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Forex Forum → Express Generator → Very different backtests between Express Generator and EA Studio

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Posts: 4

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

Topic: Very different backtests between Express Generator and EA Studio

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, 4 downloads since 2022-10-24 

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Re: Very different backtests between Express Generator and EA Studio

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.

Post's attachments

Coll_Unknown_GBPJPY_H1_2017-03-22_str_1_(1100).json 5.41 kb, 1 downloads since 2022-10-24 

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Re: Very different backtests between Express Generator and EA Studio

The bug is fixed in Express Generator v1.5.

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

Thank you for the report!

Re: Very different backtests between Express Generator and EA Studio

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!

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