Indicator statistics - best and worst
Indicator statistics - best and worst
The top 1/3 and bottom 1/3 of indicators can be found by GSB.
Multiple tests showed this improved out of sample results.
The indicators are loaded into GSB internal stats when Save Params. Perfs is done.
This can also be done by macro.
This operation can be done unlimited times.
To clear the stats, click Reset Parms perfs
See this video for more details.
The recommend procedure is to put out of sample results (OOS) only into Params perfs.
The video above used OOS from year 2000 to 2015/6/30 nth, and dates 2015/06/30 to 2018/02/28
This is best using 2 indicators, and ideally 40,000 systems to get consistent results. Less works but will not be as accurate.
Sort on ratio, then export the top indicators in green. These can be applied to GSB indicator selection.
When you build new systems using this indicator set, its best to go back to 3 indicators. See in cyan below.
The amount of indicators is very much a user preference, but is best tested using market validation method.
Below is the macro used for indicator stats. The macro will be included with GSB 52.30 on-wards.
The macro is called IndicatorStats.gsbmacro
