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admin
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That looks promising. I am using signmode original on ES, so might be good to see how EC works with both.
Did oyu try both GA closed secondary filters? ie closed-minus and closeD/
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Bruce
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Quote: Originally posted by admin  | That looks promising. I am using signmode original on ES, so might be good to see how EC works with both.
Did oyu try both GA closed secondary filters? ie closed-minus and closeD/
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Yes, I have been using SF GA with CloseLessPrevCloseD, C/PrevCloseD and CounterTrend2.
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REMO755
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| Quote: Originally posted by Daniel UK1 | | Just wanted to follow up on this thread.. i have been doing some dev work over the past week on EC, and i have gone trough about 10- 15 runs of
building about 20k systems in each run, however despite multiple variations, doing nth 1/1, 1/80, 1/160.. testing all second filters, 15, 30, 60 and
120 min bars, using latest methology settings... using dates 1900-2015 to build on.. i can not get below around 70% degradation in stats... its
impossible.. for me... is there a tweak to EC that i am missing, or is the high degradation not to be concerned of for this market? would be
great to hear any experience about EC and what settings has been used to get better results than myself, i have run out of ideas to try.. What
degration number is reasonable and acceptable for a market? |
Hello,
Behind the coins there is a historical pattern.
When the Eurpeos in the morning sell euros to travel, etc,
then EC depreciates.
Positions : ShortOnly
When Americans in the morning sell dollars for travel, etc.
then EC is appreciated.
Positions : LongOnly
You reminded me of my time trading these guidelines day after day with NT:
Time slots in Europe APROX: 9.00-9.30 to 14.00-14.30 (before US post news)
Time slots USA APROX: 9.30-10.00 at the end of the day.
STOP LOS: 1000 $
Time Frame 15 minute.
What is the best input mode?
What is the best CF?
Alguien se apunta ? santo grial nos espera 
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Daniel UK1
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| Quote: Originally posted by REMO755 | | Quote: Originally posted by Daniel UK1 | | Just wanted to follow up on this thread.. i have been doing some dev work over the past week on EC, and i have gone trough about 10- 15 runs of
building about 20k systems in each run, however despite multiple variations, doing nth 1/1, 1/80, 1/160.. testing all second filters, 15, 30, 60 and
120 min bars, using latest methology settings... using dates 1900-2015 to build on.. i can not get below around 70% degradation in stats... its
impossible.. for me... is there a tweak to EC that i am missing, or is the high degradation not to be concerned of for this market? would be
great to hear any experience about EC and what settings has been used to get better results than myself, i have run out of ideas to try.. What
degration number is reasonable and acceptable for a market? |
Hello,
Behind the coins there is a historical pattern.
When the Eurpeos in the morning sell euros to travel, etc,
then EC depreciates.
Positions : ShortOnly
When Americans in the morning sell dollars for travel, etc.
then EC is appreciated.
Positions : LongOnly
|
Hi Remo,
Thank you for the comment, was a few years ago, i gave EC try.. as you seen from my post, not much luck.. You done much work on EC? lots of time for
the resarch ?Also trading systems live from your reasearch ?
I remember i had lot sof pain getting something to work... gave up in the end,
Your pointer towards not using bidirectional systems, seems to be working for you though.. will test this..
Thanks 
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REMO755
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| Quote: Originally posted by Daniel UK1 | | Quote: Originally posted by REMO755 | | Quote: Originally posted by Daniel UK1 | | Just wanted to follow up on this thread.. i have been doing some dev work over the past week on EC, and i have gone trough about 10- 15 runs of
building about 20k systems in each run, however despite multiple variations, doing nth 1/1, 1/80, 1/160.. testing all second filters, 15, 30, 60 and
120 min bars, using latest methology settings... using dates 1900-2015 to build on.. i can not get below around 70% degradation in stats... its
impossible.. for me... is there a tweak to EC that i am missing, or is the high degradation not to be concerned of for this market? would be
great to hear any experience about EC and what settings has been used to get better results than myself, i have run out of ideas to try.. What
degration number is reasonable and acceptable for a market? |
Hello,
Behind the coins there is a historical pattern.
When the Eurpeos in the morning sell euros to travel, etc,
then EC depreciates.
Positions : ShortOnly
When Americans in the morning sell dollars for travel, etc.
then EC is appreciated.
Positions : LongOnly
|
Hi Remo,
Thank you for the comment, was a few years ago, i gave EC try.. as you seen from my post, not much luck.. You done much work on EC? lots of time for
the resarch ?Also trading systems live from your reasearch ?
