To compare the backtesting engines of EA Studio and Express Generator precisely, you can fetch data with Express Generator and then upload the corresponding data file in EA Studio.
My goal is to have 100% match of the stats (except R-squared). Any deviation must be a bug.
Please report any issues by sharing the concrete strategy (possibly a collection with 1 strategy) and the corresponding data file.
]]>After the Express Generator collection is uploaded on EA Studio, it shows the same stats initially but the starts become different when click on the "Recalculate" button or when a strategy detail is opened. See the video recording and advise on what I might be doing wrong
Hi - this is most likely caused by different data horizon being used between Exp.Gen and EAS. Ensure that you upload the same dataset that Exp.Gen used to generate the collection and that the data horizon is set to the same as Exp.Gen.
]]>I have not been to make backtests equal between Express Generator and EA Studio.
After the Express Generator collection is uploaded on EA Studio, it shows the same stats initially but the starts become different when click on the "Recalculate" button or when a strategy detail is opened. See the video recording and advise on what I might be doing wrong
]]>The problem was with the "Opposite Signa - Reverse" option.
Thank you for the report!
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I´ve made sure the data configuration (horizon, spread, commission, swap) is exactly the same between EG and EA Studio:
Other strategies (though right now only 70% of the ones that Express Generator generates) match absolutely fine between Express Generator and EA Studio:
So there can only be the conclusion that there is a bug somewhere in Express Generator that leads to these deviations. I hope we can find it and fix it.
Thank you.
]]>I have spent the last hour comparing the backtests of strategies that Express Generator created in EA Studio, using the exact same data (the backtests start and end on the exact same day and even hour in EA Studio just like they do in Express Generator), settings for trading sessions, etc. I know we have seen deviations before, but I am seeing *a lot* of them now, with heavily different values throughout (huge difference for R-Squared, Stagnation, etc.). This time it also isn´t a trade-chain-dependency problem (so it´s not coming from changing starting bar). Still, it seems to be something else that is calculated very differently between EG and EA Studio for these. Please have a look at these screenshots which compare stats, and I´ve also attached the single strategies in JSON files. I hope you can investigate, as this affects quite a lot of strategies (about 30% of the ones that Express Generator generated are very different in EA Studio). Thank you.
