How is possible make a multi-pairs backtesting?
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."
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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
CodeBase
- Multi-currency night scalper - Night Scalper Multi - expert for MetaTrader 5
- Multi-symbol Two iMA Simple - expert for MetaTrader 5
- and more on CodeBase here (the link to the search result).
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 - Multi-symbol balance graph in MetaTrader 5
- How to visualize multicurrency trading history based on HTML and CSV reports
- Creating a Multi-Currency Multi-System Expert Advisor
- 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
- www.metatrader5.com
Multicurrency strategy tester (MT5)
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:
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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.
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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.
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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":
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