Testing Arbitrage Strategies with Meta Trader 4

forex_trader_73579

Apr 15, 2012からメンバー 2 投稿

Apr 18, 2012 at 11:19

Apr 15, 2012からメンバー 2 投稿

Hello fellow traders,

I was wondering if anyone is aware of a good way to test strategies which buy/sell on TWO different symbols with Meta Trader 4. It just gives an unknown symbol error if you backtest a strategy that acts on another symbol than the one you choose to test it on.

Any other method to backtest Meta Trader EAs outside the backtesting framework, besides writing my own set of scripts?

Greetings,
Chris

tigpips

Jun 09, 2011からメンバー 183 投稿

Apr 24, 2012 at 04:58

Jun 09, 2011からメンバー 183 投稿

Arbitrage between 2 different symbols on the same MT4 terminal? Hmm... maybe you could try,

downloading the history data for both symbols first under your History Center, then try back testing again. If it is still giving you an error, then it could be that the symbol name within the coding doesn't match up the one that is listed by your broker.

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forex_trader_73579

Apr 15, 2012からメンバー 2 投稿

Apr 24, 2012 at 10:26

Apr 15, 2012からメンバー 2 投稿

Thanks for your reply :)

As it turns out, it's impossible to backtest hedging/multiple pairs in MT4. But there is a work-around: http://articles.mql4.com/445#9252 I think it's rather ugly, but among the lines what I'd have done if I hadn't found this beforehand.

BBakhsh

Apr 16, 2012からメンバー 15 投稿

Apr 25, 2012 at 20:13

Apr 16, 2012からメンバー 15 投稿

This is interesting - I may try this as backtesting my EA has been hard as it works with 5 pairs.
It also uses daily pivots so again back tests are proving hard to execute :(

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