Multi Currency EA

[Abdelrahman Shehata]

Hello

I'm trying to build a multi currency ea that works in the mt5 strategy tester.

i'm not a professional programmer but i tried i've read the articles on this website about that and tried but with no luck i couldn't understand the method because they use about 3-5 include files linking to each other and it became over overwhelming.

so please any one give me an example within a small direct code of how can i use the OnChartEvent() and the OnBookEvent() to check whether there is a tick on the other symbols or not.

Thanks in advance

[Sergey Golubev]

Multi currency EA ideas- the thread

[Sergey Golubev]

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

[Sergey Golubev]

CodeBase  

• Multi-currency night scalper - Night Scalper Multi - expert for MetaTrader 5 
• Multi-symbol Two iMA Simple - expert for MetaTrader 5
  
• and more on CodeBase here (the link to the search result).

[Abdelrahman Shehata]

I've already read all these.

the use of ontick function isn't working well in the tester because when the symbol the multi ea attached to is changed the results change also.

the ontimer function seems to be working but it's very slow in the tester when trying optimization.

so i found that the chart event and book event is going to work somehow but the examples available about it the complex or simple but not explained well

all the examples have a hex number that i don't understand how it check the ticks with.

so please give a simple code that explain how to deal with the event handling for checking ticks for other symbols. 

[Abdelrahman Shehata]

Any one?

[Kourosh Davallou]

hi my friend .

The best multi-currency strategy is to use currency correlation and lock profits and losses. In this case, the entry and exit of the market process does not need to know the market direction

[Ernst Van Der Merwe]

EA:

string Symbol[]={"AUDUSD","EURUSD","GBPUSD","USDCHF","USDCAD","USDJPY"};
int handle[],size;
//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit()
  {
//---
   long chartID=ChartID();
   ArrayResize(handle,size=ArraySize(Symbol));
   for(int i=0;i<size;i++)
      if((handle[i]=iCustom(Symbol[i],_Period,"OnTick",chartID,i))==INVALID_HANDLE)
         return(INIT_FAILED);
//---
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//| Expert deinitialization function                                 |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
  {
//---
   for(int i=0;i<size;i++)
      IndicatorRelease(handle[i]);
  }
//+------------------------------------------------------------------+
//| Expert tick function                                             |
//+------------------------------------------------------------------+
void OnTick(const string &symbol,const double &price)
  {
//---
   Print(symbol," ",price);
  }
//+------------------------------------------------------------------+
//| ChartEvent function                                              |
//+------------------------------------------------------------------+
void OnChartEvent(const int id,
                  const long &lparam,
                  const double &dparam,
                  const string &sparam)
  {
//---
   if(id>=CHARTEVENT_CUSTOM)
      OnTick(sparam,dparam);
  }
//+------------------------------------------------------------------+

Indicator:

#property indicator_chart_window
#property indicator_applied_price PRICE_CLOSE
//--- input parameters
input long     ChartID=0;
input ushort   EventID=0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int OnInit()
  {
//--- indicator buffers mapping
//---
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
                const int prev_calculated,
                const int begin,
                const double &price[])
  {
//---
   if(prev_calculated)
      ::EventChartCustom(ChartID,EventID,rates_total,price[rates_total-1],_Symbol);
//--- return value of prev_calculated for next call
   return(rates_total);
  }
//+------------------------------------------------------------------+

[Abdelrahman Shehata]

Ernst Van Der Merwe:

EA:

Indicator:

Thanks for your help.

[Sergey Golubev]

Forum on trading, automated trading systems and testing trading strategies

Buying or Selling all 7 pairs

Sergey Golubev, 2024.06.01 14:18

Developing a multi-currency Expert Advisor (Part 1): Collaboration of several trading strategies

During my working activities, I had to deal with various trading strategies. As a rule, EAs implement only one trading idea. The difficulties of ensuring stable collaboration of many EAs on one terminal usually force us to select only a small number of the best ones. But it is still a pity to throw away completely workable strategies for this reason. How can we make them work together?

[Sergey Golubev]

Forum on trading, automated trading systems and testing trading strategies

Buying or Selling all 7 pairs

Sergey Golubev, 2024.06.05 06:47

Developing a multi-currency Expert Advisor (Part 2): Transition to virtual positions of trading strategies 

In the previous article, we started developing a multi-currency EA that works simultaneously with various trading strategies. At the first stage there were only two different strategies. They represented the implementation of the same trading idea, worked on the same trading instrument (symbol) and chart period (timeframe). They differed from each other only in the numerical values of the parameters.

We are now only interested in testing the suitability of this approach, and not the efficiency of its implementation. Therefore, within the framework of this article, we will try to develop at least some working implementation of this approach, which later will help us build a more beautiful one from an architectural point of view since we will already have knowledge on how to avoid mistakes.