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admin
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It took me some time to think this through. Had the same issue myself recently.
but I found it on a other market
wf has done well. It current fitness is significantly increased.
However this is a poor end result in other metrics.
My conclusion so far is this fitness is not good for WF
If this is the case for all or most your nq systems, we will have to not use this fitness for building or wf systems.
save the system(s)
You can open a new manager,
change fitness to np*at {for example} then wf again
Im not sure this will work, but suspect it well.
At the heart of the issue is, i suspect fitness with mfe or nplateentry causes this issue
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admin
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Quote: Originally posted by Daniel UK1  | Multicharts users, have any users come across the painfull IB rejection of order message "Order rejected due to crossing of resting order"
I am getting this when running multiple strategies in same symbol on same account that sometimes can be long and short same time. Since its an resting
order, i dont believe it make sense to IB to reject any new orders. Have any MC users found a solution or come across this issue ?
Peter do not have this issue despite using IB because he is running his very compentent ib link api that sorts this out, but for the rest of us
mortals using IB as broker, running a swing system long with stops and targets, and then next day you get a short in same market and account with a
stop, you will get this message with a potential trade issue.
If IB would leave the orders and not rejecting them, it would net out as it should.
just a heads up
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not using PT might help, or delaying one order when you have two at the same instant may fix it. Probably hard for you to do in practice.
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PRONOS
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So far I have not had this message. Perhaps it is due to the following setting in the "Strategy Properties" in Multicharts. Select "Async" under "Mode
Selection".
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admin
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| Quote: Originally posted by PRONOS | So far I have not had this message. Perhaps it is due to the following setting in the "Strategy Properties" in Multicharts. Select "Async" under "Mode
Selection".
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The triggering cause is going long and short at the same instant
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PRONOS
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Where I can find function "GSB_DecisionExit7"?
Thank you!
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admin
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see the eld GSB_SCRIPTS_2021_7_18+WITHUPDATEDGSBSYS1ES_V1.21.ELD
It should be in c:\gsb and C:\GSB\Supplementary Scripts (TS & MC)\
Only needed if you use the exits and my limited testing shows these are only good for swing trades. (non market on close systems)
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admin
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Correction, Thats not totally correct. I will ask my programer. I get the message from time to time, but its completly taken care of in iblink.
Got it today and I did not go long and short at the same time
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engtraderfx
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Hi all, does anybody have issues opening the mht tradestation reports files? Its been going for a while now, when open the file, i get the menu but
when select a link just opens a blank page. Have tried multiple brownsers & even a mht viewer but nothing??? cheers, Dave
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admin
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| Quote: Originally posted by engtraderfx | | Hi all, does anybody have issues opening the mht tradestation reports files? Its been going for a while now, when open the file, i get the menu but
when select a link just opens a blank page. Have tried multiple brownsers & even a mht viewer but nothing??? cheers, Dave |
works fine, but only through internet explorer. Nothing else works.
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engtraderfx
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| Quote: Originally posted by admin | | Quote: Originally posted by engtraderfx | | Hi all, does anybody have issues opening the mht tradestation reports files? Its been going for a while now, when open the file, i get the menu but
when select a link just opens a blank page. Have tried multiple brownsers & even a mht viewer but nothing??? cheers, Dave |
works fine, but only through internet explorer. Nothing else works. |
thanks, it was a bit of drama getting ie11 reinstalled but that did the trick. Cheers.
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Daniel UK1
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| Quote: Originally posted by admin | Correction, Thats not totally correct. I will ask my programer. I get the message from time to time, but its completly taken care of in iblink.
Got it today and I did not go long and short at the same time |
Interesting Peter, would it be possible that your programer can share the solution ? Perhaps the solution your programer implemented can help.
This issue is a real issue for anyone trading outside of TS, such for example with IB. I have not been able to find a solution yet.
