Automated Trading Championship 2007: common mistakes in experts - page 10

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I am using a multicurrency looped EA. In the tester it is not tested at all because it does not react to new ticks. Everything else, I hope, is OK. Won't the EA be rejected due to inability to run the test?
 
Alexz:
I am using a multicurrency looped EA. In the tester it is not tested at all because it does not react to new ticks. Everything else, I hope, is OK. Won't the EA be rejected due to inability to run the test?
int start()
{
    while ( !IsStopped() )
    {
        RefreshRates();
 
                // код эксперта
 
        if ( IsTesting() ) break;
        Sleep(500);
    }
    return(0);
}
 

Thank you, Andrei!

Added a single test check outside the main cycle.

 
Alexz:

Added a single test check outside the main cycle.

Wrong. This way expert won't work at all (?), but in my variant - it will work as in real, but running every tick.
 
komposter:
Alexz:

I've added a single check to test outside the main loop.

Wrong. So EA won't work at all (?), but in my variant it will work like in real life, but running every tick.


Right - it won't :)

But I need it to not even try to test, because there will be no deals anyway.

Thanks again for the thought.

 
Renat:

I wonder if it would be an error if an EA did not handle re-quotes? And can an EA be removed from the Championship because of it?

It is difficult to detect this problem neither in the Strategy Tester, nor in demo mode or even in microreal-time. At least it did not occur at least once during one month of testing. However, it seems that organizers have decided to feed us with requotes in this championship. I judge it as an Expert Advisor tried to close an order on a generally calm market but got requotes. And this despite the fact that RefreshRates() immediately precedes OrderClose(). Well, error 138 is received and the order keeps working. Of course, the logic is broken, but it is not too bad.

Gentlemen of the contestants, are your creatures ready to fight requotes?

 
Valmars писал (а): Gentlemen contestants, are your creatures prepared to deal with requotes ?

If slippage = 10, I think re-quotes will be rare.
 
No, it isn't, RacerATC. Requotes have rather little to do with slippage. I don't even know which one. Valmars is right: you have to do a bunch of paranoid checks and appropriate loops to make the EA work as planned. But even in Expert Advisor source code included in standard package and in Code Base I haven't seen any normal checks yet.
 
RacerATC:
Valmars wrote (a): Gentlemen contestants, are your creatures ready to fight with slippage ?

If slippage = 10, I think re-quotes will be rare.

That's where you are wrong, I have slippage = 5 , and look at the excerpt from the log:

2007.09.25 01:00:24    '452209': requote 232.38 / 232.45 for order #4848040 buy 0.50 GBPJPY closing at 232.37
2007.09.25 01:00:24    '452209': request was accepted by server
2007.09.25 01:00:23    '452209': close order #4848040 buy 0.50 GBPJPY at 232.96 sl: 230.96 tp: 236.96 at price 232.37

One point above the requested closing price.

 
We only use pending orders and have no problems with requotes (I haven't used direct orders for three years now, including closing orders)
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