Analytical Research by Better: Money Management in the ATC 2011

 

Every Automated Trading Championship allows to collect a huge amount of unique information, which can be used for conducting various researches and making interesting conclusions. This information is available to all visitors of the ATC website. One of the Participants of the current competition, the winner of the Automated Trading Championship 2007 Olexandr Topchylo (Better) took the advantage of this information to analyze the dependence of profitability of participating Expert Advisors on the money management used in them.


Maximum Deposit Loading

Different Expert Advisors use different trading ways. Some use only a tenth of the balance to open positions, others use the whole available amount. The less available funds are involved in open positions, the lower is the risk for a trading account. Although, it also means less potential profit.

The Expert Advisors that use a smaller part of the account balance for trading risk less. The onces that open positions with large lots risk more. Of course, in the Championship there are more Expert Advisors of the second type, because without high risks it is hard to win, if the criterion is the maximum balance at the end of the competition.

Therefore, we introduce a value of the level of deposit used. Level of deposit used is the maximum ratio of funds involved in open positions and the account equity.

The full text is available on the Championship website - Analytical Research by Better: Money Management in the ATC 2011.

The Sponsors of the Automated Trading Championship 2011 are MIG Bank, Go Markets and Vantage FX. The Media Sponsor of the Championship is Forex-TSD.