I remember i had lot sof pain getting something to work... gave up in the end,
Your pointer towards not using bidirectional systems, seems to be working for you though.. will test this..
Thanks
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Systems, as we know, last a while, some more, others less, but they end up breaking.
The important thing is the pattern behind it, this pattern is robust.
I'm going to search to refine the schedules and weigh the results.
Can you see which mode and which SF works best?
This is how we distribute the work.
Anyone else sign up?
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admin
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@remo, i think EC is a harder market to crack, but havnt looked at it for a very long time. Im working on markets that I the easier ones, and
reapplying new things we learn to markets we have looked at before.
Have not a lot of time for system building, but still tied up on bar interval research which could affect more markets.
Inputs from others on EC welcome.
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REMO755
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| Quote: Originally posted by admin | @remo, i think EC is a harder market to crack, but havnt looked at it for a very long time. Im working on markets that I the easier ones, and
reapplying new things we learn to markets we have looked at before.
Have not a lot of time for system building, but still tied up on bar interval research which could affect more markets.
Inputs from others on EC welcome. |
Hello,
In the foreign exchange market, the currency of one country must be considered to fluctuate against the currency of another country.
As a general rule, when a country wakes up its citizens who do business, travel, etc. they buy another country's currency and sell their currency for
change, this pattern is stable over time and this would be the time range for trading.
I'm going to dust off my NinjaTrader and post some of my research on trading ranges here. I remember some studies that only buying at one hour and
selling at another hour gave money, without indicators.
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REMO755
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Hello,
I am taking Start Time, End Time and Forced Close Time, no indicator, no stop loss.
Results, I only look for the silver lining for one-sided systems.
We enter 9.00 we leave 14.30
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admin
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@remo
thats superb. Im in the process of adding a indicator that forces a entry and a certain time of day.
Keep an eye on beta build section.
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REMO755
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| Quote: Originally posted by admin | @remo
thats superb. Im in the process of adding a indicator that forces a entry and a certain time of day.
Keep an eye on beta build section. |
ok
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portfolioquanttrader2020
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This Tradestation code is powerful. Putting a 60-minute chart on different assets we can find hourly advantages.
This so simple could be incorporated into genetic builder.
Enter at an hour, or between an interval of hours and leave at another time of the day or the next day.
Example for @EC
Thanks received (2):
+1 REMO755 at 2023-04-20 17:08:05 +1 admin at 2023-04-19 18:20:33
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REMO755
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Hello,
Being able to optimize a time range in GSB would be pretty brutal.
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admin
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@remo
Its likely in the next build.
such a simple feature has been very difficult to get running, and know how to use.
Im testing it now.
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REMO755
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| Quote: Originally posted by admin | @remo
Its likely in the next build.
such a simple feature has been very difficult to get running, and know how to use.
Im testing it now. |
If you can, with SF, find the best start time and the best end time?
Hello,
So this is possible?
SF start time: 0900 -12.00 -------- Result = 10.00
End time SF: 12.00-15.00 --------- Result = 14.30
If you get this, I think it would be the best option.
Another idea could be a separate module to filter the time range of the template? Once there is a time range, everything continues as it is now and
all processes are followed.
Another way can be in the module after opting for the system like now, then the problem would be that the other tests would be biased for
optimization.
It depends on how it's done, it can be a major improvement.
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admin
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Its not done with a sf, but filter
time of day is working in the build I just got today
but note its only one bar start time, not range of bars
gsb under filters has ranges already
read the docs on how its to be used
there were 3 ranges in time roughly
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REMO755
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| Quote: Originally posted by admin | Its not done with a sf, but filter
time of day is working in the build I just got today
but note its only one bar start time, not range of bars
gsb under filters has ranges already
read the docs on how its to be used
there were 3 ranges in time roughly |
Is there an example of how to set a range of hours?
Thanks.
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admin
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@remo
See time period1,2,3
https://trademaid.info/gsbhelp/Filters.html
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REMO755
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Hello,
Do I select three time ranges in the editor time period? And do I also have to activate Editor Filter Enable?
It's correct like this?
So GSB is looking for the best of the 3 ranks?
GSB look at Rank 1 or Rank 2 or Rank 3?
Does GSB analyze rank 1 and rank 2 and rank 3?
How is this?
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admin
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@remo,
just use the filter(s) that seem to be most appropriate you what your symbol is
ie you dont want 24 x 5 time if your data is 830 to 1500
you shouldnt need to touch the time period collection editor unless you want to tweak the times.
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