[WassB]

Ok I got the latest version and now I have the server parameter and It works, I have all data I need now.

Thanks for your answers.

Wassim

[WassB]

Thank you for your answer aaronpriest,

I tried to add the parameter –server FTMO when I run the fetch.js, but I had an error “Unknown Parameters…”. I guess we can’t choose the server using the ini file.

Do you have the “server” parameter? Maybe I don’t have the last update of Express Generator.

Thank you,

Wassim

[WassB]

Ok so I will do that.

Thank you!

Rds,
Wassim

[WassB]

Ah ok so It’s not like in EA Studio where you can add different acceptance criteria between In-Sample and Out-of-Sample date range.

Thank you,

 

Wassim

[WassB]

Alan, thank you for your quick and clear responses, I appreciate. I just ran the test, and it works as you explained.

Do you know if there is an automatique check for Acceptance Criteria on the Out of Sample part?

For example I run the generator for the dates : 01/01/2023 to 01/10/2023 with data_end_percent = 70, so it creates strategies from 01/01/2023 to ~01/07/2023. Then is there a check of acceptance criteria on the period 01/07/2023 to 01/10/2023 ?

Thanks,

Rds,

Wassim

[WassB]

Yes thanks !

So how to use those settings :

;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;

;; Out of sample ;;

;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;

data_start_percent = 0

data_end_percent = 100

What are they for ?  I’m not sure to use it in a the good way. Anyone know how to use it?

 

Thanks,

Rds,

Wassim

[WassB]

Ok I see. You don’t use the Monte Carlo on OOS, so you only use it once, when you create the strategies. Clear for me , thanks!

Concerning the way I work, I try to use EA Studio as little as possible because I want to try a lots of different ways to find strategies (playing on timeframe, in sample size, indicators , selecting best profit/Rsquared etc … ). I want to find the best research method that increases the probability of finding good strategies, so I need to work fast, everything being automated as much as possible, to save time and explore as many possibilities as I can.
And OOS was a criteria I wanted to explore 🙂

Well that’s the way I work. 🙂
Thank you for your answers.

Wassim

[WassB]

Ok thank you for you answer thats clear.

I’m a big fan of automation so tell if I’m wrong but :

If I want to do it via Express Generator, I understand that I can create strategies for 01/01/2020 through 10/01/2023, save the collection then re-use this collection using the command –input …. ^ to load it and test it on the new periode representing the OOS, that’s it ?

I see just one problem : On EA studio I use the Monte Carlo Validation which normally is including the OOS, so it is done on the whole periode. So now with this method I will use Monte Carlo to validate the created strategies (In Sample), then use it again for the OOS simulation. Using Monte Carlo twice is equivalent to use a Monte Carlo Validation once on the whole periode ? (In Sample + Out of Sample)

Thank you,

Regards,

Wassim

[Author]

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