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[*] posted on 24-9-2021 at 06:34 PM


Hi Zdenekt, Im not clear what the issue is.
we have all those options. Just the formatting differs.
With the current methodology, the setting of indicators is dont by GSB, with the exception of secondary filter which is a human choice.


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[*] posted on 3-1-2023 at 03:51 PM
Ability to see larger chart


I have read every entry in the "wish list" forum and apologize if I missed someone also asking for this.

I think it would be fantastic if I could right-click on the chart and have the option of creating a larger chart in a separate window or tab or even in my browser.

I hope this request will be considered and that it is something easy to do.


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[*] posted on 3-1-2023 at 03:58 PM


@ChuckNZ,
you can make it bigger by closing the other windows
ie controlR etc
see these


view.png - 58kB


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[*] posted on 25-12-2023 at 05:06 PM
Forced output filter suggestion


Hello,

Happy Holidays!!

Is it possible to implement this suggestion in GSB?

We set a departure time different from Times:

Example:

Template:MOC
Hours: 10:00 - 14:00
Mandatory time: 15.00

Would it be possible to put forced time as a filter?


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[*] posted on 25-12-2023 at 05:30 PM


@remo
There may be translation issue in engish with your request, so i may not have interpreted this correctly.
this can be done already

entry time allowed is 10:00 to 1400, but moc exit and session end at 15:00. Is that what you want?


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[*] posted on 26-12-2023 at 02:51 AM


No,
I want to leave before MOC


Plantilla:MOC 17:00
Horario: 10:00 - 14:00
Hora obligatoria: 15.00


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[*] posted on 27-12-2023 at 01:19 AM


@remo, please translate this to english. This can be done, but i need to ask the programer how. You likely would make two session times. one 1000 to 1500 with moc at 1500 and a second session from 15 to 1700. Im not sure if thats what you want. Times (for entries to be allowed would be 1000 to 1400)

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[*] posted on 27-12-2023 at 11:50 AM


Hello,
The simplest example:
Regular schedule template.
Opening hours: 10:00 a.m. to 2:00 p.m.
Mandatory departure time: 16:00
Understood now? It only takes one hour for forced departure.


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[*] posted on 27-12-2023 at 12:10 PM


I am sending a screenshot for a better understanding.

You can choose a departure time, now you are forced to leave at the last bar of the session.



Do we leave at the last bar of the session or do we leave at another time? Do you understand?

The best thing would be to be able to do SF with a departure time and then the algorithm would tell us the best departure time. Do we leave at the last bar of the session or do we leave at another time?

EXIT TIME.JPG - 52kB EXIT TIME.JPG - 52kB


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[*] posted on 27-12-2023 at 06:50 PM


@remo,
getting exit time by ga is not a great idea in that GA will chose a spectrum of exit times, and you dont know the best time.
What you want can be done, but not by GA.
see times of day. https://trademaid.info/gsbhelp/Exits1.html

I could add this into GSB automation to shift the time by ga, but think its not something I would not personally do.
Here is why
Best Session exit time is normally very clear. Where is there a big spike in volume, and the range reduces.
please see this video
https://www.youtube.com/watch?v=NFC7ego_Y70

Whats more important is the session start time.
While the video typically will give you best start and end time, there are some exceptions. IE gold has two legitimate start times. The Dax this could also apply to as well. (though im not sure)






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[*] posted on 15-1-2024 at 03:26 PM


Hello Pedro,

Are there any updates planned for GSB?
It is necessary to be able to create systems with patterns, in other assets, currencies, etc.


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[*] posted on 15-1-2024 at 03:47 PM


@remo, Pattern filters were added a few weeks ago, but limited initial testing showed they did not work so well. All what needs to change is the types of patterns we are looking for. Short term I dont have head space to do this yet, but im open to ideas. Its been planned for years and now we have the architecture to do it. Just need to do the finer details



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+1 REMO755 at 2024-01-15 16:14:47
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[*] posted on 27-2-2024 at 04:45 PM


Wish list:

• Discord Server (its free to create), we can modernly chat in real-time, have many channels for different topics, closed channels for updates etc, we can even talk with our mics on if so desired.

