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admin
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Opps, forgot the url
https://trademaid.info/gsbhelp/Advancedoptions.html
Thanks received (4):
+1 cotila1 at 2022-06-15 10:01:34 +1 JozefSusko at 2022-06-15 02:59:36 +1 Daniel UK1 at 2022-06-15 02:48:44 +1 Ketil at 2022-06-14 01:25:41
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OroDan
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Thanks Peter, very interesting.
I managed to improve a system, -DD, + NP.
I'll try other systems over the weekend.
The weights can also be optimized, are there any contraindications? Thank you
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admin
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Orodan
with entry type AIC/ NCC, weights must be kept at zero
others entry types use
0.25 min
2 max
step 0.25
and for wf weights
others use 0 min
2 max
step 0.25
You really need gsb automation to work out best fitness for each setup.
IM going to publish updates to NQ systems in the next month or so.
If all the hard work has been done for you, its very fast to get good systems.
If its a new market, its a great deal of work
Thanks received (1):
+1 OroDan at 2022-06-15 08:52:39
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admin
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The first part of NQ work is finished, but I am still to document it.
Those who contributed workers will get the full details, including all settings times, time zones bar intervals, entry types etc on monday.
For the rest I will show whats close to the ideal setup.
My final system is here. https://trademaid.info/gsbhelp/GSBsysFLT4.html
Pyramiding gave a decent improvement to results.
Im now doing a completely different NQ setup,
so same deal applies. Send me your worker share key and I will give you the results.
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admin
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I have started to update the building NQ ES systems page with the updates from my research in the last month.
Those who contributed workers to this project, will have received an email about this last week.
https://trademaid.info/gsbhelp/BuildingNasdaqSP500orDowsyste...
Next week should be complete. Files used will be included with GSB one or two builds away.
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admin
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Just an update
I spend a entire week trying to improve GSBsys21ES. It was painfully slow work as the code is very CPU intensive compared to other systems.
Ive found one non very original filter that makes a very decent improvement. This will make its way into GSB in time.
Ive also found a second very simple but effective filter that in time I will test in many other GSB systems, and add into GSB if it works on other
systems.
This week im working very few hours, as have a bug, so need to rest as much as possible.
GSBsys21esV3 is finished, but not documented. There will be a paid upgrade to the new version as soon as time permits.
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Carl
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Get well soon, Peter!
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autotrader2023
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Sorry to hear your not feeling well, hope you recover soon.
Thanks received (1):
+1 admin at 2022-07-14 18:16:06
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portfolioquanttrader2020
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Peter get well soon
Thanks received (1):
+1 admin at 2022-07-14 18:16:05
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admin
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Thanks all. Suspect i have Covid. Was happy to say was feeling 100% better in just over 1 day from when I didnt feel well, but then had to do some
physical work till 10:30-pm when should have been resting. Nothing could be done about it, had to be done.
So next day wasnt better again. Simply have a muddy head and feel like not slept well. No temperature, no sore throat or any other aches and pains. I
could not have been better prepared to get covid - as far as things needed to get better soon.
If anyone is interested in what I did, happy to post that. There is simply so much you can do before and after you get Covid to look after your
health.
GSBsys21v3 is out.
https://trademaid.info/gsbhelp/GSBsys21ES.html
Also real time results of GSBSYS21ESV1 published.
GSB1.XES RESULTS updated too. And the winner of the 3 GSBSYS1.X SYSTEMS BY A LONG WAY IS??
https://trademaid.info/gsbhelp/GSBsysES15.html
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admin
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After many months, the NQ / ES documentation is updated.
The documentation is not finished yet, but the GSB files have all been made and will be pushed out in the next build.
https://trademaid.info/gsbhelp/BuildingNasdaqSP500orDowsyste...
If any one wants the entire GSB folder zipped up, with the settings, then let me know.
Users who contributed to the NQ project and got the pcloud url with lots more extra info should not need these files.
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admin
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This documentation is new greatly updated and finished, though it needs some tiny tweaks.
https://trademaid.info/gsbhelp/BuildingNasdaqSP500orDowsyste...
Hope to push all the files used in the next build of GSB
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admin
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I am revisiting building gold systems with the new macros used in the recent NQ update
see https://trademaid.info/gsbhelp/BuildingNasdaqSP500orDowsyste...
The new macros incorporate some great ideas added by Nick and Bruce
From what I can see there is substantial room for improved results purely by testing the session start times, and (later in day) start of trading
times.
This will not be a lot of work for me to redo this market.
