Testing and Trading Forex Strategies https://forexsb.com/wiki/ 2026-05-08T13:42:30+00:00 https://forexsb.com/wiki/ https://forexsb.com/wiki/_media/wiki/dokuwiki.svg text/html 2019-02-16T10:16:11+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/ea-studio-academy/about?rev=1550312171&do=diff About Overview The About section contains contacts and copyright information. The Contacts section provides a “Contact us” form for feedback and questions. The Legal information sections contain the Resik disclaimer, the Copyright information and the GDPR information. text/html 2019-02-16T11:14:56+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/ea-studio-academy/acceptance-criteria?rev=1550315696&do=diff Acceptance Criteria Introduction The acceptance criteria are widely used in EA Studio (in the Generator, Reactor, Validator, Optimizer). The acceptance criteria serve as a filter when a new strategy is generated or enters EA Studio. If the strategy passes it will be pushed to the Collection. For example, if acceptance criteria are enabled in the Optimizer it will not display strategies that do not pass the acceptance criteria. text/html 2021-04-21T06:28:50+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/ea-studio-academy/available-indicators?rev=1618986530&do=diff Available Indicators Overview EA Studio comes with a set of indicators. The same indicators are used in MetaTrader. This guarantees compatibility between EA Studio's Expert Advisors and MetaTrader. In the strategies, Indicators can be used as Entry rules and Exit rules. Therefore there are two columns in the interface (see above). The toggle button above each column allows you to enable/disable all indicators in that column at once. Of course, if you want to find strategies easily you want to… text/html 2019-02-15T06:03:48+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/ea-studio-academy/collection?rev=1550210628&do=diff Collection Introduction The Collection page shows the best strategies calculated by the application. When you edit a strategy in the Editor or use the automatic Generator, EA Studio performs a backtest and shows the corresponding statistics and charts. The app sends the strategy to the Collection page. The Collection receives the strategy and puts it among the other collected strategies. text/html 2019-02-16T07:12:08+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/ea-studio-academy/data-horizon?rev=1550301128&do=diff Data Horizon Introduction Data Horizon provides settings for limiting the range of the data for backtesting. The actual data files are not cut or changed. You can use Data Horizon to test the strategy performance on a different section of the data. text/html 2019-02-16T06:49:44+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/ea-studio-academy/data-import?rev=1550299784&do=diff Data Import Introduction You will have the best results when you test the strategies on the historical data from your broker. Only testing and trading on the same data will guarantee that the backtest in EA Studio corresponds to the real trading performance. text/html 2019-02-16T07:26:16+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/ea-studio-academy/data-statistics?rev=1550301976&do=diff Data Statistics Introduction The Data Statistics page shows information for the loaded files in the EA Studio memory. Each loaded file consumes memory and if there are many files, it may degrade the performance of the application. You the “Release data text/html 2019-02-18T06:02:39+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/ea-studio-academy/editor?rev=1550469759&do=diff Editor Introduction The Editor is the first tab of the Strategy section of the application. You can get to it by clicking on a strategy in the Collection, the Portfolio or by going to Strategy from the main navigation bar. You can use the Editor to change the indicators and the parameters of a generated strategy or to create an entirely new one manually. When you change something, the program calculates the strategy against the corresponding historical data, shows the most important stats and… text/html 2019-02-15T03:16:02+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/ea-studio-academy/generator?rev=1550200562&do=diff Generator Introduction The Generator creates and tests strategies automatically. The Generator stores the best strategies in the Collection. When you generate a strategy you can export it as an Expert Advisor or send it to the Editor for review and tuning. text/html 2019-02-16T10:20:13+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/ea-studio-academy/help?rev=1550312413&do=diff Help Geting help EA Studio provides various levels of help information: Home page information - you can find introduction materials and links on the Home page of the application. See the home page sidebar for links to external resources. Academy - the EA Studio Academy is contextual help information within the application. The Academy provides a condensed help. The full articles are located under the text/html 2021-03-26T12:39:29+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/ea-studio-academy/home?rev=1616762369&do=diff Home This is the EA Studio Academy content for the home page of the