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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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Yury
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Hi there.
Can GSB use custom indicators with the data stored in flat files such as CSV format?
If so, what directory shall I put such files?
What the headers shall look like?
Thanks!
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admin
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Quote: Originally posted by Yury  | Hi there.
Can GSB use custom indicators with the data stored in flat files such as CSV format?
If so, what directory shall I put such files?
What the headers shall look like?
Thanks! |
Hi Yury
welcome to GSB
please see the docs here
https://trademaid.info/gsbhelp/Customindicators1.html
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Yury
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Can GSB support end of day trading for stocks?
If so how correctly set up price data and sessions?
Again, thanks for your response 
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Yury
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This page https://trademaid.info/gsbhelp/Customindicators1.html describes how export TS indicators into GSB.
My question was: san GSB use custom indicators with the data stored in flat files?
Example
Date, "MyIndicator(1)", "MyIndicator(10)"
1/1/2020, 0.3, 0.8
2/1/2020, 0.5, 0.9
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admin
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Hi Yury
its a personal preference only, but I dont like daily bars. There is absolutly nothing wrong with doing though
issues are
you cant on some markets do a exit on close (there are some ways around this)
I feel trades change after the fact more often than intraday.
There are less trades often than 30 minute bars
Some users are doing daily bars on GSB but I know very little about it.
You likely should turn secondary filter off.
use data ie 830 to 1500 with 390 minutes
ie appl.390.minute.txt
The format you describe is not supported.
If you have an indicator that is public domain or you wrote and are willing to give to GSB users, im happy to add it into GSB
Thanks received (1):
+1 Yury at 2021-08-24 06:10:36
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portfolioquanttrader2020
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Peter is it important to know what a system does exactly? That is, understand the logic and premise? Or it is enough to know that the system is built
with a robust methodology. I say this because I do not understand GSB systems very well their logic.
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admin
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| Quote: Originally posted by portfolioquanttrader2020 | | Peter is it important to know what a system does exactly? That is, understand the logic and premise? Or it is enough to know that the system is built
with a robust methodology. I say this because I do not understand GSB systems very well their logic. |
Good question.
Its nice to know but not so important. I dont add indicators on chart to visually see whats going on. Nice to do but not much benefit
What is important if you use aic entry (any indicator cross) is see the metrics of each indicator, one at a time. (commend the others out) If you get
one thats a lemon, remove it.
Example shown I removed two indicators.
Simply looking at a chart gives you a good idea. Is it trend following( nearly always)
what market conditions does it trade in? Any problems.
Ie on a legacy swinges system, I hit the 3k profit target, and it entered again next bar. GSbswing4es/nq I made it that profit target doubles if the
entry condition is there when the first profit target would have hit.
However if you have really high experience it often helps.
You can see even how gsbsys1es was improved in gsbsys1.3es
Its likely the exact same extra filters can be added to existing GSB systems.
(I suspect day trading es/ym/nq the same filters will work.
WHat I dont know is now we are normally using a totally different secondary filter, will the same filters in 1.3 work on those systems
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Siem
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I have an issue with an automatic strategy, it is programmed to close at 12.30 (CT).
Today I disabled it because of the changed exchanged times due to labour day, the exchange closed at 12.00 (CT) so there was no auto-close of the
strategy.
A market order (that was never placed, because the strategy was disabled) remains open on the screen.
I would like to enable the strategy, what should I do? I suspect TS will keep this "order" open until tomorrow when the exchange closes at the usual
time. So there will be no buy order tomorrow for the strategy. TS gives me a cryptic message.
Is there an easy way to fix this?
 
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Daniel UK1
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| Quote: Originally posted by Siem | I have an issue with an automatic strategy, it is programmed to close at 12.30 (CT).
Today I disabled it because of the changed exchanged times due to labour day, the exchange closed at 12.00 (CT) so there was no auto-close of the
strategy.
A market order (that was never placed, because the strategy was disabled) remains open on the screen.
