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kesk
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EOD data doesnt produce any result at all
Hello,
New here and trying to find how the program works. I am trying Indian NSE Nifty daily data (of 15 years) with the default settings. But I did not get
any result.
I tried the GA and ClosePrevClose option and tried running multiple times but not a single result could be produced.
Does the program not work on EOD data? I looked at the word help file and see that, it supports.
After a few false starts, the naming of the file was set as
Nifty.420.Minutes.930.1530.IndianStdTime.txt
and the data looks like this:
Date,Time,Open,High,Low,Close,Up,Down
01/02/1995,12:00,1182,1182,1182,1182,0,0
01/03/1995,12:00,1177,1177,1177,1177,0,0
01/04/1995,12:00,1164,1164,1164,1164,0,0
01/05/1995,12:00,1150,1150,1150,1150,0,0
The up/down always remain 0 as I don't have the data. Are they really necessary?
Some help will be appreciated
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philcollins
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I managed to make it work with EOD data yesterday, see also my posts here: http://www.trademaid.info/forum/viewthread.php?tid=4&page=6
I'd try enabling all GUI update settings, removing all filter restrictions, disable close at end of day, disable the secondary filter mode and go from
there. I can't recall what the exact setting was that made it work because the UI sometimes just wouldn't update meaning I didn't know if changing a
setting actually fixed anything or not. You can also try the settings I attached there.
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kesk
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I tried all the settings as mentioned in your other post. in fact I tried to use the same app and optimization settings too. But not a single strategy
comes up.
All the filters are set to 0.
Funny thing is, when I use your file, it doesn't even run! I will keep changing the values one by one and find out.
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admin
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Quote: Originally posted by kesk  | I tried all the settings as mentioned in your other post. in fact I tried to use the same app and optimization settings too. But not a single strategy
comes up.
All the filters are set to 0.
Funny thing is, when I use your file, it doesn't even run! I will keep changing the values one by one and find out.
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Phil, can you post your app settings and optimizer settings.
That should give kesk a place to start.
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kesk
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Admin
I used the app setting files from his post. It did not even start..means no progress bar.
2nd I tried to replicate the settings one by one, but now it runs but still no strategy.
Will require more time to again start changing one by one.
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admin
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| Quote: Originally posted by kesk | Admin
I used the app setting files from his post. It did not even start..means no progress bar.
2nd I tried to replicate the settings one by one, but now it runs but still no strategy.
Will require more time to again start changing one by one. |
To duplicate his settings, did you have SPY data? Was it setup in the contracts?
I worked on my pc, but was a bit of work as my data is on drive D:, not C:
If we dont hear from Phil in a day, I will duplicate the setup on my end and send to you.
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kesk
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No, I don't have SPY data but instead used the Nifty EOD data of >15 years, no 2ndary filter disabled, Market on Day close False, in the app settings,
GUI all set true, all filters 0.
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admin
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| Quote: Originally posted by kesk | No, I don't have SPY data but instead used the Nifty EOD data of >15 years, no 2ndary filter disabled, Market on Day close False, in the app settings,
GUI all set true, all filters 0.
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can you email me the data. I will test tomorrow.
send me your app settings and optimizer settings too.
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philcollins
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Sometimes the progress info on the right side of the screen isn't updated BTW, but it will update if you click any of the fields there.
Have you also tried right clicking in the 'Latest(Diag)' tab at the bottom of the screen and then click 'Refresh' while it's running?
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admin
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| Quote: Originally posted by philcollins | Sometimes the progress info on the right side of the screen isn't updated BTW, but it will update if you click any of the fields there.
Have you also tried right clicking in the 'Latest(Diag)' tab at the bottom of the screen and then click 'Refresh' while it's running?
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Hi Phil,
I didnt even know GSB did this!
You can turn these gui on under app settings, but it slows GSB down, and 6 months or more used to cause other issue in the GUI. That might have been
fixed though. Ive never needed it for many months, so dont use it.
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kiran
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I have similar issue running ES daily data - the Top Diag, Unique Systems and right nav-bar all show 0.
The Curves however display a valid equity curve.
How do we build EOD systems? - attached is the Settings file, EOD data and screenshot of results. - pl advise
Attachment: Login to view the details
Attachment: Login to view the details
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admin
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You have only 5 trades on the screen shot, so there are many filters that will stop you looking at this system, including back test termination.
If you dont have 100''s of trades, the sample size is so small, its useless.
I havnt done anything on daily bars, but could look at it next week.
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admin
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Ive looked into this. spy works fine (with correct settings) but ES doesnt. This has been forwarded to the programmer.
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kiran
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I tried SPY but it gives a data error (attached is error screenshot and SPY data file exported from TS). Also attached is the
- App Settings file.
- Filters screenshot
- note, i've changed the Times to 6:30-1300 PST and also removed blackout dates (so it tests all dates, to keep things simple)
Questions -
- Could you post/email the EOD Settings file that works? Also, which filter needs to be turned off for EOD?
- What was the issue with ES daily? When would that be fixed?
