Create and Test Forex Strategies
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; ;; Collection ;; ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; ; The Collection will purge the excessive records. ; 0 means 100_000 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 ; Detect balance lines correlation resolve_correlation = true ; Detect strategies with similar trading rules resolve_similar_rules = false