Hello, Begoodall,
> 1. What are these particular metrics? I can't seem to find a definition.
Express Generator calculates some additional backtest statistical parameters:
- m1CountOfTrades, m1Profit, m1ProfitFactor - statistics for the last month
- y1CountOfTrades, y1Profit, y1ProfitFactor - statistics for the last month
I made to be able to use additional acceptance criteria (AC):
- min_m1_count_of_trades, min_m1_profit, min_m1_profit_factor - AC for the last month
- min_y1_count_of_trades, min_y1_profit, min_y1_profit_factor - AC for the last year
I use these stats to filter out the strategies for the Top 10 app.
I use:
min_m1_profit_factor = 1.1
min_m1_count_of_trades = 5
min_y1_profit_factor = 1.1
> 2. Why are some entry and exit indicators set to false in the default settings?
There are three groups indicators that are not enable by default:
- time-based indicators -
- volume-based indicators
- exponential moving average-based indicators.
- and some others as long or short.
> Don't we just want to test them all?
Express Generator will calculate these indicators if they are part of a strategy you validate.
Switching them off means they will not be used to generate new strategies.
Of course, you can enable the indicators if you want.