Attachment: Login to view the details
Attachment: Login to view the details
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admin
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You need to go to tools, contracts and add spy.
I did a few spy test. 1 pass, 2 were the worst fails I have seen in GSB. the other 3 were in-between.
I should have used quantity mode fixed equity, but didnt.
Its good that this worked, but I see no upside to using daily bars, and plenty of downside. (Systems not as good and too few trades)
ps. the yellow curve and brown curve colours are swapped, so yellow is OOS.
Normally its brown.
 
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admin
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| Quote: Originally posted by kiran | I have similar issue running ES daily data - the Top Diag, Unique Systems and right nav-bar all show 0.
The Curves however display a valid equity curve.
How do we build EOD systems? - attached is the Settings file, EOD data and screenshot of results. - pl advise |
This bug is fixed in 41.8. This build is not released but should be in roughly a week.
spy was fine but @es wasnt. It was to do with moc issues, time formats in the file.
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kesk
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Hi Admin,
The thread has been hijacked by Kiran 
Please look into my issue too -
Also, my program license expired before even I could make a test. Is there a way to renew the license.?
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admin
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| Quote: Originally posted by kesk | Hi Admin,
The thread has been hijacked by Kiran
Please look into my issue too -
Also, my program license expired before even I could make a test. Is there a way to renew the license.? |
The issue has been fixed in a build I received today. I will upload in within 7 days, maybe a lot sooner. Im guessing its because time is 15:00
instead of 15:00:00 in the data file.
When i get this fix, we will extend your trial. Email me when you see the new build here.
Best to subscribe to this page.
http://www.trademaid.info/forum/viewthread.php?tid=1
As far as your tears go, a number of years ago we went through sever drought for years in Australia. Everything was brown no matter where you looked.
Our children's Chinese teacher said to his students, Im not going to let you cry. There is water restrictions on Mr Zhang is now famous, and there is a book of Zhang about his funny statements.
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kesk
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Thanks for the reply, I will wait for the new release and I have already subscribed for new releases.
I like the story of the tears!
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curt999
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really easy to curvefit a trading system made on daily bars simply due to the lack of data..id suggest if you want to build daily then get like CSI
data they have daily data on es electronic+pit traded back to 1980 on es and some commodities like corn/wheat back to the 1930's
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admin
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GSB 41.09 build. November 21 2017
NP/dd added in app settings
Fix to make changing GSB default path easier.
Fix for no systems on ES (and some other symbols) on daily bars
Some other fixes, small speed improvement.
You need the remaining files in 41.05
This should fix the EOD issue on ES and some other symbols.
Not posted to the main page as its not well tested.
You need to add this to the same folders as your current GSB.
Attachment: Login to view the details
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kesk
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Hi
Thanks for your attention. However, just copying the files didnt work out. I downloaded the install from the link and it worked.
However, EOD data still did not produce any result at all, even after making 15 runs.
Will test once again today and post back.
BTW, did you try with the data file i sent you? Seems EOD is not good for the software!
| Quote: Originally posted by admin | GSB 41.09 build. November 21 2017
NP/dd added in app settings
Fix to make changing GSB default path easier.
Fix for no systems on ES (and some other symbols) on daily bars
Some other fixes, small speed improvement.
You need the remaining files in 41.05
This should fix the EOD issue on ES and some other symbols.
Not posted to the main page as its not well tested.
You need to add this to the same folders as your current GSB.
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admin
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| Quote: Originally posted by kesk | Hi
Thanks for your attention. However, just copying the files didnt work out. I downloaded the install from the link and it worked.
However, EOD data still did not produce any result at all, even after making 15 runs.
Will test once again today and post back.
BTW, did you try with the data file i sent you? Seems EOD is not good for the software!
Check if you have any fitness at all on top right size. I dont expect EOD to work well, but it did work on SPY daily min last I tested.
I used my own @es.d data to test.
General rule of thumb is 15 min data is best.
| Quote: Originally posted by admin | GSB 41.09 build. November 21 2017
NP/dd added in app settings
Fix to make changing GSB default path easier.
Fix for no systems on ES (and some other symbols) on daily bars
Some other fixes, small speed improvement.
You need the remaining files in 41.05
This should fix the EOD issue on ES and some other symbols.
Not posted to the main page as its not well tested.
You need to add this to the same folders as your current GSB.
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kesk
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With EOD data, it doesnt produce any kind of result...
With 15min data, it is able to generate some results. Need to explore more.
But i am interested in EOD signal generation as with 15min data, one has to sit in front of a computer and do the order processing. Would you mind
testing the data that i sent...let me know the settings by which it works. I tried all options but it wont work
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admin
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| Quote: Originally posted by kesk | With EOD data, it doesnt produce any kind of result...
With 15min data, it is able to generate some results. Need to explore more.
But i am interested in EOD signal generation as with 15min data, one has to sit in front of a computer and do the order processing. Would you mind
testing the data that i sent...let me know the settings by which it works. I tried all options but it wont work |
Is that with the Nifty.420.Minutes.930.1530.IndianStdTime.txt ?
If so I will try tomorrow.
Whats the point value?
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