How can I test an EA trading more than 1000 symbols?

To add comments, please log in or register
Chuckle
14
Chuckle  

Hello.

I try to use the Strategy Tester to test my EA, buit get the message "no more than 1000 symbols can be selected" each time. I guess it's because my EA tries to trade more than 

1000 stocks and the MT5 limits the max number of symbols that can be selected. 

I tried to unselect the symbols in my EA after it reads the data of those symbols, but it didn't work. It seems that the EA selects all the symbols when it starts. The number of the symbols already exceeded the limit before I have the chance to unselect any used symbols.

Does anyone have similar experience? How did you solve this problem? How can I test an EA trading more than 1000 symbols ?

Greg Pawlak
145
Greg Pawlak  
hi, you need expensive software and efficient pc to do this in reasonable time. Regards Greg
Chong Lip Phang
2384
Chong Lip Phang  
Try removing those symbols completely from your EA as well as the Market Watch window.
Seng Joo Thio
942
Seng Joo Thio  
Chuckle:

I try to use the Strategy Tester to test my EA, buit get the message "no more than 1000 symbols can be selected" each time. I guess it's because my EA tries to trade more than 

1000 stocks and the MT5 limits the max number of symbols that can be selected. 

I tried to unselect the symbols in my EA after it reads the data of those symbols, but it didn't work. It seems that the EA selects all the symbols when it starts. The number of the symbols already exceeded the limit before I have the chance to unselect any used symbols.

Does anyone have similar experience? How did you solve this problem? How can I test an EA trading more than 1000 symbols ?

If I do it, I'll look into the possibility of splitting my analysis into at least 2 parts - each running on separate terminals. Then they share analysis outcome via files perhaps, and select which symbol to trade from there. This way, each terminal can include less than 1000 symbols.

Strategy Testing will be slightly more complicated, as it will involve running each terminal separately beforehand to generate their time-stamped analysis. For example, if I have 1500 symbols, I split into two parts - 750 in Terminal A and 750 in Terminal B. So I'll first run Terminal B, do analysis of 750 symbols and write outcome to file. Then I run Terminal A, which will not only analyse the 750 symbols within Terminal A, but also read in the analysis results from Terminal B, and made decision from there.

This method will also work even if your analysis cannot be split (i.e. must be done ALL symbols together) - by pre-writing raw price data of additional symbols to data files, and read when necessary, rather than relying solely on what is selected within the EA.
Chuckle
14
Chuckle  
Seng Joo Thio:

If I do it, I'll look into the possibility of splitting my analysis into at least 2 parts - each running on separate terminals. Then they share analysis outcome via files perhaps, and select which symbol to trade from there. This way, each terminal can include less than 1000 symbols.

Strategy Testing will be slightly more complicated, as it will involve running each terminal separately beforehand to generate their time-stamped analysis. For example, if I have 1500 symbols, I split into two parts - 750 in Terminal A and 750 in Terminal B. So I'll first run Terminal B, do analysis of 750 symbols and write outcome to file. Then I run Terminal A, which will not only analyse the 750 symbols within Terminal A, but also read in the analysis results from Terminal B, and made decision from there.

This method will also work even if your analysis cannot be split (i.e. must be done ALL symbols together) - by pre-writing raw price data of additional symbols to data files, and read when necessary, rather than relying solely on what is selected within the EA.

Is it possible to split all the symbols into 2 parts and run them on different terminals? Does MT5 support that?

Chuckle
14
Chuckle  
Chong Lip Phang:
Try removing those symbols completely from your EA as well as the Market Watch window.
I don't think I have a chance to do that. It seems that the EA selects all the symbols when it starts. 
Seng Joo Thio
942
Seng Joo Thio  
Chuckle:

Is it possible to split all the symbols into 2 parts and run them on different terminals? Does MT5 support that?

It is how you code your EA that matters. 

To add comments, please log in or register