Automated Trading Championship 2011 - Rules

 

In the last championship many of the assessors, including myself, had problems with ambiguous interpretation of the Championship Rules.

I suggest that questions that are not clearly or completely covered in the rules, but may nevertheless be a possible reason for disqualification of competitors, should be posted in this thread. In the future, this thread will probably help the Organiser to make the Rules better and clearer to deal with confusing situations.

I hope that the Organiser will find support for this.

Now on topic:

My Expert Advisor is trading according to the news. Last year it did not get to the Championship at the very last moment because it was considered a "pipser". The specifics of working with the news suggests the possibility to make a rather large profit (or loss) in a very short period of time (from several seconds to several minutes). Therefore, we would like to get answers to the following questions:

  1. Does the News Expert Advisor have an opportunity to get to the Championship due to the specifics of its work?
  2. How long a deal should be kept open in order for the Expert Advisor not to get into the category of "Pipsers"?
  3. Are there any limitations on the number of deals performed by the Expert Advisor during the Championship? If so, let us indicate them!
  4. The Rules contain an excellent example of clear limitation of the number of profitable deals within the spread (III.7). It is just not mentioned what spread is taken - the one fixed in Appendix 1 or the real one that was at the moment of closing. I would also like to clarify this point.

Ограничения и проверки в экспертах
Ограничения и проверки в экспертах
  • 2010.08.02
  • MetaQuotes Software Corp.
  • www.mql5.com
Можно ли торговать этим инструментом в понедельник? Хватит ли денег на открытие позиции? Какой размер убытка мы получим, если сработает Stop Loss? Как ограничить количество отложенных ордеров? Была ли выполнена торговая операция на этом баре или это было на предыдущем? Если торговый робот не может сделать подобные проверки, то любая прибыльная торговая система может превратиться в проигрышную. В этой статье показаны примеры проверок, которые пригодятся в любом эксперте.
 
papaklass:

1. Easy.

2. No time is marked, so any position holding time from sec etc. But it is worth keeping in mind that you cannot open and hold until the end of the championship, and you should not load sevac for a long time.

3. no.

4. I would also like to have a clearly stated rule on this question. For example on EURAUD, the spread sometimes reaches 150 pips (5 digits).

1. I agree.

Where is it written that you cannot hold it till the end of the Championship (especially if it is a position)? As far as I understand, there is a minimum for trades, and there's not even a hint about the positions in this regard.

There is no maximum limit, there is a minimum limit.

4. I think you should work on a fixed one, as a floating one is very cumbersome to calculate and control.

 

Thank you to those who responded to the questions! I think I need to justify the validity of asking them, as these rakes are still lying in the same place where I stumbled upon them, so please review your answers through the lens of my comments.

1. There is nothing to comment on here, fine if so, but it will depend on points 2 and 3.

2. Here is Renat's comment about my EA not being allowed to attend last year's championship the day before it started:

Renat  2010.10.10 20:14 #
maryan.dirtyn:
because a new unspecified rule of less than one minute has been announced...

The rule "do not use pipsing".

I reported - "the EA is ineligible due to aggressive pipsing" and Slava added "and a holding time of less than a minute". After that I specified "his report containsthousands of pipsing trades on the edge of spread withultra-short holding time".

You have not seen the results of the expert, but zealously accusing us. This is clearly unreasonable.

That thread was 30 pages long and was safely deleted. Regarding the Expert Advisor, during the testing period, there were about 600 deals on 12 symbols, and their lifetime was from a few seconds to ten minutes.

3. Besides my EA, there were two more deleted "pipsers", the branch of one of them was about the same time in English forum(https://www.mql5.com/en/forum/2238), there were more than 32000 trades, and it was the reason of disqualification.

I don't have the right and I don't think it is necessary to give any advice to the Organizer - it is possible to implement any algorithm, what is important is to know what kind of algorithm.

