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REMO755
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Hello
Default secondary filter ------- Auto mode vs genetic mode, what is the difference?
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admin
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@portfolioquanttrader2020 Such filters have been planned a long time ago and are high on the programers job ques. Better exits will be first.
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admin
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This is a very important question.
By far the biggest errors GSB users made (and there are many) is having the wrong SF.
Inidicators were using closelessClosedBpv {not normalizied} and other markets like energies use closelessClosedBpv {Normalized}
This is critical to get right. So it was coded under contracts what one to use.
Trial users were locked out from changing this.
Now however we use CloseToHighLow3V4 secondary filter for inidices.
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portfolioquanttrader2020
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Peter did the tests by changing the fitness and stop to 3000, and these were the results of the best member of the family. Rest of family members 13
exceed the stability of 50 percent.
Tell me if they seem like good metrics
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portfolioquanttrader2020
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In the secondary filter I have put geneticalgoritm, to build systems in nasdaq. Should I have set CloseToHighLow3V4?
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admin
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Quote: Originally posted by portfolioquanttrader2020  | Peter did the tests by changing the fitness and stop to 3000, and these were the results of the best member of the family. Rest of family members 13
exceed the stability of 50 percent.
Tell me if they seem like good metrics |
looks reasonable, but the second mber in sample and likely out of sample is even better
using the WF parameters, you can also see how its done on more recent data
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portfolioquanttrader2020
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It does not have many trades. How many trades do you consider reasonable. The ZoneTrader I think has more than 1000
Is there any way to get more trades?
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admin
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tweaking the SF netrylevel down will give more trades but likely not better profit
after slippage and commison
you can add multiple systems on the same chart.
make sure you have setstopshare; in the ts code if you pyramid.
in time I will sell a very active NQ systems. Im just establishing a track record
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portfolioquanttrader2020
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How can I save the systems that I have chosen?
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Daniel UK1
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Hi, Right click on system and click save
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REMO755
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| Quote: Originally posted by admin |
This is a very important question.
By far the biggest errors GSB users made (and there are many) is having the wrong SF.
Inidicators were using closelessClosedBpv {not normalizied} and other markets like energies use closelessClosedBpv {Normalized}
This is critical to get right. So it was coded under contracts what one to use.
Trial users were locked out from changing this.
Now however we use CloseToHighLow3V4 secondary filter for inidices. |
So how do I choose if I want normalized or non-normalized?
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REMO755
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| Quote: Originally posted by admin |
This is a very important question.
By far the biggest errors GSB users made (and there are many) is having the wrong SF.
Inidicators were using closelessClosedBpv {not normalizied} and other markets like energies use closelessClosedBpv {Normalized}
This is critical to get right. So it was coded under contracts what one to use.
Trial users were locked out from changing this.
Now however we use CloseToHighLow3V4 secondary filter for inidices. |
So how do I choose if I want normalized or non-normalized?
If I select Genetic? Are they normalized and Auto is not normalized? It is right ?
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admin
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@remo.
Your asking very good questions.
Genetic is always normalized
closedcloseBpv is never normalized
extra useful comment
you can have normalzied secondary filter say CloseToHighHLow3
with not normalized closedminuscloseDbpv as follows
this is the default settings for nq / es /ym /{tf??}
Thanks received (1):
+1 REMO755 at 2021-07-08 17:23:41
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Daniel UK1
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Peter, i see you are utilising Tertiary filter in your example, have you started to test with that ? before this was never used by yourself if i
remember correctly.
The tertiary setting as "1" in left side GUI, should not have any affect on other than to allow N amounts of the tertiary filters set to "true"by
user in the indicator popup window, riiiiight ?
However in your example you have tertiary set to 1, despite having set 0 indicators to true as tertiary filter, in indicator popup confuses my logic.
Thanks
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REMO755
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Hello,
When looking for the best indicators, is it better to use All or NoTrd?
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admin
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The methadolgy works and it will be hard to improve it (its possible but not easy)
using ntn no trade pre build, and nth all post build.
Changing this will degrade results greatly
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Daniel UK1
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Peter, how would one go about feeding GSB with daily OHLC bars ?
Not derived from minute bars though (since daily bars history is better)
The price file name must be correct, but there seesm to be no support for day, inly minute sconds, ticks etc
Also the time settings in GUI, if one is using daily bars, what should these be set to? session template ? contract setting?
You see, many questions  ... i though it would be an easy endevour .. but was
for sure not
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admin
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| Quote: Originally posted by Daniel UK1 | Peter, how would one go about feeding GSB with daily OHLC bars ?
Not derived from minute bars though (since daily bars history is better)
The price file name must be correct, but there seesm to be no support for day, inly minute sconds, ticks etc
Also the time settings in GUI, if one is using daily bars, what should these be set to? session template ? contract setting?
You see, many questions ... i though it would be an easy endevour .. but was
for sure not |
Good question.
Depends if they have time in them
if they are
date,time,o,h,l,c then all ok
if date,o,h,l,c then I put into excel, and add a coloumb of time 15:00 etc
whats also important is , secondary filter must be disabled and MOC exit off
session 24x7.
GSB works on daily bars, but i have done almost zero work on them. My focus is intraday or intraday swing systems
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Daniel UK1
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Thank you, what should pricefile be named as ? since day is in filename is not supported.
Also multiplier, x1 ?
What makes me wants to try this is the historic data avaliiable to use, that is not possible to get with intraday.
Also less noise. Lets see stats, might be a disaster
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admin
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| Quote: Originally posted by Daniel UK1 | Thank you, what should pricefile be named as ? since day is in filename is not supported.
Also multiplier, x1 ?
What makes me wants to try this is the historic data avaliiable to use, that is not possible to get with intraday.
Also less noise. Lets see stats, might be a disaster
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its worth trying.
you can use any minute period you like I think
ie 405 minute
Likely you need long only, depends on the market.
I dont like daily bars. Also had ts signals change on me after the fact. But that can happen intraday too to be fair. A lot of this is a personal
preference.
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Arndt
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Hi,
I try to get all available indicators activated. is there a macro available or any hint I can do this?
Looking forward you your reply! Thanks!!
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Daniel UK1
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| Quote: Originally posted by Arndt | Hi,
I try to get all available indicators activated. is there a macro available or any hint I can do this?
Looking forward you your reply! Thanks!!
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If i have not misunderstood your question,
mark first indicator and then last one while holding shift, then set to TRUE, and all indicartors is now activated.
Dont know of any macro to do this..
Thanks received (1):
+1 Arndt at 2021-07-12 06:40:53
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admin
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the issue I think is Arndt doesnt have all the beta indicators
see this url for that.
https://trademaid.info/forum/viewthread.php?tid=249
Daniel, your tip is likely useful for a lot of users who didnt know how to do that
Thanks received (1):
+1 Arndt at 2021-07-12 06:41:15
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REMO755
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Hello,
What am I doing wrong? W.F Current seems wrong
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Daniel UK1
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Multicharts users, have any users come across the painfull IB rejection of order message "Order rejected due to crossing of resting order"
I am getting this when running multiple strategies in same symbol on same account that sometimes can be long and short same time. Since its an resting
order, i dont believe it make sense to IB to reject any new orders. Have any MC users found a solution or come across this issue ?
Peter do not have this issue despite using IB because he is running his very compentent ib link api that sorts this out, but for the rest of us
mortals using IB as broker, running a swing system long with stops and targets, and then next day you get a short in same market and account with a
stop, you will get this message with a potential trade issue.
If IB would leave the orders and not rejecting them, it would net out as it should.
just a heads up
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