guru
Junior Member
Posts: 3
Registered: 20-8-2018
Member Is Offline
Mood: No Mood
|
|
Unable to produce single strategy
I love the concept of GSB and I'm very interested in it.
Unfortunately after spending over 10 hours with it I made zero progress, as I am unable to produce a single strategy... Help!
What am I doing wrong?
I don't trade futures, so I'm using my own data files for stocks, and my data works well with Adaptrade Builder.
With GSB, I don't know what is "Up" or "Down", and cannot get such data anyway, so I set them to 0. (I'm using "Volume" in Adaptrade Builder)
Here is my data sample (for AAPL):
=================
"Date","Time","Open","High","Low","Close","Up","Down"
01/04/2010,09:31,27.11,27.15,27.07,27.08,0,0
01/04/2010,09:32,27.08,27.12,27.08,27.11,0,0
01/04/2010,09:33,27.11,27.14,27.08,27.13,0,0
01/04/2010,09:34,27.13,27.14,27.10,27.11,0,0
01/04/2010,09:35,27.11,27.12,27.09,27.10,0,0
=================
GSB doesn't complain about the data and tries to churn out strategies without errors, so the data seems OK, unless the Up/Down is needed.
Could the filename cause a problem, and does it need to be formatted in some specific way and use Central Time?
I named my file "AAPL.1.Minute.400.2000.PacificUSATime_2010.txt".
And I'm using the same file for Verification, as I don't have different time intervals (for now).
Or do I need to setup "Contract" in some specific way? The pre-configured contracts look messy and some stocks are marked as "FUT" instead of "STK",
while different stocks show different "Ticks" and "Pnt Val" than other stocks, but this doesn't look correct. I tried various settings for the "Ticks"
and "Pnt Val" (from 1 to 10000), but none of this helped.
The program is generating strategies and testing them at several thousand per minute, runs for hours using most of my CPU, but it doesn't find
anything, always showing "Uniq Sys: 0."
What may I be doing wrong or what am I missing?
BTW, there are a lot of bugs when trying to replace Data Pricing files, for example when I generated a new pricing file and want to replace the one I
used previously. Usually the system doesn't acknowledge that it will reload the new file, so I am restarting the program to make sure it loads
replaced pricing files. The program is also unable to replace one filename with another, as it restores back the old filename in the "Price Data" and
"Verif Price Data" fields. And when I delete the stock completely from the list of files to recreate it later, the program shows 'Reference Not Found'
errors. Once I needed to uninstall GSB and reinstall it again to get through that error.
|
|
|
admin
Super Administrator
Posts: 5069
Registered: 7-4-2017
Member Is Offline
Mood: No Mood
|
|
Quote: Originally posted by guru  | I love the concept of GSB and I'm very interested in it.
Unfortunately after spending over 10 hours with it I made zero progress, as I am unable to produce a single strategy... Help!
What am I doing wrong?
I don't trade futures, so I'm using my own data files for stocks, and my data works well with Adaptrade Builder.
With GSB, I don't know what is "Up" or "Down", and cannot get such data anyway, so I set them to 0. (I'm using "Volume" in Adaptrade Builder)
Here is my data sample (for AAPL):
=================
"Date","Time","Open","High","Low","Close","Up","Down"
01/04/2010,09:31,27.11,27.15,27.07,27.08,0,0
01/04/2010,09:32,27.08,27.12,27.08,27.11,0,0
01/04/2010,09:33,27.11,27.14,27.08,27.13,0,0
01/04/2010,09:34,27.13,27.14,27.10,27.11,0,0
01/04/2010,09:35,27.11,27.12,27.09,27.10,0,0
=================
GSB doesn't complain about the data and tries to churn out strategies without errors, so the data seems OK, unless the Up/Down is needed.
Could the filename cause a problem, and does it need to be formatted in some specific way and use Central Time?
I named my file "AAPL.1.Minute.400.2000.PacificUSATime_2010.txt".
And I'm using the same file for Verification, as I don't have different time intervals (for now).
Or do I need to setup "Contract" in some specific way? The pre-configured contracts look messy and some stocks are marked as "FUT" instead of "STK",
while different stocks show different "Ticks" and "Pnt Val" than other stocks, but this doesn't look correct. I tried various settings for the "Ticks"
and "Pnt Val" (from 1 to 10000), but none of this helped.
The program is generating strategies and testing them at several thousand per minute, runs for hours using most of my CPU, but it doesn't find
anything, always showing "Uniq Sys: 0."
What may I be doing wrong or what am I missing?
BTW, there are a lot of bugs when trying to replace Data Pricing files, for example when I generated a new pricing file and want to replace the one I
used previously. Usually the system doesn't acknowledge that it will reload the new file, so I am restarting the program to make sure it loads
replaced pricing files. The program is also unable to replace one filename with another, as it restores back the old filename in the "Price Data" and
"Verif Price Data" fields. And when I delete the stock completely from the list of files to recreate it later, the program shows 'Reference Not Found'
errors. Once I needed to uninstall GSB and reinstall it again to get through that error.
|
Its good to be persistent, but 10 hours is way too long.
There are obvious issues here that are really simple for me to see, and hard for you to see.
On 1 minute bars, I dont expect anything to pass the filters you likely have used. 30 min bars is the best place to start.
Can you email me teamviewer.com details and we can look at this together. info@trademaid.info
Im not 100% clear on your data issues, but again best work on this together. That section of GSB has had a lot of work of late, and much more still in
the beta section for paid users.
Regardless the data input section of GSB is going to get a revamp in the next month or two.
I also dont get any notification if you post in a new thread, so support likly faster if you post here
https://trademaid.info/forum/viewthread.php?tid=4&page=13
the docs is here https://trademaid.info/forum/viewthread.php?tid=17#pid184
AAPL.x(where x is bar intervar).Minute.AnythingULike.txt".
I will review the contracts in the next release too. Thanks for your comments.
GSB is good with data, and will generally auto detect. TS and MC export volume as up/down, but straight volume is ok too.
|
|
|
guru
Junior Member
Posts: 3
Registered: 20-8-2018
Member Is Offline
Mood: No Mood
|
|
Thank you for your help! I see now that 15-min interval is working with your data.
After summarizing my own data into 14/15/16 minutes, I'm now able to have fun with GSB.
Even 4/5/6 minutes works for me now as well, and I may play with 1-min later again. I only think I had some additional issues due to MOC time that was
out of sync between the files, but once I made sure that all data ends at 16:00 then it all worked fine.
|
|
|
|
![[*]](images/davis/default_icon.gif){kind=icon}
