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Author: Subject: GSB AUTOMATION
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[*] posted on 26-2-2021 at 06:36 PM


next release of au, has option in AU to not exit the manager if fav B members >x
requires gsb 61.26 (not even tested yet)

au-bee.png - 42kB




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+1 RandyT at 2021-02-26 23:10:13
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[*] posted on 10-3-2021 at 04:15 PM


The latest automation inidcator file is in cloud URL you should all have when you purchase automation.
There are some in the json file that are not yet allowed even for beta testers. (yet)
Their release depends if they seem to work ok in testing
replace the C:\gsb\GSB_Automation\.config\sf-tf-list\indicators.json with the file in cloud

This json file should have date 11 of march




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+1 NickW at 2021-03-10 16:49:15
+1 sfuser108 at 2021-03-10 16:43:20
+1 Bruce at 2021-03-10 16:18:12
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[*] posted on 11-3-2021 at 04:03 AM



Replace the indicators.json as instructed but the much discussed CloselesshighlowV3 & Closetohighlow3V3 indicators are still not visible in AU for selection as SF. If anyone can advise how to fix this issue, it would be much appreciated. Many thanks


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[*] posted on 11-3-2021 at 08:35 AM


Quote: Originally posted by Systemholic  

Replace the indicators.json as instructed but the much discussed CloselesshighlowV3 & Closetohighlow3V3 indicators are still not visible in AU for selection as SF. If anyone can advise how to fix this issue, it would be much appreciated. Many thanks


@Systemholic, you will not see the indicators listed with the V3 or other version numbers. If you select CloseToHighLow3, you will get the latest underlying version of the indicator that GSB supports.

I am not familiar with the CloseLessHighLow. Perhaps that is typo.


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[*] posted on 11-3-2021 at 06:54 PM


Hi Randy , many thanks for the insights. I actually did some test by selecting ClosetoHighLow3 as SF but post build system only show ClosetoHighLow3 v2 as the underlying but not the V3 which Peter & Bruce talk so highly about. I look into the indicators.json file and found that there seems to be a "ID" tag to the name of each ndicators. If only we know what the v3 tag ID is , then maybe we can get a quick turnaround this issue by overwriting it . In my Multicharts functions directory, i can see the two V3 indicators meaning GSB is V3 ready . Suspect we need some tweaks in AU to point to the correct v3.
Peter any insights?


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[*] posted on 11-3-2021 at 07:00 PM


Quote: Originally posted by Systemholic  
Hi Randy , many thanks for the insights. I actually did some test by selecting ClosetoHighLow3 as SF but post build system only show ClosetoHighLow3 v2 as the underlying but not the V3 which Peter & Bruce talk so highly about. I look into the indicators.json file and found that there seems to be a "ID" tag to the name of each ndicators. If only we know what the v3 tag ID is , then maybe we can get a quick turnaround this issue by overwriting it . In my Multicharts functions directory, i can see the two V3 indicators meaning GSB is V3 ready . Suspect we need some tweaks in AU to point to the correct v3.
Peter any insights?

I will do anydesk / teamviewer to sort this out when your free




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+1 Systemholic at 2021-03-11 22:47:45
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[*] posted on 16-3-2021 at 07:12 PM


new VB spread sheet for automation purchasers only. Version 26
In your cloud link. If you don't have that anymore then email me.
New features in red. Stats F now supported
+ progress bar
Note the new CloseTohighlow9v3.neg is superior to the old highlow9v3.

newxls.png - 81kB




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+1 Systemholic at 2021-03-17 23:43:59
+1 bizgozcd at 2021-03-17 06:34:22
+1 Bruce at 2021-03-17 02:29:02
+1 Piet at 2021-03-17 00:44:15
+1 sfuser108 at 2021-03-16 20:36:29
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[*] posted on 24-3-2021 at 01:36 PM


Hi Peter,
When running AU on GC, I have a issue it can't find 2 ImportIndicators gsboptset files. They aren't in C:\GSB\DATA\Settings\Optimization\Manager
Don't know where I can find them.

ImportIndicators.jpg - 48kB


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[*] posted on 24-3-2021 at 03:34 PM


Quote: Originally posted by BlackBox  
Hi Peter,
When running AU on GC, I have a issue it can't find 2 ImportIndicators gsboptset files. They aren't in C:\GSB\DATA\Settings\Optimization\Manager
Don't know where I can find them.


Im not certain what you mean, as GSB has a import indicator function that imports indicators.
However the inidcators are set by macros.
they are macros, do gsboptset files

this file in automation will copy the macos into gsb macro folder
install-into-GSB.bat

Snap156.png - 96kB


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[*] posted on 6-5-2021 at 01:34 AM


New in automation.
you can change the fitness type

This will be in the cloud folder for those who want it.
I will release via auto update after more testing



au.move.png - 333kBmove.fitness.png - 161kB




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+1 Siem at 2021-05-06 10:04:00
+1 Piet at 2021-05-06 03:00:24
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[*] posted on 6-5-2021 at 07:58 PM


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

fintess.png - 69kB




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+1 bizgozcd at 2021-05-07 06:10:02
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[*] posted on 8-5-2021 at 12:41 AM


Quote: Originally posted by admin  

Big surprise on what fitness is best on nq.
Im trying more combinations now


Hi Peter,

Great to see huge improvements due testing with the different Fitness criterea.
Would you consider adding / testing another Fitness criterion?

(2 * percent_profitable - 100) * profit_factor * trades_count


It's based on "Ehlers Figure of Merit". John Ehlers recently introduced it in this video: https://youtu.be/zkKgyad9RFA?t=2227

According to him there are only two parameters that count when you're comparing tradingsystems: profitfactor and percent-wins (= percent profitable in GSB). There are several figures of merit (fitness criteria) that involve the profitfactor, almost every figure of merit emphasizes profitfactor as the dominant criterion. Ehlers prefers to emphasize percent-wins when he compares strategies. A higher percentage winners also works better psychologically: nobody likes 5 losers in a row.

