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Author: Subject: Enhanced Walk Foward Optimizer updates. EWFO EXE
edgetrader
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[*] posted on 22-1-2020 at 08:20 PM


Thanks for your help.

I increased page file to 32 GB and rebooted. Tried again and had same issue.

Now on old version and it's looking good. The CPU doesn't support more RAM.


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[*] posted on 22-1-2020 at 08:23 PM


Quote: Originally posted by edgetrader  
Thanks for your help.

I increased page file to 32 GB and rebooted. Tried again and had same issue.

Now on old version and it's looking good. The CPU doesn't support more RAM.


thanks for update.
Likely you can run both versions depending on file size.
you can rename the new version to wfo20190123.exe etc
new version is 3 times faster, and i didnt expect ram size to alter between them


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[*] posted on 22-1-2020 at 08:32 PM


Hi Edgetrader
can you note the ram usage on both the old and new version?


peak.png - 70kB


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[*] posted on 22-1-2020 at 08:41 PM


Yes, I'll report in the next few days. Now looking to let the run complete on old version.

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[*] posted on 24-1-2020 at 01:08 AM


version 20191106.2
32,896,300 K

version 20200116.2
32,472,620 K

Seems the new version used slightly less peak memory when it crashed. Older version had longer runtime and completed the run.


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[*] posted on 24-1-2020 at 02:03 AM


Quote: Originally posted by edgetrader  
version 20191106.2
32,896,300 K

version 20200116.2
32,472,620 K

Seems the new version used slightly less peak memory when it crashed. Older version had longer runtime and completed the run.


there is an update a few minutes ago.
For your files, old version used 4.2 more cpu than new version, but new version used more ram.
even on machine with 320 gb ram, last weeks version failed on your files.
todays is fine.
I may improve ram useage. We increased some accuracy of things, and that used more ram.

todays version also has dd mae of each trade, and option to use open or closed dd in fitness (advacned)


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[*] posted on 27-1-2020 at 11:52 PM


EWFO PRO 20200128 VERSION OUT SOON VIA AUTO UPDATE.
Option for the amount of CPU cores. Need to limit CPU cores in the case of having 30GB data files on machine with 32 GB of ram.
One of the reasons EWFO is faster, is more processing is muti cores.

Option of close or open trade for fitness draw-down.
Longer paths support in user interface.
Bug fix were nth mode is used. (need to export Json file again.) You will know about this bug if you see it, so most users can ignore this.
Smarter rego file system, for a few users who have unique rego file.


advacned1.png - 9kB




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+1 edgetrader at 2020-01-28 09:58:02
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[*] posted on 3-2-2020 at 01:24 AM


New EWFO features
There are a few more features, like dd%, medium trade, ave win loss in the output files
There will be much faster auto update of EWFO.
A few minor tweaks.

EWFO to EWO pro is a free upgrade, but prices will increase Feb 15 2020
EWFO pro will be $390, and addition licenses $130 each. Currently $300 / $100.

This is to pay for considerable investment in new features, and more speed.
EWFO pro is 300% faster than EWFO, and 400% faster than Tradestation WFO


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[*] posted on 3-2-2020 at 09:55 PM


Feb 4 2020
New full installer file for EWFO.
You dont need this if your EWFO is a 2020 version.
All future updates will be via auto update when you open EWFO.
See the top of this thread.


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[*] posted on 10-2-2020 at 09:41 AM


im seeing virustotal.com pick up viruses on the 2 EWFO executables posted -- i know the current solution is to exclude it from windows defender / anti virus, but is there a chance we can get a new release that gets rid of these false positives down the road?

VirusTotal.com: WalkForwardOptimizer20191209.2.exe

VirusTotal.com: EWFOPro_20200203.2b.exe


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[*] posted on 10-2-2020 at 05:21 PM


Quote: Originally posted by cipher  
im seeing virustotal.com pick up viruses on the 2 EWFO executables posted -- i know the current solution is to exclude it from windows defender / anti virus, but is there a chance we can get a new release that gets rid of these false positives down the road?

VirusTotal.com: WalkForwardOptimizer20191209.2.exe

VirusTotal.com: EWFOPro_20200203.2b.exe

Its just too problematical to do.
Here are some issues.
Many av companies will not accept files as big as the the installer file.
Others dont respond or take action.
A file can be fine, and then the av company add wefo to its list of virus's etc.
On a postive note, microsoft av is really good. They respond to false postives in just a few hours. However to release the update to users will take longer.
Often there are much less false virus issues if the installer is not used. This in itself shows you how fickle the anti virus vendors are.
Im happy to release the EWFO with no installer, but there are still a few more tweaks out in the next week. So give me a few days.




