Testing and Trading Forex Strategies https://forexsb.com/wiki/ 2026-05-08T12:04:46+00:00 https://forexsb.com/wiki/ https://forexsb.com/wiki/_media/wiki/dokuwiki.svg text/html 2023-07-04T17:13:05+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/express-generator/acceptance-criteria?rev=1688490785&do=diff Acceptance criteria ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; ;; Acceptance criteria ;; ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; ; Set 0 to ignore a criterion (except for min_profit) max_consecutive_losses = 0 max_drawdown_percent = 0 max_equity_drawdown = 0 max_stagnation_days = 0 max_stagnation_percent = 0 min_count_of_trades = 100 min_profit = 0 min_profit_factor = 0 min_profit_per_day = 0 min_r_squared = 0 min_return_to_drawdown = 0 min_win_loss_ratio = 0 text/html 2023-07-04T17:13:48+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/express-generator/account-settings?rev=1688490828&do=diff Account settings ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; ;; Account settings ;; ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; account_currency = USD initial_account = 10000 leverage = 100 text/html 2023-07-04T17:22:30+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/express-generator/auto-save?rev=1688491350&do=diff Autosave collection ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; ;; Auto-save collection ;; ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; ; Auto-save is useful if you run Express Generator for a long time on strict Acceptance Criteria ; Setting 0 disables an option. Choose one of the options only. ; Save the collection at a particular interval in minutes. ; It doesn't clear EG collection. auto_save_at_minutes = 0 ; Save the collection when it reaches the given count. ; It clears EG collectio… text/html 2023-07-04T17:15:28+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/express-generator/backtester?rev=1688490928&do=diff Backtester ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; ;; Backtester ;; ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; ; Values: Open, Close. Use Open for EA Studio and Close for FSB Pro exit_trade_at = Open close_at_backtest_end = true text/html 2023-07-04T17:11:28+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/express-generator/collection?rev=1688490688&do=diff Collection ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; ;; Collection ;; ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; ; The Collection will purge the excessive records. ; 0 means 100_000 collection_capacity = 100 ; Sort the Collection by one of the following metrics: ; NetBalance, Profit, ProfitFactor, ReturnToDrawdown, RSquared, Stagnation, WinLossRatio sort_by = Profit ; Correlation analysis threshold correlation_threshold = 0.98 ; Detect balance lines correlation resolve_correlation = true ; Detect … text/html 2023-07-22T15:21:59+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/express-generator/data-horizon?rev=1690039319&do=diff Data Horizon ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; ;; Data Horizon ;; ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; max_data_bars = 100000 ; Use these parameters to set the data range between "data_start" and "data_end". ; Set from where the actual trading starts with "trade_start". ; Text: "2023-05-25 00:00 UTC", "2023-05-25 00:00", "2023-05-25" or "25 May 2023 00:00 UTC" ; Negative number: number of days before the current date: -365, -30, -7 use_data_start = false data_start = "01 Jan 2020… text/html 2023-07-04T17:24:37+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/express-generator/data-source?rev=1688491477&do=diff Data source ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; ;; Data source ;; ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; ; Express Generator loads data by either "server", "symbol", and "period" or by "data_file" ; Server is the data files folder under the "data" folder. server = Premium symbol = EURUSD ; Period can be in text format: M15, H1, D1 or in number of minutes: 5, 60, 1440 period = M30 ; Data file from Premium data or exported from Meta Trader ; Example: data_file = ./data/Premium/EURUSD_M30.json… text/html 2023-07-04T10:43:36+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/express-generator/fetch-data?rev=1688467416&do=diff Fetch Premium Data * Fetch a single data set node .\bin\fetch.js --symbol EURUSD --period M30 * Fetch multiple data sets node .\bin\fetch.js --symbols EURUSD GBPUSD --periods M15 M30 H1 text/html 2023-07-04T10:41:20+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/express-generator/fetch-forex-rates?rev=1688467280&do=diff Forex Rates Update fx rates node .\bin\fetch.js --fx-rates true Update Symbol information node .\bin\fetch.js --symbol-info true text/html 2026-02-22T08:10:47+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/express-generator/fetch-js?rev=1771747847&do=diff Fetcher (fetch.js) fecth.js - downloads historical data from the provided sources, Forex rates, symbols information, and updates Express Generator. Quick Start Fetch historical data Command: express-generator> node ./bin/fetch.js --server MetaQuotes --symbol EURUSD --period M15 text/html 2023-07-04T10:44:52+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/express-generator/fetch-update?rev=1688467492&do=diff Update Express Generator check_for_update = true automatic_update = true update_check_interval = 24 text/html 2026-02-22T08:10:04+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/express-generator/gen-js?rev=1771747804&do=diff Generator (gen.js) The Generator scrip gen.js serves to; * generate new collections for given data and parameters * re-calculate previously generated collections against new data or new parameters * validate collections against Acceptance Criteria or Monte Carlo text/html 2023-07-04T17:12:14+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/express-generator/generator-stop?rev=1688490734&do=diff Generator stop ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; ;; Generator stop ;; ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; ; 0 means unlimited for all of the options max_calculated_strategies = 0 max_ascended_strategies = 0 max_collected_strategies = 0 max_working_minutes = 3 text/html 2023-07-04T17:21:55+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/express-generator/indicators-options?rev=1688491315&do=diff Indicators options ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; ;; Indicator options ;; ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; ; The Generator uses the following options for composing new