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How to backtest muti timeframe EA in MT4?

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Kwok Fung Chan
1314
Kwok Fung Chan 2015.11.15 05:27 
I have an EA that use H4 and D1 timeframe.

I have already downloaded tick data for both timeframe.

But when I backtest the ea in H4, it doesn't seems to compair D1 data.

So how do I backtest the EA using two timeframe?
Marco vd Heijden
Moderator
4685
Marco vd Heijden 2015.11.15 09:40  
Isn't that kinda logical.
Siti Latifah
6449
Siti Latifah 2015.11.16 14:15  
Sunny Chan:
I have an EA that use H4 and D1 timeframe.

I have already downloaded tick data for both timeframe.

But when I backtest the ea in H4, it doesn't seems to compair D1 data.

So how do I backtest the EA using two timeframe?



do backtest on higher timeframe.

if your signal use H4 and D1, so try btest on D1

Stanislav Korotky
17875
Stanislav Korotky 2015.11.17 10:54  
Siti Latifah:

do backtest on higher timeframe.

if your signal use H4 and D1, so try btest on D1

Just the contrary: using H4 it's possible to reconstruct D1 in the expert code and process it appropriately in addition to H4, but using D1 there is no way to drill down to H4.

Sunny Chan:
I have an EA that use H4 and D1 timeframe.

Do you have the source codes?

How does the EA "use" 2 timeframes? If it processes them independently, you can run 2 backtests and then merge their results. If the algorithm analyses both timeframes simultaneously, the only solution is to adjust the code (if is's available).

Siti Latifah
6449
Siti Latifah 2015.11.17 11:51  
Stanislav Korotky:

Just the contrary: using H4 it's possible to reconstruct D1 in the expert code and process it appropriately in addition to H4, but using D1 there is no way to drill down to H4.



I mean.. if use signal h4 and D1, so backtest on D1

example:

     EMA_H4=iMA(Symbol(),240,.................

     EMA_D1=iMA(Symbol(),1440,.................

     if ( EMA_H4 == blabla  && EMA_D1==blabla ) execute...

Stanislav Korotky
17875
Stanislav Korotky 2015.11.17 15:15  
Siti Latifah:


I mean.. if use signal h4 and D1, so backtest on D1

example:

     EMA_H4=iMA(Symbol(),240,.................

     EMA_D1=iMA(Symbol(),1440,.................

     if ( EMA_H4 == blabla  && EMA_D1==blabla ) execute...

You can also run it on H4 as well - in both cases you get iMA values. Anyway, it's important to know this EA logic.
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