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Automated Trading Championship 2011 Has Started!

  • #21
  • Nov 12, 2011 6:59am Nov 12, 2011 6:59am
Every Automated Trading Championship allows to collect a huge amount of unique information, which can be used for conducting various researches and making interesting conclusions. This information is available to all visitors of the ATC website. One of the Participants of the current competition, the winner of the Automated Trading Championship 2007 Olexandr Topchylo (Better) took the advantage of this information to analyze the dependence of profitability of participating Expert Advisors on the money management used in them.

http://c.mql5.com/3/6/Better_report_fig_3_en.png

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Maximum Deposit Loading
Different Expert Advisors use different trading ways. Some use only a tenth of the balance to open positions, others use the whole available amount. The less available funds are involved in open positions, the lower is the risk for a trading account. Although, it also means less potential profit.

The Expert Advisors that use a smaller part of the account balance for trading risk less. The onces that open positions with large lots risk more. Of course, in the Championship there are more Expert Advisors...
The full text is available on the Championship website - Analytical Research by Better: Money Management in the ATC 2011.

The Sponsors of the Automated Trading Championship 2011 are MIG Bank, Go Markets and Vantage FX. The Media Sponsor of the Championship is Forex-TSD.
  • #22
  • Nov 14, 2011 9:13am Nov 14, 2011 9:13am
The first half of the Championship has passed. Six weeks out of twelve ones are over but the intrigue still remains. The Expert Advisor of Igor Korepin (Xupypr) has eventually left our TOP-10 and never again will its chart cross the Championship leader - the Expert Advisor of mysterious ias. But Xupypr is still the leader by the number of Code Base downloads. His Expert Advisor has been downloaded over 1600 times. And we have great news - multi-currency trading robots are more profitable than single-currency ones!

http://c.mql5.com/3/6/week_6_charts__1.png


It seems that multi-currency Expert Advisors will cause a real furor during the Championship. Everyone knows now that it would have been much better to make an Expert Advisor that is able to trade several currencies but only few know how. The chart of notused's Expert Advisor is not so beautiful as the one of ias but it is still advancing. Definitely, everyone understands that notused has good chances to find himself in TOP-3. The Championship comments section already has proposals concerning buying and selling most notable Expert Advisors but it is better to wait for the Market opening!
The full text is available on the Championship website - Sixth Week Report.

The Sponsors of the Automated Trading Championship 2011 are MIG Bank, Go Markets and Vantage FX. The Media Sponsor of the Championship is Forex-TSD.
  • #23
  • Nov 16, 2011 12:04am Nov 16, 2011 12:04am
The Expert Advisor by Ge Senlin (yyy999) from China got featured in the top ten of the Automated Trading Championship 2011 in late October and hasn't left it since then. After the poor results in the previous year ATC, Senlin has prepared a new multicurrency Expert Advisor that never closes loss positions and uses position increase instead. Let's see whether this EA will be able to rise even higher with such a risky strategy.

http://c.mql5.com/3/6/yyy999__1.jpg


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Last year you also participated in the Automated Trading Championship, but you were not so successful. This year your EA has good results. Have you made any useful conclusions from the previous Championship, which helped you to create a new EA?
True, last year my EA was not successful. It was programmed to trade 5 currency pairs. But due to some programming problem, or because I didn't take into account the running environment of the MT Server during actual...
The full text is available on the Championship website - Interview with Ge Senlin (yyy999).

The Sponsors of the Automated Trading Championship 2011 are MIG Bank, Go Markets and Vantage FX. The Media Sponsor of the Championship is Forex-TSD.
  • #24
  • Nov 19, 2011 3:56am Nov 19, 2011 3:56am
Every year hundreds of traders all over the world submit their best trading robots for the Automated Trading Championship. When tested on historical data, the vast majority of Expert Advisors show impressive results but only a few of them are able to be profitable during the Championship itself. What is the reason for such a different behaviour? And how to improve trading systems setting? In this article we will discuss statistical parameters obtained from the results of the automatic verifications of the trading robots submitted for the Automated Trading Championship 2010.

http://c.mql5.com/3/6/The_Ways_that_..._Choose__1.png


The full text is available on the Championship website - The Roads That Traders Choose.

