Automated Trading Championship 2012 Has Started! - page 5

 

Automated Trading Championship 2012: Ninth Week, Time for Some Drawdown

As you may have already guessed from the title, the current Championship leader JPAlonso has slowed down a bit. His equity level has decreased down to $70 000. Everything is relative, of course, as we have already got used to huge profits of the competition leaders. 600% of the deposit within two months is a truly great result. If you have not read the interview with Juan Pablo Alonso Escobar yet, we recommend that you do that, as it has turned out to be very exciting.

Interesting changes have occurred at the second, third and fourth positions within the last week: honzour has moved to the second place (from the fourth one). Only $10 000 are separating him from the leader now. FIFO has become the third (though he was second), while 26405 has dropped down to the fourth place from the third one.

The full text of the news can be found on the Championship's website - Ninth Week, Time for Some Drawdown.

 

TOP-10 Forecast from Roman Zamozhnyy (Rich)

Two-thirds of the Championship have passed already. The group of leaders is more or less stable and plenty of statistical data has already been obtained. This allows making some forecasts on TOP-10 Expert Advisors' behavior for the period till the end of the Championship.

This article reveals the forecast made by Roman Zamozhnyy (Rich) for each of the TOP-10 members for the remaining part of the Championship.

Read the full article on the Championship's website - TOP-10 Forecast from Roman Zamozhnyy (Rich).

 

Championship's Ninth Week Minutes

Two months have passed since the start of the Automated Trading Championship 2012 and we are pleased to present the new "Championship's Minutes" with the data on the ninth week. We do not have "heroes", as most symbols can be called "loss-makers" this time. However, we still focus our attention on GBPJPY and USDJPY.

Here you will know about the distribution of the number of deals, profits and losses at each currency pair, as well as the average return of each trading deal.

The full text of the news can be found on the Championship's website - Championship's Ninth Week Minutes.

 

Interview with Alexandr Artapov (artall)

It was during the second week of the Championship when the Expert Advisor of Alexandr Artapov (artall) found itself on the third position trading EURUSD and EURJPY. Then it briefly left TOP-10 to appear again after one month of struggle for survival. As it turned out, this trading robot is still having something up its sleeve. It just needs some time to wait for the new levels on the trading account.

Hello, Alexandr! How did you start your trading activity?

I became interested in trading in 2000 when I occasionally bought the Valyutny Spekulyant ("Currency Trader") magazine. Besides, I always wondered, who those yelling and running people in the "pit" were? Apart from articles, reviews and interviews, that magazine also contained some publications on programming of a candle chart using MetaStock language. That has turned to be useful to some extent.

I started manual trading in autumn of 2000. I've managed to experience all nuances of ups and downs - both of the market and of my mood. Since I've always been interested in programming as the branch of Math, I tried to convert my emotions, as well as ideas and strategies to the programming language along with manual trading. Looking for the possibility of the automated trading, I have found MetaTrader (it was the third version). However, I started developing complex Expert Advisors only when MQL4 was released. One of my Expert Advisors participated in ATC 2006.

The full text of the news can be found at the Championship's website - Interview with Alexandr Artapov (artall).

 

Tenth Week - Who Is The Leader?

By the end of the Automated Trading Championship 2012 tenth week the situation is such that it is difficult to clearly identify the leader. EA of Juan Pablo Alonso Escobar (JPAlonso) is still yet on the first place, but the gap continues to shrink at the alarming rate. Having a good start and earning more than $15,000 by the mid-week, this EA not only missed the best time to take profit, but also lowered deeper than on Monday.

For the nearest rival honzour from the Czech Republic the tenth week started extremely unsuccessfully. By the weekend this trading robot closed position with the total loss of nearly $25,000 and now suffers a huge drawdown. Due to such a coincidence, the attack of Czech EA has fizzled out, and it was simply expulsed from the TOP-10. In the remaining three weeks such a turn of fate made the chances of winning quite vague. Many talk about an interview's disastrous effect, but it seems that for this participant it won't be necessary, in spite of his cunning hints.

Read the full article on the Championship's website Tenth Week - Who Is The Leader?

 

TOP-10 Forecast from Roman Zamozhnyy (Rich) as of December 9

A few days ago we tried to look into the future of TOP-10 Expert Advisors using Microsoft Excel as a time machine. In subsequent discussion, I had to admit that it was not the best solution for "searching the correlations". Now, I decided to use the more professional time machine - Eureqa application. We will also define if the previous forecasts have turned out to be true.

