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Forex Software → Express Generator → Express Generator - News and Updates

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Posts: 101 to 125 of 193

Re: Express Generator - News and Updates

Ace Popov,

Looking forward to updating my workflow this weekend with these new features.

Just for clarity. It sounds like in this current implementation of Monte Carlo the acceptance criteria must be passed for 100% of the set number of tests, correct?

102

Re: Express Generator - News and Updates

> Monte Carlo the acceptance criteria must be passed for 100% of the set number of tests, correct?

Yes, it is correct. That's why we have a lower default number of tests.

Re: Express Generator - News and Updates

Popov wrote:

Uploaded Express Generator v2.3

This release improves Monte Carlo
- fixed a bug with "mc_min_count_of_trades" option, which made it always pass.

New features:
  - added slippage_max =  5. The slippage is random between 0 and "slippage_max" (in points).
  - added mc_min_profit_factor Acceptance Criteria for Monte Carlo.

Very nice, thanks!

I suppose later on we will be getting more acceptance criteria for the MC too? I am always using a minimum of R-Squared for MC.

104

Re: Express Generator - News and Updates

> I suppose later on we will be getting more acceptance criteria for the MC too?

We can easily have all.
I'll add the missing tomorrow.

Re: Express Generator - News and Updates

Great, thank you:-)

106

Re: Express Generator - News and Updates

Uploaded Express Generator v2.4

Added a complete set of Acceptance Criteria to Monte Carlo.

mc_min_profit             =  0
mc_min_count_of_trades    = 10
mc_min_profit_factor      =  0
mc_max_drawdown_percent   =  0
mc_max_equity_drawdown    =  0
mc_min_profit_per_day     =  0
mc_min_return_to_drawdown =  0
mc_min_r_squared          =  0
mc_min_win_loss_ratio     =  0
mc_max_stagnation_percent =  0
mc_max_stagnation_days    =  0
mc_max_consecutive_losses =  0

Re: Express Generator - News and Updates

Amazing Popov, I’ll update again tonight and include this. Can’t believe how fast this is developing!

Looking forward to further Monte Carlo developments, especially being able to run Monte Carlo on the indicator parameters :-)

108

Re: Express Generator - News and Updates

Uploaded Express Generator v2.5

It fixes a bug where "Close only" indicators (as Exit Time) can be generated as Open indicators and the opposite (as Entry Time). The bug was reported by Geektrader here: Bug: "Exit Time" as entry indicator

109

Re: Express Generator - News and Updates

Uploaded Express Generator v2.6

Express Generator v2.6 is two times faster than the previous releases.
The effect is achieved by using a different method of creating the data-holding structures.

110

Re: Express Generator - News and Updates

Uploaded Express Generator v2.7

It fixes a bug - Stack Overflow reported by timelleston here: Bug: Stack Overflow on max_data_bars = 300

Re: Express Generator - News and Updates

I'll add that I am finding express gen absolutely fantastic btw. I did some small tests this morning comparing with EA studio.

I estimate I am able to generate 6x the number of strategies with comparable settings using express gen, but also express gen seems to be finding more strategies per calculate than EA studio evens so that increases that number further.

Essentially what used to take a week can be done in a day now!

112

Re: Express Generator - News and Updates

Uploaded Express Generator v2.8

This release fixes several issues:
- fixed bug with the Standard Deviation indicator reported by timelleston here: Bug: Standard Deviation has no "Apply to"
- fixed Profit Factor for strategies without losing trades.
- the Profit factor and Max Drawdown % are added to the stats of the Collection records to be visible in EA Studio when importing.
 
Trade Safe!

Re: Express Generator - News and Updates

Thanks for the update and bug fix and thanks to Tim for reporting it. It's exactly these bugs which we need to find, good work.

114

Re: Express Generator - News and Updates

Uploaded Express Generator v2.9


This version validates the types of settings parameters.

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


Trade Safe!

Re: Express Generator - News and Updates

I updated to 2.9 and my workflow no longer works. 

I'm getting an error dataEndPercent - is not a round number, given 65.625.

I'm doing something specific with my workflow.

I automated a process that generates strategies on 21 months of data, validates out-of-sample on the next 9 months of data, then validates out-of-sample the next 1 month to simulate demo trading, then validates out-of-sample the next 2 weeks to affect demo trading, then validates out-of-sample the next 2 weeks again. After all, this has happened I consider the strategy acceptable for trading. This is exactly 32 months.

