EA for Multitimeframe and Multicurreny Backtest

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Hello,

can somebody put a EA for download here, with wich it is possible to make a backtest like this:


EURUSD 1 min chart, EURUSD 5 min chart, EURUSD 15 min chart

and at same time

USDCHF 1 min chart, USDCHF 5 min chart, USDCHF 15 min chart


I want to code a strategie and backtest it like in the example above on 2 different currencys at same time and see how the account equity go.

Is with MT5 such a backtest possible?

Documentation on MQL5: Standard Constants, Enumerations and Structures / Environment State / Account Properties
  • www.mql5.com
Standard Constants, Enumerations and Structures / Environment State / Account Properties - Documentation on MQL5
 
https://www.mql5.com/en/articles/217
Creating Multi-Expert Advisors on the basis of Trading Models
  • 2011.01.18
  • Василий Соколов
  • www.mql5.com
Using the object-oriented approach in MQL5 greatly simplifies the creation of multi-currency/multi-system /multi-time-frame Expert Advisors. Just imagine, your single EA trades on several dozens of trading strategies, on all of the available instruments, and on all of the possible time frames! In addition, the EA is easily tested in the tester, and for all of the strategies, included in its composition, it has one or several working systems of money management.
 
I write a EA for 3 years, the working mode is like yours, I think MT5 cannot support this mode to backtest, I only do it forward testing, so sad
 
PipTraderTim:

Is with MT5 such a backtest possible?

Sure.

MetaTrader 5 has fully multitimeframe and multicurrency strategy tester.

 
What about multistrategy backtesting? This would be very helpful to see how strategies perform with each other..
 
I think that genetic algorithm produces a rather optimized result not concerning variations with respect to parameters.

It is a method that can be used to get current test simulation from within ht EA, this however needs to be checked in relation to the parameters.

I have been writing on it for good years now and I like the modules and how they work. I do hope to further advance in the discipline so I could produce more testing.
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