| Pages:
1
..
66
67
68
69
70
..
98 |
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
'@portfolioquanttrader2020 . I cant tell you unless I see the machine. I will need to do a anydesk session. Please email me.
|
|
|
portfolioquanttrader2020
Member
Posts: 269
Registered: 30-4-2020
Member Is Offline
|
|
Hi
I need to know how to select the 90 and 91 VSS and Astab systems without using Macros.
|
|
|
Daniel UK1
Member
Posts: 470
Registered: 4-6-2019
Member Is Offline
|
|
You would just build n systems, pcik the systems you want to WF, then WF, then sort the system on the metrics you want,, then rank by astab etc and
put them in favorite a b c etc
|
|
|
Daniel UK1
Member
Posts: 470
Registered: 4-6-2019
Member Is Offline
|
|
You would just build n systems, pcik the systems you want to WF, then WF, then sort the system on the metrics you want,, then rank by astab etc and
put them in favorite a b c etc
|
|
|
portfolioquanttrader2020
Member
Posts: 269
Registered: 30-4-2020
Member Is Offline
|
|
Hello when I select indicators, is it also necessary to verify in different datas?
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
I never do this.
With indicators, we like to pick the top 10. This will vary a bit each time an indentical test is run, and its not super critical
|
|
|
portfolioquanttrader2020
Member
Posts: 269
Registered: 30-4-2020
Member Is Offline
|
|
Peter what do you think of the vSS results?
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
@portfolioquanttrader2020, well that depends what the comparison is against.
different time frame, noise, symbol etc.
I haven't used the feature for a few years, so cant comment a lot.
|
|
|
OroDan
Junior Member
Posts: 6
Registered: 28-12-2021
Member Is Offline
|
|
Hi everyone,
after creating a system, when I copy and paste to Tradestation, easylanguage does not check the script because it does not recognize this command:
Ounces
Start
Value1 = GSB_Scripts_2021_12_23;
End;
If I exclude it, the script is checked. In this case, does the strategy always remain valid? How can I do to remedy the problem? My GSB \ TradeStation
Code folder is empty.
Sorry, I'm just getting started. Thanks for collaboration.
|
|
|
coccigelus
Junior Member
Posts: 73
Registered: 11-7-2018
Member Is Offline
Mood: No Mood
|
|
You need to update the script, through the eld file. You should find (I think) in some folder of the software.
Thanks received (1):
+1 OroDan at 2022-01-15 05:45:40
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
Hi Oro
that script is a dummy script, and not needed. Its there to force users to update the eld which is in c:\gsb and C:\GSB\Supplementary Scripts (TS &
MC)
Thanks received (1):
+1 OroDan at 2022-01-15 05:45:09
|
|
|
rws
Member
Posts: 114
Registered: 12-6-2017
Member Is Offline
Mood: No Mood
|
|
Lateentry fitness and latest day performance metrics
There is a Lateentry fitness criteria and a result list called "latest days".
Is the result list (dark grey) the time period of these lateentry trades?
Is this lateengry period user adjustable? I don't find an explanation in the manual. Sorry if I overlooked something.
If the fitness criteria "lateentry" would point to a time period OOS it should not be used for normal building.
Thanks
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
Hi Rws.
late entry is fitness of making the entry one bar late. The notes are somewhere in the beta forum release thread.
One warning. One of the fintess's in this series gave good systems, but wf results had increased fitness, but poor results.
the series included latepf and all possible entries (entry on every bar till exit etc)
|
|
|
jamesh
Junior Member
Posts: 2
Registered: 14-11-2020
Member Is Offline
|
|
Does anyone trade micros and get crazy slippage at close ? Today slipped 30points! (Micro NQ) I'm in New Zealand, just using my home pc, so latency
is around 240ms . Since im trading small I thought that would be ok.
got filled at 15:00:10 .. is that normal?
I do have lots of charts open, maybe the platform is lagging from the data at close..
https://ibb.co/0ZVpZy7
Thanks
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
Hi Jamesh
A few things
i) slippage can be big at moc time, for good and for bad
ii) There is no way you should ever trade from NZ. Latency, dropouts etc
every one exits at 15:00:00 exactly, and you are going to be one of the last to be filled, so get worst slippage.
iii) you should be on a VM 1 milli second away from TS data servers
iv) I have a replacement to ts execution that has smart limit exit timed orders
This comes with my VM service
https://trademaid.info/gsbhelp/AlertmonMonitoring.html
https://trademaid.info/gsbhelp/TrademaidAutomationforTS.html
Im from Upper Hutt by the way
|
|
|
jamesh
Junior Member
Posts: 2
Registered: 14-11-2020
Member Is Offline
|
|
 Thanks Peter, I checked some more historical orders and they are
always filled around 15:00:10, im wondering if its cause of the latency like you mention ,or just because of tradestation' "this bar on close", i
mean how does tradestation know the bar has closed, since easylanguage runs execution on "next bar" if there isnt a next bar - perhaps there is a
10sec timeout?
Or it could be the arbitrage bots dont work at MOC so no liquidity in micros.
I'm in akl most of my life but have travelled around,
i will have to use a vps eventually if i size up because the entry slippage is usually a bit high too, but hey sometimes i get large positive
slippage 
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
Im not sure, but it could be related to your pc clock time, which might not be accurate. Slippage is one factor, execution errors another. Im not sure
how bar time is detected. I suspect by t he time stamps in data from the exchange. Long time since ive ben in Auckland. On my 50th birthday flew to
wn, got diverted to Auckland and bused it down over night. Very memorable ans special time with my daughter at the time. Still remember midnight have
hot chocolate and Mac's with Huka falls picture in the background
|
|
|
portfolioquanttrader2020
Member
Posts: 269
Registered: 30-4-2020
Member Is Offline
|
|
Hola Peter
Esto es correcto?
|
|
|
Daniel UK1
Member
Posts: 470
Registered: 4-6-2019
Member Is Offline
|
|
Hi, are you asking about your system in the picture ?
What you need help with ?
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
@portfolioquanttrader2020, what I think has happened is a macro has run and changed the dates.
Set dates to all, and nth to all.
Done by right click, dates all, or double click on dates
Best to use English in comments as there is no forum translation into english
|
|
|
portfolioquanttrader2020
Member
Posts: 269
Registered: 30-4-2020
Member Is Offline
|
|
Hello
The results of E and F are not good.
What is the cause?
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
@portfolioquanttrader2020, the results at the end of your curve are negtive - is the reason.
We are starting on revising CL again now, so given time we will update the CL methadolgy
Thanks received (1):
+1 Siem at 2022-01-26 16:08:04
|
|
|
Daniel UK1
Member
Posts: 470
Registered: 4-6-2019
Member Is Offline
|
|
Imho, i think your question needs to be asked to yourself, and the answer to that question would be found, in your own research trying to isolate
small improvements in your settings and configuration that together might have a large impact on E and F. I dont think your have done anything wrong,
its just that you need to spend time finding the answer to your question on your own.
The answer to your question, is not though, to find a single system that has good E and F.
Thanks received (1):
+1 admin at 2022-01-26 03:41:53
|
|
|
portfolioquanttrader2020
Member
Posts: 269
Registered: 30-4-2020
Member Is Offline
|
|
Peter I create that the stop of 1000 in CRUDE is very little
|
|
|
portfolioquanttrader2020
Member
Posts: 269
Registered: 30-4-2020
Member Is Offline
|
|
Hello
SF Entry Modes for Oil which one to put?
|
|
|
| Pages:
1
..
66
67
68
69
70
..
98 |
![[*]](images/davis/default_icon.gif){kind=icon}
