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Re: Express Generator - Overview and Discussion

Up

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

Anyone tried running it on Bun instead of node.js? Should be most likely much faster on Bun, at least all my other JS stuff is between 30% to 300% faster on Bun.

https://bun.sh/

https://dev.to/builderio/a-first-look-a … -deno-45od

Re: Express Generator - Overview and Discussion

Hey Popov,

I’m a bit sick at the moment and probably gonna be asleep before this meeting as it’s gonna be a near midnight start for me. Just gonna watch the recording most likely.

I would put a vote in for either r-squared or balance line stability to be added to acceptance criteria, I tend to get quite a lot of strategies with poor equity curves at the moment and it would be good to be able to filter them out.

Other than that the two features I’d like to see implemented most of all are:

- time settings
- Monte Carlo validation

It’s definitely been working well for me though, still currently still using Ea studio mostly due to above missing from express gen.

Great recent updates though, it just keeps getting better and better :-)

Once the above is implemented I will personally be able to switch to express gen fully for my workflows, I would just need to load collections into EA studio or fsbpro to view the equity curves and export to EAs really.

Re: Express Generator - Overview and Discussion

I second that, before even considering Express Generator as a EA Studio replacement,  acceptance criteria like R-Squared, Ret/DD, max stagnation, number of trades must be available. Also the optimizer, normalizer and MC. My workflow relies heavily on all of this, so Express Generator currently cannot replace EA Studio at all.

Thanks for the great work though!

Re: Express Generator - Overview and Discussion

>  Express Generator currently cannot replace EA Studio at all.

Correct!

EA Studio is our current main product.

Express Generator serves different purpose - to be able to automate data fetching and strategy generating/validating offline.

R-squared is definitely useful. I have ideas how to implement it effectively.

Normalizer is also useful.

Monte Carlo can be partially implemented.

Trading Session - it was a mistake to add it in EA Studio. I may add entry and exit time settings, but they will work via attaching Entry Time and Exit Time indicators to the strategy. The strategies will be compatible with FSB Pro in that case.

Re: Express Generator - Overview and Discussion

Great, I look forward to the new developments, thanks for all the work.

As for trading sessions not being useful, it's the contrary. If EA Studio wouldn't have trading sessions, I wouldn't have used it ever. Trading sessions are crucial especially in Forex, because this way we can skip the rollover hour where spreads are usually 3x to 4x as high. Any backtest in EA Studio would be wrong for that reason, as EA Studio uses a fixed spread only, which is fine for 23 hours of the day, but any trades during the rollover hour would be simply backtested wrong because in reality we can never enter at the fixed spread we've set in EA Studio during that hour. That's why the trading sessions are absolutely crucial as it allows us to exclude this hour by defining a trading session from 01.00 to 23.00 to exclude this hour(s) and just holding the trades until spread comes back to normal afterward. Not having this option (and people not knowing about the market bevahiour during rollover) leads to many people believing they have found the holy grail, while in reality they get grilled. So not having a trading session option is an absolute no-go for me.

Re: Express Generator - Overview and Discussion

> So not having a trading session option is an absolute no-go for me.

The problem of Trade Session is that applies to the complete application.
I think that using pre-set Entry Time and Exit Time indicators is a better option.

33 (edited by geektrader 2022-10-16 14:34:54)

Re: Express Generator - Overview and Discussion

The problem with pre-set entry/exit time indicators is that you can´t define different sessions for different days (like Friday / Sunday) nor trade exits on Friday, as you can now in EA Studio. It´s also inconvenient to have to pre-setup preset indicators before building instead of simply defining the global sessions the way it is currently implemented in EA Studio (which is excellent!). I am sure newbies will be confused by having to setup preset indicators to define their sessions as well, and as mentioned, it won´t be possible to have extra session times setup for Fridays/Sundays. It would be a workflow killer in my opinion. Having this global session setup is one of the main reasons I am using EA Studio, it´s perfect the way it is for me.

Re: Express Generator - Overview and Discussion

> Having this global session setup is one of the main reasons I am using EA Studio, it´s perfect the way it is for me.

Great you like Trading Session as it is.
In such a case I can simply add this feature to Express Generator. It is even easier to implement.

Re: Express Generator - Overview and Discussion

That sounds amazing, thanks!

