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JasonT
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Thanks Peter.
Does the latest days apply to the Validation % or only the Training/Test %?
For example if I tested 20 years of data and selected 95% training and 5% validation, and set latest days > # of days to 90, would any portion of the
latest 90 days be in the validation data or all in the training data?
Thanks,
Jason.
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admin
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Hi Jason,
Im going to ask the programmer about this. Ive never used the feature as I consider it problematic. If you took the best systems of say the last year,
and traded them - I think out of sample results will be worse than the systems you did not select.
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JasonT
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Quote: Originally posted by admin  | Hi Jason,
Im going to ask the programmer about this. Ive never used the feature as I consider it problematic. If you took the best systems of say the last year,
and traded them - I think out of sample results will be worse than the systems you did not select. |
Thanks,
it also appears that when I set the trading periods > dates to a date earlier than the last date in the data series I am using that GSB produces no
systems.
For example the CL30.HO data that has come with one of the GSB versions has an end date of 8 June 2018. When I set the Trading Periods > Dates > To
{a date like 4 May 2018} I get no systems being produced. When I select a date on or after 8 June I get plenty of systems being produced..
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admin
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HI Jason
I will give you 51.30. If that doesnt fix it email me teamviewer details. These are the current issues the programmer is working on now
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JasonT
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| Quote: Originally posted by admin | HI Jason
I will give you 51.30. If that doesnt fix it email me teamviewer details. These are the current issues the programmer is working on now
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Looks like that's fixed it thanks Peter.
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admin
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| Quote: Originally posted by JasonT |
Thanks Peter.
Does the latest days apply to the Validation % or only the Training/Test %?
For example if I tested 20 years of data and selected 95% training and 5% validation, and set latest days > # of days to 90, would any portion of the
latest 90 days be in the validation data or all in the training data?
Thanks,
Jason. |
Jason
Programer says
"Yes, latest days apply to the Validation % (as well as training and validation)
Latest days are simply the latest N days of the data, regardless of the training, test, and validation %.
So, in your example of 20 year, 95% training, and 5% validation, latest days of 90 will fall completely inside the validation period (which is 365
days)."
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JasonT
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| Quote: Originally posted by admin |
Programer says
"Yes, latest days apply to the Validation % (as well as training and validation)
Latest days are simply the latest N days of the data, regardless of the training, test, and validation %.
So, in your example of 20 year, 95% training, and 5% validation, latest days of 90 will fall completely inside the validation period (which is 365
days)." |
Ok thanks Peter
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CandyMachine
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Hi Peter,
I tried downloading the trial again because the first time I downloaded it, I had no clue what I was doing and I don't think I ever even tried adding
my own price data and didn't play around with it nearly enough. Now that I've done some learning on the basics premises, I wanted to give it shot
again. I was able to download the new version but I'm not seeing any options for Built In Indicators under Strategy. The tab is just non-existent.
Also, I was wondering why you don't have training options for max profit factor etc.? It's my understanding that aiming for a somewhat modest profit
factor etc will yield strategies that are more likely to work in real-time.
Thank you
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admin
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| Quote: Originally posted by CandyMachine | Hi Peter,
I tried downloading the trial again because the first time I downloaded it, I had no clue what I was doing and I don't think I ever even tried adding
my own price data and didn't play around with it nearly enough. Now that I've done some learning on the basics premises, I wanted to give it shot
again. I was able to download the new version but I'm not seeing any options for Built In Indicators under Strategy. The tab is just non-existent.
Also, I was wondering why you don't have training options for max profit factor etc.? It's my understanding that aiming for a somewhat modest profit
factor etc will yield strategies that are more likely to work in real-time.
Thank you |
1) This might be disabled in the trial mode. I can get you a fixed if needed.
Check also tools advanced mode is on.
Under fitness you can choose netproft * profit factor, instead of np* average trade. They will give almost identical results.
A warning, we havnt tested the extensively - but felt the systems with the highest profit factors will degrade more than average. Part of that is high
profit factor is normally lower number of trades. Lower number of trades is statistically less robust.
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admin
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Candymachine. The options are here. There is a possibility that trial mode doesnt have them. The logic is trial users have enough things to do and
tweak - which is problimatic when many dont know what they are doing. Hence some featurs are hidden till the user buys the product.
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CandyMachine
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Awesome, thank you. The Advanced setting fixed the lack of indicator options. Not sure if I came across correctly or not but I was speaking to the
fact that you might not want the profit factor to be too high. I suppose you can just take the ones that seem more realistic from the list after the
build... In one of your videos you talk about Adaptrade creating overly complex strategies compared to your system. Adaptrade has a setting for
lowering complexity, but do you not think that puts the generated strategies on par with yours? Does your system create better strategies in most
cases? What is it about the brains of your software that would allow it to accomplish this? In all reality there's a good chance I end up buying
both GSB and AB but I'm just trying to understand the strengths and weaknesses of both systems.
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petrfin
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CandyMachine, I can speak from a perspective of a user of both – AB and GSB.
And GSB is really much advanced comparing to AB.
It is really not only about the strategies itself. GSB is actually a full ecosystem you need to generate strategies that have a good chance to perform
OOS. You have cloud power, you have walk forward, you have macros soon, you have endless possibilities to validate strategies etc. This really let you
generate and validate strategies that are ready to live trade.
