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Multicurrency Backtests

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zzuegg
1505
zzuegg 2011.08.10 10:53 

Hi fellow trades. 

Just switched over from the mql4 board since i need a multicurrecy backtest.

I have already written my strategy so that it can be backtested on one pair, now i was going to modify it for Multicurrency.

I googled a bit and the solution found here seems good locking and logic: https://www.mql5.com/en/articles/234

At next i found out that the differnt timeframes need's to be synchronized, since a  example is shown i assue this will also not generate any problems.

Here my questions. Is all that informations still up to date, are there other known 'standart' routines which solve my problems? I am asking because i know mt5 is still work in progress.

 

Best regards

Michael 

The Implementation of a Multi-currency Mode in MetaTrader 5
  • 2011.02.18
  • Konstantin Gruzdev
  • www.mql5.com
For a long time multi-currency analysis and multi-currency trading has been of interest to people. The opportunity to implement a full fledged multi-currency regime became possible only with the public release of MetaTrader 5 and the MQL5 programming language. In this article we propose a way to analyze and process all incoming ticks for several symbols. As an illustration, let's consider a multi-currency RSI indicator of the USDx dollar index.
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