Once there are the metrics and optimizer+normalizer implemented, I am also going to start using Express Generator full scale.

It will be interesting to compare performance with EA Studio and running Express Generator on Bun instead of Node JS to hopefully gain even more performance.

Re: Express Generator - Overview and Discussion

geektrader wrote:

That sounds amazing, thanks!

Once there are the metrics and optimizer+normalizer implemented, I am also going to start using Express Generator full scale.

It will be interesting to compare performance with EA Studio and running Express Generator on Bun instead of Node JS to hopefully gain even more performance.


i tried to run it on bun..but its not working..maybe have some problems installing bun correct

37 (edited by geektrader 2022-10-16 22:17:46)

Re: Express Generator - Overview and Discussion

Thanks for the report, I will also try to test on Bun ASAP, the performance increase in all my other JavaScript based applications that I am getting with it is just incredible compared to Node JS. Bun is still new and has bugs, so it might not really be your fault. You can report it as a bug to the Bun community here: https://github.com/oven-sh/bun/issues they usually fix things fast.

38 (edited by timelleston 2022-10-19 00:31:51)

Re: Express Generator - Overview and Discussion

Hey geektrader - I didnt get any joy getting it running on bun.  Got bun installed and working, and then using either commands:

bun run ./bin/fetch.js

- throws an error

bun run ./bin/gen.js

- starts generating, but almost immediately throws an error t.copy.

Be interested to hear if you get it going though?  Thanks

geektrader wrote:

I will also try to test on Bun ASAP, the performance increase in all my other JavaScript based applications that I am getting with it is just incredible compared to Node JS.

Re: Express Generator - Overview and Discussion

Hello Traders,

We will make three Express Generator tutorial meetings.

The first one will be today Thursday at noon 12:00 UTC.
Next meetings will be on Friday an on Monday at 12:00 UTC.

Link to todays meetings:

Miroslav Popov is inviting you to a scheduled Zoom meeting.

Topic: Express Generator Tutorial Part 1
Time: Oct 20, 2022 12:00 UTC

Join Zoom Meeting
https://us06web.zoom.us/j/82450309157?p … MyNXJidz09

Meeting ID: 824 5030 9157
Passcode: 487253

Re: Express Generator - Overview and Discussion

12:00 PM UTC or 12:00 PM Helsinki? It's past 1200 Helsinki for me but no meeting as far as I can see...

Re: Express Generator - Overview and Discussion

The three meetings are at Noontime UTC.

Re: Express Generator - Overview and Discussion

When try upload collection to FSB  it gives me error : json index outside bounds of array

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json index outside bounds of array.png 48.34 kb, file has never been downloaded. 

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Re: Express Generator - Overview and Discussion

Ahmed, please send me your collections and the FSB Pro's settings file "Settings.json"

I'll work on FSB Pro tomorrow and try fixing the reported issues.

Re: Express Generator - Overview and Discussion

Hi all,

Just seen the new Express Generator, looks promising. Is there going to be a fourth tutorial? Is there a download link so I can test it would.

Thanks.

Re: Express Generator - Overview and Discussion

Popov wrote:

Ahmed, please send me your collections and the FSB Pro's settings file "Settings.json"

I'll work on FSB Pro tomorrow and try fixing the reported issues.

Hello Popov
attached the collections

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collections outside the bounds of array .rar 21.44 kb, 3 downloads since 2022-10-25 

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Re: Express Generator - Overview and Discussion

> Is there going to be a fourth tutorial?

The next part will be on Saturday, October 29th, 11:00 AM UTC

Re: Express Generator - Overview and Discussion

Thanks. FYI Windows Terminal is available for Windows 10, you just have to download it from the Microsoft Store.

https://www.microsoft.com/store/apps/9n0dx20hk701

48 (edited by ahmedalhoseny 2022-10-31 21:45:46)

Re: Express Generator - Overview and Discussion

It appears with some collections but not all

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Re: Express Generator - Overview and Discussion

pinegen.com is the current domain where the Premium Data server is located.

Re: Express Generator - Overview and Discussion

Number of lots changed when open the portfolio with expert advisor

in my case i use 0.1 lots with Express generator  when opened the portfolio it becomes 0.01 lot " the default setting"

it happened with all generated strategies

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Entry lots didnot match with generated strategy.png
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