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REMO755
Member
Posts: 181
Registered: 11-4-2021
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Hello,
Why not solve something so simple?
When I select panel 1 NT, panel 2 must be configured with the options that are valid for NT.
It's simple logic, now select NT then move to NT, some things work, some don't, etc.
Because?
After using TS for a while, I have confirmed that NT is a much better platform than TS for automated systems. I think you and your programmer should
spend more time on NT as it has made great strides, but it is still not enough.
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admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
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@Remo, I am happy to help but you have to be exact saying what doesnt work with NT, else I cant fix your issues.
We are working on a NT mode which will give you only features that work in NT. Some newer experimental features in beta mode will not work in NT.
We dont add the experimental features in NT till we are sure they work in producing better trading systems. If beta features dont work in producing
better
systems then we tend to remove them. Any features in GSB have to be able to work on all platforms, and that also includes future platforms.
Some users asked for example setstopshare to be added. (TS / MC feature that adjusts stops according to position size.)
An excellent simple request but it was not added is most of the other platforms dont support this. So sometimes we make compromises.
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REMO755
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Posts: 181
Registered: 11-4-2021
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All indicators were collected.
The advances are significant.
Excessively slow optimizer
Could it be necessary to optimize your library? Somewhere the code that blocked too long.
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admin
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Quote: Originally posted by REMO755  | All indicators were collected.
The advances are significant.
Excessively slow optimizer
Could it be necessary to optimize your library? Somewhere the code that blocked too long. |
I have experienced NT users who do not complain about this.
What sort of CPU do you have.
Please give very specific example of what you are doing and how long it takes.
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REMO755
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Posts: 181
Registered: 11-4-2021
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Hello,
Intel(R) Xeon(R) CPU E5-1650 v4 @ 3.60GHz 3.60 GHz
I only declare the inputs as public so I can optimize them, just that.
i1length = 117;
------------------------------------------------------------------------------------------
// Settings
// Platform: NinjaTrader8
// Script Mode: LiveTrading
// ID: 20211126-152407-065636-2PtTW
// Info: File Name Prefix: , Comment: , App Settings: DivisasMatinal.gsbappset, Opt. Settings: GC.30.Minute.0130-1230.EXCHANGE-Muybueno.gsboptset,
Workplace Manager's ID: QMq5t9r8ZcT6ztAuG.20211126-222110-761842, Manager's GSB Version: 1.0.64.24 / 2021-05-11, Worker's Instance ID:
ClLrxPiWbK0TBtjP8, Worker's GSB Version: 1.0.64.37 / 2021-11-15, Worker's Machine Name: PMTX-VM200
// Price Data: ES30: (Data1: NinjaTrader_Data\ES.1.Minute.Regular.CentralHora.txt (Mult.: 30, Session: "1300-1900 - EU-GC"))
// MaxBarsBack: 500
// Profits Mode: Currency
// Quantity: 1
// Quantity Mode: FixedShareContracts
// Glob. Start Date: 1900-01-01
// Glob. End Date: 2021-01-01
// Trading Dates: 1997-01-01 - 2018-01-01
// Trading Dates Mode: Trd
// Trading Nth Day: 1
// Trading Nth Day Mode: All
