| Pages:
1
..
46
47
48
49
50
..
54 |
zykem
Newbie
Posts: 1
Registered: 8-12-2019
Member Is Offline
|
|
Hi Nikos,
I have used BA before but was never able to produce any systems that performs out of sample. It seems to be a very basic program that creates simple
systems.
There is a lot more to GSB that just putting technical indicators together. It is more complex and takes some time to learn but once you do that and
learn the methodology to create system, you will see that it's far superior than any of these other system builders out there.
You will also find that this is an open forum where users and peter share their finding on markets, or if they find something new that works. There
is nothing else out there that can compare. I have been a user since the beginning of 2020 and some of those early systems that I created still
performs today without any reoptimizing or anything.
Wish you luck
Nick
Quote: Originally posted by MayNuts  | Hello, my name is Nikos and I am new to the forum. I m not sure if this the right place for my question so I apologize in advance if it's not.
I recently ran into the concept of developing trading strategies through software like Build Alpha or GSB. I'm about to choose which one I will buy
and since most people in here seem to have good experience with both of them I would like to ask your opinion.
I m mostly swing trading and I try to improve my existing systems, plus check their robustness more accurately.
I would appreciate your insights, thank you in advance for your time. |
Thanks received (1):
+1 admin at 2023-12-15 15:12:39
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
Update on next GSB build
The next build has had some very difficulty bugs to fix in new features, and so has taken longer than expected.
One of the features is the ability to make daily bars out of intra day, which I specifically wanted as a filter on for the very successful long only
NQ / ES systems.
A lot of time from me is also going into the new batch processor for TS. Thats getting close to a beta release.
https://trademaid.info/gsbhelp/BatchProcessorforTradestation...
|
|
|
Ketil
Junior Member
Posts: 24
Registered: 19-6-2019
Member Is Offline
|
|
Hi Nikos,
I have been using Build Alpha for some time, and I am very satisfied with it. Currently, I am trading 11 BA strategies, and all of them have been
profitable this year. This is not the case with several of my other systems. Based on my experience, BA is a great tool for building simple and robust
strategies. When I build systems with BA, I always start with a key idea that has a raw edge. I can provide an example: Day of week patterns offer an
edge for many symbols. If you for example want to build long-only systems on KC, you go long on Monday and close at the next open. For short-only you
go short on Friday and close Monday morning. If you want to build day of week systems for Si/GC/HG, you do the opposite, long on Friday and short om
Monday. However, you can't buy and sell every Friday and Monday; you need a filter to ensure you only take trades under the most favourable
conditions. To find these filters, I use BA. I have attached equity curves for some of these day of week systems. You can of course build other types
of systems as well. If you want to build mean reversion systems for ES, for example, you can use conditions like RSI2<20 and let BA find filters. This
approach will result in systems with good profitability on unseen data.
You're asking whether to choose GSB or BA. In my opinion, you need both. GSB is excellent and a must-have for all system builders. However, you also
need BA because it allows you to build entirely different types of systems. In my view, the holy grail in trading is to trade a portfolio of
uncorrelated systems. If you have both GSB and BA systems, it's easy to assemble such a portfolio.
 
Thanks received (1):
+1 TwntySQ at 2023-12-21 02:29:42
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
66.69 released. This has new features (hidden short term) that are being tested.
New scripts also. You dont need new scripts apart for dummy filter until I unlock the new features
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
66.70 released. Has new features I am testing. New eld not need unless you want the dummy script
newest eld here, but its included in the update
GSB_ALL_FUNCTIONS_2023_12_18_1
Attachment: Login to view the details
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
Critical bug for TS users. Please look here, and post comments in that thread too.
https://trademaid.info/forum/viewthread.php?tid=270&page=11#...
Next build of GSB will have new settings for Swing23 hour NQ systems using the new Hull filter. Under testing now. SHould be released early next week
Has a fix for Ninja trader users too. (Not allow building of nt systems when ne doesnt have the indicators selected)
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
Just an update for the week.
