Testing Arbitrage Strategies with Meta Trader 4

forex_trader_73579

会员从Apr 15, 2012开始 2帖子

Apr 18, 2012 at 11:19

会员从Apr 15, 2012开始 2帖子

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

会员从Jun 09, 2011开始 183帖子

Apr 24, 2012 at 04:58

会员从Jun 09, 2011开始 183帖子

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.

http://www.freeforexrebates .info

forex_trader_73579

会员从Apr 15, 2012开始 2帖子

Apr 24, 2012 at 10:26

会员从Apr 15, 2012开始 2帖子

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

会员从Apr 16, 2012开始 15帖子

Apr 25, 2012 at 20:13

会员从Apr 16, 2012开始 15帖子

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 :(

The money is between the chair and the screen

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Testing Arbitrage Strategies with Meta Trader 4