I would like to enable the strategy, what should I do? I suspect TS will keep this "order" open until tomorrow when the exchange closes at the usual
time. So there will be no buy order tomorrow for the strategy. TS gives me a cryptic message.
Is there an easy way to fix this?
|
Hi Siem, imho i would suggest to not trade half days, just avoid it and you will have less headache and less errors, and most likely more dollars in
your account in the end
Thanks received (3):
+1 BlackBox at 2021-09-07 20:30:49 +1 admin at 2021-09-07 01:48:53 +1 Siem at 2021-09-07 00:34:02
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edgetrader
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| Quote: Originally posted by Siem | I have an issue with an automatic strategy, it is programmed to close at 12.30 (CT).
Today I disabled it because of the changed exchanged times due to labour day, the exchange closed at 12.00 (CT) so there was no auto-close of the
strategy.
A market order (that was never placed, because the strategy was disabled) remains open on the screen.
I would like to enable the strategy, what should I do? I suspect TS will keep this "order" open until tomorrow when the exchange closes at the usual
time. So there will be no buy order tomorrow for the strategy. TS gives me a cryptic message.
Is there an easy way to fix this?
|
"Exit this position" means you want TS automation to send an exit order for this position if and when your strategy exits. Because you have no actual
position in the market, this isn't what you click.
"Do not exit this position" means you want TS automation to ignore the current hypothetical position of the strategy that you didn't actually open in
the real market. Click this.
However, another issue will be that if your entry on the next day will be in the same direction, it won't be sent as TS automation assumes the
strategy still is in an open position, and by default the limit is one entry per direction long or short. To fix this issue, either don't take entries
on half-days or make sure the positions are exited (at least hypothetically, even if you don't take the signals) before the next trading day.
My suggestion is you add something like "if date <> eldate(09, 06, 2021) then begin [your system] end;" around your code to not have any entries on
half-days. Then you won't have to manually disable sending orders, you won't get a popup about a hypothetical position you didn't take, and you won't
have to worry about missing the entry on the next day. All of that will be fixed.
Thanks received (2):
+1 admin at 2021-09-07 01:48:56 +1 Siem at 2021-09-07 00:32:36
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admin
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There should be HolidayNHalfDay function in gsb eld
from memory its
if HolidayNHalfDay(date) then {buy sell logic here etc}
Not sure if there are errors in code. I did a update to this code a few months ago as there was one bug in it
Thanks received (1):
+1 Siem at 2021-09-07 04:55:24
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BlackBox
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| Quote: Originally posted by edgetrader | | Quote: Originally posted by Siem | I have an issue with an automatic strategy, it is programmed to close at 12.30 (CT).
Today I disabled it because of the changed exchanged times due to labour day, the exchange closed at 12.00 (CT) so there was no auto-close of the
strategy.
A market order (that was never placed, because the strategy was disabled) remains open on the screen.
I would like to enable the strategy, what should I do? I suspect TS will keep this "order" open until tomorrow when the exchange closes at the usual
time. So there will be no buy order tomorrow for the strategy. TS gives me a cryptic message.
Is there an easy way to fix this?
|
"Exit this position" means you want TS automation to send an exit order for this position if and when your strategy exits. Because you have no actual
position in the market, this isn't what you click.
"Do not exit this position" means you want TS automation to ignore the current hypothetical position of the strategy that you didn't actually open in
the real market. Click this.
However, another issue will be that if your entry on the next day will be in the same direction, it won't be sent as TS automation assumes the
strategy still is in an open position, and by default the limit is one entry per direction long or short. To fix this issue, either don't take entries
on half-days or make sure the positions are exited (at least hypothetically, even if you don't take the signals) before the next trading day.