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+1 cipher at 2020-02-10 17:45:33
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[*] posted on 10-2-2020 at 07:44 PM


At the top of this thread, is the newest build with no installer file.
It has copy to clip board of future dates in the eld script.



dates.png - 63kB


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[*] posted on 20-2-2020 at 04:13 AM


Alot more work has gone into EWFO.
We shortly should have astab coarse, and rstab coarse,
windows can be resized to cope better with the various font scaling on 4k + monitors
New release out in the next week or so.
Various other small refinements and bug fixes.




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+1 moresi522 at 2020-02-26 11:53:02
+1 Bruce at 2020-02-21 02:08:31
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[*] posted on 26-2-2020 at 12:08 PM


Hi Peter,
Every time I click on "Show close prices" I got this error.

Code:
System.Collections.Generic.KeyNotFoundException: La chiave specificata non era presente nel dizionario. in System.ThrowHelper.ThrowKeyNotFoundException() in System.Collections.Generic.Dictionary`2.get_Item(TKey key) in DataIO.TradeHelper.<>c__DisplayClass6_0.<GetTradesClosingPrices>b__0(Trade t) in D:\dev\upwork\Peter\wfo\walkforwardoptimizer2019\build\DataIO\TradeHelper.cs:riga 62 in System.Linq.Enumerable.WhereSelectListIterator`2.MoveNext() in System.Linq.Buffer`1..ctor(IEnumerable`1 source) in System.Linq.Enumerable.ToArray[TSource](IEnumerable`1 source) in WalkForwardOptimizer.FormWalkForward.DrawEquityGraph() in System.Windows.Forms.CheckBox.OnCheckedChanged(EventArgs e) in System.Windows.Forms.CheckBox.set_CheckState(CheckState value) in System.Windows.Forms.CheckBox.OnClick(EventArgs e) in System.Windows.Forms.CheckBox.OnMouseUp(MouseEventArgs mevent) in System.Windows.Forms.Control.WmMouseUp(Message& m, MouseButtons button, Int32 clicks) in System.Windows.Forms.Control.WndProc(Message& m) in System.Windows.Forms.ButtonBase.WndProc(Message& m) in System.Windows.Forms.NativeWindow.Callback(IntPtr hWnd, Int32 msg, IntPtr wparam, IntPtr lparam)


It's italian but as you can figure it out the main message says something like "The key is not present in the dictionary"

Let me know if you need more info

Cattura.PNG - 45kB


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[*] posted on 26-2-2020 at 03:28 PM


Quote: Originally posted by moresi522  
Hi Peter,
Every time I click on "Show close prices" I got this error.

Code:
System.Collections.Generic.KeyNotFoundException: La chiave specificata non era presente nel dizionario. in System.ThrowHelper.ThrowKeyNotFoundException() in System.Collections.Generic.Dictionary`2.get_Item(TKey key) in DataIO.TradeHelper.<>c__DisplayClass6_0.<GetTradesClosingPrices>b__0(Trade t) in D:\dev\upwork\Peter\wfo\walkforwardoptimizer2019\build\DataIO\TradeHelper.cs:riga 62 in System.Linq.Enumerable.WhereSelectListIterator`2.MoveNext() in System.Linq.Buffer`1..ctor(IEnumerable`1 source) in System.Linq.Enumerable.ToArray[TSource](IEnumerable`1 source) in WalkForwardOptimizer.FormWalkForward.DrawEquityGraph() in System.Windows.Forms.CheckBox.OnCheckedChanged(EventArgs e) in System.Windows.Forms.CheckBox.set_CheckState(CheckState value) in System.Windows.Forms.CheckBox.OnClick(EventArgs e) in System.Windows.Forms.CheckBox.OnMouseUp(MouseEventArgs mevent) in System.Windows.Forms.Control.WmMouseUp(Message& m, MouseButtons button, Int32 clicks) in System.Windows.Forms.Control.WndProc(Message& m) in System.Windows.Forms.ButtonBase.WndProc(Message& m) in System.Windows.Forms.NativeWindow.Callback(IntPtr hWnd, Int32 msg, IntPtr wparam, IntPtr lparam)


It's italian but as you can figure it out the main message says something like "The key is not present in the dictionary"

Let me know if you need more info


Please email me the ts data files. They are smallest using .7zip, but zip will do.
use dropbox. google drive etc as the files are often to large to email


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[*] posted on 2-3-2020 at 01:08 AM


next ewfo has many font options for the users with 4k monitors & or font scaling > 100 %

see top of post for the exe.
It will be released by auto updates after more user testing



fonts.png - 96kB


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[*] posted on 3-3-2020 at 01:32 AM


EWFO 20200302.1 Released by auto update.
Open up EWFO and it should update


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[*] posted on 6-3-2020 at 11:38 PM


some users are getting auto update to fail. The fix for now is either run EWFO as windows administrator, or copy your files from
C:\Program Files (x86)\EWFO to c:\ewfo.

