Automated Trading Championship 2011: A New Battle! - page 2

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Automated Trading Championship 2011: How to Prepare an Expert Advisor for Competition

Hundreds of participants from all over the world will fight for the main prize of the Automated Trading Championship 2011. For three months, participating Expert Advisors will conduct trade operations trying to achieve the best results. The criterion for assessing their trade performance is the profit obtained by a trading robot during the Championship. All the Expert Advisors participating in the competition must comply with the Championship Rules.

With four months until the start of the Championship, Expert Advisor developers have enough time to prepare a trading strategy and optimize the parameters of a trading system. But to enter the competition, you need to take into account a lot of various nuances. Here we consider the basic questions that all applicants should pay attention to.

You can read the full text of the article on the Championship site - How to Prepare an Expert Advisor for the Automated Trading Championship 2011.

The Automated Trading Championship 2011 is sponsored by MIG Bank, Go Markets Pty Ltd and Vantage FX. The media sponsor is Forex-TSD.

 

The First Month of Registration

A month has passed since we opened Registration for the Automated Trading Championship 2011. During this first month, we have received more than 700 applications, and about 300 participants have already specified their personal data. These are almost twice the corresponding characteristics of the ATC 2010. Obviously the trend of previous championships repeats: in the first ATC 2006 on MQL4 there were more than 300 registrations during the first month, and almost 650 registrations during the first month of the second Championship with the MQL4 strategies.

Undoubtedly, traders have been showing great interest in MQL5 over the past year. The MetaTrader 5 Client Terminal is constantly improving, and this year EA authors have access to absolutely new features: generating Expert Advisors in the new MQL5 Wizard, handy coding with snippets, new Strategy Tester modes, distributed computing via the MQL5 Cloud Network and other numerous improvements of MetaTrader 5 platform.

Stanislav Starikov, the Championship Jury member, expects at least 2000 applications for participation in the Automated Trading Championship 2011, and with new features of the MQL5 Wizard and Strategy Tester - no less than 1000 participating Expert Advisors. "We have a lot of work to do, and as always we hope to see better, more resilient and efficient trading robots in the new competition", Stanislav said.

You can read the full text of the article on the Championship site - The First Month of Registration.

The Automated Trading Championship 2011 is sponsored by MIG Bank, Go Markets Pty Ltd and Vantage FX. The media sponsor is Forex-TSD.

 

The Best Strategies of the 2006-2010 Automated Trading Championships

To participate in the Automated Trading Championship 2011, you need to register and submit an Expert Advisor trading according to your strategy. Read more about how to register and submit required materials in the article "How to Participate in the Automated Trading Championship 2011".

Don't forget that your Expert Advisor must comply with the Championship Rules, be profitable and operate correctly during automatic verification. These are the minimum requirements for participation in the Championship.

But to win the Automated Trading Championship 2011, it is not enough just to write a correctly working Expert Advisor. To become the Winner, you need to develop a trading system that would earn you maximum profits. What is the secret of success of past Championship winners?

In this article we will look at the statistical characteristics of strategies that were most successful in the past Automated Trading Championships (2006, 2007, 2008 and 2010).

You can read the full text of the article on the Championship site - The Best Strategies of the 2006-2010 Automated Trading Championships.

The Automated Trading Championship 2011 is sponsored by MIG Bank, Go Markets Pty Ltd and Vantage FX. The media sponsor is Forex-TSD.

 

A Class of Trade Operations for the ATC 2011

We continue to publish materials that will be very useful for the potential participants of the ATC 2011. This time we consider algorithms that will help you to check whether trade operations comply with the Rules of the Automated Trading Championship 2011. Our purpose is to create a class of trade operations, which can be used as part of Expert Advisors participating in the Championship. This class will help you follow the Rules of the ATC 2011 in your EAs.

You can read the full text of the article on the Championship site - A Class of Trade Operations for the ATC 2011.

The Automated Trading Championship 2011 is sponsored by MIG Bank, Go Markets Pty Ltd and Vantage FX. The media sponsor is Forex-TSD.

 

Automated Trading Championship 2011: Analyzing Trading Results of the ATC 2010

Optimization of trading strategies is an important factor for creating of successful trading systems. In the article "The Best Strategies of the 2006-2010 Automated Trading Championships" we reviewed statistical characteristics of top 20 trading systems of past Championships.

This time we use Kohonen maps to analyze the whole picture based on the statistical characteristics of participants of the Automated Trading Championship 2010.

The advantage of Kohonen self-organizing maps

is their ability to "project" multidimensional data onto a plane. With

the learning algorithm of Kohonen, network multidimensional vectors with

similar directions appear close to each other and form clusters. Data

were analyzed using the Deductor Academic package developed by BaseGroup Labs.

