WOW.... ok now this could make the weekend more interesting.
Charvo..and anyone else with some MQL skills. I have found a script that can do multiple pair backtesting. In fact, the author developed it to test another hedging strategy!!!!! -> http://articles.mql4.com/445
It seems only minor changes to the coding would be needed to allow us to backtest this EA. ... I don't need to tell anyone this could have a huge impact. Reposting portion of article, there's a video at the bottom of it being used:
Break Through The Strategy Tester Limit On Testing Hedge EA [ ru ]
http://www.mql4.com/i/print.gif
Introduction
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 trader needs to test his own EA before trading live. So, I am giving the idea of generating a virtual strategy testing behavior (tester-like) to you all with hope that it can help us break through the mt4 strategy tester limit and hope that it will useful for further usage.
The Concept Of Virtual Tester
The idea of a virtual tester appeared in my head while working with "Files" function in mq4. An idea of taking some important data from a file to set a virtual trading scheme has come out of my brain, "Can this be an answer of testing my hedge EA ?" Let's try it out.
My virtual tester does not need any other external program or software. Everything can be done by means of mq4 parameters. The concept of this virtual tester is to let the indicated parameters of opening or closing hedge orders tell us to collect the necessary data. Such as opening price, opening time, closing price, closing time and all other important data. After the necessary data is set, they will be used for comparing with the latest tick value of any compatible type, such as open price and last Bid, or open price and last Ask. Such values can lead us to the profit calculation method that will guide us to collect a new group of data after they meet the closing hedge condition.
These groups of data will be exported to a file for the further usage. After the testing is done and all data types are collected to a file(s), we will be able to see "how the hedge EA is performed ". By getting the data from these files to plot them as an indicator of the performance's curve, I think we can finish the virtual testing of our hedge EA.
By this concept, I assume that we can get the testing result that is similar to the real strategy tester result. By the way, this is only an idea of creating a tester for hedge Expert Advisors. I will not guarantee that it will be exactly the same as a real tester. But hope that it will be a good reference for future usage.
Now let's begin.
Charvo..and anyone else with some MQL skills. I have found a script that can do multiple pair backtesting. In fact, the author developed it to test another hedging strategy!!!!! -> http://articles.mql4.com/445
It seems only minor changes to the coding would be needed to allow us to backtest this EA. ... I don't need to tell anyone this could have a huge impact. Reposting portion of article, there's a video at the bottom of it being used:
Break Through The Strategy Tester Limit On Testing Hedge EA [ ru ]
http://www.mql4.com/i/print.gif
Introduction
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 trader needs to test his own EA before trading live. So, I am giving the idea of generating a virtual strategy testing behavior (tester-like) to you all with hope that it can help us break through the mt4 strategy tester limit and hope that it will useful for further usage.
The Concept Of Virtual Tester
The idea of a virtual tester appeared in my head while working with "Files" function in mq4. An idea of taking some important data from a file to set a virtual trading scheme has come out of my brain, "Can this be an answer of testing my hedge EA ?" Let's try it out.
My virtual tester does not need any other external program or software. Everything can be done by means of mq4 parameters. The concept of this virtual tester is to let the indicated parameters of opening or closing hedge orders tell us to collect the necessary data. Such as opening price, opening time, closing price, closing time and all other important data. After the necessary data is set, they will be used for comparing with the latest tick value of any compatible type, such as open price and last Bid, or open price and last Ask. Such values can lead us to the profit calculation method that will guide us to collect a new group of data after they meet the closing hedge condition.
These groups of data will be exported to a file for the further usage. After the testing is done and all data types are collected to a file(s), we will be able to see "how the hedge EA is performed ". By getting the data from these files to plot them as an indicator of the performance's curve, I think we can finish the virtual testing of our hedge EA.
By this concept, I assume that we can get the testing result that is similar to the real strategy tester result. By the way, this is only an idea of creating a tester for hedge Expert Advisors. I will not guarantee that it will be exactly the same as a real tester. But hope that it will be a good reference for future usage.
Now let's begin.
Skype: heliosphan187
