Through the past two years at Asirikuy they have developed a substantial amount of knowledge in the generation, evaluation and live trading of automatically generated trading strategies. The first of their software development efforts in this field, Kantu, has now become deprecated within their community (see why below) and have therefore decided to release this code into the open community in order to avoid wasting all this work and instead encourage others to also explore the possibilities of algorithmic system generation using an already built open framework.
Kantu is a trading system generator that creates trading strategies based on price-action derived rules (comparison of different open/high/low/close values) using OHLC data. Using it you can search for strategies within a selected logic space, finding those that match the statistical characteristics imposed by the user (for example you can search for systems which have a given Sharpe, reward to risk ratio, winning percentage, etc). You can see how the program looks on the image below:
These are the main characteristics of the software:
This and all future versions of OpenKantu will be available for free with fully open source code )
Coded in FreePascal/Lazarus , full source code available under the GPL v2 license.
Includes expert advisor (RecordBars_MT4) to export data from MT4 into a csv that can be used by OpenKantu
Multi-platform support. Precompiled binaries available for Windows but the software can be compiled from source on Windows, Linux and MacOSX.
Fast simulations, a 25 year test using daily data takes only 3 milliseconds while a 25 year 1H test can take around 60-80 milliseconds. This allows you to perform millions of tests within a realistic amount of time.
Multi-core support, you can perform tests using as many computer cores as your computer allows
Configure the system creation process to search systems with or without SL/TP within a set rule complexity (maximum shift, maximum rule number, etc)
Configure an out-of-sample window if this is desired
You can search for strategies on any financial instrument.
Filter systems using the pre-built statistics or a custom built filtering rule
Get trade-by-trade system results
Simulate portfolios made up of different generated systems
Get a mathematical expectancy analysis (MAE-MFE) for long/short trades for all generated systems
Get balance graphs with trade results showing on an OHLC graph of the data (see where the system has traded)
Export generated strategies to MT4
I would also like to point out that OpenKantu is NOT a holy grail generator and that use of the program without a good understanding of potential sources of bias (curve-fitting bias, data-mining bias) is bound to lead to losing strategies in forward/live trading. Remember that past performance is never a guarantee of future results. Although OpenKantu is coded in good faith end users are responsible for all uses of the software. The software is provided as-is, with no guarantees, implicit or implied. OpenKantu is also provided without any support, please refer to the manual for instructions on how to use the software. more here including download link: OpenKantu System Generator | Mechanical Forex
now, that's incredibly fast!!
interesting innovation, thanks for sharing
This is very good
How should i configure symbol for 5 digit broker. Say, for eurusd. Should i use 10 for contract size and 10000 for multiplier ?
Its symbol data format is a bit strange
Program dont make any results if i use this kind of format for 5 min. Though, .csv and format seems valid.
If i use this kind of format
then program starts to make some results. But this time, if i backtest the EA program that exported, it gives inconsistent results for the same time range.
A result, with 85k profit, was exported to EA, but backtest results as 5k loss. Since they are both from same time range, i think results should be similar. Although i'm aware of MT4 backtester has some issues with backtesting, still there's too much inconsistency.