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Automated Trading Championship 2012 Has Started!

  • #21
  • Nov 8, 2012 11:27pm Nov 8, 2012 11:27pm
Interview with Dmitry Terentew (SAFF)

Quote
Is it really necessary to be a programmer to develop trading robots? Do we need to spend years monitoring price charts to be able to "feel" the market? Is it possible for a random entry strategy to survive in the market for quite a long time? All these issues have been discussed in our interview with Dmitry Terentew (SAFF), whose trading robot has been occupying the first page of the Championship from the very beginning.

http://c.mql5.com/27/1/foto_SAFF_200.png
Your robot's trading style is quite unusual. It is always in the market opening a long position right after closing a previous one. Why does it behave in such a way?
I don't want to reveal all my secrets. The Expert Advisor has been generated by MQL5 Wizard in 5 minutes and refined manually to fit the Championship Rules. In fact, the initial idea has been generated by MQL5 Wizard. Besides, optimization of parameters has yielded some results. Wizard is a very useful thing.

The popular quotation "Every cook can run the state" can be applied to the Championship. Every user who knows MQL5 at least to some degree can develop an operational trading robot.

Code Base contains a few dozens of modules for generating Expert Advisors using MQL5 Wizard. Have you seen them?
Yes, I've implemented some changes to MoneyFixedRisk.mqh library and inserted necessary trading parameters into the robot's code.


So, it seems that you have not had any difficulties with the modules for the automatic generation of robots in MQL5 Wizard?
I have not seen anything too complicated. All is quite simple. I've spent a few hours plus some more time for passing the automatic tests. It is not difficult to read a ready-made code if you have at least some knowledge of programming. However, I am a network engineer rather than a programmer.

The full text of the news can be found at the Championship's website - Interview with Dmitry Terentew (SAFF).
  • #22
  • Nov 14, 2012 2:36am Nov 14, 2012 2:36am
Championship's Sixth Week Minutes


The Championship is moving forward and it is time to deliver the new statistical report on the sixth week of the Automated Trading Championship 2012. Many traders believe that stability is a critical element of trading. But how can it be achieved if the market is so unpredictable sometimes? EURUSD pair, which was the lead "character" of our previous publication, has become the main "loss maker" by the end of this week of the Championship!


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

http://c.mql5.com/27/1/diagramm_01__5.png



The full text of the news can be found on the Championship's website - Championship's Sixth Week Minutes.
  • #23
  • Nov 19, 2012 9:50am Nov 19, 2012 9:50am
Statistical Report #1

Let's sum up the results of the first month of the Automated Trading Championship 2012 and compare them with previous years' ones. Trading robots of 451 Participants have been accepted for the competition. About 40% of them have profit as of November 1, 2012. There have been no disqualifications but not all accepted Expert Advisors traded during the first month from October 1 to 31.


In this report, we will often make comparisons with the data of the similar report of 2011. Therefore, we recommend you to read it as well. Perhaps, most conclusions and data will become clearer if compared with previous years' results.


http://c.mql5.com/27/1/diagramm_01__6.png


Read the full article on the Championship's website - Statistical Report #1.
  • #24
  • Nov 20, 2012 8:12am Nov 20, 2012 8:12am
Automated Trading Championship 2012: Seventh Week - Midpoint Passed

The midpoint has been passed and the seventh week opens the second half of the Automated Trading Championship 2012. It is not the first time that we start our weekly report stating the undisputed leadership of JPAlonso (USA) - Juan Pablo Alonso Escobar. During the last week, his trading robot has increased its balance by $4 000 making the total profit of $78 000.

