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Posts: 76 to 100 of 180

Re: Express Generator - News and Updates

Absolutely amazing Mr. Popov - and so fast implemented!! Thanks so much!

If you now could add the suggested auto-saving as well, that would be a dream.

Re: Express Generator - News and Updates

Uploaded Express Generator v1.3

Added balance chart


https://image-holder.forexsb.com/store/express-generator-balance-chart-thumb.png

> If you now could add the suggested auto-saving as well, that would be a dream.
I have this in mind.

Re: Express Generator - News and Updates

An ASCII balance chart, that´s incredible dope, haha :-) Good old times!

Great about the auto-save feature too!

EG is flying in the last few days, wow.

Re: Express Generator - News and Updates

hahaha thats sick!

Re: Express Generator - News and Updates

Uploaded Express Generator v1.4

New features:
- added Auto Save options
- added key-binding Ctrl+X - it saves the current collection and clears the in-memory EG collection.
- the console output is visually improved

New options:
- auto_save_at_minutes
- auto_save_at_collected

;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; Auto-save collection             ;;
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;

; Auto-save is useful if you run Express Generator for long time on strict Acceptance Criteria
; Setting 0 disables an option. Choose one of the options only.

; Save the collection at a particular interval in minutes.
; It doesn't clear EG collection.
auto_save_at_minutes = 0

; Save the collection when it reaches the given count.
; It clears EG collection.
auto_save_at_collected = 0

https://image-holder.forexsb.com/store/express-generator-auto-save-at-minutes-thumb.png

https://image-holder.forexsb.com/store/express-generator-auto-save-at-collected-thumb.png

Trade Save!

Re: Express Generator - News and Updates

You are my hero!! THANKS SO MUCH. 4 updates today, it´s your most productive day ever, I guess :-)

Re: Express Generator - News and Updates

Uploaded Express Generator v1.5

It fixes a bug with the "Opposite signal - Reverse" option.

Trade Safe!

Re: Express Generator - News and Updates

Uploaded Express Generator v1.6

New features - OOS

New options:
data_start_percent = 0 - it sets the beginning of the data range in %.
data_end_percent   = 100 - it sets the end of the data range in %.

;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; Out of sample            ;;
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;

; Use these parameters to set the data range.
; The program cuts data after applying Data Horizon.

data_start_percent = 0
data_end_percent   = 100

Please note that the new options cut the data range after the Dat Horizon options define it.

The new options make it easy to define a data range for generating strategies and a data range for testing.

Here is an example of generating strategies on 70% of the data. After that, the same collection is validated on the unseen 30%.

> node bin/gen --symbol EURUSD --period M30 --max-data-bars 20000 --data-end-percent 70 --output ./collections/test-data-range.json

https://image-holder.forexsb.com/store/express-generator-generate-70-percent-thumb.png


> node bin/gen --symbol EURUSD --period M30 --max-data-bars 20000 --data-start-percent 70 --input ./collections/test-data-range.json

https://image-holder.forexsb.com/store/express-generator-validate-30-percent-oos-thumb.png

Trade Safe!

Re: Express Generator - News and Updates

Uploaded Express Generator v1.7

New features:
  - Express Generator plots the best-found strategy dynamically.
  - added "update-best" option to enable or disable the update of the best strategy on the terminal.
  - show Spread, swaps and commission
  - arranged backtest stats in columns.
  - the collection "output" made more forgiving. Now we can give "output" collection as an absolute path or simply as a file name. Express Generator will store it under the ".collections" folder and will add a ".json" extension.

Options:

;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; Miscellaneous            ;;
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;

; When enabled, the generator dynamically updates the best strategy on the console.
update_best = true

; How many strategies to print when finish
show_top = 0

https://image-holder.forexsb.com/store/express-generator-screenshot.v1.7-thumb.png


Note: for automated workflow or running multiple instances, you may find it better to set "--update-best false".

Have fun and Trade Safe!

Re: Express Generator - News and Updates

Great Updates! Will test. Thanks so much.

Re: Express Generator - News and Updates

Awesome update Popov.   You're just smashing out the updates at the moment!  Love it.
Thanks-great feature.

87 (edited by sammjacks 2022-10-26 22:12:06)

Re: Express Generator - News and Updates

Hi Popov,

I am not sure if the new data_start_percent = 0 and data_end_percent   = 100 are working properly.

I have attached a screenshot of an IS and OOS run where the IS is using 80% of 160k bars and then validating on the last 20% of the 160k bars.

The sum of bars is correct, as is the the fact that the end of the IS date is the same as the start of the OOS. But the split is not 80/20 as the inputs have requested (data_end_percent = 80 for IS, data_start_percent = 80). I am running v1.7

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Re: Express Generator - News and Updates

> I am not sure if the new data_start_percent = 0 and data_end_percent   = 100 are working properly.

