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Forex Software → Express Generator → Different result between Express Generator and EA Studio [FIXED]

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Posts: 9

1 (edited by geektrader 2022-10-24 21:52:33)

Topic: Different result between Express Generator and EA Studio [FIXED]

Hi Mr. Popov,

I have spent the last hour comparing the backtests of strategies that Express Generator created in EA Studio, using the exact same data (the backtests start and end on the exact same day and even hour in EA Studio just like they do in Express Generator), settings for trading sessions, etc. I know we have seen deviations before, but I am seeing *a lot* of them now, with heavily different values throughout (huge difference for R-Squared, Stagnation, etc.). This time it also isn´t a trade-chain-dependency problem (so it´s not coming from changing starting bar). Still, it seems to be something else that is calculated very differently between EG and EA Studio for these. Please have a look at these screenshots which compare stats, and I´ve also attached the single strategies in JSON files. I hope you can investigate, as this affects quite a lot of strategies (about 30% of the ones that Express Generator generated are very different in EA Studio). Thank you.

https://i.ibb.co/v4fcR94/Untitled.png
https://i.ibb.co/rk2CmKx/Untitled02.png
https://i.ibb.co/x2SZq7n/Untitled03.png

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wrong_results_strategies.zip 8.08 kb, 6 downloads since 2022-10-24 

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Re: Different result between Express Generator and EA Studio [FIXED]

Here is one more strategy (attached) with a really extreme mismatch (again no trade-chain/starting bar dependency, as it has a very low amount of trades only):

https://i.ibb.co/ZGy1Y7h/Untitled04.png

I´ve made sure the data configuration (horizon, spread, commission, swap) is exactly the same between EG and EA Studio:

https://i.ibb.co/fQb4m29/Untitled05.png

https://i.ibb.co/VM36mbF/Untitled06.png

Other strategies (though right now only 70% of the ones that Express Generator generates) match absolutely fine between Express Generator and EA Studio:

https://i.ibb.co/j3L9ZKx/Untitled07.png

So there can only be the conclusion that there is a bug somewhere in Express Generator that leads to these deviations. I hope we can find it and fix it.

Thank you.

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Coll_Unknown_GBPJPY_H1_2017-03-22_str_1_(1100).json 5.41 kb, 2 downloads since 2022-10-24 

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Re: Different result between Express Generator and EA Studio [FIXED]

The bug is fixed in Express Generator v1.5.

The problem was with the "Opposite Signa - Reverse" option.

Thank you for the report!

Re: Different result between Express Generator and EA Studio [FIXED]

I´ve just checked several newly generated strategies with EG 1.5 and now they all seem to match up fine. Thanks for the fix!

5 (edited by amacaulay 2023-01-13 14:27:28)

Re: Different result between Express Generator and EA Studio [FIXED]

Hello Popov,

I have not been to make backtests equal between Express Generator and EA Studio.

After the Express Generator collection is uploaded on EA Studio, it shows the same stats initially but the starts become different when click on the "Recalculate" button or when a strategy detail is opened. See the video recording and advise on what I might be doing wrong

Re: Different result between Express Generator and EA Studio [FIXED]

amacaulay wrote:

After the Express Generator collection is uploaded on EA Studio, it shows the same stats initially but the starts become different when click on the "Recalculate" button or when a strategy detail is opened. See the video recording and advise on what I might be doing wrong

Hi - this is most likely caused by different data horizon being used between Exp.Gen and EAS.  Ensure that you upload the same dataset that Exp.Gen used to generate the collection and that the data horizon is set to the same as Exp.Gen.

Re: Different result between Express Generator and EA Studio [FIXED]

It is useful to reload the EA Studio data at the same time you fetch the data with Express Generator.
It will ensure the data is the same.
If you use Express Generator and then load and test the strategies in EA Studio, the EA Studio data will be newer.

To compare the backtesting engines of EA Studio and Express Generator precisely, you can fetch data with Express Generator and then upload the corresponding data file in EA Studio.

My goal is to have 100% match of the stats (except R-squared). Any deviation must be a bug.

Please report any issues by sharing the concrete strategy (possibly a collection with 1 strategy) and the  corresponding data file.

Re: Different result between Express Generator and EA Studio [FIXED]

Personally I didn't notice any backtest deviations with the latest versions of EA Studio and Express Generator. Getting perfect matches all the time if the same data is used. That's on about 500 strategies that I have verified between both in the last 4 weeks. I guess it's your data (and symbol settings) that create the differences.

Re: Different result between Express Generator and EA Studio [FIXED]

Thank you all for the feedback. The backtest results are matching now. My mistake was the disparity the data used between Express generator and EA Studio

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