Multi-currency backtesting in MT4

General discussion about the Tickstory Lite software package.
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Parkzo
Posts: 18
Joined: Mon Jun 29, 2015 12:16 pm

Multi-currency backtesting in MT4

Post by Parkzo »

Hello Tickstory,

I've written an EA in mql4 that reads data from other currency pairs. For example if the EA is running on EURUSD, it will read in the high and low of the candle on the GBPUSD using iHigh and iLow. The problem is it doesn't seem to work in the strategy tester with Tickstory data.

I have all of the fxt files ready in the history folder that I have exported direct from Tickstory but the EA just seems to quote the same price for the open, high, low and close of any currency pair other than the one it is running on.

Is there anything special I should be doing to enable it to do this?

I basically want to do something similar to what this person was doing:

http://www.tickstory.com/forum/viewtopic.php?f=4&t=411

He managed to get this working so it should be possible. Do you have any suggestions where I could be going wrong? Do I need to import the data into the terminal from within MT4?

Thanks.
tickstory
Posts: 5289
Joined: Sun Jan 06, 2013 12:27 am

Re: Multi-currency backtesting in MT4

Post by tickstory »

Hi Parkzo,

Maybe you can provide a snippet of the code you are using to see if we (or others) can comment on why it may not be working. The only thing we're aware of is that you need to explicitly specify the currency when making any indicator calls.

Thanks.
Parkzo
Posts: 18
Joined: Mon Jun 29, 2015 12:16 pm

Re: Multi-currency backtesting in MT4

Post by Parkzo »

It's only basic iHigh and iLow statements, such as:

double GBPUSD_high = iHigh("GBPUSD",PERIOD_D1,0);

I am running this on a EURUSD chart, but with the GBPUSD data in my history folder.
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