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admin
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@tradingprice
1) this should be zero, but is 2 in my current testing which is not a deliberate change.
I dont expect it make a significant change in results and will revert back to 0 in my next testing
2) Sf shown is normalized closetohighlow3 which is one of the most common sf. GSB code in most cases is long short symmetrical. Its rare for me to go
long or short only.
3) I think thats correct
next week I am going to do a bit of work on gold as a test of bar intervals
Im not using the cloud till at least monday Australian time
Thanks received (1):
+1 TradingPrice at 2023-03-10 13:09:34
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SwedenTrader
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Energy
I have been trying a couple of new markets with the latest NQ methodology.
@US was very hard and i will pause it for now.
@RB was a bit easier. Will try some different sessions also, and in the end check the correlation to the @NG systems.
Since @RB works i belive it could go well with @HO also. They all have OK liquidity and i belive one can find low correlated systems within the energy
markets.
When admin uploads the latest methodology of @NG whe can try if that also can be better than the @NQ methodology on the other energy symbols also.
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admin
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@us works poorly.
Energies likely ok, but the secondary filter to use is one of the first things to look at. Likely closedlessclose normalized is first to consider.
It's been years since I looked at the other markets so don't remember much more
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admin
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@us works poorly.
Energies likely ok, but the secondary filter to use is one of the first things to look at. Likely closedlessclose normalized is first to consider.
It's been years since I looked at the other markets so don't remember much more
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SwedenTrader
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Do you mean to manually choose SF indicator in the Genetic algorithm instead of optimizing it ? Regarding energy markets ?
Another question also regarding @NK anybody tested this market in GSB ? I read the part about sessions, not sure if understood but results will show
=)
Quote: Originally posted by admin  | @us works poorly.
Energies likely ok, but the secondary filter to use is one of the first things to look at. Likely closedlessclose normalized is first to consider.
It's been years since I looked at the other markets so don't remember much more |
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admin
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sf should always be chosen manually, then run all your tests, and compare to the next sf.
Some users have done all these tests on many markets inc the energies, but im not sure the results
It would save you a lot of work to have this from those who have done it before
comments from others welcome
I dont know anyone has done @nk
Im back from NZ and back into things now.
I got a comment that I should be trying larger intervals, ie 75 minutes etc
so im doing 4 more tests on nq so see if there is merit in the proposal.
Those who contributed, please fire up your cloud workers to speed this up
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admin
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Just an update.
I spent much of the week on the bar interval research. Extremely human time consuming task. Slowed down a lot as I got food poisoning on sunday. Today
I am significantly better, so expect more rapid recovery from here.
A lot of work has been done on indicator matching, with many issues coming down to TS closed reporting -1 before the first 500 bars.
The Getdiff tool to compare GSB vs TS results has also been significantly refined.
Been a tough 2 months of trading but seeing some good signs, like a GC system at new highs
The current beta build looks to be running well, and I would normally release it except that anyone who stays on the old build will loose all cloud
power apart from thier own workers.
Hence Im delaying till I get some more fixes
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ChuckNZ
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I'm mostly asking this question to improve my understanding of the cloud processing. Is it possible that you could run some 310 cloud workers and
some 530 workers? Would it work? Would it make more users happy?
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admin
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Hi Chuck,
I understand why you ask.
There are only 3 users + you on this build. For me to run multiple versions would mean manual update and config on each machine, and again manual
updates on every new build.
Thats time consuming and stops me doing things more productive for all users
Plus my own cloud is still tied up on indicator testing.
Im getting fairly frequent updates and keen to wait till i get updated indicator match check before I push out the build.
However once I do, I will likely leave one server wiht a few workers for what will be the old build
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TwntySQ
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Hi!
General Q regarding WF and robustness testing.
Is this video still valid for robustness testing and system selection? What has cahnged? Is the macros different today then what the where in this
video?
Cheers!
https://www.youtube.com/watch?v=6bPAvyMXIwA&t=422s
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admin
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@TwntySQ
this video is 3 years old. Thats a long time, especially by GSB standards.
The GSB documentation is generaly current, videos are not. Videos are almost impossible to update, the docs are easy to update.
Things can be learnt from the video, but the info and methadolgy are out of date.
IE Numerous GSB users tested random noise, other bar intervals as verification, and thought it was not useful
This is a good place to start
https://trademaid.info/gsbhelp/Methodology.html
Thanks received (1):
+1 TwntySQ at 2023-04-10 06:22:58
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portfolioquanttrader2020
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I made these videos in Spanish, but you can translate subtitles:
https://www.youtube.com/watch?v=RJdCDpZeB0I&t=3s
https://www.youtube.com/watch?v=vhI30fRH5Wo&t=590s
https://www.youtube.com/watch?v=Wdye9_1rPkk&t=375s
If you need help, I could help you
Thanks received (2):
+1 TwntySQ at 2023-04-10 12:28:01 +1 admin at 2023-04-10 00:55:46
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REMO755
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thanks for the videos
A GSB course would be of great help.
