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admin
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@blackbox
copy and paste the hash into notepad
save as abc.gsbscript in C:\gsb\Data\Saved Systems
in your system grid, right click and load... point to file
Thanks received (1):
+1 BlackBox at 2023-05-02 13:19:56
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Daniel UK1
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Quote: Originally posted by ChuckNZ  | 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. |
Hi there, Thanks for sharing, did you find the vwap working on S (soy) future contracts you mean, and was it intraday or swing ? could you please
share an example equity curve over time ? I did lots of work on S, and traded it for afew years, but market turned sour on my intraday systems.. so
very much interested to see the difference in the equity curve.
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Alitz
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Hi Peter,
I have a quick question, If I get a license of GSB from a friend
who has retired from trading can I pay the yearly support subscription
to have access to private forums? Will you transfer the license
to my profile?
Thanks
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brk
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TS data - GC doesn't match supplied GSB data
I was looking at your included GC.1.minute.200611.CentralUSATime.tick data file included with GSB in the Data directory.
It looks like your data matches macrotrends.net at around $940 but I pull up a TradeStation chart and the data shows @GC never going below $1030.
So should I be building systems with TS data or where can I find reliable data?
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admin
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@brk. I think TS data is excellent. Exception being tick data. The data is back adjusted to adjust for contract rollover every x months, so will
always have price shift due to this. Likely you are seeing something that is not a problem.
Many times I see this when i do deep level matchs checks in gsb, and though the price is different, volume identical and indicator values derived from
data are correct
Thanks received (1):
+1 brk at 2023-05-22 17:54:12
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Daniel UK1
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@peter, banging my head against the wall trying to deal with all these indicators that does not match, its really causing so much issues, Nick gave me
a list of indicators that does not match for GC that i need to remove, however it seems that indicators from stats output does not either match the
name of the indicators in gsb, making it all a guessing game... Is there a ETA when we can know that all indicators in GSB does match ts/mc ? and is
working? I assume this is top top priority since no one, no use, wants to have broken indicators... my GC run got hammered when i removed all these
broken indicators, which is very very annoying... feedback appreciated on when its all fixed.. Many thanks
Thanks received (1):
+1 BlackBox at 2023-05-24 08:26:28
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Daniel UK1
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@peter, banging my head against the wall trying to deal with all these indicators that does not match, its really causing so much issues, Nick gave me
a list of indicators that does not match for GC that i need to remove, however it seems that indicators from stats output does not either match the
name of the indicators in gsb, making it all a guessing game... Is there a ETA when we can know that all indicators in GSB does match ts/mc ? and is
working? I assume this is top top priority since no one, no use, wants to have broken indicators... my GC run got hammered when i removed all these
broken indicators, which is very very annoying... feedback appreciated on when its all fixed.. Many thanks
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admin
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@Daniel
the complete match check was published here
https://trademaid.info/forum/viewthread.php?tid=39&page=38
Out of 194, there are only 4 that have a bad match, and that includes some indicators I have not released to anyone.
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Daniel UK1
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@peter, Many thanks for your reply.
So on that link nothing can be found, perhaps you referred to wrong location ?
The file that Nick shared with indicators that does not match, contained a much much larger list than only 4 indicators.
And also the names of the indicators delivered by stats output, does not match the names always in GSB, so regardless if its 4 or 40, the names should
be the same on both stats output and in gsb so one can disable the correct indicator.
But, how can it be that you have only 4 indicators that does not match, and Nick has a much larger list, why the discrepancy ?
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brk
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MOC exit
For TS the EOD exit does a "Sell this bar on close", which actually makes a market order on the next open (of the next session). I've had it fail
that closing order at open a few times, including last Friday.
I'm using exchange time and custom session 0900 - 1500.
To fix this situation, can I just change the session time to 0900 - 1458 to hopefully generate the close order 2 minutes before the close?
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Daniel UK1
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| Quote: Originally posted by brk | For TS the EOD exit does a "Sell this bar on close", which actually makes a market order on the next open (of the next session). I've had it fail
that closing order at open a few times, including last Friday.
I'm using exchange time and custom session 0900 - 1500.
To fix this situation, can I just change the session time to 0900 - 1458 to hopefully generate the close order 2 minutes before the close?
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I would be a bit careful with that, i think your system will deteriorate.
There are better ways. SetExitOnClose on MC has a bug, which as you say, does not close out all the position, so we had to build a custom MM signal
for force close out the position. I am sure in TS you can build something similar, perhaps it relates to same issue with SetExitonClose.
What EOD exit type have you chosen in GSB for the systems you have issues with ?
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brk
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The mode is "GSB", MOC is true.
It has the code:
If TIME = SessionEndTime(0,1) then sell this bar at close;
So it generates the close order at the end of the bar, which gets executed at the start of the next session an hour later.