I found the problem also.  I uploaded Express Generator v1.8, which fixes it to some extent but is still not good.

Re: Express Generator - News and Updates

Uploaded Express Generator v1.9

The OOS seems to work well now.

I forgot to mention a new feature since v1.7
- Added an "output-replace = false" parameter.

When output-replace is "false", the Generator adds a suffix to the output collection if such a file already exists. This is the default behaviour.

When we set it to "true" the new collection will overwrite the previous file. This is useful when we output a collection and then load it for validation with different parameters.

I'll demonstrate this case at this Saturday's meeting at 11:00 AM UTC.

Re: Express Generator - News and Updates

Uploaded Express Generator v2.0

New features:
- --input parameter made more user-friendly. Now we can set only the filename and Express Generator will find the collection.
- it shows calculation or time constraints on the status line.


https://image-holder.forexsb.com/store/express-generator-screenshot.png

This release marks my initial goals for the Express Generator project completed.

Re: Express Generator - News and Updates

Great work, thanks for all the updates!

92 (edited by sammjacks 2022-10-28 07:51:32)

Re: Express Generator - News and Updates

Cheers Popov, for some reason when I use the auto update it sticks with v1.9?

Edited: Actually on the third attempt is updated

93 (edited by sammjacks 2022-10-28 20:14:43)

Re: Express Generator - News and Updates

Hi Popov,

I am getting an odd output from the validation.

174 went in but it seems it only calculated 2 out of the 174 and then stopped?

EDITED: Actually I think I must have done CTRL + C while it was running. No problem

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94 (edited by geektrader 2022-10-28 21:40:20)

Re: Express Generator - News and Updates

sammjacks wrote:

Cheers Popov, for some reason when I use the auto update it sticks with v1.9?

Edited: Actually on the third attempt is updated

At the rate that Mr. Popov is sending out these updates, you must lower the "update_check_interval" variable. Try this way:

node .\bin\fetch.js ^
  --fx-rates true   ^
  --check_for_update true ^
  --automatic_update true ^
  --update_check_interval 0

95 (edited by Popov 2022-11-09 14:36:53)

Re: Express Generator - News and Updates

Uploaded Express Generator v2.1

New features:
- added validate_then_generate option. It works together with "input" collection/s. When using Express Generator validates the provided strategies and then continues generating with the same options.

- added Monte Carlo

https://image-holder.forexsb.com/store/express-generator-monte-carlo-thumb.png

New options:

;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; Monte Carlo                      ;;
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;

enable_monte_carlo = false

number_of_tests        = 10 ;; Edit: Renamed to count_of_tests in v2.10
spread_max             = 30
rand_first_bar_percent = 10
skip_entries_percent   = 2
skip_exits_percent     = 2
rand_close_percent     = 0

mc_min_profit          = 0
mc_min_count_of_trades = 10

Monte Carlo performs "number_of_tests" calculations with randomised parameters. A strategy ascends when all the tests have profit greater than "mc_min_profit" and a count of trades greater than "mc_min_count_of_trades"

Options:
- number_of_tests - how many simulations to calculate. It breaks on the first failed test.
- spread_max - it sets a random spread from the data spread to the given spread_max
- rand_first_bar_percent - moves the first bar forward between the strategy's firstBar and (Bars - firstBar)*rand_first_bar_percent/100
- skip_entries_percent, skip_exits_percent, and rand_close_percent sets the probability of execution failure.


Have fun and Trade Safe!

Re: Express Generator - News and Updates

Nice work popov
running smoothly

thnx

Re: Express Generator - News and Updates

Uploaded Express Generator v2.2

It fixes a bug with a wrong Equity line of the exported collection.

Re: Express Generator - News and Updates

Thanks Popov - Validate then Generate is working great for me.
Cheers

99 (edited by geektrader 2022-11-01 05:31:14)

Re: Express Generator - News and Updates

Thanks so much for adding MC. Can you please also add slippage randomization like in EA Studio? I find this a lot easier to use because we don´t have to look and setup the monte carlo spread-range for each pair but can simply add some slippage on top of the previously defined spread, regardless if the pair has a spread of 2 or 20. Always loved this option in EA Studio as it makes things so much easier than spread randomization.

Thank you.

100

Re: Express Generator - News and Updates

Uploaded Express Generator v2.3

This release improves Monte Carlo
- fixed a bug with "mc_min_count_of_trades" option, which made it always pass.

New features:
  - added slippage_max =  5. The slippage is random between 0 and "slippage_max" (in points).
  - added mc_min_profit_factor Acceptance Criteria for Monte Carlo.

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