Uploaded Express Generator v0.9
New features:
- Correlation analysis
- Show collection size during the computation
- Added Min win/loss ratio to Acceptance Criteria
New settings parameters:
Collection section with Correlation Analysis params:
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; Collection ;;
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
; The Collection will purge the excessive records.
; It currently sorts by `profit` only.
; 0 means 100_000
collection_capacity = 100
; Correlation analysis threshold
correlation_threshold = 0.98
; Detect balance lines correlation
resolve_correlation = true
; Detect strategies with similar trading rules
resolve_similar_rules = false
The difference between Ascended count and the Collection size comes from resolved correlations:
Min Win/Loss ratio:
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; Acceptance criteria ;;
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
...
min_win_loss_ratio = 0
...
Please note that Win/Loss ratio is calculated as: WinTrades / (WinTrades + LossTrades).
The Win/Loss break-even value is 0.5.
...
Now is an excellent time to test the automated update. It runs when we use the fetch program at a 24 hour interval.
However, we can trick it into forcing the update:
node bin\fetch --update-check-interval 0
It works because we override the update interval to 0 hours.
The automated update overrides the "bin" folder! It will reset any modification in the original settings files under the bun folder. For that reason, it is not recommended to modify them.
Use custom settings file instead.
Have fun and trade safe!