Create and Test Forex Strategies
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| express-generator:gen-js [2026/02/22 07:26] – created Miroslav Popov | express-generator:gen-js [2026/05/29 10:23] (current) – external edit 127.0.0.1 | ||
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| ====== Generator (gen.js) ====== | ====== Generator (gen.js) ====== | ||
| - | The Generator | + | The Generator |
| - | * generate new collections for given data and parameters | + | * generate new strategy |
| - | * re-calculate previously generated collections against | + | * re-calculate previously generated collections against |
| - | * validate collections against Acceptance Criteria | + | * validate collections against Acceptance Criteria |
| - | * optimize | + | * optimize |
| + | Generator settings are defined in '' | ||
| + | You can pass one or several user settings files with '' | ||
| + | When several files are provided, each next file overrides values from the previous one. | ||
| + | CLI options have highest priority. | ||
| + | If you are new to ExGen workflows, start with [[quick-start|Quick Start]] and use this page as the detailed reference. | ||
| + | |||
| + | ===== Main workflows ===== | ||
| + | |||
| + | * New generation from market data | ||
| + | * Validation of existing collections | ||
| + | * Validation, then generation (combined run) | ||
| + | * Generation with optimizer and Monte Carlo validation | ||
| + | |||
| + | Recommended sequence for new users: | ||
| + | |||
| + | * fetch or refresh data with [[fetch-js|Fetcher (fetch.js)]] | ||
| + | * run generation for one market and period | ||
| + | * validate existing collections after data refresh | ||
| + | |||
| + | ===== Quick start ===== | ||
| + | |||
| + | |||
| + | ==== Generate new strategies ==== | ||
| + | |||
| + | Command: | ||
| + | |||
| + | express-generator> | ||
| + | |||
| + | |||
| + | ==== Validate an existing collection ==== | ||
| + | |||
| + | Command: | ||
| + | |||
| + | express-generator> | ||
| + | |||
| + | |||
| + | ==== Validate, then continue generating ==== | ||
| + | |||
| + | Command: | ||
| + | |||
| + | express-generator> | ||
| + | |||
| + | |||
| + | ===== Output review (example) ===== | ||
| + | |||
| + | The following sample output can be used as a visual review of a successful generation run. | ||
| + | |||
| + | Output: | ||
| + | <code txt> | ||
| + | ..:: Express Generator v2.xx ::.. | ||
| + | |||
| + | |||
| + | 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 ┤ | ||
| + | 10417 ┤ ╭╯ | ||
| + | 10375 ┤ ╭─╯ | ||
| + | 10333 ┤ ╭─╯ | ||
| + | 10290 ┤ | ||
| + | 10248 ┤ ╭╮ ╭─────╯ | ||
| + | 10206 ┤ ╭─╯╰─╯ | ||
| + | 10164 ┤ ╭───╯ | ||
| + | 10122 ┤ | ||
| + | 10080 ┤ | ||
| + | 10037 ┤ ╭╯ | ||
| + | 9995 ┼╮╭──╯ | ||
| + | 9953 ┤╰╯ | ||
| + | |||
| + | |||
| + | - Ascended: 400, Calculated: 17949, Time: 03:00 of 03:00, Coll: 100 | ||
| + | |||
| + | Generator Ready! | ||
| + | Count of strategies: 100 | ||
| + | Collection exported: collections/ | ||
| + | </ | ||
| + | |||
| + | ===== Settings topics ===== | ||
| + | |||
| + | See the dedicated pages for each '' | ||
| + | |||
| + | * [[data-source|Data source]] | ||
| + | * [[output-collection|Output collection]] | ||
| + | * [[input-collection|Input collection]] | ||
| + | * [[collection|Collection]] | ||
| + | * [[generator-stop|Generator stop]] | ||
| + | * [[acceptance-criteria|Acceptance criteria]] | ||
| + | * [[account-settings|Account settings]] | ||
| + | * [[strategy-properties|Strategy properties]] | ||
| + | * [[backtester|Backtester]] | ||
| + | * [[data-horizon|Data horizon]] | ||
| + | * [[forward-testing|Forward testing]] | ||
| + | * [[out-of-sample|Out of sample]] | ||
| + | * [[trading-session|Trading session]] | ||
| + | * [[symbol-info|Symbol info overrides]] | ||
| + | * [[miscellaneous|Miscellaneous]] | ||
| + | * [[indicators|Indicators]] | ||
| + | * [[indicators-options|Indicator options]] | ||
| + | * [[auto-save|Auto-save]] | ||
| + | * [[optimizer|Optimizer]] | ||
| + | * [[monte-carlo|Monte Carlo]] | ||
| + | * [[settings-files|Settings files]] | ||