Testing and Trading Forex Strategies https://forexsb.com/wiki/ 2026-05-09T20:18:06+00:00 https://forexsb.com/wiki/ https://forexsb.com/wiki/_media/wiki/dokuwiki.svg text/html 2025-09-12T07:28:23+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/eas-guide/acceptance-criteria?rev=1757662103&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 2025-09-12T07:29:00+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/eas-guide/available-indicators?rev=1757662140&do=diff Available Indicators EA Studio includes 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 enable a… text/html 2025-09-11T08:14:16+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/eas-guide/collection?rev=1757578456&do=diff Collection The Collection displays 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 2025-09-12T07:28:00+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/eas-guide/data-horizon?rev=1757662080&do=diff Data Horizon By default, the complete historical data series will be used for backtesting. The Data Horizon tool allows you to limit the period of backtesting data. Options [Data Horizon options] Max data bars – this value can vary between 300 and 200,000. This setting does not change the data files. The program will load the files' data and cut the bars using the settings below. text/html 2025-09-12T07:27:51+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/eas-guide/data-import?rev=1757662071&do=diff Data Import EA Studio provides an easy way to upload your own history data for backtesting. It is very important to create and test your strategies on data from the broker you will use later for trading. The different brokers have different data providers and time zones. If you use different data it is very likely that the tests in EA Studio and MetaTrader will not match. text/html 2021-01-13T07:25:37+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/eas-guide/data-statistics?rev=1610522737&do=diff Data Statistics Introduction The Data Statistics page displays information for the loaded files in the EA Studio memory. The Data Satistics is the third tab on the Data page Each loaded file consumes memory and if there are many files, it may degrade the performance of the application. Use the text/html 2021-03-28T21:35:34+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/eas-guide/editor?rev=1616967334&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. Toolbar [Strategy Editor - Toolbar] The Editor's toolbar has controls for selecting historical data and buttons for exporting an Expert Advisor. text/html 2025-09-11T08:12:28+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/eas-guide/entry-rules?rev=1757578348&do=diff Entry Rules EA Studio provides you with various indicators that you can use for your entry rules. You also have the option to adjust their parameters and logic rules. This way you can get the best Forex Entry Point. As soon as a new bar opens on the chart, each of the entry rule is evaluated. The strategy needs to determine whether it should open a position in a certain direction. For example the evaluation of an Entry Rule might give a result that is text/html 2025-09-11T08:12:47+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/eas-guide/exit-rules?rev=1757578367&do=diff Exit Rules The Exit Rules are responsible for closing positions. There are only three possible points for closing a position: at Stop Loss, at Take Profit and at Bar Open. Since the Stop Loss and Take Profit are part of the Expert Properties here we will describe only the Bar Open case. text/html 2026-02-15T08:24:43+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/eas-guide/expert-advisors-plus?rev=1771143883&do=diff Expert Advisors Plus Expert Advisor Plus includes additional features, which can be tested in the MetaTrader's Strategy Tester only. Expert Advisors Plus trades as an ordinary EA Studio Expert Advisor by default. All of the additional options are initially switched off. text/html 2026-02-15T08:28:27+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/eas-guide/export-expert-advisor?rev=1771144107&do=diff Export Expert Advisor How to export an Expert Advisor When you open a strategy in the Editor, you can export it as an Expert Advisor. To do it, click the Expert Advisor button in the toolbar, and a drop-down menu will give you options to export Expert Advisor for MetaTrader 4 and MetaTrader 5. text/html 2025-09-11T08:13:05+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/eas-guide/generator?rev=1757578385&do=diff Generator The Generator is a unique tool that: * composes Expert Advisors automatically; * calculates the Experts' backtest against historical data; * presents the results in stats and charts; * collects the best Experts in a Collection; * text/html 2025-09-11T08:12:00+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/eas-guide/indicator-properties?rev=1757578320&do=diff Indicator Properties Clicking on Entry Rule or an Exit Rule will open the Indicator Properties Panel. In the Indicator Properties panel you can select an indicator for the Entry or Exit rule. You can choose logical rules for the indicator parameters. text/html 2021-01-12T13:56:10+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/eas-guide/indicators?rev=1610459770&do=diff Indicators EA Studio includes 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 enable as many ind… text/html 2025-09-12T07:22:05+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/eas-guide/monte-carlo?rev=1757661725&do=diff Monte Carlo Monte Carlo is the best tool for testing the strategy robustness. When you create a strategy, you see its backtest statistics. However, 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 2025-09-11T14:22:38+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/eas-guide/mql-options?rev=1757600558&do=diff MQL Options 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. [MQL Export Options] Entry Protections The Entry Protections can prevent