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portfolioquanttrader2020
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Hello I need the macros for the NQ, I see that the nqindicator macro changes the configuration of the left part, after we have loaded the optimization
configuration.
Is there any newer?
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admin
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@portfolioquanttrader2020
These should be in your GSB FOLDER.
macro c:\gsb\Data\Settings\Macros\NQ.YM.ES\nct3-300_build_p0.9_AT+stats_is2017.2_2018.2_2019.2_2020.2_2021.2-NoStartDates.gsbmacro
Optsettings
C:\GSB\Data\Settings\Optimization\Manager\nq-800-1500_30minBars_75i.gsboptset
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george_holland
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Hello,
I'm looking at the methodology part now, but I'm a bit confused; I find different video's and docs about the methodology. What is the most recent
methodology we should follow?
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B.Wooster
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Quote: Originally posted by george_holland  | Hello,
I'm looking at the methodology part now, but I'm a bit confused; I find different video's and docs about the methodology. What is the most recent
methodology we should follow?
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I'm curious about the most recent methodology too. The forum does not update the timestamp when an old top post (or any other post) is updated, so one
cannot tell which post contains the most recent advice. Updating the timestamps on new/edit of post would be a great boon.
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Ketil
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This is the latest methodology:
https://trademaid.info/gsbhelp/BuildingNasdaqSP500orDowsyste...
Thanks received (3):
+1 TwntySQ at 2023-03-12 13:50:35 +1 george_holland at 2022-09-03 01:44:27 +1 admin at 2022-09-02 18:37:55
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admin
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Just an update of the last 2 weeks
I spent a lot of time on Gold, but had to redo as my data was bad.
Was playing around with what indicators are best to use from the very beginning of system building
and if ... lets say we start with 100 indicators, but after many tests only 70 were used.
Is system building with just the 70 better.
Results were not conclusive as even with many tests there still is significant variation. I still have not digested all my data yet
and Ive got per-occupied with development and general user support which has been higher in the last 2 weeks than normal.
GSB10ngv2 I got ready for sale, but not gsb10ngv1 yet.
Having a quick digression again to the NQ market, as thats still the hottest market. Very nice to get a 10k win a week ago.
Also been working on work arounds for gsbnq systems that use up / down volume for Ninja trader. Made some progress
and looking for alternative accumdist indicators that dont need the up down volume. This is on the back burner but being worked on.
Thanks received (3):
+1 Ketil at 2022-09-03 03:32:37 +1 JozefSusko at 2022-09-03 03:23:50 +1 george_holland at 2022-09-03 01:45:18
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admin
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I have made a pdf file with the current documentation.
2022 Sept 13
Its a copy of whats at https://trademaid.info/gsbhelp/index.html
Trademaid automation users need to read page 664 to 688
Some of pages 632 to 663 applies, but this is less critical
Attachment: Login to view the details
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cico
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| Quote: Originally posted by admin | @portfolioquanttrader2020
These should be in your GSB FOLDER.
macro c:\gsb\Data\Settings\Macros\NQ.YM.ES\nct3-300_build_p0.9_AT+stats_is2017.2_2018.2_2019.2_2020.2_2021.2-NoStartDates.gsbmacro
Optsettings
C:\GSB\Data\Settings\Optimization\Manager\nq-800-1500_30minBars_75i.gsboptset |
Peter, unfortunatelly I do not have neither the optset nor the macro in the folders above and I didn't find them in file repository as well.. I am
actually on the version 65.09. Can you, please, help with getting them (regarding macros I mean all macros needed to build systems according to the
most actual methodology for indexes.)? Many thanks
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admin
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@cisc
the settings were released in 65.010 and if you didnt get this update, then you won't have them
I only put full settings or elds when there are changes -in some builds to reduce the download size for all users when they update.
maybe i need to rethink this procedure
Here are the files
Attachment: Login to view the details
Thanks received (1):
+1 cico at 2022-09-22 08:58:04
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admin
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Update for the last 1 or 2 weeks
Ive been working on GSBsys1Es but on the NQ
very unusual for me to spend so much time one one system.
I found something not easy to notice while manually optimising the system that is both very good and unusual.
While im would be happy to trade and release the code, i feel I have not yet reached full potential on the idea.
Here is the nq system with and without one little tweak I made
Incidently, thats why i was looking for I9 servers to benchmark. The painful speed of TS can be much improved with a better CPU.
unrelated, but whats best CPU for GSB is likely not the best for TS.
