Download MetaTrader 5

Does MT5 support portfolio testing or not?

To add comments, please log in or register
charly king her
955
charly king her  

Just give me a YES or a NO. 

 

If NO, then please read the following. 

I am quite sure, a portfolio tester cannot be that difficult to implement.

Instead of reading historical prices from one pair, give strategy tester the capacity to read historical prices from all currency pairs included in MQL5 code.  

It is just silly if we have to write our own STRATEGY tester that supports portfolio testing in C++.

Rashid Umarov
Admin
12054
Rashid Umarov  
The Strategy Tester in client terminal MetaTrader 5 already provides multicurrency testing. Check it yourself.

Larry
1253
Larry  

I see where you can select from a drop down the choice of symbols.  I also noticed that it allows for text entry, but I could not select more than one currency pair, do I enter the pairs manually as text?  If so, do I need to use a seperator?  If so, what seperator is acceptable?

Alexey Petrov
Admin
1214
Alexey Petrov  
All the necessary symbols are automatically used by the tester. No need to indicate them anywhere. The symbol that is selected in the field you mentioned is like a "main" one. Ticks of that symbol will be used for the OnTick() funciton of your ea to trigger. It is similar as attaching an ea to a chart in the terminal.

Johnny
140
Johnny  

My suggestion to  developer, instead of "All the necessary symbols are automatically used by the tester." Why don't you make it selectable, that way user can choose what currency they want to test on and do optimiztion. This will save plenty of time..
Wei Sun
699
Wei Sun  
yster:

My suggestion to  developer, instead of "All the necessary symbols are automatically used by the tester." Why don't you make it selectable, that way user can choose what currency they want to test on and do optimiztion. This will save plenty of time..
I think it's the duty of your EA.
Johnny
140
Johnny  
do you mean, we have to specific whatever symbol we wanna run in code ? instead of using m_symbol.Name(Symbol()); for whatever symbol we r running on. ?

Bogdan Caramalac
1112
Bogdan Caramalac  
yster:
do you mean, we have to specific whatever symbol we wanna run in code ? instead of using m_symbol.Name(Symbol()); for whatever symbol we r running on. ?

The symbol field is a string, so you can specify it automated (like Symbol() ) , manually (like "EURUSD") or with a string variable. For instance you could have a string array having a pair of symbols of each line. You could pass a[0][0] containing "BAC" for Bank of America and a[0][1] containing "C" for Citigroup (sure, if you have them in the field). Of course you can use any symbol. If only the current chart symbol would have been available, there wouldn't be any reason to have a symbol field.
To add comments, please log in or register