Back-testing & Trading on multiple symbols simultaneously?
I think that we cannot achieve this in MT4 so far... it is too much asked for it LOL
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Hi,
I want to similate a "portfolio" trading method, where instead of back-testing and trading only one currency pair at a time, I want to process and act on signals from all currency pairs in my "portfolio". For example, if my "portfolio" were GBP/USD, EUR/USD and EUR/GBP, I would want my expert advisors to process the signals from each pair, one pair at a time, and open positions based on the signals, as they occur, one pair at a time. So in effect, I'm trading a "portfolio" and not just one single pair.
There is a difference between running backtests on all pairs, one at a time, and then adding the results together. With the "portfolio" method, the winners from all pairs in the portfolio help grow the trading capital. So for example, we don't have to depend on gains from GBP/USD only; we can trade GBP/USD and increase lot sizes based on gains from the other pairs.
I don't see how I could accomplish this in MT4. I tried to add an extra OrderSend() command using "EURUSD" as the symbol when back-testing on GBPUSD, but MetaTrader puked and said "EURUSD" was an invalid symbol. Does anybody know of any work-arounds for this? Based on every tick of GBPUSD, also process signals and open trades for EURUSD and EURGBP?
It would be nice if MetaTrader let you define a "portfolio" and then you'd be able to run your back-tests and live trading on this "portfolio". Similar to what TradingBlox lets you do (Trading Blox).