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thowoc213
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Hi Peter,
I'm doing some tests to see how the best indicator set is changing over the time.
My training period is one year and I'm going forwards with one months steps.
First 4 periods I did on GSB Standalone 66.25 and it took some 6 hour to build 20000 systems.
The last period I did on 66.35 and building 20000 systems took 22+ hours.
Now I'm doing the period #6 and so far I'm up in less than 3750 in 11 hours. Extrapolating, it will take 56+ hours to get 20000 systems.
What is the reason for this performance degradation?
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admin
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@thowoc213, what are the periods in mm/yyyy, and what market?
anchored or rolling on the dates?
using 1 year of data is way too small a period to build systems on. The parameters used under training are also not set for this setup.
ie 100 or 200 trades might be used. This isnt going to happen over one year.
some years like 2004 to 2006 ON es will provide almost no trades as there was no volatility
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thowoc213
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@Peter,
Market is ES, rolling dates
The 4 first period on 66.25 are
2016-01-01 - 2016-12-31
2016-02-01 - 2017-01-31
2016-03-01 - 2017-02-28
2016-04-01 - 2017-03-31
The processed period on 66.35 is
2016-05-01 - 2017-04-30
Currently running
2016-06-01 - 2017-05-31
The training filter settings are:
min avg trade 100
Min NP 2000
min Pearson 0.8
min PF 1.8
min #C 50
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admin
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@thowoc213
1 year is way to short a period to build systems, and getting pearsons of 0.8 on 1 year of data may also be dropping a lot of systems - making build
times slow.
I personally think starting at 2016 is too late. Other groups of trades say use 10 years or so of data.
for es 2007 or 2001 else 1997 are my start points. There was no big advantage of going before 2007.1.1
Thanks received (1):
+1 thowoc213 at 2023-09-12 05:54:10
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thowoc213
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Peter,
Thanks for the replay.
I was simply trying to find out how sensitive are indicators to market conditions, how the 'best indicators' chosen by GSB were changing.
That was the reason why I'm doing it on one year period.
I am not trying to build a system on 1 year period.
Thomas
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admin
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I see, but regardless one year I think is too short.
In the big picture, when I do tests from 2007 to 2018 indicators and metrics change greatly on identical tests.
If you dont factor this in, you will chase your tail. Thats why im doing 100 * 2500 system tests for a lot of research
For building systems less tests are fine.
one test of 20,000 will lead you to false conclusions.
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thowoc213
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@Peter,
You are absolutely right!
I've given up it now and will continue 'within the box'.
Thanks!
Thomas
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chrig
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Hi! Where and how do I get the newest ELD script for Tradestation? I updated my GSB to 20230830 today, but I do not have the equivalent ELD script for
TS? Pretty sure I make something wrong, but do not know what?  Thxs Chrig
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admin
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@chrig
if should be both in c:\gsb and C:\GSB\Supplementary Scripts (TS & MC)
But better still is about 16 posts up from this one you will see a newer version with one fix
search on GSB_ALL_FUNCTIONS_2023_08_30_2.ELD
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admin
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GSB cloud is down. Mangers report initializing, amount of running workers is dropping. Working on it now.
Apolgies.
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admin
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issue is fixed but all wf and other jobs were deleted in sql server. aplogies
Thanks received (2):
+1 Carl at 2023-10-02 12:35:16 +1 JozefSusko at 2023-09-30 03:43:00
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JozefSusko
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Hello everyone,
how do i load unsaved strategy in GSB. I know it was addressed here but I can't find it. Any help appreciated.
thanks
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Carl
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Quote: Originally posted by JozefSusko  | Hello everyone,
how do i load unsaved strategy in GSB. I know it was addressed here but I can't find it. Any help appreciated.
thanks
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Do you mean you have the code, but did not save the GSB file?
If so...
Just copy the complete hash at the bottom of the TS code {.....} to a txt file and change the extension of this file to gsbscript.
So name the file: xxxxxxx.gsbscript
Then start GSB, right-click in the bottom window in GSB, choose "load", browse to the file you want to import and choose "open".
Wait a few seconds and the system will be available in GSB again.
This should work. If you need help, let me know.
All the best
Thanks received (1):
+1 admin at 2023-10-15 18:04:30
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JozefSusko
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| Quote: Originally posted by Carl | | Quote: Originally posted by JozefSusko | Hello everyone,
how do i load unsaved strategy in GSB. I know it was addressed here but I can't find it. Any help appreciated.
thanks
|
Do you mean you have the code, but did not save the GSB file?
If so...
Just copy the complete hash at the bottom of the TS code {.....} to a txt file and change the extension of this file to gsbscript.
