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REMO755
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Quote: Originally posted by coccigelus  | | Quote: Originally posted by REMO755 | | Quote: Originally posted by coccigelus | For gold I use @GC=102NC+GJMQZ. However keep in mind that custom symbol contract in TS have (sometimes) data with bugs. There is no way to handle this
rather than use the continuos contract.
Moreover some continuos contract such as those on the meat sector are wrong. Meaning that some months will be traded jumping the front contract. (July
- example) Talk many times with TS data department but It requires Product Manager to address it. (which never did)
There have been report in the past of mismatch in the volume again with regard to custom contract. (OIL)
Hope it helps. |
Hello,
The GC volume does not always change in the second month, sometimes the result is the fourth month.
How does TS manage an asset whose volume is sometimes the second month and sometimes the fourth month?
Why does the rollover change the open interest?
http://help.tradestation.com/09_01/tradestationhelp/fu/conti...
I think this does not happen by volume, here I send you the last change by volume of the last years in GC, NinjaTrader Continuum.
dic-20 29/7/2021
ago-21 26/5/2021
jun-21 29/3/2021
abr-21 28/1/2021
feb-21 27/11/2020
dic-20 28/7/2020
ago-20 27/5/2020
jun-20 27/3/2020
abr-20 30/1/2020
feb-20 28/11/2019
dic-19 30/7/2019
ago-19 29/5/2019
jun-19 28/3/2019
abr-19 30/1/2019
feb-19 29/11/2018
dic-18 30/7/2018
ago-18 30/5/2018
jun-18 27/3/2018
abr-18 30/1/2018
feb-18 29/11/2017
dic-17 28/7/2017
ago-17 29/5/2017
jun-17 30/3/2017
abr-17 30/1/2017
feb-17 29/11/2016
dic-16 28/7/2016
ago-16 27/5/2016
jun-16 29/3/2016
abr-16 28/1/2016
feb-16 26/11/2015
dic-15 30/7/2015
ago-15 28/5/2015
jun-15 30/3/2015
abr-15 29/1/2015
feb-15 26/11/2014
dic-14 30/7/2014
ago-14 29/5/2014
jun-14 28/3/2014
abr-14 30/1/2014
feb-14 27/11/2013
dic-13 30/7/2013
ago-13 30/5/2013
jun-13 27/3/2013
abr-13 30/1/2013
feb-13 29/11/2012
dic-12 30/7/2012
ago-12 30/5/2012
jun-12 29/3/2012
abr-12 30/1/2012
feb-12 29/11/2011
dic-11 28/7/2011
ago-11 27/5/2011
jun-11 30/3/2011
abr-11 28/1/2011
feb-11 29/11/2010
dic-10 29/7/2010
ago-10 27/5/2010
jun-10 30/3/2010
abr-10 28/1/2010
feb-10 26/11/2009
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Some months in gold are thinly traded. For this reason I use the custom contract I mentioned above that avoid those months.
Unfortunately not all the continuos contracts offered by TS are built correctly. By correctly I mean switch when volumes swap to the next contract
(timing) AND to the next following month with max volumes. (chosen of the right month) . For instance @LH roll over in their continuos contract is
performed with a couple of week delays and in summer They jump the super liquid July month. Clearly this is plain wrong.
I am using custom contracts in gold and crude oil while I am forced to make by myself the roll over for @LH. (switching manually contract when needed)
Why don't I use custom contract in @LH? Because the data offered is full of spurious.
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How do you build a custom contract in TS? I do not see information.
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portfolioquanttrader2020
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Peter, could we see the architecture of the GSB code drawn in a sketch with arrows?
Do you have any example of TradeStation code and graph where all indicators, entry modes, filters, etc are explained with arrows?
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portfolioquanttrader2020
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Peter
I would like you to answer the following questions, and if possible, with arrows within the code of a tradeStation system and with a sketch of the
architecture of gsb, where they are found.
1. what are weights for?
2. How do you know the minimum and maximum and the step when setting the weights and parameters? what tests have you done to get to know them?
3. What exactly do the operators do within the gsb architecture?
4. What is the entry Level Mode. What is the EntrylevelValue for? How do you choose your number? For example 4, instead of 8?
5. What are the output modes for? Can they all be disabled?
7. Are the custom indicators indicators that we import to gsb? How do we choose your parameters?
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portfolioquanttrader2020
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I would like a sketch where all this is explained
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portfolioquanttrader2020
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How can I configure in gsb that the output systems start at an hour, but not at that specific hour, if not after that hour.
Starting at 1, it would be 1330, 1400 etcc
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portfolioquanttrader2020
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How did you get the architecture? I understand that there could be more types of architecture, for example 3 or 4 types, or not more?
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portfolioquanttrader2020
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How can I build or modify the macro code?
and thus be able to automate processes?
How app settings differs from optimization settings?
macros affect app settings?
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admin
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1) weights give more empahsis to a specific inidacotr.
