forex software

Create and Test Forex Strategies


fsbpro_guide:multi_markets

Multi Markets

The Multi Markets tool can help you compare how your strategy preforms on different markets. In a sense, this is a robustness test tool. The general outlook of the Multi Markets is similar to the Comparator. However, on the left-hand side you do not select interpolation methods. Instead, there you can add forex data with symbols and periods from a respective data source.

Multi Markets

1. Markets

This area lets you adding new markets. The “Add Marker” button adds a new market record equal to the main marker of the current strategy.

You can change the added Data Source, Symbol and Period by using all available options. If you need more variants, you can always add new Data Sources and Symbols from the Control Panel Tab.

The Multi-Markers tool will load and calculate repeating markets once.

2. Multi Markets Chart

The chart shows how the strategy preforms on the markets you selected. The color of each line corresponds to a different market. You can see the legend on the right side of the chart.

3. Markets Results

Markets Results

This tab shows detailed statistics and chart for each of the tested markets. The statistics are loaded and computed the same way they are in the Editor.

Application

The Multi Markets tool does not use shorter periods data, than the one selected. For the ambiguous bars, (if there are any) it will use the interpolation method selected in the Editor. Even without shorter periods data, the backtest with pessimistic interpolation method is reliable enough.

There is a little “catch” here. The markets differ in dynamics. They also differ in direction. For example, the EURUSD market is opposed to the USDJPY in a sense, since in the first pair the USD is the main currency and in the latter one USD is the second currency in the pair. It is not very intuitive, but this is a good robustness test tool. The strategy should work in various market conditions no matter if you are following the trend up or down.

One possible application of the Multi-Market tool is for comparing the strategy performance on data for one and the same symbol but from different brokers or data servers (for example a Demo and a Life account). To do that use different Data Sources.

Clear Data

Wen you finish the work, you can free the space occupied by the loaded data from the Data Statistics page.