Hi Paolo,
While MT4 does not allow multi-pair backtesting, MT5 allows it.
The code would have to be translated though, but since it already has a few parts that need refactoring, I can program it for MT5 from the scratch, just using the same logic for entry (the EMA rules).
For the lot sizes, I'll redo that part, we can discuss more about that. The correlation between pairs (that negative correlation) can be done atuomatically, reading the position of the currency in a pair. For instance, the negative correlation between EURUSD and USDJPY would be detected automatically, since first pair ends with USD, and seocnd pair starts with USD.
There's a few things that can be improved, but I'm willing to commit if you want to have a clean MT5 version of your EA that can also be backtested.
Let me know,
Phillip.