All of this is done by the max data bars and data start percentages and data end percentages. If I am now required to use only integers in my data start percent and data end percent it throws off the workflow.

Is there a way to allow decimals to the data start percent and data end percent again?

116

Re: Express Generator - News and Updates

> I'm getting an error dataEndPercent - is not a round number, given 65.625.

I'll fix it in the next release.

For now, edit the "bin\lib\settings.js" file.
Change expectInteger(key, value) to expectNumber(key, value) at line 405.

            case 'dataStartPercent' :
            case 'dataEndPercent' :
                expectInteger(key, value) // <=== Change to expectNumber(key, value) 
                break

117

Re: Express Generator - News and Updates

Uploaded Express Generator v2.10

Fixes:
- data_start_percent and data_end_percent can be real numbers.
- renamed numbert_of_tests to count_of_tests for Monte Carlo to correspond to the EA Studio parameter. The old name still works.
- default value of count_of_tests is changed to 20 as in EA Studio

New features:
- added valid_tests_percent to Monte Carlo as in EA Studio. It has a default value of 80.

;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; Monte Carlo                      ;;
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;

enable_monte_carlo        = false

count_of_tests            = 20
valid_tests_percent       = 80
...

Trade Safe!

Re: Express Generator - News and Updates

Thanks so much for the update!!
My workflow works again.

Is it possible to add Monte Carlo randomized indicator parameters?

Example
--Rand-indicator-param-percent 20   
This would randomly put the indicator parameters up or down by 20%

119 (edited by timelleston 2022-11-09 23:25:43)

Re: Express Generator - News and Updates

What was the default value for valid_tests_percent in the previous version(s)?  Was it still 80?
Thanks


Popov wrote:

Uploaded Express Generator v2.10

New features:
- added valid_tests_percent to Monte Carlo as in EA Studio. It has a default value of 80.

Re: Express Generator - News and Updates

timelleston wrote:

What was the default value for valid_tests_percent in the previous version(s)?  Was it still 80?
Thanks


Popov wrote:

Uploaded Express Generator v2.10

New features:
- added valid_tests_percent to Monte Carlo as in EA Studio. It has a default value of 80.

It defaulted to 100 in the previous version 2.9.

Re: Express Generator - News and Updates

Thanks for the update Mr. Popov. Taking EG to the max now :-)

https://i.ibb.co/pP2qNy1/Untitled.png

Re: Express Generator - News and Updates

Can this be used without buying the other programs builder and studio? I dont get what the purpose of this is if you have one of the other programs

123 (edited by geektrader 2022-11-23 03:13:46)

Re: Express Generator - News and Updates

As far as I understand, it´s included with EA Studio / FSB Pro for free. The purpose is it works offline, history data can be kept locally and doesn´t need to be uploaded, it has deep customization for power users that don´t need the EA Studio user interface and want to explore all possible options that EA Studio doesn´t offer (a higher amount of bars for example). Additionally, it´s about 2 times faster when generating strategies and allows batch automation via the command prompt.

124 (edited by aaronpriest 2022-11-23 03:08:41)

Re: Express Generator - News and Updates

geektrader wrote:

As far as I understand, it´s included with EA Studio / FSB Pro for free. The purpose is deep customization for power users that don´t need the EA Studio user interface and want to explore all possible options that EA Studio doesn´t offer (a higher amount of bars for example). Additionally, it´s about 2 times faster when generating strategies and allows batch automation via the command prompt.

No, it's a €690 add-on to EAS or FSB Pro, and you still need one or the other to turn the strategies into an expert advisor. It is MUCH faster at generating strategies though, and can be automated easier and added to Windows Task Scheduler.

125

Re: Express Generator - News and Updates

Uploaded Express Generator v2.11

New features:
- possibility to use multiple placeholders in the "--output" path
- the program creates the "--output" path directory structure if it does not exists.

These features were requested in the Wish list here: https://forexsb.com/forum/post/72442/#p72442

Example:

node bin/gen       ^
  --symbol  EURUSD ^
  --period  M15    ^
  --output  ./collections/[SERVER]-[SYMBOL]-[PERIOD]/coll-[SYMBOL]-[PERIOD]

It creates the "Premium_Data-EURUSD-M15" folder under "collections", and then it creates the "coll-EURUSD-M15.json" file.

Notice that it also sets the ".json" extension automatically.

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