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Topic: Express Generator - News and Updates

Hello Traders,

I'm glad to present a beta version of the new Express Generator.

It is available for testing for all traders with Ultimate Pack and the senior forum members.
Please contact me for a download link.

Please watch our introductory video here: https://www.youtube.com/watch?v=XCYl7bU … qQu55rmJv_

Have fun and Trade Safe!

Re: Express Generator - News and Updates

Update on August 26th.

Added Data Horizon options.

Fixed an issue with  "fetch --period" options.


;; Data Horizon
max_data_bars  = 100000

use_data_start = true
data_start     = 2020-01-03 GMT

use_data_end   = true
data_end       = 2022-06-01 GMT

Re: Express Generator - News and Updates

Update on August 27th.

Fixed importing of data files exported from MetaTrader with the help of the Data Export scripts.

Added Symbol Settings options:

;; Spread, Swaps, Commission
spread     = 20
swap_long  = -12.42
swap_short = 3.27
commission = 6

https://image-holder.forexsb.com/store/express-generator-data-horizon-symbol-settings-thumb.png

The symbol settings options are mainly useful when generating or testing strategies with Premium Data.

Yours exported from MT data already contains the actual settings. However, you may override the spread or commission.


Express Generator applies commission in currency per lot at closing.

If your broker has a commission of 3 USD per open and close, you have to set `commission = 6` in the settings.

Re: Express Generator - News and Updates

Great, presumably if these settings are not set in the .ini files then it just uses the settings that are in the .json data files like it currently does?

Re: Express Generator - News and Updates

sammjacks wrote:

Great, presumably if these settings are not set in the .ini files then it just uses the settings that are in the .json data files like it currently does?

Exactly.

Re: Express Generator - News and Updates

Popov wrote:

Update on August 26th.

Added Data Horizon options.

Fixed an issue with  "fetch --period" options.


;; Data Horizon
max_data_bars  = 100000

use_data_start = true
data_start     = 2020-01-03 GMT

use_data_end   = true
data_end       = 2022-06-01 GMT

can i add this in mysettings?

Re: Express Generator - News and Updates

You can use all the settings listed in the main file "./bin/gen.settings.ini"

- Make your settings file. Let's say: may-settings.ini
- Copy the fields you want to change and set the desired values.

Call the generator with "node ./bin/gen --settings my-settings.ini"

Express Generator prints the actual data it uses.

The above screenshot shows how the generator output corresponds to the settings.

Re: Express Generator - News and Updates

Update on August 27th.

- fixed a bug with fetch when we do not set  "--max-bars".
- added eight new symbols to Premium Data: CADCHF, EURNZD, GBPCAD, GBPCHF, GBPNZD, NZDCAD, NZDCHF, NZDJPY. Now we have all 28 main forex symbols listed.

..

TODO: I'll think of the possibility of an automatic update. Possibly via: "node ./bin/fetch  --upgrade true"
Any ideas?

9 (edited by Roughey 2022-08-28 20:40:15)

Re: Express Generator - News and Updates

it will be nice with auto update..

can we upload the colletion into ea studio as well?

What about to make a Gui only to create own settings. So we did not have to make it in ini file. A gui like it is on EAStudio only for settings. We can set our settings there export the ini ..run the EG

BTW..when i start the EG. How can i stop this when i have unlimited time?
Also i have no output collection?When it is running is this normal? Or did it only save the output when i stop the generator. But i dont know how to stop.

Re: Express Generator - News and Updates

Yes -- that is simple and keeps in the spirit of other commands.  Perhaps  you could include a folder location so that it doesn't necessarily overwrite a known, working installation.

Also -- what about creating a "repository" for past versions of Express Generator?  And, also, a repository for scripts created by you and members -- like what exists for FSB custom indicators?  And then you can assign to footon the task of keeping all the scripts updated and correct.  And, of course, I'm kidding...  smile

Popov wrote:

Update on August 27th.
TODO: I'll think of the possibility of an automatic update. Possibly via: "node ./bin/fetch  --upgrade true"
Any ideas?

Re: Express Generator - News and Updates

> can we upload the colletion into ea studio as well?

Yes, you can. Express Generator creates 100% compatible collections with EA Studio and FSB Pro.

Re: Express Generator - News and Updates

Popov wrote:

> can we upload the colletion into ea studio as well?

Yes, you can. Express Generator creates 100% compatible collections with EA Studio and FSB Pro.


When i use unlimted time. Is there a way to stop the Generator? That is will Write the Collection. I will run in some days and want to Decide by Own to stop. But now when i close the command prompt it will Not Save the collection

Re: Express Generator - News and Updates

> When I use unlimited time. Is there a way to stop the Generator?

Use Ctrl + C. It will stop and save the Collection. Test it first.

Re: Express Generator - News and Updates

Popov wrote:

> When I use unlimited time. Is there a way to stop the Generator?

Use Ctrl + C. It will stop and save the Collection. Test it first.

thanks it works

Re: Express Generator - News and Updates

is there possibility to set trading time. like open only trades and close trades between 01:00 - 22:00?

