Topic: Additional Acceptance Criteria

Hi Miroslav, there are quite a few acceptance criteria in EA Studio that are not avaliable in expres gen?

Are you able to add the Maximum average position length to express gen please. I like to use this and it would be ace if it was avaliable in express gen.

Cheers,

Sam

Re: Additional Acceptance Criteria

Hello Sam,

The EA Studio and Express Generator calculates all backtest metrics upon a backtest. It looks like a good idea when I designed the projects, however, I think it can be done better.

I'm designing a new backtesting algorithm with an early drop functionality. It will calculate some major metrics like consecutive losses or Drawdown during the backtest and will terminate it if some of the metrics fails. It will also skip the computation of metrics that are not enabled in the Acceptance Criteria.

This functionality will improve the speed of the backtest and the speed of the Generator correspondingly.

The new backtesting engine will be universal for all the applications. We will be able to add more Acceptance Criteria to it because they will not make it slower.

Re: Additional Acceptance Criteria

Sounds great Popov, but these products are of course still awesome currently and in use. So it sounds like in the backend things will be different for both of these soon but stay the same on the front end for users? When would you expect to be able to add maximum position length to express gen. That's actually the only important one that I use that is currently missing :-)

Re: Additional Acceptance Criteria

Added an "Average pos length" backtest metric. It shows the average position length in bars.
Also added "--min-average-pos-length" and "--max-average-pos-length".

Please, see Express Generator V2.66.

Please post a feedback if these parameters work as you expected.
I'll also add them to EA Studio if everything is fine.