• How can one know about which indicators do not sync/match with TS?

• Is it only me?, When performing multi-threaded WF on a strategy, it just wont utilize even 10% of my ram/cpu, any way to increase it?, Or why cant we utilize cloud power to perform WFs faster?

• Zoom feature just like in EWFO so we can see everything bigger/smaller in GSB.

• More user friendly GUI and explanation.

• More indicators and methods / different building blocks for GSB to create even more unique strategies.

Thats all for now, thanks.


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[*] posted on 27-2-2024 at 05:21 PM


@karish
1 good idea but i dont have resources to do this. Cant do more...
2 https://trademaid.info/gsbhelp/GSBDiagnostics.html
3 Under app settings, you can set how many cores are used, and how many wf are done at once. Too many wf at once gets painfully slow, but maxing the cores is good idea.
4 You mean font? can can adjust font scaling in windows
5 Everything should be in the docs. And there is the box down the bottom left that explains things
6 Planned and constant development done every week. No shortage of ideas, just have limited programmer resources.




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[*] posted on 27-2-2024 at 05:42 PM


Quote: Originally posted by admin  
@karish
1 good idea but i dont have resources to do this. Cant do more...
2 https://trademaid.info/gsbhelp/GSBDiagnostics.html
3 Under app settings, you can set how many cores are used, and how many wf are done at once. Too many wf at once gets painfully slow, but maxing the cores is good idea.
4 You mean font? can can adjust font scaling in windows
5 Everything should be in the docs. And there is the box down the bottom left that explains things
6 Planned and constant development done every week. No shortage of ideas, just have limited programmer resources.


1) I can open a Discord server for GSB and set you as an admin aswell as publish a link here for other users to join in, only if you agree to this of-course, i can open and sort out some channels and topics so it could be a nice and ready to use environment.

2) Thanks!, very cool, But is there any over-all knowledge-base of known indicators that wont match and you already know about that and working on it? that was what i was trying to refer to.

3) My CPU got 16 cores, i already set everything to 16 related to the cores settings, thats inside the Standalone, Worker & Manager, everyone set to 16, but still CPU/RAM wont go over 10%~..

4) The idea of how its done in EWFO would be great, until then i should just use a different screen resolution i guess..

5) Sometimes it doesn't, and the hyperlink leads to the docs where some things are not so deeply explained, or old information related to older builds.

6) :)



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[*] posted on 27-2-2024 at 06:26 PM


Hi Karish
I appreciate your ideas and efforts
1) if we open discord, it means there is dilution and duplicate of work on the forum. I see that as a significant negitve.
Unless there was a lot of user buy in to the idea, i would not do it.
2) All indicators match on TS. Many months of work went into this, and i can now see why most other system builders will be bad at matching results. There are so many bugs / things to fix.
NT has match issues, but that will be worked on more in time.
But to clarify. There is an issue with Hull filter when 24 hour bars are used. (not when day session is used) and there is a error on gsb break even stop (not ts break even stop)
both these bugs are on the short list to be fixed


3) you can run more WF jobs, the default is 4. You also can wf your jobs to the cloud.
However if you create families from your top systems in Favorites A or b or c or d, there should not be many to wf.
4) EWFO badly needed this issue as font issues was a massive problem. Its not been significant issue on GSB
5) if there is anything you want updated, I will try to assist. Its the methodology thats the critical thing and good to follow the latest




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+1 Karish at 2024-02-27 18:29:32
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[*] posted on 27-2-2024 at 06:38 PM


Quote: Originally posted by admin  
Hi Karish
I appreciate your ideas and efforts
1) if we open discord, it means there is dilution and duplicate of work on the forum. I see that as a significant negitve.
Unless there was a lot of user buy in to the idea, i would not do it.
2) All indicators match on TS. Many months of work went into this, and i can now see why most other system builders will be bad at matching results. There are so many bugs / things to fix.
NT has match issues, but that will be worked on more in time.
But to clarify. There is an issue with Hull filter when 24 hour bars are used. (not when day session is used) and there is a error on gsb break even stop (not ts break even stop)
both these bugs are on the short list to be fixed


3) you can run more WF jobs, the default is 4. You also can wf your jobs to the cloud.
However if you create families from your top systems in Favorites A or b or c or d, there should not be many to wf.
4) EWFO badly needed this issue as font issues was a massive problem. Its not been significant issue on GSB
5) if there is anything you want updated, I will try to assist. Its the methodology thats the critical thing and good to follow the latest


1) I hear you, i agree.

