Topic: Express Generator - Overview and Discussion
Hello Traders,
Please watch our discussion about the design of the Express Generator.
YouTube link: https://www.youtube.com/watch?v=XCYl7bU … qQu55rmJv_
- Popov
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Re: Express Generator - Overview and Discussion
Express Generator is written in native JavaScript without third-party dependencies.
I tried to make it as fast as possible by using shared static resources and fixed arrays.
However, there is another possibility: WebAssembly.
I decided to test how fast is a hand-written assembly code.
I presume that it will be faster.
The question is, how much faster? Let's see.
Video link: https://www.youtube.com/watch?v=JxtxXXmp30M
It appeared that well-designed JavaScrit is as faster as WebAssembly.
Having that in mind, we may assume Express Generator is the world's fastest strategy generator.
GitHub code in case you want to hack it: https://github.com/PopovMP/benchmark-sma-js-wasm
Re: Express Generator - Overview and Discussion
Very interesting -- I enjoyed watching the video. Thank you, Popov...
Re: Express Generator - Overview and Discussion
That’s awesome there is such a small difference Popov! Can keep developing express gen without the need to recode in future for speed benefits :-)
Eagerly awaiting the Entry/Exit time indicators btw.
Also out of curiosity what percentage of indicators are currently implemented?
Got an engineering job that’s consuming most of my time at the moment but gonna find a few hours to set a big express gen run going over the weekend for sure :-)
- Popov
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Re: Express Generator - Overview and Discussion
I'll have a vacation for ten days. Then I'll continue the work on the projects.
My next task will be to make an auto-update capability of Express Generator and more indicators, of course.
We may expect 100% coverage at the end of September.
Re: Express Generator - Overview and Discussion
Exciting! Enjoy the well earned holiday Popov
- yonkuro
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Re: Express Generator - Overview and Discussion
Have a nice vacation Popov
- geektrader
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Re: Express Generator - Overview and Discussion
Hi Mr. Popov,
I hope you are enjoying your vacation, you should take it longer than 10 days though, you´ve clearly deserved it :-)
A little question: will Express Generator get all the components that EA Studio currently has? E.g. Reactor, Optimizer, Normalizer etc. or will it just be the Generator?
Thank you :-)
- Popov
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Re: Express Generator - Overview and Discussion
> will Express Generator get all the components that EA Studio currently has? E.g. Reactor, Optimizer, Normalizer etc. or will it just be the Generator?
The first stage of development for Express Generator v1.0 is:
- 100% indicators coverage with EA Studio
- 100% backtest equality with EA Studio.
- all options available as in EA Studio (except Session Time and Pre-set Indicators)
- stabilization of the settings and command options
- some degree of options validation and some messages on wrong options.
- documentation and scripts examples.
- improvement of the distribution package
- possibility to update the package with a command
I want to have the perfect offline Generator with a great possibility of customization and automation.
Then, for the later version I'll add Optimizer, Normalizer, Monte Carlo.
For the Collection: Correlation Analysis and Sorting methods.
...
My flight was first delayed and then cancelled. I spend a night in the Bucharest Airport and some hour sin a near hotel. As a result of that, all indicators from EA Studio are successfully ported in Express Generator. 
Have fun and Trade Safe!
10 2022-09-04 02:02:51 (edited by geektrader 2022-09-04 02:03:48)
- geektrader
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Re: Express Generator - Overview and Discussion
Perfect plan, looking forward to it because the Optimizer and Normalizer (and some currently missing metrics like R-Squared) are essential to my workflow. I will surely still test how it goes along.
Sorry to hear about your flight, but great about the indicators :-) Hope you finally made it to your destination now and find some time to relax. Thanks for all the efforts and the best "EA Generator" on earth! :-)
Re: Express Generator - Overview and Discussion
Popov wrote:
> will Express Generator get all the components that EA Studio currently has? E.g. Reactor, Optimizer, Normalizer etc. or will it just be the Generator?
The first stage of development for Express Generator v1.0 is:
- 100% indicators coverage with EA Studio
- 100% backtest equality with EA Studio.
- all options available as in EA Studio (except Session Time and Pre-set Indicators)
- stabilization of the settings and command options
- some degree of options validation and some messages on wrong options.
- documentation and scripts examples.
- improvement of the distribution package
- possibility to update the package with a commandI want to have the perfect offline Generator with a great possibility of customization and automation.
Then, for the later version I'll add Optimizer, Normalizer, Monte Carlo.
For the Collection: Correlation Analysis and Sorting methods....
My flight was first delayed and then cancelled. I spend a night in the Bucharest Airport and some hour sin a near hotel. As a result of that, all indicators from EA Studio are successfully ported in Express Generator.Have fun and Trade Safe!
nice work. but how we can get the newest versions? can we update with node js command?
btw..i have clicked wrong button first and click report ;-) sorry
- yonkuro
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Re: Express Generator - Overview and Discussion
Hi Popov,
I added
;; Opposite entry signal: Ignore, Reverse, IgnoreOrReverse
opposite_entry_signal = Reverseini my-settings.ini file, but when I uploaded the collection file to EA Studio it still show Ignore on opposite entry signal.
