Opt. Price Data
This is the data that used in optimization, backtest and walk-forward
Repeat till you have all your symbols (and pairs if used) added
This is what we trade on. You could use ES.30.Minute.830.1500.txt and ES.60. Minute.830.1500.txt at the same time but the default is ES.30. You could also use say 27,28,29,31,32,33 minute bars too. ES.15 will give better systems than ES.30, but its slower and will use more ram.
Note we are using central USA data time zone local time 830 to 1500 time, not 830 to 1515 time. You can't mix time zones, so if you are on another time zone, and want to add other data streams mixed with ES etc, use only data from your own computer.
This data is exported from Tradestation or Multicharts data window. Filename formats that can be used are:-
symbol.15.minutes.SessionTime.Anthingyoulike.txt IE ES.15.minutes.830_1500CTusa.txt
symbol.10.seconds.SessionTime.Anthingyoulike.txt IE ES.10.seconds.830_1500CTusa.txt
symbol.10.Kase.1 tick.SessionTime.Anthingyoulike.txt
symbol.10.Range.1 tick.SessionTime.Anthingyoulike.txt
symbol.150.Tick.1 tick.SessionTime.Anthingyoulike.txt
symbol.150.heikinashi.SessionTime.Anthingyoulike.txt
symbol.150.ha.SessionTime.Anthingyoulike.txt
If you want to use daily bars, then use this format.
ie 830 to 1500 in minutes bars = 6.5 * 60 = 390 minutes.
symbol.390.minutes.SessionTime.Anthingyoulike.txt
GSB should auto detect date, time formats, but you need to get the file name correct.
Note: It is not essential to use secondary data, but recommended. You get better systems. If you don't want any secondary data, you need to select the same file for secondary data as primary data.