1 Topic by shapeare (edited by shapeare 2025-04-06 06:09:52)

  • Registered: 2025-02-25
  • Posts: 3

Topic: Inconsistent results between Express Generator and EA Studio

I found inconsistent results between Express Generator and EA studio, and here is how to reproduce it:

I have uploaded my EA studio settings as the attachment, and below is the command for Express Generator

node bin/gen.js --settings bin/gen.settings.ini ^
--server Eightcap ^
--symbol AUDJPY ^
--period M1 ^
--use_data_start true ^
--data_start "20 Sep 2024 00:00 UTC" ^
--use_data_end true ^
--data_end "29 Jan 2025 00:00 UTC" ^
--output test.json ^
--min_count_of_trades 10 ^
--min_profit_factor 1.01 ^
--session_open 12:30 ^
--session_close 21:00 ^
--close_at_session_close true ^
--close_at_friday_close true ^
--trade_direction_mode LongAndShort ^
--leverage 200 ^
--entry_lots 0.1 ^
--opposite_entry_signal Ignore ^
--trade_on_sunday false ^
--spread 12 ^
--commission 0

Because in the above command, the min_profit_factor is 1.01 so Express Generator should not generate any losing strategies, however, when validating the strategies generated by Express Generator in EA studio, a lot of them results in losses.

To reproduce the problem, simply run the above command for a minute to generate around 10 strategies and then validate them with EA studio.

Post's attachments

EA Studio Settings 2025-04-06.json 11.68 kb, 1 downloads since 2025-04-06 

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  • Popov
  • Popov
  • Lead Developer
  • Offline
  • From: Bulgaria
  • Registered: 2006-11-30
  • Posts: 8,092

Re: Inconsistent results between Express Generator and EA Studio

Hello Shapeare,

Welcome to the forum!

Express Generator's backtester produces the same results as the EA Studio's backtester.
Only minor deviations of some stats parameters are possible due to difference in the way the applications stores the  backtest data.

I tested your settings and immediately notice that the Express Generator loads 100,000 bars. This value is preset in the generator's default settings.
Please add "--max-data-bars 200000" in your "fetch" command and also in your gen settings.

Something like:

    ...
    --max-data-bars 200000 ^
    --use_data_start true ^
    --data_start "20 Sep 2024 00:00 UTC" ^
    --use_data_end true ^
    --data_end "29 Jan 2025 00:00 UTC" ^
    ...

https://image-holder.forexsb.com/store/exgen-Screenshot%202025-04-06%20234925-thumb.png

Be sure you fetch fresh historical data and symbol info before each generator run:

 node .\bin\fetch.js         ^
    --server        Eightcap ^
    --symbol        AUDJPY   ^
    --period        M1       ^
    --max-data-bars 200000   ^
    --symbol-info   true     ^
    --fx-rates      true

Popov's Website

  • Registered: 2025-02-25
  • Posts: 3

Re: Inconsistent results between Express Generator and EA Studio

Hi Popov,
Thanks for your reply. I added the parameter max-data-bars and then the results became closer.

I have another question about the time zone of the data in EA studio and I will meet you there in the EA studio forum.