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REMO755
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Hello,
Select whatever systems gave the highest stats from the top 250, or top astab-c 90, or top vss 91
Where do I find the Macro to do this?
top astab-c 90, o top vss 91, ¿qué significa esto?
Thanks.
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admin
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there is a maco to put top systems in fav A B C D
there is not a macro to select the top in fav a b c d. THis is your job.
I like astab and rstab, but have zero faith in vss scores
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Daniel UK1
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| Quote: Originally posted by REMO755 | Hello,
Select whatever systems gave the highest stats from the top 250, or top astab-c 90, or top vss 91
Where do I find the Macro to do this?
top astab-c 90, o top vss 91, ¿qué significa esto?
Thanks. |
A good tip that will serve you well, is... take all systems after your process (that needs to be sound) from A, create families from all... WF all
systems in family 1-5.. pick from families that have most systems with WF stab over 70 preferably ... you want the families with highest
stabilty... all systems should have similar metrics.. then review WF runs for all sytems, and look for nice and stable WF per year OOS... then
test systems, in similar markets, you want profitability, not much but positive, then take same system run on random ticks generated data, 5,10, 15,
see how they cope... make sure you have saved at least 6-12 months of unseen data.. so when you transfer to platform, you have 6-12 month of unseen
data, that hopefully your system passes... so forget the existing macros, understand what the macros does though and the gsb process from Peter, then
create you own macros, dont use other peoples macro, no bueno
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REMO755
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| Quote: Originally posted by Daniel UK1 | | Quote: Originally posted by REMO755 | Hello,
Select whatever systems gave the highest stats from the top 250, or top astab-c 90, or top vss 91
Where do I find the Macro to do this?
top astab-c 90, o top vss 91, ¿qué significa esto?
Thanks. |
A good tip that will serve you well, is... take all systems after your process (that needs to be sound) from A, create families from all... WF all
systems in family 1-5.. pick from families that have most systems with WF stab over 70 preferably ... you want the families with highest
stabilty... all systems should have similar metrics.. then review WF runs for all sytems, and look for nice and stable WF per year OOS... then
test systems, in similar markets, you want profitability, not much but positive, then take same system run on random ticks generated data, 5,10, 15,
see how they cope... make sure you have saved at least 6-12 months of unseen data.. so when you transfer to platform, you have 6-12 month of unseen
data, that hopefully your system passes... so forget the existing macros, understand what the macros does though and the gsb process from Peter, then
create you own macros, dont use other peoples macro, no bueno
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Thanks.
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admin
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@REMO755, thanks for the thank you. there is a thank button at the end of each post you can click on
Thanks received (1):
+1 REMO755 at 2023-04-21 03:17:32
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admin
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A pivot table of the results of the bar interval tests is in the private pcloud link
This info is only for those who contributed to the massive project.
There may be updates to this table in the next week, and a summary written by me.
This research project was massive in the amount of my time & CPU power (thanks to all who helped)
Thanks received (3):
+1 TradingPrice at 2023-05-02 19:05:49 +1 BlackBox at 2023-04-28 20:29:03 +1 TwntySQ at 2023-04-28 00:14:39
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admin
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This is for advanced users. If you dont understand it, then ignore this post.
Chuck proposed working on specific indicator lengths early in the build process
then changing custom parameters
PercentR was the most common indicator used for nq
I made 4 lengths of percentR, with overlaps in the length
the bottom line is tests are inconclusive, but thats using only 1 indicator.
Regardless im tempted to pursue this concept.
had I done all indicators, using the top 10 would bias us to use more of the indicators that have multiple lengths, as they are treated as separate
indicators
the test does show that longer lengths that what gsb uses are valid too
two spread sheets
one standard percent
one only with the 4 different lengths
all we care about is what indicators are used
and the stats in f an bcd
Bottom line is results not conclusive, but shows also how indicator lengths could be increased as percentrvlong was as popular as percentrShort
Attachment: Login to view the details
Attachment: Login to view the details
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TwntySQ
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Hi Peter,
Have upgraded my Pc from 16gb to 128gb and would really like to contribute to your projects and upcoming projects.
How can i contribute?
Thanks for the effort in this projects.
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admin
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@TwntySQ
email me your share key
simple to do share key of your email.number ie 3456
go into your c:\gsb\worker, and go to share key, then save.
kill all workers and restart
Im not sure when im doing the next community project, but will advise on the forum
great to have more ram
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portfolioquanttrader2020
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hello peter
I would like you to include the COT (Traders Commitment Indicator) in the builder
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portfolioquanttrader2020
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hello peter
I would like you to include the COT (Traders Commitment Indicator) in the builder
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admin
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@portfolioquanttrader2020
can you remind me how this works?
We had it on a gold system years back and I remember it was very problmiatic.
I think it gave an error until chart was turned on a second time
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