Automated Trading Championship 2010 - page 11

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olowsam:

Please when will the EAs be tested again? 

Your EA is successfully tested, see the Discussion in you profile at championship.mql5.com
 

 Hi,

 

 Please confirm my considerations:

Accordingly to  ACT2010 rules :

 ..............................

1.   The maximum amount of pending orders for all symbols at any point in time is 12.

2.   The maximum combined amount of positions and pending orders' lots, regardless of the direction on one symbol, is 15. Stop-losses and take-profits are not taken into account.

 ...............................

This means that in the same time max amount of orders/positions and lots for each currency pair (symbol) e.g. EURUSD,USDCHF ...ect , which Expert Adviser  can open/ pending are mentioned in examples below (probably it will never occur during ACT2010):

 

Variant A. Max  12 pending orders for all symbols with max lots=15 for each symbol in the same time e.g:

 

(one pending order for each symbol):

            1.1 BuyStop EURUSD 15 lots 

            1.2  SellLimit GBPUSD 15 lots

             ...........

             1.12 BuyLimit GBPCHF 15 lots

                   so total (max) amount of  lots if all pending orders are existing , lots=15*12=180 (if margin during opening each position is enough off course) 

      

 or  (two  pending orders for each symbol)

            1.1 BuyStop EURUSD 10 lots 

            1.2 BuyLimit EURUSD 5 lots 

            1.3  SellLimit GBPUSD 2 lots

            1.4  BuylLimit GBPUSD 13 lots

             ...........

             1.11 BuyLimit GBPCHF 4lots

             1.12 BuyStop GBPCHF 11 lots

 

               so total (max) amount of  lots if all pending orders are existing , lots=(10+5)+(2+13)+....(4+11)=180 (if margin during opening each position is enough off course) 

 

Variant B. Max  12 opened position for all symbols (one opened position for each symbol - never more due to mql5 )  with max lots=15 for each symbol in the same time e.g:

            1.1 BUY EURUSD 15 lots

            1.2  SELL GBPUSD 15 lots

             ...........

             1.12 BUY GBPCHF 15 lots

               so total (max) amount of lots if all positions are opened, lots=15*12=180 (if margin is enough off course) in the same time.

 

Variant C For mixed variant, max amount of opened position and pending orders for each symbol in the same time e.g:

            1.1 BUY EURUSD 10 lots     -position

                  1.1.1 BuyStop EURUSD 5 lots  - pending order

            1.2  SELL GBPUSD 3lots  -position

                  1.2.1  SellLimit GBPUSD 12 lots  - pending order

             ...........

             1.12 BUY GBPCHF 8 lots   -position

                   1.12.1  SellLimit GBPCHF 7 lots  - pending order

 so total (max) amount of lots with existing  partly lots for all opened positions and  partly lots for all pending orders   , lots=(10+5)+(3+12)+ .......+(8+7)=180 (if margin is enough off course) in the same time. In mix variant can exist in the same time max 12 pending orders and 12 opened positions but total lots for each symbol should be not more than 15 lots

  

Is it correct or not?

I know that these situations probably will never  take place, but participant who prepares multicurrency EA would like to set limits for his robot to avoid faults during contest. 

 

Toyota 

 

 

 

Documentation on MQL5: Standard Constants, Enumerations and Structures / Trade Constants / Order Properties
  • www.mql5.com
Standard Constants, Enumerations and Structures / Trade Constants / Order Properties - Documentation on MQL5
 
Toyota:

 

 

Variant A. Max  12 pending orders for all symbols with max lots=15 for each symbol in the same time e.g:

 

(one pending order for each symbol):

            1.1 BuyStop EURUSD 15 lots 

            1.2  SellLimit GBPUSD 15 lots

             ...........

             1.12 BuyLimit GBPCHF 15 lots

                   so total (max) amount of  lots if all pending orders are existing , lots=15*12=180 (if margin during opening each position is enough off course) 

  

It's wrong. According Rule IV.4

The minimum trading amount is 0.1 lots, and the maximum is 5 lots, with an increase by 0.1 lot on every order.


