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Many instruments |
traderop1
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Post subject: Many instruments |
Post rating: 0
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Posted: Tue 19 Apr, 2016, 14:04
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User rating: 0
Joined: Tue 11 Aug, 2015, 10:19 Posts: 4 Location: Poland, Niemodlin
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Hello,
I have a qustion about backtesting. In my strategy i use only one instrument as default, but i would like my strategy work simultanously on 5 different instruments like during backtesting. What is the impact of choosing many instruments before running a backtest?
e.g.
in historical tester:
''Program_1 EUR/JPY'' result is totally different than ''Program_1 EUR/JPY GBP/JPY USD/JPY EUR/USD EUR/GBP''
if I choose many instruments ''defaultInstrument'' is substituted by each of these? Simply, i would like to have the same results as in the second example.
Thanks for help
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amine_chourou
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Post subject: Re: Many instruments |
Post rating: 0
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Posted: Wed 20 Apr, 2016, 09:33
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Visual JForex expert at Dukascopy | |
User rating: 288
Joined: Thu 18 Apr, 2013, 09:26 Posts: 1496 Location: Switzerland, Geneva
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Hi, Running the same strategy on multiple instruments simultaneously is n ot possible using Visual Jforex but you can still export your code to Jforex and test it with more than than one instrument in the same time. The impact is basically slowing down the historical tester performance compared to one instrument test. The strategy results may vary with regards to the instrument used and this is normal: the prices are not the same, the trends are not the same and the strategy results on EURGBP pair could have different results on GBPUSD for instance.
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traderop1
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Post subject: Re: Many instruments |
Post rating: 0
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Posted: Wed 20 Apr, 2016, 16:40
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User rating: 0
Joined: Tue 11 Aug, 2015, 10:19 Posts: 4 Location: Poland, Niemodlin
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Hi,
Thank you for answer, but my problem is a little bit different. When I test my program simultanously on 5 instruments there are only positions on the defaultInstrument and also in reports there are not any positions on other instruments. But there are more transactions on defaultInstrument when choosing many instruments to test than when choosing only one default.
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amine_chourou
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Post subject: Re: Many instruments |
Post rating: 0
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Posted: Thu 21 Apr, 2016, 08:37
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Visual JForex expert at Dukascopy | |
User rating: 288
Joined: Thu 18 Apr, 2013, 09:26 Posts: 1496 Location: Switzerland, Geneva
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Hi,
Assuming that testing multi-instruments testing in the same time using Visual Jforex platform is not possible, I understand from your description that you're using Jforex platform. To do so, once the the historical tester tab appears in your platform, you have to click on the button "instruments" and activate the needed currency pairs. So to summarize; - If you're talking about running the same strategy on several instruments in Visual Jforex platform (having more than one historical test window opened in the same time) this is not possible for the moment, only tests made one by one upon changing the default instrument every-time. - If you need to this then the only possible way is to export your strategy to Jforex platform and follow the steps described above. - If your strategy is implementing a cross instruments logic (IF instrument X meets condition A then trade instrument Z) this is possible to be developed using visual Jforex. - Anything else, please advice;
Cheers
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kawjansen
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Post subject: Re: Many instruments |
Post rating: 0
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Posted: Sat 10 Sep, 2016, 13:03
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User rating: 1
Joined: Tue 12 Jul, 2016, 06:14 Posts: 8
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amine_chourou wrote: Hi,
Assuming that testing multi-instruments testing in the same time using Visual Jforex platform is not possible, I understand from your description that you're using Jforex platform. To do so, once the the historical tester tab appears in your platform, you have to click on the button "instruments" and activate the needed currency pairs. So to summarize; - If you're talking about running the same strategy on several instruments in Visual Jforex platform (having more than one historical test window opened in the same time) this is not possible for the moment, only tests made one by one upon changing the default instrument every-time. - If you need to this then the only possible way is to export your strategy to Jforex platform and follow the steps described above. - If your strategy is implementing a cross instruments logic (IF instrument X meets condition A then trade instrument Z) this is possible to be developed using visual Jforex. - Anything else, please advice;
Cheers Hi! So if I understand you correctly, it is possible to develop strategies such as "buy EUR/USD if EUR/JPY is doing X" in Vjforex, but you can't test it? Better not make mistakes in that case
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amine_chourou
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Post subject: Re: Many instruments |
Post rating: 0
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Posted: Thu 15 Sep, 2016, 08:20
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Visual JForex expert at Dukascopy | |
User rating: 288
Joined: Thu 18 Apr, 2013, 09:26 Posts: 1496 Location: Switzerland, Geneva
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Hi, As said: Quote: If you need to this then the only possible way is to export your strategy to Jforex platform and follow the steps described above. --> sure you can test your strategy but the test has to be done in Jforex platform. (Export the strategy > select the needed instrument in the historical tester)
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