2) Awesome!, Yeah famous builders out there advertise their software as a great advantage, last thing you know you find yourself as a non-paid beta-tester for a beautiful UI and buggy and un-matching results between the software and the trading platform in question..

3) Ill try to figure it out, thanks.

4) Thats ok, there's always a walk-around.

5) On it! :cool:


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[*] posted on 28-2-2024 at 06:21 AM


Feature Suggestion:

I was reading this:
https://trademaid.info/gsbhelp/BuildingNasdaq23hrX55daySwing...
At Paragraph 10 - "We want to try one indicator at a time"

Same thing can be found on another article,
at "How to test each indicator - Now we will comment out the second and third inidcator":
https://trademaid.info/gsbhelp/Advancedoptions.html

I had that idea quite some time ago but i wanted to share:


Imagine a feature that we would call "Strategy Simplifier",
what this would do is the following:
• Just like we have the possibility to "Right-Click" >> "WF", imagine we would have a button for this too/.
• When we have a strategy developed and we will "Right-Click" >> "Strategy Simplifier",
GSB will try to remove 1 rule at a time with all the others enabled,
Example (just like in the article in Docs) but different:

Quote:
# Step #1:
//Rule #1,
Rule #2,
Rule #3,
Rule #4,
Then Re-Test the strategy on the same data period as the Original Strategy's data period & record the results behind the scenes.

# Step #2:
Rule #1,
//Rule #2,
Rule #3,
Rule #4,
Then Re-Test the strategy on the same data period as the Original Strategy's data period & record the results behind the scenes.

# Step #3:
Rule #1,
Rule #2,
//Rule #3,
Rule #4,
Then Re-Test the strategy on the same data period as the Original Strategy's data period & record the results behind the scenes.

# Step #4:
Rule #1,
Rule #2,
Rule #3,
//Rule #4,
Then Re-Test the strategy on the same data period as the Original Strategy's data period & record the results behind the scenes.

# Step #5:
//Rule #1,
//Rule #2,
Rule #3,
Rule #4,
Then Re-Test the strategy on the same data period as the Original Strategy's data period & record the results behind the scenes.

# Step #6:
Rule #1,
//Rule #2,
//Rule #3,
Rule #4,
Then Re-Test the strategy on the same data period as the Original Strategy's data period & record the results behind the scenes.

# Step #7:
Rule #1,
Rule #2,
//Rule #3,
//Rule #4,
Then Re-Test the strategy on the same data period as the Original Strategy's data period & record the results behind the scenes.

# Step #8:
//Rule #1,
Rule #2,
Rule #3,
//Rule #4,
Then Re-Test the strategy on the same data period as the Original Strategy's data period & record the results behind the scenes.

# Step #9:
Rule #1,
//Rule #2,
Rule #3,
//Rule #4,
Then Re-Test the strategy on the same data period as the Original Strategy's data period & record the results behind the scenes.

# Step #10:
//Rule #1,
Rule #2,
//Rule #3,
Rule #4,
Then Re-Test the strategy on the same data period as the Original Strategy's data period & record the results behind the scenes.

# Step #11:
//Rule #1,
//Rule #2,
//Rule #3,
Rule #4,
Then Re-Test the strategy on the same data period as the Original Strategy's data period & record the results behind the scenes.

# Step #12:
Rule #1,
//Rule #2,
//Rule #3,
//Rule #4,
Then Re-Test the strategy on the same data period as the Original Strategy's data period & record the results behind the scenes.