The Screenshot is attached.
Best regards.
- Popov
- Lead Developer
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Re: Express Generator - Overview and Discussion
;; Opposite entry signal: Ignore, Reverse, IgnoreOrReverse
opposite_entry_signal = Reverse
I'll test it.
Thank you for the report!
...
nice work. but how we can get the newest versions? can we update with node js command?
The next version will include an "auto-update" feature.
- Popov
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Re: Express Generator - Overview and Discussion
Hello Traders,
I'll try to present Express Generator v1.0 next weekend.
Let's schedule a Zoom meeting on Sunday, 16th of October, at 1PM UTC.
ToDo for v1.0:
- versioning system, checking for updates and auto-update.
- to make a build and release tooling.
- correlation analysis for the Collection.
- fixing some settings / options parameters. Showing errors on wrong or misspelt parameters.
- making a documentation section in our Wiki.
- Optional: present EA Studio settings in Express Generator format.
Re: Express Generator - Overview and Discussion
Sounds Great Popov, sounds like a lot of improvements :-)
Re: Express Generator - Overview and Discussion
Looking forward to it -- I've added the meeting time to my calendar...
- Popov
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Re: Express Generator - Overview and Discussion
Zoom meeting details:
Topic: Express Generator
Time: Oct 16, 2022 01:00 PM Universal Time UTC
Join Zoom Meeting
https://us06web.zoom.us/j/81320501144?p … JVb3RJdz09
Meeting ID: 813 2050 1144
Passcode: 075562
Re: Express Generator - Overview and Discussion
Great step
Count me in
Regards
Re: Express Generator - Overview and Discussion
Awesome work Mr Popov, thank you. This will be incredible!
Got it all working with Premium data - 2 questions though, if I may:
When using my broker data (ICMarkets) I get an immediate error when it runs (although I am able to load the same dataset into EAS):
node ./bin/gen --data ./data/CADJPY.a15.json
Express Generator v0.8
undefined:1
~{
^
SyntaxError: Unexpected token in JSON at position 0
at JSON.parse (<anonymous>)
at Object.<anonymous> (/Users/timelleston/Downloads/express-generator/bin/gen.js:61:25)
at Module._compile (node:internal/modules/cjs/loader:1126:14)
at Object.Module._extensions..js (node:internal/modules/cjs/loader:1180:10)
at Module.load (node:internal/modules/cjs/loader:1004:32)
at Function.Module._load (node:internal/modules/cjs/loader:839:12)
at Function.executeUserEntryPoint [as runMain] (node:internal/modules/run_main:81:12)
at node:internal/main/run_main_module:17:47Secondly, when I run with opposite entry signal as IgnoreOrReverse, from what I could tell, all strategies generated were Ignore only.
; Opposite entry signal: Ignore, Reverse, IgnoreOrReverse
opposite_entry_signal = IgnoreOrReverseThanks
Tim
- Popov
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Re: Express Generator - Overview and Discussion
> When using my broker data (ICMarkets) I get an immediate error when it runs (although I am able to load the same dataset into EAS):
The problem is the UTF BOM record.
Please see this post: https://forexsb.com/forum/post/70628/#p70628 for a fix.
> Secondly, when I run with opposite entry signal as IgnoreOrReverse, from what I could tell, all strategies generated were Ignore only.
Other users also reported similar issue. I tested it and found OK, but I check it again.
Thank you for the report!
Re: Express Generator - Overview and Discussion
Brilliant, thanks - all working.
Will additional acceptance criteria get added over time? Such as Win/Loss etc?
Popov wrote:
> When using my broker data (ICMarkets) I get an immediate error when it runs (although I am able to load the same dataset into EAS):
The problem is the UTF BOM record.
Please see this post: https://forexsb.com/forum/post/70628/#p70628 for a fix.
Re: Express Generator - Overview and Discussion
This is brilliant
I have scripted the generation part so that it all kicks off automatically when a new data file appears in the MT5 /files folder.
Once it's done, I manually load it into EAS, run the filter, push to Portfolio and export to MT5.
Super quick process
Can't wait for the next update.
Re: Express Generator - Overview and Discussion
Just noticed something...
My account is in AUD (set in both EAS and in the settings.ini file in EG).
When the strategies are generated in EG, and I display the top X, it displays the values are in USD.
When I upload the collection to EAS, it reports the strategy amounts in AUD - but the numbers match.
I do have the fx-rates.json updated as well.
Screenshot below:
- Popov
- Lead Developer
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Re: Express Generator - Overview and Discussion
Thank you for the repot!
I'll try to fix it later today.
Re: Express Generator - Overview and Discussion
Hey Mr Popov,
I'm working with CADJPY and I don't think the Profit part is working correctly for the lot size in my settings. I've set 0.01 as my entry lots, but it's reporting profits back as if they're 0.1 lots instead, which then includes Profit/Day and Drawdown.
When it's uploaded to EAS, as soon as you go to an individual strategy, it re-calcs it back to the correct lot size (0.01).
Thanks
Tim
PS - is this the correct place to log issues?