评论 自动交易锦标赛 2006

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100-й эксперт

Expert Advisor ms_cmp_0204011301011304. Technical Manual.

DESCRIPTION
Ms_cmp_0204011301011304 (ms2413) is an Expert Advisor (EA) developed to participate MetaQuotes Corp EA competition. It runs on GBP/USD currency pair 1 minute chart. During development and testing of ms2413 outside minute data source was used. I used data from Alpari-IDS Databank application. However, any 1 minute data could be used to test and configure ms2413. As long as it is consistent and has no data gaps.
Ms cmp2413 designed to take advantage of intraday currency fluctuation. It executes on average 0-3 trades within trading day period, depending on market volatility. Ms2413 is using market orders only. It is designed to always be "ON". You should not stop ms2413 for long periods of time. Its profit target for single lot mode is about 30% per year. It is unlikely to win this competition, but I want to give it a try and see how it compares to other algorithms. Original protocol was modified to manage 3 independent orders 0.1-5.0 lots each, according to competition requirements. Ms2413 is designed to run without any human intervention. Once installed and configured it requires zero maintenance.
It is best run when configured and started on Sunday before the beginning of the trading week. However, it could be started at any time as long as initialization process is complete. Ms2413 stores its status information using Global Variables mechanism. It could be stopped and started at any time without need to reinitialize (for example to upgrade Terminal or reboot Operating System). However, it is best to be run on current build of Terminal (197). Off course if it is stopped, trades are not maintained!
All files should be placed in their respectful folders, according to the rules of Terminal configuration. Initialization file should be placed in both \tester and \expert\presets folders to facilitate ms2413 initialization and attachment to the chart. Make sure compiled file stdlib.ex4 exists in experts\libraries folder. You can copy it from anywhere or compile any EA which is using stdlib. If this is not done, ms2413 will not work properly. If you see many random trades during testing in trade log that is most likely the reason.
DEPLOYMENT PACKAGE CONTENT AND PLACEMENT:
ms cmp 0204011301011304.ex4 - EA executable
\experts
ms cmp 0204011301011304 readme.txt - technical manual
\experts
gbpusd ms cmp 0204011301011304-31.set - initialization file
\experts\presets
\tester
Clean all global variables.ex4 - script to clear all Global variables.
\experts\scripts

INITIALIZATION
This process needs to be run once to initialize ms2413 internal variables. When complete, it stores all EA status information using Global Variables. When attached to the chart, ms2413 loads stored status information and could start operating properly. It is best done on Sunday, before trading begins. However, it could be done at any time if necessary. As long as minute data is available.
You would need at least three weeks worth of 1 minute data to initialize ms2413. Please, set property of terminal Tools->Options->Charts->Max_Bars_In_Chart to be at least 5000. This would load 5000 minute bars from history to initialize ms2413. Make sure you have up to "now' minute info.
Initialization steps:
1. Run script Clean all global variables.ex4 on any chart. This will delete all global variables.
2. Open "strategy tester" tab. Select SYMBOL:GBP/USD TIMEFRAME:1minute, EA:ms2413, MODEL:"every tick". Load EA configuration file using "Expert properties"->"Load" button. Start testing. When testing is complete, global variables will be populated again with current values. Check the trades. It should generate on average 0-3 trades per day.
3. Open GBP/USD 1 minute chart, configure it for easy real time monitoring. Attach ms2413 to the chart. Load configuration setting using Properties->Inputs->Load function. Make sure that the face is smiling :). If not, troubleshoot terminal settings. Initialization is complete.

PRODUCTION RUNNING
Up to three lots will be maintained. To monitor which is which, turn on "Comments" field on both "Trades" and "Account History" tabs.
Every attempt was made to make operating ms2413 effortless. I believe you can leave ms2413 on for all 12 weeks without any need to reinitialize or reboot. I have never left it without re-initialization for such long period. Demo accounts expire within 30 days, so there is a need to reinitialize things. My longest record is 4 weeks without any interference. So 12 weeks should not be a problem. Actually, this is how I am going to win this contest: ms2413 will be the only EA running without crash or interference or loosing all it’s money at the end of the contest :).

ERROR MESSAGES TO BE AWARE OF:
"Old Tick" - ignore
"Negative argument for MathSqrt function" - could be safely ignored. Usually indicates that initialization process was not completed properly. Does not interfere with operation of ms2413. Running initialization on most recent data should remedy the problem.
"TradeDispatcher - trade context is busy" - could be safely ignored. Ms2413 will attempt to execute second order on next tick, as soon as TradeDispatcher will free up. Several error messages are normal.
"Not enough money" - if ms2413 will run out of money, less lots will be maintained. I coded to suppress this message, but it is not well tested and I am out of time. When not enough money, message pops up every 30 min. Ignore it. Ms2413 will fill the log file, but will continue to run normally. If ms2413 makes some money back, message will disappear. If it runs account balance to 0, game is over.

DEVELOPER CONTACTS
You can contact me using info in my submission form. My native language is Russian. I am originally from Odessa, Ukraine. However, for written communication English is better. I do not type in Russian. When on the phone, I can speak Russian freely.

When championship starts, I would like to ask you to open additional chart of gbb/usd, the chart is hourly.
So besides the daily chart to which EA will be attached I ask for additional hourly chart of gbp/usd to be open.
Thank you
David M

Please use default parameters. Expert goes to EURUSD H1 chart.

"Show all history" option must be selected as history option, because expert uses orders history for some decisions.


Thanks.
Cengiz

Достаточно простой эксперт (всего порядка 170 строк кода). Русское название эксперта "Время аутсайдера". Смысл алгоритма работы эксперта состоит в следующем. На рынке существуют переломные моменты времени, когда происходит уже необратимый выход цены из диапазона. В этот момент времени происходит вход в рынок. Причём под данными моментами подразумевается именно то время, когда все уже в рынок вошли и остались только аутсайдеры, которые хотят сорвать несколько пипсов по тренду. Эксперт работает подобно таким вот аутсайдерам, которые собственно говоря и должны обеспечить успех алгоритма, заложенного в эксперта. Отсюда и название эксперта.

Указанные моменты времени определяются на одном из осцилляторов (я предполагаю, что можно адаптировать практически любой из имеющихся осцилляторов для работы в эксперте по данному алгоритму, хотя лично проверял лишь работу одного из них). Параметры осциллятора определены посредством стандартной "подгонки на истории". На тестах результат вполне приемлемый. Тестировался на котировках М1, полученных с сайта Альпари. Согласно параметрам эксперта вход в рынок происходит достаточно редко в среднем примерно 2-5 входов в месяц. Данный эксперт выставляется на конкурс скорее всего ради самого участия, нежели ради какого-то реального выигрыша, в который я не верю, поскольку думаю, что другие участники обладают гораздо более совершенными экспертами. По поводу опубликования самого кода эксперта я приму решение по окончании чемпионата в зависимости от показанных экспертом результатов.