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admin
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| Quote: Originally posted by Daniel UK1 | | Quote: Originally posted by admin | Correction, Thats not totally correct. I will ask my programer. I get the message from time to time, but its completly taken care of in iblink.
Got it today and I did not go long and short at the same time |
Interesting Peter, would it be possible that your programer can share the solution ? Perhaps the solution your programer implemented can help.
This issue is a real issue for anyone trading outside of TS, such for example with IB. I have not been able to find a solution yet.
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I think it involves custom api programing, but not using profit targets will help.
Also if you can put your systems on one chart, and code a solution for going long / short at the same time.. that might work.
IB dont let you trade against yourself. I think the logic is brokers could abuse this to generate commission for themselves
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Daniel UK1
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Thank you, yes its tricky.
Problem is crossing resting order (stop or trg) target emulation locally helps, but stop in place resting at broker will still cause problems, and
even if removed it would still be problem.
Issue is at entry time (since both long and short can happen at same time from different systems) and more probable at session close when all systems
need to close positions at same time, then you will have shorts and longs covering at SAME TIME, resulting in rejection of your orders from your
broker in this case IB.
I am surprised no other seems to have same problem or at least not engaging in topic.
My solution so far, would be to compose one portfolio trading longs in my systems, and another one trading shorts from same systems, and using two
separate accounts... this is the easiest solution i think.
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admin
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Daniel, im not convinced two accounts will help at all. IB detect that you are trading against your self
Iblink does virutal exits if it was long and short at the same time.
GSB systems very rare to trade oposite directions.
shift your exit times to a few second apart would help too, but hard to do with no API.
THere must be a lot on google over this issue
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SwedenTrader
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| Quote: Originally posted by Daniel UK1 | Thank you, yes its tricky.
Problem is crossing resting order (stop or trg) target emulation locally helps, but stop in place resting at broker will still cause problems, and
even if removed it would still be problem.
Issue is at entry time (since both long and short can happen at same time from different systems) and more probable at session close when all systems
need to close positions at same time, then you will have shorts and longs covering at SAME TIME, resulting in rejection of your orders from your
broker in this case IB.
I am surprised no other seems to have same problem or at least not engaging in topic.
My solution so far, would be to compose one portfolio trading longs in my systems, and another one trading shorts from same systems, and using two
separate accounts... this is the easiest solution i think.
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Just want to add that im using TS for both brokerage and platform and i have no issues when different systems go short and long the same time in the
same market, it will just show "flat" position until one of the systems exits by target,stop or other exit like EOD. This is even a good thing since
you are not using any purchasepower in the mean time. Including swing systems, intraday systems both with stop orders held or not the end result is
the same like trading them separate on different accounts. i Cant comment on IB but at TS its no problem.
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admin
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@swendentrader. Thanks for your comments. This is not the case with IB, and there are many reasons why IB is used rather than TS.
Its a very personal decision like going PC or Mac, Andriod vs Apple
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portfolioquanttrader2020
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Peter I am building in gold, but the 57 systems only appear to me with data from 2018
why
which is the correct macro
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portfolioquanttrader2020
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Hello, is there a problem that the training hours do not coincide with the contract hours?
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portfolioquanttrader2020
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Hello, is there a problem that the training hours do not coincide with the contract hours?
 
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admin
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not a great issue
if data is 830 to 1500 and data session hours are 00 to 1400
then we can enter from 00 to 1400 (in practice 830 to 1400)
but cant enter after 1400
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Daniel UK1
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2020, you always want to set the end time in left side gui to end before your actual session ends, if not you could have entry exit same time at
sessioin close, in other words you can get a signal just about as market closes and then your systems closes that position, no need to feed CME with
more commissions than needed 
The time settings in left side gui, is only controlling when your trades are allowed, the session time data used in price settings are used when
building your system.
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portfolioquanttrader2020
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Hi peter
I have built a system in gold and cannot replicate it in TradeStation.
It is located on my server.