They are not used however in enty type any indicator cross or no conflict cross
2) Use the defaults, do not change.
3) */+ can be used. * works best so dont change this.
4) Leave on defaults. a large entry level will give less trades, often higher profit. GSB and WF will sort out best values
5) I dont know what outputs modes are
7) I dont even use these myself.
see https://trademaid.info/gsbhelp/Customindicators1.html
Unless your a very experienced gsb user & have a superb indicator, I would not use them
Thanks received (1):
+1 Carl at 2021-08-05 11:15:34
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admin
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see https://trademaid.info/gsbhelp/GSBleftsideFeatures.html
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admin
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see this
in nearly all cases entry over the full period of the day works best
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admin
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on bottom of the screen, you can edit macros.
again best use the existing macros. They do vary a little from one market to another
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portfolioquanttrader2020
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Peter, you talked to me about the entry, and I asked if there is an option OF EXIT OF OPERATIONS IN AN HOURLY INTERVAL, FROM X HOUR TO AND HOUR.
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portfolioquanttrader2020
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To edit macros you mean what I'm putting in the photo?
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portfolioquanttrader2020
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Hi Peter
These tables in excel keys do you build? Or do they come directly from GSB Automation?
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portfolioquanttrader2020
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Peter
the photo that I put you are secondary filters or indicators for gold. I got it from the first video of the gold
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Daniel UK1
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Yes here you can edit macros, or you can create a new one by clicking on the bottom right button "new"
A good idea is to perhaps make a copy of an existing one and edit that as a start.
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Daniel UK1
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These tables i believe are coming from Peters excel basic sheet that you import automation csv files into, you only get that excel if you buy the
automation tool.
Another solution is to use the macro to export the stats to a csv file, and then just import that to your own excel and create whatever tables you
like.
You dont need automation to export stats.
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Daniel UK1
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If the question is where you get that info/table from, its found in statistics by saving the stats from right clicking on systems in gui and save
performance/indicator stats, stats i think, then you go to the tab stats and you find then the stats there for indicators, sf, etc..
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JozefSusko
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Peter
Can you advise me where to find the GSB_Scripts_2021_07_31 script in the forum
I can not find
I only have the GSB_Scripts_2021_07_18 in the folder
Thanks
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admin
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| Quote: Originally posted by JozefSusko | Peter
Can you advise me where to find the GSB_Scripts_2021_07_31 script in the forum
I can not find
I only have the GSB_Scripts_2021_07_18 in the folder
Thanks |
GSB_SCRIPTS_2021_7_31+WITHUPDATEDGSBSYS1ES_V1.21.ELD
GSB_NinjaScript_2021_08_04.zip
in the file repostitory now
https://trademaid.info/forum/post.php?action=edit&fid=1&tid=...
Thanks received (4):
+1 JozefSusko at 2021-08-06 18:20:19 +1 Gregorian at 2021-08-06 09:38:59 +1 Bruce at 2021-08-06 04:16:14 +1 Carl at 2021-08-06 03:58:53
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portfolioquanttrader2020
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Peter is it possible to use the volume in GSB to build systems? Murray used volume in the dynamic open breakout strategy
For commodities/futures traders and/or stock traders and indexes, our new Dynamic Open™ technology means that you can use opening range breakout on
commodities and futures. For years, ORB has not worked on these markets due to the fact that futures no longer have open outcry. Almost all of the
futures markets are now 100% mechanical and 24 hours. These markets close for 45 minutes to a few hours before reopening. This means we do not have a
true trade-able opening time.
Dynamic Open™ is a revolutionary new trading technique that looks at price and volume patterns to find a point which will act as a psychological open
point for tomorrow. The time of the open is known for the next session after the last session has closed. This Dynamic Open works very well and offers
a predictive power equal to or better than the old open before the electronic markets.
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admin
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'@portfolioquanttrader2020
volume is already used, but only on some indicators.
For years, we by default use the session start and end time where the volume and range is.
This is not always perfect, but normally works well. Sometime there are a variety of valid times. (especially start time)
see market validation1 video
https://trademaid.info/gsbhelp/Videos.html
regardless Murrays idea likely has merit. Im also not sure if we are free to use his intellectual property.
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bizgozcd
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Peter,
I am getting an alert from Windows Defender that GSBWorker.62.920.exe contains Trojan:Win32\Sabsik.MT.A!Ml
https://www.microsoft.com/en-us/wdsi/threats/malware-encyclo...
Not sure how to proceed--the files were automatically quarantined. I've never gotten this before.
Thoughts on this?
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admin
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i updated to 63.00. The 62.90 file wasnt digitally signed, so gave false virus message.
(cause was my digital sign usb key was taken out of usb hub and not put back)
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engtraderfx
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Hi, I am getting error when running RM "2021/08/14 21:19:42 The remote server returned an error: (550) File unavailable (e.g., file not found, no
access)."? Not updating to v63? Regards, Dave
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