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admin
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go to the el editor, open sort by strategy, then click the x delete button
Thanks received (1):
+1 meldinman at 2021-04-21 21:48:31
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jasonp
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I gave up with TS a few years back now for live trading however I still use their data. I connect the data to multi charts and use multicharts with
Interactive Brokers. I run a portfolio of systems using MC portfolio trader.
TS 9.5 was still open and given me script errors so I upgraded to TS 10.0 and as I am not doing anything except using the data in TS 10 I have had no
problems.
Multicharts has been really reliable. I leave it unattended for weeks at a time.
I would be really interested to hear how others are configuring their live trading?
Thanks received (1):
+1 meldinman at 2021-04-21 21:48:31
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admin
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Quote: Originally posted by jasonp  | I gave up with TS a few years back now for live trading however I still use their data. I connect the data to multi charts and use multicharts with
Interactive Brokers. I run a portfolio of systems using MC portfolio trader.
TS 9.5 was still open and given me script errors so I upgraded to TS 10.0 and as I am not doing anything except using the data in TS 10 I have had no
problems.
Multicharts has been really reliable. I leave it unattended for weeks at a time.
I would be really interested to hear how others are configuring their live trading? |
TS 9.5 is normally reliable if you reboot once a week, don't open lots of charts with data back to beginning of contracts.
I think MC is likely more stable than TS. IM not into aesthetics, but I find MC a dog to use.
The metrics I need to look at every trading system requires me to look at multiple tabs. Drives me nuts. You need all the info in one screen. I Wont
use MC for reason alone.
On TS is on the performance summary. Its also more buggy as far as ts code goes, and lots of work went into getting mc to match ts. the code is 98%
the same, and the 2% can be critical. TS is also much easier to use with its inbuilt data manager. MC is also a fraction slower in execution,
regardless of the data feed. ie ts data feed iqfeed etc.
But this was about 4 years ago when I time-stamped orders to the microsecond
The issue is similar to do you want android or apple. Sometimes its a really easy choice. TS wont allow people in certain countries to have it, or ts
doesn't have the data feed on a market you want to trade.
Thanks received (1):
+1 SwedenTrader at 2021-04-22 07:36:41
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meldinman
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In addition to peters points, I use both MultiCharts through the IB gateway and TS. The Ib gateway logs itself out every weekend which is an utter
Pita. Usually have to reset IB and MC to get it working again on mondays. It has its plusses but the way it goes about combining historical trades and
real time trades is confusing and counterintuitive. Im not sure how others have it running for weeks on end but I usually have an issue with it every
couple days where strategies aren't filling order or even sending them. Granted some of that might be due to IB gateway but still not as reliable as I
would have hoped.
Thanks received (1):
+1 SwedenTrader at 2021-04-22 07:36:52
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RandyT
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Guys, your discussion about TS issues jogs a memory for me. I've seen cases in the past where something about a workspace gets corrupted and causes
constant crashes in TS. As I remember, the solution was to rebuild workspaces from scratch and the problem went away.
One of the many reasons that led me to move to Multicharts... (not that MC is perfect)
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Carl
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Hi Randy,
Had the same issue a couple of times.
No error messages, but TS hanging constantly, really slow or not responding.
This is what I have been doing to solve issues, maybe these steps help other users as well.
I make a backup of my desktops and workspaces almost every day.
When TS issues start:
restart VM
restart TS
delete TS cache
windows start - settings - apps - Tradestation - change - next - repair
then finally load the back-up workspaces and desktops
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admin
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| Quote: Originally posted by meldinman | | In addition to peters points, I use both MultiCharts through the IB gateway and TS. The Ib gateway logs itself out every weekend which is an utter
Pita. Usually have to reset IB and MC to get it working again on mondays. It has its plusses but the way it goes about combining historical trades and
real time trades is confusing and counterintuitive. Im not sure how others have it running for weeks on end but I usually have an issue with it every
couple days where strategies aren't filling order or even sending them. Granted some of that might be due to IB gateway but still not as reliable as I
would have hoped. |
I have IBcontroler + some other scripts to keep the full tws open.
