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adamscheer
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Lack of Systems being generated using stock symbols
Have examined the data format, looks ok. Am able to make systems in ES and YM but not any stocks with data I downloaded from TS.
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admin
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Just found out there is a new public holiday on monday
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Daniel UK1
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Quote: Originally posted by adamscheer  | | Have examined the data format, looks ok. Am able to make systems in ES and YM but not any stocks with data I downloaded from TS.
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And you reduced build filter for pf and pearsson to 0 ?
Symbol settings in GSB for the data is correct ?
csv file correct ?
session matches csv file ?
Just ideas that i think is the cause of your issue
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dave_fl
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Greetings,
Does GSB allow you to add your own filters? Whether that be directly or indirectly through adding a custom indicator or data series.
Are there any plans to allow users to add their own filters or indicators (e.g. custom code that implements common interface and is loaded at
startup).
Thanks!
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AlwaysLearning
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Hello everyone,
I hope I am writing this in the right place
It is a question about an odd thing I have seen happen sometimes when selecting an item in the system grid to view its graph.
Imagine the setting where you run the optimization, and while it is still running maybe 1000 have appeared in the grid to look at.
So then I would sort these by F-F and take a look at them one by one starting at the top.
However, when I click on the top Fittest one, the stats it shows on its row will suddenly change, from perhaps very positive numbers into very
negative numbers, and sometimes even just a bunch of zeroes.
I've found that I can sometimes flip through several rows and see them all change and recalculate from a good result to a bad one or a bad one into a
good one. But then it won't happen with all of them, it will only seem to happen to some of the ones in the grid even though they're all using the
same settings and are from the same optimization run.
I'm wondering if anyone knows what could be driving this behaviour, if I am maybe using some settings wrong.
As far as I can tell I have all the post-build auto options to change it turned off, so I was not expecting the result stats it shows when it appears
in the grid to change or recalculate by clicking on it like this.
I can answer any questions about the settings if that helps to troubleshoot it.
Thank you
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admin
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Hi @AlwaysLearning
this MIGHT be the system hasnt yet changed in the GSB display untill its clicked on. Higher chance it some other issue which can be very hard to
diagnose.
Likely the best option is going back to one of the default settings.
The issue is much less likely to occur on the standalone of GSB, though I dont recommend using the standalone apart from testing this issue etc.
If your still stuck, send me an email with anydesk.com details
Thanks received (1):
+1 AlwaysLearning at 2022-06-19 19:52:45
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Daniel UK1
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Quote: Originally posted by AlwaysLearning  | Hello everyone,
I hope I am writing this in the right place
It is a question about an odd thing I have seen happen sometimes when selecting an item in the system grid to view its graph.
Imagine the setting where you run the optimization, and while it is still running maybe 1000 have appeared in the grid to look at.
So then I would sort these by F-F and take a look at them one by one starting at the top.
However, when I click on the top Fittest one, the stats it shows on its row will suddenly change, from perhaps very positive numbers into very
negative numbers, and sometimes even just a bunch of zeroes.
I've found that I can sometimes flip through several rows and see them all change and recalculate from a good result to a bad one or a bad one into a
good one. But then it won't happen with all of them, it will only seem to happen to some of the ones in the grid even though they're all using the
same settings and are from the same optimization run.
I'm wondering if anyone knows what could be driving this behaviour, if I am maybe using some settings wrong.
As far as I can tell I have all the post-build auto options to change it turned off, so I was not expecting the result stats it shows when it appears
in the grid to change or recalculate by clicking on it like this.
I can answer any questions about the settings if that helps to troubleshoot it.
Thank you |
Hi, I have noticed the same many many times, first time it happened was 2020, and it has been reported as a bug, it has also been looked at by @Peter
and numerous reviews of files and screensharing has been done on this. I am not sure where we are with this bug fix, @Peter ? i have not seen it for a
while but it turned up again about a month ago, so I am interested in a fix for it. Thanks
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Carl
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Hi AlwaysLearning, Daniel and Peter,
As far as I know this issue only showed and still shows when the GSB Manager is used together with cloud servers.
