Custom indicators

You can add any TS/MC indicator into GSB. Even if your TS code is locked, or a DLL and you don't have access to the contents of the code.

GSB creates a strategy that writes all the information into a text file. This can be very slow to write, but is a one off task. A SSD drive may help the speed.

GSB converts this to a binary file to make it much faster.

Note custom indicators will use more ram than inbuilt GSB indicators.

A minor note. While we call this feature custom indicators, technically it is custom functions that are loaded into a strategy.

You also DONT need to load custom indicators after you create them in GSB, unless you have disabled a custom indicator, stopped GSB & then re-enabled the custom indicator.

Limitation of custom indicators.

You can not use bars derived from 1 time frame to make another time frame.

IE you can have 1 minute data and get GSB to make 30 minute bars.

You cannot use multiple time frames / symbols at once.

IE build systems on 29,30,31 minute bars, or build systems on ES,EMD,YM at the same time.

Put your custom indicator here. ie where MACD IS.

Then click here to adjust the parameters.

Then enter the ranges you want. You may use a fixed number, or a range with step for inputs.

It is critical you do not adjust max bars back unless GSB gui is set to the same value & that custom indicators be used on all data streams.

.

If you don't do this, not custom indicators will work.

Then hit generate.

Put into a Tradestation Strategy.

Press f3 to compile/ verify your code.

Add the Strategy on your chart, making sure to set the bars back to 500. (see below)

It may take some time for the custom indicators to write the text files.

set bars back to 500

Files will appear in the path shown in line 14 of the code in previous page.

Open this folder and check the files are there, and that they have stopped increasing in size.

This may take some minutes of time. GSB will convert these to binary later.

On a fast computer & SSD , with a indicator that is fast, it took 6 minutes to create the files on the 30 minute ES, SPX, IDX data. If you have more ranges in values, or shorter time frames,  it will take longer.

File size was 31mb, and when GSB converted them to binary, 708 kb

Load custom indicators.

Custom indicators will now appear in your systems if GSB finds them useful.

You can see in the example below that MACD has appeared in the custom indicator list.

A more complex example with more than one custom function.

The goal is to make all your custom functions combined into one GSB function

inputs: 

length(9), length2(3), phase(100);

value10 = JRC.CCX.2k ( length ) ;//first function

value20 = JRC.JMA.flex.2k ( value10, length2, phase ) ;//second function.

To do this lets make a function called GSB_JRCccxJMA

Let's make the function below

Then go to GSB, tools, custom indicators.

Add as follows