Topic: Express Generator as validator
Hi all, i'm trying to use express generator to validate on OOS data a collection of 300 strategies previously generated by itself. I set for validation a minimum profit factor 1.2, but some strategies with lower PF always leaks into the post-validated collection.
If i upload the same starting collection on EA Studio and validate it there, the validated collection is correct.
Express generator: 300 strategies validated on OOS (pf > 1.2) -> 43 strategies passed
EA studio: the same 300 strategies validated on OOS (pf > 1.2) -> 34 strategies passed
The settings in EA Studio are the same as express generator (close at end of backtest, start-end date, session open and close times, commissions, etc).
Am i doing something wrong or is this an express-generator issue?