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admin
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good question. you can do es.1440.minutes.
if data1 is daily bars, you will have to turn secondary filter off. I have not built any systems on daily bars so dont have a lot of expertise
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portfolioquanttrader2020
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Hello, I'm trying to build CL with $DXY, in bars of 5 and 30 minutes, and I'm having good results.
If any of you want to investigate, it would be fine and we share results.
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portfolioquanttrader2020
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Hello, I'm trying to build CL with $DXY, in bars of 5 and 30 minutes, and I'm having good results.
If any of you want to investigate, it would be fine and we share results.
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portfolioquanttrader2020
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Hello Pedro, I have a series of doubts. Please read carefully to understand the details of it.
1. If I use two symbols to build systems, should they have the same time? I mean if the time is local to New York for both of you, one could have a
9:30-1430 time and one could have regular session?
2. If a symbol has two schedules, should I put the symbol twice with each of the schedules in the list of contracts? How do I do that?
3. If I start building systems, and they build very slowly, what could be the cause? I mean, why sometimes the builder builds slower or doesn't build
at all? Does that mean that it would be difficult to reach 50,000 systems built?
5. To build CL swing systems, could you tell me the approximate configuration?
6. If there is a change in market conditions, could it affect all systems built with GSB in that market? I think that is why it is good to have
systems in all markets.
7. About building systems with three datas, data 1, data2 and data3, similar to the inter-market methodology, could it be done with GSB? Or do you
think that genetic programming can more easily find robust systems with data 1 or data 2?
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portfolioquanttrader2020
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Hi Peter, the complexity of the strategies built using all three symbols was significantly less than the complexity of the strategies built with just
the main symbol.
That is why there would be less risk of overfitting by using more markets, i.e. data1, data2, data3.
We could check out-of-sample results using one market, or more markets in oil, for example.
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portfolioquanttrader2020
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hi peter
GSB has a correlation indicator?
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portfolioquanttrader2020
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Hello Peter. I have more doubts.
1. To make long and short lines at different times, for example, long trades in oil from 10 to 13 hour and short lines in oil from 12 to 14 hour, I
understand that I must carry out the methodology separately for long trades and short trades. It is right? There may be robust systems with entry
setups at different times for longs and shorts.
I could create a system for longs, and another for shorts and apply them to the same TradeStation chart I understand.
2. If I use a symbol at different times, should I put the list of duplicate symbol contracts with a different time?
3. To fill the list of contracts with an index, I obtain the characteristics of the index to be filled from format symbol of TradeSTation?. I mean
number of ticks, bigpointvalue, number of digits etc.
4. Regarding the operators, I understand that in the system construction architecture we use only the multipli currently?
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admin
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@portfolioquanttrader2020
1) Good question. There is merit to doing separate long and short and greater dangers. You have 1/2 the sample size so change of curve fit is much
higher as trade numbers low
Yes you can do this. CL was easy long, and hard short. ES/NQ trade long only much better than short as well.
You can apply to the same chart only of the session time is the same.
2) yes
3) yes, or you could clone a similar symbol, and change whats different
4) Good question again. My tests show multiply is a little better than addition. SO I recommend stick with that.
Weights and entry level parameters must be totally different for addition, so I dont encourage it as even experienced GSB users had no idea on this,
and addition is not quite as good as multiply
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portfolioquanttrader2020
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hi peter
A swing system with GSB built from 10 to 1430, the stop loss only works on the schedule 10 to 1430 or works on the entire exchange_ schedule
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portfolioquanttrader2020
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Peter, is setting the builder session from 9 to 1430 the same as setting @moc30?
 
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portfolioquanttrader2020
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Peter
This is correct?
 
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admin
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stop works only in the time 10 to 1430
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admin
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i normally would used say data from 3am to 1430 with moc 1430
what you see here is 24/5 but moc set to 1430. Not the same thing
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admin
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Not all all correct
this time window is when gsb is allowed to enter a trade.
Little to do with sesssion time.
DUe to human error, its best to define session time in TS
say 3am to 12:30, export the data and use that data in gsb.
you can export 24x5 with session mask, but higher chance of human setup error
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portfolioquanttrader2020
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hi peter
Is it mandatory to set SF Entrymode?
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portfolioquanttrader2020
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Peter my computer is on US Eastern time.
ES 2.1 and NQ intraday systems have local time and it is 830-1500.
On my computer in US East Coast time, should I use that same time?
You can see that the trade on the left chart did not take place, but on the right chart it is in regular session time.
 
