Looping through pairs to find the best one

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Looping through pairs to find the best one

Postby woodpecker » Mon Jan 23, 2012 5:39 am

Hi all,

I have an EA written in vb.net and order2go.
It seems to work quite well on a demo account, but I need to backtest and optimize it.
Thus I want to convert it to Lua and check it out on Strategy Trader.
Not having experience of Lua, I'd like to find something vaguely similar which I could use as a kind of template to start with.
The main feature of the EA is that it loops through 15 currency pairs, and looks at the market conditions based on current price and historical price for each.
It then selects the best pair and opens a position.
It can have up to five positions open at any one time.

Does anyone know of a vaguely similar strategy (or indicator) which I could use as a starting point ?
Something which loops though pairs and trades with the best one ?
Thanks in advance.
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Joined: Mon Jan 23, 2012 4:36 am
Location: North London, UK

Re: Looping through pairs to find the best one

Postby sunshine » Mon Jan 23, 2012 7:02 am


Welcome to the forum community!

The Lua strategies can be used in FX Trading Station/Marketscope charting package. They cannot be used in Strategy Trader. But FX Trading Station also provides tools for optimizing and backtesting.
Could you please provide more details about the strategy? How does it analyze the currencies and determine the "best pair"? Which algorithm does it use? If you are not sure, you can post the Order2Go code.
Anyway, to start you can use the strategy template.

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