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ATC 2010: How to Write an Expert Advisor and Not to Violate the Championship Rules

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MetaQuotes Software Corp.
Moderator
188178
MetaQuotes Software Corp.  

On the website of the Automated Trading Championship 2010, we've published the new article: How to Write an Expert Advisor and Not to Violate the Championship Rules . All Expert Advisors submitted for the contest go through the automatic pre-testing, during which errors can be detected. However, you can avoid most of the errors connected with the violation of the Rules. All you need to do is to read them carefully and insert the necessary checks in the code of your Expert Advisor.

The article has been published on the website of the Automated Trading Championship 2010, in the News section.

The sponsors of the Championship are: Interbank FX LLC (IBFX), MIG BANK SA and FXCM (Forex Capital Markets LLC). The media sponsors are the TRADERS' journal and the Dow Jones information agency. The Organizer of the Championship is MetaQuotes Software Corp.

gen.on.ea
54
gen.on.ea  

hmmm nice info .... thanks

i wish i can win and become the winner and without error and receive my money.

Daniel Lewis
94770
Daniel Lewis  

Thanks for the info.  Will the built-in functions for Volume Min, Max and Step return the appropriate values (.1, 5 and .1) on the competition server or is it safer to hard-code these?!?!

Here's another question I have regarding the rules: In Section III (Expert Advisors for Metatrader 5), item #7, there is the following condition:

 "Make a minimum of 5 non-demo trades in the first 8 months of testing (2010.01.01 - 2010.09.01) and in the 3 months of the contest."

Is that saying the EA has to make at least 5 trades on a separate LIVE account somewhere both BEFORE and AFTER the competition starts?

 Thanks! 

Jinsong Zhang
16838
Jinsong Zhang  

rule III. 7. : never use scalping: if the profits of 25% of trades, made by the end of the contest, are detected to range within the spread, the Participant will be disqualified

 Is the spread dynamic or fixed? If the spread is dynamic, should the profits larger than the spread of opening or of closeing? Thanks

Jinsong Zhang
16838
Jinsong Zhang  

Another question: if I have an open position for EURUSD with a volume of 15 lots, and I use PositionClose(_Symbol,slippage*_Point) to close all of this position, is it exceed 5.0 lots of an order and violate the rule?

Can I have option of volum for PositionClose()?

Thanks 

LEE Chun Wing
831
LEE Chun Wing  

hi, bulat-latypov

 I think all of us will put all the effort to avoid those error in article

but can participant  use Print() to print out the time and error description when OrderCheck() retrurn fail result for order opening ?

Rashid Umarov
Admin
12665
Rashid Umarov  
kelly:

hi, bulat-latypov

 I think all of us will put all the effort to avoid those error in article

but can participant  use Print() to print out the time and error description when OrderCheck() retrurn fail result for order opening ?

In depends of how many such messages your EA will put. There is one more Rule of ATC 2010:

  • Be free of any critical programming bugs in the code (looping, freezing up, etc.) or any clearly harmful actions
  • Be efficient in CPU resources and computer memory
The Rules of Automated Trading Championship 2010
  • championship.mql5.com
The Rules of Automated Trading Championship 2010
Kevin
11
Kevin  

Hi.  I just wanted some clarification on the comment below taken from this document.  Does this mean a margin call or actual stop out of a trade?  It's not very clear. 

Thanks

------------------------------------

Stop Out

The Championship aims at defining the most profitable and viable trading algorithms, so getting Stop Out in the preliminary testing is considered a serious mistake. Such an Expert Advisor will not be allowed for the competition.

Stephen Njuki
5206
Stephen Njuki  
Hi

this is a question I would also like answered. Are volume limits ignored when closing positions?
Alexey Petrov
Admin
1243
Alexey Petrov  
ssn:
Hi

this is a question I would also like answered. Are volume limits ignored when closing positions?
No.
Stephen Njuki
5206
Stephen Njuki  
so that means our volume cap is 7.5!

In order to simulate live trading conditions as much as possible, rather than restricting the volume so much, would it not be better to ban order filling by AON and instead require orders to be filled by order-fill-cancel and order-fill-return?
Documentation on MQL5: Standard Constants, Enumerations and Structures / Environment State / Symbol Properties
  • www.mql5.com
Standard Constants, Enumerations and Structures / Environment State / Symbol Properties - Documentation on MQL5
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