Automated Trading Championship 2011 - Rules - page 9

 
papaklass:

I was sure you would come to that conclusion and I was not mistaken. Only I do not understand, how does the space occupied on the Champa affect the test time of the multicurrency? Have you forgotten your saying: "With each new character, processing time increasesproportionally. Down with the multicast?" My answer, I had hoped, would have changed your mind about multicurrency. But no, so no.

I haven't forgotten that "saying" of mine. What's more, I already have a variant where a single-currency EA fits in 4 minutes on my configuration. And the three-currency one is within the bylaws requirements outlined in the article. But it (such an EA) does not have those trivial market condition/connection checks that would take into account clause 8 of the Rules: "Trading conditions will be as close to reality as possible". Given the essence of Renat's answers, my answer is: Sorry for making waves for nothing. No one is interested in it.
 
Yedelkin:
---- I'm sorry for making a fuss. No one's interested.

Why, it's very interesting. Cartoons... what the hell cartoons, I'm afraid my monovalutnik is too heavy to compete in the championship. Oh, well, I'll think of something.

ZS. In general, I do not think that the mules have any advantage over the monomaniacs, at least in the championships, even in real life.

 
joo:

Why, it's very interesting. Cartoons... what the hell cartoons, I'm afraid my monovalutnik is too heavy to compete in the championship. Well, I'll think of something.

In general, I don't think that the Multis have any advantage whatsoever over the monomaniacs, at least in the championships, at least in real life.

Well, that's subjective... You can ask Dimitar Manov, whether the introduction of the multicurrency test mode helped him in his brilliant performance in the Championship 2010.

And concerning the test passing time - when I saw that the standard MACD lags mercilessly, I simply integrated its code into the Expert Advisor and it became N times faster

 
joo:

In general, I do not think that the mults have any advantage over the monks, at least in the championships, at least in real life.

I, too, hold a similar point of view...Therefore, out of a sense of innate contradiction, decided to check the position of opponents - switched to the topic multi-currency experts.
 
joo:

Why, it's very interesting. Cartoons... what the hell cartoons, I'm afraid my monovalutnik is too heavy to compete in the championship. Well, that's okay, I'll think of something.

In general, I don't think that mults have any advantage over monomyths, at least at the championships, at least in real life.

If you use monovolutnik in any way, but based on specific rules, it's quite probable that there will come a time when the limit of efficiency will be reached for monovolutniks (in the leading position limit).

At the same time in moult can get into pretty big trouble if you do not take into account certain features. As I wrote above, a mule is at least an order of magnitude better than a monovalutnik working on the same strategy.

Документация по MQL5: Стандартные константы, перечисления и структуры / Торговые константы / Свойства позиций
Документация по MQL5: Стандартные константы, перечисления и структуры / Торговые константы / Свойства позиций
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Стандартные константы, перечисления и структуры / Торговые константы / Свойства позиций - Документация по MQL5
 

When preparing for the last championship, there was a requirement for profitability of EAs during the testing period (something like "knowingly losing EAs are not allowed"). I could not find anything about that in the current rules or in the article (only about a 50% margin call). Since drawing your own conclusions about the rules is dangerous, my question is: Has the requirement of profitability of Expert Advisors for the testing period been canceled? If not abolished, how does it sound this year?

 
Yedelkin:

When preparing for the last championship, there was a requirement for profitability of EAs during the testing period (something like "knowingly losing EAs are not allowed"). I could not find anything about it in the current rules or in the article (only about a 50% margin call). Since drawing your own conclusions about the rules is dangerous, my question is: Has the requirement of profitability of Expert Advisors for the testing period been canceled? If not abolished, how does it sound this year?

No, it hasn't been abolished.

Why would we allow participation of Expert Advisors that are losing even during the testing period (but a "technical" loss of up to 1000 is allowed)? In the pre-test the reasons for not allowing them will be described.

The loss of sent experts usually means that a person has just uploaded someone else's expert without any investigation.

 
Renat:

No, not cancelled.

OK.

Renat:

Why allow experts who are loss-making even in the test period to participate (but a "technical" loss within 1000 is allowed). ...Loss-making of sent experts usually means that one has just uploaded someone else's expert without proceedings.

Let me try to explain. I think many people have faced the fact that EA that was set up (optimized) for the Championship period can turn out to be loss-making on the previous 9-month history. Roughly speaking, there is a principle "a certain set of parameters for every period". This principle, in my opinion, is reasonable: if you want to check your work in practice, take into account all of the circumstances associated with the work, as much as possible. Orientation of Expert Advisor settings towards the test history (or, to be more exact, the breakeven requirement) may sometimes severely distort the "optimal parameters for the Championship" found by the programmer. As a result, such double fitting results in "neither fish nor meat" parameters...

Maybe, someone has already invented codes that allow the Expert Advisor to dynamically change its parameters in the course of operation. I won't get around to it soon enough.

One more thing. That requirement of 5-10-100 trades during a testing period is accepted normally because the presence of actual trades suggests the possibility to determine whether there are errors in the code or not. The breakeven requirement for the test history already touches upon the author's trading strategy that can be aimed at the time of the Championship.

 

Unfortunately, "The loss of sent experts usually means that one has simply pumped someone else's expert without proceedings.

That is why we have introduced such a rule. We do not need to look for isolated exceptions, we are certainly aware of them.

 
Renat:

Don't look for isolated exceptions, we are certainly aware of them.

OK. According to your classification my expert is likely to fall under "single cases of exceptions", I don't even need to look it up. So I have to keep in mind the permitted level of loss and remind you of the (expert's) exceptionality.