I will publish full results to those who supply cloud workers for this project.
Please email me your share key, else have workers running on previous share keys given.
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admin
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Just an update on Gold.
Ive run all my tests using 80 or so indicators I used on gold last time I tested it.
Im now doing the same tests on 180 indicators, and will then do the same tests on only the indicators that were used in the 180 indicator test.
It would seem logical that if you use all indicators, take the ones used or commonly used (and perhaps repeat the process a few more times) that you
will get the best indicators.
My limited testing seems to imply this is not correct, or perhaps that the loop to reduce indicators should be done only 1 or 2 times.
Those who contribute the workers will get the results of this research when Im done. Those who dont contribute will get a high level default settings
of whats been learnt in this process.
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Daniel UK1
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Quote: Originally posted by admin  | Just an update on Gold.
Ive run all my tests using 80 or so indicators I used on gold last time I tested it.
Im now doing the same tests on 180 indicators, and will then do the same tests on only the indicators that were used in the 180 indicator test.
It would seem logical that if you use all indicators, take the ones used or commonly used (and perhaps repeat the process a few more times) that you
will get the best indicators.
My limited testing seems to imply this is not correct, or perhaps that the loop to reduce indicators should be done only 1 or 2 times.
Those who contribute the workers will get the results of this research when Im done. Those who dont contribute will get a high level default settings
of whats been learnt in this process. |
Hi Peter, i am not sure i follow.
Is this a test for finding best process for narrowing down your indicators to top 8-10 etc ?, OR is this is test of process for finding some amount
of indicators to start of with before you narrow down ?
I am not following 
I know that you like to narrow down to top N for each test you do, but i cant relate to your mentioning of 80 or 180 etc..
Confused
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admin
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Good question and I see why you asked it.
Its for the selection of indicators before you look for the top 10
Related is if the user is in beta mode where there are mode indicators than the standard GSB purchased version, or if your in trial mode where there
is less.
Part of my logic was around the fact that yesterday I did for example 180 indicators (some not available even to beta users) doing a total of 48 tests
with different session times / start times with all tests (indentical) done two times
and found gsb used only 105 indicators.
45 of these were used only once.
SO it seems logical for me to do the next test with 105 indicators.
On nq I also removed the indicators that were used only 1 time, and found the indicators used only 1 time will still very useful and helped results.
Why some indicators are avialble only to me is there are 3 criteria for me to release them
1) The indicator must be shown to work on some markets
2) I must have the TS code
3) it must match gsb to ts
Thanks received (1):
+1 cotila1 at 2022-08-13 10:00:26
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Daniel UK1
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| Quote: Originally posted by admin | Good question and I see why you asked it.
Its for the selection of indicators before you look for the top 10
Related is if the user is in beta mode where there are mode indicators than the standard GSB purchased version, or if your in trial mode where there
is less.
Part of my logic was around the fact that yesterday I did for example 180 indicators (some not available even to beta users) doing a total of 48 tests
with different session times / start times with all tests (indentical) done two times
and found gsb used only 105 indicators.
45 of these were used only once.
SO it seems logical for me to do the next test with 105 indicators.
On nq I also removed the indicators that were used only 1 time, and found the indicators used only 1 time will still very useful and helped results.
Why some indicators are avialble only to me is there are 3 criteria for me to release them
1) The indicator must be shown to work on some markets
2) I must have the TS code
3) it must match gsb to ts
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Good it, so its a test of the process.. ok make sense now.
On a sidenote, i have never reduced available indicators before a top N ind narrow down, for any other reason that to remove for example up/dn volume
based ones (since only TS has this).... but apart from that i use all.
BTW, speaking about indicators, do you have an ETA for VWAP and the other one i sent you code for ?
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admin
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Hi Daniel,
you are like just about all GSB users in that you start with the full range, else the range of indicators chosen in default settings.
Normally a lot of work has gone into the best indicators to be used in default settings. This was the case with recent nq settings release and the
private NQ info given to those who contributed workers.
What Im saying is there is significant room for improvement reducing the initial set of indicators . This has been done on the default NQ settings
published in the last month
On some markets there is substantial improvement when up down volume is used. With difficulty this can be done if you combine ts historical data with
iqfeed live data.
I think iqfeed gives up down volume for a short length of time. This work around is fraught with issues. Its bad practice to build systems on one data
set, and trade using another.
Guess its less bad to use OHLC data from the same provider, but volume from the two providers.
Had a trial user get barely any systems in fav D on the new nq settings. Cause was not using volume. So volume is really important for SOME markets.