// Exit Stop Loss: 2000
// Exit Profit Target: 3000
// Exits Quantity Multiplied: False
// Exit Minutes:
// Exit Bars:
// Fitness Criteria: NetProfit * AvgTrade
// Entry Type: AnyIndicatorCrossed
// Commission: 2
// Slippage: 1
// Reports Commission: 2
// Reports Slippage: 1
// Commission Mode: TradePerSide
// Slippage Mode: TradePerSide
// Positions Allowed: LongAndShort
// Max. Entries per Day: 2
// Manager's GSB Version: 1.0.64.24 / 2021-05-11
// Worker's GSB Version: 1.0.64.37 / 2021-11-15
// Performance (full period)
// Fitness: 4,141,831.32
// Net Profit: 44,727
// Commission (in $): -2,898
// Drawdown: -5,979.5
// Avg Trade: 92.6
// Percent Profitable: 54.24
// Pearson: 0.883
// Profit Factor: 1.71
// Trades Count: 483
// Net Profit / -Drawdown: 7.48
#region Using declarations
using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Windows;
using System.Windows.Input;
using System.Windows.Media;
using NinjaTrader.Cbi;
using NinjaTrader.Gui;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Gui.SuperDom;
using NinjaTrader.Data;
using NinjaTrader.NinjaScript;
using NinjaTrader.Core.FloatingPoint;
using NinjaTrader.NinjaScript.Indicators;
using NinjaTrader.NinjaScript.DrawingTools;
using System.Xml.Serialization;
using NinjaTrader.NinjaScript.AddOns;
using System.IO;
#endregion
namespace NinjaTrader.NinjaScript.Strategies
{
public class GSB202111261524070656362PtTW : Strategy
{
// If the statement below does not compile, please import the latest script file from C:\GSB\GSB (Managers)\NinjaTrader8
Code\GSB_Scripts_2021_10_15.zip
int GSB_Scripts_Version = LibGSB.GSB_Scripts_2021_10_15;
// Inputs
int i1Data = 0;
double i1numAtrs = -1.5;
int i2Data = 0;
int i2stockLength = 21;
double i1Weight = 0;
double i2Weight = 0;
double entryParams = 0;
double stopLossCurrency = 2000;
double stopLossCurrencyEntryCheckRatio = 1;
double profitTargetCurrency = 3000;
// Variables
string id = "20211126_152407_065636_2PtTW";
string debugScriptPath = @"C:\GSB\Data\Debugs\20211126_152407_065636_2PtTW.nt8.mgr.bktst.txt";
int dateYmd = 0;
int timeHms = 0;
int timeHm = 0;
bool isSessionOpen = false;
bool hasBarsRequiredToTrade = false;
int nthDay = 1;
DateTime lastDate = DateTime.MinValue;
int daysCount = 0;
int weekDay = 0;
double result = 0d;
double sfResult = 0d;
int decision = 0;
int sfDecision = 0;
LibGSB.GSB_EntriesToday entriesToday = new LibGSB.GSB_EntriesToday(2);
int BSE = 1;
double zs = 0.0000000001;
DateTime? entryTime = null;
// Indicators variables
LibGSB.KeltnerChannel i1;
double v1;
List l1;
LibGSB.GSB_Norm4 n1;
double vn1;
double vCross1;
LibGSB.Stochastic i2;
double v2;
List l2;
LibGSB.GSB_Norm4 n2;
double vn2;
double vCross2;
LibGSB.GSB_Cross2 cross1;
LibGSB.GSB_Cross2 cross2;
LibGSB.GSB_DecisionCross2 decI;
// Methods
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"";
Name = "GSB202111261524070656362PtTW";
Calculate = Calculate.OnBarClose;
EntriesPerDirection = 1;
EntryHandling = EntryHandling.AllEntries;
IsExitOnSessionCloseStrategy = true;
ExitOnSessionCloseSeconds = 30;
IsFillLimitOnTouch = false;
MaximumBarsLookBack = MaximumBarsLookBack.TwoHundredFiftySix;
OrderFillResolution = OrderFillResolution.Standard;
Slippage = 0;
StartBehavior = StartBehavior.WaitUntilFlat;
TimeInForce = TimeInForce.Gtc;
TraceOrders = false;
RealtimeErrorHandling = RealtimeErrorHandling.StopCancelClose;
StopTargetHandling = StopTargetHandling.PerEntryExecution;
BarsRequiredToTrade = 500;
// Disable this property for performance gains in Strategy Analyzer optimizations
// See the Help Guide for additional information
IsInstantiatedOnEachOptimizationIteration = true;
i1length = 117;
}
else if (State == State.Configure)
{
// Extra data series
}
else if (State == State.DataLoaded)
{
// Indicators initialization