One of the numerous factors is TS can use a max of 32 cpu cores, & possibly only 1 cpu core on a dual cpu macine.
Shown here is with and without this new filter.
GSBSYS1nqv2 will be a paid release.
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timemeantnothing
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NQ tweak looks good. The ES version took a beating today over at Striker. It took 4 trades all in one day, which was very surprising. 3 losses and 1
win. Unfortunately, but it is what it is. Any thoughts on how it performed?
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admin
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Im working on a fix for this issue of mutiple losses in one day.
It will be out in < 24 hours. Very ugly day, but then not so bad when my account was a strong new highs
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timemeantnothing
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Will the new fix be sent to Striker as well?
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admin
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Striker have the code running effective an hour ago.
I have updated version 1.3 ,1.4 and 1.5
If anyone wants a copy, then email me. (GSB purchasers who have filled in the standard NDA only)
these issues need to be checked
>1 contract stop or pt not correct
Micros, stop or pt not correct
no trades due to customer id being required
code password protected
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timemeantnothing
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Thank you!
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admin
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also note, contracts numbers to be traded has a different varialble on most code.
so say you had 2 contracts set to trade, then it will reset to 1.
stops and pt are now auto detect on 1.3 for micros vs emini
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admin
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It would be worthwhile to test the effect of not trading some of the days of major anounmcents
anyone willing to test this on gsb1.3es. (I would exclude this weeks data from the test)
here is list of dates
Attachment: Login to view the details
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Zwijnhond
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Hi all,
I'm looking for best practices regards building intraday BTC systems (via binance). anyone experience that can share their best practices? I read this
already (The setup for GSB on Binance is Secondary Filter RSI and data 630 to 1430, 30 minute bars. (Central USA time)), but there must more I assume.
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Zwijnhond
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I followed the latest methodology (based on NQ system building), for NQ 30 Min this works great - and have within a couple of hours at least 3
strategies that perform well out of sample, but when I completely redo this on e.g. GC or other futures , it : A.) Takes much much longer to build
system, even with the same amount of workers. B.) Quality and quantity in Fav D is much less - and when I run the strats OOS in TS with 2022 data, it
is absolutely no good.
How come it seems to work so well for NQ but for other futures not?
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admin
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NQ is very friendly market to GSB. SOme other markets are not.
Also the NQ settings will not work well on GC.
Every market has its unique settings.
I was close to getting GC market redone, but then got sidetracked on NQ as its such a good market now.
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Zwijnhond
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Which settings would you recommend to tweak / test for other markets?
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zabiromr
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I have the same request. Yes, GSB produced some great performance systems for NQ. Thanks for sharing settings. But for diversity we need to add other
markets too. Would appreciate your guidance on the next market and settings to focus on.
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admin
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@Zwijnhond
your question is a good one, and i spend months of time each year on this.
I could spend easy 3 months on a market, go to the next market, learn some new things, and the re-apply what I learnt on the first market.
ES YM NQ likely work with the same settings, though im not sure if 800 or 830 is best start time for ym and es.
However the systems will correlate more.
I was working on gc and cl, but got distracted on NQ and have been in that for a month or more.
GC would be ok to work on next and the docs were failry uptodate, but will be redone again late this year I hope.
NG has also been a good market and is better for trading right now than GC I think
basically the critical things are the entry type, session time, and secondary filter used. 30 min is nearly always the best bar interval.
It can be a fair bit of work to figure that out.
Thanks received (1):
+1 Zwijnhond at 2022-09-30 02:19:44
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Zwijnhond
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Thanks Peter!
@everyone: I'm working on "cracking the GSB nut" for a Forex and Agri futures to build exclusively day trading strategies. If you have similar
objectives; let's work together, willing to share my best practices once I've found the right settings. Just drop me a message.
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admin
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Good your doing this. I had some notes from a year back on fx by another user. He had some success but dropped out of trading due to some life issues.
His methadogly was totally flawed due to a tiny screwup, but he still got ok results.
The first thing to know is what markets are most gsb friendly
Some markets will not work in GSB, until GSB has architecture changes.
NG is, and its coming up to winter, and ng is very seasonal. I also can fairly easily get the basic setup.
This sort of focus is where I would like to put lots of time into. I have lot of urgent fires to put out right now that are critical.
TS crashing due to memory leak. This is short term my top focus.
I can add ram to my VM clients due to my machines being over spec (384 gb), but many other users cant.
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