GSB QUICK MANUAL.

Version 1.08 20171012 For GSB 1.38.16

This is a very quick overview of the most important GUI features.

It is NOT a guide how to use GSB, but is a quick guide on the most important features.
For a quick Guide how to use GSB, see this video. https://www.youtube.com/watch?
v=lvM9ydB0LK8&t=7s
There are more options when advanced mode under tools is set to true.

You can run a stand-alone version of GSB, or run numerous GSB workers on the same or different
machines. A high end CPU will be significantly faster running up to 9 workers simultaneously.

Your will need a lot bit of ram should you run numerous copies of GSB. (16 GB +++)

Refer to this document for more information on GSB Client Server.

http://www.trademaid.info/forum/viewthread.php?tid=47

Ultra quick guide.

If you have GSB on the defaults, click the Green run button, it should build systems.

GUI help box.

The GUI help box. Quick description of any left hand side GUI function.

Header.
What you put here appears in the header. Useful if you have numerous GSB on the same PC.
Indicators.

You can have 3 to 5 indicators + secondary filters in GSB systems.

3 was what was recommended, but newer research is showing that 5 will produce systems with better
metrics.

Secondary filters.
You can use a genetic solution for secondary filter.

Once the primary section of GSB has generated a signal, the secondary filter must also be true.

As GSB matures, there will be more secondary filters programmed. We call these Truisms.

Things that are often, but not always true. Truisms significantly enhance profit per trade and profit
factor, but reduce the amount of trades.

You can also build systems without secondary filters, and then walk forward them with secondary filters.

This is for advanced users only. If you use this method, its VIP to keep commissions set at zero until you
apply secondary filters. The reason is a system with no secondary filter is not trade-able as the metric are
too poor. After a secondary filter is applies, metrics improve dramatically.

For stock indices, CloseLessPrevCloseD is a good default. For non indices markets, use genetic.

THIS IS VIP.

If you are not sure, do some tests to see what works best.
Primary data.

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.

ES.15 will give better systems than ES.30, but its slower and will use more ram.

Note we are using 830 to 1500 time, not 830 to 1515 time. Time zone is central USA 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 //version 1.38.17 onwards

symbol.150.ha.SessionTime.Anthingyoulike.txt ////version 1.38.17 onwards

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.

Secondary data.
It is not essential to use secondary data, but highly 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.

You cannot use secondary data if the primary data is ticks, range, or kase.
Seconds and minutes can be used at the same time.

The cash indices of data1 are the first things you want to try to add.

You could also use ES.60 AND ES.390 (daily bars) ETC

Note your charts on TS must be on local time to have more than one data stream.

If your computer isn't on Central USA time zone, to add more data streams they must all be on the same
time zone. (Including data1 )

GSB will look for the best systems (highest fitness) on the training section only

Validation is optional.

Genetic Algorithm settings.

With the above settings, GSB will have a population of 200 systems, and improve for 1000 generations.

That's 200,000 iterations till it finishes. (Unless you hit the stop button)

It will loop(restart) 1 time. Each loop makes a new initial population.

Number of Walk Forward tests.

In this example 300*200 WF tests will be done. (60,000) if you choose Genetic, rather than random
space. For a more through WF test, I use 300 x 300 if using 3 indicators. If using 4 or 5 then you may
need to increase this value. If its too small results will be erratic each time you run the a similar WF.

You can run 100 x 100 to do a very fast initial WF test.

Genetic will work better than random space. Too few WF tests and you get WF curve varying a lot each
time you complete the same WF. If you have 5 indicators, you may need many more tests. Also if the
systems using adaptive moving average (which has 3 parameters) many more tests are needed.

Number of WF tests is WF Generations * WF Population.

Walk-Forward settings.

Anchored is the default WF method. I think it works better than rolling WF. I know from experience that
rolling WF also is very poor when the amount of trades is too low.

# of tests below is for random space only. It is not recommend to use random space as default, but still
worth checking if you like the current system.
When you walk forward a system on random space, it will use 150,000 tests to WF a system, right click it
and select WF. You must right click the arrow and no-where else. I typically use 90,000 tests for a 3
indicator system.

Nearest
If nearest is set to 60%, it will genetically optimize 30% above and 30% below the parameters found in
the original system. If this exceeds the range allowed internally in GSB, it will shift the range away from
GSB's internal indicator limit.

Fitness.

This is what GSB looks to maximize in its training period. Default is netprofit* average trade.

Netprofit * profitfactor, netprofit with slippage figure is also ok. If your are on the S&P500 and have SF
(Secondary filters on) a reasonable commission figure in fitness is fine to use. For other markets I would
leave it at zero, build a system using GSB to find an entry technique. Then add other filters (Truisms) to
increase average profit per trade and Profit factor.

Quantity
This option is for support of stocks. If you trade stocks or forex, set capital to the amount of each trade.
ie $10,000. For futures use fixed share contracts.

Costs.
Fitness and reports commission

Fitness and reports commission are independent of each other. Increasing fitness commission can shift
the systems number of trades down, average trade and profit factor up. Useful for when the amount of
trades blows out a lot on WF tests. I prefer 1 tick per side on fitness, only if secondary filter is on.
Otherwise use zero.

Fitness reports affects reports metrics only.

I prefer to keep reports fixed, even if you vary fitness commission, so you can get an even playing field
when you vary fitness commission value.

There is a mild degradation in GSB speed if the 2 fitness's are not the same value.