In GSB-terms the "Ehlers Figure of Merit" Fitness formula would be: (2 * percent_profitable - 100) * profit_factor

The beauty of it is that it emphasises percent-wins by heavily penalising anything below 50% percent_wins, while also taking into account the profit factor.

I asked him why he did not take into account the number of trades, assuming at first he meant something like that by "quantity" / "close quantity". He replied his tacit assumption is that the number of trades will not be radically different when comparing two or more strategies on the same data over the same length of time and therefore it is ignored. It could be the case in his approach, which differs from ours.

But since we see in GSB there can be significant difference in the number of trades, I tweaked his formula slightly.
The variation now includes the total number of trades: (2 * percent_profitable - 100) * profit_factor * trades_count

I found the rest of the video worth watching too, it's specifically about optimising strategies.


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[*] posted on 8-5-2021 at 12:47 AM


@siem.
I think that can be almost done in 62.34
%profitable*pf*tradecount


I agree its not the same thing, and what you wrote is going to have strong bias to be > 50 % profitability.
So I will get it added regardless

just PF and Tradecount would be interesting too


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[*] posted on 8-5-2021 at 01:24 AM


@siem. Its done. Out in next build



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+1 Siem at 2021-05-08 08:17:30
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[*] posted on 10-5-2021 at 04:38 AM


GSBAutomation_20210510.2.exe in your pcloud folder. Has supports for new fitness functions added in gsb 62.38

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[*] posted on 13-5-2021 at 02:02 AM


GSBAutomation_20210513.1.exe in your pcloud folder. Has supports for new fitness functions added in gsb 62.39

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[*] posted on 3-6-2021 at 08:51 AM


Can I use GSB AU on ES or other markets? It seems like AU is meant for gold only. Are there macros for ES, or do I edit the macros that are installed?

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[*] posted on 3-6-2021 at 05:44 PM


Quote: Originally posted by sb2020  
Can I use GSB AU on ES or other markets? It seems like AU is meant for gold only. Are there macros for ES, or do I edit the macros that are installed?

you can use on many markets

I will publish the settings used for ym/es/nq in about 24 hours in the file repository




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+1 Siem at 2021-06-04 00:57:37
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[*] posted on 4-6-2021 at 04:14 AM


Ok thanks how do I get to the repository?

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[*] posted on 4-6-2021 at 04:17 AM


@sb200
here are the esymnq files

I have not tested these, but tried to make them so they all install in the correct folders in gsb
NQ data file included, opt settings and the macros attached to m1 &m2 m3 buttons
m1 loads the correct settings.
m2 does the indicator build
m3 the stats



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[*] posted on 4-6-2021 at 04:22 AM


Quote: Originally posted by sb2020  
Ok thanks how do I get to the repository?

just posted below.
you can test it before I add to the repository


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[*] posted on 4-6-2021 at 11:43 PM


Hello,

I am using Automation to perform the steps to create NQ systems as outlined in the documentation, and although I indicate to repeat 4 times in the settings, it appears that it is repeating the process 8 times instead. Under the MoveSession and MoveEntryMode, I only have 1 option selected.

Should I not have those in the command sequence at all, or could it be something else?

2021-06-04_22-39-36.png - 831kB


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[*] posted on 4-6-2021 at 11:47 PM


Quote: Originally posted by avatartrader  
Hello,

I am using Automation to perform the steps to create NQ systems as outlined in the documentation, and although I indicate to repeat 4 times in the settings, it appears that it is repeating the process 8 times instead. Under the MoveSession and MoveEntryMode, I only have 1 option selected.

Should I not have those in the command sequence at all, or could it be something else?


I suspect its all ok
remember it does indicator testing, then build
so that's 2 runs * 4 = 8


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[*] posted on 4-6-2021 at 11:59 PM


Quote: Originally posted by admin  
Quote: Originally posted by avatartrader  
Hello,

I am using Automation to perform the steps to create NQ systems as outlined in the documentation, and although I indicate to repeat 4 times in the settings, it appears that it is repeating the process 8 times instead. Under the MoveSession and MoveEntryMode, I only have 1 option selected.

Should I not have those in the command sequence at all, or could it be something else?


I suspect its all ok
remember it does indicator testing, then build
so that's 2 runs * 4 = 8


I thought the indicator testing is performed by the "Green" command (using the greenMax10 macro). What I am seeing in the list is that the entire sequence is 4 commands - MoveSession, MoveEntryMode, Green, Build - which I would think should constitute an entire run since the build would then use the best indicators from "Green".

But then, this entire 4 step sequence is duplicated 8 times. However, at position 17, there is a command "ImportIndicators" in between the first set of 4 runs and the second, so I have a total of 33 commands for 4 runs of a 4 command sequence.

Am I missing something?


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[*] posted on 5-6-2021 at 12:05 AM


Quote: Originally posted by admin  
Quote: Originally posted by avatartrader  
Hello,

I am using Automation to perform the steps to create NQ systems as outlined in the documentation, and although I indicate to repeat 4 times in the settings, it appears that it is repeating the process 8 times instead. Under the MoveSession and MoveEntryMode, I only have 1 option selected.

Should I not have those in the command sequence at all, or could it be something else?


I suspect its all ok
remember it does indicator testing, then build
so that's 2 runs * 4 = 8


Actually, I think I understand now - the first 4 runs, including the Build are just to repeat the indicator testing to find the best indicators out of all 4, and then the second are for the system building. Is that right?


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