the opening of a new position when activated. text/html 2021-03-28T16:52:38+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/eas-guide/multi-market?rev=1616950358&do=diff Multi Market The Multi Market tool can help you compare how your strategy performs in different markets. In a sense, this is a robustness testing tool. Here you can add markets to test your strategy on. When you start the Multi Market, EA Studio will load the corresponding data files and will calculate the strategy on all of the selected markets. text/html 2021-01-12T09:35:37+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/eas-guide/normalizer?rev=1610444137&do=diff Normalizer The Strategy Normalizer tries to make a strategy tidier and at the same time, it is capable of increasing its performance. We believe a strategy is better when it has a lower number of components and when their indicators have more meaningful parameters. text/html 2025-09-12T07:26:42+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/eas-guide/oos-monitor?rev=1757662002&do=diff OOS Monitor OOS (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 2021-03-28T21:49:38+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/eas-guide/optimizer?rev=1616968178&do=diff Optimizer The Optimizer is a tool that will attempt to make a current strategy better. It will decide if the strategy is better, depending on the options you select in the optimizer settings. Always optimize only profitable strategies! It is unwise to optimize a losing strategy. The optimizer will try to text/html 2017-10-01T05:14:32+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/eas-guide/overview?rev=1506834872&do=diff Overview ---------- In this article we will explain in short the most important tools in EA Studio. The order of the tools will follow the basic workflow. This means we will see how to generate strategies (or create them manually). Them we will see the Collection, the Optimizer, the Robustness testing tools and in the end we will be ready to export the strategy as an Expert Advisor. text/html 2025-09-12T07:27:14+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/eas-guide/portfolio-content?rev=1757662034&do=diff Portfolio Content The second tab of the Portfolio page is the 'Content tab' and it displays the portfolio strategies. It provides you with many useful options. For instance, you can sort, filter, and recalculate any strategies, or remove the ones that are correlative text/html 2025-09-12T07:27:25+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/eas-guide/portfolio-expert?rev=1757662045&do=diff Portfolio Expert Normally when using Expert Advisors in MetaTrader, you would export strategies as Expert Advisors and attach each Expert to a chart window. When trading multiple strategies opening and managing all the charts quickly becomes a hassle. text/html 2025-09-12T07:27:05+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/eas-guide/portfolio-summary?rev=1757662025&do=diff Portfolio Summary Toolbar Data source, symbol and period - The first three drop-downs are used to select the data the Portfolio tool will use. Calculate - When data changes you will need to recalculate the strategies backtests and the portfolio statistics. This button will turn orange as soon as something needs recalculating. Click it to recalculate. text/html 2025-09-12T07:26:56+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/eas-guide/portfolio?rev=1757662016&do=diff Strategy Portfolio With the Portfolio tool you can create a portfolio of strategies. Of course you can do that with the Collection tool too. The main differences are that in the Portfolio tool you can: * Extract the whole portfolio of strategies as a text/html 2025-09-12T07:27:32+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/eas-guide/premium-data?rev=1757662052&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 2025-09-12T07:29:11+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/eas-guide/preset-indicators?rev=1757662151&do=diff Preset Indicators Overview The Preset Indicators are used by the Generator when creating 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 2025-09-11T07:48:49+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/eas-guide/quick-start?rev=1757576929&do=diff Quick Start Using Expert Advisor Studio, you can easily create an Expert Advisor and discover a trading strategy by following a few easy steps: 1. Set Your Account Set up a virtual account in EA Studio the same way you set up a demo account with your Forex broker. To do this, go to the text/html 2025-09-11T08:13:22+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/eas-guide/reactor?rev=1757578402&do=diff Reactor 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 a number of Monte Carlo tests. It will then be added to the Collection only if passes… text/html 2025-09-12T07:26:22+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/eas-guide/report?rev=1757661982&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 chart, Balance chart, Transactions log Toolbar When you load an Expert Advisor in the text/html 2021-01-13T07:29:48+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/eas-guide/settings?rev=1610522988&do=diff Settings Account Settings On this page you can set your account information. * Account currency - set your account currency. * Initial account - set the initial account balance to be equal to your account balance at your broker. When you use a lower account, you have to trade with lower lot sizes. text/html 2018-02-02T10:00:32+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/eas-guide/share-expert-advisor?rev=1517565632&do=diff Share Expert Advisor To share an Expert go to Strategy > (Editor tab) and click on the Export button. The program will save the Expert on the cloud and will return a permanent link. [Share Expert Advisor] You can copy the link by using the Copy button. When you visit that address EA Studio will open up. EA Studio will