; 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

; Sort the Collection by one of the following metrics:
; NetBalance, Profit, ProfitFactor, ReturnToDrawdown, RSquared, Stagnation, WinLossRatio
sort_by = RSquared

; Correlation analysis threshold
correlation_threshold = 1.00

; Detect balance lines correlation
resolve_correlation = false

; Detect strategies with similar trading rules
resolve_similar_rules = false

; 0 means unlimited for all of the options
max_calculated_strategies = 0
max_ascended_strategies   = 0
max_collected_strategies  = 0
max_working_minutes       = 0

; 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    = 2000
min_profit             = 0
min_profit_factor      = 0
min_profit_per_day     = 0
min_r_squared          = 35
min_return_to_drawdown = 2
min_win_loss_ratio     = 0

;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; Strategy properties      ;;
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;

entry_lots            = 1.00

; Trade direction: LongAndShort, LongOnly
trade_direction_mode  = LongAndShort

; Opposite entry signal: Ignore, Reverse, IgnoreOrReverse
opposite_entry_signal = Reverse

; Stop Loss: AlwaysUse, MayUse, DoNotUse
stop_loss_usage       = AlwaysUse
; Stop Loss type: Fixed, Trailing, FixedOrTrailing
stop_loss_type        = Fixed
stop_loss_range_min   = 28
stop_loss_range_max   = 120

; Take Profit: AlwaysUse, MayUse, DoNotUse
take_profit_usage         = MayUse
take_profit_range_min     = 28
take_profit_range_max       = 750
take_profit_gte_stop_loss = false

; Max number of indicators to use
max_entry_slots       = 4
max_exit_slots        = 1

;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; 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  = 01:00
session_close = 23:58
friday_close  = 23:58

trade_on_sunday = true

close_at_session_close = false
close_at_friday_close  = false

;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; 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 = 0

; Prevent showing output in the console (except errors)
silent = false

;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; Indicators used by the Generator ;;
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;

ind_accelerator_oscillator       = true
ind_accumulation_distribution    = true
ind_adx                          = true
ind_alligator                    = true
ind_average_true_range           = true
ind_awesome_oscillator           = true
ind_bears_power                  = true
ind_bollinger_bands              = true
ind_bulls_power                  = true
ind_candle_color                 = true
ind_commodity_channel_index      = true
ind_demarker                     = true
ind_directional_indicators       = true
ind_do_not_exit                  = true
ind_donchian_channel             = true
ind_entry_time                   = true
ind_envelopes                    = true
ind_exit_time                    = true
ind_force_index                  = true
ind_long_or_short                = false
ind_macd                         = true
ind_macd_signal                  = true
ind_momentum                     = true
ind_money_flow_index             = true
ind_moving_average               = true
ind_moving_average_of_oscillator = true
ind_moving_averages_crossover    = true
ind_on_balance_volume            = true
ind_pin_bar                      = false
ind_rsi                          = true
ind_rvi                          = true
ind_rvi_signal                   = true
ind_standard_deviation           = true
ind_stochastic                   = true
ind_stochastic_signal            = true
ind_volumes                      = true
ind_williams_percent_range       = true

;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; 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 = true

; Maximum period generated by the Generator. Recommended: 50. Recommended max 200.
max_indicator_period = 80

; Shift of the Moving Average indicator. When it is enabled, the Generator may use shift.
randomize_ma_shift = true

;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; 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 does not 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 = 1000

;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; Optimizer                        ;;
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;

enable_optimizer     = true
numeric_values_steps = 70
optimize_protections = true

; Search best strategy by:
; NetBalance, Profit, ProfitFactor, ReturnToDrawdown, RSquared, Stagnation, WinLossRatio
optimize_by = RSquared

;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; Monte Carlo                      ;;
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;

enable_monte_carlo            = false