It logs out every day, then my scripts make it log back in < 1 minute later
Script will log you backin regardless of time of day that logout occurs
IBcontroler is free but the extra scripts are not in it.
For a small charge I could get this saleable. Requries me to document it furhter.
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admin
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| Quote: Originally posted by loclhero | Trading System Interpretation
Does it make sense to interpret the weight associated with an indicator as a measure of the importance of that indicator? |
sorry I missed your comment.
Im not sure about this.
Reemeber all inidcators are normalized to be between -100 to + 100
If you use any indicator cross method (and there are pros and cons to this)
all indicators should have a weight of zero, so they are all equal.
if mutilpied together, a bigger weight means a smaller value needed to get an entry.
Regardless it doesn't matter what we the human thinks. the WF should choose the optimal parmater
Thanks received (1):
+1 loclhero at 2021-04-23 12:22:14
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meldinman
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I would be interested in something like that peter
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admin
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ok, give it a few days and I will see if there are other users who want it.
Was thinging $100 or less if there is more users.
It works really well, and better than just the gateway, as you can see your positions / do trades if needed in the gateway
Thanks received (1):
+1 Bruce at 2021-04-24 03:47:30
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bartek
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Using the newest macros Build NQ/ES/YM
  
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bartek
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Allowing pyramiding increased results.
 
Thanks received (2):
+1 Siem at 2021-05-10 10:08:35 +1 bizgozcd at 2021-04-26 16:09:05
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ALiCa
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I understand that there is a lot learn before using the software...
I saw one of the last videos for CL, with the methodology explained.
From what I understand from the video it seems that Peter suggest to build the system with 3 time frames, 29, 30 and 31.
But also with 4 data series CL (Data1) HO, RB, NG as Data2,3 and 4.
I'm confused so we are not building "Against" 3 x 4 series... but we are building a system for CL on 3 and using the others symbols as secondary...
Am I right or I'm misunderstanding something?
RB, NG ad HO are "available" together with CL... so that the systems produced will require those series also in TS or Multicharts... does it make
sense?
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admin
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| Quote: Originally posted by ALiCa | I understand that there is a lot learn before using the software...
I saw one of the last videos for CL, with the methodology explained.
From what I understand from the video it seems that Peter suggest to build the system with 3 time frames, 29, 30 and 31.
But also with 4 data series CL (Data1) HO, RB, NG as Data2,3 and 4.
I'm confused so we are not building "Against" 3 x 4 series... but we are building a system for CL on 3 and using the others symbols as secondary...
Am I right or I'm misunderstanding something?
RB, NG ad HO are "available" together with CL... so that the systems produced will require those series also in TS or Multicharts... does it make
sense?
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Whats good and bad is GSB methodology and GSB are under rapid development.
Whats bad is information gets absolute quickly.
Gold is the most recent material, and is best to follow. Also had great out of sample results. I no longer use mutil time frames ie 29, 30 31 at all
in building or validating. Im also not using rb ho ng as data streams for validation.
whats important still on CL is not trading the first hour. A lot of work has been done for the last 2 months on CL, and there might be an update.
I think 15 /30 min CL is still the best data streams. (data1 cl15, data2 cl30
Gold videos are still really good, and there are just some minor changes I would make as updates, but they are not critical.
Next video will be on NQ/ES/YM
CL also has not been bullish from a systems point of view for some months, though that's improving of late. NQ ES right now I think are the hottest
markets.
Thanks received (2):
+1 bartek at 2021-04-27 21:53:42 +1 ALiCa at 2021-04-27 20:17:10
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admin
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note you need "setstopshare;" added in the code to handle the stops properly.
next build of GSB will have this added.
I don't like to do more than 2 contracts, as otherwise you could for example get 3 entities on the same bar. Nice if you win and ugly if you get
stoped.
Thanks received (1):
+1 bartek at 2021-04-27 21:54:08
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ALiCa
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Question.
