Cross-category symbol history not loading in Strategy Tester!
When backtesting a multi-currency EA where the main symbol selected in the Strategy Tester belongs to a specific group (e.g., Indices like US500 ), MT5 fails to load historical data/ticks for secondary symbols belonging to a different category (e.g., Forex pairs like EURUSD ).
Could someone from the MetaQuotes team confirm whether this is a known limitation of the tester's symbol/category resolution logic, or a bug? Happy to provide build number, broker server details, and logs if useful for reproducing this.
Thanks!
- Testing indicators
- Custom symbols
- Testing and optimization of Expert Advisors
This doesn't happen for me - I've been playing with statistical arbitrage between instruments from different categories, including e.g. EURUSD/XAUUSD, XAUUSD/BTCUSD, XAUUSD/NAS100, custom-symbol-geomean-of-7-stocks/NAS100, etc. and everything just worked regardless of which symbol I choose as main in the strategy tester (but of course that symbol's ticks determine when OnTick is called). If it happens for you, then maybe it's some detail in the symbol specifications coming from your broker that triggers this?
playgold #:
This doesn't happen for me - I've been playing with statistical arbitrage between instruments from different categories, including e.g. EURUSD/XAUUSD, XAUUSD/NAS100, custom-symbol-geomean-of-7-stocks/NAS100, etc. and everything just worked regardless of which symbol I choose as main in the strategy tester (but of course that symbol's ticks determine when OnTick is called). If it happens for you, then maybe it's some detail in the symbol specifications coming from your broker that triggers this?
This doesn't happen for me - I've been playing with statistical arbitrage between instruments from different categories, including e.g. EURUSD/XAUUSD, XAUUSD/NAS100, custom-symbol-geomean-of-7-stocks/NAS100, etc. and everything just worked regardless of which symbol I choose as main in the strategy tester (but of course that symbol's ticks determine when OnTick is called). If it happens for you, then maybe it's some detail in the symbol specifications coming from your broker that triggers this?
In my case, the issue seems directly tied to brokers that strictly partition symbols into separate folder trees ( Forex\EURUSD vs Indices\US500 ).
On brokers where all symbols reside flat in a single directory without folder hierarchy, I have no issues at all. It appears that when a broker uses nested group paths in the symbol tree, the Strategy Tester agent fails to cross-sync history across those distinct folder categories.
Out of curiosity, does your broker use nested folder trees in strategy tester, or are all your instruments listed in a flat root folder?
Farhad Kia:
When backtesting a multi-currency EA where the main symbol selected in the Strategy Tester belongs to a specific group (e.g., Indices like US500 ), MT5 fails to load historical data/ticks for secondary symbols belonging to a different category (e.g., Forex pairs like EURUSD ).
Please provide the Strategy Tester log file (not an excerpt, not a screenshot).
When backtesting a multi-currency EA where the main symbol selected in the Strategy Tester belongs to a specific group (e.g., Indices like US500 ), MT5 fails to load historical data/ticks for secondary symbols belonging to a different category (e.g., Forex pairs like EURUSD ).
Could someone from the MetaQuotes team confirm whether this is a known limitation of the tester's symbol/category resolution logic, or a bug? Happy to provide build number, broker server details, and logs if useful for reproducing this.
Thanks!