Other important events are as follows. honzour (Czech Republic) has entered TOP-3 rising from the ninth up to the third place within one week and outrunning 26405 and ROMAN5. His Expert Advisor is already close on the heels of FIFO whose trading robot is coming second at the moment. The gap between them is only $800 wide.

http://c.mql5.com/3/13/7week_en.png

The full text of the news can be found on the Championship's website - Seventh Week - Midpoint Passed.
  • #25
  • Nov 22, 2012 7:05am Nov 22, 2012 7:05am
Automated Trading Championship 2012: Championship's Seventh Week Minutes

Is it possible that various currency pairs are traded differently while their rates are moving in a similar way within a week? Read our statistical report on the seventh week of the Automated Trading Championship 2012 and you will see that it is actually possible! Besides, we should mention the "lead character" of the week - GBPJPY pair.

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

http://c.mql5.com/27/1/diagramm_01__7.png


The full text of the news can be found on the Championship's website - Championship's Seventh Week Minutes.
  • #26
  • Nov 26, 2012 11:35pm Nov 26, 2012 11:35pm
Eighth Week, 100K Level Still Not Reached

Eight weeks have passed since the beginning of the Championship, the resistance level of $100,000 is still unreachable, and the battle for TOP-10 places is getting hot. JPAlonso from the U.S. is still the leader of the race. We will release an interview with this trader in the upcoming days.

The most notable loss - Expert Advisor of ROMAN5 that took leadership in the second week and for a long time showed excellent results, this time detected wrong direction of entering the market and now due to a huge drawdown has been supplanted by other participants out of the top twenty. "...the market tends to be very unpredictable" - said Anton Nel in his interview and unfortunately for him this is sad but true.

http://c.mql5.com/3/13/week_8_en.png


Trading robots of FIFO (Belarus) and 26405 (Russia) continue to share the second and third places respectively. Expert Advisor of honzour from Czech Republic having shot ahead the previous week now is falling one place back because of the heavy unfixed loss.


Read the full article on the Championship's website Eighth Week, 100K Level Still Not Reached.
  • #27
  • Nov 28, 2012 2:29am Nov 28, 2012 2:29am
Interview with Juan Pablo Alonso Escobar (JPAlonso)
Quote
"Everyone who is struggling with programming and who were not able to participate in this year's competition, know that it becomes a lot easier in time", said Juan Pablo Alonso Escobar (JPAlonso), the hero of today's interview. Starting from the third week his trading robot has a leading position at the Automated Trading Championship 2012, attracting public attention and causing a heated discussion.

http://c.mql5.com/27/1/Alonso_200.png
Hello Juan. Please tell us a little about yourself and your trading experience.
I was born in Mexico, obtained my bachelor’s degree in Canada, and currently reside in the USA. I worked for a few years as an equity trader for a Canadian proprietary investment group, where I developed and monitored automated and semi-automated analysis and execution systems. I am currently completing a Masters in Financial Engineering program at Baruch College in New York, and I plan to continue working on algorithmic trading after graduation.

You have participated in Automated Trading Championships 5 times starting from 2007 so far. And each year you've got better and better from 520th place in 2007 up to 1st (so far) this year. In your personal opinion, does this progress at ATCs reflect your own progress as a developer?
When I prepared to participate in the first championship it took me days of sweat and tears just to get a working EA, let alone one that could make money. Now, the technical details of implementation are a lot easier to deal with, and I can focus on making the algorithms stronger and more profitable. Everyone who is struggling with programming and who were not able to participate in this year's competition, know that it becomes a lot easier in time.

The full text of the news can be found at the Championship's website - Interview with Juan Pablo Alonso Escobar (JPAlonso).
  • #28
  • Dec 3, 2012 8:27am Dec 3, 2012 8:27am
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.

http://c.mql5.com/3/13/9_en.png


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.
  • #29
  • Dec 4, 2012 8:29am Dec 4, 2012 8:29am
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.

http://c.mql5.com/27/1/200__10.png

Read the full article on the Championship's website - TOP-10 Forecast from Roman Zamozhnyy (Rich).
  • #30
  • Dec 5, 2012 9:35am Dec 5, 2012 9:35am
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.