Right is this 

Variant A. Max  12 pending orders for all symbols with max lots=15 for each symbol in the same time e.g:

 

(one pending order for each symbol):

            1.1 BuyStop EURUSD 5 lots 

            1.2  SellLimit GBPUSD 5 lots

             ...........

             1.12 BuyLimit GBPCHF 5 lots

                   so total (max) amount of  lots if all pending orders are existing , lots=5*12=60 (if margin during opening each position is enough off course) For pending order it is not required margin now.


 
Toyota:

 

Variant B. Max  12 opened position for all symbols (one opened position for each symbol - never more due to mql5 )  with max lots=15 for each symbol in the same time e.g:

            1.1 BUY EURUSD 15 lots

            1.2  SELL GBPUSD 15 lots

             ...........

             1.12 BUY GBPCHF 15 lots

               so total (max) amount of lots if all positions are opened, lots=15*12=180 (if margin is enough off course) in the same time.

It is right. If you have enough money :)
 
Toyota:

 

Variant C For mixed variant, max amount of opened position and pending orders for each symbol in the same time e.g:

            1.1 BUY EURUSD 10 lots     -position

                  1.1.1 BuyStop EURUSD 5 lots  - pending order

            1.2  SELL GBPUSD 3lots  -position

                  1.2.1  SellLimit GBPUSD 12 lots  - pending order

             ...........

             1.12 BUY GBPCHF 8 lots   -position

                   1.12.1  SellLimit GBPCHF 7 lots  - pending order

 so total (max) amount of lots with existing  partly lots for all opened positions and  partly lots for all pending orders   , lots=(10+5)+(3+12)+ .......+(8+7)=180 (if margin is enough off course) in the same time. In mix variant can exist in the same time max 12 pending orders and 12 opened positions but total lots for each symbol should be not more than 15 lots

It is right too.
 

Our EA may contain one data file. Is it permissible for the EA to create additional files for keeping data?

Cheers the coffee, it is a race against time. :) 

 

Hi, 

 Thanks.

 

Conclusions for max positions, orders and lots in the same time for ACT2010 contest:

 

Accordingly to  ACT2010 rules :

 ..............................

IV. Trading terms

4. The minimum trading amount is 0.1 lots, and the maximum is 5 lots, with an increase by 0.1 lot on every order

5.   The maximum amount of pending orders for all symbols at any point in time is 12.

6.   The maximum combined amount of positions and pending orders' lots, regardless of the direction on one symbol, is 15. Stop-losses and take-profits are not taken into account.

 ...............................

This means that in the same time max amount of orders/positions and lots for each currency pair (symbol) e.g. EURUSD,USDCHF ...ect , which Expert Adviser  can open/ pending are mentioned in examples below (probably it will never occur during ACT2010):

 

Variant A. Max  12 pending orders ( in the same time no position are existing) for all symbols with max lots=5 for each symbol in the same time e.g:

 

(one pending order for each symbol):

            1.1 BuyStop EURUSD 5 lots  - Rule IV.4

            1.2  SellLimit GBPUSD 5 lots  - Rule IV.4

             ...........

             1.12 BuyLimit GBPCHF 5 lots  - Rule IV.4

                   so total (max) amount of  lots if all pending orders are existing , lots=5*12=60

      

 or  (two  pending orders for each symbol)

            1.1 BuyStop EURUSD 5 lots  - Rule IV.4

            1.2 BuyLimit EURUSD 5 lots   - Rule IV.4

            1.3  SellLimit GBPUSD 5  lots    - Rule IV.4

            1.4  BuylLimit GBPUSD 5  lots   - Rule IV.4

             ...........