The Sponsors of the Automated Trading Championship 2011 are MIG Bank, Go Markets and Vantage FX. The Media Sponsor of the Championship is Forex-TSD.
  • #25
  • Nov 21, 2011 9:10am Nov 21, 2011 9:10am
That was the roller-coaster week in the Championship. As a result, our forecast has brilliantly failed on several points. It has been too early for us to say good-bye to the Expert Advisor of Xupypr, as he not only managed to get back to our TOP-10 chart but also took the third place there. The leader of the last weeks ias has rushed down and lost half of his funds. It is occupying the second place now. The first place is captured by the participant from China lf8749. He has also set the new record of the Championship.

http://c.mql5.com/3/6/week_7_charts_en.png


If you were tracking the Championship all this time, you must have noticed that the winner of the Automated Trading Championship 2010 Boris Odintsov (bobsley) has appeared in our TOP-10 on the seventh week. His Expert Advisor suffered a terrible drawdown of $8 000, but by some miracle it managed to overcome it and even take the fifth place for some time in the middle of the week. Unfortunately, bobsley's trading robot has performed a series of losing trades resulting in the overall loss of $26 000 and currently has left the TOP-10. This happened after we had taken an interview with him. You will be able to read it tomorrow.

The full text is available on the Championship website - Seventh Week Report.

The Sponsors of the Automated Trading Championship 2011 are MIG Bank, Go Markets and Vantage FX. The Media Sponsor of the Championship is Forex-TSD.
  • #26
  • Nov 22, 2011 8:52am Nov 22, 2011 8:52am
Interview with Boris Odintsov (bobsley) is the last one within the ATC Champions League project. Boris won the Automated Trading Championship 2010 - the first Championship held for the Expert Advisors in the new MQL5 language. Having appeared in the top ten already in the first week of the ATC 2010, his EA brought it to the finish and earned $77,000. This year, Boris participates in the competition with the same Expert Advisor with modified settings. Perhaps the robot would still be able to repeat its success.

http://c.mql5.com/3/6/bobsley_ATC2011__1.jpg

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When did you decide to take part in the ATC 2011? Does the first place in the previous Championship give any confidence?
Yes, it gives confidence, especially in psychological terms. I decided to take part immediately after the ATC 2011 was announced. I had a ready Expert Advisor and only needed to adjust it to the Championship rules. I use the same last year EA in its slightly improved and optimized form. All the information about it can be found in discussions...
The full text is available on the Championship website - ATC Champions League: Interview with Boris Odintsov (bobsley).

The Sponsors of the Automated Trading Championship 2011 are MIG Bank, Go Markets and Vantage FX. The Media Sponsor of the Championship is Forex-TSD.
  • #27
  • Nov 24, 2011 8:38am Nov 24, 2011 8:38am
Under the Championship Rules, each participant can send an Expert Advisor as an MQL5 source code or an executable EX5 file. The vast majority of participants, of course, do not wish to disclose their trading idea implemented in the trading robot. Nevertheless, each year some of the Championship participants post the source code of their Expert Advisors, and anyone can download the code of such a robot and see what's in it. We decided to publish some details of these Expert Advisors.

http://c.mql5.com/3/6/OpenEAs_chart__1.png


Twelve participants have checked off an option in their Profiles to allow anyone to download their trading robot as EX5 or MQ5. We've prepared a special chart similar to that on the Championship's home page, showing changes in the Equity of each Expert Advisor. So you can see what happened with the account, on which each of the Expert Advisors traded.

The full text is available on the Championship website - Trading Robots with an Open Source Code.

The Sponsors of the Automated Trading Championship 2011 are MIG Bank, Go Markets and Vantage FX. The Media Sponsor of the Championship is Forex-TSD.
  • #28
  • Nov 29, 2011 1:04am Nov 29, 2011 1:04am
At the eighth week the gap between the first and the tenth places in TOP-10 increased and exceeded $ 90 000. We can say that the main objective of the past five trading days was not to make money but to preserve already gained profit. This mission has turned out to be impossible for multi-currency Expert Advisors. The common Equity value of ias and yyy999 is less than the Equity of the current leader lf8749, and the participant notused has completely left the TOP-10. At the same time, Xupypr has taken a second place.

http://c.mql5.com/3/6/week_8_charts__1.png


However, in the middle of the eighth week the Expert Advisors of ias and notused were going side by side occupying second and third places respectively and there were no any signs of trouble. But they had already been followed by the Expert Advisor of Xupypr having Equity of $65 000 with the open EURUSD position of 15 lots. But Eurozone issues have led to the further descending of the EURUSD on November, 23. That allowed the Expert Advisor of Xupypr to fix a huge profit of $52 000 and stabilize at $80 955.

The full text is available on the Championship website - Eighth Week Report.

