| Pages:
1
..
37
38
39
40
41
..
47 |
bartek
Junior Member
Posts: 40
Registered: 26-3-2020
Member Is Offline
|
|
Quote: Originally posted by admin  | Im close to having CL market redone. If you can donate some workers, that will help. Im testing many fitness's to see whats best.
email me your share keys. You will also get my cl settings, though the fitness i used as default was np/dd |
What are results so far? Promising?
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
the stats are promising, but i have not yet tried to build systems.
this is my benchmark, b c d e f are one year data each. e is not in the excel spread sheet. Getting an update for it done shortly
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
Update on CL.
I was close to system building, but found the last year out of sample results were not great. When I looked into why it was interesting.
The secondary filter has a strong bias to short systems. The net profit and profit factor are strongly on the short side..... and going short in the
last year on CL is not a great idea (with the wisdom of hind-site)
Im now using a neutral rather than short bias secondary filter. Thanks also for those who contributed to my cloud. You will also see what exactly im
working on by looking at the workers.
Thanks received (2):
+1 JozefSusko at 2022-03-28 02:07:22 +1 Piet at 2022-03-28 02:05:04
|
|
|
portfolioquanttrader2020
Member
Posts: 269
Registered: 30-4-2020
Member Is Offline
|
|
Hi peter
Do you propose any changes?
|
|
|
portfolioquanttrader2020
Member
Posts: 269
Registered: 30-4-2020
Member Is Offline
|
|
I leave you an article to improve crude oil methodology intraday
Attachment: Login to view the details
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
thanks for the article. Update on CL
My systems had a strong bias to short. One use who must have put in a lot of effort, made some tiny but massively significant tweaks. (just the
session time and time of day)
and this gave a long bias. Im testing around these new areas now.
Its very cpu intensive as im not only testing session times, but also testing numerous times of day to start trading.
My first run on all of this is finished later today
|
|
|
Carl
Member
Posts: 342
Registered: 10-5-2017
Member Is Offline
Mood: No Mood
|
|
Hi Peter,
Here are some of the results of my analysis on price data to determine the best periods of the day.
CL 15 min bars regular session
   
|
|
|
portfolioquanttrader2020
Member
Posts: 269
Registered: 30-4-2020
Member Is Offline
|
|
Hi Carlos
How do you do that analysis?
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
Thats basically graphing whats in market validation1, what session time to use.
https://trademaid.info/gsbhelp/Videos.html
In many cases this is the correct time to use.
There are significant exceptions that also can be very dependent on what secondary filter is used. IE Gold
Cl is also one where this doesnt apply.
On Cl there are two related but different issues.
The start of session time and the start of when you trade in that session.
Im testing this in the last week, and waiting on update to the GSB automation spread sheet to analysis the data
|
|
|
Carl
Member
Posts: 342
Registered: 10-5-2017
Member Is Offline
Mood: No Mood
|
|
Python script, but can also be done in Excel.
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
This is the new automation spread sheet
Shown on CL is best session times, and trading start times
ie you can have a session time of 2am to 1330, but only start trading after 8am.
Whats interesting is the long short ratio also varies greatly with session time / start time.
long short ration is Long NP*AT/Short NP*AT but soon will only be log (Long NP*AT/Short NP*AT)
LSR IS in build 64.76 and above
This table is times / session times is not yet complete, and more workers from users will help.
You can see the lsr / long bias shows 330 am session time was a strong long bias, while other times were short bias.
Seeing as we are in a bull market for CL, i didnt want a system thats biased to be short. The ideal is neutral or a bit long
I will also give the results shown here (when im done) do anyone who gives me workers to use.
All I need is your share key
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
Just a comment,
NQ seems to be the hotest market now, and one of the easyest to build. Deafult settings are working well.
Here is one of the systems I sell, but similar results have been made by even some failry new GSB users
Enclosed some screen shots.
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
this is worth a read as it applies to all systems
https://trademaid.info/forum/post.php?action=edit&fid=2&tid=...
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
Bruce has played around with the idea of testing early session times for indicators to use, but we enter the trade later on.
His logic was he doesnt like gaps between days. I didnt agree with this so much, as gaps tend to continue the next day.
Whats great about GSB is we have all these little disagreements, but the data determines who is right. (Bruce!)
these tests are not conclusive as 4 tests were not done on all tests. IE session 800 trading at 930 only has 2 tests.
For the most promising tests, 4 tests needs to be done.
I will give the final results of this excel to those who contributed the workers. A big thank you to you all
Due to time pressures, I paused CL development work but hope to take that up again in the next week or two.