These are either 15, 30 or 60 minute bars and I don't want to exit that far before the close. I'd like it to exit a couple minutes before the close
of the last bar. It was suggested to change the session to end before the exchange close.
So I'm guessing this is the same issue as using a SetExitOnClose statement. What did you do on multi-charts to solve that?
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autotrader2023
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If your using TS then add this to the end of your code as a backup to make sure your trades are exited at the end of the session.
If time = SessionEndTime(0,1) and currentcontracts>0
Then
Begin
Sell ("LX_EOD")THIS BAR AT CLOSE;
Buy TO COVER ("SX_EOD") THIS BAR AT CLOSE;
End;
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brk
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| Quote: Originally posted by autotrader2023 | If your using TS then add this to the end of your code as a backup to make sure your trades are exited at the end of the session.
If time = SessionEndTime(0,1) and currentcontracts>0
Then
Begin
Sell ("LX_EOD")THIS BAR AT CLOSE;
Buy TO COVER ("SX_EOD") THIS BAR AT CLOSE;
End; |
So that is what I have. But tradestation doesn't enter the order until the next bar (next session open). The "this bar at close" is only for
backtesting. They don't support it for live trading (at the close of the bar the exchange doesn't accept orders).
So I was wondering if I change the session end time to be 2 minutes before the exchange closing, then would it generate an order before its actually
closed.
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autotrader2023
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I use this trading futures, the session end time is 3:00 ct but you can trade until 3:15 so this works for me. If you want to exit before the session
end then you could use this;
Input:
LongExTime(1559),
ShortExTime(1559);
If Time=LongExTime Then Sell ( "LX") Next Bar at market;
If Time=ShortExTime Then Buy to Cover ("SX") Next Bar at market;
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brk
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I don't think that would work unless the bar time is 1559 and would need to be a 1 minute bar.
I believe I've found the solution. I just need to buy TradeMaid Automation. That will handle the MOC orders and with possibly better fills.
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autotrader2023
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This actually works on any bar size, I’ve used it on 15 and 30 min bars. However, Trademaid is the best choice for many reasons.
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brk
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Easy Language "Time" is the bar time. So if you have 30 minute bars, they will always end in 00 or 30. 15 minute bars will end in 00, 15, 30, 45.
You'll never see a "Time" = 1559 except on a 1-minute bar. I'm not sure what happens if you have a different ending session time, which is what I was
originally asking about.
But TM automation would be better.
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TradingPrice
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@brk
Yeah, best solution is probably TMA, I've been using it for a while and it's good
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admin
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you can make a custom session ie 830 to 1459, but then results normally degrade a lot as the close is now the wrong price. The end of day close is
used in nearly all systems and the most significant value in a day for trading
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Driz
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Quick Questions
Hello,
So, I have the trial version of the tool. I have a few questions.
1- How many indicators should we use for a market? Is 3 the max needed?
2 Let us say we are trading a new market; can we use all the indicators?
3- How do we know which indicators to use?
4- For entry method, which method is best one?
5- What are macros for? When do I use which?
6- How many years should we to test the algos?
7- I keep seeing green macros in the YouTube videos, what's that?
Here are some of the questions for now.
Thanks!!
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admin
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Good questions
1) I found 3 to be the best
2) yes, but I would just use the ones that come with the trial build. There are lot more for purchasers, but 4 have bad missmatch issue. Likely fixed
in about 2 builds away
Its not critical and you can test in GSB automation a reduced indicator set vs the full set. A few markets really like some of the new indicators but
I want to revist testing this at some stage
3) read the methodology page. The greenmax10 will choose the best 10. It will differ significantly each time - which is a good thing
4) It varies greatly per market. Use default settings on the market that comes with gsb if its there. These are important settings to get right and
worse case you test them all one at a time
5) All explained in methodology. There are only two macros that I use for all markets.
6) since 2007.1.1 is a good rule.
7) https://trademaid.info/gsbhelp/Methodology.html
Videos never get updated. Documentation often does.
Thanks received (1):
+1 Driz at 2023-06-15 13:53:17
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Driz
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MORE QUESTIONS
Thanks! Few more questions:
1- What do you think of using it to build/generate without stop loses so that it will force the algo to think/come up with better ideas, would that be
good idea and then you can add the stop losses later, manually in the code?
2- Also when I change the market to let's say BTC, the point of entry does not change, its stays the same for all markets. Is that a bug?
Thanks!
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Driz
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3rd question
& a 3rd question, can I use an 8-core virtual VPS machine in the cloud to run GSB?
Thanks!
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Driz
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Also:
4- If I want to use GSB manager with its cloud workers, is there a link showing how I can install GSB cloud workers, and the setting needed for the
vCores?
Thanks for the links!
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