| Pages:
1
..
78
79
80
81
82
..
98 |
Chituan
Junior Member
Posts: 14
Registered: 21-11-2022
Member Is Offline
|
|
Hi. I just downloaded the trial version. I went through the tradestation (EasyLanguage) code and Ninja trader (C sharp) code for the free GSBSys1ES
system. They seem to be different and not 100% the same. The main signal is still Stochastic and AccumDist but the weights and normalization seem to
be a bit different if I am not mistaken. Can you please confirm and explain why we have different logic for same system ?
Thanks
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
@Chituan, I will look into this and get back to you. Need to ask the NT programer
|
|
|
Bryan
Junior Member
Posts: 3
Registered: 20-11-2022
Member Is Offline
|
|
I dont have GSB_CloseToHighLow2v2 in my gsb (trial) platform ? However I have it under tradestation functions .
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
Hi Bryan
GSB_CloseToHighLow2v2 is not used a lot as a secondary filter
Are you looking at NG or es ym nq etc? These markets use GSB_CloseToHighLow3V4
The trial version has a reduced indicator set.
IM doing some tests on NG now and will have much better idea of what secondary filters are options next week. There are a number that will work well
|
|
|
Bryan
Junior Member
Posts: 3
Registered: 20-11-2022
Member Is Offline
|
|
Yes im looking at natural gas, should be a very volatile market this winter !
|
|
|
Chituan
Junior Member
Posts: 14
Registered: 21-11-2022
Member Is Offline
|
|
Hi Peter, Unfortunately TradeStation is not working in my country so I spent last couple of days trying to replicate the free ES Sys1 that comes free
with GSB trial. I used the data provided inside GSB: es.1.minute.1997_20210331.Central.VolisTicks.txt which I have processed into 30-min bar data as
you can see in my attached picture.
I am not able to replicate the Equity Curve or Trade List that I see here and the general result is also vastly different: https://trademaid.info/systems.html
The last few rows of my calculation is attached with the normalized fastK and normalized accumDist included . Is it possible I can get your normalized
fastK and normalized accumDist for these rows so I can check ?
I really appreciate this since I want to do some sanity check before going on to purchase other systems.
Thanks for your time
Chituan
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
@Chituan are you on muliti charts or Ninja?
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
Quote: Originally posted by admin  | Hi Bryan
GSB_CloseToHighLow2v2 is not used a lot as a secondary filter
Are you looking at NG or es ym nq etc? These markets use GSB_CloseToHighLow3V4
The trial version has a reduced indicator set.
IM doing some tests on NG now and will have much better idea of what secondary filters are options next week. There are a number that will work well
|
use CloseLessPrevCloseDBpv with entry type compare2
|
|
|
Chituan
Junior Member
Posts: 14
Registered: 21-11-2022
Member Is Offline
|
|
I think I managed to replicate it now using. Thanks Peter.
|
|
|
dhillo
Newbie
Posts: 1
Registered: 20-11-2022
Member Is Offline
|
|
I am trying to upload stock price data to GSB from Tradestation following the steps on the site. I added the symbol to the contracts list using the
settings used for SQQQ (I am uploading TQQQ)
This is from the file:
"Date","Time","Open","High","Low","Close","Up","Down"
11/26/2012,09:31,1.05,1.05,1.05,1.05,4027776,1204032
11/26/2012,09:32,1.05,1.05,1.05,1.05,160560,533280
11/26/2012,09:33,1.05,1.05,1.05,1.05,56160,55200
11/26/2012,09:34,1.05,1.05,1.05,1.05,206400,329040
I made a session time setting from 930 to 1600 and I try to import from the Opt Price Data field in the left and I set the session and click OK but it
doesn't put the info in the field as it does with the default selections. I don't know what I am doing wrong.
|
|
|
Chituan
Junior Member
Posts: 14
Registered: 21-11-2022
Member Is Offline
|
|
Hi Peter, I am following your video here https://www.youtube.com/watch?v=QYg5eH2Q1_s . After step 1, running 50,000 systems, My statistics table is empty. I attached the screenshot below
of GSB Manager and Worker. Can you please let me know why ?