The Sponsors of the Automated Trading Championship 2011 are MIG Bank, Go Markets and Vantage FX. The Media Sponsor of the Championship is Forex-TSD.
  • #29
  • Nov 30, 2011 8:17am Nov 30, 2011 8:17am
It was only this summer that Vitaly Antonov (beast) has learned about the upcoming Automated Trading Championship and got to know MetaTrader 5 terminal. Time was running out, besides, Vitaly was a newcomer. So, he randomly chose GBPUSD currency pair to develop his trading system. And the choice turned out to be successful. It would have been impossible to use other symbols with the strategy.

http://c.mql5.com/3/6/beast1__1.jpg

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It seems that your Expert Advisor is written without using MQL5 Wizard, as the Expert Advisors written with the help of Wizard make entries into the Experts log

I have written the code the way I used to do it - from scratch. Therefore, I have deleted everything MQL5 Wizard had created by default. There are no log entries, as the algorithm is simple and I can easily understand what my Expert Advisor is doing.

The trading robot contains MACD indicator. When the...
The full text is available on the Championship website - Interview with Vitaly Antonov (beast).

The Sponsors of the Automated Trading Championship 2011 are MIG Bank, Go Markets and Vantage FX. The Media Sponsor of the Championship is Forex-TSD.
  • #30
  • Dec 3, 2011 5:16am Dec 3, 2011 5:16am
For two months already trading robots are competing in the Automated Trading Championship 2011. We have witnessed breathtaking rises and sudden downfalls, sometimes the leaders were changing one another and sometimes it seemed that the situation was perfectly clear. In our first statistical report we observed the correlation of profitable and loss-making Expert Advisors and some other parameters that can be interesting for the Championship participants and spectators.

In our second report we are going to examine the Championship results concerning 43 trading days (October, 3 through November, 31) from different aspects. We have separately calculated the daily number of deals performed by single and multicurrency Expert Advisors. That allowed to evaluate the shares of each group of trading robots in the total number of the Championship deals performed every day.

http://c.mql5.com/3/6/trades_ATC_2011__1.png


In a similar ATC 2010 report we observed trades (not deals), i.e. the deals that fixed some definite financial result from trading operations as a profit or a loss on a trading account. We have also prepared this data to allow you:

 

  1. to compare the current data with the previous year one;
  2. compare the deals and trades charts by the first 43 days of the Championship.

The full text is available on the Championship website - Statistical Report #2.


The Sponsors of the Automated Trading Championship 2011 are MIG Bank, Go Markets and Vantage FX. The Media Sponsor of the Championship is Forex-TSD.

  • #31
  • Dec 6, 2011 9:04am Dec 6, 2011 9:04am
Another change of leaders has suddenly occured on the ninth week. Four times from Monday to Wednesday the Expert Advisor of lf8749 was buying and selling successively after loading itself by 15 EURUSD lots. But its transactions have turned out to be unsuccessful and its balance chart has fallen rapidly from the level $122 000. The remaining members of the TOP-10 have also shown some activity and the leadership was passing from hand to hand for several times.

http://c.mql5.com/3/6/week_9_chart__1.png


Our TOP-10 chart is represented only by three countries now: six participants are from Russia, three are from China and one participant is from Germany. And it is quite probable that representatives of these three countries will be the winners of the Automated Trading Championship 2011. And while the Russian participants have always been comprising the major part of the current competition TOP-10, the third participant tradelife from China is a newcomer there. The balance chart of its trading robot is unstable and it may leave the TOP-10 soon.

The full text is available on the Championship website - Ninth Week Report.

The Sponsors of the Automated Trading Championship 2011 are MIG Bank, Go Markets and Vantage FX. The Media Sponsor of the Championship is Forex-TSD.
  • #32
  • Dec 7, 2011 12:59am Dec 7, 2011 12:59am
Since the first Automated Trading Championship we have seen plenty of trading robots in our TOP-10 created with the use of various methods. Excellent results were shown both by the Exper Advisors based on standard indicators, and complicated analytical complexes with weekly automatic optimization of their own parameters. But still we have never seen an Expert Advisor based on the wave theory competing with trading robots based on neural networks and enhanced mathematical models. The author of this unusual trading robot Andrey Bobryashov (tmt0086) believes that there is nothing difficult in that.

http://c.mql5.com/3/6/tmt0086_ATC_2011_winter__1.jpg


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It is said that Wave Analysis is mostly an art than a science. And creation of an automatic trading system based on it is a very complicated task. How have you managed to do that?
Indeed, the wave analysis is an art or a creative work, to be exact. Construction of the waves is like a picture painting. It always has an alternative interpretation. It seems that the disputes of wave analytics about the waves construction will continue until the market exists.

