Hello Traders,

I've started working on a Multi-Market functionality for Express Generator.

Why is it necessary?

I'm using Express Generator on two servers to generate and validate strategies for the Top 10 Robots App.

My current workflow is:
1) Generate strategies for each symbol and period (16 symbols and 4 periods). The Generator exports collections with capacitty of 1000 strategies.
2) Validate the strategies against the Acceptance Criteria (AC). The exported collections are up to 100 strategies.
3) Validate the AC collections with Monte Carlo (MC).
4) Cross-validation - Validate passed MC collections with data from another server sequentially. I validate M15, M30, and M30 on one additional server, and M5 on 5 servers. M5 collections also go to an application called Prop Firm Robots.
5) All new strategies are validated with already collected strategies.

My Acceptance Criteria are rather strict, and only a few strategies can progress through the workflow.

Now I decided to change the approach. Instead of throwing off the strategies at the beginning of the workflow, I want to reduce the AC and to move it into the Application itself.
Instead of strict AC, I want to use a Multi-Market validation, like:
1) Generator
2) Monte Carlo
3) Multi-Market
4) Cross-validation
5) AC in the applications

The problem is that the current implementation of Express Generator makes it easy to do sequential validations:
- generate
- test on the market A
- which pass A, test on market B
- ...

We cannot test strategies on 5 markets and take those that pass 3 markets.

I'm going to solve that problem this week.