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Posts: 126 to 150 of 180

Re: Express Generator - News and Updates

Thanks for implementing this, makes things a lot easier.

127 (edited by aaronpriest 2022-12-08 19:17:30)

Re: Express Generator - News and Updates

Since yesterday's update, the number of strategies that pass the same performance filters in EAS that were used to generate them in the Express Generator have dropped dramatically. I'll create a collection of 300 strategies for example with Express Generator, load them into EAS, and then check Use performance filters with the exact same criteria, max data bars under data horizon, and trading session hours, but less than 25 will pass validation now when it used to be 250+. Minimum win / loss ratio and minimum profit per day seem to be the two filters that are most out agreement between Express Generator and EAS for the few filters I use.

UPDATE: Nevermind, my bad, I figured it out! I accidently changed the max data bars on Express Generator and they weren't matching anymore. It's working as it had before now. smile

128

Re: Express Generator - News and Updates

> Nevermind, my bad, I figured it out!

I'm glad you have found out what is going on.

Trade Safe!

129

Re: Express Generator - News and Updates

Uploaded Express Generator v2.12

New features:
- randomising MA methods. Now the indicators which allow using different MA methods have a 50% chance to change the default one.

Fixes:
- fixed a bug reported by GeekTrader - generating Trailing Stop Loss when the option is FixedOrTraling.
- renamed the "data-file" option to "data_file" in the default config file "gen.settings.ini"
- fixed a bug with "exit_trade_at" = Close when generating strategies for FSB Pro. Now the Moving Average indicator uses the Close prise with the corresponding logical rules as "The bar opens above MA after opening below it". This makes it a little closer to FSB Pro. Anyway, we don't have full compatibility because FSB Pro closes positions at Bar Close but EA Studio at Bar Open.

This Express Generator release can generate indicators with randomised MA Methods and is compatible with EA Studio v23.1.31 and FSB Pro v4.1

Please report any issues.

Trade Safe!

130

Re: Express Generator - News and Updates

Uploaded Express Generator v2.13

- Added new option: randomize_ma-methods
It enables or disables the randomization of the Moving Average methods, which was introduced in Express Generator v2.12

The new option is off by default.

;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; Indicators options               ;;
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;

; Randomize Moving Average Methods.
; When 'true', the Generator chooses between Simple, Exponential, Weighted and Smoothed
randomize_ma_method = false

The indicators that allow randomized MA methods are:
- Alligator,
- Force Index
- Moving Average
- Moving Average Crossover
- Standard Deviation.

If you like this feature, I'll add randomised MA methods in EA Studio.

Trade Safe!

131 (edited by geektrader 2023-02-01 10:12:42)

Re: Express Generator - News and Updates

Thanks for the great update:-) And of course, I would like to see the MA method randomization in EA Studio too ;-) And if you can, you could also add the price randomization I've added for my personal use. Then it would also be great to be able to set the max period range for each indicator during randomization. You currently have this fixed at 45/50 for most indicators. Thanks.

P.S.: The most important feature I'd like to see, by the way, is the Optimizer from EA Studio being implemented into Express Generator. Because Express Generator is so much faster than EA Studio (almost double the speed), that would be really great.

132

Re: Express Generator - News and Updates

Uploaded Express Generator v2.14

Added a "max_indicator_period" option. This option determines the ranges of the generated periods of 19 indicators.

;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; Indicator options                ;;
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;

; Randomize Moving Average Methods.
; When 'true', the Generator chooses between Simple, Exponential, Weighted, and Smoothed.
randomize_ma_method = false

; The recommended value is 50. The maximum recommended value is 200.
max_indicator_period = 50

133

Re: Express Generator - News and Updates

Uploaded Express Generator v2.15

This release fixes issues reported by GeekTrader
- the Envelopes and the MA Crossover indicators take into account the "randomize_ma_method" option
- fixed Level ranges for the "Indicator is higher than the Level line" logical rules for five indicators: Awesome Oscillator, Bear Power, Bulls Power, Commodity Chanel Index, and Momentum
- fixed the level range for Momentum

Trade Safe!

134

Re: Express Generator - News and Updates

Uploaded Express Generator v2.16

This update comes with a new option: randomize_ma_shift = false

When the option is "true", it has a 50% chance of using shift for the Moving Average indicator. This shift range is from 0 to max_indicator_period / 2.

Trade Safe!

135

Re: Express Generator - News and Updates

Uploaded Express Generator v2.17

The following indicators consider the "max_indicator_period" option. Their periods are related to the option's value.
- Alligator, Donchian Channel, Stochastics, Stochastics Signal

Trade Safe!

136

Re: Express Generator - News and Updates

Uploaded Express Generator v2.18

This release fixes a bug with the correlation analysis reported by Timelleston here: https://forexsb.com/forum/topic/9362/po … ollection/

Trade Safe!

137

Re: Express Generator - News and Updates

Uploaded Express Generator v2.19

This release comes with a few minor updates:
- fetch shows "from" time of the downloaded data
- MACD, MACD Signal, and Moving Average of Oscillator use the --max-indicator-period options
- sets the terminal header to show the current symbol and period. This is useful when we use multiple tabs or terminals.
- show the Account info when running.

https://image-holder.forexsb.com/store/fetch-show-from-time.png


https://image-holder.forexsb.com/store/xgen-show-account-info.png

Trade Safe!

