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Automated Trading Championship 2011: Interview with Valery Mazurenko (notused)

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The task of writing an Expert Advisor trading on multiple currency pairs is complex both in terms of finding suitable strategies and from the technological side. But if the goal is set clear, nothing is impossible then. It was four times already that Vitaly Mazurenko (notused) submitted his multi-currency Expert Advisor. It seems, he has managed to find the right way this time.

We have not been able to interview him when his Expert Advisor was in TOP-10 but the interest for his trading robot remains. Valery has revealed us his recipe for multi-currency Expert Advisors.

ATC 2011 Participant Valery Mazurenko (notused)

Your Expert Advisor shows good results this year. Is that what you've just called "use mathematical education appropriately"?

In my last year interview I told that it is not so difficult to develop relatively "lossless" Expert Advisor (in a reasonable time, of course). Also, I noted that the major problem of most traders is money management that can destroy a good Expert Advisor.

"Good volume" is probably a strong expression. In fact, there is nothing difficult in that. The optimization of the Expert Advisor took approximately one month using MQL5 Cloud Network. Optimization was carried out in several stages.

As I've already noted, optimal F was selected as money management method, while the "fundamental trading equation", as it is called by Ralph Vince, is used as the objective optimization function. Also, there were some issues concerning strategies combining.

The full text is available on the Championship website - Interview with Valery Mazurenko (notused).

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.

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