Automated Trading Championship 2012: Updated Rules
(...) But that's not all! Under the terms of the previous two Championships, each Expert Advisor could access the entire history of all the twelve symbols in the terminal, which contained approximately 1.5 million 1-minute bars. Some participants expressed a desire to have fewer bars available, as their strategies did not need such a deep price history. This would allow their Expert Advisors to work faster without having to calculate indicators based on old prices.
In addition, MetaTrader 5 offers flexible options for setting up the configuration file when run from the command line. It has been therefore decided to give each participant an opportunity to specify during registration not only the desired symbol and timeframe, on which the robot will operate, but also the desired history depth required for the trading strategy. (...)
Hello MetaQuotes,
I would like just to make sure regarding below:
but also the desired history depth required for the trading strategy
Does it correspond to TERMINAL_MAXBARS value? How to use such information to optimize my EA code? What I mean is:
1) if I would like to avoid calculating the indicators in my EA on too large history data range, should I set TERMINAL_MAXBARS to some low value (same value that I will choose as a participant when submitting EA)?
2) does this influence anyhow the amount of history bars that are available for testing purposes in the Strategy Tester or are these 2 completely separate things?
2) does this influence anyhow the amount of history bars that are available for testing purposes in the Strategy Tester or are these 2 completely separate things?
See Testing Trading Strategies:
The testing agent downloads only the missing history, with a small margin to provide the necessary data on the history, for the calculation of the indicators at the starting time of testing. For the time-frames D1 and less, the minimum volume of the downloaded history is one year.
Thus, if we run a testing on an interval 2010.11.01-2010.12.01 (testing for an interval of one month) with a period of M15 (each bar is equal to 15 minutes), then the terminal will be requested the history for the instrument for the entire year of 2010. For the weekly time-frame, we will request a history of 100 bars, which is about two years (a year has 52 weeks). For testing on a monthly time-frame the agent will request the history of 8 years (12 months x 8 years = 96 months).
Does it correspond to TERMINAL_MAXBARS value? How to use such information to optimize my EA code? What I mean is:
1) if I would like to avoid calculating the indicators in my EA on too large history data range, should I set TERMINAL_MAXBARS to some low value (same value that I will choose as a participant when submitting EA)?
Yes, it does.
[Charts]
Settings of charts:
- ProfileLast — name of the current profile;
- MaxBars — maximal number of bars in a chart;
- PrintColor — chart printing mode: 1 — color printing, 0 — black-and-white printing;
- SaveDeleted — save (1) or not (0) deleted charts for re-opening.
You can specify this option in Client terminal settings - Charts
Max bars in chart — bars stored in history and those shown in charts differ from each other. This difference is determined by the fact that any amount of bars can be kept in the hard disk provided that it has enough space. But the amount of bars shown in the chart is limited by the computer resources. To draw technical and custom indicators bars shown in the chart are used as well. When a great amount of indicators and data to be shown are used simultaneously, computer free resources (central processor load and free RAM) can exhaust very soon. To avoid such problems, one can specify the amount of data shown in the charts independently. This can be done by selecting a corresponding value from the pop-up list or by entering a value manually in this field.
The "Max bars in chart" option affects only the newly opened charts and timeframes — indicated number of bars is drawn on the chart from the history that is saved on the PC, but as the data is received further, the history that exist in the chart is not shortened to the specified value.
Yes, it must be the same.
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Preparation for the sixth annual Automated Trading Championship is already in full swing. We are updating the official website of Automated Trading Championship, performing technological and organizational work. Moreover we are also updating the Championship Rules.
Having read all your wishes and comments on how to improve the ATC trading conditions, we have decided to make the following changes to section IV. Trading terms:
But that's not all! Under the terms of the previous two Championships, each Expert Advisor could access the entire history of all the twelve symbols in the terminal, which contained approximately 1.5 million 1-minute bars. Some participants expressed a desire to have fewer bars available, as their strategies did not need such a deep price history. This would allow their Expert Advisors to work faster without having to calculate indicators based on old prices.
In addition, MetaTrader 5 offers flexible options for setting up the configuration file when run from the command line. It has been therefore decided to give each participant an opportunity to specify during registration not only the desired symbol and timeframe, on which the robot will operate, but also the desired history depth required for the trading strategy.
These updates on the Rules are aimed at providing even more opportunities to the developers of trading robots in MQL5 for economic terminal resource management, as well as at simplifying algorithms for multi-currency trading. Now you can have 8 pending orders for each of the 12 symbols on the average (not including the SL and TP levels set for the open position), use more indicators if necessary without loss of performance, and implement a trading strategy in simpler algorithms.
The new Championship Rules provide even more opportunities for multi-currency strategies on the Automated Trading Championship 2012!