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admin
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build 68.45 pushed to beta users. A very significant update.
New ELD (new indicators for me to test before I decide to release them)
Grade metrics functions
see https://trademaid.info/gsbhelp/General1.html
montecarlo wf. (statistical ranking of this in future build)
https://trademaid.info/gsbhelp/MontecarloWalkforward.html
Verification groups, and statistical totals of verification groups.
https://trademaid.info/gsbhelp/Verification1.html
bug to be fixed, verification graphs dont display if all are ticked. To be fixed in next release
Thanks received (1):
+1 Ketil at 2024-11-21 05:08:10
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admin
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68.47 released to all users
see today post here for the implications of this builds new verification features
https://trademaid.info/forum/viewthread.php?tid=117&page=39#...
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Carl
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Hi Peter,
The resourcemanager does not download version 68.47?
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admin
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@carl,
thank you, there was an issue on my side.
try now
if your in a hurry closes workers, open rm
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admin
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This situation reminds me of when i was at a camp, and was showing the audience the flying tea bag trick. (light a empty tea bag with a match)
People were in hysterics, not laughing with me - but at me. It failed terribly and turns out only some brands of tea bags fly.
Well the montecarlo SR ration has a significant effect to predict out of sample results, as does verification.
However lowSR gives the best out of sample results, not high sr. No idea why and this may take some time to work out
what was done here
build 2500 systems using 1 pass indicator (not 2 pass method) - as i wanted a significant amount of systems that failed. However the setup nq short
only was so good, even the bad systems were pretty good
get the top 300 systems (by macro) then do family mode to make only unique systems. We now have 233 systems
verify systems with 5,10,15,20,25,35,40,450,55,60 minute data and look only at the vss score of all the verification totaled together. result (ie -20%
degradation is good, result like -70% is bad) (ignore exact figures)
then do mc wf (singled thread fastest with cpu cores for wf set to the amount of cpu cores we have)
take lowest 70 systems mc sr ratio in fav A, top 70 systems mc sr ratio in fav B
Do stats a, stats b
then take lowest 30 systems vss score (this is bad) of the worst 70 mc score, and compare to the highest vss score (this is good) of the top 35 of
the 70 systems
bottom line, big difference in results between the two tests, and greater difference when we apply both filters
build 68.56 or later is needed to do this. I will release it soon
Thanks received (3):
+1 JozefSusko at 2024-12-03 03:40:45 +1 erlendsolberg at 2024-12-03 02:14:26 +1 Ketil at 2024-12-03 00:50:13
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admin
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68.57 released
has mc wf for for all users, mc sharp ratio
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admin
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im feeling better about mc sr.
note the worse mc sr and best mc sr
low mc sr has move of the curves above zero
mc 1000 interations and verification gave a whopping 44% increase in out of sample fitness of the worse vss and worse mc sr vs best vss and best mc
sror
or 36 % of the bottom mc sr figure (vss ignored) compared to the top 70 mc sr and the top 50% vss of those systems
36% derived from (27164-20179)/20179
 
Thanks received (1):
+1 Bruce at 2024-12-04 01:27:37
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admin
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GSB has a warning that code is too old. I hope to get a fix for this today.
Apologies but it fell through the cracks. Ive been on holiday but back in about 30 hours time
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admin
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I have the updated GSB code, but my digital signing of files is busted.
If I push out the files not digitally signed, a significant number of users will have their GSB.exe files falsely detected as virus.
Im working on the fix but this is much harder being remote.
I recommend that if you are in a hurry that you exclude c:\gsb c:\gsb\workers c:\gsb\cloud workers from your anti virus
and unzip these files into these folders
apologies for the inconvenience
Attachment: Login to view the details
Thanks received (3):
+1 JozefSusko at 2024-12-11 03:06:27 +1 cotila1 at 2024-12-11 01:50:38 +1 Nkhosi007 at 2024-12-10 19:20:54
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admin
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68.51 pushed. Has digital sign of exe files so no virus issues.
In about 2 builds, im hoping to have cloud worker support of monte carlo sr ratio (with out all the lines)
Not possible to do all the equity lines via workers as to load 500 or so equity curves back into the manager will be slower than doing the mc wf
locally
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admin
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Next build I hope to have other monte carlo ranking algorithims, and MC wf going to the cloud less graphs.
