Express Generator v2.72 is uploaded.

New:
- added "Dukascopy" symbol info and historical data. The data comes from a Dukascopy MetaTrader 5 live account. The actual server name is "Dukascopy-live-mt5-1".

You can fetch symbol info and historical data with:

node .\bin\fetch.js --symbol-info true --server Dukascopy --symbol EURUSD --period M15

- fixed the swaps to work for brokers who do not apply the "three-day swap" rule. This update was necessary because the new Dukascopy MT5 broker has that option set to the suspicious 8th day of the week . My 30-second research showed that it probably means the broker does not apply "three-day swap". The other MT5 brokers usually set it to Wednesday or Friday.

- the Premium's symbol info is now set from Dukascopy's MT5. That ensures correct swap values.

Trade Safe!

We have now: Express Generator v2.71

This release comes with internal code cleanup and refactoring.

The visible changes are:
- rearranged and grouped the parameters in mm. settings.ini to be more meaningful and easier to grasp.
- fixed and improved comments in the settings files.
- updated the forex rates and the symbol info files included in the distribution.

Have a great trading week!

New release: Express Generator v2.70

It comes with a new Multi-Market tool.
The script is named mm.js with a default settings file mm.settings.ini.

Example use:

express-generator> node .\bin\mm.js                  ^
    --server Premium                                 ^
    --symbol EURUSD                                  ^
    --period M15                                     ^
    --max-data-bars 100000                           ^
    --input Coll_[SERVER]_[SYMBOL]_[PERIOD].json     ^
    --test-servers Premium                           ^
    --test-periods M15                               ^
    --test-symbols auto                              ^
    --count-of-tests 8                               ^
    --min-passed-tests 5                             ^
    --output Coll_[SERVER]_[SYMBOL]_[PERIOD]_MM.json

I'll make a documentation and a video next week.
Please see this forum's thread for the ideas and the development steps: https://forexsb.com/forum/topic/10045/m … generator/

Please report any issues you discover.

I just uploaded Express Generator v2.69

Added Max Spread protection option.

The option format is --max-spread-protection 0

Zero mean off. It can be set in three different variants

- points: --max-spread-protection 42

Manually set a concrete value of the spread protection in points.

- as a multiplier of the average non-gap spread: --max-spread-protection 2.5A

Note the capital "A" after the digits. When this option is used, the program calculates the average spreads of the non-gap bars and multiplies the value with the given multiplier.

- as a per cent of all spreads: --max-spread-protection 90%
In this case, it will find what is the 90% value of the spreads in the data series and will convert it in points. It means, you will skip 10% of the bars with the highest spread for entries.

The Max Spread protection works only if the historical data contains dynamic spread data. These are data files provided by EA Studio and the files you export from MetaTrader 5.

; Max Spread Protection in points, average, or in %. Zero means "off".
; It can be used when generating new and when validating imported collections.
; When used in validation, it updates the maxSpreadProtection option of the strategies.
; Examples: max_spread_protection = 42   // Fixed 42 points
;           max_spread_protection = 90%  // Max spread is set to 90% of the spreads in the data series
;           max_spread_protection = 2.5A // Max spread is set to 2.5 * Average Spread.
max_spread_protection = 0

Trade Safe!

I just uploaded Express Generator v2.68

This release includes new fetch parameter: --if-missing-or-older-than = 0
It accepts time in minutes.

This parameter is useful to prevent frequent data download when we run the fetch command automatically.
If it is set, it will prevent subsequent file download if a current data file exists and is updated recently.

Example:

It fetches the files the first time.
Then I run the fetch again with adding M1 period.
It skips the existing files because are fresher than 60 minutes and downloads the M1 file only.

Have success with your trading and a lot of fun!

I'm happy to announce Express Generator v2.67

This update comes with updated indicator formulas to better match MetaTrader5.
It is also 10% - 60% faster (performance gain depends on the length of the data series and the indicators used).
It prints the name of the exported collection file correctly.
Also, added new backtest stats metrics and the corresponding Acceptance Criteria:
- min_m3_profit
- min_m3_profit_factor
- min_m3_count_of_trades

Have a successful trading session!

This version includes a new Backtest stats parameter: "Average position length". It show the average position length in bars.

Also add two new Acceptance Criteria parameters: "--min-average-pos-length" and "--max-average-pos-length".

Test with generating strategies with avrg. pos length between  300 and 400 bars.

PS C:\express-generator> node .\bin\gen.js --server Premium --symbol EURUSD --period M15 --max-data-bars 100000 --min-average-pos-length 300 --max-average-pos-length 400

Trade Safe!

Popov wrote:

Uploaded Express Generator v2.65

Where do I download the latest version. Am on a very old version.

Thank you Popov. It works great now.

You can force upgrade with:

node .\bin\fetch.js --update-check-interval 0 --check-for-update true

Uploaded Express Generator v2.65

Where do I download the latest version. Am on a very old version.

This version fixes a bug that sets zero values near the end of output collections' balance and equity lines.

Here is a screenshot of the bug reproduction.

The issue was only in the values needed for plotting the charts. The bug did not result in false backtests.

Trade Safe!

It fetches correctly  datasets with missing bars
Such a case is XAUUSD from Darwinex. Their M15 Gold data goes beyond 2000

Whatever, now the data are fetched and parsed correctly as it is in MetaTrader.

- it prevents printing of control characters to the terminal when: --silent true

Uploaded Express Generator v2.63

- it deletes the output collection file when no strategies are ascended and --output-replace true

This feature fixes a very tricky problem.

The usual behaviour of Express Generator is to output a collection file when generating or validating strategies.
The program does not output a file when there are no ascended strategies. It prints to the terminal a red message: "There are no collected strategies!"

However, imagine a case where we use Express Generator to revalidate strategies on new or different data, and we want to overwrite the output file. We use the "--output-replace true" option. In some cases, the input and the output file can be the same. Ex Gen will save the new collection over the previous file if there are some ascended strategies. However, the program will not produce output if there are no ascended strategies.

Do you see the problem?

If no strategies pass the new validation, the output collection file will not be updated. It will look like all the strategies have passed the validation.

The newly released v2.63 fixes that case by deleting an existing output file.

Happy hacking with Express Generator!