There is a new build of GSB automation out, but not documented yet as more to be added. Has some of the new filters added.
One more filter to be added in the next build of GSB that I need to test before the next build is released.
Much of my time this week has been spent on the Batch processor for Tradestation to speed up the human time getting ts reports.
Happy new year to you all.
Peter
Thanks received (1):
+1 Ketil at 2023-12-29 03:32:25
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
whats coming in a few builds
WF of filters.
option to wf stop and PT, (or not wf)
option to remove duplicate / redundant indicators.
There are some redundant indicators
IE loseLessPrevCloseD,-> CloseLessPrevCloseDBpv
& RoofingFilter1Pole -> RoofingFilter1Pole2
plus more in the pipeline.
With this setting to true, if you select true on one the old indicators, it will be set to false, but the other / primary version will be set to true.
the default for this new setting will be true
Filter daily simple moving average. THis did not work as well as hull moving average
  
Thanks received (1):
+1 autotrader2023 at 2024-01-17 06:16:33
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
66.82 released. New eld's are included.
|
|
|
Carl
Member
Posts: 342
Registered: 10-5-2017
Member Is Offline
Mood: No Mood
|
|
Hi Peter,
Just tried to get the updated 66.82 version by using ResourceManager, but got no downloaded files in the temp directory.
My version is still 66.69.
Is it me or a more general issue?
Thanks
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
Hi Carl
there was fa file copy on by back end, should be fixed now. thanks for letting me know. You were the second person to complain so i looked into it in
more detail
Thanks received (1):
+1 Carl at 2024-01-19 01:38:52
|
|
|
Carl
Member
Posts: 342
Registered: 10-5-2017
Member Is Offline
Mood: No Mood
|
|
Hi Peter,
Hope you had a good weekend.
I have been using the latest GSB version 66.82 and noticed a few changes in the WF section.
1. Please tell me, what does "most common" mean in the "Run WF" menu?
2. After completion of the WF, I can see two separate WF blocks under tab "WalkForward". Underlying parameters? What does this mean?
Thanks
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
@carl,
most common will use the parameter that has been used the most common in previous runs. The feature was introduced in 2021
The logic was the most common parameter is often the best and most stable. I have not used this for a long time. Was fairly sure I documented this but
cant find it in the docs.
can you show me a picture of 2 ?
|
|
|
Carl
Member
Posts: 342
Registered: 10-5-2017
Member Is Offline
Mood: No Mood
|
|
| Quote: Originally posted by admin | @carl,
most common will use the parameter that has been used the most common in previous runs. The feature was introduced in 2021
The logic was the most common parameter is often the best and most stable. I have not used this for a long time. Was fairly sure I documented this but
cant find it in the docs.
can you show me a picture of 2 ? |
Hi Peter,
"most common" (new in version 66.82 compared to version 66.69):
"two WF blocks" (sometimes visible in version 66.82, but not always):
My tests were done in "alpha mode".
and a third question: "additional value". What does this mean?
(again sometimes visible in version 66.82, but not always)
Thanks
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
thats related to internal logic by ga that the programmer used, but i did not understand. It should be removed in a later build
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
updates for the week.
We are looking into indicator correlation. There were some that looked like identical, but then we add more decimal places we see this is not the case
and it gets more complex in that some things are really close but not the same. Also it was found that while indicators matched gsb, some had logical
bugs. IE gsb_closePos
Note also how some things like many moving averages are nearly identical.
The end result is we will have the option for not having identical indicators, but we may also have a potential user adjustable threshold where you
can choose the level at which high correlation indicators are not duplicated.
|
|
|
TradingPrice
Junior Member
Posts: 21
Registered: 4-8-2022
Member Is Offline
|
|
@Admin
Great work!
1- Could you please publish correlation for all indicators up to say 80%?