application. Introduction EA Studio is an online system for generating and testing new Expert Advisors. Get more help Academy The EA Studio Academy is online help content within the application pages. It outlines the most important features for the corresponding page. text/html 2019-02-16T11:16:28+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/ea-studio-academy/indicators?rev=1550315788&do=diff Available Indicators Overview EA Studio comes with a set of indicators. The same indicators are used in MetaTrader. This guarantees compatibility between EA Studio's Expert Advisors and MetaTrader. In the strategies, Indicators can be used as Entry rules and Exit rules. Therefore there are two columns in the interface (see above). The toggle button above each column allows you to enable/disable all indicators in that column at once. Of course, if you want to find strategies easily you want to… text/html 2025-09-11T08:31:06+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/ea-studio-academy/monte-carlo?rev=1757579466&do=diff Monte Carlo Introduction Monte Carlo is the best tool for testing the strategy robustness. When you create a strategy, you see its backtest statistics. However, there is a problem - the strategy might be over-optimized (curve fitted). The goal of the Monte Carlo tool is to verify that the strategy is not over-optimized. This tool allows you to apply random changes to the market data, the execution of the strategy and the numeric parameters of the strategy indicators. text/html 2025-09-11T11:00:11+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/ea-studio-academy/mql-options?rev=1757588411&do=diff MQL Options Introduction These options set the exported Expert Advisors' parameters. You can later review or change these parameters when you attach the Expert to a MetaTrader chart. Entry Protections The Entry Protections can prevent the opening of a new position when activated. text/html 2019-02-15T05:52:13+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/ea-studio-academy/multi-market?rev=1550209933&do=diff Multi Market Introduction The Multi Market tool can help you compare how your strategy preforms on different markets. In a sense, this is a robustness test tool. Here you can add markets to test your strategy on. EA Studio will draw a backtest balance curve for each test. text/html 2019-09-27T06:40:58+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/ea-studio-academy/normalizer?rev=1569566458&do=diff Normalizer Introduction The Strategy Normalizer tries to make a strategy tidier and at the same time, it is capable to increase its performance. We think a strategy is better when it has a lower number of components and when their indicators have more meaningful parameters. text/html 2019-02-15T05:53:53+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/ea-studio-academy/oos-monitor?rev=1550210033&do=diff OOS Monitor Out of Sample When testing a strategy on historical data, it is beneficial to reserve a time period of historical data for later testing. The initial historical data on which the strategy is generated, tested and optimized is referred to as the IS (In Sample) data. It is also called Training data. text/html 2019-02-15T05:40:30+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/ea-studio-academy/optimizer?rev=1550209230&do=diff Optimizer Introduction The optimizer is a tool that will attempt to make the current strategy better. It will decide if the strategy is better, depending on the options you choose in the optimizer settings. Toolbar Start/Stop button - Start or stop the Optimizer. If you're using the default settings for EA Studio the Optimzier will be very fast so it will stop by itself after a few seconds. text/html 2019-02-24T11:15:05+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/ea-studio-academy/portfolio-content?rev=1551006905&do=diff Portfolio Content Overview Portfolio Content shows the strategies that are included in the Portfolio. By default, all strategies are included and the Portfolio backtest takes into account the trades of all strategies. You can use the “Filter records text/html 2019-02-24T11:14:36+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/ea-studio-academy/portfolio-summary?rev=1551006876&do=diff Portfolio Summary Portfolio EA Studio provides unique features: Strategy Portfolio and Portfolio Expert. The Strategy Portfolio is the aggregated result of trading multiple strategies simultaneously. It shows the cumulative performance of all strategies. text/html 2021-03-10T08:37:44+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/ea-studio-academy/premium-data?rev=1615365464&do=diff Premium Data EA Studio provides quality historical data for generating and testing strategies. The data bars series are composed of DukasCopy tick data. Timezone You can set the timezone of the Premium Data. When you do it, EA Studio automatically applies the corresponding time shift. text/html 2019-02-16T11:21:45+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/ea-studio-academy/preset-indicators?rev=1550316105&do=diff Preset Indicators Overview The Preset Indicators are used by the Generator when composes new strategies. When the Generator's option “The strategies use Preset Indicators” is