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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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bartek
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What is the difference between AnyIndicatorCross and AnyIndicatorCross2?
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portfolioquanttrader2020
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Is it correct for the second Nasdaq pass 2?
Attachment: Login to view the details
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admin
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How the weightings work. I expected cross2 to be better but its not.
I shouldn't have released this to beta users. Its not intenially done.
I'm using aic with weight of zero. (looking for a cross at zero)
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admin
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Well done. I assume this is NQ you are using.
37k with 8 k profit is a good figure for ave F
Some of your average are lower than mine for other periods, but note there
is considerable variation from one test to another.
Here is results for the average of 4 tests
Note also this is using AIC (any indicator cross) which is not available to trial users until the next build.
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asobi
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Quote: Originally posted by admin  |
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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hi Peter, with AIC I find it harder to get decent walk-forward metrics (PAS, PRS, etc.), though favB improves a lot on the other hand. Do you see the
similar cases?
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admin
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| Quote: Originally posted by asobi | | Quote: Originally posted by admin |
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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hi Peter, with AIC I find it harder to get decent walk-forward metrics (PAS, PRS, etc.), though favB improves a lot on the other hand. Do you see the
similar cases?
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make sure your weights on build and wf are zero.
I think this is a mistake in the settings I have released, and will fix next release.
Yes I did notice it, but did not pickup the mistake. Fantasic you pointed this out.
Thanks received (2):
+1 bartek at 2021-05-03 05:03:49 +1 asobi at 2021-05-03 04:06:11
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admin
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I Need to do one small tweak in GSB code. Its coming out in the next build. When I have it I will do a screen shot
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admin
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GSB Automation users, in your pdrive folder that has AU updates, there is new xls called Project3 v29.xlsm
The update is to sort on fitness (optionally)
Big surprise on what fitness is best on nq.
Im trying more combinations now
Thanks received (1):
+1 sfuser108 at 2021-05-07 08:03:01
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admin
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here are some typical stats on nq, 288 systems in Favourite b. Outstanding
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erlendsolberg
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Am I right to assume that you used the fitness factors above for both indicator selection and building? I suspect that on a general basis the optimal
fitness is different for the two stages. With this new feature it should be easier to research.
I recommend trying fitness 0.5 * NetProfit * 0.5 AverageT * NetProfitOverDrawdown. I have seen promising results with that (with regards to B) on
numerous instruments.
Thanks received (2):
+1 LucaRicatti at 2021-05-07 17:15:00 +1 bizgozcd at 2021-05-07 06:15:19
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admin
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| Quote: Originally posted by erlendsolberg | Am I right to assume that you used the fitness factors above for both indicator selection and building? I suspect that on a general basis the optimal
fitness is different for the two stages. With this new feature it should be easier to research.
I recommend trying fitness 0.5 * NetProfit * 0.5 AverageT * NetProfitOverDrawdown. I have seen promising results with that (with regards to B) on
numerous instruments. |
Why do you suspect "general basis the optimal fitness is different for the two stages"
That might also depend on if your using cross or any indicator cross too.
Im going to try what you suggest, and a few other combinations.
see enclosed pictures.
The next build doesn't have the NT code finished, so I didn't release it.
Worst case I will release next week as there are some goodies in the last week.
stats exports now exports fitness used (needed for gsb automation)
 
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admin
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2021-may 08
released 62.34
Release a bit earlyer than planed, and I didn't get to add various settings like for building NQ/ES/Ym systems
some of the NT code on newer indicators is not correct. Likely only affects user running the extra beta tester indicators.
A few exception messages pop up in the manager.
There is new TS / NT code in this release in c:\gsb and C:\gsb\Supplementary Scripts (TS & MC)
One of the reasons I released it is I would like CPU power from the GSB user base to test more fitness types, and look at ES swing systems
Please send me your share keys for those who want to contribute. Good chance if you have done this is the past, old share keys will work.
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erlendsolberg
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That is just based on anecdotal evidence when testing on fitness factors in the past. Some fitness factors seemed to work better for indicator
selection (NP* AvT) and others for building (NetProfitOverDrawdown). Must note that this was based on the 2 indicator selection methodology. Other
factors as entry type and training Pearson and Pf most likely also come into play.
I am very happy that we now can research this more efficiently.
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admin
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im using 3 indicators now for testing and system building. Its also faster than 2.
I think gold looked np/dd while nq np*at. Agree many factors could influence whats best.
Thanks received (1):
+1 bartek at 2021-05-13 04:48:27
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admin
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62.39 out tommrow.
add np*at*mfe*nplateEntry in one singular fitness.
