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Author: Subject: GSB AUTOMATION
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[*] posted on 19-2-2023 at 05:28 PM


@Daniel
fully documented here
https://trademaid.info/gsbhelp/MoveSessionTimeBarInterval.ht...




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+1 Daniel UK1 at 2023-03-01 08:08:24
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[*] posted on 18-7-2023 at 01:38 AM


New excel out soon. Has median rather than average to sort of Favourites F. Median is a better to give a more typical value of results, rather than the average

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[*] posted on 27-7-2023 at 11:04 PM


New excel sheet. Docs to this will come in time. Main change is using median for fav F (out of sample np/dd) instead of average.
Another tab for repeatability tests is also done, but not finished.

high level docs are here
https://trademaid.info/gsbhelp/ImprovedRepeatabilityMethod.h...
these are not complete yet.

new automation, changes not documented yet
GSBAutomation.20230827


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[*] posted on 16-8-2023 at 12:12 AM


new build of automation and excel in pcloud

high level note on it are here
https://trademaid.info/forum/viewthread.php?tid=117&page=37#...
Basically we have day of week functions in GSB & automation, and enhanced repeatability tests in excel


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[*] posted on 25-8-2023 at 06:12 PM


excel 67.2 is now in your pcloud folder.
much faster and new features for repeatability tests.

Here is a sample output

this is my benchmark for Gold

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[*] posted on 28-8-2023 at 02:13 AM


@admin

What is median periods?


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[*] posted on 28-8-2023 at 04:55 AM


@TradingPrice, instead of doing the average of (typically 100) identical tests, we did the median which I felt was a more accurate reflection of the true central range.
I then also filter the metrics by +- 2 st deviations. This is the figure Im using for repeatability figure.


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[*] posted on 28-8-2023 at 07:16 AM


@admin

Thanks, I meant on the latest Automation sheet "Median Periods". default is 100, that would be 100 tests? what if I'm only doing 3 tests?


On another note, is there a way to disable any median calculation? I'm using v57 as I believe median just slows calculation down and I'm still using averages

Screenshot 2023-08-28 081543.png - 1kB


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[*] posted on 28-8-2023 at 05:04 PM


@TradingPrice
the reason you need 100 tests is if you are changing your benchmark setup, and want to test if it improves.
100 tests = 50 indicator tests, 100 system builds (short cut method) 2500 systems per test.
No need to do this if you are just looking for systems

with only 4 tests, speed should not be an issue. New excel is 4??? times faster than the old one.
the spreadsheet has average and medium so should not be an issue to you.
also in the spread sheet has day of week, but i think only the most experienced GSB users will want to use this.
they need a later build of AU too for this which I havnt got around to releasing




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+1 TradingPrice at 2023-09-09 18:33:34
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[*] posted on 28-8-2023 at 07:26 PM


correction, automation 20230814.3 was released last week. Main change is day of week functions which most (but not all) users will not use. In your pcloud folder


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[*] posted on 11-9-2023 at 12:53 AM


20230911.1 release. It has the option to que multiple automations in sequence.
first au, put a 0 here, second put a 1, third a 2 etc

68.1 excel.
a few improvements and it doesnt use clip board. Some earlier versions did.

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[*] posted on 22-11-2023 at 11:45 PM


new automation in your pcloud
Has bug fix for error when no moves done at all
and all filters added.
Some of these filters are not tested, and few dont even have ts code for it yet.

You need move filters command for testing filters


automation.png - 105kBmoveFilter.png - 49kB


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[*] posted on 2-1-2024 at 05:27 PM


release 20240102.1
Has all the non GA secondary filter options
has exit timeofday command ( i dont like the concept, would prefer to move session time)


2024-01-03_08-40-09.png - 81kB


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[*] posted on 16-2-2024 at 06:30 PM


version 70 of excel spread sheet in your pcloud folder
has more options to search on


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[*] posted on 17-2-2024 at 01:15 AM


Hi Peter
I would like to be able to move the data 2 or data three symbol, to improve systems, that is, to be able to see if the intermarket filter is better in one index or another.


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[*] posted on 17-2-2024 at 01:20 AM


@portfolioquanttrader2020
there currently is stats in excel how often a data stream is used.
If is never used it must be bad. If its sometimes good it might be good.
If its used a lot it should be good


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[*] posted on 17-2-2024 at 01:26 AM


Tell me where I can see it.
It has been proven that system architecture is simpler with more data flows than with less. Therefore, less overfit.
Closing data2 > Opening data2, and comparing with data one, can serve as confirmation.
How is GSB configured to view secondary data filters 2?


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[*] posted on 18-2-2024 at 07:38 PM


@portfolioquanttrader2020
Here is is
In my example only data1 was used.

GSB genetically will try all data streams and chose the one that works best by GA.

Often both data streams can be chosen in any one system



2024-02-19_12-36-53.png - 40kB


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[*] posted on 30-5-2024 at 01:47 AM


build 20240530 released
allow import of secondary filter list from gsb to be imported into AU
Update in pcloud. update the exe, pdb and version.txt file

Kill of gsb managers is now soft kill, not hard kill. Hard kill can leave workers running with no manager to pull in the systems made by workers
Updated list of secondary filters in AU. There are secondary filters included that are not released, but in my own build only

Filter so standalone cant be selected. (it wont work) Only manager can be selected


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[*] posted on 11-6-2024 at 02:27 AM


many small updates to GSBautomation, cosmetic things, and increased speed for users who run multiple managers in parallel. (recommend if your managers take 10 minutes or less to do jobs
If your doing indicator build, and then 2 copies of the second run, it can now to those two runs in parallel.
IE if max manager >1 then rows 3 &4 can run in parallel.
running mutiple managers in parallel keeps your workers driven harder, which is more efficient.
If you have one manager, and your computer takes say 4 minutes to do all the stats of 300 systems, you have all your workers idle for 4 minutes.
as the managers are started with a delay so they are not in the same sequence all the time, more of your workers will be running at one time


2024-06-11_18-23-28.png - 290kB


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[*] posted on 15-7-2024 at 01:47 AM


GSB AUTOMATION in pcloud build 20240713.1

many refinements
For those of you with some decent amount of workers, many speed enhancements due to the ability to run numerous managers at once in parallel.
So im doing 2500 systems with anyware from 2 * (1 indicator build, 2 systems builds) for super coarse testing, and 50 * 2 for precise testing.

Has features like if a manager in indicator build aborts for any reason, the 2 system build runs will also abort
What happens if this doesnt happen is you get system build with the full set of indicators, not the reduced top 10 indicators.


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[*] posted on 15-7-2024 at 02:50 AM


new gsb automation Project3 v70.01.xlsm in pcloud. Default is now no on count primary indicators

This makes the spread sheet much faster(stays on 91% for a long time with big spread sheets



2024-07-15_18-47-58.png - 37kB


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[*] posted on 31-7-2024 at 08:25 PM


new build of GSB automation.
https://trademaid.info/gsbhelp/Dayofweekexamples.html
https://trademaid.info/gsbhelp/NewFeatures1.html
A lot more tweaks and refinements have been added, but the docs show the most important ones.
Over time more features from GSB left side of interface are added into Automation.


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