My suggestion is you add something like "if date <> eldate(09, 06, 2021) then begin [your system] end;" around your code to not have any entries on
half-days. Then you won't have to manually disable sending orders, you won't get a popup about a hypothetical position you didn't take, and you won't
have to worry about missing the entry on the next day. All of that will be fixed. |
IMO, to complete: if you already in a trade and the next day is a "half-day", keep the strategy active, because there is always a possibility the
strategy will give a exit signal on that "half-day"
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admin
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agreed, If you have systems that are long term, (not day trading) you trade 1/2 days.
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bizgozcd
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Peter,
Do you have any thoughts on which indicators and settings are resource intensive and thus take a painfully long time to run?
Thanks again.
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admin
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| Quote: Originally posted by bizgozcd | Peter,
Do you have any thoughts on which indicators and settings are resource intensive and thus take a painfully long time to run?
Thanks again. |
this doesnt matter in GSB at all, as all indicators are cached.
Its if you choose to optimize in TS its more an issue.
slowest indicators likely are those that use median
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peani
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Reading TS .bin files
I am looking for a way to read the .bin files generated by TS for WFA, but I haven't been able to find a tool to do so, or a reference on the format
to write my own code...
I would appreciate any leads or suggestions.
Thank you.
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admin
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| Quote: Originally posted by peani | I am looking for a way to read the .bin files generated by TS for WFA, but I haven't been able to find a tool to do so, or a reference on the format
to write my own code...
I would appreciate any leads or suggestions.
Thank you. |
ewfo reads them. A lot of work put into EWFO to do that.
https://trademaid.info/ewfo.html
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peani
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Yes, I know EWFO does, and I imagine it did take a good bit of work (maybe some good TS connections too?)
I'm trying to ask delicately, because I realize there's a lot of value in that work. I'm willing to put in the work to write my own code. I'm not
asking for a handout, just a helping hand, or clues, or pointers...
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admin
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Hi Peani, sorry not willing to do that. A lot of IP goes into these products & I'm not willing to give that away. If there is something you
desperately need added into EWFO, I can consider that.
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peani
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| Quote: Originally posted by admin | | Hi Peani, sorry not willing to do that. A lot of IP goes into these products & I'm not willing to give that away. If there is something you
desperately need added into EWFO, I can consider that. |
EWFO looks great, and I'll be trying it soon. Right now I can't imagine I would need something it doesn't already do.
I was trying to do something unrelated to EWFO, mainly out of curiosity and for the challenge. I was hoping the answer was "the encoding is
such-and-such", but I understand.
Thanks
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peani
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On EWFO's graph pane, the Current (IS) and WF (OOS) curves begin at the same point in time, and in the Trades tab, there are OOS trades during the
first IS period.
I would have expected the first OOS trades to begin after the first IS period. In other words, shouldn't both curves be the same during the first IS
period, and then begin diverging (hopefully not too much!) at the first OOS period?
What input values are used to generate the OOS trades shown during the earliest IS period?
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admin
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The first OOS period has to be in sample, not really a good way around this, though ewfo can to a reverse wf. (end date first)
if this first period is left out, you cant really compare the curves well, and the data is from a long time ago - so its less significant.
ts ewfo does the same.
the first run parameters are going to be the best parameters found at the end of the first run.
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peani
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| Quote: Originally posted by admin | The first OOS period has to be in sample, not really a good way around this, though ewfo can to a reverse wf. (end date first)
if this first period is left out, you cant really compare the curves well, and the data is from a long time ago - so its less significant.
ts ewfo does the same.
the first run parameters are going to be the best parameters found at the end of the first run. |
Thank you for the quick reply.
During this first period, the OOS and IS curves are different. Is that because the IS curve is generated with the "final" input values (per the help
files) rather than an in-sample optimization for that first period?
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admin
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Peani, correct
You have a very good understanding of the finer details that most people dont grasp.
However a lot of these details its likely are not important compared to the big picture.
To me he big picture is a wf is useful to improve parameters, and one of the things to be done to see if a system is valid.
While I strongly prefer anchored wf in gsb systems, a rolling wf is a bigger stress test.
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