NQ especially.
A cleaner fix is to use TS account live data in MC. I know that has its issues too, as some users in some countries cant get a ts account.
vwap will not happen until the GSB NT is released. This is the top priority and I will give the programmer no distractions unless an issue is
critical. Thanks for your patience in this.
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admin
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@Daniel,
I would like to test the effect on NQ not having up / down volume.
Am I correct that you can use volume, just not indicators that use up/down volume?
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Daniel UK1
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| Quote: Originally posted by admin | Hi Daniel,
you are like just about all GSB users in that you start with the full range, else the range of indicators chosen in default settings.
Normally a lot of work has gone into the best indicators to be used in default settings. This was the case with recent nq settings release and the
private NQ info given to those who contributed workers.
What Im saying is there is significant room for improvement reducing the initial set of indicators . This has been done on the default NQ settings
published in the last month
On some markets there is substantial improvement when up down volume is used. With difficulty this can be done if you combine ts historical data with
iqfeed live data.
I think iqfeed gives up down volume for a short length of time. This work around is fraught with issues. Its bad practice to build systems on one data
set, and trade using another.
Guess its less bad to use OHLC data from the same provider, but volume from the two providers.
Had a trial user get barely any systems in fav D on the new nq settings. Cause was not using volume. So volume is really important for SOME markets.
NQ especially.
A cleaner fix is to use TS account live data in MC. I know that has its issues too, as some users in some countries cant get a ts account.
vwap will not happen until the GSB NT is released. This is the top priority and I will give the programmer no distractions unless an issue is
critical. Thanks for your patience in this. |
Hi Peter, Yes i am sure you are correct, and that it surely is better.
I wonder what you mean with "better", as in resulting in a an end opt setting that you build live systems with, that is superior to a process involved
where you would use all indicators ?
In regards to up/down volume, its a very complicated area, mainly as you say in terms of execution. I have decided to keep it simple and not use vol
indicators. But I am not against dev on TS data, and then trade live in IQ, since you would get up/dwn, but ongoing stats would be complicated.
In my process, i never do top 10 narrow down, until at the very end of my process when i actually select my indicators to trade with. Before that they
are fixed to a small number. If i would change indicators during my test process when i am at the same time are changing test values, i would see this
as a multivariate test, and that would complicate it for me to analyse.
imho
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Daniel UK1
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| Quote: Originally posted by admin | @Daniel,
I would like to test the effect on NQ not having up / down volume.
Am I correct that you can use volume, just not indicators that use up/down volume? |
Yes, if i understand you correct, I have sometimes ended up with vol indicators, where i only feed up vlm, i.e IQ data historc.
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Daniel UK1
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| Quote: Originally posted by admin | @Daniel,
I would like to test the effect on NQ not having up / down volume.
Am I correct that you can use volume, just not indicators that use up/down volume? |
Re-reading your message, i think i misunderstood your message, yes i can use volume indicators, but i sometimes remove the up down ones to avoid the
issues.
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admin
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@daniel, Ideally it would be good to see the 'cost' of doing this. I know volume is critical for nq, but not sure on up down volume
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admin
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I have had a number of users complain about lack of trading activity, even though the markets moved a lot.
Happy to say no one was complaining about this Friday. I had very high slippage but got just under $10,000 per NQ contract.
This is why I have been encouraging users to start on the NQ market. Its very GSB friendly, well documented and we have been in just amazing times.
Its been realistic to get $7000 wins but 10k is awesome
Biggest daily win on this system was $11800 in March 2020
Shown here is a print log of the dates when the secondary filter and tertiary filter are both true. You can see a month from 7/19 till 8 / 26 where
the filters didnt allow trades
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timemeantnothing
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Friday was definitely a great day. I'm in sys1ES and we ate well that day too. Which NQ system are you referring to? Also, would you ever consider
making a system that trades off a smaller time frame to capture more occurrences?
| Quote: Originally posted by admin | I have had a number of users complain about lack of trading activity, even though the markets moved a lot.
Happy to say no one was complaining about this Friday. I had very high slippage but got just under $10,000 per NQ contract.
This is why I have been encouraging users to start on the NQ market. Its very GSB friendly, well documented and we have been in just amazing times.
Its been realistic to get $7000 wins but 10k is awesome
Biggest daily win on this system was $11800 in March 2020
Shown here is a print log of the dates when the secondary filter and tertiary filter are both true. You can see a month from 7/19 till 8 / 26 where
the filters didnt allow trades
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