One of the reasons for focus on nq is, its really easy to build systems, easier than cl, and nq is just a hot market that trends well at this instant
in time
Thanks received (8):
+1 OUrocketman at 2022-05-11 23:15:45 +1 Daniel UK1 at 2022-05-11 16:21:52 +1 zabiromr at 2022-05-11 10:36:50 +1 Ketil at 2022-05-11 06:40:53 +1 Siem at 2022-05-11 01:48:13 +1 Carl at 2022-05-10 22:22:16 +1 JozefSusko at 2022-05-10 15:18:42 +1 bartek at 2022-05-10 05:24:33
|
|
|
bartek
Junior Member
Posts: 40
Registered: 26-3-2020
Member Is Offline
|
|
@peter what is the timeframe for these results? 30min?
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
@bartek, correct 30 minuts
Thanks received (1):
+1 Carl at 2022-05-10 22:23:17
|
|
|
bud67
Junior Member
Posts: 12
Registered: 22-4-2019
Member Is Offline
Mood: No Mood
|
|
| Quote: Originally posted by admin |
I will give the final results of this excel to those who contributed the workers. A big thank you to you all
|
How can I contribute ?
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
Hi Bud67. Email me a unique share key in your workers. Under appsettings
I may not be doing any work till monday
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
I built nq with start date of year 2000 (actually 2001) compared to start dates 2007 01 01
Results are inconclusive, so might as well use 2007. This will be faster to build, and give out additional of sample 2001 to 2007. Not 2007 to 2007
are poor years regardless
Thanks received (2):
+1 Ketil at 2022-05-14 06:08:14 +1 bartek at 2022-05-13 18:46:22
|
|
|
bud67
Junior Member
Posts: 12
Registered: 22-4-2019
Member Is Offline
Mood: No Mood
|
|
| Quote: Originally posted by admin | Hi Bud67. Email me a unique share key in your workers. Under appsettings
I may not be doing any work till monday |
Which appsettings do I have to edit ?
GSBManager
GSBWorker Cloud
GSB Worker
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
Thanks for asking
@bud67
can you do gsb worker, but then I will get your cloud whenever RM is open.
If you want to revoke me using it, remove the share key, save app settings, kill all workers, then restart the workers
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
on NQ I tested secondary filter compare type. This had always been hidden in GSB until a year or so ago.
What we see is a mild increase in out of sample fitness with compare2, but amount of systems in favorites bcd was better on compare1
There will still be variation between identical tests, so I would say the results are inconclusive.
Different secondary filter compare may also give a bit more variation in systems, which is a good thing
Thanks received (3):
+1 cotila1 at 2022-05-24 10:27:31 +1 Siem at 2022-05-16 03:27:23 +1 bartek at 2022-05-16 01:54:04
|
|
|
bud67
Junior Member
Posts: 12
Registered: 22-4-2019
Member Is Offline
Mood: No Mood
|
|
| Quote: Originally posted by admin | Thanks for asking
@bud67
can you do gsb worker, but then I will get your cloud whenever RM is open.
If you want to revoke me using it, remove the share key, save app settings, kill all workers, then restart the workers |
Done in GSBWorker.
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
Just an update
I paused working on crude oil to go to nasdaq, as its such a hot market (+$7000 trades in the last month or so)
In summary I have found 2 or 3 things that have improved results.
Ive also done lots of tedious boring checking, tweaking, trying all sorts of things - many not rocket science.
ie 15 min, 15 30 min, 30 60 minute... the possibilities are endless
trying subtle changes to indicators etc.
I hit the point of diminishing returns for effort, but much of my tedious work confirmed the new things I have found are valid.
I hope to publish this in about 2 weeks (roughly)
GSB NT has made significant progress. There were issues with one version of NT, and still have some indicators that dont match.
Apologies that the task has blown out so much
The back end of GSB SQL server has improved WF, and the next build of GSB has improved WF handling. This wont change WF results apart from driving the
workers a bit better
Thanks received (3):
+1 Daniel UK1 at 2022-06-13 02:43:08 +1 Bruce at 2022-06-10 23:17:27 +1 Carl at 2022-06-10 05:21:43
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
With fear and trembling I have posted a significant update.
One section is really simple and important. The other on manual optimization is nice to have, but not critical. Its complex, outside the scope of GSB
support and I fear users who know nothing trying to grasp a concept thats very complex, somewhat subjective, that likely needs a lot of tuition to
grasp. Feedback welcome.
Part of my methodology in life and trading comes from the great book Atomic habits by James clear. Worth reading by every person on the planet. Big
improvements come through the cumulative effect of small improvements.
|
|
|
| Pages:
1
..
37
38
39
40
41
..
47 |
![[*]](images/davis/default_icon.gif){kind=icon}
