Multi-currency backtest workaround ?

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Hi everybody,

I wrote an ea that will scan every currency but it's actually impossible to backtest it with MT4.

Does a workaround exist like adding a manual backtest function to my mq4 code ?

Thanks a lot,

Manu

 

D

If you are looking only at data for other pairs, you can backtest for one pair at a time and just add the results together

If the system needs to look at open orders or order history for other pairs, I dont think that can be done on a backtest

FWIW

-BB-

 

My system doesn't need to open orders from several currency but I don't want to run backtest for 20pairs manually ...

Is it possible to call something like a backtest function from an mq4 code and export it automaticelly ?

This could be a workaround if it would exist ...

 
djmanu:

My system doesn't need to open orders from several currency but I don't want to run backtest for 20pairs manually ...

Is it possible to call something like a backtest function from an mq4 code and export it automaticelly ?

This could be a workaround if it would exist ...


Hi.

I am currently try the following.

1) Generate a .csv data files from the historical data ( OHLC + volumes + timedate) of the pairs I am interested in;

2) Into the EA @ init() section : read these data from the.csv files and write it in some series arrays;

3) Into the EA start() section : wite the code of the EA letting it work on the series arrays instead of on historical data;

Of course if you are using any indicators you cannot use the standard ones but they must be modified to work on the seriers array once again instead of on the historical data.

Also you must take care to use the EA in the same timeframe you generated the .csv files (and only in that one).


This is usefull for backtesting of EAs which use correlations between pairs; or EAs working as per Grid Trading system.

Hope it helps.

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