The Multi-Market script (mm.js) validates a collection against another markets.

Validate a collection against 8 markets and export the strategies that pass 5 of 8 tests.

Command:

  express-generator> node ./bin/mm.js --server Premium --symbol EURUSD --period M30 --test-symbols auto --test-period M30 --test-server Premium --count-of-tests 8 --min-passed-tests 5

Output fetch:

      ..:: Express Generator Multi Market v2.70 ::..

  Fetched: Premium Data EURUSD M30, From: 2018-02-13 20:30, To: 2026-02-20 22:00, Bars: 100000
  Fetched: Premium Data GBPUSD M30, From: 2018-02-13 07:00, To: 2026-02-20 22:00, Bars: 100000
  Fetched: Premium Data AUDUSD M30, From: 2018-02-13 17:00, To: 2026-02-20 22:00, Bars: 100000
  Fetched: Premium Data NZDUSD M30, From: 2018-02-13 07:00, To: 2026-02-20 22:00, Bars: 100000
  Fetched: Premium Data EURGBP M30, From: 2018-02-13 17:00, To: 2026-02-20 22:00, Bars: 100000
  Fetched: Premium Data EURAUD M30, From: 2018-02-13 08:00, To: 2026-02-20 22:00, Bars: 100000
  Fetched: Premium Data EURCHF M30, From: 2018-02-13 07:30, To: 2026-02-20 22:00, Bars: 100000
  Fetched: Premium Data EURJPY M30, From: 2018-02-13 14:30, To: 2026-02-20 22:00, Bars: 100000

Output validation:

  ...
  Market : Premium Data NZDUSD M30
  From   : 2018-02-13 07:00, To: 2026-02-20 22:00, Bars: 100000
  Spread : 10, Swap long: -4.16, Swap short: -4.16, Commission: 6 USD
  Account: 10000 USD, Leverage: 100, Entry: 0.01 lots
  
   - Passed: 12, Calculated: 100 of 100 
  
  Market : Premium Data EURGBP M30
  From   : 2018-02-13 17:00, To: 2026-02-20 22:00, Bars: 100000
  Spread : 10, Swap long: -15.22, Swap short: 5.52, Commission: 6 USD
  Account: 10000 USD, Leverage: 100, Entry: 0.01 lots
  ...

Output stats and collection:

  Multi-Market validator ready!

  34 of 100 strategies passed  1 of 8 tests
  43 of 100 strategies passed  2 of 8 tests
  15 of 100 strategies passed  3 of 8 tests
    3 of 100 strategies passed  4 of 8 tests
    5 of 100 strategies passed  5 of 8 tests

  Count of strategies: 5
  Collection exported: collections/Coll_Premium_Data_EURUSD_M30_MM.json