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admin
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March 12 2021
61.42 released
This has a partial implementation of custom parameters
the defaults for most indicators should be 2 to 200 with ratio 1.05
this gives 68 steps instead of 200
1 to 200 was the old default which is too fine.
other parameters have to small a range
mode can be step or ratio
hurst needs an even number of values, ie length 10 12 14 16...
so ratio cant be used
Im hoping this will increase GSB speed a little, and make WF better.
Limitations. max 200 combinations per indicator.
indicators with > 1 parameter cant yet have customer parameters.
IE bollengerband
Nearly all ts<>gsb matches are fixed
A number of other fixes and tweaks
has common wf (very experimental and I'm not convinces its a good idea)
Thanks received (2):
+1 NickW at 2021-03-12 13:57:18 +1 Carl at 2021-03-12 07:49:16
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admin
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There are new indicators coming in roughly 2 builds.
See here GSB_CloseToHighLow9V2 vs GSB_CloseToHighLow9V2.neg
THere is only 1 change in the code The + turned into a negative
This makes a dramatic change to the output.
On some other indicators, the change in output is tiny GSB_CloseToHighLow3V2.neg
Inidcators will end with .neg or . pos
If its not specified, its the opposite to the opposing pair that is specified.
If this is too hard to understand... it doesn't matter. Just use all the inidicators
The v2 (or greater means the version number)
there can be speed improvements, and much of the code has a tiny bug.
the "=" should not be there. THis makes a tiny difference though to trades overall
One other bug.
Most users are using GSB and TS on defaults. THats volume exported (up volume)
while we should use ticks (up&down volume)
GSB had a bug in ticks mode that's fixed in 61.58 onwards
This is significant for NQ systems as accumdist is used a lot in them, and this uses volume
You can see in the list how much better closetohighlow6neg is compared to closetohighlow6{pos}
I suspect negitves are better
  
Thanks received (4):
+1 cotila1 at 2021-03-19 14:10:16 +1 OUrocketman at 2021-03-19 14:08:52 +1 bizgozcd at 2021-03-19 05:52:07 +1 Piet at 2021-03-19 01:22:39
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admin
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Comming in a week or so
60.71
# in front of indicators not used
entry type in beginning of ts/mc/nt code
new inidcators, how many depends how they go in testing.
basically ClosetohighlowX(pos.neg)
highlow3,9lessclose
various modifications of accumtdist indicators. NQ systems are very dependent on volume
make your you export in ts.mc volume in ticks mode(up&down), not volume(up vol only)
redundant now, chaling, detrend and macd
use Chakingdiff, macddiff etc.
its now chakin(length1,length1+length2)
this won't give duplicates, is better for Genetic algorithm
wf parmaters for the 11 periods now added in wf code
 
Thanks received (1):
+1 Piet at 2021-03-23 00:38:40
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bizgozcd
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Just to be clear, this only applies to NQ?
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admin
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I haven't done ES for a month or so, so not sure what inidcators it uses.
But for all instruments, best use up&down vol, not just up vol
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admin
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Just an update for the week.
Spent much of the week refining GSB, adding new features. IE you can highlight say all systems in family1, and it gives the average fitness of the
cells you select.
Why I want this is I am moving towards looking at the out of sample results of the entire family, not just the best member. This implies the entire
family is robust regardless of the settings.
The final release of custom parameters is a very big job. Issues like of a system is saved and loaded back into GSB, will the CP come with the system
and or overwrite all the other CP.
IM fairly close to having my nasdaq methodology done. This is still a very big job as NQ is very similar - but harder than ES.
Im still awaiting new features in GSB ideally to finish NQ too
quite a number of small tweals to.
a # in front of indicators if none are selected
 
Thanks received (3):
+1 Bruce at 2021-03-29 16:21:56 +1 mdb at 2021-03-27 17:52:14 +1 Piet at 2021-03-27 00:26:47
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sb2020
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I don't see closetohighlow3v2 in C:\GSB\Supplementary Scripts (TS & MC). where Do I get this file?
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admin
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It should have been in the last update, but wasn't.
Its here
Attachment: Login to view the details
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admin
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Updated ELD
Note numerous functions in here are for future builds of GSB, and good chance will not be released even for beta users.
My logic is unless an indicator looks to work ok, it won't be released in GSB
Attachment: Login to view the details
Thanks received (1):
+1 Carl at 2021-04-01 08:38:24
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admin
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Under testing
Release of custom parmater build
this has 150 inidcators.
Some removed because they don't yet match gsb to ts.
what should be NOT USED IS
see red arrows.
orange likely best to remove but not critical
indicators with red arrows are redundant.
There will be a macro called load CP.1.0.62.03
this will load your custom parmaters.
I recommend to do this, but you will loose compatiiblty with old GSB systems loaded into new GSB. You can still load old GSB into new GSB, but just
remove all the CP.
GSB and WF will work better with this CP parameter set.
  
