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Posts: 26 to 39 of 39

Re: Express Generator - Wish List

Hi Popov,

I have a feature request.

For the new validate-then-generate command it would be great if there was a switch that could allow me to delete the files read into express gen as they will be included in the collection when it finishes.

Right now if i read in a collection file with say 58 EAs then when express gen finishes i just get and additional collection file with the original 58 included and any extra generated. This would make it easier to keep my files tidy :-)

Re: Express Generator - Wish List

>  when express gen finishes i just get and additional collection file with the original 58 included and any extra generated.

Did you try to have the same file name for the input and the output collection?

You can prevent adding suffixes to the output file with output-replace = true.

Please see this example: Revalidate and Expand a Collection

Re: Express Generator - Wish List

Ah that’s a good point Popov, I have the number of strategies in the file name which changes it but if I make it a generic name that would be the same everytime and use this switch then it will rename it how I want.

Cheers

Re: Express Generator - Wish List

Hi,

Is it possible to add to the Monte Carlo settings the ability to randomize indicator parameters? 
Example: "rand_indicator_param = 20" would randomize the indicator parameters up or down 20%.


Is it also possible to allow a test percent passed less than 100% settings?
example "percent-pass-allowed  = 80" would require 80% of the strategies to pass mc settings to be placed into the collection.
Currently, on the first fail, it discards the strategy. Having this variable at less than 100 would require it to continue going until the "number_of_tests" variable has been reached.

Re: Express Generator - Wish List

> Is it also possible to allow a test percent passed less than 100% settings?

Added in Express Generator v2.10

Re: Express Generator - Wish List

At EAS, I have an influence on the number and quality of the strategies via the "Entry Time" and "Exit Time" indicators.

I would also like to see such a function in Express Generator.

Example:

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

session_open_from_hour    = 00:00
session_open_from_minute  = 00:00
session_open_until_hour   = 14:00
session_open_until_minute = 00:00

session_close_from_hour    = 23:00
session_close_from_minute  = 00:00
session_close_until_hour   = 24:00
session_close_until_minute = 00:00

friday_close  = 22:00

trade_on_sunday = false

close_at_session_close = true
close_at_friday_close  = true

Re: Express Generator - Wish List

Is it applicable to modify ;; Indicators used by the Generator ;; in gen.settings  into two groups one for open and the other for close

Regards

33 (edited by geektrader 2022-11-28 02:06:59)

Re: Express Generator - Wish List

Hi Mr. Popov,

here are 2 requests for further ease of handling of EG.

1) Express Generator should automatically create the output folder specified in the "output =" variable if it doesn´t exist yet. Currently, it simply skips saving the strategies if the output folder does not exist.

2) Please allow double usage of variables for the "output =" variable. Right now, if for example using

output = ./collections/[SYMBOL]/[PERIOD]/[SYMBOL]_[PERIOD]_[YEAR]-[MONTH]-[DAY]_str_[COUNT].json

The result is that it correctly puts it into the subfolders, but the strategy file names are

[SYMBOL]_[PERIOD]_2019-11-23_str_1_(3).json

It looks like any variable like [SYMBOL] can only be used once in the "output =" and if it´s used a second time (for the directory *AND* for the filename), it´s saved as "[SYMBOL]" instead, without that this variable replaces it with the current symbol like GBPJPY like it should do.

Thank you.

Re: Express Generator - Wish List

These are valuable ideas.

Thank you!

...

Edit:

Implemented in Express Generator v2.11

Re: Express Generator - Wish List

Hi Mr Popov
Happy xmas and hope you have a great new year!

It would be amazing if Express Generator were able to take the collection generated and optionally output it as a Portfolio Expert, with the top n number of strategies.

;; Output Portfolio
output_ea        = true
output_format    = mt5
output_dir       = ./portfolios
output_top       = 50

Do you think that's possible to do?
Thanks
Tim

Re: Express Generator - Wish List

Another suggestion for you Mr Popov,

I'd like to be able to generate strategies that have a minimum number of entry (and possibly exit) indicators in them.  Currently we set a max for indicators, and it may or may not develop strategies that have, say 4 indicators.

By having a minimum number of indicators as entry, they would all need to be suggesting the same signal (buy or sell) which provides a good level of confirmation that the signal is correct.

; Min number of indicators to use (use 0 if not required)
min_entry_slots       = 4
min_exit_slots        = 2

So, in the above example, it would require 4 signals confirming to enter a trade, and 2 signals to exit the trade.

Thanks
Tim

Re: Express Generator - Wish List

> min_entry_slots 4

It would set 3 meaningless "RSI > 0" and then will set the only needed indicator. It is not what you would expect.

Re: Express Generator - Wish List

>It would be amazing if Express Generator were able to take the collection generated and optionally output it as a Portfolio Expert

Express Generator is designed to generate collections of strategies for further review in FSB Pro or EA Studio.

Only FSB Pro and EA Studio can generate and export MQL code.

39 (edited by timelleston 2023-01-22 23:21:51)

Re: Express Generator - Wish List

Hi Mr Popov,
Just wondering if there's any way to generate more "consistency" across strategies in Exp.Gen...difficult to explain, but hopefully the case in point below will help.

I assume it's starting with some kind of random number to begin generating strategies, and so my case in point:
I launched 10 Exp.Gen's simultaneously (scripted so admittedly a minor delay between each launch) on the same 1H CADJPY dataset using the same parameters, running the generation for 45 minutes.

I then uploaded the dataset, and the individual collections into EAS, exported a portfolio for each collection and forward tested it in MT5 for 96 bars, starting 1 bar after the final bar from the dataset (so, dataset was 09:00 GMT, Portfolio EA launched at 10:00 GMT).

The results were actually quite dramatically different:

    Profit    Win Rate    Avg Profit    Avg Loss
0    321.69    54.84%    13.28    4.64
1    206.68    52.17%    12.71    4.47
2    138.81    43.08%    11.63    5.05
3    267.21    43.08%    14.34    3.63
4    278.54    49.30%    12.59    4.5
5    200.24    50.72%    10.01    4.42
6    268.91    52.83%    13.62    4.5
7    300.49    62.79%    13.86    4.62
8    171.95    40.30%    12.27    3.98
9    160.01    53.85%      7.27    4.03
*    472.85    47.52%    14.81    4.49 (merged using Exp.Gen)
*    783.38    52.88%    18.84    5.16 (merged using EAS Validator)
*    337.47    46.07%    13.62    4.6 (single generation)

TP was fixed at 150, SL at 25, 360 bars of data, and using Reverse direction, lot size of 0.02.  Also using M/Carlo (same settings as generation)...happy to share my settings file.  0-9 were all generated simultaneously.

There's quite a big difference across all metrics for the various portfolios.  They all started at basically the same time, and each had about 20million calculations.

I re-ran for a couple of other dates and the same thing occurred.

So I just wondered if there's a way we can create "more" consistency across the generation process...these seem pretty random and therefore results would be more luck than anything else?  I understand the randomness of things, and the volume of permutations and combinations of things, etc.

Couple of my own thoughts/questions...is it better to have one process running to generate strategies - on my computer it seems to be able to go through about 55million calculations in 45 minutes for a single collection, versus about 20million x 10 for multiple collections.  Given I'm using 0.98 on correlation threshold, on a single collection, it probably works quite well...not so sure about the re-validation/merging of multiple collections...

Does the re-validation (or merging) using Exp.Gen do the same thing in EAS?  If so, I wonder why the results between those two would be so different ($472 vs $783).

Anyway, just curious on your (and others) thoughts on this.

Thanks

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