138

Re: Express Generator - News and Updates

Uploaded Express Generator v2.20

Fixes:
- It uses a "play" icon on the Terminal's tab title instead of the "Express Generator" text. Now it fits better.

- fixed a bug with the "Fast period" range in the Moving Average Crossover indicator.
   Now the ranges of  Moving Average Crossover are as follows:
       Fast  period ∈ [4, max_indicator_range/2],
       Slow period ∈ [Fast period+1, max_indicator_range]

Trade Safe!

139

Re: Express Generator - News and Updates

Uploaded Express Generator v2.21

This release comes with a fixed first-bar parameter for some indicators to calculate equally with EA Studio.

Trade Safe!

140

Re: Express Generator - News and Updates

With back-porting ideas and optimizations from Express Generator to EA Studio, now Express Generator is only two times faster sad

Trade Safe!

Re: Express Generator - News and Updates

LOL, crazy :-) Thanks for those optimizations, that's just extreme LOL. Wondering how much faster the Optimizer will be compared to EA Studio once it's implemented in EG.

142

Re: Express Generator - News and Updates

Uploaded Express Generator v2.22

It fixes an issue with loading UTF data files with a BOM record.
The problem was reported by Amacaulay here: SyntaxError: Unexpected token � in JSON at position 0.

Trade Safe!

143

Re: Express Generator - News and Updates

Uploaded Express Generator v2.23

Optimised the signals loops.

Now Express Generator is about 4% faster.


https://image-holder.forexsb.com/store/xgen-2.23-fatser-thumb.png

144

Re: Express Generator - News and Updates

Uploaded Express Generator v2.24

This release fixes the moments of opening the first trade of the backtest for most indicators.

This release of Express Generator has been tested for compatibility with EA Studio v 23.3.15.

Note:

I found the updated code broken when testing the automatic update of Express Generator on different machines.
The problematic combination is Windows 10 Professional and Nodejs v19.8.0.
Please avoid installing Nodejs v19.8.0 for now, until I find the exact reason for the problem.

145

Re: Express Generator - News and Updates

Uploaded Express Generator v2.25

New features:
- introduced a "min-indicator-period" option.
- new update system without third-party dependencies.

Details:

The "min-indicator-period" option and the  "max-indicator-period" option set the indicators' period range used by the Generator.
The program validates the value of the setting and ensures that:
- min-indicator-period >= 2
- max-indicator-period - min-indicator-period >= 10
- max-indicator-period <= 1000

I created a new update system because the ZIP library I used so far started failing on the newest Nodejs versions: v19.8.0 and v19.8.1.
The new code I use works well on my tests.
If you see errors on or after the update, please download the complete Express Generator from the link you already have.

Trade Safe!

146

Re: Express Generator - News and Updates

Uploaded Express Generator v2.26

New features:
- Implemented randomization of indicator parameters in Monte Carlo

Changes:
- changed default settings of Monte Carlo for the following parameters to:
     mc_min_count_of_trades = 100 (it was 10 before)
     mc_min_profit                 =  10  (it was 0 before )
   

New settings parameters related to the Monet Carlo tool:

; Strategy variations
ind_params_change_probability =   0
ind_params_max_change_percent =  20
ind_params_min_delta_steps    =  20

The randomization of the indicator parameters is disabled by default (ind_params_change_probability =  0).
Set ind_params_change_probability to some value (example 20) to enable it.

Example run:

node bin/gen --symbol EURUSD --period M30 --enable-monte-carlo true --ind-params-change-probability 20

https://image-holder.forexsb.com/store/xgen-monte-carlo-randomiza-ind-params-screen-thumb.png

Please report any issues.

Trade Safe!

147

Re: Express Generator - News and Updates

Uploaded Express Generator v2.27

- Added [PROFIT] placeholder for the Collection's filename. See more info on this post: https://forexsb.com/forum/topic/9430/co … et-profit/
- Removed the "min-indicator-period" option.
- Fetch reports an error if we misspell a symbol name when fetching.
- Backported to NodeJS v12. Express Generator can now run on older Windows versions such as 7, 8, and 8.1. It helps to use it on older computers, VM, or other JavaScript engines like Deno or Bun.
- Removed all third-party dependencies. Now Express Generator consists of 100% own code.
- Preparations for including the Optimizer and the Normalizer in some of the following releases.

Trade Safe!

Re: Express Generator - News and Updates

Thanks for the update and great to hear about the 100% independency. Looking eagerly forward to the Optimizer and Normalizer :-)

149

Re: Express Generator - News and Updates

Uploaded Express Generator v2.28

This release is much faster than the previous one. The performance gain is between 10% and 25% depending on the environment.

I spent the last week researching the history of the JavaScript language (for the 10th time) and decided that an older (ancient) programming style might lead to better runtime optimization. It appeared correct.

Please test it and share your observations.

Trade Safe!

Re: Express Generator - News and Updates

What's the essence behind "programming style"? Nearly 25% gain in performance sounds like voodoo if combined only with "style" smile

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