# Step #13:
//Rule #1,
Rule #2,
//Rule #3,
//Rule #4,
Then Re-Test the strategy on the same data period as the Original Strategy's data period & record the results behind the scenes.

# Step #14:
//Rule #1,
//Rule #2,
Rule #3,
//Rule #4,
Then Re-Test the strategy on the same data period as the Original Strategy's data period & record the results behind the scenes.



As you can see GSB is trying to remove 1 or more rules from the original strategy in order to simplify the strategy,

It will try all possible combinations first (as described above via steps),
then it will select the Best result in order to simplify the strategy.

GSB will determine if the strategy got simpler AKA better by comparing the Original stats like NP/DD etc, or what ever THE USER will decide via some settings fields,
If SimplifiedStrategy (NP/DD) > OriginalStrategy (NP/DD) then Simplify.
or any other rule or multiple rules.



we all know that the less complex the strategy, the better,
Hope it would be considered as a future feature implementation, i think it be an awesome thing to have. thanks for reading. :)



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[*] posted on 28-2-2024 at 08:00 AM


Another Feature Suggestion:

"Strategy's Optimizations Profile" - Check strategy's surrounding parameters to construct a profile.

we would have a button for this as:
When we have a strategy developed and we will "Right-Click" >> "Strategy Optimizations Profile",

This feature will do the following:

Imagine we have a strategy that got these rules & parameters as a simple example:
Quote:
inputs:
Length(20),
NumDev(2),
MA_Length(50);

variables:
UpperBand(0),
LowerBand(0),
MA(0);

UpperBand = BollingerBand(Close, Length, NumDev);
LowerBand = BollingerBand(Close, Length, -NumDev);
MA = Average(Close, MA_Length);

if Close crosses above MA and Close crosses above UpperBand then
buy next bar at market;
if Close crosses below MA and Close crosses below LowerBand then
sellshort next bar at market;


Notice we have 3 parameters with-in this strategy example,

Just like we have with the WF feature, THE USER could per-define the area via % Nearest "50",
GSB will optimize all parameters at once with +25% & -25% (% Nearest "50"),

The Steps for this test will use the settings from inside GSB already (GSB GUI's Right Window >> Strategy >> "Params.",


As for this example our optimization field would be the following:
Quote:
Length(15..25:1),
NumDev(1.5..2.5:0.5),
MA_Length(37..63:1);


The Optimization Method will ALWAYS be Exhaustive because we want to cover all the possible parameters combinations of the strategy in order to form the profile,

so for this example we got 891 possible combinations AKA runs,
running on the same exact original strategy's data,
this should be a very fast test for GSB and greatly benefit us with more knowledge.

As the test finished, we would be presented with all the information of the profile (image attached at the bottom)
*Off-course the whole process will be done via GSB behind the scenes.., there is no reason for showing the histogram chart inside the GUI.

Results:
Quote:
Out of total 891 iterations
Profitable iterations: 787
Losing iterations: 104
% of profitable iterations (Profitability Profile): 88.32%


This is what we need,
Now with USER's per-defined rules inside the settings field of this feature GSB can determine if this is a valid result or not.
as for the default and most simple rules:
Quote:
"% of profitable iterations" > "90%"
thus we can be sure 90% of the iterations within our "50% Nearest" are atleast 90% profitable.

&

"Maximum degradation from the Highest iteration" < "30%"
thus we can be sure that all the iterations within our "50% Nearest" are lower than 30% from the Highest iteration.


other rules could be added further on with further updates and or suggestions..

With this feature we can really determine if we curve fitted our strategy to the data, and just recognize where we are standing with the strategy in terms of sensitivity of parameters,

off-course we can also perform the same test with other tests like building strategies with multiple time-frames or symbols or both, this can benefit us greatly.

hope it would get considered to be added into GSB in the future, thanks for reading :cool:.

Example of a Profile Histogram.png - 326kB


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[*] posted on 28-2-2024 at 07:14 PM


@Karish
ive asked some of the most knowledgeable users about your comment. Awaiting feedback.