Re: Express Generator - News and Updates

> is there possibility to set trading time. like open only trades and close trades between 01:00 - 22:00?

Such a feature is not implemented yet.

However, it is possible to make it work via the Entry Time indicator.

If you think it is a good idea, I can make it settings an "Entry Time" indicator with the corresponding settings.
If we do it, we need separate options for entry time and exit time.

Something like:

use_entry_time = true
entry_time_from = 01:00
entry_time_to     = 22:00

What do you think?

Re: Express Generator - News and Updates

Hi Popov,

This would be a great addition in my opinion, and is a feature that would be very useful to me for sure

Re: Express Generator - News and Updates

For 100% compatibility with EA Studio, Express Generator should clearly also have the session settings that EA Studio has, so that we can avoid trading during rollover, or stop trading earlier on Fridays (and exit trades before the weekend) etc. just like we can now. It should also have the entry/exit time indicators.

Re: Express Generator - News and Updates

Uploaded Express Generator v0.8

New features:
- all indicators from EA Studio are included
- show version number at startup
- added auto-update
- added alternative syntax for options: symbols, periods, settings

New Options:

Auto-update options in fetch.settings.ini

; Update Express Generator
check_for_update      = true
automatic_update      = true
update_check_interval = 24

Indicator usage options in gen.settings.ini

;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; Indicators used by the Generator ;;
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;

ind_accelerator_oscillator       = true
ind_accumulation_distribution    = false
ind_adx                          = true
ind_alligator                    = true
ind_average_true_range           = true
ind_awesome_oscillator           = true
ind_bears_power                  = false
ind_bollinger_bands              = true
ind_bulls_power                  = false
ind_candle_color                 = true
ind_commodity_channel_index      = true
ind_demarker                     = true
ind_directional_indicators       = true
ind_do_not_exit                  = false
ind_donchian_channel             = false
ind_entry_time                   = false
ind_envelopes                    = true
ind_exit_time                    = false
ind_force_index                  = false
ind_long_or_short                = false
ind_macd                         = false
ind_macd_signal                  = false
ind_momentum                     = true
ind_money_flow_index             = false
ind_moving_average               = true
ind_moving_average_of_oscillator = false
ind_moving_averages_crossover    = true
ind_on_balance_volume            = false
ind_pin_bar                      = true
ind_rsi                          = true
ind_rvi                          = false
ind_rvi_signal                   = false
ind_standard_deviation           = true
ind_stochastic                   = true
ind_stochastic_signal            = true
ind_volumes                      = false
ind_williams_percent_range       = true

The default indicator usage settings correspond to the default EA Studio settings.

Please report any issues.

Have fun and trade safe!

Re: Express Generator - News and Updates

Awesome! Downloading this tonight and getting it running for sure. The correlation alone should make a huge difference.

Re: Express Generator - News and Updates

In Fact screw it! Work can wait, I am downloading and setting it up now. Too excited haha. Will check out my results tonight :-)

Re: Express Generator - News and Updates

> The correlation alone should make a huge difference.

I don't know what correlation do you mean, but if it is something with the collections, I already implemented Correlation Analysis in the Express Generator.
I'll upload it tomorrow.
We will have the chance to test the auto-update smile

Have fun!

Re: Express Generator - News and Updates

Uploaded Express Generator v0.9

New features:
- Correlation analysis
- Show collection size during the computation
- Added Min win/loss ratio to Acceptance Criteria

New settings parameters:

Collection section with Correlation Analysis params:

;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; Collection               ;;
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;

; The Collection will purge the excessive records.
; It currently sorts by `profit` only.
; 0 means 100_000
collection_capacity = 100

; Correlation analysis threshold
correlation_threshold = 0.98

; Detect balance lines correlation
resolve_correlation = true

; Detect strategies with similar trading rules
resolve_similar_rules = false

The difference between Ascended count and the Collection size comes from resolved correlations:

https://image-holder.forexsb.com/store/express-generator-correlation.png

Min Win/Loss ratio:

;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; Acceptance criteria      ;;
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;

...
min_win_loss_ratio     = 0
...

Please note that Win/Loss ratio is calculated as: WinTrades / (WinTrades + LossTrades).
The Win/Loss break-even value is 0.5.

...

Now is an excellent time to test the automated update. It runs when we use the fetch program at a 24 hour interval.

However, we can trick it into forcing the update:

node bin\fetch --update-check-interval 0

It works because we override the update interval to 0 hours.

https://image-holder.forexsb.com/store/express-generator-update-to-v0.90.png

The automated update overrides the "bin" folder! It will reset any modification in the original settings files under the bun folder. For that reason, it is not recommended to modify them.
Use custom settings file instead.


Have fun and trade safe!

Re: Express Generator - News and Updates

Update worked a treat for me. Great feature.

Also as as side note, I accidentally hadn't plugged my laptop in properly and it went into hibernate. Express gen was still running which as awesome haha

25 (edited by timelleston 2022-10-11 12:54:33)

Re: Express Generator - News and Updates

Thanks update worked perfectly.

Running a new Win/Loss now (thanks for adding this)

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