For futures use TradesPerSide / RoundTrip.

For stock use TimesQuantity.

Long or Short Trading.

(Advanced mode only)

You may want to build a system that goes long or short only.

Exits.
Market On Day Close

True if you are day trading only. Recommend true for S&P 500, Russell 2000 etc.
False for crude oil. Other markets you need to experiment.

Minutes. If you want to exit a long term system after x minutes, put a value in here. Do not use for day
trading systems.

Stop Loss, Profit Target.

I prefer to put a stop or profit target on the system when it's finished. If you are making a swing trade
(overnight system) then use a stop and profit target. Minutes exit is for overnight systems where if the
trade is open x minutes (several days) then a exit is forced.

If you are not day trading, put in a stop, profit target and optional minutes to force a open trade to close
if its open too long. A profit target, ie $2000 may help reduce high gains in 2008 that may cause the
system to curve fit for 2008. Fitness Vbase(nm) may also help this issue, but I prefer to use previous
discussed fitness's.

Profits mode.

Use currency for futures, Percent for stock, * for forex. ********

General
Fitness is what GSB tries to maximise. Netprofit * average trade is recommened.
You can also make a long or short only system, and limit max trades per day.

Settings
This is the file that contains all the left hand GUI options we have looked at.

It can be saved and loaded here.

Saving GSB and app settings.

You can save your settings. See picture below.

App settings are the metrics GSB uses to filter what you see in the GUI.

Supplementary TS scripts are the functions you need to load into TS, and a sample GSBES system.

There are 2 more systems for GSB purchases on the private section of the forum ***

email me for forum password if you have purchased GSB.

Currently I am personally trading at least 2 of these systems on my live account.

RIGHT HAND SIDE GUI FUNCTIONS.

Here the peak fitness GSB found was 5107714

GSB had found 6 systems, but 3 of them are the same system with different parameters.

GSB version 26+ removed non unique systems.

It is 78.6% completed its 200,000 iterations. (generations * population * restarts)

Speed is 5139 systems per minute.

APP SETTINGS. (under tools on the top menu)

Here GSB will only show systems in its GUI of >$80 average trade and > $80,000 net profit over all.
Should you use full period filter, you have in effect made all systems in-sample.

That's ok as a walk forward test should determine if the system is valid.

I recommend to start using GSB with Pearson's * 0.97 in the test period, and allow all other systems
(good and bad) to pass. This will mean you get a real picture of what works out of sample, and the ratio
of good and bad systems out of sample. If you get no systems, lower this to 0.9. See below.

* Pearson's is the correlation of the equity curve to a straight line. Perfect is 1.0

Other right click GUI functions

You can also right click a system and add it to favorites.

How to save, load & delete systems.

Right click the system and click save. To load right click and click load.

To delete, hit delete. You can delete multiple systems at once buy selecting multiple systems before you
hit delete.

How to run a Walk forward of a system.

To walk forward, right click and choose 1 of the 4 options.

If you have 8 GBb of ram or less, do not use Multi-Threaded, or do more than 1 WF at a time.

Genetic WF. If nearest is set to 60%, it will genetically optimize 30% above and 30% below the
parameters found in the original system. If this exceeds the range allowed internally in GSB, it will shift
the range away from GSB's internal indicator limit.

Random space will use the entire range of parameters that GSB allows for a indicator. Best to start with
Genetic, but fine to double check with a random space. Random space may need more iterations than
genetic to get a valid WF result. See # of random space tests at page 4.

What you are looking for in Walk Forward Results.

The OOS curve (out of sample) should be above the original curve, linear, and the profit factor and
average trade as good as better than the average curve. The average trade must be higher enough to
cover brokerage and 1 tick each side slippage. (more for ill-liquid markets)

Another thing we look for in a WF test, is the parameters being stable in the last approximate 25%+++ of
WF runs. Also we like to see the In sample curve and Out of sample curves to be roughly parallel. For
more detail on this see my youtube video (will be approx done on late October 2017 )
https://www.youtube.com/channel/UCGvMOxz-uCWQU0sexr6c7wQ?view_as=subscriber

A acceptable result is shown below. Note how the Average trade and profit factor have increased in the
IS and OOS curve. This is somewhat at the expenses of net profit and number of trades. This is still very
acceptable. Different fitness specs will vary these results a fair bit. If a identical second WF gives fairly
different results, you need to have more iterations done. (increase WF Generations / population)

Beware where the number of trades doubles or triples on the OOS result. Adding commission fitness
may help this, and using the default fitness of Netprofit * average trade.

GUI OPTIONS

Advanced mode will give you many other GUI options. Best leave to false until you have learn the basics
of how to use GSB.
How to get the code from GSB into Tradestation / Multicharts.

IF you have done a WF, you can cut and paste the code on the WF tab into TS.

The WF tab should have better settings than the Optimization tab.

Note that the session times used were ending at 3pm central USA time, not 3:15.

Bars back on the TS/MC workspace must also be set to 500.

Contracts information.
Under tools ,contracts.

If you use tick data, you need a range of MOC time. Ie 15:00:00 to 15:00:02.

Otherwise use 15:00:00 etc

For more information refer to the documentation page on the forum.

http://www.trademaid.info/forum/viewthread.php?tid=17#pid184

and the youtube videos.

https://www.youtube.com/channel/UCGvMOxz-uCWQU0sexr6c7wQ?view_as=subscriber