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Daniel UK1
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I think no one could decide to chose this system based on these pictures alone, if one (in this example me) would chose this system would depend on
other factors such as performance over the real oos dates, the validation on other time series such as random and other markets, i would not like to
see any red oos periods in the WF... but stability for WF is not terrible though.. anyway, i dont think i would chose this systen.. but then again,
long time since i was on CL...
In the end you are the only one that knows how much you have cheated (stretched the limits of whats ok to fit the data etc) with your data, so only
you could decide whats ok and whats not ok...
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portfolioquanttrader2020
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How we can plot the indicators, to be able to see the inputs and understand the logic of the systems?
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portfolioquanttrader2020
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I have switched to US Central Time, my computer, and the problem still exists.
Attachment: Login to view the details
 
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Daniel UK1
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Not sure i understand what the problem is based on your post.
Could you elaborate on what the problem is ?
If its an data issue, i would say start in this end, use local time always on chart, export in local time (or not, but remember to always do the
same), make sure the exported txt file has the wanted start and end times before use in GSB, check GSB contract list so end time matches last bar on
chart in txt file, check sessions used and trading hours in GSB so that it matches what you want, session list controls data used for GSB and trading
hours on the left gsb gui, the allowed trading hours for trading your system...
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admin
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you are going to have to copy the system into an indicator
and plot all indicators, secondary filter etc
Looking at chart when it trades gives you an idea too
vn1 = GSB_Norm4(v1, 13, 100) of Data(i1Data);
plot1(vn1);
vn2 = GSB_Norm4(v2, 13, 100) of Data(i2Data);
plot2(vn2);
vn3 = GSB_Norm4(v3, 13, 100) of Data(i3Data);
plot3(vn3);
vSF = GSB_CloseToHighLow3V2(iSFLength) of Data(iSFData);
vnSF = GSB_Norm4(vSF, 13, 100) of Data(iSFData);
plot4(vnsf);
Thanks received (1):
+1 bartek at 2021-05-31 06:30:58
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portfolioquanttrader2020
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What do you think of this wfo test?
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admin
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Not good
parmaters all over the place, and have hit the extremes of values used. (red / orange)
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bartek
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I finally developed promissing system with good results on each e-mini, but am not sure if parameters stability is sufficient to trade it live. Could
you advice?
     
Thanks received (1):
+1 admin at 2021-06-01 19:23:57
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portfolioquanttrader2020
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Hi peter
I am optimizing a system that operates in 15 minutes and when optimizing the minutes, I can only do it from 0 to 45 of 15 in 15, and that is why the
parameter appears in red. In these cases, if I get the message to increase the parameter, I cannot increase it more, since it would increase the next
hour. What do you advise me?
How do you see this system, is it stable?
 