             1.11 BuyLimit GBPCHF  5 lots   - Rule IV.4

             1.12 BuyStop GBPCHF 5 lots   - Rule IV.4

 

               so total (max) amount of  lots if all existing pending orders  

 , lots=(5+5)+(5+5)+....(5+5)=60    

 

Variant B. Max  12 opened position (no pending orders are existing in the same time ) for all symbols (one opened position for each symbol - never more due to mql5 )  with max lots=15 for each symbol in the same time e.g:

            1.1 BUY EURUSD 15 lots   - position

            1.2  SELL GBPUSD 15 lots   - position

             ...........

             1.12 BUY GBPCHF 15 lots  - position

               so total (max) amount of lots if all positions are opened (no pending orders in the same time) , lots=15*12=180 (if margin is enough off course) in the same time.

 

Variant C For mixed variant, max amount of opened position and pending orders for each symbol in the same time e.g:

            1.1 BUY EURUSD 10 lots     -position

1.1.1       BuyStop EURUSD 5 lots  - pending order  Rule IV.4

Here totally <= 15 lots

            1.2  SELL GBPUSD 10 lots  -position

                  1.2.1  SellLimit GBPUSD 5 lots  - pending order   Rule IV.4

Here totally < =15 lots

             ...........

             1.12 BUY GBPCHF 10 lots   -position

                   1.12.1  SellLimit GBPCHF 5 lots  - pending order   Rule IV.4

Here totally < =15 lots

                       

                         

 Because of  limit 15 lots for combined positions , total (max) amount of lots with existing  partly lots for all opened positions and  partly lots for all pending orders   as following :

-        Total amount of lots for pending orders lots=5+5+…5=60 (if margin is enough off course) in the same time.

-       In the same time total amount of lots for already opened positions  lots=10+10+….. 10=120

In mix variant can exist in the same time max 12 pending orders and 12 opened positions but total lots for each symbol should be not more than 15 lots

 So I understand in other to reach 15 lots for each position e.g. symbol  EURUSD , max I should open in the following way:

a.     three times ” request execution”   with max EURUSD 5 lots (or many times to reach 15 lots)  - Rule IV.4

b.     three times pending order  ( eg. Max 5 lots  BuyLimit or other )  -  Rule IV.4

c.     Or other mix way   see conclusions above

If I want to close 15 lots for eg. EURUSD I should the following :

a.     three times ” request execution”   reverse   to existing position with max EURUSD 5 lots (or many times to reach 15 lots  )   Rule IV.4

b.     three times pending order  reverse  to existing position ( eg. Max 5 lots  BuyLimit or other )    - Rule IV.4

c.     Or other mix way -  see conclusions above

 

 Off course all depend on strategy but my conclusions concer only max amount of positions, pending orders and lots included.

 

Now I think it is OK.

Toyota 

 

 

 

 

 

 

 

 

Documentation on MQL5: Standard Constants, Enumerations and Structures / Trade Constants / Order Properties
  • www.mql5.com
Standard Constants, Enumerations and Structures / Trade Constants / Order Properties - Documentation on MQL5
 
Rosh:
It is right too.

hi Rosh, at 1.2.1 and 1.12.1 in your last post (variant c) the pending amounts are 12, respectively 7, so it can not be "right too". Please correct. Of course, this could be right in case the 12 lots of 1.2.1 is composed of 3 different pending orders, and the 7 lots of 1.12.1 is composed from 2 different pending orders, but in this case we used 5 pending orders already for 2 symbols, so we have available only the rest of 7 pending orders for all 10 remaining currency pairs. In this light, on 3 of the remaining pairs we can have only the open position (max 15 lots on each) but no pending orders. For the remaining 7 pairs, we might have positions AND pending orders for each, by wish. This is the idea, isn't it?

@toyota and rosh: thanks a lot for fixing this once forever. now is plain and clear.

 

Hello Rosh,

I want to change my ea for atc2010,

but... I cant access user's page.

there is "404" page.

what's wrong ?

regards

marvell

 
marvell:

Hello Rosh,

I want to change my ea for atc2010,

but... I cant access user's page.

there is "404" page.

what's wrong ?

Does this problem still exist?
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