| Pages:
1
..
76
77
78
79
80
..
98 |
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
Hi Mark
Welcome.
I recommend one trading system per chart.
Multiple strategies is fraught with issues, esp exits and limiting a chart to say 3 contracts when you have 5 systems is a idea that sounds good, but
is really bad when you look into it.
Its been discussed in the last few weeks somewhere in the forum.
also some markets can have multiple valid session times, which wont work with different systems on the chart.
Thanks received (1):
+1 Mark2022 at 2022-09-16 08:37:37
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
Does anyone have a i9 cpu (prefer fast one) that I can do a benchmark test on. Need it for < 30 minutes via anydesk.com
|
|
|
portfolioquanttrader2020
Member
Posts: 269
Registered: 30-4-2020
Member Is Offline
|
|
Hello
1. Better to group strategies by market and timeframe in a workspace.
2. I think that using different names can be done through code as long as you identify the input signal with an ID, and also put it to the output
signal in the code of each system. But if you use Automation it is simpler.
3. The really important thing is that the Tradestation Trademanager puts in all the True positions, even if the stop loss is executed.
4. Using Alertmon you can also see that everything is true.
5. My advice is to use Automation + Alertmon, to have control over contingencies.
6. I could help you with operational management, if you need.
Thanks received (2):
+1 admin at 2022-09-25 18:32:30 +1 Carl at 2022-09-25 06:11:31
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
The most major thing thats stopped errors in execution for me is my monitoring on VM service that checks every chart + health of the machine.
https://trademaid.info/gsbhelp/AlertmonMonitoring.html
For the first time in my trading career, I got woken up due to lack of ram on the server.
I have 32 GB of ram, ts 9.5 and about 4 copies of trader workspace. (5 gb of ram in total)
Most user should get away with 4GB of ram.
Today I got a email from another VM user that his ram is low. 8GB but less charts.
please watch out for this issue. Nothing has changed on both trading computers.
I know there is a rare bug thats impossible to reproduce that ram blows out while optimizing ts. When ram hits the 3gb (rough 32 bit limit) ts
crashes. I havnt seen this bug for about 3 years.
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
if crashing due to ram is an issue, best post here too.
https://community.tradestation.com/Discussions/Topic.aspx?To...
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
ALERTMON HAS BEEN UPDATED, SMALL TWEAKS STILL NEEDED BUT IT WORKS
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
user from ts forum said
I'm on Windows Server 2012 R2 on AWS EC2 t3.medium instance.
And after the windows update last sunday I started to see the problems.
Giuseppe
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
These are my suspect cause
 
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
further updates to alertmon
sms field added
no more alarms for 30 / 60 minutes as default after the first alarm
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
i removed most recent windows updates on one machine. took 30 minutes roughly to finish starting up
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
This is my ram useage of 48 gb machine. Clearly an issue
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
my machines are now stable as far as memory usage goes, which i put down to removal of windows service pack.
Every version of windows server has its own patches, but the problem seems common on all builds of windows server.
Will advise when I have more solid info.
SOme nice updates to alertmon.
Graph for max orchart.exe and we save the memory useage of orchart.exe in csv, so we could track down the day the error started
|
|
|
Daniel UK1
Member
Posts: 470
Registered: 4-6-2019
Member Is Offline
|
|
@Peter,
Hope you are well.
I just wanted to ask about if you have an ETA for VWAP and the other one i sent you code for in Feb/March?
I assume not 100% of dev resources goes into NT anymore?
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
Hi Daniel
As mentioned previously, this will not happen until GSB NT is done. While I know your in a hurry for this, asking will not help at all. Lead
programmer is stalled in hours due to family situation. Programmer number 2 is still very active, but thats on alertmon, ewfo, pa etc and just the odd
GSB functions.
Im completely tied up in the last week on TS memory leak issue, and got nothing else done apart from getting most of the systems on the current set of
brokers.
|
|
|
Daniel UK1
Member
Posts: 470
Registered: 4-6-2019
Member Is Offline
|
|
Got it Peter. I have no knowledge of how far ahead you are on the GSB NT roadmap, or the issues you are facing with TS memory leaks, so just wanted to
check in on the matter. Sounds you have lots of things on your plate, I hope it get resolved for you soon, issues like that is a pain.. 
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
Hi Daniel
here is an update.
This is how bad the memory leak is.
This is new win10 install, no windows updates since the os was installed. (disabled them was the first thing I did)
Ive run out of options for now.
This is ts 9.5 which has had no updates for a year.
