Re: Express Generator - News and Updates
Uploaded Express Generator v0.991
Update: optimised Correlation Analysis algorithm. Now Express Generator is 3 times faster with Collection capacity > 100 and correlation on.
- footon
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Re: Express Generator - News and Updates
geektrader wrote:
Given the extremely high energy prices in Germany
Sorry for off-topic, but I cannot stay silent when comparing my current electricity price to current Germany price. You are having a ball there, I can tell you that 
And good idea to check and compare performance, thank you for that!
53 2022-10-18 17:39:32 (edited by geektrader 2022-10-18 17:41:34)
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Re: Express Generator - News and Updates
Hmm, so you are currently paying 30.5 cent per kwh? We are at 50 cent per kwh now, and that's already via the cheapest provider which I've just switched to. Where are you from?
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Re: Express Generator - News and Updates
Uploaded Express Generator v0.992
New feature:
- added stagnation days stats
- added max-stagnation-days Acceptance Criteria parameter
- optimised printing to console. Now Express Generator prints the generator progress at every 0.25 sec instead of every calculated strategy. It saves time from the printing and gains 20% performance boost on my computer for 20000 bars.
With this release I consider Express Generator feature complete for the upcoming v1.0.
I'll continue working on Optimiser, normalizer and Monte Carlo for the future releases.
Have fun Trade Safe!
- geektrader
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Re: Express Generator - News and Updates
What a productive day Mr. Popov, you are crazy! Thanks for all the work and I will test test test... Thanks again.
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Re: Express Generator - News and Updates
Popov wrote:
Update on August 27th.
Added Symbol Settings options:
;; Spread, Swaps, Commission spread = 20 swap_long = -12.42 swap_short = 3.27 commission = 6
Hi Mr. Popov,
is there a way to specify the spread/commission via the command line? That would be great. I would ideally like to test different spreads with some symbols and wouldn´t want to create an extra .INI file each time. So just passing the spread + commission via the command line, while it reads the other settings from the data files (swap), would be great.
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Re: Express Generator - News and Updates
Just for info: I´ve been heavily comparing strategies generated by Express Generator in EA Studio (same exact data, spreads, commissions, etc.). Most of them match, but some get some heavy outliers like the one I´ve attached - a lot of stats differ in this case. It has a lot fewer trades in EA Studio, and much higher stagnation.
Loaded from Express Generator into EA Studio (not re-calculated yet!):
Recalculated in EA Studio:
Seems like some indicators mismatch between Express Generator and EA Studio? Because other strategies are absolutely fine with just tiny differences in their stats. I always loaded in the same session, so no differences in the settings of EA Studio or Express Generator, just a different strategy that matches almost perfectly, while others "fall apart" and don´t match.
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Re: Express Generator - News and Updates
>> is there a way to specify the spread/commission via the command line?
Yes, you can. Every parameter from the settings file can be used as a command line option. Simply put dash dash before it.
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Re: Express Generator - News and Updates
>> Most of them match, but some get some heavy outliers like the one I´ve attached - a lot of stats differ in this case.
I also noticed similar behaviour. After investigation it appeared the problem was a different starting bar of the test.
Once I reloaded EA Studio and fetched data in Express Generator, all matched perfectly.
Please check your case. If it is not from the data, attach a strategy for a test.
If it is, we need Monte Carlo with random start bar.
- geektrader
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Re: Express Generator - News and Updates
It could be a trade chain dependency indeed in this case. The strategy often reverses positions, so it is at least prone to that. I will check more strategies that are not as often in the market shortly and see if I can find other discrepancies, but I think you are right that this is the problem for this one strategy.
Yes, MC with starting bar randomization will help with that. I know you will add all this along with the Optimizer and Normalizer. With the huge speed-boost I´ve discovered yesterday as posted in this Forum, this is really a quant´s heaven! Thanks so much for your work.
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Re: Express Generator - News and Updates
Popov wrote:
>> is there a way to specify the spread/commission via the command line?
Yes, you can. Every parameter from the settings file can be used as a command line option. Simply put dash dash before it.
Thanks, perfect!!
Re: Express Generator - News and Updates
geektrader wrote:
Thanks for the detailed explanation, super interesting. I never thought about overloading variables in JS and your solution is perfectly smart indeed to not miss any strategies by using the relative balance line for the calculations. It's great that you are using 300 points for sampling by the way, that's a lot more accurate than the 100 that most people use to implement it.
