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admin
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@daniel, it needs to be diagnosed first as there are mutiple possible causes for this. SOme of the causes are incredibly hard to fix as we dont have
the internal tools in GSB to diagnose it.
Unrelated, exit descriptions are updated
https://trademaid.info/gsbhelp/Exitmodes.html
Thanks received (1):
+1 Daniel UK1 at 2023-04-25 01:19:04
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admin
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@chuck,
thats very interesting
sorting them in fitness, makes is really fast to see if one changes when you click on it.
will overide original settings, changing dates , nth to the identical settings, but then doing a recalc might save you having to click on each system
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admin
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@chuck
programmer is looking into your observation. There is no way I can imagine this would be the cause, but in life the UN-imaginable happens often
enough.
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ChuckNZ
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Update on metric discrepancy between original and final
I have now generated 7,000+ strategies and not a single discrepancy between initial metrics and final metrics after scrolling (or otherwise forcing
re-calc).
This was achieved by disabling the two indicators mentioned below. I am keen to use those two indicators, so I'm hoping that they can be fixed.
Quote: Originally posted by ChuckNZ  | I have devoted several more hours to this project and, perhaps, came up with something of interest.
If I remove these two indicators (CloseOverLowestLow and CloseLessLowestLow) the problem goes away.
Here's what I have done to prove this to be true:
1. Removed the two indicators
2. Run GSB and generate 600 strategies.
3. Highlight them all and send them to statistics A
4. Scroll through the strategies (3 times)
5. Highlight them all again and send them to statistics B
6. Statistics A and B agreed.
Please let me know if my test sounds valid. I will now run the same test on a couple thousand strategies. |
Thanks received (1):
+1 Bruce at 2023-04-25 23:37:53
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admin
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Awesome work Chuck. While i dont dispute the facts, I have no idea how 2 indicators can change values once the systems used are clicked on. Hopefully
the programmer will sort out whats going on.
Its also surprising that the highestHigh variants dont have the same issue.
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ChuckNZ
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Hi Peter... I will be looking forward to a solution to the problem because those two are excellent performers. Of course, they might not be so good
once they are "fixed".
As to why the HighestHigh variants aren't performing incorrectly, I'm not using them because they weren't in my preferred indicator list for any
instrument.
Over the next week, I will undertake to do the tedious task of checking every indicator, one at a time. It's simple enough, just time consuming.
It's the kind of thing that I do well and we all want precise indicators.
| Quote: Originally posted by admin | Awesome work Chuck. While i dont dispute the facts, I have no idea how 2 indicators can change values once the systems used are clicked on. Hopefully
the programmer will sort out whats going on.
Its also surprising that the highestHigh variants dont have the same issue. |
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ChuckNZ
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Peter.... FYI.... CloseOverHighestHigh also fails.
| Quote: Originally posted by ChuckNZ | Hi Peter... I will be looking forward to a solution to the problem because those two are excellent performers. Of course, they might not be so good
once they are "fixed".
As to why the HighestHigh variants aren't performing incorrectly, I'm not using them because they weren't in my preferred indicator list for any
instrument.
Over the next week, I will undertake to do the tedious task of checking every indicator, one at a time. It's simple enough, just time consuming.
It's the kind of thing that I do well and we all want precise indicators.
| Quote: Originally posted by admin | Awesome work Chuck. While i dont dispute the facts, I have no idea how 2 indicators can change values once the systems used are clicked on. Hopefully
the programmer will sort out whats going on.
Its also surprising that the highestHigh variants dont have the same issue. |
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admin
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@chuck, well thats interesting. thank you for all your efforts
you could try setting indicators to only1, with metrics that will allow any system of say a 100 trades through regardless of other performance metrics
this would make the job of checking faster.
If you dont get all indicators in that list, change indicators to 2.
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ChuckNZ
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I'm essentially doing what you suggest. I am testing one indicator at a time, forced, with low minimum performance requirements.
Unfortunately, I can't devote all of my time to it, as I'm doing about 30 trades each day that require a bit of monitoring. I'm checking them in
order of how often I use them.
