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gmoney
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Quote: Originally posted by admin  | Try vbaseplusminusMedium fitness. Fitness is relative to how much of the range it gets, not the profit.
This was designed for this problem. I have not used it on GSB myself. Its a EWFO feature ported to GSB
If that doesnt work, try a fixed profit target of $1500 to $2000, but remove it when you go live. |
Great suggestions. My idea was to delete 2008 from the price data file (saved with new name of course!). Would that cause any issue?
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admin
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Deleting the data would be fine, or you could aways move 2008 and put it on validation.
Keep in mind the profits will then be very high in that period.
Only problem with deleted the data is you dont want a big gap in the chart as all indicators will spike.
But this is only likely to screw a few trades. If your have market on close off, a big gap is going to cause issues.
You could manually gap adjust the data, but doubt is worth the effort.
Todays build has stop and profit target.
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Carl
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Hi Peter,
I might be a good idea if you could make a video where you explain how you would select the best looking systems from GSB.
Perform WF, and how you would analyse and choose the most interesting systems for further analysis in Tradestation.
Just to show what process you go through.
Thanks.
Carl
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admin
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Thats a good idea.
I'M hoping to do that tomorrow. The docs are getting very out of date now we have secondary filter and or truism.
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Carl
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Hi Peter,
Just installed GSB version 21.5 . Message shows up: trial has expired.
GSB 21.4 says I still got 9 day of trial to go.
Thanks,
Carl
Thanks received (1):
+1 admin at 2025-09-28 20:14:24
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admin
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Hi Carl,
Ive just found out your not the only one.
I posted more details here.
http://www.trademaid.info/forum/viewthread.php?tid=1#pid1 The first and last post.
Sorry for trouble caused. Send me the two rego codes to fix it, and dont close GSB until I give the unlock key
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heyligerb
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Using All CPU Resources
First... GSB seems very fast, so this isn't a complaint, but I'd like to know if there's a way to utilize all the CPU resources.
It seems the most CPU usage I can get is 40%... and I get about 2200 systems/sec at that rate.
Wondering if there's some kind of a registry setting or something that is limiting it. I have a server array dedicated to my discovery work, so
looking to efficiently use all the hardware resources I have.
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admin
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Good question. What cpu do you have/ clock speed.
Is cpu power saving on?
see this post. http://www.trademaid.info/forum/viewthread.php?tid=13
If your on the default settings, thats very slow. Though there is a bug where GSB slows down after hours / or a day.
GSB has done some very smart things under the bonnet to get such speed, but its CPU usage is low.
It likes high clock speed on the core, but doesnt need lots of cores.
Whats good about this is you can run multiple copies of GSB on the same CPU, with little degrading of performance.
Cloud processing is on the wish list, but GSB is so fast im not sure how much its going to be needed.
I have a possible supplier of spare CPU in a data center to sell us spare CPU time.
If it happens, multi CPU is 6 months to a year away.
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gmoney
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What are the lengths, weights, and entry level ranges that GSB uses? I want to know so that I am properly doing WF tests in TradeStation. Is this
shown somewhere in the program?
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admin
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I will always do weights 0 to 100 if its positive, and -100 to 0 if negative.
but if a weight is close to abs(100), ie -81 in this example, I will make the range wider. ie i did -200 to 0 step 10
Always include zero, as if zero is the best result then the indicator is redundant and should be removed.
Because you have purchased GSB, I will send you my build notes on GSBsys2ES
When optimizing GSB uses parameters in 10% increments from the original. ie if is 100 it will use ...90,100,110,120 etc
This is adjustable in GSB, but probably should be left as is.
Make sure you use ffc functions in TS as they are much faster. ie highesthighffc ,FASTKFFC etc
Actual parameters varies per indicator. For example, AccumDist has nothing, AverageFC has 2 to 200 and CCI has 7 values between 5 and 55
 
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Carl
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Suggestion:
Sorting the secondary datastreams. First on ticker and second on barsize.
In this way data2 is always A, data3 is also B, data4 = C.
When you run different tests in GSB with the same secondary datastreams, then it is possible to test the best results from the different GSB tests in
the same workspace in Tradestation (with data2=A, data3=B and data4=C).
Thanks
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admin
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You mean alphabetical sort? I like that idea, but then if you change one symbol, every thing after it will change. Im going to think on this but see
the merits too it.
Can we have more feedback from other users?
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Carl
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Hi Peter,
Or maybe default alphabetical sorted + the possibility to change manually?