An attempt to program the wave analysis in its classical form...
The full text is available on the Championship website - Interview with Andrey Bobryashov (tmt0086).

The Sponsors of the Automated Trading Championship 2011 are MIG Bank, Go Markets and Vantage FX. The Media Sponsor of the Championship is Forex-TSD.
  • #33
  • Dec 9, 2011 3:26am Dec 9, 2011 3:26am
The task of writing an Expert Advisor trading on multiple currency pairs is complex both in terms of finding suitable strategies and from the technological side. But if the goal is set clear, nothing is impossible then. It was four times already that Vitaly Mazurenko (notused) submitted his multi-currency Expert Advisor. It seems, he has managed to find the right way this time.

We have not been able to interview him when his Expert Advisor was in TOP-10 but the interest for his trading robot remains. Valery has revealed us his recipe for multi-currency Expert Advisors.

http://c.mql5.com/3/6/notused_anounce__1.jpg

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Your Expert Advisor shows good results this year. Is that what you've just called "use mathematical education appropriately"?

In my last year interview I told that it is not so difficult to develop relatively "lossless" Expert Advisor (in a reasonable time, of course). Also, I noted that the major problem of most traders is money management that can destroy a good Expert Advisor.
"Good volume" is probably a strong expression. In fact, there is...
The full text is available on the Championship website - Interview with Valery Mazurenko (notused).

The Sponsors of the Automated Trading Championship 2011 are MIG Bank, Go Markets and Vantage FX. The Media Sponsor of the Championship is Forex-TSD.
  • #34
  • Dec 12, 2011 9:56am Dec 12, 2011 9:56am
That week has turned out to be the most complicated in the Championship. The TOP-3 is still occupied by the same participants from Russia, Germany and China, though their positions have changed. The main question was if the Expert Advisor of lf8749 would be able to overcome $100 000 level again, but the answer is still unclear. We don't know about the basis of his Expert Advisor, which was ascending so perfectly for 8 weeks and then suddenly started falling. It has lost almost $14 000 this week and moved to the third place. But two weeks before the end of the Championship may be enough for it to change the situation.

http://c.mql5.com/3/6/week_10_chart__1.png


The next to last eleventh week of the Championship has started and we decrease the number of potential winners of the Automated Trading Championship 2011. Future winners are in the TOP-10 now and it is unlikely that someone else can interfere. But none of the TOP-10 participants can be absolutely sure of that and we will see the end of this exciting competition soon.

The full text is available on the Championship website - Tenth Week Report.

The Sponsors of the Automated Trading Championship 2011 are MIG Bank, Go Markets and Vantage FX. The Media Sponsor of the Championship is Forex-TSD.
  • #35
  • Dec 18, 2011 1:03am Dec 18, 2011 1:03am
On the seventh week of the Championship, Li Fang's Expert Advisor (lf8749) set a new record - it earned over $100,000 in 10 trades. This successful series helped the Expert Advisor to stay at the very top of the Automated Trading Championship 2011 rating for two weeks. In this interview we tried to find out the secret of Li Fang's success.

http://c.mql5.com/3/6/lf8749__1.jpg

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You have participated in ATC 2010, but this time the result much more impressive. Tell us please about your Expert Advisor.

I used the Fibonacci rule to determine the trading signals, the take profit and stop loss, the parameters optimized on historical data from January to August 2011. The reason of bad results of last year's championship because there was a programming error.
The full text is available on the Championship website - Interview with Li Fang (lf8749).

The Sponsors of the Automated Trading Championship 2011 are MIG Bank, Go Markets and Vantage FX. The Media Sponsor of the Championship is Forex-TSD.
  • #36
  • Dec 19, 2011 7:54am Dec 19, 2011 7:54am
Of all the Expert Advisors participating in the current Championship, 104 EAs are multicurrency, i.e. they trade two or more currency pairs. We decided to see how they differ from single currency Expert Advisors in terms of trading performance: the ratio of profitable and losing EAs, convenient and inconvenient currency pairs. For the record, we used trading data for the first two months of the competition.

http://c.mql5.com/3/6/multicurrencyEAs__1.png


"Happy families are all alike; every unhappy family is unhappy in its own way," Leo Tolstoy said. Does the gain or loss depend on the currency pair? Why do most of participants of the ATC contests choose EURUSD and almost do no trade outsider currencies? According to Statistical Report #1, the most unloved pairs for single currency EAs were the following: USDJPY, AUDUSD, USDCAD and EURAUD.
Since EURUSD is traded by over 85% of single currency Expert Advisors, let's visualize it in a separate diagram. We have calculated daily results of all deals that lock in profit for EURUSD, and have plotted a curve by days of the first two months.
The full text is available on the Championship website - Multicurrency Expert Advisors in the ATC 2011.


