Automated Trading Championship 2011 - Rules - page 11

 

Yedelkin:

Yes, it is. If I knew for sure, I would be working on it :) So far, I remember ideas expressed more than once that an expert should also work on the weekend, processing some information. In essence, we are talking about the processing of statistical information. Therefore, the result of such processing may be the necessity to make some changes in the Expert Advisor's parameters. In fact, some do it, but in manual mode (since there cannot be one set of parameters for all cases).

As many of you might remember, the Championship Rules prohibit the use of too much equipment during the Championship. However, the developers have repeatedly hinted at the fact that an increase in load (within certain limits) is possible during the weekend.

It would be logical to process statistical information, perform virtual trading (for example, for the previous week) and change trading processes during the weekend.

About changing parameters there is a very ancient trick - duplicate the parameters that can be dynamically changed in the form of variables (can be at the "global" level, so that if something gets lost the changes) and already use them quietly.

If necessary, it is possible to check with the EA parameters specified at startup.

A simple example of this work would be the permission to trade on certain days of the week. The parameters can be set to allow trading on all days of the week. The Expert Advisor calculates some statistics and can exclude Wednesday (for completely or for a certain time period, that is another question).

Ограничения и проверки в экспертах
Ограничения и проверки в экспертах
  • 2010.08.02
  • MetaQuotes Software Corp.
  • www.mql5.com
Можно ли торговать этим инструментом в понедельник? Хватит ли денег на открытие позиции? Какой размер убытка мы получим, если сработает Stop Loss? Как ограничить количество отложенных ордеров? Была ли выполнена торговая операция на этом баре или это было на предыдущем? Если торговый робот не может сделать подобные проверки, то любая прибыльная торговая система может превратиться в проигрышную. В этой статье показаны примеры проверок, которые пригодятся в любом эксперте.
 
Interesting:

To developers and organisers

If during a test the Expert Advisor needs to upload the story, how will it behave and will the time spent on uploading the story be counted as 15 minutes?

During testing the necessary history has already been loaded to the specified depth for all symbols (from 2005), but when working on the Championship there is nothing but the open chart, to which the Expert Advisor is attached. You have to take care of loading the history for the required symbols to the right depth yourself. I think so.
 
Valmars:
During testing, the necessary history has already been loaded to the specified depth on all symbols (from 2005), but when working in the Championship, there is nothing but the open chart to which the Expert Advisor is attached. You have to take care of loading the history for the required symbols to the right depth yourself. I think so.

We'll sort it out at the championships sometime. I am interested in the tester. Since it is guaranteed to load only 100 bars automatically (as far as I remember).

So my question is if I need 500 bars, what is easier to do:

a) to load history to a necessary depth by myself (I am implementing this variant now);

b) switch to weekly timeframe and only then return to the major timeframe;

c) Other options.

 
Interesting:

We'll sort it out at the championships sometime. I am interested in the tester. Since it is guaranteed to load only 100 bars automatically (as far as I remember).

So my question is if I need 500 bars, what is easier to do:

a) to load history to a necessary depth by myself (I am implementing this variant now);

b) switch to weekly timeframe and then return to the major timeframe;

c) Other options.

Well, you can check the depth of the existing history during loading. Check on your test championship account. I think it will return that everything is already loaded. There were no brakes during testing in the last championship.

Didn't think about it, can't check it on my account. Remains to wait for the experts to start checking.

 
Valmars:

Well, you do check, in the course of loading, the depth of the story you already have. Check on your test championship account. I think it will return that everything is already loaded. There was no slowdown in testing at the last championship.

Didn't think, you can't check it on your account. It remains to wait for the experts to start checking.

I purposely removed the history from the tester (it remained unchanged in the terminal directory).

When I started the Expert Advisor in the tester, the run from 01/01/2010 to 28/06/2011 was executed in 613703 ms (the same period was executed in 393500 when I had the history).

At the same time during the start the printout showed that there are 260 bars (for each of the 10 symbols), apparently this number of bars was stored somewhere.

Документация по MQL5: Доступ к таймсериям и индикаторам / Bars
Документация по MQL5: Доступ к таймсериям и индикаторам / Bars
  • www.mql5.com
Доступ к таймсериям и индикаторам / Bars - Документация по MQL5
 
Interesting:

I purposely deleted the history from the tester (it remained unchanged in the terminal directory).

When Expert Advisor started in the tester, the pass from 01/01/2010 to 28/06/2011 was performed for 613703 ms (the same period was handled for 393500 when history was available).

Yes, I have already corrected, you can not check on your terminal. After all, what will happen on the test one, we do not know.

The thing is that at the last championship my testing was the same, both with and without downloading history.

 
Valmars:

Yes, I am already corrected, you can't check on your own terminal. After all, we don't know what will happen on the test terminal.

The thing is, my testing was the same during the last Championship, both with and without downloading of the history.
Then for now I will not get too excited about it, we will think about the results of the test.
 
During the pre-test of experts in the tester, there will be a full market environment, i.e. everything is downloaded.

During the championship each terminal will have the entire minute history of the m1 from at least 2000 onwards available.
MQL5: Руководство по тестированию и оптимизации советников
MQL5: Руководство по тестированию и оптимизации советников
  • 2010.10.12
  • Samuel
  • www.mql5.com
Первая часть статьи посвящена вопросам выявления и исправления различных ошибок в коде программ, написанных на MQL5. Во второй части статьи рассматриваются вопросы практического применения Тестера стратегий клиентского терминала MetaTrader 5. Показано, как пользоваться функционалом оптимизации входных параметров. Предлагаемые советы помогут вам в течении дня провести тестирование и оптимизацию ваших советников.
 
Renat:

Focus on testing under Xeon E5507, 2.27Ghz,

How many cores? YandexMarket states that there can be from 1 to 6.
 
Yedelkin:
How many cores? YandexMarket says there can be between 1 and 6.
http://ark.intel.com/Product.aspx?id=37100