I dont feel strongly on this, but your idea seems problematical. what say you have made the worlds best trading system, but it has a strong bell curve were it works well in a certain range
but works like crap outside of this range.

regardless I feel there is no substitute as good as a manual optimization of every input in a gsb system
this will tell you far more than your results shown, and my long term hope is we will have AI to interpret results
we do have wf paramater analysis which I hope to expand on over time.


High level
there are two totally different approaches gsb users have. (and likely every shade of grey in between and other methods again that I dont know about)
1) build lots of systems, and look at what works over time, filter out good systems from bad etc
I suspect this is the direction many users go.
2) find a good system, test every logical module, manually optimize every input, work out ranges, check for bad logic or logic that in effect does nothing
then optimize the entire system with what you have learnt, tweaked / added / removed
For example, if some sort of exit mode improves results a little, but its changed 2 of 1000 trades, the module is not valid and should be removed.


I am very strongly of the opinion that 2) is best for me - but it requires a different skill set to option 1)
Building the recently released gsb23 hour 5.5 day a week system,
https://trademaid.info/gsbhelp/GSBSWING60-23NQ.html
.... spent weeks of work on it, i learnt a lot and can confirm or reject conclusions that we came to via many tests with GSB automation.






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[*] posted on 29-2-2024 at 03:29 AM


Thanks for replying back :),

I hear you, but i still think that both:

"Strategy Simplifier" & "Strategy's Optimizations Profile",

needed.

i would lean more towards "Strategy's Optimizations Profile",
Bob Pardo talks about it, here & inside the course but it is explained perfectly in a short video here:
https://www.buildingrobuststrategiesmasterclass.com/overcome...

and
System Parameter Permutation (SPP)
method was originally described by Dave Walton of StatisTrade, and is available in the paper here: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2423187

Both essentially does the same thing,
creating an optimization profile of the system in question,
running all available optimizations combinations (limited by "% Nearest" that would be set by the USER),

then if we take an automated approach,
i already explained 2 rules that would determine if the system pass/fail the test, but more rules can be added in the future,
main rules are:

"% of profitable iterations" > "90%"
thus we can be sure 90% of the iterations within our "50% Nearest" are atleast 90% profitable.

that means that we should have atleast 90% of all the iterations making 1$.

&

"Maximum degradation from the Highest iteration" < "30%"
thus we can be sure that all the iterations within our "50% Nearest" are lower than 30% from the Highest iteration.

that means that we take the highest profitable result from all of our iterations and take the lowest profitable result from all of our iterations and compare them, if we got a degradation from the highest profitable result & the lowest profitable result of higher than 30% this would be a failure.


eventually we want from this test is to see if are in the right spot with our strategy and parameters,

if we fail this test it means that our parameters are not stable from our current original position with our original strategy's parameters set.

even if we run a WF on that strategy without this test WF will show low Parameters Stability Result, and thats what we dont want..

but if we would perform this test and have passed the test,
that means our parameters are stable ("50% nearest")

then if we perform a WF with ("50% nearest") also,
we can be sure that we could have a high Parameters Stability Result.


The "Strategy's Optimizations Profile" overall is just like using the "Families" feature in GSB,
but thing is that rather waiting for 50,000 systems or more and looping this procedure and selecting the Family with the highest count of Members as it considered to be a robust set of rules with different parameters,
we could potentially if the "Strategy's Optimizations Profile" implemented do this:
Right-Click on the system in question >> Perform "Strategy's Optimizations Profile",
assuming we use "50% nearest",
and 2 rules:
"% of profitable iterations" > "90%" & "Maximum degradation from the Highest iteration" < "30%"
we can tell if the system is robust enough,
we we want to be absolutely sure, we can play with the settings or just a thought increase the "% nearest" to cover a wider range and make sure we got a robust strategy.

This feature is more direct and focused on the question.
Attached some visual images.


Thats all.
i think it would be a good addition,
thanks for reading.



visual Curves example.png - 63kB

visual Histogram example of pass and fail.png - 93kB


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[*] posted on 29-2-2024 at 06:05 PM


@Karish
thanks for this and im looking into it.

