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?
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?
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Hi 2+2=4ex,
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Thanks for this, always wondered how to do this properly.
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Hi there,
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I don't think so multiple currency pair back testing is successful. This is not a bug free. There are some technical problems with multiple currency pair back testing.