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Author: Subject: GSB free systems, what was the out of sample results like??
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[*] posted on 12-10-2017 at 11:47 PM
GSB free systems, what was the out of sample results like??


youtube video for beginners how to get and install these systems.
https://youtu.be/UNAEy1wYgho

The S&P500 and other USA stock indices have been at extremely low volatility, so this is poor trading conditions. Ive been trading these for 17 years and so a seasoned traded. Break even results I feel would still have been ok.
Here are the results of GSBsys1ES & GSBsys1NQ
I personally trade GSBsys1ES but not the NQ as I think the NQ is the weaker system, despite its good results.
Source code is with the GSB code, free for all.
In GSB, go to file supplementary tradestation scripts.
Workspace is omitted in todays beta, but will be added next build
(C:\dropbox\GSB\GSB (Managers)\TradeStation Code in the new beta)
How I made the system is here. (Note its now much simpler to make GSB systems)
http://www.trademaid.info/forum/viewthread.php?tid=17
All results include $2.40 per side brokerage and 2 ticks round turn slippage.


gsb1es_oos.png - 79kB gsb1NQ_oos.png - 74kB


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[*] posted on 12-10-2017 at 11:48 PM


GSBsys2ES. This system is for GSB users who purchase GSB
Source code here
http://www.trademaid.info/forum/viewthread.php?tid=32


gsb2ES_oos.png - 83kB


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[*] posted on 12-10-2017 at 11:49 PM


GSBsys6ES. This system is for GSB users who purchase GSB
Source code here
http://www.trademaid.info/forum/viewthread.php?tid=32


gsb6ES_oos.png - 78kB


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[*] posted on 12-10-2017 at 11:58 PM


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[*] posted on 13-10-2017 at 12:37 AM


Hope people were trading them! Great results.

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[*] posted on 13-10-2017 at 07:11 PM


Did you test live with these systems?
How many trades did they do OOS after release?


Quote: Originally posted by andrew.gibbs777  
Hope people were trading them! Great results.


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[*] posted on 24-11-2017 at 02:01 PM


Super Admin said,
"All results include $4.80 per side brokerage"

Possibly meant per round trip here for ES?


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[*] posted on 24-11-2017 at 03:02 PM


Quote: Originally posted by parrdo101  
Super Admin said,
"All results include $4.80 per side brokerage"

Possibly meant per round trip here for ES?

Ive fixed that up. Thanks for picking it up. Profit per trade is so high, its not significant happy to say.


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[*] posted on 26-2-2018 at 04:35 AM


Here is the results of the systems updated today. All results inc 1 tick & 2.5 per side slippage / brokerage.
Hold the mouse of the file and the file name gives the system


gsbsys1ES-.png - 34kB gsbsys1NQ.png - 23kB


Disclaimer, results are hypothetical.


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[*] posted on 7-3-2018 at 05:12 AM


video for people new to GSB how to get the free GSBsys1ES & GSBsys1NQ systems.
https://youtu.be/UNAEy1wYgho


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[*] posted on 6-4-2018 at 06:56 AM


Here is the updated results out of sample since 4/2017. Includes 2 ticks and $5 round turn slippage and commission.


gsbsys1nq-oos-rpt.png - 89kBgsbsys1nq-oos.png - 33kBgsbsys1es-oos-rpt.png - 101kBgsbsys1es-oos-graph.png - 51kB


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[*] posted on 17-4-2018 at 04:32 AM


There is a tiny update to GSBsys1ES, Better exits.
Code will be in the next release. Approx 44.35 version



gsbsys1es_tweak.png - 102kB


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[*] posted on 13-3-2019 at 03:16 AM


Here are the results of all free systems for trial user, and free systems for paid users.
There are no changes since release apart from small tweak on exits in GSBsys1ES.

There is no selecting only good systems here.

Note also GSB methodology and verification tools have improved greatly since the release of these systems. The Nasdaq variant of GSBsys1ES as expected was not as robust as the ES. This was a high contributor to draw-down.
Results are hypothetical and included $5 + 2 ticks round turn slippage and commission.







oos_results.png - 43kB

Attachment: AllFree_gsb_systems_oos.mht (4.2MB)
This file has been downloaded 15 times


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[*] posted on 25-3-2019 at 05:46 AM


Here are the results of ALL natural gas systems I ever made. A much better job could be made now, as market validation is going to show that the setups I used in many cases were not ideal. Note also no other data streams symbols were used, no multi time frame, no multi-bar or multi market validation was done.
Why I show all systems, is to avoid the deceit of just showing the best systems only.
Note that the range on NG went to all time lows in 2017.
It high lights you have to ask, does your system fail, or is the market just un-trade-able.
Right now NG is still trending nicely, but range is again low.
For the risk adverse better to start trading NG late in the year.





