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Forex Software → Express Generator → Express Generator as validator

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Posts: 3

1 Topic by Blaster79 (edited by Blaster79 2023-06-22 10:15:39)

  • Registered: 2023-02-23
  • Posts: 5

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.

For example:

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?

Thanks

  • Popov
  • Popov
  • Lead Developer
  • Offline
  • From: Bulgaria
  • Registered: 2006-11-30
  • Posts: 7,895

Re: Express Generator as validator

EA Studio and Express Generator show the same results for strategies on the same data.

It is sure because I have a simulation that generates strategies on one of the programs and then validates them on the other automatically. I run the test for at least 10000 strategies in both directions.

Two reasons may cause your issue:
- different settings. Be sure both applications use equal settings. The default settings in both programs are equal. Therefore, you will have the same output if you try to reset the EA Studio settings and use the default Express Generator settings.

- different data - be sure both applications use the same data set. If you use Premium Data, fetch data from Express Generator, reload EA Studio and load data at the same time.

Popov's Website

3 Reply by Blaster79 (edited by Blaster79 2023-09-21 16:16:12)

  • Registered: 2023-02-23
  • Posts: 5

Re: Express Generator as validator

Hi Popov, it seems that i found the issue. The spread setting configured in express generator is not taken into consideration when generating strategies. I have spread = 20 on the settings, and it shows also 20 when running the generator.

But when i upload the generated strategies on EA Studio (where i have also spread 20 for the same symbol), some of them behaves differently. So i did a simple check and tried to retest them with spread = 10 (default) and everything is correct with what express generator found.

I always use premium data, tests are done on EURUSD. Could you please have a check?

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