The Sponsors of the Automated Trading Championship 2011 are MIG Bank, Go Markets and Vantage FX. The Media Sponsor of the Championship is Forex-TSD.
  • #37
  • Dec 20, 2011 5:13am Dec 20, 2011 5:13am
The Championship's TOP-10 is still rich for surprises and exciting moments. During the eleventh week the Championship leader, the Expert Advisor of Xupypr from Russia has finally fixed its profit causing joy among its fans and now it is staying still. The second place is being occupied by the multi-currency Expert Advisor of yyy999 from China. It has 8 open positions and all of them are losing ones. The trading robot of Tim from Germany is coming third.

http://c.mql5.com/3/6/week_11_chart__1.png


The last week of the Championship will put an end to the three-month competition and the authors of Expert Advisors from TOP-10 will finally be able to relax. 5 trading days are left before the winners of the Automated Trading Championship 2011 will be finally determined. And every participant desires the course of market events to be most favorable for their Expert Advisor. We wish good luck to all the participants!

The full text is available on the Championship website - Eleventh Week Report.

The Sponsors of the Automated Trading Championship 2011 are MIG Bank, Go Markets and Vantage FX. The Media Sponsor of the Championship is Forex-TSD.
  • #38
  • Dec 22, 2011 5:50am Dec 22, 2011 5:50am
On the eleventh week of the Automated Trading Championship, Andrea Zani (sbraer) got featured very close to the top five of the competition. It is on the sixth place with about 47,000 USD now. Andrea's Expert Advisor AZXY has made only one losing deal, which was at the very beginning of the Championship. Since then, its equity curve has been steadily growing.


http://c.mql5.com/3/6/andre_zani__1.png

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Did you start right with MetaTrader 5 or had you used MetaTrader 4 before?
Maybe I am the only participant of this Championship (or one of the few), who began directly with MetaTrader 5 and MQL5. I got interested in the platform only a year ago. A friend of mine, David (brainkiller) introduced the forex world to me some months ago....
The full text is available on the Championship website - Interview with Andrea Zani (sbraer).The Sponsors of the Automated Trading Championship 2011 are MIG Bank, Go Markets and Vantage FX. The Media Sponsor of the Championship is Forex-TSD.
  • #39
  • Dec 22, 2011 10:49pm Dec 22, 2011 10:49pm
The last week of the Automated Trading Championship 2011 is going under a full head of steam. Soon we will finally find out the winners of this three-month MQL5 trading robots competition. We have witnessed sudden rises and sharp falls of some participants and some things have again been seen the first time.

The sole criterion for determining the Championship winners is the gained profit. On the one hand, it is desirable to perform as many trades as possible to gain maximum profit. On the other hand, the risk of a deposit loss also increases with trading activity. Championship participants have been trying to solve this issue in their own way. Let's examine the values of this parameter for TOP-10 participants, as of 5 days before the competition end.

http://c.mql5.com/3/6/top10_deals_fig1__1.png


The full text is available on the Championship website - TOP-10 Participants Overview.

The Sponsors of the Automated Trading Championship 2011 are MIG Bank, Go Markets and Vantage FX. The Media Sponsor of the Championship is Forex-TSD.
  • #40
  • Dec 26, 2011 5:37am Dec 26, 2011 5:37am
The fifth annual Automated Trading Championship 2011 is over. Today, after 12 weeks of the fascinating competition of trading robots, participants' Expert Advisors have been stopped, and we can finally announce the winners.

During the Championship, various Expert Advisors got featured on top of the ATC rankings, their strategies were vigorously discussed by the contest participants and website visitors, and interviews with them were published in the News section of this site. In interviews with the winners of the previous Championships, we have found two ingredients for success in the competition - a good trading strategy and luck.


http://c.mql5.com/3/6/atc_2011_closed__2.jpg


The full text is available on the Championship website - The Automated Trading Championship 2011 Is Over!

The Sponsors of the Automated Trading Championship 2011 are MIG Bank, Go Markets and Vantage FX. The Media Sponsor of the Championship is Forex-TSD.
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