This article reveals the forecast made by Roman Zamozhnyy (Rich) for each of the TOP-10 members for the remaining part of the Championship.

Read the full article on the Championship's website - TOP-10 Forecast from Roman Zamozhnyy (Rich) as of December 9.

 

Championship's Tenth Week Minutes

We would like to present you the report for the tenth week of the Automated Trading Championship 2012. Although EURUSD was a loss-making pair within the whole week, the total floating profit of newly opened positions at this pair has finally exceeded the floating losses! Find more on that, as well as on some other topics in the present report.

Here you will know about the distribution of the number of deals, profits and losses at each currency pair, as well as the average return of each trading deal.

The full text of the news can be found on the Championship's website - Championship's Tenth Week Minutes.

 

Interview with Sergey Abramov (26405)

The trading robot of Sergey Abramov (26405) is staying in TOP-10 since the second week. However, it caused much

anxiety for its developer. As it turned out, the robot contains a small error in position close block. The robot has been developed almost exclusively on the basis of the past years' results.

So, you have selected the Expert Advisor and the strategy most fitting to the Championship conditions. What were the development criteria?

$60 000 were enough to finish the Championship in TOP-10 during the previous competitions (the tenth Participant had $62 000 on his account in 2008). Therefore, it is not much of an interest to submit an Expert Advisor having less potential profitability. I used this value as the lowest one when testing my trading robot. Of course, it would be better to set the highest possible goal (Liliput made 220K on December 17, 2008). Perhaps, I will do that on the next Championship.

Let's try to guess the possible final result of this year's winner. Any ideas?

If we analyze the previous results, we can see that an Expert Advisor leading the pack the major part of the competition with a significant gap wins in most cases. The main thing for the current leader is to make fewer mistakes. The second place is far less predictable according to the past experience. The Expert Advisors are located not far from each other. The Participants currently occupying positions 2-4 will fight for the second and third places. However, predictions are a thankless occupation, and my chances to predict something correctly are even fewer than that of a weather presenter.

The full text of the news can be found at the Championship's website - Interview with Sergey Abramov (26405).

 

Interview with Evgeny Gnidko (FIFO)

The Expert Advisor of Evgeny Gnidko (FIFO) currently seems to be the most stable one at the Automated Trading Championship 2012. This trading robot entered TOP-10 at the third week remaining one of the leading Expert Advisors ever since. After the rapid series of trades during the first month of the Championship, the robot

is now quietly waiting for the new growth of volatility.

Your Expert Advisor has an impressive profit factor, as well as the percentage of profitable deals. What were the optimization criteria and what results have been obtained during the preliminary automatic tests on the 8-month interval?

I did not perform optimization in the tester. Expert Advisor's parameters (Stop-Loss, Take-Profit, Trailing Stop, etc.) were defined visually and intuitively. Then I checked them using the tester. I detected some certain behavior patterns of the trading robot depending on the parameters and selected a few definite patterns that allow the Expert Advisor to shoot ahead and occupy leading positions. Actually, that was the optimization criterion - the most rapid growth of the balance within the shortest period of time.

It seems that your tactics have worked - your Expert Advisor has completed its task before the market change. Would you have implemented any changes to your trading robot's parameters now if you've had such an opportunity? Or may be, you would even have stopped it right away?

No, I don't want to change anything. I'm satisfied with the results so far.

The full text of the news can be found at the Championship's website - Interview with Evgeny Gnidko (FIFO).

 

Our experience shows that the potential members of TOP-3 can be more easily predicted when the competition is already coming to its end. But not this time! The roller coaster arranged by EURUSD during the competition is constantly keeping our current leading Participants on their toes. The eleventh week has shown how difficult it is to keep your leading position - the sharp rise of EURUSD has considerably shaken up our TOP-10.

The current Championship is very different from the previous yeaEleventh Week - Switching to Ground Fightingrs' ones. First, it lasts 13 weeks instead of 12. In the latter case, we would already have been able to guess the potential winners. Second, the movement of currency pairs for the first 11 weeks is also quite different from the previous years. Perhaps, the reason lies in the forthcoming apocalypse scheduled on December 21 by many prophets. However, we can assure you that our Championship will continue after that date.

Read the full article on the Championship's website: Eleventh Week - Switching to Ground Fighting.