Mr Popov - this might have been covered elsewhere, but, do you have any future plans to incorporate a portfolio creation part of the workflow process and an Export to mt4/5 capability, directly in Express Generator?

I have everything scripted at the moment, from downloading the latest data from my broker, to generating strategies.  As soon as its exported from EAS, I have a script to add some code to the .mq5 file, and then I compile it on the fly, and push it out to my VPS.

The manual part at the moment is obviously loading it back into EAS and then exporting as a Portfolio.

Just curious...?

Thanks
Tim

Mr. Popov, can you possibly add a keyboard shortcut for Express Generator that writes out the current collection to disk, empties the collection in memory, but doesn´t stop the strategy generation, and keeps on running? I want to run Express Generator 24 hours on a dedicated machine, but don´t want to cancel and relaunch the application just to save the current collection to disk. A simple keyboard shortcut like CTRL + S to save the current collection to disk, clear the collection in memory, and keep EG running would be absolutely great. Thanks.

It would be great if you could try this. The main problem I am currently having is that sometimes the CTRL+C hard stops Express Generator before it can actually write the collection to disk, so sometimes, collections don´t get saved at all. It doesn´t happen all the time but in 5% of the cases. I hope that a keyboard shortcut solution will be possible.

Edit: it is possible: https://thisdavej.com/making-interactiv … ss-events/

And this package looks very good: https://www.npmjs.com/package/hotkeys-js

I totally understand that we are losing the correlation analysis if clearing the memory, but this can be done (rather quick) in EA Studio afterward still and will stop saving duplicates to disk, which is much more important to me. I would be happy to live without the correlation analysis, as my collections are just 10 to 15 strategies in 24 hours because of strict acceptance criteria, so it´s not a problem at all. I would rather like to have it clear the memory after saving. If you make it optional via an extra keyboard shortcut like CTRL+X (save and clear memory), and keep the CTRL+S with the current behavior, this would be great, so everyone can decide what they prefer to do. The same for the auto-saving feature, just make it optional to clear the collection in memory and everyone should be happy :-)

As for your idea with ID´s and temp files that are overwritten in the same file, I understand that too and it´s an idea as well, but that would still not fit my way of working either. What I really intend to do is simply let EG run 24/7 and save the collections to disk when I feel like it (via CTRL+S or via auto-save after X strategies are in the collection feature), then load the collections into EA Studio and do further processing. If EG would overwrite the same file, I again have duplicates that I already processed in EA Studio, and the only way to avoid it would be to restart EG after saving every time to clear the strategy memory, which I want to avoid.

Hence it would be great if you could add the save-and-clear feature still, it would ease my workflow a lot.

> my benchmarks seems to indicate that the correlation analysis is done for every strategy, even if it doesn´t pass the acceptance criteria. Is this correct?

it is not true. Correlation analysis is computed after a strategy passes all the enabled acceptance criteria and is "pushed" to the Collection. Only after that the collection checks the new candidate record against all the others.

The effect you noticed sounds to me like R-squared. Express Generator uses one-pass backtesting algorithm, which also calculates all the stats parameters along the way except R-squared. R-squared needs 2 passes (or 3, depending how we count) and is slower. That's why I do it "only" if the other Acceptance Criteria are passed.
This is different (and more effective) than EA Studio. EA Studio calculates all stats params even if they are not used in Acceptance Criteria.

Express Generator is more effective and doesn't calculate R-squared if it is not used. Even if it is enabled, it is calculated only when the rest AC pass.

Most probably it happens that the Generator finds a strategy that pass all AC except R-squared. The Generator incrementally modifies it searching the next one and the new tries pass AC, which means they reach R-squared.

i dont know how you do that but i never fetch so much bars

schick mal rüber die daten ;-)

I would be absolutely interested in this as well. It could be an optional variable in the settings.ini to export MQ5/MQ4 code directly instead of JSON collections. Of course, it would be on a single strategy base, so each time EG finds a strategy, it would export it right away as MQ5/MQ4 code (user-selectable in which of the both formats). This way we have the strategies directly out of EG and can start trading them in Metatrader right away. They can still be loaded into EA Studio via the Validator if Mr. Popov includes the custom code at the end of each MQ4/MQ5 file for EA Studio as it is already the case now for every strategy exported from EA Studio (which is a GREAT feature that I always loved). Of course this only makes sense with strict acceptance criteria, as we otherwise would be swamped with hundreds of MQ5/MQ4 files. However, personally, I am working with extremely strict acceptance criteria and know that the strategies that EG finds with these, are pretty much ready for trading. So if EG would save them directly as MQ5/MQ4, that would automate things even more for a case like this.

Is It applicable to scan more than price data file (eurusd15 , audusd15 , usdcad15 ) with one generator file and output one coll. file

What i mean " trading journal will contain same setup different pairs . it will simulate what happen in live trading .

Regards

Now the available option for indicators true or false .  is it applicable to be :

;; true , false , always use open logic , always use close logic , always use both logics

Feature request:
Is it possible to enable both re-validate and generate into the same output collection?

Case in mind:  I now have lots of previously generated collections, that I'd like to re-validate using the latest data file. So I use the --input parameter (as a folder) and then once it's re-validated them, start generating new strategies into that collection, overwriting as usual.

Thanks