2- How about we change parameters for matching indicators (for example, Closetohighlow9 keep same parameter range, but for Closeothighlow5v4pos we
chage the range.. more of like PercentR variants)
3- row 21: CloseLessHighDCloseD = CloseOverLowD ? that doesnt make sense
|
|
|
TradingPrice
Junior Member
Posts: 21
Registered: 4-8-2022
Member Is Offline
|
|
| Quote: Originally posted by admin | | thats related to internal logic by ga that the programmer used, but i did not understand. It should be removed in a later build
|
So this additional value in brackets apparently affecting AI Walk Forward
|
|
|
Carl
Member
Posts: 342
Registered: 10-5-2017
Member Is Offline
Mood: No Mood
|
|
Hi Peter,
i agree some indicators generate the same outcome in GSB strategies.
Be careful using correlation. The overall correlation can be very high, but the correlation can change over time and have cycles with higher and lower
values.
Another thought, (Close-average) is much more stationary compared to average alone.
Might be a good idea adding this kind of "averages" indicators to GSB to see if these have merit.
Thanks
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
IM happy to publish the entire indicator set correlation, however there are bugs that must first be fixed. ie close.pos and I suspect there are some
that are identical kama2 vs adaptivemoving average, so these issues need to be fixed first.
Longer term im also entertaining the idea of
movingaverage(len,type)
if type=1 then result = average
if type=2 then result = xaverage
if type=3 then result = weightaverage etc
this would mean testing the top 10 indicator will give more true variation, and when we do a wf we should end up choosing the best type of average for
the system
I like the idea of average-close (not close-average) and have implimented it a lot already, but open to expanding this down the track.
The addition of brackets do not affect wf results, they only tell more whats going on in the paramter array - which even I dont understand. Removed in
next build regardless.
Not clear what you mean below
3- row 21: CloseLessHighDCloseD = CloseOverLowD ? that doesnt make sense
I dont want to have names that sound totally different for indicators that are the same
ie not
Closetohighlow9Lng
Closeothighlow5v4posSht
but rather
Closetohighlow9Lng
Closetohighlow9sht
|
|
|
TradingPrice
Junior Member
Posts: 21
Registered: 4-8-2022
Member Is Offline
|
|
| Quote: |
I dont want to have names that sound totally different for indicators that are the same
ie not
Closetohighlow9Lng
Closeothighlow5v4posSht
but rather
Closetohighlow9Lng
Closetohighlow9sht
|
Yeah, that would work 
| Quote: |
Not clear what you mean below
3- row 21: CloseLessHighDCloseD = CloseOverLowD ? that doesn't make sense
|
I meant that reading the functions we have in Tradestation for both, it wouldn't seem that they'd be 99% corealted
one is Close - HighD + Close - CloseD
the other is Close over LowD
on another note, GSB_DecisionExit8 has case 1: IRevAndSFRev
which isnt available to select on GSB from the list on Exit Modes?
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
@tradingprice, I will put your comments on the to do list to look into.
We are still working through indicators looking for high corelation issues and bugs. Its very time consuming but will publish corleation table when we
have resolved all issues. Likely a few weeks away is my guess. Too soon to tell now
Thanks received (1):
+1 TradingPrice at 2024-02-01 18:06:49
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
@tradingprice, I see it in gsb
|
|
|
TradingPrice
Junior Member
Posts: 21
Registered: 4-8-2022
Member Is Offline
|
|
That's case #2 : IFlatRevAndSFFlatRev
|
|
|
admin
Super Administrator
Posts: 5060
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
This is the correlation with remove duplicate indicators on true.
all 80 indicators for GSB purchased users, which I think dropped to about 76 after duplicates was set to true
Interesting observation, things like moving averages are highly correlated before normalization. (adjusted into +100 to - 100 range) but after
normalization are quite different
More work is going to be done on this over time.
I want to export the entire grid in csv format for users.
Attachment: Login to view the details
|
|
|
| Pages:
1
..
46
47
48
49
50
..
54 |
![[*]](images/davis/default_icon.gif){kind=icon}
