How to backtest multiple currency pairs simultaneously ?

[aurther11]

Not an optimization question, but how do I backtest multiple currency pairs simultaneously over the same period of time? I would like to see the total drawdown on one account of multiple pairs being traded at same time. Possible?

[FT Support]

Hello,

This is pretty easy to do so. Just generate ticks for several pairs (see details here: http://forextester.com/ticks.html) and start a new test (http://forextester.com/testing.html). After that you will be able to use several pairs in your testing

[dackjaniels]

Correct me if I'm wrong, but if you wish to test the same strategy on multiple pairs simultaneously you have two options...

Either create a strategy that is designed to run on multiple pairs at once

OR

Create multiple versions of the strategy with different names such as

MAStrategy_EURUSD
MAStrategy_GBPUSD
etc...

You could then run these strategies at the same time.

Steve

[FT Support]

Hello Steve,

Yes, you're absolutely right

[Golden Nugget Trader]

Hello Steve,

Yes, you're absolutely right

Hello there,

I usually have m1,m5,m15,m30,h1 and h4 displayed in same sized charts on same screen on mt4 allowing me to see exactly what is happening on that one currency pair. Can this be done on Forex tester?

Many thanks

[FT Support]

Sure, you can open as many charts of different timeframes as you wish, please use "File -> Add new chart" menu to open a new chart, then you can use "Window" menu to organize charts

[brokeMike]

Hello,

This is pretty easy to do so. Just generate ticks for several pairs (see details here: http://forextester.com/ticks.html) and start a new test (http://forextester.com/testing.html). After that you will be able to use several pairs in your testing

I've tried doing this and it only displays the last pairs generated ticks for..
opening previous pair project say:
Data differs from previous state

Testing with multiple currency is more realistic then just looking at a single pair.. any chance this can be fixed?

[FX Helper]

You can open the project after generating ticks but note that list of currency pairs should be the same as it was, when you saved a project.

Please open "SymbolInfo.dat" file from your project’s folder (<Forex Tester/Projects/<project’s name>) you can open such files with the help of “Right click -> Open with -> Notepad”.

In this file you will see records like:

AUDUSD
2010.02.22 16:51
2010.02.23 23:59
AUDJPY
2010.02.22 16:51
2010.02.23 23:59

it means that you need to generate ticks for AUDUSD and USDJPY symbols for 2010.02.22 16:51 - 2010.02.23 23:59 date range or wider. Note that ticks have to be generated for all necessary pairs simultaneously (all necessary pairs have to be selected in “Generate ticks” dialog).

So you need to check that you have ticks generated for all necessary currency pairs (but not for more pairs) for proper date range. If you have lesser date range then you need to extend it.

To avoid excess tick re-generation, please generate ticks at the same time for all necessary currency pairs. To do this, please go to History Mode, open Data Center window, click “Generate ticks” button, check necessary currency pairs and click “Generate” button.

For example, if you generate ticks at the same time for EURUSD, GBPUSD, USDJPY and XAUUSD currency pairs then you can create project for testing only EURUSD pair, only GBPUSD pair and then switch between these projects without re-generating ticks.

So for these two projects you will have ticks generated for the same currency pairs.

[brokeMike]

Yes, I was generating ticks individual.
Cool I'll try it out.
Thank you for the detail explanation it really helped.