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admin
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I like that idea. Hopefully will surface soon in a new build
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Carl
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Hi Peter,
I always like to jump from field to field by using the tab key on the keyboard.
At the moment this is not possible in GSB (i.e. in the left window).
Maybe this is nice to have ?
And another one, to be able to manually clean the data in the tab "unique systems".
When starting a new test (without restarting GSB) all the data in the tab stays there.
The only way to clean the data is by exiting and restarting GSB.
Thanks
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admin
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Totally agree on the second point. We need a delete option. Will see what we can do with the first question
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Armmar
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Backtest Termination / Abortion
I'm assuming the backtest abortion (in docs) and backtest termination (in latest build) sections are referring to the same thing.
In the docs, it mentions that backtest abortion aborts testing when the first 20% of training data does not meet a specified criteria which helps
speed up the search. This makes sense.
However, in the latest build, the documentation in the software says that the backtest is aborted if the performance across all data
(training+test+validation) does not pass a specific criteria. This doesn't makes sense to me.
If both sections are referring to the same thing, which is the current behavior? If it is the latter, can it be changed to the former?
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admin
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I'm assuming the backtest abortion (in docs) and backtest termination (in latest build) sections are referring to the same thing.
YES
Termination occurs if the performance across all data (training+test+validation) @20% of this total
so if training is 40%, and test is 60%, if termination is set to 20%, it will terminate at 50% of the training period.
If your still not clear, just reply again.
In the current mode you can choose to set it at any point of the data, which I think is the best idea.
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Gregorian
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Range bar support
Is it possible to use data from Point (MC) / Range (TS) bar charts instead of from only time-based bar charts? Seems to me the source of the data
shouldn't matter to GSB, but the rules on data file naming conventions imply that only time-based bars are supported.
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Gregorian
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Secondary Data and MC data files
Two more questions:
1. How do you remove the Secondary Data files from the settings? It is possible to click on the three-dots and change the Secondary Data file(s) being
used, but you cannot delete or backspace over the Secondary Data file that has previously been selected so that none are used. I don't think using a
Secondary Data file should be mandatory.
2. When trying to use minute bar data exported from Multicharts, GSB aborts with "String was not recognized as a valid Date/Time". A sample MC data
file is attached. Perhaps it's because of the seconds on the time? MC does not allow us to change the format of their exported data.
Attachment: Login to view the details
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admin
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Secondary Data and MC data files
1) I dont think that can be done. The work around is to select the primary data file on the secondary. Its certainly not a good idea to have no data2
but I will get this fixed at a later stage.
2) Even with some modifying, I cant get mc to work.
The header is different, I removed the seconds, but note that ts will use 02 while mc will use 2.
So for now you will have to write a indicator to make the file identical, or use ts data or wait till I allow mc format to be imported.
I would hope to have it late this week.
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admin
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Range bar support
I dont see how this is going to work with secondary data streams. I did much research and its really important to have them, though you can stlil make
systems without them.
Im open to ideas on this.
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Gregorian
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Commissions
If you specify a non-zero amount in the Commissions fields, it causes no strategies to be generated, at least in the testing I have done thus far. If
you leave Commission set to at zero, strategies are generated whose Average Trade exceeds the roundtrip Commission amount that I had previously
entered. So a non-zero Commission amount is somehow preventing certain strategies from evolving.
Do you recommend leaving Commission set to zero so that more strategies are generated - in which case I'm not sure what the purpose of the Commission
field is - or do you see this as something to be fixed?
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admin
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I'm intending to change this in the next week.
I want commission to be subtracted off system curve, IS curve and OOS curve.
One value for all
This value is NOT taken off fitness
The a commission value to be taken off FITNESS in system curve, IS curve and OOS curve.
One value for all
This value is not taken off equity curves.
EWFO works like this.
It means you can shift GSB to look for fatter trades, but get a totally level playing field for the equity curves,
but can choose to use commission on both as is the traditional usage of commission field.
I tested with $1 on each commission field and it worked fine. Probably your figure is to high to pass your filters in app settings.
If you use fitness netprofit * average trade, the commission value to fitness will in effect be irrelevant.
Fitness netprofit by itself, commission in fitness will be very significant.
Commission with Fitness in NP & PF I think we be irrelevant too.
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crazyhedgehog
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I always build strategies with commission set to 10 in all 3 fields and it works well. As Peter said maybe the filters are too restrictive? I
personally think it's important to build with commission and slippage included at realistic level and use Pearson as fitness so that you find systems
which have linear equity even after commissions are subtracted from the trades.
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