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support for multiple spread widening Array field during backtest.

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loadednrg
1321
loadednrg 2014.03.18 00:00 

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.  

Dua Yong Rew
5423
Dua Yong Rew 2014.03.18 01:00  
loadednrg:

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.  

Does mt5 need this since spread are recorded in the history
loadednrg
1321
loadednrg 2014.03.18 03:49  

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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