By the way, I am getting good results with the VWAP indicators, albeit with a low number of trades. 100% win rate, but not enough trades to call it
statistically meaningful.
| Quote: Originally posted by admin | @chuck, well thats interesting. thank you for all your efforts
you could try setting indicators to only1, with metrics that will allow any system of say a 100 trades through regardless of other performance metrics
this would make the job of checking faster.
If you dont get all indicators in that list, change indicators to 2.
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admin
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Im grateful for your help. While i can do all this testing, if thats the case it will take me a while to get to it with lots of other time pressures.
I have added percentR of 4 ranges of length as a test, to test your custom inidcator range ideas
I choose percentR as it was the most popular NQ indicator
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Daniel UK1
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| Quote: Originally posted by ChuckNZ | I'm essentially doing what you suggest. I am testing one indicator at a time, forced, with low minimum performance requirements.
Unfortunately, I can't devote all of my time to it, as I'm doing about 30 trades each day that require a bit of monitoring. I'm checking them in
order of how often I use them.
By the way, I am getting good results with the VWAP indicators, albeit with a low number of trades. 100% win rate, but not enough trades to call it
statistically meaningful.
Happy you are getting good results with vwap, will start to do some testing with this myself soon, which markets are you testing it on, and what type
of setup... like using targets stops, dynamic, timeframe ?
| Quote: Originally posted by admin | @chuck, well thats interesting. thank you for all your efforts
you could try setting indicators to only1, with metrics that will allow any system of say a 100 trades through regardless of other performance metrics
this would make the job of checking faster.
If you dont get all indicators in that list, change indicators to 2.
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Daniel UK1
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@Peter. a question, I was going to test targets on GC markets, normally i am not using that, but, i cant understand the logic of the trailing" part,
(if it trails it can never be hit ?) can you please explain the working logic please of the two trailing targets here with words.
Also, where is the value set for the targets ? target field further below in gui is normally a dollar value, so when you chose atr trailing what value
is used ? and "trailing target" what decides the "trailing parameters" ..
Imho this is very confusing.
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brk
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Getting Exceptions since upgrade to 65.56
This past week I've been getting exceptions during the build. It started when I would click on a system in the list while building, but then I
figured not to disturb it and let it run again (from start), but I still get the exceptions.
I get a System.NullReferenceException and a System.IndexOutOfRangeException. I get it pretty much every time I do a run now. I've restarted,
rebooted, no help.
It still seems to operate after the exceptions, but suspicious of the results.
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ChuckNZ
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I'm also getting frequent exceptions after going months without seeing any. If I get 3-4 exceptions in 20,000 to 30,000 strategies, I'm not
particularly worried. but does it possibly invalidate some of the other results?
| Quote: Originally posted by brk | This past week I've been getting exceptions during the build. It started when I would click on a system in the list while building, but then I
figured not to disturb it and let it run again (from start), but I still get the exceptions.
I get a System.NullReferenceException and a System.IndexOutOfRangeException. I get it pretty much every time I do a run now. I've restarted,
rebooted, no help.
It still seems to operate after the exceptions, but suspicious of the results. |
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ChuckNZ
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Junior Member?
It's not a big deal, but at 80 years of age and 62 years of computerised trading, I wonder how long I will continue to be a "Junior Member"? I might
not live long enough to go to the next step (LOL).
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brk
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Exceptions (again)
So I'm getting the exceptions every time. I try not to click on the Manager list, because that typically causes an exception. But now I see besides
the NullReferenceExceptions and index outside bounds of array ones, I see another:
System.InvalidOperationException: Sequence contains no elements at System.Linq.Enumerable.First[TSource](...)
It seems this didn't start until the update.
I am using the Beta version. I guess I should try this again with the Purchased version.