Thanks
|
|
|
Daniel UK1
Member
Posts: 470
Registered: 4-6-2019
Member Is Offline
|
|
| Quote: Originally posted by Chituan | Hi Peter, I am following your video here https://www.youtube.com/watch?v=QYg5eH2Q1_s . After step 1, running 50,000 systems, My statistics table is empty. I attached the screenshot below
of GSB Manager and Worker. Can you please let me know why ?
I am unsure if that specific macro saves any statistics by looking at your screenshot.
If you manually go to systems tab, and right click and chose save to statistics, you will then see the stats.
You need to look in the macro you are showing and see if there is a line where it saves anything to stats, does it do that in the macro you are
showing ?
Imho, get to know and understand Peters methodology in the video if that is what you want, and actually learn and understand what each, each step
want to accomplish and why. After that, understand and learn to do it manually, and when you understand and know how to do that, first then, and not
before, use the macro to automate what YOU want to do.
Thanks
|
|
|
|
portfolioquanttrader2020
Member
Posts: 269
Registered: 30-4-2020
Member Is Offline
|
|
Hello
I have been building oil only Friday and Wednesday, and by the time you build systems two or three days a week, the systems are not replicated to
TradeStation
I think there might be a bug.
|
|
|
portfolioquanttrader2020
Member
Posts: 269
Registered: 30-4-2020
Member Is Offline
|
|
Hi, I have an important question regarding optimization.
If TradeStation only limits the tests to 8,000, if we do an optimization of 200,000 tests, 292,000 would be eliminated.
So, if we do wfo it would not be valid?
It is right?
Multicharts does not limit the tests.
|
|
|
portfolioquanttrader2020
Member
Posts: 269
Registered: 30-4-2020
Member Is Offline
|
|
In the video that Chituán comments, in that case you have to save statistics manually.
In oil the macros are for configuration.
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
@portfolioquanttrader2020
what you show there has nothing to do with ts writing out files for ewfo/wfo.
Its only the amount of results you see when looking at optimization results displayed. It doesn't limit how many optimizations are run. Ts will in
this list show the highest (up to) 8000 results. you dont need more.
With a Walk forward, TS doesn't limit tests to 8000. If there is only say 2000 tests by brute force, I would often use brute force.
Otherwise aim for the GA amount to be 10% of the brute force amount. Often this is UN-realistic and so we have to use less %
I dont put generations over 100, but increase population if needed
|
|
|
JozefSusko
Junior Member
Posts: 21
Registered: 24-6-2020
Member Is Offline
|
|
Hello Peter,
I want to ask you if you could help me.
I have a problem when my strategies are traded on a holiday, don't exit (half a day, SetExitOnClose).
Can you please help me fix this?
Strategies created by GSB.
Thank you
jozef
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
a number of the new systems for sale have this code added. I will give an example of this tommrow. Just stopping work for the day. I intend over time
to add this into all day trade systems
|
|
|
goodoboy
Junior Member
Posts: 38
Registered: 27-7-2021
Member Is Offline
|
|
Hello Everyone,
Glad to be here.
May I have help some help please? I am studying the GSB documents before buying GSB. https://trademaid.info/gsbhelp/ImportingastrategyfromGSBtoNi...
I am a NinjaTrader8 user as my trading platform and would like to build systems in GSB and run the systems in NinjaTrader8.
Questions:
1. Can GSB build systems and the systems run reliable in NinjaTrader8? I just want to confirm for my understanding before purchase. I am not
experienced with Tradestation.
2. Can I import tick data in GSB to test systems using Tick Bars and Range Bars? Or does GSB only work for minute bars?
Thank you so much.
|
|
|
Daniel UK1
Member
Posts: 470
Registered: 4-6-2019
Member Is Offline
|
|
| Quote: Originally posted by JozefSusko | Hello Peter,
I want to ask you if you could help me.
I have a problem when my strategies are traded on a holiday, don't exit (half a day, SetExitOnClose).
Can you please help me fix this?
Strategies created by GSB.
Thank you
jozef |
My 2 cents, Sometimes the easiest solution is the "best"
In my own trading for the past 7 years, on half days, i just pause all systems, restart servers, and see it as a perfect time to relax and enjoy some
red wine.
No code needed
|
|
|
engtraderfx
Junior Member
Posts: 98
Registered: 15-10-2018
Member Is Offline
Mood: No Mood
|
|
i like that solution too! (especially the vino )..