enabled, each newly generated strategy starts with the preset indicators. text/html 2019-02-15T03:05:44+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/ea-studio-academy/reactor?rev=1550199944&do=diff Reactor Introduction The Reactor provides a way to automate the process of generating, optimizing and validation strategies. Ir is also known as an Automated Workflow for creating trading systems. The Reactor comprises a Generator and additional tools for optimization and validation of the generated strategies. For example, you can enable the Monte Carlo tool in the Reactor and each generated strategy will be validated by number of Monte Carlo tests. It will be added to the Collection only if… text/html 2019-02-15T06:25:10+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/ea-studio-academy/report?rev=1550211910&do=diff Report The Report page shows more detailed information of the backtest of the currently loaded Expert in the Editor. The page consists of four tabs: Stats info, Indicator char, Balance chart, Transactions log Stats info It shows statistics and charts from the backtest of the current strategy. text/html 2019-02-16T11:11:39+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/ea-studio-academy/settings?rev=1550315499&do=diff Settings Account settings Account currency - set your account currency. Initial account - set the initial account to be equal to the account at your broker. Leverage - set the leverage you have at your broker. EA Studio supports values from 1/1 to 1/500. text/html 2025-09-11T10:30:51+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/ea-studio-academy/sidebar?rev=1757586651&do=diff EA Studio Academy * Introduction * Home * Sign Up Generating Strategies * Generator * Reactor * Validator Collection * Collection Strategy * Editor * Optimizer * Normalizer * Walk Forward * Monte Carlo * Multi Market * Report * OOS Monitor Portfolio * Portfolio Summary * Portfolio Content Data * Premium Data * Data Import * Data Horizon * Symbol Settings * Data Statistics Tools * Settings * Acceptance Criteria * Available Indicators … text/html 2021-04-21T10:53:31+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/ea-studio-academy/sign-up?rev=1619002411&do=diff Sign Up Introduction Sign up for EXpert Advisor studio for a 15-day trial account. When you sign up, EA Studio sends you an email with your login details. You have to log in within 24 hours. EA Studio will release your account in the other case. Trial Account text/html 2019-02-15T06:37:39+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/ea-studio-academy/start?rev=1550212659&do=diff EA Studio Academy The EA Studio Academy contains contextual help shown within the EA Studio pages. It is a condensed version of the full Expert Advisor Studio - User Guide. The Academy provides articles for each EA Studio page. When a user opens the Academy panel in the application, it requests the corresponding page form the wiki. EA Studio parses the content and arranges it in tabs. text/html 2021-04-21T10:51:00+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/ea-studio-academy/symbol-settings?rev=1619002260&do=diff Symbol Settings The Symbol Settings page provides a possibility to customize the symbol settings. Originally the symbol settings come with the data file, which contains the data set and all market parameters from your MetaTrader account. However, it is useful sometimes to change the parameters or to experiment with different values. text/html 2020-01-11T09:23:24+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/ea-studio-academy/symbols?rev=1578734604&do=diff Symbol Settings The Symbol Settings page provides a possibility to customize the symbol settings. Originally the symbol settings come with the data file, which contains the data set and all market parameters from your MetaTrader account. However, it is useful sometimes to change the parameters or to experiment with different values. text/html 2019-02-16T11:23:01+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/ea-studio-academy/translation-editor?rev=1550316181&do=diff Translation Editor Overview The Translation Editor shows all language phrases used by EA Studio. You can edit the current translation and to “Apply” the changes in order to see the new phrases. The new edition will be temporarily available for all users however, it will be made permanent after approval by a moderator. text/html 2019-02-15T06:44:49+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/ea-studio-academy/validator?rev=1550213089&do=diff Validator Introduction The Validator helps you to re-calculate single strategies, collections or previously exported Expert Advisors. Import strategies * 1. Strategies * 2. Historical data * 3. Validator settings Optimize strategies * Optimization text/html 2019-02-25T18:51:15+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/ea-studio-academy/walk-forward?rev=1551120675&do=diff Walk Forward Introduction Walk Forward analysis (WFA) or Walk Forward optimization (WFO) is a sequential optimization applied to an investment strategy. The name of the analysis is called “walk forward” because we have a moving window that progressively traverses the whole period of the data history with a pre-established step.