strategies. ; Randomize Moving Average Methods. ; When 'true', the Generator chooses between Simple, Exponential, Weighted and Smoothed. randomize_ma_method = false ; Maximum period generated by the Generator. Recommended: 50. Recommended max 200. max_indicator_period = 50 ; Shift of the Moving A… text/html 2023-07-04T17:20:38+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/express-generator/indicators?rev=1688491238&do=diff Indicators ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; ;; Indicators used by the Generator ;; ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; ind_accelerator_oscillator = true ind_accumulation_distribution = false ind_adx = true ind_alligator = true ind_average_true_range = true ind_awesome_oscillator = true ind_bears_power = true ind_bollinger_bands = true ind_bulls_power = true ind_cand… text/html 2023-07-03T20:30:56+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/express-generator/input-collection?rev=1688416256&do=diff Input collection or directory Express Generator generates new collections by default. However, it has an important function to load and validate previously created collections. We set the application to “Validator” mode by setting one or multiple collections for input. text/html 2023-07-04T17:20:03+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/express-generator/miscellaneous?rev=1688491203&do=diff Miscellaneous ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; ;; Miscellaneous ;; ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; ; When enabled, the generator dynamically updates the best strategy on the console. update_best = true ; How many strategies to print when finishing show_top = 0 text/html 2026-02-22T17:26:12+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/express-generator/mm-js?rev=1771781172&do=diff Multi-Market (mm.js) The Multi-Market script (mm.js) validates a collection against another markets. Quick start 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 text/html 2023-07-04T17:23:49+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/express-generator/monte-carlo?rev=1688491429&do=diff Monte Carlo ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; ;; Monte Carlo ;; ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; 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 = … text/html 2023-07-04T17:23:13+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/express-generator/optimizer?rev=1688491393&do=diff Optimizer ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; ;; Optimizer ;; ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; enable_optimizer = false numeric_values_steps = 20 optimize_protections = false ; Search the best strategy by: ; NetBalance, Profit, ProfitFactor, ReturnToDrawdown, RSquared, Stagnation, WinLossRatio optimize_by = Profit text/html 2023-07-04T17:17:31+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/express-generator/out-of-sample?rev=1688491051&do=diff Out of Sample ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; ;; Out of sample ;; ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; ; Use these parameters to set the data range. ; The program cuts data after applying Data Horizon. data_start_percent = 0 data_end_percent = 100 text/html 2023-07-03T20:42:25+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/express-generator/output-collection?rev=1688416945&do=diff Output collection Express Generator saves the collections under the .\collections directory. The default exports name contains information for the market, the data update time and the count of the strategies. Here is an example collection exported with the default settings: text/html 2023-07-22T15:35:57+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/express-generator/quick-start?rev=1690040157&do=diff Quick Start text/html 2023-07-04T12:13:09+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/express-generator/settings-files?rev=1688472789&do=diff Settings Files Express Generator uses settings files in ini format. Here is an example of gen.ini file: ; Market symbol = EURUSD period = H1 ; Minimal Profit Factor min_profit_factor = 1.4 Ini files text/html 2026-02-22T17:33:33+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/express-generator/sidebar?rev=1771781613&do=diff Contents * User Guide * Quick Start Scripts * Fetcher (fetch.js) * Generator (gen.js) * Multi-Market (mm.js) Settings * Settings Files fetch.settings.ini * Forex Rates * Fetch Premium Data * Update Express Generator gen.settings.ini * Data source * Output collection * Input collection or directory * Collection * Generator stop * Acceptance criteria * Account settings * Strategy properties * Backtester * Data Horizon * Out of Sample * Trading Ses… text/html 2026-02-22T08:12:08+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/express-generator/start?rev=1771747928&do=diff Express Generator - User Guide Express Generator serves to fetch historical data, to generate, and validate strategy collections in a local machine. Later, we import the collections into EA Studio for review and for exporting Expert Advisors for MetaTrader. text/html 2023-07-04T17:14:41+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/express-generator/strategy-properties?rev=1688490881&do=diff Strategy properties ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; ;; Strategy properties ;; ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; entry_lots = 0.01 ; Trade direction: LongAndShort, LongOnly trade_direction_mode = LongAndShort ; Opposite entry signal: Ignore, Reverse, IgnoreOrReverse opposite_entry_signal = Ignore ; Stop Loss: AlwaysUse, MayUse, DoNotUse stop_loss_usage = DoNotUse ; Stop Loss type: Fixed, Trailing, FixedOrTrailing stop_loss_type = Fixed stop_loss_range_min = 10 st… text/html 2023-07-04T17:18:44+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/express-generator/symbol-info?rev=1688491124&do=diff Symbol info ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; ;; Symbol info ;; ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; ; Set values to override the values coming with the data file. ; Useful for the Premium Data. ; Commission is in Currency applied at Close. spread = swap_long = swap_short = commission = text/html 2026-02-21T11:17:29+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/express-generator/trading-session?rev=1771672649&do=diff Trading Session The Trading Session options work for gen.js and mm.js. The Trading Session options limit the time the Strategy opens new positions. The position closing is not restricted. We call the trading day a “session”. The options session_open