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admin
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Quote: Originally posted by ALiCa  |
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! |
1) It is a very very bad idea to enable many secondary filters. This is covered in the more recent gold videos
The number one critical issue new GSB users made was to run the wrong secondary filter on a market. So for trial users they had only the option of
auto. Ive had to undo that as now the best option for indices is the highlow3lessclose SF with the filter closedlessclosebpv
In auto it chooses the sf set under contracts.
ga uses whatever SF is chosen under indicators normalized
closelessClosedBPV sf is NOT normalized.
filter is NOT normalized. This allows you to combine a NOT normalized closed filter with a normalized SF.
These settings are critical to get the max out of GSB. They differ for each market.
inidices use filter closed with sf GA highlow3lessclose.
energies we used GA with a few possible SF. However I have not done work on energies since we had filters but I suspect not normalized filter is not
good for energies
Filters is very new, not yet documented, and is a high potential area of growth in GSB
A lot more filters will be added. IE pattern filters, time masks etc
Sorry but there are many competing demands for development time, and only so much can be done in a day.
Your asking very good & important questions. These are the settings you must get right, and you need to follow the gold methadolgy to get the best out
of GSB
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admin
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There is a new thread here on the Dax and day of week filters
https://trademaid.info/forum/post.php?action=edit&fid=1&tid=...
Thanks received (1):
+1 bartek at 2021-04-29 03:58:20
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admin
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Rather than do a video (for now) I'm doing how to build NQ/ES/YM systems in the help file.
Its much much faster for me to do a document than cut a video.
This material is 50% finished. Hope to have the rest done in a week.
https://trademaid.info/gsbhelp/BuildingNasdaqSP500orDowsyste...
Thanks received (6):
+1 sfuser108 at 2021-05-01 06:16:35 +1 LucaRicatti at 2021-04-30 19:38:30 +1 asobi at 2021-04-30 08:59:05 +1 loclhero at 2021-04-30 07:28:52 +1 bartek at 2021-04-30 05:24:15 +1 Carl at 2021-04-30 02:48:51
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portfolioquanttrader2020
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I think you should put each test with its correct configuration and join a repository with the same name of the test where the macros and results are,
because if not it is difficult to find out. Each test with its explanation and codes
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admin
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| Quote: Originally posted by portfolioquanttrader2020 | | I think you should put each test with its correct configuration and join a repository with the same name of the test where the macros and results are,
because if not it is difficult to find out. Each test with its explanation and codes |
agreed
see this post from today.
https://trademaid.info/forum/viewthread.php?tid=39&page=30
I will add to the file repository section as well a little later on
https://trademaid.info/forum/viewthread.php?tid=262#pid4902
Thanks received (2):
+1 Carl at 2021-05-01 07:07:44 +1 Siem at 2021-05-01 03:16:10
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bartek
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Peter, that's great work you've done here.
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portfolioquanttrader2020
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Peter el trabajo que has hecho, es mucho mejor que los vídeos.
Agradecería que sigas esa línea de trabajo para nosotros, los clientes.
Te doy mi enhorabuena.
Gracias
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portfolioquanttrader2020
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Peter el trabajo que has hecho, es mucho mejor que los vídeos.
Agradecería que sigas esa línea de trabajo para nosotros, los clientes.
Te doy mi enhorabuena.
Gracias
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Carl
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English please.
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RandyT
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Easy to accommodate our non-english speakers
"Peter, the work you've done is much better than the videos.
I would appreciate it if you continue that line of work for us, the clients.
I give you my congratulations.
Thanks"
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Carl
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Hi Randy,
How are you going with Python machine learning?
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RandyT
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Carl,
Made a small bit of progress and then have gotten distracted by a new server. I need to get back to this...
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mdb
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Ive had to undo that as now the best option for indices is the
highlow3lessclose SF
with the filter closedlessclosebpv
Where are these two filters found, they don't seem to be listed in "manager" 1.0.62.05
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portfolioquanttrader2020
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I am doing the test of building systems with the Nasdaq, following the guide that you put in https://trademaid.info/gsbhelp/BuildingNasdaqSP500orDowsyste...
Doubts:
1. My second pass results are different. Why?
2. It seems to me that the results are not good, because the DD is similar to the profit. It is right?
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portfolioquanttrader2020
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I am doing the test of building systems with the Nasdaq, following the guide that you put in https://trademaid.info/gsbhelp/BuildingNasdaqSP500orDowsyste...