// Settings
// Platform: TradeStation
// Script Mode: LiveTrading
// ID: 20210727-150235-805306-8p2CD / WF:20210727-235714-982657-Ypbp6
// Info: File Name Prefix: , Comment: , App Settings: defaults.gsbappset, Opt. Settings: GC30-AdvancedModeOn_GReen.gsboptset, Workplace Manager's ID:
YO0f7w4Nmq7RRUi4c.20210727-165555-066405, Manager's GSB Version: 1.0.62.77 / 2021-07-19, Worker's Instance ID: W9mDS9MDxEXYr3vke, Worker's GSB
Version: 1.0.62.77 / 2021-07-19, Worker's Machine Name: GSB3_XEON2690V2
// Price Data: GC_230_1230_CENTRALUSATIME: (Data1: GC\gc.1.minute.0000_1500_localTime-centralTimeUSA.txt (Mult.: 30, Session: "0230-1230"))
// MaxBarsBack: 500
// Profits Mode: Currency
// Quantity: 1
// Quantity Mode: FixedShareContracts
// Trading Dates: 2017-07-01 - 2020-12-31
// Trading Dates Mode: All
// Trading Nth Day: 1
// Trading Nth Day Mode: All
// Exit Stop Loss: 2000
// Exit Profit Target:
// Exit Minutes:
// Exit Bars:
// Fitness Criteria: NetProfitOverDrawdown
// Entry Type: Cross
// Commission: 0
// Slippage: 0
// Reports Commission: 0
// Reports Slippage: 0
// Commission Mode: TradePerSide
// Slippage Mode: TradePerSide
// Positions Allowed: LongAndShort
// Max. Entries per Day:
// WF Type: GeneticAlgorithmMultiThreaded
// WF # of Random-Space Tests: 10000
// WF GA Generations: 100
// WF GA Population: 100
// WF Anchored: True
// WF OOS %: 20
// WF Runs: 10
// WF Search Space: Nearest
// WF Nearest %: 50
// WF Fitness Criteria: NetProfitOverDrawdown
// WF Result:
// Optimization/Original 111 68 1 0.5 1.25 3 3 100 1 10
// 1 62 30 1.25 1 1.25 1 1 100 1 42.5
// 2 71 87 1.25 0.75 0.75 6 6 100 1 32.5
// 3 71 87 1.25 0.75 0.75 6 6 100 1 32.5
// 4 75 87 0.5 0.75 1.5 5 5 100 1 32.5
// 5 75 87 0.5 0.75 1.5 5 5 100 1 32.5
// 6 75 87 0.5 0.75 1.5 5 5 100 1 32.5
// 7 75 91 0.5 1 1 6 6 100 1 32.5
// 8 75 91 0.5 1 1 6 6 100 1 32.5
// 9 75 91 0.5 1 1 6 6 100 1 32.5
// 10 75 91 0.5 1 1 6 6 100 1 32.5
// Current 75 87 0.5 0.75 1.5 5 5 100 1 22.5
// Params. Rol. Stability Coarse: 84
// Params. Anc. Stability Coarse: 78
// Equity Bollinger: 90.0%
// Equity Pearson Exact: 10.0%
// Equity Pearson Close: 90.0%
// Equity Spearman Exact: 0.0%
// Equity Spearman Close: 80.0%
// Manager's GSB Version: 1.0.62.77 / 2021-07-19
// Worker's GSB Version: 1.0.62.77 / 2021-07-19
// Performance (full period)
// Fitness: 20.29
// Net Profit: 136,530
// Commission (in $): 0
// Drawdown: -6,730
// Avg Trade: 191.76
// Percent Profitable: 56.04
// Pearson: 0.959
// Profit Factor: 1.81
// Trades Count: 712
// Net Profit / -Drawdown: 20.29
// Performance (walk-forward)
// Params. Rol. Stability Coarse: 84
// Params. Anc. Stability Coarse: 78
// Equity Bollinger: 90
// Equity Pearson Exact: 10
// Equity Pearson Close: 90
// Equity Spearman Exact: 0
// Equity Spearman Close: 80
