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portfolioquanttrader2020
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Questions
I understand that GSB does not have the option to configure breaks or breakouts, correct?
I would like to know what test I have to do to find the best secondary filters in a market?
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admin
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We did brute force to test secondary filters but the closelessClosedbpv, highlow3, RSI and DeCyclerOscillator are the firsts ones I would try
GSB doesnt have stop entries, and its very over due to get them.
However you can add stop entry in any gsb system after its built. It made systems like gsbsys1es worse using stop entries, but they are a good idea on
some markets
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Daniel UK1
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Quote: Originally posted by portfolioquanttrader2020  | Questions
I understand that GSB does not have the option to configure breaks or breakouts, correct?
I would like to know what test I have to do to find the best secondary filters in a market? |
Pick top 30 ish indicators for a market, (based on a std sf) then run those on ALL sf, get stats of SF, then pick top 10, then run individual tests on
each of those SF using same top 30 ish main ind, after this you have a pretty good idea.. actual results not interesting, only interesting to view
relative to each other.. you could run top 10 main ind on each to further evaluate if results are very close and hard to pick
Thanks received (1):
+1 Ketil at 2022-10-26 04:39:47
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portfolioquanttrader2020
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Hello Daniel
Sorry but I don't quite understand your explanation
Could you post a photo with settings?
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portfolioquanttrader2020
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Hi
Several important things about builder: the statistics are from the 300 systems???
On the other hand, the 300 are Favorites A, the best in sample? and Favorites B,C,D, are out of the sample???
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Daniel UK1
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Take a manager, pick your market, take an SF that is commonly used... for example for CL you can use close less prev low, build 50k, put top 300 in A,
then do stats and look what the top 30 ish indicators, save those main indicators... then take a new manager using these top 30 indicators, and
turn on ALL SF, then run same again, and this time save stats for SF, look and note down top 10 SF.. and then run stats on each of these SF using same
top 30 main indicators.. this should give you a good idea what to test further on in regards to SF
Thanks received (1):
+1 Bruce at 2022-10-28 13:42:47
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Daniel UK1
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| Quote: Originally posted by portfolioquanttrader2020 | Hi
Several important things about builder: the statistics are from the 300 systems???
On the other hand, the 300 are Favorites A, the best in sample? and Favorites B,C,D, are out of the sample???
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That would depend on the macro you are using, if you look at the macro it will tell you the answer to your question, or share it and we can have a
look.
Out of curiosity, what dates is your ABCDE etc ?
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portfolioquanttrader2020
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are the same as the Nasdaq with new methodology
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Daniel UK1
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I dont know what your macro you are running does, please open and look in your macro you used and share the dates for ABCDE etc please
Your numbers in your table you shared looked quite interesting for CL, but not possible to fully know unless you share the dates, and build date end.
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portfolioquanttrader2020
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A 20170301------------20180228
B 20180301------------20190228
C 2019301-------------20200229
D 20200301-----------20210228
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Daniel UK1
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Thanks for sharing, somehow I am less confident that your stats shared reflects that ? Perhaps I am wrong, but i would be very interested in your
setup, if for example between 2018 03 and 2019 02 you delivered avr 90k in profit in CL
I think that perhaps there is a mistake somewhere in those stats, if these dates really is what you intend to populate stats from ?
Or perhaps i am wrong.. thanks for sharing regardless
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portfolioquanttrader2020
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I am seeing that the highest volume session in crude oil is 730-1330
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Carl
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Please be aware to de-activate the TRIX indicator when building on CL or S, because TRIX is log based and does not like negative prices.
Thanks received (5):
+1 cotila1 at 2022-11-12 10:33:49 +1 admin at 2022-10-30 19:14:06 +1 Bruce at 2022-10-28 13:43:41 +1 Daniel UK1 at 2022-10-28 11:51:47 +1 BlackBox at 2022-10-28 09:55:26
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portfolioquanttrader2020
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Hello
I need to know where the red, orange or green indicators are explained in a very detailed way.
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admin
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@portfolioquanttrader2020, its been years since I looked at this, so im less familiar with it now
It works on the top 30% by ration vs the bottom 30% by ratio
and how often its used.
I dont not recommend to look into this more. I have and the results were not consistent enough to justify any changes to what works already
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TradingPrice
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1- why test Long & short VS long only or short only?
2- why not test from 2010 instead of 2007 (to avoid 2008)?