If interested have seen a similar thread which uses a file to log holiday dates, can either prevent any trade on that day or add a line to exit a
pre-determined earlier time. Haven't implemented yet, i use above 
https://capstonetradingsystems.com/2020/01/02/tradestation-f...
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
Thanks for both of your inputs on the topic. Always good to discuss things.
There are lots of issues here.
What I do agree on is rest with some red wine can be a good thing.
the code given is 251 lines of code. That means best case every system is doing 251 extra calculations on the first bar of the day (or every bar)
For live trading it needs to be truncated. ie remove old dates.
Different markets have different holidays, and the metals/energy have less holidays, and when the holidays occur, we often still have the entire
trading day for energy / metals.
Metals / energy have from memory been very profitable in this last year on 'holidays'
After Nov 30th my most profitable day in 22 years (interest rate news), im not keen to stop trading any day the markets are open on the entire session
of what I trade.
If the marker closes earlier than my normal exit time, I wont trade it.
This is my code.
Its simple and written for execution speed.
Its 2 calculations only on the instant a trade occurs. No over head on any other bars.
Personally, I will not shutdown trading servers, unless I have alarms auto set to tell me when the markets open. Human error is a big factor in
trading, and ive heard too many stories of, I forgot to put ts online and .....
Hence why i have alertmon
,Holiday1(20221124{DontTrade1/2tradingday}),Holiday2(20221125);
hol1=holiday1-19000000;
hol2=holiday2-19000000;
and date <> hol1 and date <>hol2// this skips all the entry code if there are no entries
and date <> hol1 and date <>hol2// this skips all the entry code if there are no entries
 
Thanks received (2):
+1 engtraderfx at 2022-12-23 16:41:50 +1 JozefSusko at 2022-12-22 02:24:29
|
|
|
JozefSusko
Junior Member
Posts: 21
Registered: 24-6-2020
Member Is Offline
|
|
| Quote: Originally posted by Daniel UK1 | | Quote: Originally posted by JozefSusko | Hello Peter,
I want to ask you if you could help me.
I have a problem when my strategies are traded on a holiday, don't exit (half a day, SetExitOnClose).
Can you please help me fix this?
Strategies created by GSB.
Thank you
jozef |
My 2 cents, Sometimes the easiest solution is the "best"
In my own trading for the past 7 years, on half days, i just pause all systems, restart servers, and see it as a perfect time to relax and enjoy some
red wine.
No code needed
|
Yes, that's how I did it until now, turned off TS, but with TMA it's a little different, because the last time I did it, the next day when I turned on
TS, the store opened automatically.
|
|
|
goodoboy
Junior Member
Posts: 38
Registered: 27-7-2021
Member Is Offline
|
|
| Quote: Originally posted by goodoboy | Hello Everyone,
Glad to be here.
May I have help some help please? I am studying the GSB documents before buying GSB. https://trademaid.info/gsbhelp/ImportingastrategyfromGSBtoNi...
I am a NinjaTrader8 user as my trading platform and would like to build systems in GSB and run the systems in NinjaTrader8.
Questions:
1. Can GSB build systems and the systems run reliable in NinjaTrader8? I just want to confirm for my understanding before purchase. I am not
experienced with Tradestation.
2. Can I import tick data in GSB to test systems using Tick Bars and Range Bars? Or does GSB only work for minute bars?
Thank you so much. |
Hello Everyone,
Happy Holidays,
Just checking in if anyone can help me with these 2 questions please.
Thank you kindly.
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
@goodoboy Sorry i missed your last post.
1) The trial version of GSB is working with NT, but missing some functionality.
The beta version of NT has much more functionally but not ready yet. Its the number one focus of lead programmer once some critical bugs are fixed for
some other users.
2) GSB works with tick date etc, and I suspect in theory tick data is much better.
In practice tick data is really problematic. Many data providers give only short tick data history. Thats often not usable as the data is too short
and or the sample size too small to make working systems
Trading on a different data provider to your historical data also is very problematic.
The GSB users who I consider experts in this field, most have given up. Not a GSB issue but data feed issues.
Please read this
https://trademaid.info/gsbhelp/RenkoPointKasebars.html
|
|
|
| Pages:
1
..
78
79
80
81
82
..
98 |
![[*]](images/davis/default_icon.gif){kind=icon}
