Backtesting in MT4/MT5... Multiple Symbols and Timeframes?

Hi

Wanted to ask if it is possible in MT5 to backtest multiple symbols and multiple timeframes?

Or even one symbol... that uses multiple time frame of data.

The reason I ask this is because a strategy I use requires multiple timeframes to work (H1 and H4).... so backtesting in MT4 has been impossible. Is it possible in MT5?

Also I was wondering if it is possible to test multiple symbols with multiple timeframes in MT5?

Thanks!

Hi ultax, I don't know about MT5 because I don't use it, but it is certainly possible to reference both multiple timeframes and multiple symbols when backtesting in MT4, I do both in various EA's. I suppose it will depend on the coding language/platform you are using.

Cheers, Sharks

hi sharks37,

Oh really? I thought it could only draw from one datafeed/timeframe at a time... e.g. if backtesting on H1... then it can only pull the info of a H1 50EMA for example... and not look at H4 50EMA at the same time?

That's correct. MT4 supports testing of multiple timeframes and symbols. The restriction is that you can only *trade* one symbol.

Hi ultax, emmzett is correct you can only trade one symbol at a time, but to calculate whether you will take a trade you can access mutiple timeframes and multiple symbols to do so.

For example, I have several EA's that reference Daily or H4 bar data (typically the hgh or low price) but I run the EA's on the M1 because there are calculations I want to perform with that frequency using the D or H4 data.

Similarly, I have correlated markets models that access data about multiple markets to perform a calculation or a trade signal. For example I have a EA which calculates the average RSI of say several crosses of the GBP (eg. GBPUSD, GBPJPY, GBPCAD, GBPCHF, EURGBP) and if that average RSI is < 30 or > 70 I will buy or sell on the symbol that my EA is on (eg. on the GBPUSD in the above example).

Both of the above types of data access are supported by MT4 backtester.

I can't say for certain, but my guess is that the backtester will access whatever data you have on your terminal for those timeframes and markets. I'm guessing that because when I run tests on tick, I can see the backtester accessing the range of timeframes down to the M1 to obtain the smallest possible timeframe to perform its calculations on tick. Based on that observation my guess is it will scan all the relevant timeframes/symbols referenced by your EA during a backtest.

Cheers, Sharks

You can back-test multiple symbols separately, then merge the backtest reports together here: https://mt4-forex-ea.com/online-tool...report-merger/ (MT4 only!).
Hope this helps.

k4y

Mt4 can bact test for mult symbol and timeframe, But has some resitrictions:
1. for the same symbol with the test, I can query any bar data. But for the other symbol, I can only qurey history bar data, not the current bar. The current bar with index=0 has only one price, bar open price. Because in backtest, other symbol has no tick data, the current bar is not finished and has no data.
2. If use indicator in test mode, only same symbol & timeframe with the test works. Though I can get history data when indicator is init loaded, but it doesn't update when the test go on. I don't know why.
3. The bar data is storaged in the broker's history directory, ie #MT4_HOME/history/$broker_name/EURUSD60.hst. So before start the test, make sure the mt has already download the history bar data. How to check? Open the Eurusd chart, choose the timeframe, press "Home" on the keyboard to see the earliest date of that (symbol, timeframe) pair.

Can you Backtest multiple timeframes in MT5, how?

regards

Hi

Please, somebody could add arrow and alert on this Center Of Gravity indicator, it is very good if you use in combination with support and resistence after the green lines. it does not repaint, if you add arrow and alert will be very handle to backtest too.