A quick clarification or any documentation about the difference between the 3 kind of filters:
1 - Indicators | We can enable all the available indicators as secondary filters
2 - SF Indicators | We can select Genetic Algo, CloseLess.... and others
3 - Filters | We can select IndicatorLevelCompare, AllowAllTrades. CloseLessPrevCloseD
I also understand that It's also possible to enable tertiary filters.... but my main confusion (and I'm not able to find any documentations is about
the 3 filters above)
Many THANKS!
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admin
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| Quote: Originally posted by ALiCa | Question.
A quick clarification or any documentation about the difference between the 3 kind of filters:
1 - Indicators | We can enable all the available indicators as secondary filters
2 - SF Indicators | We can select Genetic Algo, CloseLess.... and others
3 - Filters | We can select IndicatorLevelCompare, AllowAllTrades. CloseLessPrevCloseD
I also understand that It's also possible to enable tertiary filters.... but my main confusion (and I'm not able to find any documentations is about
the 3 filters above)
Many THANKS!
Excellent questions you have asked.
1) I think you mean as indicators, NOT as secondary filters. If so yes
2) You can, but there is no way you should so them all. You do one at a time and go through the entire methadolgly. This takes a lot of CPU time,
requires GSB automation , and if you don't have the CPU time then let others do it. This is being done over time on various markets.
There is a number of users with decent server farms who work on things collectively, plus I also work with numerous volunteers on specific projects.
3) This works very well on many markets especially stock index. I have not tested for example on energies
4) As for Tertiray filters. They work and I have done NOTHING at all with them yet.
Im focusing on filters, and the closed filter works great on es/ym/nq using secondary filter hihghlowclose3. These settings & macors were posted in
the forum a week or so ago for es nq ym
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bartek
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| Quote: Originally posted by admin |
note you need "setstopshare;" added in the code to handle the stops properly.
next build of GSB will have this added.
I don't like to do more than 2 contracts, as otherwise you could for example get 3 entities on the same bar. Nice if you win and ugly if you get
stoped. |
With this tip
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admin
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@bartek. I dont understand what you wrote
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bartek
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Results increased even more with "setstopshare;" instruction 
 
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admin
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@barteck. thats because say you had $2000 stop, without setstopshare you have a $1000 stop when 2 contracts are open at the same time. Thats too
tight.
worse of course when 3 contracts are used.
Thanks received (1):
+1 bartek at 2021-04-28 00:07:34
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ALiCa
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Regarding...
1 - Indicators | We can enable all the available indicators as secondary filters
There is a switch to ENABLE each indicator as Secondary Filter, so I immagine that i can select Many and the Optimization will create populations that
are also using the one I enabled as second filter...
I think it should be clear...
Regarding the
2 - SF Indicator | We can select Genetic Algo, CloseLess.... and others
Really I don't underatand Auto, Genetica Algo... What are they changing in the population?
Which is the intaraction they have with the filters I enabled on the built in indicators...
And Last... there is a third setting... Filters With 3 soptions only...
3 - Filters | We can select IndicatorLevelCompare, AllowAllTrades. CloseLessPrevCloseD
Same question... What are they changing...
Can you please send me a link to instructions, docs or a video... Or an explaination abotu the way they works...
It's really not easy to understand...
Grazie!
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portfolioquanttrader2020
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Hello, I am also a GSB user, if you want we can meet to learn. I have hired a person who is a translator.
My email is cammonam@gmail.com
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portfolioquanttrader2020
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Hello, I am also a GSB user, if you want we can meet to learn. I have hired a person who is a translator.
My email is cammonam@gmail.com
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meldinman
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1 - indicators are the first layer to your trading signal - example: enter long if price crosses above a moving average etc
2 - Secondary filters are a way to filter out signals - example: only take the moving average long in today's high is higher than yesterdays
3 - filters are a little more complicated and a newer feature. only take trades when 1 and 2 apply and 3 is also true.
Oversimplified but hope thats a helpful start. I would also suggest looking at the tradestation code generated by GSB to get a feel for GSB
architecture.
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