// Inputs: // see warning at https://trademaid.info/gsbhelp/Script.html
Vars:
i1Data(1),
i1length(111),
i2Data(1),
i2length(68),
i3Data(1),
i1Weight(1),
i2Weight(0.5),
i3Weight(1.25),
entryParams(3),
iSFData(1),
iSFbpv(100),
iSFWeight(1),
sfEntryLevel(10),
stopLossValue(2000);
// If the statement below does not compile, please import the latest script file from C:\GSB\GSB (Managers)\TradeStation
Code\GSB_Scripts_2021_07_04.eld
Once
Begin
Value1 = GSB_Scripts_2021_07_04;
End;
// MaxBarsBack check
Once (MaxBarsBack <> 500)
Begin
RaiseRunTimeError("MaxBarsBack (Maximum number of bars strategy will reference) must be set to {0} (from Properties for All button, General tab)");
End;
// Vars
Vars:
id("20210727-150235-805306-8p2CD-WF-20210727-235714-982657-Ypbp6"),
debugScriptPath("C:\GSB\Data\Debugs\20210727-150235-805306-8p2CD-WF-20210727-235714-982657-Ypbp6.ts.mgr.bktst.txt"),
dateYmd(0),
timeHms(0),
isSessionOpen(False),
nthDay(1),
lastDate(0000101),
daysCount(0),
weekDay(0),
currentBarDTOHLCV(""),
lastBarDTOHLCV(""),
v1(0, Data1),
v2(0, Data1),
v3(0, Data1),
vn1(0, Data1),
vn2(0, Data1),
vn3(0, Data1),
vSf(0, Data1),
vnSF(0, Data1),
result(0),
sfResult(0),
decision(0),
sfDecision(0),
flag(0),
BSE(1),
zs(0.0000000001);
// Date YMD, Time HMS, and Day of week
dateYmd = Date + 19000000;
timeHms = StrToNum(BarDateTime.Format("%H%M%S"));
weekDay = DayofWeek(Date);
// Is-Session-Open
isSessionOpen = (weekDay = 1 And Time > 0230 And Time < 1230) Or (weekDay = 2 And Time > 0230 And Time < 1230) Or (weekDay = 3 And Time > 0230 And
Time < 1230) Or (weekDay = 4 And Time > 0230 And Time < 1230) Or (weekDay = 5 And Time > 0230 And Time < 1230);
// Contract's Session Close
If isSessionOpen = False Then
Begin
BuyToCover("SX-SsnDyCls") this bar on close;
Sell("LX-SsnDyCls") this bar on close;
End;
// Exit Stop Loss
SetStopLoss(stopLossValue);
// Indicators
v1 = GSB_Lowest(Low, i1length) of Data(i1Data);
v2 = GSB_Highest(High, i2length) of Data(i2Data);
v3 = TrueRange of Data(i3Data);
vn1 = GSB_Norm4(v1, 13, 100) of Data(i1Data);
vn2 = GSB_Norm4(v2, 13, 100) of Data(i2Data);
vn3 = GSB_Norm4(v3, 13, 100) of Data(i3Data);
vSF = GSB_CloseLessPrevCloseDBpv2(iSFbpv) of Data(iSFData);
vnSF = GSB_Norm4(vSF, 13, 100) of Data(iSFData);
// Result and decision
result = ((Sign(vn1) * Power(Absvalue(vn1), i1Weight)) * ((Sign(vn2) * Power(Absvalue(vn2), i2Weight)) * (Sign(vn3) * Power(Absvalue(vn3),
i3Weight))));
result = Sign(Sign(vn1) + Sign(vn2) + Sign(vn3)) * Absvalue(result);
result = IFF(AbsValue(result) > zs, result, 0);
// entry type = Cross
decision = GSB_Decision7(result, 3000, Sign(entryParams) * Power(AbsValue(entryParams), 4), 0);
// SF Decision
sfResult = vnSF * iSFWeight;
sfResult = IFF(AbsValue(sfResult) > zs, sfResult, 0);
sfDecision = GSB_Decision7(sfResult, 1000, sfEntryLevel, 0);
// Entry-filter check