If this feature is built, it could also be added into trademaid walkforard optimizer
I have numerous thoughts.
we dont have to do exhaustive wf. We currently have random space. But brute is fine.

Bobs example here is clear. However its problematic that he shows 2 inputs when we could have 4 to 10 inputs

does video 3 exist?

you should explore paramater analysis in GSB




2024-03-01_10-48-07_2d.png - 186kB




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+1 Karish at 2024-03-01 03:48:18
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[*] posted on 29-2-2024 at 06:32 PM


Another comment that applies to your proposal (and existing ideas like testing on other markets, adding random noise etc)
all of this can be obectively tested.
you get your 300 systems form a or systems from b
take the top 1/3 and the bottom 1/3 of them
test out of sample according to your critera you have assumed to work, then compare the out of sample results.
This is the in my opinion suburb strength of GSB




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[*] posted on 1-3-2024 at 04:10 AM


@admin,

Peter related to the screenshot you posted covering 2 Input parameters on X and Y,
this was just an illustration to show a 3D view to be more presentable,

The main thing Bob talks about is what i suggested and he shows that in a 2D view,
you take all the optimizations iterations limited by % nearest of 50 for example.
form an "optimization profile",
then perform some analysis on the results of that optimization profile,

you want to see gradual results, not random profits and loses, that would mean that your parameters space of the strategy is robust and not due to a random chance, thats the most important part ("% of profitable iterations" > "90%")

as-well as the results being some what in tact with others ("Maximum degradation from the Highest iteration" < "30%")

about implementing this into EWFO, thats an idea.., but would love to see that in GSB most of all, because the transition of the strategy and its files into EWFO would cost time, it is better to just have it under our right-click inside GSB.

a right-click on a strategy and choose "Strategy's Optimizations Profile",
and GSB will perform everything behind the scenes, or maybe we could have another Tab in the center of the GUI just like we can view different charts, we could see the results of the strategy's Optimizations Profile in a Histogram form just like in the image i attached above,

i would say this is a true must have feature, it can really increase our confidence in a strategy and most likely increase the likelihood of the strategy performing well on a WF test and even the likelihood of the WF performing well into the future.


BTW:
if we could have the "Strategy Simplifier" feature as-well, we could perform the "Strategy Simplifier" test in order to see if GSB can increase the simplicity of our strategy with remove some rules that wont contribute much for the strategy,
and the "Strategy's Optimizations Profile" after that test "Strategy's Optimizations Profile" would run much faster if some unnecessary rules would be removed, thats also a creative thinking about it.


anyway, this is powerful, hope to see this in GSB in the future.. :),
it is all up to you my friend.

attached a perfect example with some fields added, something close to this example would be great to see inside GSB when implemented.



perfect example with more fields.png - 49kB


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Karish
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[*] posted on 1-3-2024 at 12:44 PM


Some more small suggestions:

• For some reason not sure why, maybe it is a C# thing, but the GUI is kinda slow when there are too many rows (strategies) inside the Unique-Systems tab and click the Create Family, i also noticed that i must Remove Families before re-running the search again (play button), because the GUI just freezes and makes me lose hope every time, so i re-start GSB again with all my progress lost.., this should somehow get fixed..

• The number that shows next to the Unique-Systems (123) and Walk-Forward (123) tabs is not getting updated when deleting a strategy from the tab.

• Would be cool to have the "Entry Modes", "Weights Mode", "Entry Level Mode", "EntryLevelValue" etc as an optional list of Use/Do Not use with min/max/steps just like the "Built-In Indicators form we got already, Let the software decide what's good based on genetics etc, rather than have them fixed.

• "# of Filters" when set to 1 for example, it will be forced up on all systems.., would be cool if it wasn't, some systems will have it and some wont, again.. more freedom, let the genetics spit its results, would it be 0,1,2 etc..

• "Stops" same thing, it is currently forced on all systems..

• "Targets" also the same, it is currently forced on all systems..

• When using "Nth" it seems that the rules we set in side "Performance Filters" wont hold any merit, as if the NoTrd period of the "Nth" wont take any of its results into account.


__
That's all so far :),
thanks for reading.


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