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bjohnson81
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Quote: Originally posted by Carl  | Hi Peter,
GSB 28.5
Seems to be a bug in de WF department.
GSB uses a different strategies when performing WF
Please see attached screenshots.
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Carl
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Hi bjohnson81,
No issues here. I am on GSB 65.30 now.
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admin
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@bjohnson81, no attachment shown by you
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ChuckNZ
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Is anyone else having trouble with walk forwards? Firstly, the walk forwards don't want to know about any custom indicators. But, a bigger problem
for me is that walk forwards haven't finished running in over a week. I've tried one, two, three and four walk forwards at the same time. I've
tried running them locally and using workers. They get up to about 90% finished and then start over. this is very frustrating. i'm keen to start
some more live trading bots, but really want to see the walk forwards first.
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admin
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@ChuckNZ
please try this as a test
remove the 13, build some systems and do a wf
to speed up the wf test you can set this to 1-50
 
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admin
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Chuck,
I confirm this is a dirty fix, and I am working on a proper fix
this is how you do it
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ChuckNZ
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A couple of niggling bugs that are frustrating.
1. If using custom indicator(s), we aren't able to use workers. Custom indicators only work in standalone mode.
2. If using custom indicator(s), we aren't able to do walkforwards in standalone or worker mode. The walkforwards ignore any and all custom
indicators.
3. Filter for rejecting duplicate indicators within one strategy isn't working.
Otherwise, the strategies being being generated by GSB are great!!
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admin
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1) I havnt tested CI for a long time, but last I checked it was working. - but im not denying you have an issue
Can you test a very simple one like macd?
Can you give great detail on 3?
good your having some success
CI needs a significant revamp regardless. Its useless to me as the indicator stats section doesnt work with CI.
The long term goal is to have users have the ability to write there own DLL's. For now I just get new indicators added into GSB if there is a specific
one
thats not too complex and open source.
This work is all done by lead programmer who im getting few hours out of, so progress painfully slow.
Right now all the focus is on match check errors + NT. Im told that NT all indicators are correct, but I havnt verified this.
Progress is made every week on the ts side, but im delaying release due to compatibility issues if we mix versions. (this is a table
in sql server we have to make sure versions are always compatible)
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ChuckNZ
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Hi Peter. You asked for detail on my #3 bug (above). Here is what you said about "Max Dup Indicators" on the 5th of February.
"The choice of multiple duplicate indicators was a very deliberate one.
Im still interested in the same indicators with different parameters, even in one system.
However I agree that there is an issue here and have logged an issue with one of the programmers.
It doesnt build systems till this is set to 0 or>3"
Regarding the custom indicators, it doesn't matter what the custom indicator does. The workers either don't see the request or they can't handle the
request because they don't know about the CI.
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admin
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I Discussed with programer. Now I understand deep down whats happening on GSB in this. Issue logged with the programmer, but am very unsure of the
speed of the fix
thanks for your patience.
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ChuckNZ
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Custom Metrics
I was very excited to discover that we can add custom metrics to the grid. But the first one that I tried doesn't appear to be working and I have a
question on the second one.
The first one that I tried was "Walk Forward Efficiency". I think that the metric will be of huge value to users, but it's just showing zero. i
was hoping that the value would appear once I ran the walk forward but it's still showing zero.
The second one is very interesting. 'AvgDistanceBetweenNewHighs". I have used similar metrics in software that I developed over the years and find
it to be very useful. Can you please tell me what it is showing me? I see values like "0.013'. Does this mean 0.013 bars is the average distance
between new highs? Or possibly 0.013 days? Or 0.013 what?
Thanks in advance.
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admin
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@Chuck, the issue seems to be what the CM is populated with is not used. (mouse over will show you this)
Bug reported with programmer. Thanks for finding this. I have not used CM for a very long time and was not aware its buggy
Hence you dist between new highs is likely a totally different CM.
