backtest with more than one instrument
Is it possible to back test an EA at least with M1 open/close data (no need tick). ? Possible=Yes (Theoretically). Easy=No. You have to almost code your own back-tester.
You can't backtest multi-currency EA on MT4. The most simplest way out is to code it on mql5 and backtest on MT5. MT5 allows backtesting of multi-currency EA. If you want to backtest on MT4 then you have to store TF data in a file (for each concerned pair) and open-read that file in EA and store results in some other file. I saw this in one of the article here - but dont remember where...
Agreed. Simpler to just code mql5 and test there. I was able to re-write and test a simple multi-currency expert I had in mql4-to-mql5 within a couple of hours without having any knowledge of mql5 but just reading the docs. I taught I would have to use Object Oriented Programming but mql5 does-not force OOP upon you.
Perhaps you ask the mql5-forum or search Google.
adinchi: I CAN NOT back test multi currency EA!!!!
Testing Features and Limits in MetaTrader 4 - MQL4 Articles Trading is permitted for the symbol under test only
adinchi:
But then i have found this https://www.mql5.com/en/code/11176 - an example of the opposite - nice multi currency EA.
and here I got frustrated - WHAT IS THE TRUE? is it possible to back test an EA at least with M1 open/close data (no need tick). ?
From the link you posted . . .
"Because of this kind of EA can not test by backtesting so the result is still in forwardtesting process and i've got only this picture:"
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Hi boys and girls,
I am trying to back test a hedge EA - it is simple - I assume that there is a correlation between two given instruments and when it is broken I enter two opposed positions and wait for correlation to be restored and take profit.
The problem, however is that I can't (so far) to back test the idea.
i have searched the forum for similar topics an found here https://www.mql5.com/en/forum/127554, that I CAN NOT back test multi currency EA!!!! BTW. I encounter the same error 4106 - "unknown symbol name ..."
But then i have found this https://www.mql5.com/en/code/11176 - an example of the opposite - nice multi currency EA.
and here I got frustrated - WHAT IS THE TRUE? is it possible to back test an EA at least with M1 open/close data (no need tick). ?
anybody?
thank's!