The best is that the product is evolving very, very fast. Look on upgrade history AB/GSB. You can see that GSB is really a product developed by very
active trader and that is very important to me.
So do not focus on just a strategies itself (which are kind of hard to compare), focus on the whole ecosystem of what is available.
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admin
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Hi Candymachine, petrfin's reply is good. There is a old video on GSB vs Builder
see second one here
https://trademaid.info/video.htm
GSB has developed a great deal since the video was made. The video was made as a very high % of GSB users have bought or tried AB
You also cant see the development of GSB until you purchase and get into the private forum.
here is a glimpse of updates
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avatartrader
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| Quote: Originally posted by petrfin | CandyMachine, I can speak from a perspective of a user of both – AB and GSB.
And GSB is really much advanced comparing to AB.
It is really not only about the strategies itself. GSB is actually a full ecosystem you need to generate strategies that have a good chance to perform
OOS. You have cloud power, you have walk forward, you have macros soon, you have endless possibilities to validate strategies etc. This really let you
generate and validate strategies that are ready to live trade.
The best is that the product is evolving very, very fast. Look on upgrade history AB/GSB. You can see that GSB is really a product developed by very
active trader and that is very important to me.
So do not focus on just a strategies itself (which are kind of hard to compare), focus on the whole ecosystem of what is available.
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I own both AB and GSB as well and I would also agree.
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Bruce
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| Quote: Originally posted by avatartrader | | Quote: Originally posted by petrfin | CandyMachine, I can speak from a perspective of a user of both – AB and GSB.
And GSB is really much advanced comparing to AB.
It is really not only about the strategies itself. GSB is actually a full ecosystem you need to generate strategies that have a good chance to perform
OOS. You have cloud power, you have walk forward, you have macros soon, you have endless possibilities to validate strategies etc. This really let you
generate and validate strategies that are ready to live trade.
The best is that the product is evolving very, very fast. Look on upgrade history AB/GSB. You can see that GSB is really a product developed by very
active trader and that is very important to me.
So do not focus on just a strategies itself (which are kind of hard to compare), focus on the whole ecosystem of what is available.
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I own both AB and GSB as well and I would also agree. |
I also have both. Agree with all of the above and with the structure and processes being developed with GSB particularly around OOS standup to the
rigour. The other big one for me was the consistency and accuracy when migrating systems from GSB to TS and be able to replicate the results that were
built in GSB.
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Gregorian
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Simultaneous SL and TL
Peter:
When both Static Stop Loss and Trailing Stop (fixed) are set to True, does GSB only use one or the other, or will it try using both exits
simultaneously? I've never seen both listed under the Parameters tab, only one or the other. I have an application where I know having both
simultaneously would help.
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admin
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| Quote: Originally posted by Gregorian | Peter:
Good to hear from you Gregorian.
When both Static Stop Loss and Trailing Stop (fixed) are set to True, does GSB only use one or the other, or will it try using both exits
simultaneously? I've never seen both listed under the Parameters tab, only one or the other. I have an application where I know having both
simultaneously would help. |
What I expect is both to be in the code at the same time, else the trailing stop to have its max value set to static stop. Look at the TS/MC code to
double check. Its possible that parameters tab doesnt have the fully detail. I dont use trailing stop so not familiar with it.
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ssp729
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Test currency pairs
Hello everyone. I am a newbie, and i want to demo GSB software.
I want to test GSB software in currency pairs (6B, 6E)... Do i need to have a forex broker account? And how can i get the data?
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admin
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Threads Merged
6-5-2019 at 03:16 AM |
Bruce
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| Quote: Originally posted by ssp729 | Hello everyone. I am a newbie, and i want to demo GSB software.
I want to test GSB software in currency pairs (6B, 6E)... Do i need to have a forex broker account? And how can i get the data?
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if you're currently doing pairs trading, are you able to export the data as a CSV/TXT file from that platform? You can IM me and we can discuss
further to find a solution
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appengineer
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GSB Not generating systems
Hi,
I am trying to build an ES system with the following settings
SF - CloseLessPrevCloseDBpv
Bar - 30 min
Session - 0830-1500 - Exchange time
Disable SF - CloseLessPrevCloseD and CloseOverPrevCloseD
Operator - +
Validation - 0
Performance Filter
Pearson - 0.9
Min Profit - 1.8
Min Trades - 180
GSB is not generating any systems, any ideas why?
Thank you
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admin
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| Quote: Originally posted by appengineer | Hi,
I am trying to build an ES system with the following settings
SF - CloseLessPrevCloseDBpv
Bar - 30 min
Session - 0830-1500 - Exchange time
Disable SF - CloseLessPrevCloseD and CloseOverPrevCloseD
Operator - +
Validation - 0
Performance Filter
Pearson - 0.9
Min Profit - 1.8
Min Trades - 180
GSB is not generating any systems, any ideas why?
Thank you |
sf should not be disabled.
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appengineer
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Peter,
Do you mean inside Indicator collection CloseLessPrevCloseD and CloseOverPrevCloseD should be turned ON
Or the SF Mode
See attached
Thanks
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appengineer
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Peter,
Here is the attachment
Thanks
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admin
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What you have done is correct. email me teamviewer.com details and I will look
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appengineer
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Peter,
After additional testing and trial, looks like "Show Systems on Workers GUI" property has to be set to True. If I set it to False no systems are
generated.
Thank you
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