I hope you can find a way to match the r-squared results between EA Studio and Express Generator without missing any strategies in both.
Also great that the development of Express Generator brings many benefits for EA Studio as well. Finally I will be testing and comparing the speed of strategy generation between EA Studio, Express Generator on Node JS and Express Generator on Bun (if I get it to work) hopefully today. Given the extremely high energy prices in Germany, I am most interested in high effiency and hope Express Generator, especially on Bun, will be faster than EA Studio. That's why I am also looking for the implementation of the Optimizer, Normalizer and MC into Express Generator, as I am using these in my workflow and once Express Generator has these as well, I can completely switch to it,.eliminating the overhead of Chrome and use EA Studio just for the viewing and preparation of the collections that Express Generator created. I will report back...
Thanks a lot!!
i tried to use bun..just used this tutorial to get bun run..
https://www.youtube.com/watch?v=ryGGwmryu8gbut get errors when try to run bun gen.js try it yourself.
- footon
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Re: Express Generator - News and Updates
Roughey wrote:
i tried to use bun..just used this tutorial to get bun run..
https://www.youtube.com/watch?v=ryGGwmryu8gbut get errors when try to run bun gen.js try it yourself.
As Geektrader said:
geektrader wrote:
Unfortunately, I couldn´t get Express Generator to run on either Deno or Bun, because they are not fully compatible with the node.js modules and NPM that Mr. Popov uses.
64 2022-10-19 23:40:42 (edited by geektrader 2022-10-19 23:40:53)
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Re: Express Generator - News and Updates
Roughey wrote:
i tried to use bun..just used this tutorial to get bun run..
https://www.youtube.com/watch?v=ryGGwmryu8gbut get errors when try to run bun gen.js try it yourself.
Bun won´t run EG so far, I had no luck either. Please read https://forexsb.com/forum/topic/9258/10 … generator/ on how I still got a 100% performance boost over Node JS.
- Popov
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Re: Express Generator - News and Updates
Uploaded Express Generator v1.0
This release comes with prettified fetch and gen outputs.
Trade Safe!
- geektrader
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Re: Express Generator - News and Updates
Congratulations on the 1.0 release!
Re: Express Generator - News and Updates
Nice job Popov, I love it - this is a game-changer. I'm already using this in demo environments - planning to go to live environment next week
- Popov
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Re: Express Generator - News and Updates
Uploaded Express Generator v1.1
The update includes more improvement of the console output.
69 2022-10-20 09:08:04 (edited by ahmedalhoseny 2022-10-20 09:08:33)
Re: Express Generator - News and Updates
morning
EG stop updating "version" at .922
- geektrader
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Re: Express Generator - News and Updates
ahmedalhoseny wrote:
morning
EG stop updating "version" at .922
Edit your \bin\fetch.settings.ini and adjust "update_check_interval = 24" to "update_check_interval = 1". Then run the update script again.
Re: Express Generator - News and Updates
geektrader wrote:
ahmedalhoseny wrote:morning
EG stop updating "version" at .922Edit your \bin\fetch.settings.ini and adjust "update_check_interval = 24" to "update_check_interval = 1". Then run the update script again.
Worked now, many thanks
Re: Express Generator - News and Updates
when i update eg..so the my settings file will not updated? i have to put manually the new settings? or is it possible to load also a new mysettingsfile...with a different name?
- Popov
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Re: Express Generator - News and Updates
> when i update eg..so the my settings file will not updated?
The automated update overrides the "bin" folder only.
You user settings in the main folder, the data folder, and the collections folder will be intact.
Re: Express Generator - News and Updates
Roughey wrote:
when i update eg..so the my settings file will not updated? i have to put manually the new settings? or is it possible to load also a new mysettingsfile...with a different name?
Both actions can be done
1- either you keep changing the my-settings file every time with new setting combinations.
or IMO
2- make different copie(s) of my-settings file with different combinations to test new conditions
for example i attached one settings file kindly download and tell me your opinion
regards
- Popov
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Re: Express Generator - News and Updates
Uploaded Express Generator v1.2
New features - Added Keyboard commands
- Ctrl + S -> Save current collection
- Ctrl + T -> Show top strategies (according to the show-top count)
- Ctrl + C -> Save current collection and terminate the Generator.
Have fun and trade safe!