One reason why this is happening is because something is off in the communication between GSB Manager and cloud servers.
Try using only one primary filter. Most Cloud servers are building strategies correctly with only one primary filter.
But some cloud servers also build strategies with 2 or 3 primary filters.
These "faulty" strategies cause issues in the GSB Manager. When selecting these strategies, cause the metrics to change to zero. And the code of these
strategies can not be opened in the GSB Manager.
Maybe there are more reasons why this is happening.
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Daniel UK1
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Quote: Originally posted by Carl  | Hi AlwaysLearning, Daniel and Peter,
As far as I know this issue only showed and still shows when the GSB Manager is used together with cloud servers.
One reason why this is happening is because something is off in the communication between GSB Manager and cloud servers.
Try using only one primary filter. Most Cloud servers are building strategies correctly with only one primary filter.
But some cloud servers also build strategies with 2 or 3 primary filters.
These "faulty" strategies cause issues in the GSB Manager. When selecting these strategies, cause the metrics to change to zero. And the code of these
strategies can not be opened in the GSB Manager.
Maybe there are more reasons why this is happening.
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Hi Carl, thanks for commenting, and trying to help, appreciate it.
However, it has been proven that this issue also happens, when using standalone. So this is not the reason.
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admin
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@daniel, this issue is very complex, and nearly impossible to diagnose and or fix
Often going back to some default files supplied with GSB will fix it.
Let me know if you need help
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Daniel UK1
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Quote: Originally posted by admin  | @daniel, this issue is very complex, and nearly impossible to diagnose and or fix
Often going back to some default files supplied with GSB will fix it.
Let me know if you need help |
@Peter
I understand, we tried many times together and tested using default file, new installations, multiple servers, standalone, manager, etc etc .. there
is no fix i believe that can sort this out trough screensharing, and your programmer has been sent all the bug reports etc. So i dont think we can do
anything more.
But the bug exist still, and it will i assume distort statistics and make results less reliable. And its also seen by other users also so its not a
local issue.
I think solution needs to come from programmer if any solution shall be had on this topic.
I appreciate you being attentive, and want to sort it out.
Thanks received (1):
+1 BlackBox at 2022-06-23 08:26:01
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admin
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@daniel,
Ive had this bug myself, and seen the odd user with the issue. I use GSB many hours per week and have not seen it for many months.
The solution will be to add some sort of diagnostic tool. We will work on that in time, but it wont happen soon. Will are still focusing on the major
upgrade for NT users. This NT work is progressing steadily but much slower than I could have imagined.
Thanks for your patience.
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Carl
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Earlier today I started three GSB managers simultaneously:
For all three GSB tests I used 1 primary filter and secondary filter active.
GSB Manager 1. Nth method
GSB Manager 2. IS OOS method
GSB Manager 3. first I reset the appset file and optset file and saved these to start fresh. IS OOS method
Faulty strategies in all three GSB tests. Faulty strategies consist of 2 primary filters (instead of 1) and secondary filter.
Edit:
GSB Manager 4: IS OOS method, 2 primary filters, Secondary filter active
No faulty strategies, all strategies are like my set-up.
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admin
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@carl, send me anydesk.com details early next week, and I will look at it.
Thanks received (1):
+1 Carl at 2022-06-27 07:07:01
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AlwaysLearning
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I want to mention to add to this that while I have seen some of these changes happen in the grid, I am finding it isn't getting in the way of me being
able to do anything I need to do, and it can still arrive at good results.
I might only see a couple of them changing like this and I was wondering if I had done something wrong causing it - but I would say it doesn't happen
enough to cause any real problems about the overall results.
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Carl
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Hi AlwaysLearning,
So true. Lots of good strategies can be made by GSB, but also good to be aware of "the changes in the grid"
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Daniel UK1
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Quote: Originally posted by Carl  | Earlier today I started three GSB managers simultaneously:
For all three GSB tests I used 1 primary filter and secondary filter active.