Im busy now rebuilding the trial user installer and settings as its busted right now.
Big task as many supplied market settings are out of date
EWFO will also have mc wf metrics too in next release.
Have a good weekend all
peter
Thanks received (3):
+1 Bruce at 2024-12-16 14:43:11 +1 JozefSusko at 2024-12-13 03:16:19 +1 Ketil at 2024-12-13 01:25:17
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admin
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68.64 pushed to beta testers
Significant change to lots of things in Walk forward. Monte carlo wf metrics (but not all the lines) are now done on all WF, and can be done via cloud
workers
Numerous MC wf metrics, that I still need to test which ones work best.
Wishing you all a great Christmas and new year.
Its been a good year in trading profits and GSB development - with the compounding effect of positive returns starting to feel like its kicking in
more.
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admin
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currently we are working on mean reversion systems on NQ market. The GSB side has been done, but working on the TS side. This is more complex as in
gsb ts functions, we are artificially making daily bars from intra day data
Thanks received (1):
+1 Ketil at 2025-01-18 03:41:52
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admin
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coming next week to alpha testers.
68.73
Fixed cloud WF logic to auto restart WFs canceled on the worker's side (ex. worker canceled or closed).
A minor update check logic to use database more often. A minor update to GA logic to improve performance (reduced Unnecessary RAM and disk).
allow exit mode Secondary filter reverse for all uses. This is VIP for the soon to be released NQ day of week settings (already given to a few users)
it was VIP for these new settings (till this build) that you have beta tester options enabled (see private forum)
This is now not needed for 68.73
GSB resource manager. Im hoping to have a fix for windows 11 running GSB workers (and all back ground apps) at low CPU priority.
also ability to use .7zip format for downloads. - compression is much better which is good if I ever send 1 minute data files
More improvements to stop TS crashing when RDP connects. These are being tested now
Thanks received (3):
+1 Frank at 2025-01-26 01:56:55 +1 JozefSusko at 2025-01-24 03:28:47 +1 TwntySQ at 2025-01-24 01:51:02
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admin
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released 68.70 to beta testers
has new eld
rsi secondary filter (derived daily bars from intra day data) used for mean reversion settings
has latest nq long dow swing settings and no need to be in beta tester mode to get the much needed sfRev Exit
has data files es nq gc used, but doesnt not have contracts.txt and sessions.txt as I dont want to over write gsb users with my settings. This doesnt
matter except for gold that needed 130?? to 1330 session time
has the CL dow settings and data too
minor bug fixes
WFS (WF) curves turned off by default. (tick box on wf gui)
exit mode sfRf for all users, not just trial users
Thanks received (1):
+1 TwntySQ at 2025-01-30 02:26:37
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admin
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68.79 released to all users. There is a lot in this build with new settings too. Feedback welcome
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Carl
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Quote: Originally posted by admin  | | 68.79 released to all users. There is a lot in this build with new settings too. Feedback welcome |
Hi Peter,
Thanks for all your work!
Just tried to update GSB by using the resourcemanager.
This is the message I get:
The remote server returned an error: (550) File not available (e.g. file not found, file cannot be accessed).
Thanks
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admin
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Anyone else with this issue?
Otherwise Carl, email me your monday morning and we can do remote session.
I assume your on a 2024 build of RM?
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Carl
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Hi Peter,
I just woke up and tried again.
The download was successful now, so problem solved.
I am on RM 20240530.1
Thanks.
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Ketil
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I can't run version 68.79, I am getting the following message:
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admin
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You have a bad combination of new and old dll files. Best I look at this remotely on your pc
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admin
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build 68.80 has the fix for busted exports. Pushed to all users
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tialt
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i'm running 68.80 & still getting the error 14 (IPM)
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admin
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@Tialt, thats because you have miss-match of dll versions
I will send you an email
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admin
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68.84 released. It has DailyRSI, updated NQ data as the last nq data caused GSB <> TS to a mild degree.
Bug fix for custom fitness not working correctly.
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