http://c.mql5.com/27/1/diagramm_01__9.png

The full text of the news can be found on the Championship's website - Championship's Ninth Week Minutes.
  • #31
  • Dec 10, 2012 6:01am Dec 10, 2012 6:01am
Interview with Alexandr Artapov (artall)

Quote
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.

http://c.mql5.com/27/1/200_artall.png...
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).
  • #32
  • Dec 11, 2012 6:24am Dec 11, 2012 6:24am
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.

http://c.mql5.com/3/13/10week_en.png


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?
  • #33
  • Dec 12, 2012 11:35am Dec 12, 2012 11:35am
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.


http://c.mql5.com/3/13/200-2__1.png

Read the full article on the Championship's website - TOP-10 Forecast from Roman Zamozhnyy (Rich) as of December 9.
  • #34
  • Dec 13, 2012 4:28am Dec 13, 2012 4:28am
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.


http://c.mql5.com/27/1/diagramm_01__10.png

The full text of the news can be found on the Championship's website - Championship's Tenth Week Minutes.
  • #35
  • Dec 14, 2012 2:38am Dec 14, 2012 2:38am
Interview with Sergey Abramov (26405)

Quote
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.
http://c.mql5.com/27/1/26405_200.png

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).
  • #36
  • Dec 16, 2012 4:55am Dec 16, 2012 4:55am
Interview with Evgeny Gnidko (FIFO)

Quote
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.

http://c.mql5.com/27/1/200_fifo.png


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).
  • #37
  • Dec 17, 2012 7:52am Dec 17, 2012 7:52am
Eleventh Week - Switching to Ground Fighting

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.

http://c.mql5.com/3/13/week_11_en.png


The current Championship is very different from the previous years' 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.
  • #38
  • Dec 18, 2012 7:29am Dec 18, 2012 7:29am
Automated Trading Championship 2012: Forecasts from Roman Zamozhnyy (Rich) or Tales from the Crypt 3

Only two weeks have left before the end of the Championship. It's time to evaluate the accuracy of the previous forecast again and try to predict the course of events this week. It may seem surprising, but Eureqa's forecast has turned out to be considerably worse than Excel's one. However, there is no reason to be sad about that, as we will try another instrument - Deductor from BaseGroup or, to be more precise, its free version called DeductorAcademic.

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


http://c.mql5.com/3/13/200-3__1.png

Read the full article on the Championship's website - Forecasts from Roman Zamozhnyy (Rich) or Tales from the Crypt 3.
  • #39
  • Dec 19, 2012 5:48am Dec 19, 2012 5:48am
Interview with Mariusz Zarnowski (zrn)
Quote
As December 28 is approaching, the list of leaders of the Automated Trading Championship 2012 is becoming clearer. With only two weeks to go until the end of the Championship, Mariusz Zarnowski (zrn) from Poland stands a good chance to be in the top three. His multi-currency Expert Advisor has already demonstrated how it can triple the initial deposit in just a couple of weeks.
http://c.mql5.com/3/13/200_zrn__1.png
How did you got into trading in the Forex market?
That was in 2006, if I am not mistaken. While looking for a job in the Internet, I came across a website that described the rules of market trading with leverage. I found it interesting and decided to give it a try.

My first encounter with algorithmic trading was a few months later. I then got carried away even more, especially with the thought of being able to trade automatically using a robot. After a while, in 2007, I learned about the Automated Trading Championship and participated in it with one of my first robots. In about a year, when I gained some experience and start-up capital, I opened a real account.

Read the full text of the interview on the website of the Championship - Interview with Mariusz Zarnowski (zrn).
  • #40
  • Dec 20, 2012 1:22am Dec 20, 2012 1:22am
Championship's Eleventh Week Minutes

Automated Trading Championship 2012 is coming to an end, and we present you some statistical data on the eleventh week in our Championship Minutes! The main event of the week is "restart" at GBPJPY. On the contrary, USDJPY still shows signs of "stagnation".

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.

http://c.mql5.com/27/1/diagramm_01__11.png

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