So call the file: xxxxxxx.gsbscript
Then start GSB, right-click in the bottom window in GSB, choose "load", browse to the file you want to import and choose "open".
Wait a few seconds and the system will be available in GSB again.
This should work. If you need help, let me know.
All the best
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Hi Carl,
thanks for the answer, but the problem is that I can't change it from .txt to . gsbscript
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Carl
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Hi JosefSusko,
Are you using Windows on your machine?
If so:
Open File Explorer (open any folder).
Click the View tab.
Select "File name extension" (top right menu)
Filename extensions will now be visible.
You can now change the file extensions to "gsbscript".
Thanks received (1):
+1 admin at 2023-10-16 16:50:18
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JozefSusko
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Hi JosefSusko,
Are you using Windows on your machine?
If so:
Open File Explorer (open any folder).
Click the View tab.
Select "File name extension" (top right menu)
Filename extensions will now be visible.
You can now change the file extensions to "gsbscript".[/rquote]
Hi Carl,
I appreciate your help
yes, I use Windows, but it would be best if you put a screen
thanks
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Carl
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Thanks received (1):
+1 admin at 2023-10-17 16:48:54
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JozefSusko
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Thank you for your help Carl, it works
jozef
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brk
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Error: External component has thrown an exception
I was working on my development box doing optimizations with TradeStation of about 50 ES systems on Friday. I did reach over 68 optimizations (so I
noticed), but then things started acting strange. So I rebooted. Now each time I shutdown TradeStation I get an error dialog box with the text
"Error: External component has thrown an exception". I've attached a screenshot.
GSB is the only external software I have on there, so just wondering where I can look. I'm not sure where any of the log files are. I do see the
crash reporter doing its thing at the end after each shutdown. I am using GSB_ALL_FUNCTIONS_2023_08_30_2.ELD (which I believe is my only external
components).
On both my live and dev machines I have NOT done the TS update that it prompts for. I keep saying wait another day.
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admin
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I have never seen this error
is the error when you compile the code, or run it on a chart?
if your on ts10, try ts 9.5, or on 9.5 try 10.
you can also email me some code that I can test
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Carl
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| Quote: Originally posted by brk | I was working on my development box doing optimizations with TradeStation of about 50 ES systems on Friday. I did reach over 68 optimizations (so I
noticed), but then things started acting strange. So I rebooted. Now each time I shutdown TradeStation I get an error dialog box with the text
"Error: External component has thrown an exception". I've attached a screenshot.
GSB is the only external software I have on there, so just wondering where I can look. I'm not sure where any of the log files are. I do see the
crash reporter doing its thing at the end after each shutdown. I am using GSB_ALL_FUNCTIONS_2023_08_30_2.ELD (which I believe is my only external
components).
On both my live and dev machines I have NOT done the TS update that it prompts for. I keep saying wait another day. |
Maybe this helps:
Windows start
Settings
Apps
Tradestation
Change
Next
Repair
Next
OK
Thanks received (1):
+1 admin at 2023-10-24 05:04:07
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brk
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Thanks. I tried the Windows Repair option where it runs the TradeStation installation program to try and repair the app. Now it generates the error
and crashes when starting. Before it would only crash when you "saved" the workspace on shutdown. It didn't crash if you opened and closed a desktop
and workspace but didn't save it. Now its worse in that it runs the TradeStation Crash Application at start up.
Is there anywhere I can look to see what the crash application is trying to report back to tradestation? It takes about 20 seconds after TS shuts
down with the "blinking red" application running in the background doing something.
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Carl
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| Quote: Originally posted by brk | Thanks. I tried the Windows Repair option where it runs the TradeStation installation program to try and repair the app. Now it generates the error
and crashes when starting. Before it would only crash when you "saved" the workspace on shutdown. It didn't crash if you opened and closed a desktop
and workspace but didn't save it. Now its worse in that it runs the TradeStation Crash Application at start up.
Is there anywhere I can look to see what the crash application is trying to report back to tradestation? It takes about 20 seconds after TS shuts
down with the "blinking red" application running in the background doing something. |
This has saved me a couple of times. Sorry to hear problems got worse.
Maybe restoring your most recent TS backup?
Otherwise a fresh install? Don't forget to save your workspaces and desktop before uninstalling TS.
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brk
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Posts: 38
Registered: 19-3-2023
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OK, just got off the phone with TradeStation support. Apparently I'm not alone and has been relatively common recently.
He talked me through cleaning up TS, clearing out old versions, and resetting the config, including wiping out stuff in the windows registry. The
solution he provided requires to update to the latest version (since I had to delete all the old stuff), and should be on the High Perf desktop
settings.
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admin
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@brk, what build /version were you on, and are you on now?
High performance is even less stable for live trading. For development machine shouldnt matter.
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