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admin
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Quote: Originally posted by bartek  | I finally developed promissing system with good results on each e-mini, but am not sure if parameters stability is sufficient to trade it live. Could
you advice?
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Your charts look great,
parameter stability is fair.
you could look at the curve with parameters in ts of 25,2.5,28,0,0,0,8,8,157,-1, 2.5
this is what you might get if a most common wf was done. (I think that wf is in gsb)
If for example those settings gave similar curve to the current parameters, that's a good sign. I assume you just gave one set of parameters for all
your systems, but the other charts are different systems.
another comment on nq. A system that's a bit weak right now on nq, is much better than no system at all. At this instant we have really good trading
conditions.
When conditions are poor, then we will see more on what is a good vs poor system
look also at the wf curves.
how does the oos compare to the original and current.
Nice if the curves are parallel and the oos doesn't tank
You can also do a wf in gsb, and export to ewfo. Thats got really powerful wf with lots of options on fitness. Try also the new fitness's
I assuming your stats of the setup you did were good.
ie period bcdef....
you can also look at wf when you wf each member in a family.
There will be some variation which is also useful to see how the whole family went
Thanks received (1):
+1 bartek at 2021-06-01 03:23:16
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admin
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| Quote: Originally posted by portfolioquanttrader2020 | Hi peter
I am optimizing a system that operates in 15 minutes and when optimizing the minutes, I can only do it from 0 to 45 of 15 in 15, and that is why the
parameter appears in red. In these cases, if I get the message to increase the parameter, I cannot increase it more, since it would increase the next
hour. What do you advise me?
How do you see this system, is it stable? |
can you recode
if time >calctime(830,x) and ... then buy
x can then be 0 to .. step 15
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bartek
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| Quote: Originally posted by admin | | Quote: Originally posted by bartek | I finally developed promissing system with good results on each e-mini, but am not sure if parameters stability is sufficient to trade it live. Could
you advice?
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I assume you just gave one set of parameters for all your systems, but the other charts are different systems.
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Peter, this is only one system developed on ES shown how performs on other charts.
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admin
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@bartek, Thats an outstanding result then. What market was this developed on, as all the charts look good. Getting a system to work so well on 5
markets with no changes in parameters is really good.
DId you follow the standard process here?
https://trademaid.info/gsbhelp/BuildingNasdaqSP500orDowsyste...
I would optimize for each market separately. You should get significantly improved results. You can do this is gsb and or gsb with ewfo
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admin
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| Quote: Originally posted by portfolioquanttrader2020 | Hi peter
I am optimizing a system that operates in 15 minutes and when optimizing the minutes, I can only do it from 0 to 45 of 15 in 15, and that is why the
parameter appears in red. In these cases, if I get the message to increase the parameter, I cannot increase it more, since it would increase the next
hour. What do you advise me?
How do you see this system, is it stable? |
you can do
instead of if time >830+x then ....
do
if time >calctime(830,x) then ...
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bartek
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| Quote: Originally posted by admin | @bartek, Thats an outstanding result then. What market was this developed on, as all the charts look good. Getting a system to work so well on 5
markets with no changes in parameters is really good.
DId you follow the standard process here?
https://trademaid.info/gsbhelp/BuildingNasdaqSP500orDowsyste...
I would optimize for each market separately. You should get significantly improved results. You can do this is gsb and or gsb with ewfo
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Yes, I followed instruction from the link. Developed on ES. The problem is I did not save system as gsbsystemz extension. Is it possible to recover it
somehow from TS script file? I can also provide you script file so you can try as well if you want.
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Carl
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| Quote: Originally posted by bartek |
Yes, I followed instruction from the link. Developed on ES. The problem is I did not save system as gsbsystemz extension. Is it possible to recover it
somehow from TS script file? I can also provide you script file so you can try as well if you want. |
Hi bartek,
Just copy the complete hash at the bottom of the TS code {.....} to a txt file and change the extension of this file to gsbscript.
So call the file: huuuge_profits.gsbscript
Then start GSB, right-click in the bottom window in GSB, choose "load", browse to the file you want to import and choose "open".
Wait a few seconds and the system will be available in GSB again.
This should work. If you need help, let me know.
All the best
Thanks received (2):
+1 bizgozcd at 2021-08-30 15:39:38 +1 bartek at 2021-06-01 07:50:29
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Carl
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Hi bartek,
Were you able to open the code in GSB?
Was just wondering, which PF entry mode did you use to create your multimarket system?
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bartek
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| Quote: Originally posted by Carl | Hi bartek,
Were you able to open the code in GSB?
Was just wondering, which PF entry mode did you use to create your multimarket system/
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Hi Carl,
Yes, I open it in GSB. Thanks for help.
I used AIC.
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Carl
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Are your average trades good enough too?
I noticed a lot of AIC based strategies tend to have a small average trade level.
After subtracting cost and slippage, barely tradable.
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bartek
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| Quote: Originally posted by Carl | Are your average trades good enough too?
I noticed a lot of AIC based strategies tend to have a small average trade level.
After subtracting cost and slippage, barely tradable. |
It does not depend on entry mode but fitness criteria. Please take a look on average trade I've got with AIC and NP*AT*MFE*NPLateEntry for NQ.
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engtraderfx
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Howdy, looking thru procedure I can't find the settings referenced eg NQ30-AdvancedModeOn" etc, have updated to latest version but not in settings
directory? have i missed something? Thanks Dave
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admin
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| Quote: Originally posted by engtraderfx | | Howdy, looking thru procedure I can't find the settings referenced eg NQ30-AdvancedModeOn" etc, have updated to latest version but not in settings
directory? have i missed something? Thanks Dave |
install the trial build into say c:\gsb\trial.
https://trademaid.info/forum/viewthread.php?tid=1
all files are in there.
I hope to add in the next release
Thanks received (1):
+1 engtraderfx at 2021-06-02 07:41:19
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admin
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@bartec, $644 is really good. No issues with slippage and commision, though 2005 to 2006 will be hard regardless I would expect.
Right now we have excellent volatility
Note aic will be performing better now weights are always zero
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bartek
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| Quote: Originally posted by admin |
I would optimize for each market separately. You should get significantly improved results. You can do this is gsb and or gsb with ewfo
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Does ewfo work in a cloud like gsb wf?
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portfolioquanttrader2020
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Hi peter
I do not understand how to choose the best of the 300, which are also 300
2) Build 50,000 systems, and allow GSB to choose the top 300, and the best of these 300 systems into Favorites B
Favorites B systems are all the systems that have good out of sample results.
All data before Feb 28 2016 is in sample, except that the indicator selection has only seen 50% of this data.
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