Yes, it is possible in Metatrader 5 -
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Documentation
- MetaTrader 5 Help → Algorithmic Trading, Trading Robots → Optimization Types - All Symbols Selected in Market Watch
- MetaTrader 5 Help → Algorithmic Trading, Trading Robots → Strategy Testing - Multi-Currency Expert Advisors
- MetaTrader 5 Help - Trading Platform — User Manual

Optimization Types - Algorithmic Trading, Trading Robots - MetaTrader 5
- www.metatrader5.com
This type of optimization is based on the genetic algorithm of search for the best values of input parameters. This type is much faster than the first one and is almost of the same quality. The slow complete optimization that would take several years can be performed within several hours using the genetic algorithm. Each individual has a...
more links -
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Multi-Currency Expert Advisors in MT5 - backtesting and optimization
The threads/posts
- Buying or Selling all 7 pairs - the thread with the explanation.
- Multi-Currency Expert Advisors the post with the examples of backtesting/optimization
The articles
- LifeHack for trader: "Quiet" optimization or Plotting trade distributions
Interesting results can also be obtained by running a multi-currency EA in the strategy tester. As an example, the free Multicurrency Expert from the CodeBase was used. In addition, the "#include <DistributionOfProfits.mqh>" file was specified and the "CDistributionOfProfits ExtDistribution" variable was declared in the header of the EA, and the "OnTester()" function was added at the end of the code. After a single run, the following statistics had been received: "TestAnalysis.htm". - How to Test a Trading Robot Before Buying
optimization it over all symbols selected in Market Watch - Creating a Multi-Currency Multi-System Expert Advisor
- Creating an Expert Advisor, which Trades on a Number of Instruments

Optimization Types - Algorithmic Trading, Trading Robots - MetaTrader 5
- www.metatrader5.com
This type of optimization is based on the genetic algorithm of search for the best values of input parameters. This type is much faster than the first one and is almost of the same quality. The slow complete optimization that would take several years can be performed within several hours using the genetic algorithm. Each individual has a...
Sergey Golubev:
more links -
----------------
Multi-Currency Expert Advisors in MT5 - backtesting and optimization
The threads/posts
- Buying or Selling all 7 pairs - the thread with the explanation.
- Multi-Currency Expert Advisors the post with the examples of backtesting/optimization
The articles
- LifeHack for trader: "Quiet" optimization or Plotting trade distributions
Interesting results can also be obtained by running a multi-currency EA in the strategy tester. As an example, the free Multicurrency Expert from the CodeBase was used. In addition, the "#include <DistributionOfProfits.mqh>" file was specified and the "CDistributionOfProfits ExtDistribution" variable was declared in the header of the EA, and the "OnTester()" function was added at the end of the code. After a single run, the following statistics had been received: "TestAnalysis.htm". - How to Test a Trading Robot Before Buying
optimization it over all symbols selected in Market Watch - Creating a Multi-Currency Multi-System Expert Advisor
- Creating an Expert Advisor, which Trades on a Number of Instruments
Tafadzwa Nyamwanza:
thank you sergey, running it now

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relatively new to this, i am using the strategy tester to try out my expert advisors. is it possible to test more than one symbol at the same time. at the moment i'm going one symbol at a time
thanks for your input