3- across different markets you've tested do you get better results out of adding secondary data (eg. ES with SPX)? as NQ systems work well with only
primary data
4- have you tested basing session time on how favorable market going up or down during certain hours of the day (bias systems)? eg. ES rising
overnight vs during cash session
Thanks
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admin
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Excellent questions
1) depends on the market if its valid. long or short only reduce trades by 50% so its less robust. Some markets like ES swing systems like long only,
but the systems would get hammerd right now in bear market
2) In 2008 to 2009 this was a critical mistake I made. Systems curve fitted to 2008 with bad results
Now with much more data after the date, it doesnt matter + we are now in 2008 conditions.
SPent a lot of time on dates.
so for es 1997 , 2001 and 2007 all valid start dates.
nq 2001 or 2007 give almost identical system results
gc 2007 start
3) Ive tested this in generally nothing helps, but it might depend on the market and other users would be welcome to test
GSB automation spreadsheet has the option to count how often data1 vs data2 is used.
If you dont look at how often data2 is used, so can come to wrong conclusions. ie one test might be better, but data2 was rarely ever used
4) A bit. ES had strong overnight up bias, but the concept getting killed right now.
default nq es setting work great
Thanks received (2):
+1 cotila1 at 2022-11-12 10:33:23 +1 TradingPrice at 2022-11-03 18:44:12
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SwedenTrader
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| Quote: Originally posted by TradingPrice |
1- why test Long & short VS long only or short only?
2- why not test from 2010 instead of 2007 (to avoid 2008)?
3- across different markets you've tested do you get better results out of adding secondary data (eg. ES with SPX)? as NQ systems work well with only
primary data
4- have you tested basing session time on how favorable market going up or down during certain hours of the day (bias systems)? eg. ES rising
overnight vs during cash session
Thanks |
Regarding the last point. These systems for sale in the bottom called "swing daily" always Enter at intraday session-end and exit at intraday
session-open next day, have a tendency to catch the "Long bias" overnight even in a bear market. Great complement to daytrading systems. ES at new
highs right now, probably the others too.
Thanks received (1):
+1 TradingPrice at 2022-11-18 20:43:33
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Daniel UK1
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| Quote: Originally posted by TradingPrice |
1- why test Long & short VS long only or short only?
2- why not test from 2010 instead of 2007 (to avoid 2008)?
3- across different markets you've tested do you get better results out of adding secondary data (eg. ES with SPX)? as NQ systems work well with only
primary data
4- have you tested basing session time on how favorable market going up or down during certain hours of the day (bias systems)? eg. ES rising
overnight vs during cash session
Thanks |
Imho,
about 3, many markets could certainly be helped by using a secondary other market, BUT, and its a bit BUT, you add something to your mix, that can
break. You add the dependency of correlation.
Also, you cant test this properly, until GSB allows you to force the usage of data.
Thanks received (1):
+1 TradingPrice at 2022-11-18 20:46:57
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admin
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@daniel
Forcing is problematic that you may need a combination of data streams, not an alternative data stream
I still like just looking out how often data2 was used in the top 300 systems
Thanks received (1):
+1 TradingPrice at 2022-11-18 20:46:59
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REMO755
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Hello, why doesn't TS work?
Value1 = GSB_Scripts_2021_11_11;
GSB_SCRIPTS_2021_11_11+WITHUPDATEDGSBSYS1ES_V1.21
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REMO755
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Hello, why doesn't TS work?
Value1 = GSB_Scripts_2021_11_11;
GSB_SCRIPTS_2021_11_11+WITHUPDATEDGSBSYS1ES_V1.21
???
 
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RandyT
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Peter,
I have to respond to this. I do not understand the continued resistance to allowing GSB to specify whether to use all data streams provided or accept
current behavior of allowing GSB to use GA to choose.
It absolutely does make it impossible to accurately test the use of secondary data. If I configure a run in GSB to use secondary data, I expect it to
use it. The behavior of GSB not using the configured data is very much unexpected and violates the principle of least astonishment.
https://en.wikipedia.org/wiki/Principle_of_least_astonishmen...
| Quote: Originally posted by admin | @daniel
Forcing is problematic that you may need a combination of data streams, not an alternative data stream
I still like just looking out how often data2 was used in the top 300 systems |
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Bryan
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Hi . Is there any guide for NG systems like which Secondary filter and entry type?
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admin
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Good question
vSF = GSB_CloseToHighLow2v2(iSFLength) of Data(iSFData);
// entry type = Compare2
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