forex software

Create and Test Forex Strategies

forex software

express-generator:gen-js

Generator (gen.js)

The Generator scrip gen.js serves to;

  • generate new collections for given data and parameters
  • re-calculate previously generated collections against new data or new parameters
  • validate collections against Acceptance Criteria or Monte Carlo
  • optimize collections

Quick start

Generate new strategies

Command:

  express-generator> node ./bin/gen.js --server MetaQuotes --symbol EURUSD --period M15

Output:

                          ..:: Express Generator v2.70 ::..
  
  
      Market : MetaQuotes EURUSD M15
      From   : 2022-02-11 13:00, To: 2026-02-20 21:30, Bars: 100000
      Spread : 10, Swap long: -0.7, Swap short: -1, Commission: 6 USD
      Account: 10000 USD, Leverage: 100, Entry: 0.01 lots
  
  
      10459 ┤                                 ╭──╮       Net profit      410.54 USD
      10417 ┤                                ╭╯  ╰──     Profit per day  0.28   USD
      10375 ┤                              ╭─╯           Profit factor   1.73   
      10333 ┤                            ╭─╯             Max drawdown    73.29  USD
      10290 ┤                         ╭──╯               Max drawdown    0.73   %
      10248 ┤                ╭╮ ╭─────╯                  Return/drawdown 5.60   
      10206 ┤              ╭─╯╰─╯                        Win / loss      0.61   
      10164 ┤          ╭───╯                             Max stagnation  256    days
      10122 ┤     ╭────╯                                 Max stagnation  17.41  %
      10080 ┤     │                                      R - squared     87.03  
      10037 ┤    ╭╯                                      Max cons losses 4      
       9995 ┼╮╭──╯                                       Count of trades 171    
       9953 ┤╰╯                                          Avrg pos length 579    bars
  
  
    - Ascended: 400, Calculated: 17949, Time: 03:00 of 03:00, Coll: 100 
  
  Generator Ready!
  Count of strategies: 100
  Collection exported: collections/Coll_MetaQuotes_EURUSD_M15.json