i1 = new LibGSB.KeltnerChannel(i1length, i1numAtrs);
l1 = new List();
n1 = new LibGSB.GSB_Norm4(100);
i2 = new LibGSB.Stochastic(i2stockLength);
l2 = new List();
n2 = new LibGSB.GSB_Norm4(100);
cross1 = new LibGSB.GSB_Cross2(i1Weight);
cross2 = new LibGSB.GSB_Cross2(i2Weight);
decI = new LibGSB.GSB_DecisionCross2();
}
}
protected override void OnBarUpdate()
{
if (BarsInProgress != 0)
{
return;
}
// Date YMD, Time HMS, and Day of week
dateYmd = ToDay(Time[0]);
timeHms = ToTime(Time[0]);
timeHm = int.Parse(Time[0].ToString("HHmm"));
weekDay = (int)Time[0].DayOfWeek;
// Is-Session-Open
isSessionOpen = (weekDay == 1 && timeHm > 1300 && timeHm < 1900) || (weekDay == 2 && timeHm > 1300 && timeHm < 1900) || (weekDay == 3 && timeHm >
1300 && timeHm < 1900) || (weekDay == 4 && timeHm > 1300 && timeHm < 1900) || (weekDay == 5 && timeHm > 1300 && timeHm < 1900);
// BarsRequiredToTrade (MaxBarsBack)
hasBarsRequiredToTrade = CurrentBars.All(cb => cb >= BarsRequiredToTrade);
// Calculate indicators
v1 = i1.Calc(CurrentBars[i1Data], Highs[i1Data], Lows[i1Data], Closes[i1Data]);
v2 = i2.Calc(CurrentBars[i2Data], Highs[i2Data], Lows[i2Data], Closes[i2Data], "SlowK");
// Calculate norm indicators
l1.Insert(0, v1);
vn1 = n1.Calc(CurrentBars[i1Data], l1, 13);
l2.Insert(0, v2);
vn2 = n2.Calc(CurrentBars[i2Data], l2, 13);
// Calculate result and decision
vCross1 = cross1.Calc(vn1);
vCross2 = cross2.Calc(vn2);
decision = decI.Calc(vCross1, vCross2, 0, 0, 0, 2, 6000);
// Exit Stop Loss
SetStopLoss(CalculationMode.Currency, stopLossCurrency);
// Exit Profit Target
SetProfitTarget (CalculationMode.Currency, profitTargetCurrency);
// Entry-filter check
if (true
&& (timeHms >= 130000 && timeHms <= 190000)
&& isSessionOpen
&& hasBarsRequiredToTrade)
{
// Buy/Sell
if ((decision == 1 || decision == 2))
{
if (entriesToday.Check(Time[0].Date))
{
if (Position.MarketPosition == MarketPosition.Flat)
{
EnterLong(1, "Long Entry");
entriesToday.Update(Time[0].Date);
}
else if (Position.MarketPosition == MarketPosition.Short && BarsSinceEntryExecution() > BSE)
{
EnterLong(1, "RevToLong");
entriesToday.Update(Time[0].Date);
}
else if (Position.MarketPosition == MarketPosition.Long && BarsSinceEntryExecution() > BSE)
{
EnterLong(1, "AddOnLong");
}
}
else
{
ExitShort("SX-Short Exit", string.Empty);
}
}
else if ((decision == -1 || decision == 2))
{
if (entriesToday.Check(Time[0].Date))
{
if (Position.MarketPosition == MarketPosition.Flat)
{
EnterShort(1, "Short Entry");
entriesToday.Update(Time[0].Date);
}
else if (Position.MarketPosition == MarketPosition.Long && BarsSinceEntryExecution() > BSE)
{
EnterShort(1, "RevToShort");
entriesToday.Update(Time[0].Date);
}
else if (Position.MarketPosition == MarketPosition.Short && BarsSinceEntryExecution() > BSE)
{
EnterShort(1, "AddOnShort");
}
}
else
{
ExitLong("LX-Long Exit", string.Empty);
}
}
}
}
protected override void OnOrderUpdate(Order order, double limitPrice, double stopPrice, int quantity, int filled, double averageFillPrice,
OrderState orderState, DateTime time, ErrorCode error, string comment)
{
switch (order.Name)
{
case "Long Entry":
case "Short Entry":
case "RevToLong":
case "RevToShort":
case "AddOnLong":
case "AddOnShort":
switch (orderState)
{
case OrderState.Filled:
entryTime = time;
break;
case OrderState.Initialized:
entryTime = null;
break;
}
break;
}
}
#region Properties
[NinjaScriptProperty]
[Range(1, int.MaxValue)]
[Display(ResourceType = typeof(Custom.Resource), Name="i1length", Description="i1length", Order=0, GroupName="NinjaScriptStrategyParameters")]
public int i1length
{ get; set; }
#endregion
}
}
// Hash (DO NOT CHANGE)
// In order to restore the system that generated this script, save the full script as a .gsbscript file and load it from GSB (just like .gsbsystem and
.gsbsystemz files).
