Automated Trading Championship 2011 - Rules - page 6

 
Manov:

Why don't you try it on the tester?

When registering, each Participant is allocated a special test account with trading conditions similar to those of the Championship. The account number, server address, master password and investor password are available in the Participant's profile.


The idea was to write specialized information (in coded form) into the file. At the same time, the Expert Advisor algorithm implies uniqueness of decisions. This behaviour is due to the random selection and automatic correction mechanism.

Ideally, the results will not coincide even in the strategy tester when tested on the same data.

Renat:
No, we delete all files, including Expert Advisors themselves, after the competition is over.

It is better to display some statistics directly in the logs - all messages are published in real time on the website.
Of course, we will have to put as much useful information as possible into the logbook. There's too much unnecessary information in the logbook as it is :)
 

It seems to me that 15 minutes for testing multicurrency Expert Advisors may not be enough.

To check this, I created an empty Expert Advisor template (without serious calculations and trading operations), the period from 01/01/2011 till the current date was tested in 3 minutes and 45 seconds (when testing this Expert Advisor, there were 10 currency pairs in the list).

As an example, the same Expert Advisor passes this period (but only for EURUSD) for 50 seconds.

 
Interesting:

It seems to me that 15 minutes for testing multicurrency Expert Advisors may not be enough.

To check this, I created an empty Expert Advisor template (without serious calculations and trading operations), the period from 01/01/2011 till the current date was tested in 3 minutes and 45 seconds (when testing this Expert Advisor, there were 10 currency pairs in the list).

As an example, the same Expert Advisor passes this period (but only for EURUSD) for 50 seconds.



As we learned from the last year's Championship, 12 symbols and one simple indicator with simple logic are tested in about five minutes, while the one with a tricky logic takes about ten minutes, so this time is more than enough. Again, I remember that several people with test times of more than 15 minutes were allowed after a manual test.
 
her.human:

This is my understanding.

For example,

sent an expert for verification, after verification - answer:

- Your Expert Advisor was not checked according to so-and-so rules,

- your Expert Advisor is a Pipsier and is not suitable for our Championship,

- Your Expert Advisor has been checked and it fully meets the rules of our Championship.

Remember that our EAs will be checked on different levels:

1. automatic tests

2. Manual testing to detect Pipsers, defaulters and scoundrels.

The second stage will last the whole Championship, and you can leave it at any moment (according to the Jury's decision).

What you have written about is an automatic check, it will only determine the technical side of your EA.

 
Interesting:

It seems to me that 15 minutes for testing multicurrency Expert Advisors may not be enough.

To check this, I created an empty Expert Advisor template (without serious calculations and trading operations), the period from 01/01/2011 till the current date was tested in 3 minutes and 45 seconds (when testing this Expert Advisor, there were 10 currency pairs in the list).

As an example, the same Expert Advisor passes this period (but only for EURUSD) for 50 seconds.



Why bother and demagogy, send the expert for testing and everything will be solved immediately. Metakvot has very powerful computers, it's better than yours. If it doesn't pass the test, optimize the code while you have time.
 
Vladix:

Don't forget that there are multiple levels of testing awaiting our advisors:

1. automatic tests

2. Manual testing, which will identify the "pipsers", offenders and scoundrels.

The second stage will last the whole Championship, and you can leave it at any moment (according to the Jury's decision).

What you have written about is an automatic check, it will only determine the technical side of your EA.

clause 2. is cancelled.
 
her.human:
Why bother with all this demagogy, send an expert to check and everything will be solved at once. Metakvot have very powerful computers, it will be cooler than yours. If it doesn't pass the test, optimize your code while you have time.
Cooler and I have, there I put all the finished modules of the future system. But I always focus on this comp.
Vladix:
Last year's championship showed that 12 symbols and one simple indicator with unsophisticated logic takes about five minutes to test, with cunning logic about ten minutes, so this time is probably more than enough. Then again, I remember a few people with test times of more than 15 minutes being allowed after a manual test.
It will be necessary to look at standard EAs, for example MACD with 12 symbols in the list. If anything it will be possible to orientate on this result.
 
her.human:

If an EA has passed the test, then he/she cannot subsequently be recognised as having failed the rules test.

Naturally, if he has passed the test and then starts trading differently, different rules may come into play here. The organisers can easily trace this.

If EA is adaptive and changes strategies at different periods, depending on their internal rating (they are virtually traded), will the change of strategy be considered a breach? Is it easy to assume that some strategies did not show themselves during the testing period, but the Championship period was favourable for them?
Example - https://www.mql5.com/ru/forum/102881/page71
А такой рисунок видели? - MQL4 форум
  • www.mql5.com
А такой рисунок видели? - MQL4 форум
 
her.human:
point 2. is cancelled.

Who cancels it and why?

Do you have any idea how much time it will take to write a tester that will take into account all the formal and informal Championship rules and protect it from those who try to circumvent rather than comply with these rules? So, taking into account that the first two Championships allowed us time to tidy up the code after the manual check, such a solution was much easier and no less efficient. This was not possible in the last Championship, probably due to the fact that the platform was still raw, and the manual checks were performed in the last hours before the start. Hopefully, this Championships will provide an opportunity to correct them after the manual checks.

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:


I suggest adding to clause 8 the way market orders will be executed to be applied at the Championship:

- on request,

- at streaming prices,

- by market.

Of course, instant execution is the standard method of execution in our platforms for many years.

It is possible to add to the rules, but it is not crucial.

Reason: