forex software

Create and Test Forex Strategies

forex software

express-generator:monte-carlo

Monte Carlo

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;; Monte Carlo                      ;;
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enable_monte_carlo            = false
count_of_tests                =  20
valid_tests_percent           =  80
 
spread_max                    =  30

; Execution problems
slippage_max                  =  20
skip_entries_percent          =   2
skip_exits_percent            =   2
rand_close_percent            =   0

; Strategy variations
ind_params_change_probability =   0
ind_params_max_change_percent =  20
ind_params_min_delta_steps    =  20
rand_first_bar_percent        =  10

; Monte Carlo validation
mc_max_consecutive_losses     =   0
mc_max_drawdown_percent       =   0
mc_max_equity_drawdown        =   0
mc_max_stagnation_days        =   0
mc_max_stagnation_percent     =   0
mc_min_count_of_trades        = 100
mc_min_profit                 =  10
mc_min_profit_factor          =   0
mc_min_profit_per_day         =   0
mc_min_r_squared              =   0
mc_min_return_to_drawdown     =   0
mc_min_win_loss_ratio         =   0