Multiple EA backtesting

[Forex Trader]

Hi,

I was wondering if there was a way to run a backtest with multiple EAs operating on different currency pairs and charts simultaneously.

It would be really nice to be able to see how EAs can interact together. If this cannot already be done, it would be nice to see a move to introduce the feature at some point.

[ANTONIO JOAQUIN BARRETO]

i would like to see it too.

[Sergey Golubev]

All (not yet) about Strategy Tester, Optimization and Cloud

• 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."
• Testing trading strategies on real ticks and the explanation is on  this post. 

Forum on trading, automated trading systems and testing trading strategies

All (not yet) about Strategy Tester, Optimization and Cloud

Sergey Golubev, 2017.10.05 12:32

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 
• 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