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portfolioquanttrader2020
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hi peter
On Wednesdays the GSB sys 2.1 system with FED MEETING
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portfolioquanttrader2020
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Hello I need to know until what year I should download the oil data so that the statistics macros work correctly.
For example if I use this macro, until what date should I download the data in TradeStation
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portfolioquanttrader2020
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hi peter
The data is from 2022, but the GSB configuration IS 2019.
This is correct?
Can you explain to me how the date configuration works so that it is consistent with the left side of gsb and macros?
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Daniel UK1
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Peter, A question
about redundancy,
It seems that an older versions of GSB than the latest one,
Would prompt a popup stating that "code is to old" making it impossible to launch.
And since new versions of GSB is always delivered by AU, then it makes me wonder, how a purchased user
shall be able to run the software in the event of something unexpected happens with GSB company or its master brain behind it (you), we all obviously
hope and pray that something like this never happens.
But since GSB agreement states that a user can run GSB forever even if the user does not wants to participate in future updates etc, or something
happens to GSB servers etc...
How can a user actually run older versions of GSB? it seems impossible due to the "gsb code is to old" issue.
(Its impractical to refuse the opening of an older mannager version since often one wants to debug or check a system that was developed on an older
version that currently running, but now this is impossible, and this is really not good. Imho)
Thanks
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Daniel UK1
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Quote: Originally posted by portfolioquanttrader2020  | hi peter
The data is from 2022, but the GSB configuration IS 2019.
This is correct?
Can you explain to me how the date configuration works so that it is consistent with the left side of gsb and macros? |
It looks to me that you are trying to use a macro that has the intended use for WF systems stats, but i dont see any WF systems in your setup.
Your global date settings would show you all data in the file, since its set o 2100 year.
With global dates you control how much data GSB can use and see, and dates below that setting controls the data you will use when building the
systems.
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portfolioquanttrader2020
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Hi Peter and Daniel
My intention is just to show the macro, you are right.
There is one for non-walforward statistics, so my question is only about setting the dates between left side, data download and macro.
Can you explain to me what dates should coincide?
Thats a good think to ask.
as the first macro (typically choose top 10 inidcators) doesnt have dates in it,
the dates in the initial setup in gsb must match. see screen shots
 
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RandyT
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Peter, I'd like to echo Daniel's concerns here. I too have discovered this issue recently when trying to run an older standalone.
I'd also like to raise the issue of a slight tweak to architecture that perhaps delayed frequency of callback to license server to perhaps once a
month (or every 14 days to support 14 day eval) and to allow us to somehow fallback to using machines in our own network if for some reason we cannot
connect to the main GSB server. There have been a few weekends lately where there is some problem with that server, or potential issues with local
network that if the system had ability to fallback to just using local machines, we could still do GSB runs until network or server are restored.
Just a few thoughts to make this all a bit more hardened and future proofed.
| Quote: Originally posted by Daniel UK1 | Peter, A question
about redundancy,
It seems that an older versions of GSB than the latest one,
Would prompt a popup stating that "code is to old" making it impossible to launch.
And since new versions of GSB is always delivered by AU, then it makes me wonder, how a purchased user
shall be able to run the software in the event of something unexpected happens with GSB company or its master brain behind it (you), we all obviously
hope and pray that something like this never happens.
But since GSB agreement states that a user can run GSB forever even if the user does not wants to participate in future updates etc, or something
happens to GSB servers etc...
How can a user actually run older versions of GSB? it seems impossible due to the "gsb code is to old" issue.
(Its impractical to refuse the opening of an older mannager version since often one wants to debug or check a system that was developed on an older
version that currently running, but now this is impossible, and this is really not good. Imho)
Thanks
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admin
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Hi Randy
If you have no internet, managers cant run, and gsb standalone is much less useful than the manager. This is a much bigger issue than the license
server going down.
If a user didnt pay updates, I would have to get them a non expired version of the last code they are entitled too. This hasnt been requested as
people are keen for the new features
The logic behind the forced expiry every 3 months or so is to remove old versions that have bugs and or are not compatible with newer versions. This
also reduces tech support requirements which means I can spend more time working on future GSB. - good for all of us
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RandyT
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| Quote: Originally posted by admin | Hi Randy
If you have no internet, managers cant run, and gsb standalone is much less useful than the manager. This is a much bigger issue than the license
server going down.
If a user didnt pay updates, I would have to get them a non expired version of the last code they are entitled too. This hasnt been requested as
people are keen for the new features
The logic behind the forced expiry every 3 months or so is to remove old versions that have bugs and or are not compatible with newer versions. This
also reduces tech support requirements which means I can spend more time working on future GSB. - good for all of us |
I understand those reasons, but have also run into the case where older optsettings cannot be used to reproduce same results they had when they were
created so the logical thing is to go back and test on the version they were created with to see what the differences may be in order to carry forward
the research and past success.
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