At long last the MetaTrader 5 strategy tester has finally been released in MT5 build 268. To celebrate we've ported our example moving average crossover robot to MQL5.
If you would like to experiment with it, and do some backtests of your own, you can download the beta version of MetaTrader 5 from MetaTrader5.com. Here's the source code for our robot:
GuruEx03MQ5.zip
Reality is merely an illusion, albeit a very persistent one - Albert Einstein
We've now produced a new version of the EA, using the new object-oriented framework supplied by MetaQuotes as part of MetaTrader 5. The backtest results are the same, but the source code looks very different. Here it is:
Reality is merely an illusion, albeit a very persistent one - Albert Einstein
Here's a multi-currency version of a basic moving average crossover system, written using the new object-oriented features of MQL5.
This demonstrates one of the big advantages of MetaTrader 5 over its predecessor. It is now possible to backtest a multi-currency EA!
This example only uses two pairs, but a quick look at the source code should reveal that it's very easy to extend it to use as many currencies as you like. Here's an equity curve combining GBP/USD with AUD/JPY for the first 3 months of 2010:
GuruEX03-GU+AJ-2010-Q1.jpg
GurooMultEx03.zip
Reality is merely an illusion, albeit a very persistent one - Albert Einstein
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