How to run a back test of 7 charts same EA but different settings in each chart?
2 replies
Nigel
6 years ago #233112
Hello
Is this possible.
I have a EA under the MT4 platform, it works well but I would like to change the way I use this tool by running it on more than one chart at a time and each chart has a slightly different set file, in actual detail in chart will have a maxium lot amount, so example seven charts, first chart has max lot 0.01, max lot for c2 0.02, c3 0.03 etc…
So if you were looking at the MT4 installation you would see 7 charts of Euro USD, the EA in each, all off a single account and although the same EA is in each chart, only say the 7 chart would have a max top end lot buy / sell.
so
c1+c2+c3+c4+c5+c6+c7
All running together as one.
I need to lump all these set files / charts into one back test and see how it performs.
So there is an understanding and respect for what I am trying to do I will explain, the majority of the trades by the EA are at the very low level, often 0.01, 0.02, some times 0.03, rare 0.04 and then of course there are times when it will move up in lot size to above 0.20 to recover as we all know comes along from time to time.
I am fairly new to Forex and just making my way around basic back tests.
Can we do this with a Strategy Quant product?
Just to be transparent I am of the opinon I some how need to convert the output log of trades against market data into strat files? (no idea how to do that) and then upload these into a profile and then run the portfolio against back test criteria that for me would be the 1 hour Euro USD.
Help would be much appreciated.
thank you
tomas262
6 years ago #233128
Conmariin
6 years ago #233337
Hm, what I understand you want and what is possible:
-Running the same EA on same account on multiple charts (the same charts or other) – yes
– All running as one – No (because it’s defined per chart and/or account. That’s why you must take for every EA on the 7 charts different magic numbers )
– defining max Lot per EA – yes
– you can’t backtest alltogether. But you can backtest one after another e.g. in metatrader, save the reports and then take Quant Analyzer
(it looks like the SamplePortfolio.png in the attachment. The blue bold line is the Portfolio of the 4 Backtestreports below)
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