I have an "MT-4" Expert Advisor that I am thinking about converting to MT-5. The EA uses correlations (multiple pair correlations for the pair being traded) and because of this, I have never been able to strategy test it. Can the MT-5 Strategy Tester test such an EA? Can it handle correlations? Any help with this question would be greatly appreciated.
The new strategy tester, you can receive data on any existing trade symbols. You can also get information from multiple timeframes.
This enables you to analyze all relevant information and find the correlation.