ATTN: Accepted EA now missing from Championship - Please add IMMEDIATELY!
ATTN: Accepted EA now missing from Championship - Please add IMMEDIATELY!
  • www.mql5.com
Statistics 806 kb of log files 32761 trades, 65535 deals, profit 1967496.
 
Vladix:


There were 30 pages in that thread,

That's right, it was. It all made sense until Stanislav Starikov pulled a piano out of the bushes and played a verse on it about holding on for one minute.

Changing the rules in the course of the game is never a good idea.

 
Mischek:

That's right, that was it. It all made sense until Vyacheslav Starikov pulled a piano out of the bushes and played a verse on it about holding on for one minute.

To change the rules in the course of the game is never a good idea.

One minute is of course not nice, but if such deals will not exceed a certain percentage (if memory serves me correctly it was about 25) I do not see any reason for disqualification.

Also not resolved the issue of trawls and withdrawal to BU.

 
Interesting:

One minute is certainly not good.

It's not about the minute. It's not good when the rules change along the way.

Well, you should not set up your EA "at the border". It is better to sacrifice profits but not to have complaints about following the rules.

 
Mischek:

It's not about the minute. It's not good when the rules change along the way.

Well, you should not set up your EA "at the border". It is better to sacrifice profits, but not to have claims for compliance with the rules.

Of course, it is better not to gain profits (or make them, but with a higher risk) than to be disqualified at all.

As for the rules of course I want more certainty, I do not really want to guess what the organizers were thinking in one case or another.

 
Mischek:

It's not about the minute. It's not good when the rules change along the way.

Well, you should not set up your EA "at the border". It is better to sacrifice profit, but not to have complaints about compliance with the rules.

Nobody is changing the rules. It has been said that pipsing is not allowed. This is checked more by subjective conditions than by technical rules.

It is absolutely clear that the pipers want to force the organizers to set clear technical limits in order to immediately happily circumvent them. And then to play the offended card publicly.

We are not the first year on the market - we know very well both the ambush and ways to bypass the conditions. Therefore, my advice is to write reasonable experts, not pipsers.

 
Renat:

Nobody is changing the rules. It has been said that you cannot pipsqueak. This is checked more by subjective conditions than by technical rules.

It is absolutely clear that pipsers want to force the organizers to indicate a clear technical framework in order to happily circumvent them. And then to play the offended card publicly.

We are not the first year on the market - we know very well both the ambush and ways to bypass the conditions. Therefore, my advice is to write reasonable experts, not pipsers.


Of course I apologise, I had no desire to argue with you, especially about the rules. But the incident with the appearance of "hold time" as

as one of the reasons for disqualification. The point is not in the pips and not even in the subjective estimation of the organizers, which they are entitled to in order to maintain the spirit of the competition. The point is that we have created a precedent by invoking the reason that wasn't in the rules. And now, regardless of the nature of the strategy, there is fear of a grand piano coming out of the bushes.

 
Mischek:

I apologise of course, I had no desire to argue with you, all the more about the rules. But the incident with the appearance of "hold time" as

one of the reasons for disqualification. The point is not in the pips and not even in the subjective estimation of the organizers, which they are entitled to in order to maintain the spirit of the competition. The point is that we have created a precedent by invoking the reason that wasn't in the rules. And now, regardless of the nature of the strategy, there is fear of a grand piano coming out of the bushes.

Here it is 'pipsers want to force the organizers to designate a clear technical framework, in order to immediately and joyfully bypass them. And then publicly play the offended card". You have just demonstrated this trick.

It's not children talking here, everyone understands everything perfectly well. This is a useless conversation.

 
Renat:

That's what it is " Pipsers want to force the organizers to set a clear technical framework in order to happily bypass it. And then publicly play the offended card". You have just demonstrated this trick.

It's not children talking here, everyone understands everything perfectly well. This is a useless conversation.

Me?! Over?! It's probably stupid to ask - Weren't you ashamed when you wrote that?

Yeah, it's probably a useless conversation. I'm sorry if it's wrong.

Reason: