how can backtest currency correlation EA

[LONNV]

I created EA that hedge EURUSD AND USDCHF.

But how can backtest.

Can backtest two currency pair EA?

[Sergey Golubev]

The general information about multi-currency strategy tester: "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."

more info here ...

[Sergey Golubev]

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
  
• How to visualize multicurrency trading history based on HTML and CSV reports
  
• Creating an Expert Advisor, which Trades on a Number of Instruments

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

[Sergey Golubev]

There is one example on the article -

Forum on trading, automated trading systems and testing trading strategies

How to Start with Metatrader 5

Sergey Golubev, 2017.08.10 14:17

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":

[LONNV]

Sergey Golubev:

There is one example on the article -

thanks I am looking for metatrader4 platform .not mt5.

I found this one but not work.

https://www.mql5.com/en/articles/1493

[Sergey Golubev]

LONNV:

thanks I am looking for metatrader4 platform .not mt5.

I found this one but not work.

https://www.mql5.com/en/articles/1493

MetaQuotes company stopped supporting MT4 platform. It means that they will not develop this platform any more (they will do "bug fix" only),and we can download this MT4 platform from the brokers' websites only (because the brokers are still supporting MT4).

I am suggesting to use MT5.

[Andrei Chiriac]

LONNV:

I created EA that hedge EURUSD AND USDCHF.

But how can backtest.

Can backtest two currency pair EA?

As far as i know you can backtest multiple currencies only in MT5.

In MT4 only 1.