This is the best fitness for NQ systems
add pfLateNetry
Ive found np/dd*(pearsons-0.5) *sr extremely slow for building systems.
Likely I will remove it.
more workers appreciated for those who can contribute to the testing of these new fitness functions. Thanks to all who are doing so already.
Thanks received (4):
+1 cotila1 at 2021-05-16 11:22:28 +1 Systemholic at 2021-05-16 08:32:33 +1 LucaRicatti at 2021-05-14 04:23:38 +1 bartek at 2021-05-13 04:48:54
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Systemholic
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hi Peter,
is the GSB_Scripts_2021_04_23 ready for download? thanks
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admin
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should be in c:\gsb and C:\GSB\Supplementary Scripts (TS & MC)
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admin
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under testing 62.42 build will have update to the dummy script file as it didn't contain GSB_HighLowLvlNeg
Also fix for some exceptions.
ANy comments from ts 9.5 vs ts 10. A year ago ts10 reputation was daming. Now its mixed.
Im not getting stability out of 9.5 at the moment.
What I have been working on is something I've wanted for over a decade. I new how to build it, but it was complex
Added to alertmon is position monitoring.
You get email /sms / audio alert if its out of sync.
You can also run on two separate copies of TS, and will tell you on both machines if its out of sync. Usefull to compare charts on both machines.
Feedback from uses is there are a lot of execution issues. I trade while Im asleep (And have a much more powerful app than ts brokerage), so have to
have great monitoring
https://trademaid.info/gsbhelp/AlertmonMonitoring.html
Here is a screenshot of the beta version.
MY VM service has been running for months with a number of clients, but I'm just tidying up the documentation and constant upgrades and tweaks to
alertmon
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admin
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62.46 under testing.
Entry AIC and NCC now have weights always at zero. This has had to be done manually in the past.
Get it wrong and results degrade, and stability scores in walkforward decrease greatly. Now its automatic
Thanks received (1):
+1 Bruce at 2021-05-25 01:30:25
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admin
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May28 2021 update
New eld and NT scripts 2021-05-2x
In gsb 62.48 released today
There are 3 new nt scripts
fix for close.neg now gsb_close.neg in ts
A few bug fixes
entry type AIC and NCC now have weights hard coded to zero. (correct use of them for this entry type)
Thanks received (4):
+1 REMO755 at 2021-05-28 09:29:49 +1 Carl at 2021-05-28 07:53:50 +1 bizgozcd at 2021-05-28 06:08:54 +1 Daniel UK1 at 2021-05-28 04:38:04
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admin
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June 14 update 62.490 under testing
Fix for ts code GSB_CloseToPrevHighestHighLowestLow (now GSB_CloseToPrevHighestHighLowestLowv2) It worked fine in gsb, zero results in TS
added ts code GSB_Close
added ts dummy script GSB_Scripts_2021_05_19
added ts code GSB_AccumSwingIndex3. Not in GSB yet
GSB vs ts match perfectly with GSB_AccumSwingIndex2, but code is useless as start date determines the value of the indicator. Fixed in version3
Macros for ES LONG only swing systems and LongShort Swing systems
Verification data for YM,NQ,EMD,DAX,TF(emin russel). Start dates vary according to market, but end date 20210226
In next 1 or 2 builds
NT entry type AIC and NCC. Bit more NT code.
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admin
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62.490 released with new NT script GSB_NinjaScript_2021_06_15.zip
This has entry aic and ncc for NT in it
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admin
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June 22 2021
62.52 out
New exit mode that I expect to work well with ES overnight long systems, one new indicator, and entry type cross3
None of these well tested by me yet
bug fix for the 8 exit modes. (it affected all of them)
Exit modes will be in gsb automation before too long. There is a danger you think they work, when they do nothing.
I will give more info in time how to use them. Short term don't use them unless your doing swing systems (non moc exit)
and if your doing this, test with exit 8 compared to no other exits
New eld enclosed with the update
Thanks received (4):
+1 bizgozcd at 2021-06-22 15:06:13 +1 Piet at 2021-06-22 06:11:34 +1 Daniel UK1 at 2021-06-22 03:42:10 +1 Carl at 2021-06-22 02:06:45
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admin
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62.52 out
new script GSB_SCRIPTS_2021_6_19b+WITHUPDATEDGSBSYS1ES_V1.21 has missing exit3 function. Has another new indicator (hidden) I'm testing.
Slighty improved error logging if your data file is bad
not related
Data center is moving to better location.
Maintenance Window Notification: This e-mail serves notice that your server(s) are scheduled to be relocated between: 9pm Friday July 9 CST - 6am CST
Saturday July 10.
Forum, GSB cloud and trademaid.info will be down. Apologies.
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