how can backtest currency correlation EA

 

I created EA that hedge EURUSD AND USDCHF.

But how can backtest.

Can backtest two currency pair EA?

 

The general information about multi-currency strategy tester: "The Strategy Tester is a multi-currency tool, which allows you to test and optimize strategies trading multiple financial instruments. The tester automatically processes information of all symbols that are used in the trading strategy, so you do not need to manually specify the list of symbols for testing/optimization."

more info here ...

Strategy Testing - Algorithmic Trading, Trading Robots - MetaTrader 5 Help
Strategy Testing - Algorithmic Trading, Trading Robots - MetaTrader 5 Help
  • www.metatrader5.com
The Strategy Tester allows you to test and optimize trading strategies (Expert Advisors) before using them for live trading. During testing, an Expert Advisor with initial parameters is once run on history data. During optimization, a trading strategy is run several times with different sets of parameters which allows selecting the most...
 

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

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
Optimization Types - Algorithmic Trading, Trading Robots - MetaTrader 5 Help
Optimization Types - Algorithmic Trading, Trading Robots - MetaTrader 5 Help
  • www.metatrader5.com
This type of optimization is based on the genetic algorithm of search for the best values of input parameters. This type is much faster than the first one and is almost of the same quality. The slow complete optimization that would take several years can be performed within several hours using the genetic algorithm. Each individual has a...
 

There is one example on the article -

Forum on trading, automated trading systems and testing trading strategies

How to Start with Metatrader 5

Sergey Golubev, 2017.08.10 14:17

We can see the practical example posted on this small article: Creating an Expert Advisor, which Trades on a Number of Instruments 

The technical side of implementing the program code in order for a single Expert Advisor, launched on a single chart, to be able to trade with different financial assets at the same time. In general, this was not a problems even in MQL4. But only with the advent of the MetaTrader 5 client terminal, traders finally got the opportunity to perform a full analysis of the work of such automates, using strategy testers.

So now multi-currency automates will become more popular than ever, and we can forecast a surge of interest in the construction of such trading systems. But the main problem of implementation of such robots is in the fact that their dimensions in the program code expand, at best, in an arithmetic progression, and this is not easy to embrace for a typical programmer.

The Expert Advisor is ready, it's time to begin with testing! There are no visible serious differences in the testing of the multi-currency Expert Advisor from his fellow single-currency Expert Advisor.



The passing time of the first test of the Expert Advisor may turn out to be very significant, due to the loading of the history for all twelve symbols. After completing the test in the strategy tester, open the tab "Results" and the "Journal":



 
Sergey Golubev:

There is one example on the article -


thanks I am looking for metatrader4 platform .not mt5.

I found this one but not work.

https://www.mql5.com/en/articles/1493

Break Through The Strategy Tester Limit On Testing Hedge EA
Break Through The Strategy Tester Limit On Testing Hedge EA
  • www.mql5.com
An idea of testing hedge EA in the strategy tester will be given in this article. As you know, the strategy tester has its own limit unabling to open any order for another symbol. Every user that would like to test his/her own hedge Expert Advisors needs to test it/them live only. But does this limit our capabilities? I am sure that every hedge...
 
LONNV:

thanks I am looking for metatrader4 platform .not mt5.

I found this one but not work.

https://www.mql5.com/en/articles/1493

MetaQuotes company stopped supporting MT4 platform. It means that they will not develop this platform any more (they will do "bug fix" only),and we can download this MT4 platform from the brokers' websites only (because the brokers are still supporting MT4).

I am suggesting to use MT5.
 
LONNV:

I created EA that hedge EURUSD AND USDCHF.

But how can backtest.

Can backtest two currency pair EA?

As far as i know you can backtest multiple currencies only in MT5.

In MT4 only 1.