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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_



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 :-)

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

Re: Express Generator - Overview and Discussion

Have a nice vacation Popov

do or do not there is no try

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 :-)

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. smile

Have fun and Trade Safe!

10 (edited by geektrader 2022-09-04 02:03:48)

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 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. smile

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

Re: Express Generator - Overview and Discussion

Hi Popov,

I added

;; Opposite entry signal: Ignore, Reverse, IgnoreOrReverse
opposite_entry_signal = Reverse

ini 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.

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