Backtesting EA which loops through all Symbols

Rene Fernando Tovar Macchi 2020.09.11 22:59 #1

Cristof Ensslin:

Dear Friends,

we've built an EA for MT5 which loops through all Symbols, calculates indicators for them and makes deals in those symbols with signals. All from one chart. In live trading it works well, but I can't seem to get it to work in the strategy tester.

Could anyone please advise?

Thanks so much
Cristof

Hi Cristof Ensslin, I only have experience with MT4 but read in other forums that the limitation could be if you need to loop each symbol from the start date after the EA reaches the end date on the strategy tester. I am sharing the way I decided to circumvent that limitation, hoping it helps you finding a solution that suits your need. It's not beautiful but effective. I wrote a VBA program in Excel that finds the MT4 Strategy Windows. That is a simple API that enable my spreadsheet to recognize every field and buttons from the Strategy Tester then to fill-in whatever I need, and click any button at my will. i.e. I have a list of symbols to test my EA, hence I pick up the first from my spreadsheet and with VBA (Excel Visual Basic macro language) and find the SYMBOL ComboBox, then pick up the required SYMBOL and sending a click signal to the START button. The VBA program then monitor every second until the STOP button switches back to START in order to repeat a loop with the next SYMBOL.

I have not shared that code, I'm new to this forum, just started today, but happy to put together a proof of concept if you think that would address your need ... I still need to learn where those ideas should be published :-)

PD: The other limitation I guess from my MT4 experience is that usually we drive our EA's from the "ON TICK" event. And, that event is not a sync event for every symbol. Major FX may have thousands of ticks at times where other symbols are closed or fewer tick prices making it harder to sync analysis / decisions in the strategy tester. Hope that helped

How to Mandatory Close validation ex4 Strategy Tester History problem

Cristof Ensslin 2020.09.15 19:16 #2

Rene Fernando Tovar Macchi:

Hi Cristof Ensslin, I only have experience with MT4 but read in other forums that the limitation could be if you need to loop each symbol from the start date after the EA reaches the end date on the strategy tester. I am sharing the way I decided to circumvent that limitation, hoping it helps you finding a solution that suits your need. It's not beautiful but effective. I wrote a VBA program in Excel that finds the MT4 Strategy Windows. That is a simple API that enable my spreadsheet to recognize every field and buttons from the Strategy Tester then to fill-in whatever I need, and click any button at my will. i.e. I have a list of symbols to test my EA, hence I pick up the first from my spreadsheet and with VBA (Excel Visual Basic macro language) and find the SYMBOL ComboBox, then pick up the required SYMBOL and sending a click signal to the START button. The VBA program then monitor every second until the STOP button switches back to START in order to repeat a loop with the next SYMBOL.

I have not shared that code, I'm new to this forum, just started today, but happy to put together a proof of concept if you think that would address your need ... I still need to learn where those ideas should be published :-)

PD: The other limitation I guess from my MT4 experience is that usually we drive our EA's from the "ON TICK" event. And, that event is not a sync event for every symbol. Major FX may have thousands of ticks at times where other symbols are closed or fewer tick prices making it harder to sync analysis / decisions in the strategy tester. Hope that helped

Thank you!

Vladimir Karputov 2020.09.16 04:22 #3

Cristof Ensslin :

Dear Friends,

we've built an EA for MT5 which loops through all Symbols, calculates indicators for them and makes deals in those symbols with signals. All from one chart. In live trading it works well, but I can't seem to get it to work in the strategy tester .

Could anyone please advise?

Thanks so much
Cristof

What can't you do? There are no problems in MetaTrader 5 when testing multi-currency Expert Advisors.