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admin
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@brk
try loading some default opt settings.
beta should not affect this. If stuck then we can do anydesk.com session
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brk
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I just got back to my desk to review the run from 1am. I sorted by fitness and the top row that had the highest fitness then jumped to zeros on all
data, and got 2 more (new) exceptions:
System.Exception: Custom indicator not found (price data: GC.1.minte...)
which is strange as I don't have *any* custom indicators. It even shows 0 {Main: 0, SF: 0, TF:0} / 0 indicators on the left.
then the next exception right after that was:
System.Collections.Generic.KeyNotFoundException: The given key was not present in the dictionary.
So it looks like its looking for custom indicators for which I have none.
edit: so it looks like when I click on almost any of the items in the list, I get those same exceptions.
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admin
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@brk, what version are you on? Likely I should look at this via anydesk.com
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Daniel UK1
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| Quote: Originally posted by Daniel UK1 | @Peter. a question, I was going to test targets on GC markets, normally i am not using that, but, i cant understand the logic of the trailing" part,
(if it trails it can never be hit ?) can you please explain the working logic please of the two trailing targets here with words.
Also, where is the value set for the targets ? target field further below in gui is normally a dollar value, so when you chose atr trailing what value
is used ? and "trailing target" what decides the "trailing parameters" ..
Imho this is very confusing.
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@Peter, any feedback on this ?
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admin
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@daniel, sorry missed your question
are you talking intra day trading, or long term.
trailing is not good intra day, but long term trading might help.
Ive never used the trailing logic, but assume its atr based.
I would edit the ts code and view it. Sorry not more helpful, but I know nothing about it.
if stuck chase me again
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Daniel UK1
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| Quote: Originally posted by admin | @daniel, sorry missed your question
are you talking intra day trading, or long term.
trailing is not good intra day, but long term trading might help.
Ive never used the trailing logic, but assume its atr based.
I would edit the ts code and view it. Sorry not more helpful, but I know nothing about it.
if stuck chase me again |
Hi @Peter, thanks for your reply.
I dont have any preference on the style of trading, this is a question about the logic of the setting/function, its also of less importance if its
good or not..
I am just wondering about the following, in order to be able to complete tests using the setting, since it exist in GSB I assume it must have been put
in place for a reason and with an intention ?
Apart from not understanding how you can trail a target, (at least so it make sense),
Where in GSB do I alter the variables for the trail ? it must have a variable ?
"Also, where is the value set for the targets ? target field further below in gui is normally a dollar value, so when you chose atr trailing what
value is used ? and "trailing target" what decides the "trailing parameters" ..
"
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admin
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@daniel
I built some systems using atr stop.
the parameters are chosen by GA
not sure what the range is,
It doesnt really matter what it as as GA will use what it finds to be the best value.
Some features are added to GSB because people want them, not because I will ever use them.
There are issues like ga may find the best value is one so large, it never hits. (highly likely)
this is the logic for long. Its trailing the max of (entry price-slpoints, close-slpoints)
slPnts = MinList(slMaxPointsPerContract / (IFF (CurrentContracts <> 0, CurrentContracts, 1)), slPoints);
Switch mp
Begin
Case 1:
slLongPrice = MaxList(slLongPrice, GSB_Round(Close - slPnts));
Case -1:
slShortPrice = MinList(slShortPrice, GSB_Round(Close + slPnts));
Case 0:
slLongPrice = GSB_Round(Close - slPnts);
slShortPrice = GSB_Round(Close + slPnts);
End;
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ChuckNZ
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VWAP and grains
I was quite excited when Peter added several VWAP indicators to GSB. But then I found them to be quite useless when working on stock index futures.
I spent the last three days delving into the grains, corn in particular. I was amazed at how well the VWAP indicators perform with the grains. The
best one seems to be VWAPV2LessOpenD0.
Many of the other indicators are working well with corn, but I have dramatically changed the parameter space where GSB is looking. GSB makes it very
easy to research parameter space.
Just sharing my findings.
Thanks received (4):
+1 BlackBox at 2023-05-02 13:23:35 +1 TradingPrice at 2023-05-02 04:10:34 +1 admin at 2023-05-02 02:33:40 +1 Ketil at 2023-05-01 15:48:37
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BlackBox
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Restore a system with hash
How / Where can I restore a system back in GSB with a generated hash
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