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admin
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Quote: Originally posted by thowoc213  | Hello,
Below are the parameter settings after WF:
// WF Result:
// Optimization/Original 19 0 0 0 0 0 157 -1 2.5
// 1 190 0 0 0 0 0 17 -1 55
// 2 190 0 0 0 0 0 17 -1 55
// 3 19 0 0 0 0 0 157 -1 2.5
// 4 19 0 0 0 0 0 150 -1 5
// 5 19 0 0 0 0 0 150 -1 5
// 6 19 0 0 0 0 0 150 -1 5
// 7 19 0 0 0 0 0 150 -1 5
// 8 19 0 0 0 0 0 150 -1 5
// 9 19 0 0 0 0 0 150 -1 5
// 10 19 0 0 0 0 0 150 -1 5
// Current 18 0 0 0 0 0 69 -1 27.5
And down here are the Inputs:
// Inputs: // see warning at https://trademaid.info/gsbhelp/Script.html
Vars:
i1Data(1),
i2Data(1),
i2length(19),
i3Data(1),
i1Weight(0),
i2Weight(0),
i3Weight(0),
entryParams(0),
iSFData(1),
iSFLength(157),
iSFWeight(-1),
sfEntryLevel(2.5),
iTF1Data(1),
iTF1offset(64),
stopLossCurrency(2000),
stopLossCurrencyEntryCheckRatio(1);
// Optimization/Original 19 0 0 0 0 0 157 -1 2.5
What I see is: i2length(19), i1Weight(0), i2Weight(0), i3Weight(0), entryParams(0), iSFLength(157), iSFWeight(-1), sfEntryLevel(2.5).
The question is: to which parameter is the FIFTH ZERO assign?
Thomas
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Most likely entrpy paramater2
this is not used unless dual cross entry type is used. (not recommended)
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thowoc213
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Well, why is a parameter that is not in the inputs's list considered as a parameter to WF?
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admin
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its listed as a paramater, but not used unless dualentrycross is used.
It was a shortcut in programing to get the feature of dual cross with the minor cosmetic bug you meantioned
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thowoc213
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Thanks.
An observation I made is that a great majority (if not all) of the systems made with the new methodology are ‘waterproof’ during the period following
80 days training/80 days testing period.
Thus, wouldn’t be safe to assume that using 80 days offset trade/notrade setting from say 2000 until now would result in a system(s) that are likely
be profitable at least following three months (80 days)?
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admin
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@thowoc,
I somewhat disagree with what you said. The fact that a system works in periods of 80 days , 80 day gap, then 80 days...
does not mean its safe that in 80 says further it will work. What we expect is some sort of degradation.
How much degradation is just one of the safety features we have in building systems. We then have multiple periods after all these
80 days periods that we also see how the system goes. Whats also important is the top 300 of 50,000 systems also on average work out of sample.
The fact that the majority work is nice and a good sign, but in itself not safe.
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rdelimasilva
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Hello! New simple doubt again: how to deal with "up" and "down" volume in data file when I only receive the "tick volume" from data provider? I saw
the above description in multicharts blog (just as reference). Data sample attached.
Historical tick volume.
In most cases supported data sources in MultiCharts provide only historical total tick volume, no up and down volume. For tick-based resolutions all
historical total volume is divided by 2 and allocated to up and down volume.
Historical minute and daily volume.
In most cases supported data sources in MultiCharts provide only historical total tick volume, no up and down volume. For minute-based and daily-based
resolutions all historical total volume is recorded to the data base as total volume and is also recorded as up volume. Down volume is empty.
Should i follow the same principle in GSB?
Attachment: Login to view the details
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portfolioquanttrader2020
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Hi peter
Which one with the characteristics of the following index to be able to configure in GSB?
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portfolioquanttrader2020
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Hi peter
I need you to explain to me why the numbers in the $ indu do not match because they do not match the contracts list
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portfolioquanttrader2020
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Hi peter
This is correct??
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portfolioquanttrader2020
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Hi peter
This error I do not understand
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portfolioquanttrader2020
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Hi peter
Can you build a system with three datas and different data times?
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admin
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@portfolioquanttrader2020
This will do whatever happens in ts. I cant remember exactly. Strikes me as bad practice as the bars from 720 will not line up with the other charts.
I think its still a poor idea, but ty likely should be 830 to 1500, not 720 to 1400
you first should try ty 830 to 1500, then say 720 to 1400.
Big picture I think is gsb will not work on @ty till we have pattern filters
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admin
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| Quote: Originally posted by rdelimasilva | Hello! New simple doubt again: how to deal with "up" and "down" volume in data file when I only receive the "tick volume" from data provider? I saw
the above description in multicharts blog (just as reference). Data sample attached.
Historical tick volume.
In most cases supported data sources in MultiCharts provide only historical total tick volume, no up and down volume. For tick-based resolutions all
historical total volume is divided by 2 and allocated to up and down volume.
Historical minute and daily volume.
In most cases supported data sources in MultiCharts provide only historical total tick volume, no up and down volume. For minute-based and daily-based
resolutions all historical total volume is recorded to the data base as total volume and is also recorded as up volume. Down volume is empty.
Should i follow the same principle in GSB?
|
good question. mc must match gsb. So if you can use up&down volume combined in mc, use ticks in gsb. If oyur not clear, ask more. I dont use mc but
numerous GSB users do.
