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When talking about how to load test mobile applications, you are almost certainly not talking about testing the client on a phone or device, but rather testing the back-end business logic and database.
Load testing an application with a mobile client has some tricky parts. First, determine what mobile devices you are testing. If the mobile client runs on a set of Android or iOS versions, create scripts for at least a representative sample of them. If the client has a broader base of devices, record many individual scripts for as many clients as feasible. Working with many devices is one of the key challenges in how to load test mobile applications. Understand what devices you want to test on, and gain access to those devices.
Record scripts to perform several, diverse types of activities on each device -- to, at least, cover important user stories. Establish an HTTP or similar connection between the load-testing tool and the mobile device, and use the device to record a script on the tool. The script would reside and be executed on the testing tool. Then, set it up for the scripts, number of virtual users and time period, just as you would for any load test.
Most tools used for load testing mobile applications support recording scripts, although the specific capabilities depend on each given tool. This method works generally for load-testing tools that are cloud-based services, although check with your provider for details on recording and storing scripts.
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