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parrdo101
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Registered: 18-11-2017
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Missing function?
Taking my 1st little look at GSB, REALLY impressed so far with Mr. Zwagman's intended direction! The 1st verify error I'm getting for trying to run a
Trade Station chart off the proffered code is this possible missing function(?): "GSB_Norm2" . Code below.
There could be tons (or none  ) more errors past this one, don't know. Just need
to get them clear 1 by 1.. Thanks.
| Code: |
// Settings
// ID: 20171118-113259-705904-QUW1K
// Price Data: Data1: ES.30.Minute.830.1500.CentralUSATime.txt, Data2: idx.30.Minute.830.1500.CentralUSATime.txt, Data3: spx.30.Minute.830.1500.CentralUSATime.txt
// MaxBarsBack: 500
// Profits Mode: Currency
// Quantity: 1
// Quantity Mode: FixedShareContracts
// Exit Stop Loss: 0
// Exit Profit Target: 0
// Exit Minutes: 0
// Fitness Criteria: NetProfit * AvgTrade
// Fitness Commission: 29.76
// Reports Commission: 0
// Commission Mode: TradePerSide
// Fitness Slippage: 0
// Reports Slippage: 0
// Slippage Mode: TradeRoundtrip
// Long Trading Allowed: True
// Short Trading Allowed: True
// Max. Entries per Day:
// GSB Version: 1.0.38.22 / 2017-10-16
// Performance (full period)
// Fitness: 4,719,742.25
// Net Profit: 53,350
// Commission (in $): 0
// Drawdown: -5,587.5
// Avg Trade: 181.46
// Percent Profitable: 67.69
// Pearson: 0.989
// Profit Factor: 2.16
// Trades Count: 294
// Net Profit / -Drawdown: 9.55
// Inputs
Inputs:
i1length(29),
i2length(21),
i1Weight(1),
i2Weight(1),
i3Weight(1),
entryLevel(459),
iSFWeight(1),
sfEntryLevel(22),
beginDate(20010618),
endDate(20170228);
// Vars
Vars:
id("20171118-113259-705904-QUW1K"),
debugScriptPath("c:\dropbox\GSB\GSB (Managers)\Data\Debugs\20171118-113259-705904-QUW1K.ts.txt"),
dateYmd(0),
timeHms(0),
weekDay(0),
currentBarDTOHLCV(""),
lastBarDTOHLCV(""),
result(0),
sfResult(0),
decision(0),
sfDecision(0),
tradeExitTime(1000000000),
zs(0.0000000001);
// MaxBarsBack check
Once (MaxBarsBack <> 500)
Begin
RaiseRunTimeError("MaxBarsBack (Maximum number of bars strategy will reference) must be set to 500 (from Properties for All button, General tab)");
End;
// Date YMD, Time HMS, and Day of week
dateYmd = Date + 19000000;
timeHms = StrToNum(BarDateTime.Format("%H%M%S"));
weekDay = DayofWeek(Date);
// Contract's Session Close
If (TimeHms >= 150000 And TimeHms <= 150059) Then
Begin
BuyToCover this bar on close;
Sell this bar on close;
End;
// Trading Dates
If Not ((dateYmd >= 19000101 And dateYmd <= 21001231)) Then
Begin
BuyToCover this bar on close;
Sell this bar on close;
End;
currentBarDTOHLCV = NumToStr(BarDateTime.ELDateTimeEx, 9) + NumToStr(Open, 9) + NumToStr(High, 9) + NumToStr(Low, 9) + NumToStr(Close, 9) + NumToStr(Volume, 9);
// Date and time check
If (dateYmd > beginDate And dateYmd <= endDate)
And (currentBarDTOHLCV <> lastBarDTOHLCV)
And (Not (TimeHms >= 150000 And TimeHms <= 150059)) Then
Begin
// Results and decisions
result = ((GSB_Norm2(GSB_SS_Stochastic(i1length) of Data1, 1, 100) of Data1 * i1Weight) * ((GSB_Norm2(GSB_RSI(Close, i2length) of Data2, 1, 100) of Data2 * i2Weight) * (GSB_Norm2(GSB_CloseLessPrevCloseD of Data2, 1, 100) of Data2 * i3Weight)));
result = IFF(AbsValue(result) > zs, result, 0);
decision = GSB_Decision(result, 2, entryLevel);
sfResult = GSB_Norm2(GSB_CloseLessPrevCloseD of Data1, 0, 100) of Data1 * iSFWeight;
sfResult = IFF(AbsValue(sfResult) > zs, sfResult, 0);
sfDecision = GSB_Decision(sfResult, 2, sfEntryLevel);
// Buy/Sell
If decision = 1 And sfDecision = 1 Then
Begin
Buy("Long entry") 1 contracts this bar on close;
End
Else If decision = -1 And sfDecision = -1 Then
Begin
SellShort("Short entry") 1 contracts this bar on close;
End;
End;
lastBarDTOHLCV = currentBarDTOHLCV;
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Also, I'm trying to import all my 6000 Trade Station indicators and strategies for available-to-use by the GSB, but seems I'm not able to - if they
can be - so far. I did copy all my .ELD's into the Trade Station Supplementary Scripts, but I don't see anything showing in the e.g.,
CustomIndicatorEnabled Collection Editor. Would be so...Eureqa...if it could use my strategies, too.