Doubts:
1. My second pass results are different. Why?
2. It seems to me that the results are not good, because the DD is similar to the profit. It is right?
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portfolioquanttrader2020
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Peter
Do gsb systems have indicators to locate the inputs and outputs of them?
How could I see those indicators that come in the code and plot them on the TradeStation Chart?
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Carl
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| Quote: Originally posted by mdb |
Ive had to undo that as now the best option for indices is the
highlow3lessclose SF
with the filter closedlessclosebpv
Where are these two filters found, they don't seem to be listed in "manager" 1.0.62.05 |
Until the end of 2020 as secondary filter closelessclosedbpv was used.
Recently Peter added a series of new secondary filters to GSB. And closetohighlow3 works very well on stock indices.
Further improvement combined with tertiairy filter closedlessclosebpv.
So two different ways to build strategies on stock indices.
All these filters are included in GSB 62.05.
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mdb
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Please see the pic, I don't see those filters listed here. Am I in the wrong place?
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mdb
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I also have a question about building a "Price Data File" for GSB to use. For example using ES 1 minute bars, do I build the "data file" using 24
hours data, regular session time data, or just the 8:30 to 3:00 (central time) session that I will actually be trading?
Thanks, lots of stuff going on with GSB 
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Carl
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Choosing the filters:
The secondary filter drop down menu shows a few different settings: Auto, geneticalgorithm and a few short cuts.
If you set this to "Auto" GSB uses the method that is set in the contract list. For ES: closelessprevclosedBPV not-normalized
If you set this drop down menu to geneticalgorithm, you can activate any indicator in "built-in indicators". These primary and secondary are
normalized indicators. For example: stock market indices closetohighlow3.
Results can be further improved by adding a tertiary filter closedlessclosebpv.
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Carl
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| Quote: Originally posted by mdb | I also have a question about building a "Price Data File" for GSB to use. For example using ES 1 minute bars, do I build the "data file" using 24
hours data, regular session time data, or just the 8:30 to 3:00 (central time) session that I will actually be trading?
Thanks, lots of stuff going on with GSB |
In the beginning a user needed to feed GSB with the data file you wanted to use. The problem was that when you wanted to try a different session, you
had to go back to the trading platform (i.e. Tradestation) to export another data file.
GSB is now capable to build the data file you need by using an exported file from the platform.
The easiest is to export 1 minute regular session from your platform and save this to a txt file. Then construct the bars and session you need in GSB.
You can construct any bar size and any session by using GSB.
But you can also use a ES 30 minute 0830-1500 data file straight from your platform.
There is no "right or wrong" here, just different methods to make it easy for the user. Works great!
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admin
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| Quote: Originally posted by mdb |
Ive had to undo that as now the best option for indices is the
highlow3lessclose SF
with the filter closedlessclosebpv
Where are these two filters found, they don't seem to be listed in "manager" 1.0.62.05 |
Here they are
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admin
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| Quote: Originally posted by mdb | I also have a question about building a "Price Data File" for GSB to use. For example using ES 1 minute bars, do I build the "data file" using 24
hours data, regular session time data, or just the 8:30 to 3:00 (central time) session that I will actually be trading?
Thanks, lots of stuff going on with GSB |
i would use 830 to 3pm @es.d
@es with session mask 830 to 1500 is 98% the same, but that's not 100%
the exception is if your going to enter before 830 etc, which is rare to do that sort of thing. Note however I have two 24 hour es systems that do
better or exit after hours, but they are non GSB systems
see https://trademaid.info/gsbhelp/Systemsforsale.html
swingES, Overnight ES, and there likely be another swing ES which
has no relationship in trading to the current swingES
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bartek
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From your NQ/ES/YM guide:
| Quote: |
5) Walk forward all members in this group. Choose systems that have got good walk forward results for live trading.
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Maybe it is a dummy question but I am curious.
What is the reason to run WF for all family members as they differentiate only by parameters and we optimize just parameters with WF? Isn't sufficient
to run WF only for one member?
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admin
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| Quote: Originally posted by bartek | From your NQ/ES/YM guide:
| Quote: |
5) Walk forward all members in this group. Choose systems that have got good walk forward results for live trading.
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Maybe it is a dummy question but I am curious.
What is the reason to run WF for all family members as they differentiate only by parameters and we optimize just parameters with WF? Isn't sufficient
to run WF only for one member? |
Good question.
You should expect somewhat different results in each wf.
The range used is relative to the initial parameters, and the WF is Genetic, so a random seed is also used in each WF.
Its also very easy to do, and not cpu or time intensive to run a number of WF.
Thanks received (1):
+1 bartek at 2021-05-03 18:05:42
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