GSB Architecture

Process ›› Before we Begin ››

Parent Previous Next

GSB Architecture


Very over simplified this is how GSB trading systems work.


result=indicator1*inidicator2*inidcator3;

Most but not all indicators are >0 if the trend is up and < 0 for down trend.


// This is the normal secondary filter  - Yesterdays close

SecondryFilterResult=close-Closed(1);// Yesterdays close.

// But for Crude Oil we use secondary filter  - Yesterdays High

SecondryFilterResult=close / GSB_HighD(1);// Yesterdays daily high.




EntryLevelSF=0;

if SecondryFilterResult >EntryLevelSF then secondaryFilter= 1;

if SecondryFilterResult <EntryLevelSF then secondaryFilter=-1;




EntryLevel=0;

If secondaryFilter= 1 and result >EntryLevel then Buy("LongEntry");

If secondaryFilter=-1 and result <EntryLevel then Sell("ShortEntry");


The finer details.

All indicators are normalized from a range of -100 to 100

We can add indicators, or divide or combinations of these. Multiply however works best.

EntryLevel is normally >0

We need to fix up issues of multiplying say 2 negatives indicators with 1 positive indicator.

2 negatives and 1 positive gives a positive result, however if 2 indicators are negative it implies a downward trend and we should enter short.


We also can weight the indicators.

result=indicator1^weight1*inidicator2^weight2*inidcator3^weight3;



Copyright © <Dates> by <Authors>. All Rights Reserved.