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Create and Test Forex Strategies

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express-generator:collection

Table of Contents

Collection

Collection settings control how strategies are stored, ranked, and de-duplicated.

;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; Collection               ;;
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;

; The collection purges excessive records.
; 0 means 100000.
collection_capacity = 100

; 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

; Detects balance-line correlation.
resolve_correlation = true

; Detects strategies with similar trading rules.
resolve_similar_rules = false

Notes

  • collection_capacity limits the saved collection size.
  • sort_by defines the metric used for ranking strategies.
  • resolve_correlation and resolve_similar_rules are additional filtering layers.
  • correlation_threshold is a numeric value, typically between 0 and 1.

Example profile

collection_capacity   = 500
sort_by               = ReturnToDrawdown
correlation_threshold = 0.97
resolve_correlation   = true
resolve_similar_rules = true