Uploaded Express Generator v1.3

Added balance chart

> If you now could add the suggested auto-saving as well, that would be a dream.
I have this in mind.

hahaha thats sick!

You are my hero!! THANKS SO MUCH. 4 updates today, it´s your most productive day ever, I guess :-)

Uploaded Express Generator v1.6

New features - OOS

New options:
data_start_percent = 0 - it sets the beginning of the data range in %.
data_end_percent   = 100 - it sets the end of the data range in %.

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;; Out of sample            ;;
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; Use these parameters to set the data range.
; The program cuts data after applying Data Horizon.

data_start_percent = 0
data_end_percent   = 100

Please note that the new options cut the data range after the Dat Horizon options define it.

The new options make it easy to define a data range for generating strategies and a data range for testing.

Here is an example of generating strategies on 70% of the data. After that, the same collection is validated on the unseen 30%.

> node bin/gen --symbol EURUSD --period M30 --max-data-bars 20000 --data-end-percent 70 --output ./collections/test-data-range.json

> node bin/gen --symbol EURUSD --period M30 --max-data-bars 20000 --data-start-percent 70 --input ./collections/test-data-range.json

Trade Safe!

Great Updates! Will test. Thanks so much.

Hi Popov,

I am not sure if the new data_start_percent = 0 and data_end_percent   = 100 are working properly.

I have attached a screenshot of an IS and OOS run where the IS is using 80% of 160k bars and then validating on the last 20% of the 160k bars.

The sum of bars is correct, as is the the fact that the end of the IS date is the same as the start of the OOS. But the split is not 80/20 as the inputs have requested (data_end_percent = 80 for IS, data_start_percent = 80). I am running v1.7

Uploaded Express Generator v1.9

The OOS seems to work well now.

I forgot to mention a new feature since v1.7
- Added an "output-replace = false" parameter.

When output-replace is "false", the Generator adds a suffix to the output collection if such a file already exists. This is the default behaviour.

When we set it to "true" the new collection will overwrite the previous file. This is useful when we output a collection and then load it for validation with different parameters.

I'll demonstrate this case at this Saturday's meeting at 11:00 AM UTC.

Great work, thanks for all the updates!

Hi Popov,

I am getting an odd output from the validation.

174 went in but it seems it only calculated 2 out of the 174 and then stopped?

EDITED: Actually I think I must have done CTRL + C while it was running. No problem

Uploaded Express Generator v2.1

New features:
- added validate_then_generate option. It works together with "input" collection/s. When using Express Generator validates the provided strategies and then continues generating with the same options.

- added Monte Carlo

New options:

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;; Monte Carlo                      ;;
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enable_monte_carlo = false

number_of_tests        = 10 ;; Edit: Renamed to count_of_tests in v2.10
spread_max             = 30
rand_first_bar_percent = 10
skip_entries_percent   = 2
skip_exits_percent     = 2
rand_close_percent     = 0

mc_min_profit          = 0
mc_min_count_of_trades = 10

Monte Carlo performs "number_of_tests" calculations with randomised parameters. A strategy ascends when all the tests have profit greater than "mc_min_profit" and a count of trades greater than "mc_min_count_of_trades"

Options:
- number_of_tests - how many simulations to calculate. It breaks on the first failed test.
- spread_max - it sets a random spread from the data spread to the given spread_max
- rand_first_bar_percent - moves the first bar forward between the strategy's firstBar and (Bars - firstBar)*rand_first_bar_percent/100
- skip_entries_percent, skip_exits_percent, and rand_close_percent sets the probability of execution failure.

Have fun and Trade Safe!

Uploaded Express Generator v2.2

It fixes a bug with a wrong Equity line of the exported collection.

Thanks so much for adding MC. Can you please also add slippage randomization like in EA Studio? I find this a lot easier to use because we don´t have to look and setup the monte carlo spread-range for each pair but can simply add some slippage on top of the previously defined spread, regardless if the pair has a spread of 2 or 20. Always loved this option in EA Studio as it makes things so much easier than spread randomization.

Thank you.