Bottom line is I can live with the memory leak, but I had to upgrade ram of all my vm users to 8GB or more, and reboot every 1 or 2 days
The nt work is really close to running, but programmer has done very little work for some time, apart from a few tech support / bug fixes. While this
frustrates me, if GSB never got better - i could live with it. My time is 100% tied up with trading and driving programmer #2, and the market
conditions are roughly equal best to the two other most glorious periods in my trading career. (2007/2008 03-04/2020)
We are still in a very good place that GSB as is works great, and some users are using GSB in slightly different ways with really good results.
GC and or CL settings will come when I have time to validate them.
I did a quick review on GC recently with great stats, but didn't get time to look how the systems went.
|
|
|
portfolioquanttrader2020
Member
Posts: 269
Registered: 30-4-2020
Member Is Offline
|
|
Hello, I've been looking for robust raw systems for months and I can't find good systems.
Could someone experienced give me a clue about the configurations of CL, EC and Soybean?
|
|
|
Daniel UK1
Member
Posts: 470
Registered: 4-6-2019
Member Is Offline
|
|
I believe you will struggle with EC and s.. try NG, GC and CL, .. CL not best time this year, but systems seems fine, so does GC.. You will see that
Short side on most systems performs much better...
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
I think EC is now possible, but I dont yet have the finer details. NQ settings on @ec session where the volume is.
The short profitability bias may also be related to the secondary filter used. CloseToHighLow3v4 tends to have a short bias on NQ. Not sure why
|
|
|
portfolioquanttrader2020
Member
Posts: 269
Registered: 30-4-2020
Member Is Offline
|
|
Hello Daniel
Could you tell me CL configuration?
|
|
|
Daniel UK1
Member
Posts: 470
Registered: 4-6-2019
Member Is Offline
|
|
Not sure its that easy, I spent the last 9 months doing research on CL alone, you have multiple possible configs to run.
But first, since you ask the question, what have you yourself arrived to in your own research ? and i will be happy to point you in "the right"
direction and tell you what to change or not.
But regardless, you will find 2 SESSIONS that work well, but they will use same trading time, 10-1430.
You will also find that these two sessions prefers different data, i.e different bar sizes and.
So test using 2-3 data, same market.
CL is the most complex market to do research on due to the fact that it offers the most amount of good combinations.
One thing to note on CL, build training filter values will affect OOS greatly. )PF and Pearsson
(If i was you I would start with Peters shared excellent guides for CL)
|
|
|
portfolioquanttrader2020
Member
Posts: 269
Registered: 30-4-2020
Member Is Offline
|
|
Hello I have achieved good results with schedule 630 1330 and secondary filter equal to NQ.
But I would like to improve the profit factor.
Out-of-sample results are good, with no out-of-sample losing periods.
Any more clues?
|
|
|
Daniel UK1
Member
Posts: 470
Registered: 4-6-2019
Member Is Offline
|
|
Quote: Originally posted by portfolioquanttrader2020  | Hello I have achieved good results with schedule 630 1330 and secondary filter equal to NQ.
But I would like to improve the profit factor.
Out-of-sample results are good, with no out-of-sample losing periods.
Any more clues? |
Thats good,
In my research i have not found 630 session start, any good, see my screenshot of my test of session times, please note its session times and not
trading times.
In regards to data, see included screenshot of comparison between using data3 compared to not using data 3 on this "late" session, 9-1430
Top is using data 1, 2 and 3, bottom is data 1 and 2 only.
Perhaps you get some clues from this and can test against your own data.
My macro for stats is not the same as yours for the periods. Bug G period stands for OOS up until dec 2021.
Also note, your training values used for building will affect your OOS.
My tests is done on a large set of fixed indicators, and not opt 10, but for me this does not matter since its only relative to itself during the
research, and I dont care about max performance actual numbers, until final setup for build live systems.
 
Thanks received (1):
+1 Carl at 2022-10-25 08:36:09
|
|
|
portfolioquanttrader2020
Member
Posts: 269
Registered: 30-4-2020
Member Is Offline
|
|
Hello Daniel
Do you build that table or is it exported in that GSB format?
|
|
|
Daniel UK1
Member
Posts: 470
Registered: 4-6-2019
Member Is Offline
|
|
Its done by a python app, shared to me by a kind soul, for me to export from GSB json, and then option to veiw in app, or output it to excel like
this for manual review.
|
|
|
| Pages:
1
..
76
77
78
79
80
..
98 |
![[*]](images/davis/default_icon.gif){kind=icon}
