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Automated Trading Championship 2012: Optimization VS Reality - Evidence from ATC 2011

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MetaQuotes Software Corp.
MetaQuotes Software Corp.  

You want it, you've got it! After the publication of the article The Mystery of Changing Leaders Solved? we have received many requests to write an article having a greater analytical bias. Today we have a hot topic - comparing the Expert Advisors' parameters obtained during the automatic tests before the Automated Trading Championship 2011 with the ones shown during the Championship itself.

Each test report contains many statistical parameters from the number of trades to profit factor, Sharpe ratio, etc. In this article we will examine only some general parameters in order not to disclose any personal data:

  • Final balance
  • Number of input parameters
  • Timeframe
  • Profit deals ratio
  • Profit factor

We will try to find out how the automatic test results correlate with the Championship ones (if there is any correlation at all).

Read the full article on the Championship's website - Optimization VS Reality: Evidence from ATC 2011.
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