Then make a shortcut from c:\ewfo\WalkForwardOptimizer.exe and put on your desktop


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[*] posted on 11-3-2020 at 10:16 AM


Hi,
is it possible that when I select Fitness selection and click on Run (It takes quite long time) the Fitness Selection tab is always empty? (see images attached)

and another question. The empty resulting table looks very similar to the image showed at Documentation -> Parameter Stability -> Stability Score.
Sincerly I dont' understand what I should see, the image of StabilityScore is too low resolution.

are But Stability Score and Fitness Selection the same thing right?

Could you please explain better how to use it?

(I can't find Fitness selection in documentation.. maybe it's my fault)


ewfo1.png - 45kBewfo2.PNG - 31kB


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[*] posted on 11-3-2020 at 03:41 PM


Quote: Originally posted by moresi522  
Hi,
is it possible that when I select Fitness selection and click on Run (It takes quite long time) the Fitness Selection tab is always empty? (see images attached)

and another question. The empty resulting table looks very similar to the image showed at Documentation -> Parameter Stability -> Stability Score.
Sincerly I dont' understand what I should see, the image of StabilityScore is too low resolution.

are But Stability Score and Fitness Selection the same thing right?

Could you please explain better how to use it?

(I can't find Fitness selection in documentation.. maybe it's my fault)

unclick the data function. This means no fitness gave results that were good.
the docs are not uptodate. fitness stabilty scores has been renamed to fitness selection.
I hope to do a video on the new feature soon, but thats taking a while due to a bug in gsb wfo output

data.png - 42kB




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+1 moresi522 at 2020-03-12 11:57:30
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[*] posted on 12-3-2020 at 10:57 AM


Quote: Originally posted by admin  

unclick the data function. This means no fitness gave results that were good.
I hope to do a video on the new feature soon, but thats taking a while due to a bug in gsb wfo output


Ok, now it works.

I understand that you have a lot of work to do and, however, I admit that a video with a methodology would be highly appreciated. at this moment for a newbie like me it is not clear how is the better way to use this tool.

Thanks


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[*] posted on 12-3-2020 at 03:59 PM


Quote: Originally posted by moresi522  
Quote: Originally posted by admin  

unclick the data function. This means no fitness gave results that were good.
I hope to do a video on the new feature soon, but thats taking a while due to a bug in gsb wfo output


Ok, now it works.

I understand that you have a lot of work to do and, however, I admit that a video with a methodology would be highly appreciated. at this moment for a newbie like me it is not clear how is the better way to use this tool.

Thanks

EWFO has taken massive amount of work this year, but its now finsihsed apart from docs and video. GSB is a bottomless pit of things to do, so time is very presured and torn between many things that need to be done. There is years of work to go in GSB, let alone know the many ways to use it.
I also take 3 years off the dates when i use fitness selection.
otherwise you have too much danger of a fitness curve fit using all the data

dates.png - 5kB




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+1 moresi522 at 2020-03-13 09:34:16
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[*] posted on 13-3-2020 at 01:01 AM


The documentation has been updated, though a bit more to be done.
https://trademaid.info/gsbhelp/Newfeatures.html
A number of other sections are updated.




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+1 moresi522 at 2020-03-13 09:08:15
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[*] posted on 3-4-2020 at 07:24 PM


EWFO 20200402.2 IS OUT
Bug fixes, error trap for faulty TS data, empty data files.
It will be released via auto update in the next week.
Installer file now installs to c:\ewfo to stop problems of auto update not working when not run as windows administrator.




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+1 Daniel UK1 at 2020-04-21 13:48:30
+1 moresi522 at 2020-04-06 08:30:11
+1 RandyT at 2020-04-04 12:37:09
+1 Bruce at 2020-04-03 23:11:04
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[*] posted on 21-4-2020 at 10:34 AM


Hi,
with this new version I'm not able to use fitness selection anymore. As you can see in the video attached I always get an error.
I've attached also the file I used (generated by GSB)

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