Automated Trading Championship: 2006 and 2007 - page 22
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rules B14 to B18 would scare any good EA away imo...
In any case I submitted my EA but I don't think I'll be the winner ,
because I found a problem to prepare a Backtest for one year with a high risk.
and It's impossible I'll win with low risk.
The EA depend on the market (Margin cool or the target) but It's better I use it with a high risk.
That's not true as eventually one would run into liquidity problems. Try entering and exiting a 1000 lot order in a matter of seconds. It might work on a demo account, but not in the real world.
True, I have such problem too. each tick offers or asks about 1-5 million USD or EUR on EURUSD market for example, if you enter the market with 10 million, you get filled on a next tick, slippage increases.