flag = 0;
If True
And ((timeHms >= 000000 And timeHms <= 140000))
And (isSessionOpen = True) Then
Begin
// Buy/Sell
If (decision = 1 Or decision = 2) And sfDecision = 1 Then
Begin
Buy("Long Entry") 1 contracts this bar on close;
flag = 1;
End
Else If (decision = -1 Or decision = 2) And sfDecision = -1 Then
Begin
SellShort("Short Entry") 1 contracts this bar on close;
flag = -1;
End;
End;
// Decision Exit (I/SF)
If CurrentContracts > 0 AND GSB_DecisionExit7(decision, sfDecision, 0) <> 0
AND barssinceentry(0) > BSE
Then
Begin
BuyToCover("SX-None") this bar on close;
Sell("LX-None") this bar on close;
End;
// Hash (DO NOT CHANGE)
// In order to restore the system that generated this script, save the full script as a .gsbscript file and load it from GSB (just like .gsbsystem and
.gsbsystemz files).
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jbMXSQ9I/GA
4eZMjz9eQt2Z1B/ZRIczaYOkVX+FIXOjClDFbuwEzsjOG+qHLzm7G0//1sprCfEY/u8xWry3DMYKkVYseSvdZT/sDXwoYBgSvYP4KqGF9ij14chQRMp/4oY734vN2m1MJnw02QJC0Z9wM0VYzfnQ2L
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portfolioquanttrader2020
Member
Posts: 269
Registered: 30-4-2020
Member Is Offline
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What do you think of this system?
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portfolioquanttrader2020
Member
Posts: 269
Registered: 30-4-2020
Member Is Offline
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Hi
Peter
What about this system?
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Daniel UK1
Member
Posts: 470
Registered: 4-6-2019
Member Is Offline
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| Quote: Originally posted by portfolioquanttrader2020 | Hi peter
I have built a system in gold and cannot replicate it in TradeStation.
It is located on my server.
// Settings
// Platform: TradeStation
// Script Mode: LiveTrading
// ID: 20210727-150235-805306-8p2CD / WF:20210727-235714-982657-Ypbp6
// Info: File Name Prefix: , Comment: , App Settings: defaults.gsbappset, Opt. Settings: GC30-AdvancedModeOn_GReen.gsboptset, Workplace Manager's ID:
YO0f7w4Nmq7RRUi4c.20210727-165555-066405, Manager's GSB Version: 1.0.62.77 / 2021-07-19, Worker's Instance ID: W9mDS9MDxEXYr3vke, Worker's GSB
Version: 1.0.62.77 / 2021-07-19, Worker's Machine Name: GSB3_XEON2690V2
// Price Data: GC_230_1230_CENTRALUSATIME: (Data1: GC\gc.1.minute.0000_1500_localTime-centralTimeUSA.txt (Mult.: 30, Session: "0230-1230"))
// MaxBarsBack: 500
// Profits Mode: Currency
// Quantity: 1
// Quantity Mode: FixedShareContracts
// Trading Dates: 2017-07-01 - 2020-12-31
// Trading Dates Mode: All
// Trading Nth Day: 1
// Trading Nth Day Mode: All
// Exit Stop Loss: 2000
// Exit Profit Target:
// Exit Minutes:
// Exit Bars:
// Fitness Criteria: NetProfitOverDrawdown
// Entry Type: Cross