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RandyT
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| Quote: Originally posted by rdelimasilva | Hello! New simple doubt again: how to deal with "up" and "down" volume in data file when I only receive the "tick volume" from data provider? I saw
the above description in multicharts blog (just as reference). Data sample attached.
Historical tick volume.
In most cases supported data sources in MultiCharts provide only historical total tick volume, no up and down volume. For tick-based resolutions all
historical total volume is divided by 2 and allocated to up and down volume.
Historical minute and daily volume.
In most cases supported data sources in MultiCharts provide only historical total tick volume, no up and down volume. For minute-based and daily-based
resolutions all historical total volume is recorded to the data base as total volume and is also recorded as up volume. Down volume is empty.
Should i follow the same principle in GSB?
|
Greetings,
Myself and several others here are Multicharts users. Those that I know of use IQfeed as the data provider.
IQfeed provides up/down tick volume for shorter timeframes for only the most recent day or two. It is not possible to get historical data from IQfeed
that includes the up/down tick volume.
Consequently, a few of us that I know rely on IQfeed data avoid using the GSB indicators that require up/down tick volume. This is unfortunate as
there are a few good GSB indicators that have good success in some markets and those indicators require up/down tick volume.
There is a potential workaround to this in that you could use Tradestation data or any other data that includes the up/down tick volume to develop
your systems in GSB and then provided the lookback on the volume is not more than a couple of days, you may get away with trading that system on
Multicharts with IQfeed data. The challenge here is that if you reload data at any time, (like every time you restart systems), you may run the risk
of not having complete up/down tick volume at least until the system has run long enough to backfill enough data with up/down tick volume.
I hope this makes sense. Ask questions if I was not clear.
Thanks received (1):
+1 rdelimasilva at 2021-10-25 20:53:28
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admin
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@Randy, thanks for your comments. There are very few indicators that use up & down vol, but volume is vip for a few markets like NQ
Thanks received (1):
+1 rdelimasilva at 2021-10-25 20:54:08
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admin
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you are forcing indicators instead of selecting them.
dont ever force them unless you have a good reason too.
you could not force more than 3 inidcators the the current gsb defaults
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thowoc213
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| Quote: Originally posted by rdelimasilva | Hello! New simple doubt again: how to deal with "up" and "down" volume in data file when I only receive the "tick volume" from data provider? I saw
the above description in multicharts blog (just as reference). Data sample attached.
Historical tick volume.
In most cases supported data sources in MultiCharts provide only historical total tick volume, no up and down volume. For tick-based resolutions all
historical total volume is divided by 2 and allocated to up and down volume.
Historical minute and daily volume.
In most cases supported data sources in MultiCharts provide only historical total tick volume, no up and down volume. For minute-based and daily-based
resolutions all historical total volume is recorded to the data base as total volume and is also recorded as up volume. Down volume is empty.
Should i follow the same principle in GSB?
|
@peter,
Yes, you are right. I've made a few tests and sometimes it worked, sometimes not. It is easy with hindsight, one tends to pick the systems that
support a 'theory'.
Conclusion? Don't use shortcuts, follow the methodology! 
Thomas
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thowoc213
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Sorry, wrong quote! Please disregard that post!
Thomas
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thowoc213
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| Quote: Originally posted by admin | @thowoc,
I somewhat disagree with what you said. The fact that a system works in periods of 80 days , 80 day gap, then 80 days...
does not mean its safe that in 80 says further it will work. What we expect is some sort of degradation.
How much degradation is just one of the safety features we have in building systems. We then have multiple periods after all these
80 days periods that we also see how the system goes. Whats also important is the top 300 of 50,000 systems also on average work out of sample.
The fact that the majority work is nice and a good sign, but in itself not safe. |
@peter,
Once more time, this time with the right quote.
Yes, you are right. I've made a few tests and sometimes it worked, sometimes not. It is easy with hindsight, one tends to pick the systems that
support a 'theory'.
Conclusion? Don't use shortcuts, follow the methodology!
Thomas
Thanks received (1):
+1 admin at 2021-11-03 22:43:20
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Siem
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I would like to create a collection of indicators from a GSB Manager and import it (see screenshot) in another GSB Manager.
How can I export the enabled (primary) indicators of the optimisation settings of a GSB Manager as a CSV file?
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admin
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@siem
I will get that feature out roughly 2 builds away
Click the all enabled indicators, and hit export.
Small chance the feature is there already if your in beta build mode
Thanks received (1):
+1 Siem at 2021-11-16 00:26:59
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SwedenTrader
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ROll Silver
Hi guys,
i have a question about rolling silver contract SI. I have been told its always last trade-date or first notice for metals or all other commoditie
futures wichever comes first. So now its close to first notice but the volume for SIF22 is not near the SIZ21 yet. SO i guess silver is an exeption
to this rule ??
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admin
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| Quote: Originally posted by SwedenTrader | Hi guys,
i have a question about rolling silver contract SI. I have been told its always last trade-date or first notice for metals or all other commoditie
futures wichever comes first. So now its close to first notice but the volume for SIF22 is not near the SIZ21 yet. SO i guess silver is an exeption
to this rule ?? |
Im just using the ts sybmol @si and roll whenever ts gives me the pending data symbol.
Sorry im not more specific
I think this equates to @SI=103NC
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admin
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does anyone know the ts symbol for micro gold?
I think its busted
@MGCZ21=102NC+GJMQZ HAS expired and
@MGCG22=102NC+GJMQZ DOESNT WORK
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Piet
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@MGCG2 works on IB.
Thanks received (1):
+1 admin at 2021-11-29 05:55:14
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