More than one pair BACKTEST

To add comments, please log in or register
mmfxmmfx
52
mmfxmmfx  
Can MQL5 make Backtest to more than one currency pair 
Marco vd Heijden
Moderator
8164
Marco vd Heijden  
Yes.
Sergey Golubev
Moderator
106100
Sergey Golubev  
mmfxmmfx:
Can MQL5 make Backtest to more than one currency pair 

Forum on trading, automated trading systems and testing trading strategies

How to Start with Metatrader 5

Sergey Golubev, 2017.08.10 14:17


It is possible with MT5 - examples:

----------------

This part of the article: MetaTrader 5 - More Than You Can Imagine! - 

5. Testing and Optimization

One of the most important and expected updates in MetaTrader 5 is the multicurrency strategy tester. Now, traders have unlimited possibilities for testing and optimizing the Expert Advisors that trade several symbols.

----------------

and MetaTrader 5 Help - Strategy Testing

The Strategy Tester is a multi-currency tool, which allows you to test and optimize strategies trading multiple financial instruments. The tester automatically processes information of all symbols that are used in the trading strategy, so you do not need to manually specify the list of symbols for testing/optimization.

----------------

And we can see the practical example posted on this small article: Creating an Expert Advisor, which Trades on a Number of Instruments 

The technical side of implementing the program code in order for a single Expert Advisor, launched on a single chart, to be able to trade with different financial assets at the same time. In general, this was not a problems even in MQL4. But only with the advent of the MetaTrader 5 client terminal, traders finally got the opportunity to perform a full analysis of the work of such automates, using strategy testers.

So now multi-currency automates will become more popular than ever, and we can forecast a surge of interest in the construction of such trading systems. But the main problem of implementation of such robots is in the fact that their dimensions in the program code expand, at best, in an arithmetic progression, and this is not easy to embrace for a typical programmer.

The Expert Advisor is ready, it's time to begin with testing! There are no visible serious differences in the testing of the multi-currency Expert Advisor from his fellow single-currency Expert Advisor.



The passing time of the first test of the Expert Advisor may turn out to be very significant, due to the loading of the history for all twelve symbols. After completing the test in the strategy tester, open the tab "Results" and the "Journal":



To add comments, please log in or register