// Commission: 0
// Slippage: 0
// Reports Commission: 0
// Reports Slippage: 0
// Commission Mode: TradePerSide
// Slippage Mode: TradePerSide
// Positions Allowed: LongAndShort
// Max. Entries per Day:
// WF Type: GeneticAlgorithmMultiThreaded
// WF # of Random-Space Tests: 10000
// WF GA Generations: 100
// WF GA Population: 100
// WF Anchored: True
// WF OOS %: 20
// WF Runs: 10
// WF Search Space: Nearest
// WF Nearest %: 50
// WF Fitness Criteria: NetProfitOverDrawdown
// WF Result:
// Optimization/Original 111 68 1 0.5 1.25 3 3 100 1 10
// 1 62 30 1.25 1 1.25 1 1 100 1 42.5
// 2 71 87 1.25 0.75 0.75 6 6 100 1 32.5
// 3 71 87 1.25 0.75 0.75 6 6 100 1 32.5
// 4 75 87 0.5 0.75 1.5 5 5 100 1 32.5
// 5 75 87 0.5 0.75 1.5 5 5 100 1 32.5
// 6 75 87 0.5 0.75 1.5 5 5 100 1 32.5
// 7 75 91 0.5 1 1 6 6 100 1 32.5
// 8 75 91 0.5 1 1 6 6 100 1 32.5
// 9 75 91 0.5 1 1 6 6 100 1 32.5
// 10 75 91 0.5 1 1 6 6 100 1 32.5
// Current 75 87 0.5 0.75 1.5 5 5 100 1 22.5
// Params. Rol. Stability Coarse: 84
// Params. Anc. Stability Coarse: 78
// Equity Bollinger: 90.0%
// Equity Pearson Exact: 10.0%
// Equity Pearson Close: 90.0%
// Equity Spearman Exact: 0.0%
// Equity Spearman Close: 80.0%
// Manager's GSB Version: 1.0.62.77 / 2021-07-19
// Worker's GSB Version: 1.0.62.77 / 2021-07-19
// Performance (full period)
// Fitness: 20.29
// Net Profit: 136,530
// Commission (in $): 0
// Drawdown: -6,730
// Avg Trade: 191.76
// Percent Profitable: 56.04
// Pearson: 0.959
// Profit Factor: 1.81
// Trades Count: 712
// Net Profit / -Drawdown: 20.29
// Performance (walk-forward)
// Params. Rol. Stability Coarse: 84
// Params. Anc. Stability Coarse: 78
// Equity Bollinger: 90
// Equity Pearson Exact: 10
// Equity Pearson Close: 90
// Equity Spearman Exact: 0
// Equity Spearman Close: 80
// Inputs: // see warning at https://trademaid.info/gsbhelp/Script.html
Vars:
i1Data(1),
i1length(111),
i2Data(1),
i2length(68),
i3Data(1),
i1Weight(1),
i2Weight(0.5),
i3Weight(1.25),
entryParams(3),
iSFData(1),
iSFbpv(100),
iSFWeight(1),
sfEntryLevel(10),
stopLossValue(2000);
// If the statement below does not compile, please import the latest script file from C:\GSB\GSB (Managers)\TradeStation
Code\GSB_Scripts_2021_07_04.eld
Once
Begin
Value1 = GSB_Scripts_2021_07_04;
End;
// MaxBarsBack check
Once (MaxBarsBack <> 500)
Begin
RaiseRunTimeError("MaxBarsBack (Maximum number of bars strategy will reference) must be set to {0} (from Properties for All button, General tab)");
End;
// Vars
Vars:
id("20210727-150235-805306-8p2CD-WF-20210727-235714-982657-Ypbp6"),
debugScriptPath("C:\GSB\Data\Debugs\20210727-150235-805306-8p2CD-WF-20210727-235714-982657-Ypbp6.ts.mgr.bktst.txt"),
dateYmd(0),
timeHms(0),
isSessionOpen(False),
nthDay(1),
lastDate(0000101),
daysCount(0),
weekDay(0),
currentBarDTOHLCV(""),
lastBarDTOHLCV(""),