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parrdo101
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Posts: 71
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Pardon me, ignore my 1st issue; have now all functions loaded. (IMPORT was key.)
Now only 2nd question remains: generally, to what extent is GSB using all or some of my current strategies in Trade Station?
I am now having another issue:
TS script I copied to .ELD and put in strategy is saying:
| Quote: |
// Price Data: Data1: ES.30.Minute.830.1500.CentralUSATime.txt, Data2: idx.30.Minute.830.1500.CentralUSATime.txt, |
Can you tell me, for Trade Station, which precise symbols to load? I've currently got @ES; IDX (must be wrong, Indonesia...);$XSR.X ; I have a
feeling at least 2 of these are wrong, thanks. I have very rarely used indexes, so I've got a nice fumble here.
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parrdo101
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User interface, suggestion (see snippet):
I'm in 14 day evaluation; as a very general sample with my tinkering so far I have a TS Script that generated trades on Data 1, uses Data3, but
requires (stated) that it wants 3 datastreams, and gives the symbol for each.
In the snippet, I would like to see them named as Data1, Data2, Data3 etc. instead of using "Primary" and "Secondary" terminology. Much more clear as
to what's what. Also, I see no way I can activate anything across from [0] or [1] - these looking to be additional datastreams?
I would like to see the ability for the program to let one insert literally any symbols for the 3 datastreams, any time frames, especially also all
the continuous futures contracts used in Trade Station (eg @ES).
The trading in the script, so far that I've seen, doesn't require the symbols upon which were optimized to be the ones in the [Trade Station - me]
chart where you're looking at the script.
In italics is the main reason for this reply/posting.
[img]‪C:\ Users\John\Desktop\data.jpg[/img]
(Sorry, unable to activate image presently; please provide clue; is saved on desktop as .jpg or jpeg.)
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admin
Super Administrator
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symbols are $idx, $spx.x. You cant used ts delayed data unless you export them one at a time to csv, then import the csv. The exchanges live data I
think was $2 a month
Also make sure session time in @es.d excludes the last 15 minutes.
custom indicators are here.
http://www.trademaid.info/forum/viewthread.php?tid=28&page=2...
We cant see [img]‪C:\ Users\John\Desktop\data.jpg[/img]
go to preview post (or edit later) and insert an image (under the find size number)
or add a file (browse button)
You mean rename on the left gui side from primary secondary to data1, data2 data3.
This section of GSB is going to get a revamp, but not short term.
It also has to be kept understandable for what we support amibroker, ninja,mt4,mt5. (long term goal, not going to happen short term)
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parrdo101
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admin said,
"symbols are $idx, $spx.x."
@ES ok for primary in my chart validating?
I better get with this; I really like some of what I'm seeing, espec. the Pearsons over 98-99 and 100 trades or more-thing.
Have to wonder why 14 day demo doesn't allow more symbols and time frames. Can one get those Pearson 98-99, straight line equity curves with any
randomly selected symbols? There may be good formula relation, even nigh predictive into the future, using only @ES, $IDX, $SPX.X, and small valuable
fortunes are theoretically there with just trading one system or symbol or set of symbols ever and a day, but the power of the engine here to find a
formula, a question of what it can mathematical-formula uncover, for combinations of other symbols is of severe interest.
