; Settings keys can be in snake case, camel case, or pascal case.
; All settings can be overwritten by an user settings file or a command option.
; Example: node ./bin/gen.js --settings ./my-settings.ini --collection-capacity 1000
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; Data source ;;
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
; Express Generator loads data by either "server", "symbol", and "period" or by "data_file"
; Server is actually the data files folder under the "data" folder.
; Provided by Forex Software Ltd.: Premium, Eightcap, BlackBull, Darwinex, MetaQuotes
server = Premium
symbol = EURUSD
; Avalable values: M1, M5, M15, M30, H1, H4, D1
period = M30
; Data file from Premium data or exported from Meta Trader
; Example: data_file = ./data/Premium/EURUSD_M30.json
; The usage of "data_file" overrides the "symbol" and the "period" parameters.
data_file =
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; Output collection ;;
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
; Collection's filename for a newly generated or a validated Collection.
; Possible placeholders: [SERVER], [SYMBOL], [PERIOD], [YEAR], [MONTH], [DAY], [COUNT], [PROFIT]
; Placeholders can be used as directory names too.
; Example: output = ./collections/[SERVER]/[SYMBOL]/[PERIOD]/collection.json
output = ./collections/Coll_[SYMBOL]_[PERIOD].json
; When 'false' it adds a suffix to the collection file if it already exists.
; When 'true', it overwrites the file.
output_replace = false
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; Input collection or directory ;;
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
; Points one or several collections or a collection directory for validation.
; Keep empty to generate a new Collection.
; Possible placeholders: [SERVER], [SYMBOL], [PERIOD], [YEAR], [MONTH], [DAY]
input =
; Filters the input collections by given text phrases.
; It is helpful when we have an "input" directory with many collections.
; Possible placeholders: [SERVER], [SYMBOL], [PERIOD], [YEAR], [MONTH], [DAY]
input_match =./collections
; It validates the "input" strategies and then continues generating new ones
validate_then_generate = false
; Prevent rising an error when an input file cannot be loaded
suppress_input_error = false
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; Collection ;;
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
; The Collection will purge the excessive records.
; 0 means 100000
collection_capacity = 1000
; Sort the Collection by one of the following metrics:
; NetBalance, Profit, ProfitFactor, ReturnToDrawdown, RSquared, Stagnation, WinLossRatio
sort_by = Profit
; Correlation analysis threshold
correlation_threshold = 0.98
; Detect balance lines correlation
resolve_correlation = true
; Detect strategies with similar trading rules
resolve_similar_rules = false
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; Generator stop ;;
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
; 0 means unlimited for all of the options
max_calculated_strategies = 0
max_ascended_strategies = 0
max_collected_strategies = 0
max_working_minutes = 0
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; Acceptance criteria ;;
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
; Set 0 to ignore a criterion (except for min_profit)
max_consecutive_losses = 0
max_drawdown_percent = 0
max_equity_drawdown = 0
max_stagnation_days = 0
max_stagnation_percent = 0
min_count_of_trades = 10
min_profit = 1
min_profit_factor = 0
min_profit_per_day = 0
min_r_squared = 0
min_return_to_drawdown = 0
min_win_loss_ratio = 0
min_m1_count_of_trades = 0
min_m1_profit = 0
min_m1_profit_factor = 0
min_y1_count_of_trades = 0
min_y1_profit = 0
min_y1_profit_factor = 0
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; Account settings ;;
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
account_currency = USD
initial_account = 10000
leverage = 100
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; Strategy properties ;;
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
entry_lots = 0.10
; Trade direction: LongAndShort, LongOnly
trade_direction_mode = LongAndShort
; Opposite entry signal: Ignore, Reverse, IgnoreOrReverse
opposite_entry_signal = Ignore
; Stop Loss: AlwaysUse, MayUse, DoNotUse
stop_loss_usage = AlwaysUse
; Stop Loss type: Fixed, Trailing, FixedOrTrailing
stop_loss_type = Fixed
stop_loss_range_min = 500
stop_loss_range_max = 500
; Take Profit: AlwaysUse, MayUse, DoNotUse
take_profit_usage = AlwaysUse
take_profit_range_min = 25
take_profit_range_max = 25
take_profit_gte_stop_loss = false
; Max number of indicators to use
max_entry_slots = 8
max_exit_slots = 1
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; Backtester ;;
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
; Values: Open, Close. Use Open for EA Studio and Close for FSB Pro
exit_trade_at = Open
close_at_backtest_end = true
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; Data Horizon ;;
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
max_data_bars = 100000
; Use these parameters to set the data range between "data_start" and "data_end".
; Set from where the actual trading starts with "trade_start".
; Text: "2023-05-25 00:00 UTC", "2023-05-25 00:00", "2023-05-25" or "25 May 2023 00:00 UTC"
; Negative number as a number of days before the current date: -365, -30, -7
use_data_start = false
data_start = "01 Jan 2020 00:00 UTC"
use_data_end = false
data_end = "30 Jun 2023 00:00 UTC"
use_trade_start = false
trade_start = "01 Jun 2023 00:00 UTC"
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; Forward testing ;;
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
; Validate strategies on new unseen data.
use_forward_testing = false
preload_data_bars = 0
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; Out of sample ;;
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
; Use these parameters to set the data range.