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admin
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Opps. All GSB code has expired. Will get a fix as soon as the programer comes online
Apologies to all
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admin
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62.05 with cust parameter and fixed expiry is released. Trial users should get the update when they open GSB
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sfuser108
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Peter
Thank you for the build.
Can you please help explain the usage of custom parameters? Or please point to the any section where someone who is new to this can read and
understand the proper usage?
Thanx
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bartek
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Quote: Originally posted by admin  | | 62.05 with cust parameter and fixed expiry is released. Trial users should get the update when they open GSB |
@peter
Thank you for a new build.
GSB_DecisionCross5 is not included in current scripts.
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portfolioquanttrader2020
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Hola
Necestio que alguien me explique esta configuración de sesión? Es diferente unos días a otros. Esto se puede configurar en TradeStation?
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Carl
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Hi Peter,
Just to inform you, indicator closeHDLDminusclosev2 is missing in GSB build 62.05.
Thanks.
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admin
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| Quote: Originally posted by Carl | Hi Peter,
Just to inform you, indicator closeHDLDminusclosev2 is missing in GSB build 62.05.
Thanks.
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I will add next build.
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admin
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Under testing. They will be released should they show up as good indicators in the stats.
New indicators that have daily bars (derived from intraday)
OpenD, HighD, LowD, CloseD, HighestHighDFc, LowestLowDFc, CloseLessHighestHighD, CloseLessLowestLowD, and CloseHDLDminusClosev3.
GSB_CloseHdLDminusClosev3
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admin
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Im working on improvments to memory useage.
Just realized today, if we use center scaling and high low scaling, in theory this will double ram usage. In practise it will be less than double
Results are 99% the same, but center scaling is slightly better.
There is also going to be updates to resource manager.
If this settings is set to 1 minute, workers will be killed 1 min after jobs are complete.
This is going to free up ram. I looked at some of my workers, and some had up to 50,000 systems on them. Normally there is no reason to keep them at
all on a worker side
Likely there will be more updates to RM that are optional.
Likely it will require re-registering RM. (now its 64 bit)
whats fixed in this build is kill worker if > x GB ram used, and the cyan line of all the workers ram totaled together.
Im not going to roll this out to all users, as its a lot of work to register all RM users.
These are not critical changes so no hurry for them
 
Thanks received (1):
+1 Carl at 2021-04-19 02:58:30
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admin
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| Quote: Originally posted by sfuser108 | Peter
Thank you for the build.
Can you please help explain the usage of custom parameters? Or please point to the any section where someone who is new to this can read and
understand the proper usage?
Thanx |
sorry I missed this post
In the new settings / macros of the last build, there is a macro called
CustomParamaters_20210415
run this macro and save the opt settings.
This will load the new defaults into GSB. Note saved systems in GSB, loaded back into GSB will not match if you have different custom parmaters. Long
term we hope to fix this
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admin
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Next build under testing.
Mainly Ninja Trader updates on quite a number of new inidcators added already in TS/MC
bug fix. The min10 green macro picks the top 10 systems but frequencely, and is ignoring colour (green orange red)
added setstopshare to TS code. This means stops don't need adjusting if you late do > 1 contract it pyramids with any indicator crossed entry
The build will not be released till some time next week.
All the macro and data files used in the NQ/ES/YM settings shown here. https://trademaid.info/gsbhelp/BuildingNasdaqSP500orDowsyste...
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REMO755
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Hello,
AnyIndicatorCross method vs cross indicator. What is the difference ?
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admin
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good question
any indicator cross means if any indicator cross (normally zero) we trade
When your back in TS with the code, you can all pyramid contracts.
I would limit to 2 contracts, not 3 and make sure you have setstopshare; in the code to make stops work correctly. (Its in the next build)
Slightly over simplied,
cross is normally all 3 indicators multiplied together cross's (often zero)
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admin
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next build
These features were requests, but I cant remember for what users.
change MAE to 1/mae
add PercentProfitable – ((1 – PercentProfitable)/RatioAvgWinAvgLoss)
all add fitness mult10000 = fixed 10000 to multiply numbers that are really small
add np/(ave 5 worst dd)
we have (ave 5 worst dd) already
Thanks received (2):
+1 Carl at 2021-05-03 04:22:33 +1 Bruce at 2021-05-01 03:35:28
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portfolioquanttrader2020
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What do we have to do to incorporate this change into GSB?
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