Multiple Instrument EA Testing

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itinerant
Posts: 4
Joined: Sun Mar 02, 2014 12:23 pm

Multiple Instrument EA Testing

Post by itinerant »

Hello,

My apologies if this has been covered before.

I'd like to test an EA that references other instruments (for example, iRSI of USDJPY used in an EA that is attached to EURUSD).

I have downloaded data for both pairs, covering the same time frame.

I can run a "normal" EA successfully on both pairs. However, when I try to reference one pair from the other, strategy tester seems unable to retrieve the data (as there is nothing in MT4 history)

Is this a limitation, or am I do something wrong?
tickstory
Posts: 5288
Joined: Sun Jan 06, 2013 12:27 am

Re: Multiple Instrument EA Testing

Post by tickstory »

Hi Itinerant,

As far as I'm aware the MT4 back-tester does not allow you to cross-reference another pair.

Hope this helps.
itinerant
Posts: 4
Joined: Sun Mar 02, 2014 12:23 pm

Re: Multiple Instrument EA Testing

Post by itinerant »

Hi Tickstory,

Under normal conditions in strategy tester, provided that the history exists it will let you call values from another pair.

What I've done now is manually import the various .csv files into MT4 and run the test.

It all seems to be working that way.

Thanks :)
tickstory
Posts: 5288
Joined: Sun Jan 06, 2013 12:27 am

Re: Multiple Instrument EA Testing

Post by tickstory »

Hi Itinerant,

That's interesting to know. So while testing say EURUSD, you can use a call like:

iMA("USDJPY",0,13,8,MODE_SMMA,PRICE_MEDIAN,0);

and it will calculate the MA for USDJPY?

Any reason why you are not using the Tickstory 'MT4 Export' feature rather than importing a CSV?

Thanks.
itinerant
Posts: 4
Joined: Sun Mar 02, 2014 12:23 pm

Re: Multiple Instrument EA Testing

Post by itinerant »

tickstory wrote:That's interesting to know. So while testing say EURUSD, you can use a call like:

iMA("USDJPY",0,13,8,MODE_SMMA,PRICE_MEDIAN,0);

and it will calculate the MA for USDJPY?
Yep, sure does. Provided it has access to the relevant history.
Any reason why you are not using the Tickstory 'MT4 Export' feature rather than importing a CSV?
It didn't seem to want to work. But I'll try it again when I get the chance.
tickstory
Posts: 5288
Joined: Sun Jan 06, 2013 12:27 am

Re: Multiple Instrument EA Testing

Post by tickstory »

Thanks, Itinerant. Please do try the MT4 Export option - it should make life a lot easier. If you are having any issues let us know.
itinerant
Posts: 4
Joined: Sun Mar 02, 2014 12:23 pm

Re: Multiple Instrument EA Testing

Post by itinerant »

Seems to work fine now. Not sure why it didn't the first time around, but all is good.

Thanks for making some great software.
tickstory
Posts: 5288
Joined: Sun Jan 06, 2013 12:27 am

Re: Multiple Instrument EA Testing

Post by tickstory »

Excellent news - thanks for letting us know!
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