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admin
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@REMO755, how long does that take?
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Flyloopz
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Hi REMO,
I notice it appears to take about 10 minutes time to run 31 iterations of 30Minute bars for Jan 1, 2021 thru current in the strategy analyzer. If I
set up a workspace in NT similar to that and add a GSB strategy, I can then hit F5 "Refresh NinjaScript" and that whole refresh completes in about 1
second or less. But based upon the Strategy Analyzer screen progress bar you show that takes about 20 seconds per iteration so 20 times longer than
the F5 refresh. I would guess you likely also have the 1 second refresh time. Therefore, my conclusion is it is Strategy Analyzer where the issues
are and not with the GSB strategy. I have doubts NinjaTrader will be responsive to improving this right away. Myself, I don't use the Strategy
Analyzer at all. Even when it runs, I question the results. I have better luck manually changing the parameters and refreshing.
Here are a couple NinjaTrader Forum links where users were having issues running Strategy Analyzer and NinjaTraders suggestions and recommendations:
https://ninjatrader.com/support/forum/forum/ninjatrader-8/pl...
https://ninjatrader.com/support/forum/forum/ninjatrader-8/st...
FYI, Jim
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REMO755
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| Quote: Originally posted by Flyloopz | Hi REMO,
I notice it appears to take about 10 minutes time to run 31 iterations of 30Minute bars for Jan 1, 2021 thru current in the strategy analyzer. If I
set up a workspace in NT similar to that and add a GSB strategy, I can then hit F5 "Refresh NinjaScript" and that whole refresh completes in about 1
second or less. But based upon the Strategy Analyzer screen progress bar you show that takes about 20 seconds per iteration so 20 times longer than
the F5 refresh. I would guess you likely also have the 1 second refresh time. Therefore, my conclusion is it is Strategy Analyzer where the issues
are and not with the GSB strategy. I have doubts NinjaTrader will be responsive to improving this right away. Myself, I don't use the Strategy
Analyzer at all. Even when it runs, I question the results. I have better luck manually changing the parameters and refreshing.
Here are a couple NinjaTrader Forum links where users were having issues running Strategy Analyzer and NinjaTraders suggestions and recommendations:
https://ninjatrader.com/support/forum/forum/ninjatrader-8/pl...
https://ninjatrader.com/support/forum/forum/ninjatrader-8/st...
FYI, Jim
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Hello,
In this I totally disagree with you.
Strategy Analyzer 4 times faster than TS in any strategy.
Also, this only happens when you optimize a GSB strategy parameter.
What do you mean by questioning the strategy analyzer data, I don't understand this?
4 seconds 125 interactions
At TS you can sit down and have a red wine.
31 GSB strategy interactions 8 minutes, the problem is not the optimizer, I think the code stops at some point in the library path.
Great strides are being made in gsb + nt integration, why can't something need to be improved?
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Flyloopz
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Hi Remo,
I am going to do some additional testing and will post back when I have those results. As far as questioning the Strategy Analyzer, some time ago
when testing Strategy Analyzer, if I noted the results of a certain parameter set and plugged those parameters back into my strategy and then ran a
backtest of that strategy. If I recall correctly, the results did not match the results Strategy Analyzer reported for those identical parameters.
Anyway, I don't recall the details of what I was testing at the time. This is easy to check of course.
Jim
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REMO755
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| Quote: Originally posted by Flyloopz | Hi Remo,
I am going to do some additional testing and will post back when I have those results. As far as questioning the Strategy Analyzer, some time ago
when testing Strategy Analyzer, if I noted the results of a certain parameter set and plugged those parameters back into my strategy and then ran a
backtest of that strategy. If I recall correctly, the results did not match the results Strategy Analyzer reported for those identical parameters.
Anyway, I don't recall the details of what I was testing at the time. This is easy to check of course.
Hello,
Too easy,
1) take the GSB code and optimize the parameter ---- 31 interactions
2) Take a strategy and optimize 2 parameters --- 125 interactions.
CONCLUSIONS:
1) GSB code> 8 minutes = 31 interactions
2) NT code <0.004 seconds = 125 interactions
Something is possible to improve in the library, I suppose?
I have been using NinjaTrader for many years, I have never seen what you say, I have managed capital with NinjaTrader, I have never had problems as
you say.
