support for multiple spread widening Array field during backtest.
1) multi pair strategies are the way of the future: hence MT5 supports multi currency pair strategies and multi currency backtesting.
2) spread widening is a key part of a backtesting 'flex test': hence MT4 has a spread field in the backtester.
3) MT5 now needs a backtesting spread widener ARRAY: if my system enters 3 pairs at once and exits 3 pairs at once, I should be able to put 3 specific wider spreads into the array for the backtest.
Not a 'nice to have': it's a 'basic need' for multi currency backtesting.
Please reply and support this post.
Example:
AUDCAD spread 45
AUDJPY spread 40
AUDNZD spread 55
A multicurrency backtest in MT5 currently has no way to show how a backtest would run with such spreads.
True system design is interested in:
1) the system performed on recorded / existing spread.
2) wider spread
3) narrower spread
If a system does not pass all 3 tests, it should not be used.
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1) multi pair strategies are the way of the future: hence MT5 supports multi currency pair strategies and multi currency backtesting.
2) spread widening is a key part of a backtesting 'flex test': hence MT4 has a spread field in the backtester.
3) MT5 now needs a backtesting spread widener ARRAY: if my system enters 3 pairs at once and exits 3 pairs at once, I should be able to put 3 specific wider spreads into the array for the backtest.
Not a 'nice to have': it's a 'basic need' for multi currency backtesting.
Please reply and support this post.
Example:
AUDCAD spread 45
AUDJPY spread 40
AUDNZD spread 55
A multicurrency backtest in MT5 currently has no way to show how a backtest would run with such spreads.