Yes, version 0.9 - correlations is the culprit, correct.

In terms of the validation differences, Win/Loss is definitely letting through deals that are less than the specified level.  And EAS validator is not letting them through.

And I suspect the dollar-value based criteria is possibly something to do with local account currency (issue raised previously).

Thanks Mr Popov, updated very easily.

Couple of issues:
1) the Win/Loss rates are not being "accepted correctly".  I ran EG at 0.7 and then imported to EAS with 0.7 as an Acceptance Criteria in validator.  Around 18% were not validated from 10,000 imported.

When I ran the Validator without any acceptance criteria, it accepted 100% (obviously) and checking the lowest WinLoss ratio, it was at 0.63.

2) The IgnoreOrReverse does not appear to be working either, all strategies appear with Ignore.

Thanks

I tested how Express Generator generates collections for FSB Pro. Found perfect results.

Work steps:
- Download or import fresh data in FSB Pro.
- Fetch or set the same data in Express Generator.
- Set parameter: --exit-trade-at Close. FSB Pro closes the positions at Bar Closing.
- Set parameter: --close-at-backtest-end false. FSB Pro does not close the last position at the end of the backtest.
- Drag-drop or import the generated collection in FSB Pro

Please report misbehaviour. Please try to isolate what strategy doesn't import correctly or, even better, try to find which indicator causes the discrepancy. Please note that the data set must match completely.

A minor difference in the stats is acceptable because FSB Pro uses more detailed formulas for calculating indicator signals in particular cases.

Have fun and Trade Safe!

Uploaded Express Generator v0.93

New features:
- fetch accepts periods in text as: --periods M15 M30 H1
- Unified the maximum data bars option in fetch and gen: --max-data-bars 50000. As an alternative syntax, both scripts accept the following: --max-bars 50000
- gen loads the data files as UTF-8. It was accepting files in ASCII format before. Now gen reads the exported files from MT without modification. However, if you don't have symbols in UTF-8 format, it is still advisable to modify the script as shown here: https://forexsb.com/forum/post/70628/#p70628 because it makes the files twice smaller.

Have fun and Trade Safe!

Uploaded Express Generator v0.95

Added server to gen

Now we can specify a data file by server, symbol, and period:

node bin/gen --server MetaQuots --symbol EURUSD --period M5

If the server parameter is omitted, Express Generator loads Premium Data.
The server parameter is the name of the data subfolder under the "data" directory. It may differ from the actual data server name.

The data-file parameter overrides the server, symbol, and period parameters.

Have fun and Trade Safe!

Uploaded Express Generator v0.96

Bugs fixed: --data-file option in custom settings file doesn't work.

Uploaded Express Generator V0.98

New features: Added Trading Session

New parameters:

;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; Trading Session          ;;
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;

session_open  = 00:00
session_close = 24:00
friday_close  = 24:00

trade_on_sunday = true

close_at_session_close = false
close_at_friday_close  = false

The options are simplified but work in the same way as in EA Studio.

Have fun and Trade Safe!

Amazing Popov, I always use trading session to avoid high spread in the same way geektrader does so this is hugely helpful for me :-)

Interested to why you prefer the indicator approach? I don’t see a problem with the trading session but if you have a preference then I would definitely be interested to understand if this applies to my workflow or not.

Once R-squared or balance line stability is in then I can really start to move the generation part of my workflow process fully to Express gen likely which will be amazing.

I personally feel the acceptance criteria metrics take priority over the mc and normaliser at the moment as I would be running through the validator anyway so no drama to add those options.

Getting more quality generations initially, faster and with less computing power and manual effort is huge though! Can set so much running with the click of a button now :-)

Uploaded Express Generator v0.99

New features:
- added new stats: stagnation, max consecutive losses, and r-squared
- added new acceptance criteria: max-stagnation, max-consecutive-losses, and min-r-squared

Note! Express Generator calculates R-squared in different way. It may have difference between R-squared in Express Generator and EA Studio.

New parameters:

;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; Acceptance criteria      ;;
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;

...
min_r_squared          = 0
max_stagnation_percent = 0
max_consecutive_losses = 0

Have fun and Trade Safe!

Thanks for the update! Very nice.

May I ask though why R-Squared differs and why and how it is calculated differently/better(?) in EA Studio / Express Generator? Isn't there a way to unify it the calculation between both? Because this may create confusion for new users and I think it might be best practice to unify it so that we have the same stats in both platforms.

Also one more request: can we get max stagnation in days too? That's what I am using all the time.

Thanks again for all this great work, it's so much appreciated.

> May I ask though why R-Squared differs and why and how it is calculated differently/better(?) in EA Studio / Express Generator?

The original R-squared formula uses sums of squares of bar numbers, balance values, and also bar*balance.
I'm afraid that when we use big data series with a large account (imagine account in JPY) the intermediate values can overload the number values of JavaScript. The program will not crash in such a case, but the calculated R-squared will not be correct. We may miss good strategies in case of overloading.

From a long time I'm thinking how to fix the problem without breaking changes and now, with Express Generator I solve it in a different way.

Instead of calculating R-squared on the original trade values, I'm using the scaled balance line what we see on the Balance chart in the EA Studio's Collection or Editor.

I do the following thing:
- scale the original balance line to 300 points.
- divide each value to the initial account. I receive 300 points from 1 to 3 for example (if the final balance is 3 times larger).
- calculate R on the given 300 points. It is safe to do it without overloading.
- Power R to 5 instead of 2. The original formula is R^2 (r-squared). However, I found out the numbers are reaching easily values to 95+ and then they are very near each other. For that reason, I'm using R^5 in EA Studio instead of R^2 to spread the values in the upper end. I'm using the same in Express Generator.

> Isn't there a way to unify it the calculation between both?

Yes, of course. It is completely possible. Let's see how the formula in Express Generator works. If it is fine, I'll apply it in EA Studio also.

It will be good to unify R-squared because all other parameters and stats match completely. I'm vary happy from that because the backtesting functions are very different in Express Generator. Thanks to that I noticed and fixed a lot of issues in EA Studio engine and indicators when compared the results.