I mean such relations become known across the decades...might be what we're talking here with just these 3 (es,idx,spx.x)?...hint of"symbol mining"
comes to mind (ala data mining). But nothing wrong with this if it works, small fortune, as I said....
The power of the builder, engine across any symbols you could combine, throw it, is the big question.
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parrdo101
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Laborious embedding, setting up of symbol data into this builder the reason for confined symbols in demo? If so, one could expect ages before this
builder ramped up to coverage of all symbols? (If that is ever its intent.) That would be what I would like to see, if-whether it had formula
sustainment/(performance power) across many or all symbols. Please shed some light here, thanks.
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parrdo101
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Please look over:
ok?
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parrdo101
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Seeing c-f (Trades Count - Full Period) by the hundreds in snippet; but, when I walk the script over to a TS .ELD, I get only 4 trades, 5 years back
from today, 30 m bars, chart exactly as you see it in my previous post.
This line in script has to be commented off as shown to start the strategy, fyi:
// Date and time check
If (dateYmd > beginDate {And dateYmd <= endDate})
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admin
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Quote: Originally posted by parrdo101  | Seeing c-f (Trades Count - Full Period) by the hundreds in snippet; but, when I walk the script over to a TS .ELD, I get only 4 trades, 5 years back
from today, 30 m bars, chart exactly as you see it in my previous post.
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You have the wrong symbol.
You need @ES.D not @ES.
You also need session time that doesnt have the last 15 minutes of the day.
ie 830 to 1500 central usa time
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parrdo101
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Super Admin said,
"You need @ES.D not @ES."
Occurred to me (ES.D) just after I left the PC work day yesterday. Pay attention, me! Custom session also now in place:
Same script mentioned previously still only producing 4 trads.
Also to note on reloading and refreshing: At one point I'm seeing -8000 or so net profit, then -2000 or so, then +1800 or so. Then back to
-2000 or so. Same symbol, same time back, same script, but wildly different on each refresh as this. (Striked still under investigation.)
Also, on most refresh events, the net profit just shows blank, no trades, you have to hit Status On/Off to get the Strategy Perf. Report to show
anything. Nice high i7, 1 TB SSD, 16 GB RAM, good machine.
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admin
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| Quote: Originally posted by parrdo101 | Super Admin said,
"You need @ES.D not @ES."
Same script mentioned previously still only producing 4 trads.
Also to note on reloading and refreshing: At one point I'm seeing -8000 or so net profit, then -2000 or so, then +1800 or so. Then back to
-2000 or so. Same symbol, same time back, same script, but wildly different on each refresh as this. (Striked still under investigation.)
Also, on most refresh events, the net profit just shows blank, no trades, you have hit Status On/Off to get the Strategy Perf. Report to show
anything. Nice high i7, 1 TB SSD, 16 GB RAM, good machine. |
By refreash, is that control R, or just reopen the chart, and or turn status off.
control r will take some time to get the data right.
You screen shot from memory has MOC failure. add setexitonclose; to your
code.
If that doesnt work, import the csv data from GSB instead of the @ES.d, $spx, $idx. If that doesnt work we can do a teamviewer session.
Also if you copy GSB code from to an existing TS code, you must do f3 (VERIFY) BEFORE you add GSB and AFTER you add GSB code. Otherwise the settings
from the last code will stay in your chart.
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parrdo101
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I use reload under View in TS (with Hotkey). Control R I presume exact same. I'm thinking I'm seeing Status On/Off is the same as close chart and
re-open...don't quote me, seems to be as I watch a few.
I'm also thinking all of the above lead to the proper (intended) Strat Perf Rep display? Don't quote me here either.
ep, just got instance where nothing in S. P. Report on RELOAD, presumably same as Control R. This reload, a second loading, was after a visibly
finished initial loading. Status On/Off then brought up the S.P.Report after this 2nd loading was done. So there's some stuff going on here....
I'm copying over all new script to a completely blank .ELD so far. I've a good feel where, how and whether you need to attend to hanging inputs.
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parrdo101
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Another question: I don't see anywhere on the GSB platform, after a run is completed, that tells me what symbols were used in the run. Going to
Tools/Contracts List doesn't assure me what was used. Was it all symbols, like a Portfolio Maestro? Is the one highlighted the one that was used?
(Likely not as you select any but CL, close it and CL remains highlighted on reopen - highlight on open apparently defaults to 1st line.)
