use or to base build macro's on, but when I load the resulting statistics in 'Project3 v25.xlsm'
there are some value's missing (#VALUE!).
 
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admin
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| Quote: Originally posted by Siem | Which macro are you using (or are you basing your own macro on) to build systems in GSB Automation?
I have noticed not all build-macro's are compatible with GSB Automation, some might need some tweaks. For instance I wanted to use Automation to build
CL and tried the "m3_build_stats" macro, halfway thru the process I get an error that the "xxx.indicators*.csv" file is missing and it aborts the
sequence.
The Build-Goldv1.1 seems like a good candidate to use or to base build macro's on, but when I load the resulting statistics in 'Project3 v25.xlsm'
there are some value's missing (#VALUE!). |
you need import loops set to zero.
some values will be missing if you have only done one loop of automation successfully
repeat tests must be >1 for some values to work. ie stdev needs >1 numbers
Thanks received (1):
+1 Siem at 2021-04-15 00:02:38
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REMO755
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| Quote: Originally posted by admin | | Quote: Originally posted by REMO755 | Thanks Carl,
I know how to optimize variables in N8, the truth is that the parameters do not seem to me to be able to optimize the strategies imported from GSB
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I don't understand how that's possible. Its not needed to do this - however from time to time I do it if I want to be very through when I check a
system out.
Best thing is optimize a system via Walkforward in GSB[/rquote
ok, i will review this, thanks. |
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REMO755
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| Quote: Originally posted by admin | | Quote: Originally posted by REMO755 | Thanks Carl,
I know how to optimize variables in N8, the truth is that the parameters do not seem to me to be able to optimize the strategies imported from GSB
|
I don't understand how that's possible. Its not needed to do this - however from time to time I do it if I want to be very through when I check a
system out.
Best thing is optimize a system via Walkforward in GSB[/rquote
ok, i will review this, thanks. |
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admin
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REMO755
see these lines. TS shown, but similar values in nt
// Inputs
Vars:
i1Data(1),
i1Length(25),
i1numDevs(4),
i2Data(1),
i2Length(29),
i3Data(1),
i3Length(25),
i1Weight(0),
i2Weight(0),
i3Weight(0),
entryParams(0),
iSFData(1),
iSFbpv(20),
iSFWeight(1),
sfEntryLevel(500),
iTF1Data(1),
iTF1offset(-100),
stopLossValue(2000);
There is an input on the left side of gsb to use inputs. vars, Im not sure if it applies to NT, but it does to TS/MC
TS/MC users note the warning
https://trademaid.info/gsbhelp/CommonreasonsforTSGSB.html
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Yishke
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Tradestation-international
Hello again,
As you know, TradeStation has an operation that works globally.
It's a TradeStation collaboration with Interactive Brokers.
https://www.tradestation-international.com/global/
This makes it possible to trade in products on other stock exchanges in the world, for FUTURES contracts and shares.
Can you check if GSB supports the updated data FROM there FOR the other exchanges?
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admin
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| Quote: Originally posted by Yishke | Hello again,
As you know, TradeStation has an operation that works globally.
It's a TradeStation collaboration with Interactive Brokers.
https://www.tradestation-international.com/global/
This makes it possible to trade in products on other stock exchanges in the world, for FUTURES contracts and shares.
Can you check if GSB supports the updated data FROM there FOR the other exchanges? |
Im aware of it, but have not used it.
You need to check that the data has continuous futures contracts (ie the months of data are back adjusted and merged)
so check how many years the data goes back.
I trade at IB for the last 15 years or so from TS, but I built an app to bridge the two. It was 6 months to a years programing work. (its very
powerful)
I would like to know the answer myself, so please post it.
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Yishke
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| Quote: Originally posted by admin | | Quote: Originally posted by Yishke | Hello again,
As you know, TradeStation has an operation that works globally.
It's a TradeStation collaboration with Interactive Brokers.
https://www.tradestation-international.com/global/
This makes it possible to trade in products on other stock exchanges in the world, for FUTURES contracts and shares.
Can you check if GSB supports the updated data FROM there FOR the other exchanges? |
Im aware of it, but have not used it.
You need to check that the data has continuous futures contracts (ie the months of data are back adjusted and merged)
so check how many years the data goes back.
I trade at IB for the last 15 years or so from TS, but I built an app to bridge the two. It was 6 months to a years programing work. (its very
powerful)
I would like to know the answer myself, so please post it. |
I am not a GSB user, and I am new to GSB.
I can't check that by my self.
I would like to know if I can work with GSB on other exchanges data from:
www.tradestation-international.com
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Yishke
Junior Member
Posts: 15
Registered: 9-4-2021
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| Quote: Originally posted by admin | | Quote: Originally posted by Yishke | Hello again,
As you know, TradeStation has an operation that works globally.
It's a TradeStation collaboration with Interactive Brokers.
https://www.tradestation-international.com/global/
This makes it possible to trade in products on other stock exchanges in the world, for FUTURES contracts and shares.
Can you check if GSB supports the updated data FROM there FOR the other exchanges? |
Im aware of it, but have not used it.
You need to check that the data has continuous futures contracts (ie the months of data are back adjusted and merged)
so check how many years the data goes back.
I trade at IB for the last 15 years or so from TS, but I built an app to bridge the two. It was 6 months to a years programing work. (its very
powerful)
I would like to know the answer myself, so please post it. |
I am not a GSB user, and I am new to GSB.
I can't check that by my self.
I would like to know if I can work with GSB on other exchanges data from:
www.tradestation-international.com
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admin
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@Yishke, i have asked someone who I think has used it. Awaiting his reply. Happy to hear from any other users about this too.
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admin
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the reply i got was
Hi Peter, no worries. I stopped using TS Global about 16 months ago and was mainly using it for stocks. IB use https://gfis.info/ data so a look at that website etc should provide all of the info the customer needs.
IB does have continuous data it is ES (infinity symbol) for the continuous contract on ES. (but is it back adjusted???)
that didn't have the info we needed.
best ask support below
https://gfis.info/about.php
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ALiCa
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Best futures to work with and timeframes
Hi Peter good morning,
First of all I wanted to congratulate you for your platform and for the small community that revolves around it. It seems that there is a great spirit
of collaboration and sharing.
I have used several platforms for the development of trading systems, each with its own merits and demerits.
Yours seems to me to have a slightly different approach than the others. I really like the fact that you have integrated the WFA within the software,
as this saves me a lot of time in my usual development process.
I downloaded the trial version of your program a few days ago, and was very impressed with the results for the ES symbol. Lots of good systems and at
first impression they seem to me also particularly stable.
Nevertheless I have a couple of questions to ask you: it seems to me that all these systems, despite the change of indicators, have very similar
inputs and outputs. So much so that even if I have selected about ten systems coming from different families, they enter and exit almost synchronously
all together.
The second thing I have noticed is that it is as easy to find systems that work on ES as it seems difficult to find systems that work on other
symbols... It seems to me that on other symbols your platform does not have the same ease that it has with ES.
So I was wondering, besides indices, which are the other commodity futures on which the program works with the same ease and stability?
Before deciding on the purchase I would like to get a more concrete idea of how it behaves with other markets.
Many thanks again and good trading to all!
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