; The program cuts data after applying Data Horizon.
data_start_percent = 0
data_end_percent = 100
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; Trading Session ;;
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
session_open = 00:00
session_close = 24:00
friday_close = 24:00
trade_on_sunday = true
close_at_session_close = false
close_at_friday_close = false
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; Symbol info ;;
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
; Set values to override the values coming with the data file.
; Useful for the Premium Data.
; Commission is in Currency applied at Close.
spread =
swap_long =
swap_short =
commission =
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; Miscellaneous ;;
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
; When enabled, the generator dynamically updates the best strategy on the console.
update_best = true
; How many strategies to print when finish
show_top = 10
; Prevent showing output in the console (except errors)
silent = false
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; Indicators used by the Generator ;;
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; Entry indicators
entry_accelerator_oscillator = true
entry_accumulation_distribution = false
entry_adx = true
entry_alligator = true
entry_average_true_range = true
entry_awesome_oscillator = true
entry_bears_power = true
entry_bollinger_bands = true
entry_bulls_power = true
entry_candle_color = true
entry_commodity_channel_index = true
entry_demarker = true
entry_directional_indicators = true
entry_donchian_channel = false
entry_envelopes = true
entry_force_index = false
entry_long_or_short = false
entry_macd = true
entry_macd_signal = true
entry_momentum = true
entry_money_flow_index = false
entry_moving_average = true
entry_moving_average_of_oscillator = true
entry_moving_averages_crossover = true
entry_on_balance_volume = false
entry_pin_bar = true
entry_rsi = true
entry_rvi = false
entry_rvi_signal = false
entry_standard_deviation = true
entry_stochastic = true
entry_stochastic_signal = true
entry_time = false
entry_volumes = false
entry_williams_percent_range = true
;; Exit indicators
exit_accelerator_oscillator = false
exit_accumulation_distribution = false
exit_adx = false
exit_alligator = false
exit_average_true_range = false
exit_awesome_oscillator = false
exit_bears_power = false
exit_bollinger_bands = false
exit_bulls_power = false
exit_candle_color = false
exit_commodity_channel_index = false
exit_demarker = false
exit_directional_indicators = false
exit_do_not_exit = true
exit_donchian_channel = false
exit_envelopes = false
exit_force_index = false
exit_macd = false
exit_macd_signal = false
exit_momentum = false
exit_money_flow_index = false
exit_moving_average = false
exit_moving_average_of_oscillator = false
exit_moving_averages_crossover = false
exit_on_balance_volume = false
exit_rsi = false
exit_rvi = false
exit_rvi_signal = false
exit_standard_deviation = false
exit_stochastic = false
exit_stochastic_signal = false
exit_time = false
exit_volumes = false
exit_williams_percent_range = false
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; Indicator options ;;
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
; The following options are used by the Generator for composing new strategies.
; Randomize Moving Average Methods.
; When 'true', the Generator chooses between Simple, Exponential, Weighted and Smoothed.
randomize_ma_method = false
; Maximum period generated by the Generator. Recommended: 50. Recommended max 200.
max_indicator_period = 100
; Shift of the Moving Average indicator. When it is enabled, the Generator may use shift.
randomize_ma_shift = false
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; Auto-save collection ;;
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
; Auto-save is useful if you run Express Generator for long time on strict Acceptance Criteria
; Setting 0 disables an option. Choose one of the options only.
; Save the collection at a particular interval in minutes.
; It doesn't clear EG collection.
auto_save_at_minutes = 0
; Save the collection when it reaches the given count.
; It clears EG collection.
auto_save_at_collected = 0
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; Optimizer ;;
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
enable_optimizer = false
numeric_values_steps = 20
optimize_protections = false
; Search best strategy by:
; NetBalance, Profit, ProfitFactor, ReturnToDrawdown, RSquared, Stagnation, WinLossRatio
optimize_by = Profit
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; Monte Carlo ;;
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
enable_monte_carlo = false
count_of_tests = 20
valid_tests_percent = 80
spread_max = 30
; Execution problems
slippage_max = 20
skip_entries_percent = 2
skip_exits_percent = 2
rand_close_percent = 0
; Strategy variations
ind_params_change_probability = 0
ind_params_max_change_percent = 20
ind_params_min_delta_steps = 20
rand_first_bar_percent = 10
; Monte Carlo validation
mc_max_consecutive_losses = 0
mc_max_drawdown_percent = 0
mc_max_equity_drawdown = 0
mc_max_stagnation_days = 0
mc_max_stagnation_percent = 0
mc_min_count_of_trades = 100
mc_min_profit = 10
mc_min_profit_factor = 0
mc_min_profit_per_day = 0
mc_min_r_squared = 0
mc_min_return_to_drawdown = 0
mc_min_win_loss_ratio = 0