Sorry if I overlooked the GSB platform telling me which symbols were in the run I just did.
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admin
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Its best not to use the chart refresh options unless youve got bad data. Getting TS to load all its data again often happens in bursts and can cause
you issues. Better to turn the strategy status off then on.
The symbols used in the run are only whats been used in primary data, secondary data. This will also appear in your GSB ts code. See below.
// Settings
// ID: 20171122-085953-682704-Z6dsM
// Price Data: Data1: ES.30.Minute.830.1500.CentralUSATime.txt
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parrdo101
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S. Admin says,
"The symbols used in the run are only whats been used in primary data, secondary data. This will also appear in your GSB ts code"
So it's a rule then, whatever appears in the code (script) was what was used in the run? Every and all cases and ever to be?
I'm not clear what Tools/Contracts List lets me do then.
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admin
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| Quote: Originally posted by parrdo101 | S. Admin says,
"The symbols used in the run are only whats been used in primary data, secondary data. This will also appear in your GSB ts code"
So it's a rule then, whatever appears in the code (script) was what was used in the run? Every and all cases and ever to be?
I'm not clear what Tools/Contracts List lets me do then. |
Tools contract list defined the point value and the market on close time.
This is needed for all symbols that are traded as primary data
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parrdo101
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How about strategies, paintbars, showmes being placed by name into Custom Indicators? Will this work? Will the GSB call them, assemble components the
same as the default indicators? Of crux is that the GSB WILL use them and they are not being ignored.
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parrdo101
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If I set Training to 100% and Test to 0% I presume this will not "throw the GSB run off" - the run and display - in some way? I'm going to try an
instance of walk my script into a Trade Station chart out of the GSB, after the run, as the OOS view.
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parrdo101
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Possible you could post a brief view in layman's terms, of the difference between "Public Data" and "Primary Data"? I think I'm ok on what constitutes
Primary. Also, I see T. Station script using Data3 ("tertiary"), but anything past Secondary is greyed out here:
Why is that? GSB would seem to be telling me tertiary, Data3 "not active" by being greyed.
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parrdo101
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Also, when I establish the state in this view (Secondary now blank), can I assume and be sure the optimization run in the GSB will now use ONLY Data1?
Is this the way to make inactive all data streams other than the primary (Data1 in TS)?
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parrdo101
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How does one, if possible, revert all App Settings to default? I think I saved some silly stuff back there, not knowing what I was doing, at it looks
like it's stuck in there now.
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parrdo101
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Say I'm now going to try a GSB run with some of my own-entered symbols (below red area).
In which of these tabs in Contracts List, if any, is it absolutely necessary to enter specific info for the GSB to run properly?
In which of these might one just enter anything - to get the dialogue to close apparently - you have to input something - and expect the GSB to
perform as it should?
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admin
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| Quote: Originally posted by parrdo101 | Say I'm now going to try a GSB run with some of my own-entered symbols (below red area).
In which of these tabs in Contracts List, if any, is it absolutely necessary to enter specific info for the GSB to run properly?
In which of these might one just enter anything - to get the dialogue to close apparently - you have to input something - and expect the GSB to
perform as it should?
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symbol, type, curency?ticks, point value, digits, moc1 and moc2
XIV is stock, not cash.
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parrdo101
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Suggestion:
When I press the button (red arrow tip) to enter primary data, allow one to copy paste a data file into the dialogue box that appears.
I thought I was able to do that - once at least - then on several next tries I couldn't.
Trying to find the folders into which to paste or save (I have Manager, Standalone and Worker icons on my desktop) - it's utterly devilish locating
the right ones, and I physically got lost on several instances and had to drop away, stymied on this little item - too often.
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admin
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| Quote: Originally posted by parrdo101 | Suggestion:
When I press the button (red arrow tip) to enter primary data, allow one to copy paste a data file into the dialogue box that appears.
I thought I was able to do that - once at least - then on several next tries I couldn't.
Trying to find the folders into which to paste or save (I have Manager, Standalone and Worker icons on my desktop) - it's utterly devilish locating
the right ones, and I physically got lost on several instances and had to drop away, stymied on this little item - too often.
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Always use c:\Dropbox\GSB\Data (DropBox Shared Folder)\Price Data
You go to TS and export the file to that path. I may do a video on that + more shortly.
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