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	<title type="html"><![CDATA[Forex Software — Generate In Sample and validate OOS]]></title>
	<link rel="self" href="https://forexsb.com/forum/feed/atom/topic/9278/" />
	<updated>2022-11-15T13:59:17Z</updated>
	<generator>PunBB</generator>
	<id>https://forexsb.com/forum/topic/9278/generate-in-sample-and-validate-oos/</id>
		<entry>
			<title type="html"><![CDATA[Re: Generate In Sample and validate OOS]]></title>
			<link rel="alternate" href="https://forexsb.com/forum/post/72248/#p72248" />
			<content type="html"><![CDATA[<p>Thanks so much! This is going to be so helpful!</p>]]></content>
			<author>
				<name><![CDATA[Matthew Roberts]]></name>
				<uri>https://forexsb.com/forum/user/14222/</uri>
			</author>
			<updated>2022-11-15T13:59:17Z</updated>
			<id>https://forexsb.com/forum/post/72248/#p72248</id>
		</entry>
		<entry>
			<title type="html"><![CDATA[Re: Generate In Sample and validate OOS]]></title>
			<link rel="alternate" href="https://forexsb.com/forum/post/72236/#p72236" />
			<content type="html"><![CDATA[<p>Yes Matthew just put the folder path in the import command rather than the file path</p>]]></content>
			<author>
				<name><![CDATA[sammjacks]]></name>
				<uri>https://forexsb.com/forum/user/13248/</uri>
			</author>
			<updated>2022-11-14T20:19:36Z</updated>
			<id>https://forexsb.com/forum/post/72236/#p72236</id>
		</entry>
		<entry>
			<title type="html"><![CDATA[Re: Generate In Sample and validate OOS]]></title>
			<link rel="alternate" href="https://forexsb.com/forum/post/72234/#p72234" />
			<content type="html"><![CDATA[<p>Is it possible to import an entire folder of strategies? </p><p>For example, I&#039;m generating EURUSD on 24 different cmd instances. <br />They then export 24 different collections. </p><p>Currently, I&#039;m using the validator in EA studio to sort through the top strategies in the 24 collections. </p><p>I want to be able to do this in the express-generator because it&#039;s so much faster.</p>]]></content>
			<author>
				<name><![CDATA[Matthew Roberts]]></name>
				<uri>https://forexsb.com/forum/user/14222/</uri>
			</author>
			<updated>2022-11-14T16:56:08Z</updated>
			<id>https://forexsb.com/forum/post/72234/#p72234</id>
		</entry>
		<entry>
			<title type="html"><![CDATA[Generate In Sample and validate OOS]]></title>
			<link rel="alternate" href="https://forexsb.com/forum/post/71938/#p71938" />
			<content type="html"><![CDATA[<p>I&#039;m using three separate commands in this CMD file.<br />I&#039;ll show them separately.</p><br /><p><strong>1. Update the historical data</strong></p><p>We update the data first - 20000 bars EURUSD M30</p><div class="codebox"><pre><code>TITLE OOS Workflow - EURUSD M30

REM Fetch EURUSD M30

node .\bin\fetch.js ^
  --fx-rates      true   ^
  --symbol        EURUSD ^
  --period        M30    ^
  --max-data-bars 20000</code></pre></div><br /><p><strong>2. Generate strategy on the first 75% of the data. ( In Sample )</strong></p><p>Here we set &quot;gen&quot; to load 20000 bars of EURUSD M30 and to use from 0% to 75%<br />&nbsp; --data-start-percent&nbsp; &nbsp; &nbsp; 0 <br />&nbsp; --data-end-percent&nbsp; &nbsp; &nbsp; &nbsp; 75</p><p>I&#039;m collecting the first 300 strategies. This is different from the usual practice of running the Generator for some time and getting the collection.<br />&nbsp; --collection-capacity&nbsp; &nbsp; &nbsp;300<br />&nbsp; --max-ascended-strategies 300</p><p>I set the Express Generator to update the best strategy on the screen (default behaviour) and not show the top strategies after the generator finishes.<br />&nbsp; --update-best&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;true<br />&nbsp; --show-top&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 0</p><p>I set the generator to export the collection to &quot;Coll-In-Sample-EURUSD-M30&quot; file.<br />Here&nbsp; &quot;--output-replace true&quot; sets the generator to overwrite a previous file with the same name. This is important because I&#039;&#039; load the file for validation in the next section.</p><div class="codebox"><pre><code>node .\bin\gen.js ^
  --symbol                  EURUSD ^
  --period                  M30    ^
  --max-data-bars           20000  ^
  --data-start-percent      0      ^
  --data-end-percent        75     ^
  --collection-capacity     300    ^
  --max-ascended-strategies 300    ^
  --update-best             true   ^
  --show-top                0      ^
  --output-replace          true   ^
  --output                  Coll-In-Sample-EURUSD-M30</code></pre></div><br /><p><strong>3. Validate strategies on 25% OOS and get top 10</strong></p><p>Here I set the Generator to load 20000 bars of EURUSD M30 but only use the latest 25%.<br />&nbsp; --max-data-bars&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;20000<br />&nbsp; --data-start-percent&nbsp; &nbsp; &nbsp; 75&nbsp; <br />&nbsp; --data-end-percent&nbsp; &nbsp; &nbsp; &nbsp; 100 </p><p>I collect only the top 10 by setting the collection capacity to 10 strategies<br />&nbsp; --collection-capacity&nbsp; &nbsp; &nbsp;10 </p><p>I want strategies with min 10 trades (100 by default)<br /> --min-count-of-trades&nbsp; &nbsp; &nbsp;10</p><br /><p>I don&#039;t want to see the best one updated but want to see all the top 10 printed<br /> --update-best&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;false<br />&nbsp; --show-top&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 10&nbsp; &nbsp;</p><p>I set the generator to work in validation mode by providing &quot;--input&quot; parameter<br />&nbsp; --input&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;Coll-In-Sample-EURUSD-M3<br />The program loads the previously generated IN sample collection</p><div class="codebox"><pre><code>node .\bin\gen.js ^
  --symbol                  EURUSD ^
  --period                  M30    ^
  --max-data-bars           20000  ^
  --data-start-percent      75     ^
  --data-end-percent        100    ^
  --collection-capacity     10     ^
  --min-count-of-trades     10     ^
  --update-best             false  ^
  --show-top                10     ^
  --input                   Coll-In-Sample-EURUSD-M30 ^
  --output                  Coll-OOS-EURUSD-M30</code></pre></div><br /><p><a href="https://image-holder.forexsb.com/store/oos-eurusd-m30-express-generator.png"><span class="postimg"><img src="https://image-holder.forexsb.com/store/oos-eurusd-m30-express-generator-thumb.png" alt="https://image-holder.forexsb.com/store/oos-eurusd-m30-express-generator-thumb.png" /></span></a></p><br /><p>This is an example of how we can use several actions to compose a workflow. I&#039;m using the default Acceptance Criteria, but you may modify the code.</p>]]></content>
			<author>
				<name><![CDATA[Popov]]></name>
				<uri>https://forexsb.com/forum/user/2/</uri>
			</author>
			<updated>2022-10-28T12:07:55Z</updated>
			<id>https://forexsb.com/forum/post/71938/#p71938</id>
		</entry>
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