Statistical Characteristics of Trading Systems

Trade

reports of Automated Trading Championship participants contain various

statistical characteristics of trading systems. We have chosen some of

them for our analysis:

  2. Total Net Profit - the difference between the total profit and total loss;
  3. Profit Factor - shows the profit generated by profitable trades divided by the losses generated by losing trades;
  4. Relative drawdown - shows the maximal drawdown percentage, allowing to estimate possible losses as a percentage of the initial deposit;
  5. Trades - the number of trades;
  6. Profit Trades (%) - percentage of profitable trades;
  7. Average Profit Trade - amount of the average profit;
  8. Average Loss Trade - amount of the average loss;
  9. GHPR (%) - geometric mean of a relative gain per trade;
  10. AHPR (%) - arithmetic mean of a relative gain per trade;
  11. Sharpe ratio;
  12. ZScore - a serial test of correlation between deals;
  13. ZScore (%) - the probability of correlation between deals;
  14. LR Correlation;
  15. LR Standard Error - standard error of balance deviation from the linear regression;
  16. MFE-Profit Correlation - correlation between trade results and Maximum Favorable Excursion (profit in the favorable direction of price movement, use of Take Profit);
  17. MAE-Profit Correlation - correlation between trade results and Maximum Adverse Excursion (loss in the unfavorable direction of price movement, use of Stop Loss);
  18. MFE-MAE Correlation;
  19. Recovery Factor.

You can read the full text of the article on the Championship site - Analyzing Trading Results of the ATC 2010 Participants.

The Automated Trading Championship 2011 is sponsored by MIG Bank, Go Markets Pty Ltd and Vantage FX. The media sponsor is Forex-TSD.

 

Automated Trading Championship 2011: Another Month of Registration for the ATC 2011

The pace of registration for the Automated Trading Championship 2011 is much more intensive compared to the previous year. Over 1250 people have already applied to participate. This figure is very close to that of 2008, when, at the peak of the annual tournaments of Expert Advisors in MQL4, there were about 1,500 applications.

We remind you that the last day of registration is September 23. Until this date, you need to fill your personal data, submit your trading robot and pass automatic testing. All those wishing to take part in the competition must go through two steps - register and send an Expert Advisor.

You can read the full text of the article on the Championship site - Another Month of Registration for the Automated Trading Championship 2011.

The Automated Trading Championship 2011 is sponsored by MIG Bank, Go Markets Pty Ltd and Vantage FX. The media sponsor is Forex-TSD.

 

Automatic Tests of Expert Advisors Have Started

At the moment 1380 people have applied to participate in the Automated Trading Championship 2011 and each of them must submit his/her own unique trading system realized in an Expert Advisor on MQL5. Championship rules impose limitations and requirements for submitted filesto ensure that all the participants are in equal conditions.

Non-compliance with the conditions will not let a participant take part in the Automated Trading Championship.

Automatic tests are designed to detect the following bugs at the preliminary stage:

  1. trading errors - non-processing of the results of executed trading requests;
  2. loss-making strategy - knowingly loss-making strategies will not be accepted for the Championship;
  3. processor resources excessive consumption - faulty code creates excessive load not only on the "guilty" Expert Advisor terminal but also interferes with the work of the rest of the Expert Advisors launched on the same computer;
  4. generation of a huge amount of entries in the Experts log - all messages of an Expert Advisor are not only displayed in the appropriate terminal log but are also transferred to a participant Profile at the Championship website.

Automatic tests are launched several times a day. All Expert Advisors that were added or modified since the last launch undergo this procedure. So, if you have changed your files in a participant's Profile, you do not need to write to Championship moderators asking to check them once more. Just wait for the next test of your Expert Advisor.

A new message containing a brief summary is added to a participant's Profile after each passing of the automatic test. Full html-report is attached to the "Files" section.

You can read the full text of the article on the Championship site - Automatic Tests of Expert Advisors Have Started.

The Automated Trading Championship 2011 is sponsored by MIG Bank, Go Markets Pty Ltd and Vantage FX. The media sponsor is Forex-TSD.

 

Automated Trading Championship 2011: One Month before the Registration Deadline

Registration for the Automated Trading Championship 2011 has entered its final stage - automatic tests of submitted Expert Advisors have started. However, most of Expert Advisors have not passed automatic testing yet. Moreover, there are participants, whose personal details are incomplete or filled in incorrectly. Therefore, once again we would like you to pay attention to the following important points.

Filling Personal Data

  • Your profile has the "Issue/expiration date" field in the ID document related section. Usually ID documents have an issue date. However, in some countries they may have only an expiration date

    • instead. If the issue date is specified in your document, please enter this date in the above field; otherwise please enter the expiration date.

  • ZIP Code is a required field, and registration will not be confirmed unless this box is filled. ZIP code is the postal code of your area, and not a telephone code - please be careful when filling in this

    • box.

  • Any questions arising in the process of verifying participant's details, are published in the profile of this user. However, some of participants ignore these questions. Please note that such ignorance is a

    • ground for your registration refusal.

There is still one more month for registering in the ATC 2011. Here are some preliminary results: 1650 people have submitted their applications, but only 650 of them have passed the personal details checking stage.

You can read the full text of the article on the Championship site -One Month before the Registration Deadline.

The Automated Trading Championship 2011 is sponsored by MIG Bank, Go Markets Pty Ltd and Vantage FX. The media sponsor is Forex-TSD.

 
 
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