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admin
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@chuck, the mouser over bug is fixed
wfe will not be in CM and will be removed. It never worked and for reasons beyond me, programer is not going to get it going.
However wfe filter has been added into macros, so you can say any systems with wfe > x go into fav A
It will be in build 65.41 which I will not release for some time as the current builds dont talk to all the older builds, so waiting on my feature
before I release it
HEre is a macro I made of wfe >130
Thanks received (1):
+1 Carl at 2023-03-09 09:11:05
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Carl
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Hi Peter,
Thanks for the WFE related macro. Nice one.
The following is not a bug, but a request/proposal.
Another WFE metric I think can improve the way to select the better strategies would be to show these two metrics in the bottom pane, in tab "Walk
forward":
1. percentage of WF OOS blocks profitable and
2. percentage of WF OOS blocks with AT above a certain threshold
Attachment: Login to view the details
In attached example 100% of the WF OOS blocks are profitable.
And 70% of the WF OOS blocks have an AT above 80 USD.
So I think adding two columns in the bottom pane showing these above mentioned metrics for the strategies that were walk forwarded, could improve the
way we can select the better strategies.
Thanks
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Daniel UK1
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@peter
Latest pushed out is 65.30, despite this when opening up a new gsb manager, popup is thrown saying gsb code is to old
I believe everyone is affected..
You need to push out the required manager version I think
Thanks received (3):
+1 TradingPrice at 2023-03-10 13:11:10 +1 Carl at 2023-03-10 11:03:11 +1 Piet at 2023-03-10 07:38:09
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admin
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Will do asap.non airplane now so cant do it now. Apologies
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admin
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Will do asap.non airplane now so cant do it now. Apologies
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admin
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Will do asap.non airplane now so cant do it now. Apologies
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TwntySQ
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Hi,
Tried to WF some system late last night and a few of them would not get passed 85% or so.
I tought it may had to do with available workers but if you encountered as well maybe there is a bug.
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SwedenTrader
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See peters post wit pictures a couple of replies up when answering @Chuck. remove the 13 and decrease both generation and population. That made the wf
tests finish 100% instead of stalling at around 94%. But we want to be able to have 100 gen and 100 population like before so we hope for a better fix
ahead.
Thanks received (1):
+1 Carl at 2023-03-14 15:47:08
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TwntySQ
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Hi!
After running GSB for about an hour or two my manager starts to freeze and crash. It has only made around 10k systems and no apparent reason. Have
16gb ram (yeah I know it's low, will add eventually) and GSB uses around 10-11gb of that.
Any advice?
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admin
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High TwntySQ. 16 gb of ram should work but just. A reboot of windows before you use gsb should help.
Check your cpu temps are not too high. typical should be fine if not over 80c
Increase windows swap file size to say 20 to 40 gb
you could read this
https://trademaid.info/forum/viewthread.php?tid=42#pid606
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admin
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the issue of wf stalled is fixed in the newer not release build.
I hope to release in 1 to 2 weeks. My digital signing of files is busted and Im waiting on the fix + need to test build.
Working reduced hours this week
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ChuckNZ
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PercentR issues
I'm busy working on Soybeans at the moment and PercentR was one of the indicators favoured by the GSB process for soybeans.
All of the other indicators allow users to set a range of lookback values. For instance, PercentR could be tested between 5 and 200 bars. For some
reason, PercentR doesn't appear in the list of custom indicators and ALWAYS uses 9 bars for the lookback. This particularly doesn't make sense when
all three randomly selected indicators being tested are PercentR.... each with a 9-bar lookback.
The performance of strategies using PercentR looks very good, but could be even better if the lookback could be optimised.
I hope that there is an easy way to add PercentR to the custom indicators? I'm not able to find one. Thanks
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ChuckNZ
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More on PercentR Issues
Just to clarify... the only number of bars used by PercentR is nine (9). Even when doing the walk forwards, gsb will use 9 bars for every walk
forward period.
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