GSB Manager 1. Nth method
GSB Manager 2. IS OOS method
GSB Manager 3. first I reset the appset file and optset file and saved these to start fresh. IS OOS method
Faulty strategies in all three GSB tests. Faulty strategies consist of 2 primary filters (instead of 1) and secondary filter.
Edit:
GSB Manager 4: IS OOS method, 2 primary filters, Secondary filter active
No faulty strategies, all strategies are like my set-up.
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Hi Carl, i have had similar issues, where certain settings is not respected, and systems produced by workers, is not according to the settings used in
manager. We then narrowed it down to workers delivering these was deriving from specific pc´s in the cloud, this problem was found last year, and it
was not resolved at that time, so bug seems to be still there, i assume the bug your describing it same as what we found.
As a test, try to see if your systems with errors, derives from certain users in the cloud.
Does your error systems also being produced when using, standalone ? i would doubt it.
Does your error systems also arrives from your own workers?
Good luck weekend bug hunting 
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Carl
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Hi Daniel,
Daniel: As a test, try to see if your systems with errors, derives from certain users in the cloud.
Carl: yes, by exporting the parameter data I was able to detect which cloud servers were producing the faulty/error systems
Daniel: Does your error systems also being produced when using, standalone ? i would doubt it.
Carl: when developing strategies with 1 primary filter, I always use my GSB standalone. In that case all systems produced are correct and match my GSB
settings.
Daniel: Does your error systems also arrives from your own workers?
Carl: yes, they were. My GSB manager was set-up with "1 primary filter" and my GSB worker on a separate computer was producing strategies with 2
primary filters. That is the reason why I wrote in an earlier post I think in some particular cases something is off in the communication between GSB
manager and cloud servers.
Again, when using 2 or 3 primary filters, I have not seen the issue with error systems.
The search continues... Hope you have a good Sunday
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admin
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@AlwaysLearning.
This has been an intermittent issue for years, experienced by a few users including myself. I have not seen it myself for 6++ months or so.
Going back to default settings often will fix it. You can then change some setting back.
99% chance you are not the issue, its a GSB internal issue.
Please send me anydesk.com details so I can look at it.
The issue is very hard to identify. You can also test if the issue occurs on the standalone GSB too.
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AlwaysLearning
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Thank you for offering, but I don't want to have you go to the trouble of looking at it over anydesk, as it is not really causing me any problems and
I am ok with how things are. Thank you though!
Thanks received (1):
+1 admin at 2022-06-27 04:53:20
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BlackBox
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Rejected GSBsys1ES BUY order by TradeStation
Anyone know why in TradeStation my BUY order for GSBsys1ES is rejected by TradeStation with the message:
Buy 1 ESU22 @ Market - Reason: Order type not permitted while the market is in pre open
My tradeserver is in TimeZone - Central Time (UTC-06:00) same as the CME is, and the order is placed "this bar on close"
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Carl
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Quote: Originally posted by BlackBox  | Anyone know why in TradeStation my BUY order for GSBsys1ES is rejected by TradeStation with the message:
Buy 1 ESU22 @ Market - Reason: Order type not permitted while the market is in pre open
My tradeserver is in TimeZone - Central Time (UTC-06:00) same as the CME is, and the order is placed "this bar on close"
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Earlier today I had the same issue on VM in the US.
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admin
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Never heard of this issue beofre when the market is open
I think this issue is a ts or exchange issue. I would complain to TS. Orders at interactive brokers fired off fine.
The exchange also might have been overloaded. 25 point in 1 minute!
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LucaRicatti
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Quote: Originally posted by BlackBox  | Anyone know why in TradeStation my BUY order for GSBsys1ES is rejected by TradeStation with the message:
Buy 1 ESU22 @ Market - Reason: Order type not permitted while the market is in pre open
My tradeserver is in TimeZone - Central Time (UTC-06:00) same as the CME is, and the order is placed "this bar on close"
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Same for me, 3 rejected entry on ES and 2 on NQ
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JozefSusko
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I had the same problem with my strategy. I think that it is not due to the strategy but because of what Peter said.
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