v1(0, Data1),
v2(0, Data1),
v3(0, Data1),
vn1(0, Data1),
vn2(0, Data1),
vn3(0, Data1),
vSf(0, Data1),
vnSF(0, Data1),
result(0),
sfResult(0),
decision(0),
sfDecision(0),
flag(0),
BSE(1),
zs(0.0000000001);
// Date YMD, Time HMS, and Day of week
dateYmd = Date + 19000000;
timeHms = StrToNum(BarDateTime.Format("%H%M%S"));
weekDay = DayofWeek(Date);
// Is-Session-Open
isSessionOpen = (weekDay = 1 And Time > 0230 And Time < 1230) Or (weekDay = 2 And Time > 0230 And Time < 1230) Or (weekDay = 3 And Time > 0230 And
Time < 1230) Or (weekDay = 4 And Time > 0230 And Time < 1230) Or (weekDay = 5 And Time > 0230 And Time < 1230);
// Contract's Session Close
If isSessionOpen = False Then
Begin
BuyToCover("SX-SsnDyCls") this bar on close;
Sell("LX-SsnDyCls") this bar on close;
End;
// Exit Stop Loss
SetStopLoss(stopLossValue);
// Indicators
v1 = GSB_Lowest(Low, i1length) of Data(i1Data);
v2 = GSB_Highest(High, i2length) of Data(i2Data);
v3 = TrueRange of Data(i3Data);
vn1 = GSB_Norm4(v1, 13, 100) of Data(i1Data);
vn2 = GSB_Norm4(v2, 13, 100) of Data(i2Data);
vn3 = GSB_Norm4(v3, 13, 100) of Data(i3Data);
vSF = GSB_CloseLessPrevCloseDBpv2(iSFbpv) of Data(iSFData);
vnSF = GSB_Norm4(vSF, 13, 100) of Data(iSFData);
// Result and decision
result = ((Sign(vn1) * Power(Absvalue(vn1), i1Weight)) * ((Sign(vn2) * Power(Absvalue(vn2), i2Weight)) * (Sign(vn3) * Power(Absvalue(vn3),
i3Weight))));
result = Sign(Sign(vn1) + Sign(vn2) + Sign(vn3)) * Absvalue(result);
result = IFF(AbsValue(result) > zs, result, 0);
// entry type = Cross
decision = GSB_Decision7(result, 3000, Sign(entryParams) * Power(AbsValue(entryParams), 4), 0);
// SF Decision
sfResult = vnSF * iSFWeight;
sfResult = IFF(AbsValue(sfResult) > zs, sfResult, 0);
sfDecision = GSB_Decision7(sfResult, 1000, sfEntryLevel, 0);
// Entry-filter check
flag = 0;
If True
And ((timeHms >= 000000 And timeHms <= 140000))
And (isSessionOpen = True) Then
Begin
// Buy/Sell
If (decision = 1 Or decision = 2) And sfDecision = 1 Then
Begin
Buy("Long Entry") 1 contracts this bar on close;
flag = 1;
End
Else If (decision = -1 Or decision = 2) And sfDecision = -1 Then
Begin
SellShort("Short Entry") 1 contracts this bar on close;
flag = -1;
End;
End;
// Decision Exit (I/SF)
If CurrentContracts > 0 AND GSB_DecisionExit7(decision, sfDecision, 0) <> 0
AND barssinceentry(0) > BSE
Then
Begin
BuyToCover("SX-None") this bar on close;
Sell("LX-None") this bar on close;
End;
// Hash (DO NOT CHANGE)
// In order to restore the system that generated this script, save the full script as a .gsbscript file and load it from GSB (just like .gsbsystem and
.gsbsystemz files).
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Your session time for data and allowed trade time looks perhaps a bit strange, check that
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