Jim |
Hello,
Too easy,
1) take the GSB code and optimize the parameter ---- 31 interactions
2) Take a strategy and optimize 2 parameters --- 125 interactions.
CONCLUSIONS:
1) GSB code> 8 minutes = 31 interactions
2) NT code <0.004 seconds = 125 interactions
Something is possible to improve in the library, I suppose?
I have been using NinjaTrader for many years, I have never seen what you say, I have managed capital with NinjaTrader, I have never had problems as
you say.
I should try it first and then your opinion, don't you think?
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admin
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Any other NT users going to comment on this? I have had no other users ever complain about this issue
GSB code could be slower as all indicators are normalized, but that should not be of the magnitude of 0.004 seconds to 8 minutes
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Flyloopz
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Hi Remo,
I am still working on this. I have tried a few things that NT recommends with no improvement. There is a difference with GSB and now I will try to
see if I can identify a cause with some debugging work.
FYI,
Jim
Thanks received (1):
+1 REMO755 at 2021-12-07 10:56:45
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B.Wooster
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Hello NinjaTrader enthusiasts,
Running GSB 1.0.64.80 (2022-04-09) I have restricted the indicator set to only those 72 that are Ninja compatible.
I am generating strategies, but there is no Ninja code. I'm only seeing TS and MC script. Any ideas how to fix this?
For exits, I have MOC=False, Exit on Close Mode = GSB, MOC On Losing Position = False, and MOC on CloseD(1) = False.
I also tried it with Exit On Close Mode = NinjaScript, but still got no script output.
I saw a mention that some optimization settings were not compatible with NinjaScript. Could someone let me know which ones specifically to adjust?
Thank you!
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admin
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@B.Wooster
under tools, target platform try and set output to NT
what you tried should have worked, as long as exit on close mode was not set to TS
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B.Wooster
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> under tools, target platform try and set output to NT
Thanks, that worked.
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REMO755
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Hello,
How is working with NT?
Where is the latest version?
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admin
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Remo,
do you have GSB resource manager running?
latest version is 65.56
NT features are improving but lagging TS and MC
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REMO755
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Hello,
Do all 3 modes work?
Cross
AnyIndicatorCross
compare 2
What indicators work?
List of indicators that work with NT8?
In the past I wasted a lot of time and could never do anything.
Thank you.
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admin
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@remo,
all indicators state if they work with ts mc / nt
you will have to go through and check each one.
see this
The list of indicators changes a lot regularly in that more are added, and missmatch issues are fixed.
A great deal of time has gone into this for the last 2 months. I have a full time programmer dedicated to this task.
Apologies but NT platform work is done after TS/MC and has lagged more than I would have liked.
Thanks received (1):
+1 REMO755 at 2023-04-21 19:32:09
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REMO755
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Hello,
You always say that everything is fine with NT but there are always bugs.
Elementary errors appear from the very beginning.
How do I resolve the usage policy issue?
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admin
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@REMO755, I will ask the NT programmer about this.
did you load GSB_NinjaScript_2022_06_22
its in c:\gsb\Supplementary Scripts (TS & MC)\
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admin
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@REMO755, I will get the NT support person to contact you.
Thanks received (1):
+1 REMO755 at 2023-04-24 02:22:44
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erlendsolberg
Junior Member
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Hi
I am trying to compile a ninjasript, but I believe I am missing the latest Ninjatrader library. The generated code says:
// If the statement below does not compile, please import the latest script file from C:\GSB\Supplementary Scripts (TS & MC)\NinjaTrader8
Code\GSB_Scripts_2023_10_18.zip int GSB_Scripts_Version = LibGSB.GSB_Scripts_2023_10_18;
The zip-file is not present in the folder mentioned above, even though I am running the latest manager. Can I dowload the file somewhere?
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admin
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@erlendsolberg
here
it should be in c:\gsb\Supplementary Scripts (TS & MC)
there are a number of NT fixes in the next build with lots more to come
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Thanks received (1):
+1 erlendsolberg at 2023-11-21 20:24:11
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REMO755
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| Quote: Originally posted by admin | @erlendsolberg
here
it should be in c:\gsb\Supplementary Scripts (TS & MC)
there are a number of NT fixes in the next build with lots more to come
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Hello,
When will Ninja work with GSB?
It never worked.
Is the usage directive missing? What is this?
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