ng_chart.png - 235kB natgas_market_perf1.png - 75kB

Attachment: ng-all.mht (5.6MB)
This file has been downloaded 7 times


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[*] posted on 25-3-2019 at 10:44 AM


Quote: Originally posted by admin  
Here are the results of ALL natural gas systems I ever made. A much better job could be made now, as market validation is going to show that the setups I used in many cases were not ideal. Note also no other data streams symbols were used, no multi time frame, no multi-bar or multi market validation was done.
Why I show all systems, is to avoid the deceit of just showing the best systems only.
Note that the range on NG went to all time lows in 2017.
It high lights you have to ask, does your system fail, or is the market just un-trade-able.
Right now NG is still trending nicely, but range is again low.
For the risk adverse better to start trading NG late in the year.









Thanks for the interesting analysis.
Actually even the gsb_ng30_demo system you created end of feb 2018 (present in paid forum) confirms this. It was built prior the new validation methodology but still ok up to now. It also confirms Nov-gen as seasonal better trading period which makes sense due to more price volatility in winter time for such an energy commodity, I guess.

Equity.jpg - 78kB months.jpg - 87kB


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[*] posted on 26-3-2019 at 06:44 AM


This is a report of ALL soybean systems I made. All are shown, so as to not pick just the best ones.
1 year out of sample. Not market verification, stats etc done as that did not exist a year ago.
Systems were walk forwarded.

One comment on GSBsyses6, the main system failed out of the ES systems. It looks to me like it was not walk forward testedl




soy_summary.png - 37kBequity.png - 84kBsoy_all.png - 28kB

Attachment: soybeans_all.mht (4.3MB)
This file has been downloaded 8 times



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[*] posted on 26-3-2019 at 06:52 AM


Here is SB range, weekly and monthly


sb-range.png - 246kB


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[*] posted on 9-5-2019 at 07:44 AM


I looked at the free for GSB purchasers natural gas system today. Here is the results excluding slippage and commission.
Can any one tell me what data streams are used for the COT version?
Here is a current report included $4.80 brokerage and 2 ticks round turn slippage



ng-oos.png - 27kB
report is here
https://trademaid.info/pa/peterzwag/GSB_NG30_DEMO

Note there is an error in the report of very high monthly drawdown.
The trade by trade is correct. Hope to fix soon


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[*] posted on 11-5-2019 at 05:15 AM


url above was not 100% correct
see https://trademaid.info/pa/peterzwag/GSB_NG30_DEMO/txt_1.htm


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[*] posted on 12-5-2019 at 06:27 PM


Hi Peter,

What does Average Range_pz indicator (TS) calculate?

Thank you


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[*] posted on 12-5-2019 at 10:01 PM


Quote: Originally posted by appengineer  
Hi Peter,

What does Average Range_pz indicator (TS) calculate?

Thank you


Good question.
I use this to evaulate markets.
ie all nat gas systems ive looked at had long linear drawdown, that I thought was due to lack of range / volatility.

Here it is.
There is daily range and range todays close to yesterdays close.

//run on daily bars, day session
vars:
ATRLength( 5 ),
AlertLength( 7 ) ;

variables:
AR( 0 ) ,hl(0);

AR = Averagefc(absvalue(close-open), ATRLength ) ;
hl = Averagefc(h-l, ATRLength ) ;

Plot1( AR, "AR" ) ;
Plot2( hl, "hl" ) ;


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[*] posted on 12-5-2019 at 10:38 PM
Data streams for GSB NG 30 DEMO system


Hi Peter,

What data stream is needed for NG 30 DEMO system?

Thank you

NG30.png - 15kB


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[*] posted on 13-5-2019 at 03:16 AM


Quote: Originally posted by appengineer  
Hi Peter,

What data stream is needed for NG 30 DEMO system?

Thank you

30 and 60 min. I think its written in the eld.


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[*] posted on 14-5-2019 at 11:50 PM


Hi Peter,

On Step 2 of proving the methodology, when we change the nth mode to All, do we need to rerun the backtest?

Thanks


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[*] posted on 15-5-2019 at 01:20 AM


Quote: Originally posted by appengineer  
Hi Peter,

On Step 2 of proving the methodology, when we change the nth mode to All, do we need to rerun the backtest?

Thanks

You need to hit yes.

Lets say you do dates change (to no trade etc) and nth mode toall
you can do no for the first question (about dates) then yes for the last question.( nth mode)

The reason for this is you only want to redo the calculations once. Doing it for every change when you dont need the results of the change is a wast of human and cpu time.

The macro supplied shows how this is done.


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