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Need opinion on system builder software like Adaptrader
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Need opinion on system builder software like Adaptrader

  #31 (permalink)
Elite Member
Toronto, Ontario
 
Trading Experience: Intermediate
Platform: NinjaTrader
Broker/Data: IB
Favorite Futures: ES, NQ
 
Posts: 8 since Apr 2010
Thanks: 13 given, 1 received

Are you still trading GSB algos? How is it performing?

Thanks Eugene


aadbosma View Post
I have been using Adaptrade Builder for a couple of years to try and generate profitable strategies out of samples.

Most of the Adaptrade Builder strategies I selected and tested (walk forward, monte carlo and so on) weren't profitable out of sample.

But Adaptrade Builder was able to build a swing strategy on NG in January this year that has been proftable until now, so that's good.

Peter Zwag ( Genetic System Builder for Tradestation and MultiCharts ) has just released software called GSB (genetic system builder).
Had a free trail period and bought the software. The results on stock indices are just amazing. Far better than I have been able to develop myself or with Adaptrade Builder.

For example:
ES.D 1997-2017. Daytrading strategy. Roundturn comm+slip 30 USD, stoploss 350 USD, 100k net profit, DD 4k.
If someone is interested I can send the TS report, so you can see the results in detail.


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  #32 (permalink)
Trading Apprentice
Melbourne, Australia
 
Trading Experience: Advanced
Platform: Ninja
 
Posts: 20 since Jun 2010
Thanks: 0 given, 4 received

aadbosma those charts look like amazing results. Can you tell us what slippage your using and what is the out of sample performance like? My experience with programs like tradingsolutions, neuroshell, adaptrade etc has not been so good. You can waste countless hours searching for a system that seems to work well historically but fails to work well out of sample or only works for a short period of time. That makes me skeptical about all these programs.

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  #33 (permalink)
Elite Member
Amsterdam
 
Trading Experience: Intermediate
Platform: Tradestation
Broker/Data: Tradestation
Favorite Futures: ES, NQ, NG, S, EC
 
Posts: 32 since May 2014
Thanks: 19 given, 26 received


Hi guys,

Earlier I have also tried other software packages to build strategies, but they all failed miserably out of sample.
GSB is the first software solution I know that generates strategies that really work out of sample.

I have done a lot of testing with GSB and have tried different out of sample periods.
One of the most extreme tests I did was on ES and using price data that ended December 31 2012.
With the right GSB build settings, more than 90% of the generated strategies were profitable in the out of sample period between 2013 and 2018.

I am still trading the by GSB generated strategies. And they were profitable during 2018.
Today had a great trade on NG, about 2k net profit.

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  #34 (permalink)
Elite Member
Amsterdam
 
Trading Experience: Intermediate
Platform: Tradestation
Broker/Data: Tradestation
Favorite Futures: ES, NQ, NG, S, EC
 
Posts: 32 since May 2014
Thanks: 19 given, 26 received


johny View Post
aadbosma those charts look like amazing results. Can you tell us what slippage your using and what is the out of sample performance like? My experience with programs like tradingsolutions, neuroshell, adaptrade etc has not been so good. You can waste countless hours searching for a system that seems to work well historically but fails to work well out of sample or only works for a short period of time. That makes me skeptical about all these programs.

Hi Johny,

For ES, CL and NG I use 1 tick slippage per side and 2.8 USD costs per side.
For NQ I use 2 ticks slippage per side and 2.8 USD costs per side.

You can try the software for free for 14 days. Just give it a try to see if you like it.

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  #35 (permalink)
Trading Apprentice
Melbourne, Australia
 
Trading Experience: Advanced
Platform: Ninja
 
Posts: 20 since Jun 2010
Thanks: 0 given, 4 received

Okay I'll give it ago. Do you know if it supports Metastock data?

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  #36 (permalink)
Elite Member
Amsterdam
 
Trading Experience: Intermediate
Platform: Tradestation
Broker/Data: Tradestation
Favorite Futures: ES, NQ, NG, S, EC
 
Posts: 32 since May 2014
Thanks: 19 given, 26 received

This is the price format exported from Tradestation:

"Date","Time","Open","High","Low","Close","Up","Down"
09/11/1997,08:31,1071.00,1071.00,1070.25,1070.25,3,0
09/11/1997,08:32,1070.00,1070.25,1069.50,1070.25,7,0
09/11/1997,08:33,1070.00,1070.75,1070.00,1070.00,10,0
09/11/1997,08:34,1069.75,1070.00,1069.50,1070.00,7,0
09/11/1997,08:35,1070.25,1070.25,1069.75,1069.75,7,0
09/11/1997,08:36,1069.75,1069.75,1068.50,1068.50,8,0

Can you send me your Metastock price data?
I can try your data in GSB.

