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Forums>StrategyQuant>Application Support>Curious warning about MT4 multi-time-frame

  • #236451 |
    Customer
    68 Posts

    //+——————————————————————+
    //|!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!+
    //| IMPORTANT – BACKTESTING ISSUE IN MT4 DETECTED WITH THIS EA !
    //|
    //| Your strategy contains multiple charts, or multi-symbol / timeframe
    //| blocks or indicators – an example is Open Daily, Low Daily, etc.
    //|
    //| MetaTrader 4 Strategy Tester doesn’t support multi-TF or multi-symbol
    //| strategies, so this strategy will be not backtested correctly.
    //|
    //| MT4 supports trading of such strategies, but not their backtesting,
    //| unfortunately there is no known way to backtest these strategies in MT4.
    //|!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!+
    //+——————————————————————+

    I have been back-testing and creating multi-timeframe EA for mt4 without issues for as long as I can remember. Multi-symbol does not work but multi-time frame works fine….. Getting daily high low close or indicator readings from any time frame works fine etc for back-testing….. Something specific you guys aren’t able to get working? I might be able to help.

    #236454
    Karish
    Customer
    430 Posts

    +1, I already wrote them in one of the Tasks that MT4 obviulsly supports Multi-TF backtesting however NOT Multi-PAIR backtesting.

     

    i dont know where the DEV team got the idea that Multi-TF is not supported in MT4 :/

     

    this is easly done by using the command “Period()” – https://docs.mql4.com/check/period

     

    Note:

    MT4 = [We CAN Backtest Mutli-TFs strategies] [We CANNOT Backtest Multi-PAIRs Strategies]

    MT5 = [We CAN Backtest Mutli-TFs strategies] [We CAN  Backtest Multi-PAIRs Strategies]

    #236519
    Customer
    68 Posts

    If I recall correctly some times a check to make sure we have the data returned properly (In some cases it doesn’t at first but begins working after some time) was necessary and sometimes specifying the “main tf” of the strategy in the code but selecting smaller (m1) data/chart was also necessary.

    I have yet to run in to something impossible as far as fully functioning perfectly mtf for mt4 backtesting goes.

    #236535
    tomas262
    Administrator
    1826 Posts

    Hello,

    this will be reviewed. As Karish mentioned, you can even backtest mtf strategies in MT4

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