Testing and Trading Forex Strategies https://forexsb.com/wiki/ 2026-06-27T19:55:04+00:00 https://forexsb.com/wiki/ https://forexsb.com/wiki/_media/wiki/dokuwiki.svg text/html 2026-05-29T10:23:05+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/express-generator/acceptance-criteria?rev=1780050185&do=diff Acceptance criteria Acceptance Criteria filters strategies during generation and validation. Set a criterion to 0 to ignore it (except min_profit, which is always evaluated). Core criteria ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; ;; Acceptance criteria ;; ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; ; Set 0 to ignore a criterion (except for min_profit) max_average_pos_length = 0 max_consecutive_losses = 0 max_drawdown_percent = 0 max_equity_drawdown = 0 max_stagnation_days = 0 max_stagnation_percent =… text/html 2026-05-29T10:23:05+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/express-generator/account-settings?rev=1780050185&do=diff Account settings Account settings define the simulation account used by Generator and backtesting statistics. ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; ;; Account settings ;; ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; account_currency = USD initial_account = 10000 leverage = 100 text/html 2026-05-29T10:23:05+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/express-generator/auto-save?rev=1780050185&do=diff Auto-save collection Auto-save is useful for long-running sessions and strict filtering conditions. ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; ;; Auto-save collection ;; ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; ; Auto-save is useful if you run Express Generator for a long time with strict Acceptance Criteria. ; Setting 0 disables an option. You can have more than one options enabled. ; Save the collection at a particular interval in minutes. ; It does not clear the EG collection. auto… text/html 2026-05-29T10:23:05+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/express-generator/backtester?rev=1780050185&do=diff Backtester Backtester settings control how positions are exited and how open positions are handled at the end. ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; ;; 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 2026-05-29T10:23:05+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/express-generator/collection?rev=1780050185&do=diff Collection Collection settings control how strategies are stored, ranked, and de-duplicated. ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; ;; Collection ;; ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; ; The collection purges excessive records. ; 0 means 100000. 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.… text/html 2026-05-29T10:23:06+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/express-generator/data-horizon?rev=1780050186&do=diff Data Horizon Data Horizon controls which part of the loaded market data is used for Generator calculations. Use this section to: * limit the history window by dates * limit bars count * define when trading starts inside the selected window text/html 2026-05-29T10:23:05+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/express-generator/data-source?rev=1780050185&do=diff Data source ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; ;; Data source ;; ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; ; Express Generator loads data either from "server" + "symbol" + "period", or from "data_file". ; Server is actually the data files folder under the "data" folder. ; Provided servers: Premium, Dukascopy, MetaQuotes, Darwinex, Eightcap, BlackBull server = Premium symbol = EURUSD ; Available values: M1, M5, M15, M30, H1, H4, D1 period = M30 ; Data file from Premium data, or exported from M… text/html 2026-05-29T10:23:06+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/express-generator/fetch-data?rev=1780050186&do=diff Fetch Historical Data This page explains how to download historical data with fetch.js. Basic commands * Fetch a single data set node ./bin/fetch.js --server Premium --symbol EURUSD --period M30 * Fetch multiple symbols and periods node ./bin/fetch.js --server Premium --symbols EURUSD GBPUSD --periods M15 M30 H1 text/html 2026-05-29T10:23:06+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/express-generator/fetch-forex-rates?rev=1780050186&do=diff Forex Rates This page covers metadata refresh jobs handled by fetch.js: * Forex rates (fx_rates) * Symbol information (symbol_info) Both jobs can be run separately or together. Update fx rates Downloads the latest Forex rates to ./res/fx-rates.json text/html 2026-05-29T10:23:06+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/express-generator/fetch-js?rev=1780050186&do=diff Fetcher (fetch.js) fetch.js downloads historical market data, updates Forex rates, refreshes symbol information, and checks for Express Generator updates. If you are new to ExGen, begin with Quick Start and return here for full option coverage. What Fetcher Does text/html 2026-05-29T10:23:05+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/express-generator/fetch-update?rev=1780050185&do=diff Update Express Generator Fetcher can check for a newer Express Generator version and optionally install it. Update options check_for_update = true automatic_update = true update_check_interval = 24 Option behavior: * check_for_update text/html 2026-05-29T10:23:05+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/express-generator/forward-testing?rev=1780050185&do=diff Forward Testing Forward Testing validates strategies on unseen data after the main in-sample calculations. ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; ;; Forward testing ;; ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; ; Validate strategies on new unseen data. use_forward_testing = false ; Number of bars loaded before the forward-test segment. ; 0 keeps the default behavior. preload_data_bars = 0 text/html 2026-05-29T10:23:05+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/express-generator/gen-js?rev=1780050185&do=diff Generator (gen.js) The Generator script gen.js serves to: * generate new strategy collections for selected data and settings * re-calculate previously generated collections against updated data or updated parameters * validate collections against Acceptance Criteria and Monte Carlo settings text/html 2026-05-29T10:23:05+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/express-generator/generator-stop?rev=1780050185&do=diff Generator stop Generator stop settings define when a run should finish. ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; ;; Generator stop ;; ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; ; 0 means unlimited for all options. max_calculated_strategies = 0 max_ascended_strategies = 0 max_collected_strategies = 0 max_working_minutes = 3 text/html 2026-05-29T10:23:05+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/express-generator/indicators-options?rev=1780050185&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 2026-05-29T10:23:05+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/express-generator/indicators?rev=1780050185&do=diff Indicators Generator uses separate settings for Entry and Exit indicators. ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; ;; Indicators used by the Generator ;; ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; ;; Entry indicators entry_accelerator_oscillator = true entry_accumulation_distribution = false entry_adx = true entry_alligator = true entry_average_true_range = true entry_awesome_oscillator = true entry_bears_power … text/html 2026-05-29T10:23:05+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/express-generator/input-collection?rev=1780050185&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 2026-05-29T10:23:05+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/express-generator/miscellaneous?rev=1780050185&do=diff Miscellaneous Miscellaneous controls console behavior and final output details. ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; ;; Miscellaneous ;; ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; ; When enabled, the generator dynamically updates the best strategy on the console. update_best = true ; Number of strategies to print when finished. show_top = 0 ; Prevent showing output in the console (except errors) silent = false text/html 2026-05-29T10:23:05+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/express-generator/mm-fetch-parameters?rev=1780050185&do=diff Fetch parameters Fetch parameters control how Multi-Market fetches and prepares data for each test market. ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; ;; Fetch parameters ;; ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; ; Time zone offset in hours. UTC = 0 time_zone = 0 ; This option is helpful to prevent frequent downloads of data files. ; It accepts time in *minutes*, where 0 means the option is off. if_missing_or_older_than = 0 text/html 2026-05-29T10:23:05+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/express-generator/mm-initial-data?rev=1780050185&do=diff Initial data set Initial data set settings define the base market used for placeholder resolution and for loading the initial collection context. ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; ;; Initial data set ;; ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; ; Server: Premium, Dukascopy, MetaQuotes, Darwinex, Eightcap, BlackBull server = Premium ; The symbol of the original strategy symbol = EURUSD ; Timeframe to download and use. ; Available values: M1 M5 M15 M30 H1 H4 D1 period = M30 text/html 2026-05-29T10:23:05+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/express-generator/mm-js?rev=1780050185&do=diff Multi-Market (mm.js) The Multi-Market script mm.js revalidates a collection of strategies across multiple markets. It combines two core capabilities: * data fetching from the Fetcher workflow * strategy validation from the Generator validator workflow text/html 2026-05-29T10:23:05+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/express-generator/mm-test-markets?rev=1780050185&do=diff Test markets Test markets define where each strategy is revalidated. ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; ;; Test markets ;; ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; ; One or several servers to load and test ; Valid server names: Premium, Dukascopy, MetaQuotes, Darwinex, Eightcap, BlackBull test_servers = Premium ; One or several periods to load and test ; Valid period names: M1, M5, M15, M30, H1, H4, D1 test_periods = M15 ; The symbols to download and use for the MM validati… text/html 2026-05-29T10:23:05+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/express-generator/mm-tests?rev=1780050185&do=diff Multi-Market tests Multi-Market tests define how many market checks are performed and how many must pass. ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; ;; Multi-Market tests ;; ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; ; The count of the Multi-Market tests to perform. count_of_tests = 5 ; The minimum count of the passed tests. ; A test is considered as "passed" if it passed the Acceptance Criteria. ; Must be less than or equal to "count_of_tests". min_passed_tests = 3 text/html 2026-05-29T10:23:05+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/express-generator/monte-carlo?rev=1780050185&do=diff Monte Carlo Monte Carlo settings define stochastic robustness testing for strategies. ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; ;; 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_perce… text/html 2026-05-29T10:23:05+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/express-generator/optimizer?rev=1780050185&do=diff Optimizer Optimizer settings control post-generation optimization behavior. ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; ;; 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 2026-05-29T10:23:06+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/express-generator/out-of-sample?rev=1780050186&do=diff Out of Sample Out of Sample settings select a percentage range from the loaded dataset. ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; ;; 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 2026-05-29T10:23:06+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/express-generator/output-collection?rev=1780050186&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 2026-05-29T10:23:06+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/express-generator/quick-start?rev=1780050186&do=diff Quick Start This quick guide is designed for new users. It covers the most common workflow with Fetcher and Generator. For a full script index, see User Guide. Before you start * Open a terminal in the express-generator folder. * Make sure Node.js is installed. text/html 2026-05-29T10:23:06+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/express-generator/settings-files?rev=1780050186&do=diff Settings Files Express Generator uses settings files in ini format. You can run ExGen with: * default settings files only * one custom settings file * several custom settings files layered in order * CLI overrides on top of settings files text/html 2026-05-29T10:23:06+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/express-generator/sidebar?rev=1780050186&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 and symbol info * Fetch historical 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 * Forward Te… text/html 2026-05-29T10:23:06+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/express-generator/start?rev=1780050186&do=diff Express Generator - User Guide Express Generator is used to fetch historical data, generate strategy collections, and validate them on a local machine. Later, you can import collections into EA Studio for review and export Expert Advisors for MetaTrader. text/html 2026-05-29T10:23:06+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/express-generator/strategy-properties?rev=1780050186&do=diff Strategy properties These options control position sizing, entry/exit behavior, and strategy protections. ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; ;; 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… text/html 2026-05-29T10:23:06+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/express-generator/symbol-info?rev=1780050186&do=diff Symbol info Symbol info settings override spread, swaps, and commission loaded from the dataset. ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; ;; 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 2026-05-29T10:23:06+00:00 Anonymous (anonymous@undisclosed.example.com) https://forexsb.com/wiki/express-generator/trading-session?rev=1780050186&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. By default, position closing is not restricted by session times. We call the trading day a “session