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  #37 (permalink)
Elite Member
Camas, WA
 
Trading Experience: Advanced
Platform: MultiCharts, TradeStation
Broker/Data: Interactive Brokers, TradeStation, thinkorswim/TDA, IQFeed
Favorite Futures: Futures, Futures Options, Index Options
 
Posts: 33 since Sep 2009
Thanks: 6 given, 74 received

I can also vouch for GSB. I ran across it last summer and bought it along with his Portfolio Analyst software and it has become a staple in my arsenal of methodologies for strategy development, testing and validation.

I own and have used other systems development software and development methodologies based on GP such Adaptrade Builder and GSB is in an entirely different league.

The creator, Peter Zwag, is a very seasoned trader who originally built it for his own use, so the software, best practices, research and so on are continually evolving and improving. The documentation can be spotty in areas, there is a bit of a learning curve and the software is a little rough around the edges and could use some polish in terms of UX, but it is well worth the time and effort to learn it - and once it clicks it will become very intuitive.

If you do the trial, I would highly recommend devoting the time to using it, interacting with him, spending time in the forum and watching his YouTube videos (especially the most recent couple making sure to follow along, pause, practice, etc.): https://www.youtube.com/user/ppzwag. He moves a bit fast, so you'll probably need to rewind/rewatch to really get it.

Once you learn how to use it, it is not difficult to create very robust and tradable strategies that perform very well out of sample (meaning even several years out of sample) and in real-time trading.

One of the real keys to robust systems is using "Nth Mode" and Verification to dramatically increase robustness and minimize the possibility of curve-fitting, which he goes through in the most recent publicly posted video (he has a new video he's finishing with some new research he's released for current customers to review prior to posting it).

Plus, in my builds, I have been keeping everything from 1/1/2017 onwards as totally unseen data, so I have a full two years (now 2+) of unseen on which to validate the systems in addition to every "Nth" day being unseen during the build process itself.

Hopefully that helps-

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  #38 (permalink)
Elite Member
Camas, WA
 
Trading Experience: Advanced
Platform: MultiCharts, TradeStation
Broker/Data: Interactive Brokers, TradeStation, thinkorswim/TDA, IQFeed
Favorite Futures: Futures, Futures Options, Index Options
 
Posts: 33 since Sep 2009
Thanks: 6 given, 74 received

MetaStock format will not work in GSB (i.e. it can not read MetaStock data files) - you will need to export the data in an ASCII format. As long as the ASCII format is fairly standard, it can be configured to recognize and read it and it will recognize most out of the box.

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  #39 (permalink)
Trading Apprentice
Pecs, Hungary
 
Trading Experience: Beginner
Platform: Tradestation
Favorite Futures: ES, CL, GC
 
Posts: 14 since Jun 2018
Thanks: 7 given, 6 received


iq200 View Post
Are the systems you tested out of the box of did you write them ?
Does it allow you to use your own functions and indicators?

Sent from my iPhone using futures.io

Dear Aad,

I am always interested trying new products such as GSB.
Especially when great looking equity lines are shown and even more important the out of sample performance is good.

ip200 asked you if the systems you tested where out of the box generated by GSB or did you need to program yourself?

Thanks and have a good weekend.

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  #40 (permalink)
Elite Member
Amsterdam
 
Trading Experience: Intermediate
Platform: Tradestation
Broker/Data: Tradestation
Favorite Futures: ES, NQ, NG, S, EC
 
Posts: 32 since May 2014
Thanks: 19 given, 26 received



Sharon9999 View Post
Dear Aad,

I am always interested trying new products such as GSB.
Especially when great looking equity lines are shown and even more important the out of sample performance is good.

ip200 asked you if the systems you tested where out of the box generated by GSB or did you need to program yourself?

Thanks and have a good weekend.

Hi sharon9999,

GSB produces EasyLanguage code that can be copied into Tradestation or Multicharts.
You don't have to write any Easylanguage code yourself.
The only thing you need to do is follow a rigoureus process during development, validating and verifying.

As I have mentioned before in previous posts, GSB is capable to produce code for stock indices strategies that can be profitable years into the future. I have developed strategies on price data until 2012. Everything after 2012 until 2018 was unseen data. Almost all strategies generated by GSB were profitable in this period.

By the way, I think the GSB forum is offline today for maintenance. Will be online again tomorrow I think.

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