automatically load the Expert Advisor in the text/html 2026-02-12T11:48:12+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/eas-guide/sidebar?rev=1770896892&do=diff Help Contents Startup * Introduction * Quick Start * Sign Up Trading Strategy * Expert Advisors * Expert Advisors Plus * Export Expert Advisor * Strategy * Trading Rules * Strategy Properties * Indicator Properties * Entry Rules * Exit Rules Generating Strategies * Generator * Reactor * Validator Collection * Collection Strategy * Strategy * Editor * Optimizer * Normalizer * Walk Forward * Monte Carlo * Multi Market * Report * OOS Monit… text/html 2025-09-11T07:49:19+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/eas-guide/sign-up?rev=1757576959&do=diff Sign Up Sign up for the 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. [Sign up form] Trial Account text/html 2025-09-11T07:45:26+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/eas-guide/start?rev=1757576726&do=diff Expert Advisor Studio - User Guide EA Studio is a well-established online generator and tester for trading strategies. With EA Studio, you can create Experts for both MetaTrader 4 and MetaTrader 5 comfortably, easily and reliably. You do not need to know any programming languages because EA Studio does all of the coding for you. text/html 2025-09-11T08:09:32+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/eas-guide/strategies-and-expert-advisors?rev=1757578172&do=diff Expert Advisors Manual Trading MetaTrader MetaTrader is the most popular trading platform in the world. Most regulated brokers provide it free of charge. MetaTrader is developed by a company called MetaQuotes. Currently, MetaTrader 5 is the preferred trading platform among traders. It provides better historical data and also dynamic spreads calculations. We no longer recommend the older MetaTrader 4. text/html 2021-03-28T21:11:28+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/eas-guide/strategy-group?rev=1616965888&do=diff Strategy The Strategy link on the main navigation bar leads you to a group of pages that present a single strategy. Usually, you will get to this page by clicking a strategy in the Collection or an Edit button on pages, which produces or modifies a strategy. text/html 2025-09-11T08:11:50+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/eas-guide/strategy-properties?rev=1757578310&do=diff Strategy Properties In the Strategy Editor there are three columns. The middle column holds the Strategy Properties, the Entry Rules and the Exit Rules. Strategy Properties is the box at the top. The Strategy Properties box shows the trading amount, the text/html 2025-09-11T08:10:31+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/eas-guide/strategy?rev=1757578231&do=diff Strategy A trading strategy consists of rules for opening positions (Entry Rules) and closing positions (Exit Rules). Each strategy you generate or create can be exported as an Expert Advisor for MetaTrader 4 and MetaTrader 5. EA Studio uses strict trading rules and a predefined structure of the strategies in order to provide a fast and reliable backtest. The backtest corresponds closely to MetaTrader testing and trading results. text/html 2021-04-21T10:40:09+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/eas-guide/symbol-settings?rev=1619001609&do=diff Symbol Settings The Symbol Settings page provides the option to customize the symbol settings. Initially, the symbol settings are included in the data file, which contains the data set and all market parameters from your MetaTrader account. However, it is sometimes useful to change the parameters or to experiment with different values. text/html 2021-01-12T13:38:45+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/eas-guide/symbols?rev=1610458725&do=diff Symbol Settings The Symbol Settings page provides the option to customize the symbol settings. Initially, the symbol settings are included in the data file, which contains the data set and all market parameters from your MetaTrader account. However, it is sometimes useful to change the parameters or to experiment with different values. text/html 2025-09-11T08:11:18+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/eas-guide/trading-rules?rev=1757578278&do=diff Trading Rules EA Studio strategies consist of three parts: * Strategy Properties – the trading amount, Stop Loss, and Take Profit; * Entry Rules – indicators that determine the conditions for opening a position; * Exit Rules – indicators that determine the conditions for closing the position. text/html 2021-01-13T07:35:34+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/eas-guide/translation-editor?rev=1610523334&do=diff Translation Editor Overview The Translation Editor shows all language phrases used by EA Studio. You can edit the current translation and “Apply” the changes in order to see the new phrases. The new edition will be temporarily available for all users however, it will only be made permanent after approval by a moderator. text/html 2018-02-02T10:05:19+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/eas-guide/use-ea-studio-as-desktop-app?rev=1517565919&do=diff Use EA Studio as a Desktop App It is very convenient to use Expert Advisor Studio as a desktop application. Your benefits are: * Open EA Studio directly from your desktop * Less clutter - no toolbars and tabs * Easily to open several EA Studio windows text/html 2025-09-11T08:13:47+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/eas-guide/validator?rev=1757578427&do=diff Validator The Validator's main function is to ensure you can easily recalculate old strategies on new data. Testing your strategies at a later point in time allows you to see which ones are still profitable on the new data that wasn't previously available. text/html 2021-01-13T07:10:44+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/eas-guide/walk-forward?rev=1610521844&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.