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Championship

From October 1st till December 24th of the year 2010 the Fourth Annual Automated Trading Championship took place.
Complete event description, including the lists of goals, rules and sponsors are available on Championship official web page

I sent my own multicurrency nighttime scalper EA eMidnightStalker to participate in this contest. As a result my EA earned  $2500 and took 59th place. Trading stats are available on my profile page.

This particular page was created right after the Championship started. It shares some additional statistical information, which is not available on the official web site of the Championship - average equity and balance charts, complete deals lists etc. During the Championship information was always up to date and according to number of visitors it was very useful.

Now, when the Championship is over, all data on this web page was reloaded and now is available for browsing and download.
If you have any ideas how to make these statistics look better and be more informative, please, contact me via e-mail.

Championship participants average equity and balance.

If you have copied every deal taken during the Championship to one account (of course, by adapting the lot size in accordance with the number of participants), you'd lose $900 and receive the following balance/equity chart:


The chart is very informative - we can be sure once again, that an average EA (especially, so high-risked as used during the Championship) is unprofitable. Loss arises even despite the fact that every EA was able to lose only $10 000 (initial balance), but was alowed to earn as much as possible, with no limits.
In any case, it was very interesting to observe how these curves change during the Championship.

This chart is based on hourly average balance/equity stats of every participant. Data before 2010.10.06 is not included due to server issues. Disqualified participants are not considered.

Excel-2007 file with all the data (table and chart) can be downloaded here (zip, 76 Kb).


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Average equity of participating countries.

These charts are based on the same information as the previous one but, to save place, only equity is shown. Participants are groupped by countries, average equity is calculated for each country. Only countries with three or more representatives are shown. Disqualified partisipants are not considered.

To understand what these lines mean, you can use the following analogy - if you have copied all the deals of participants from a particular country, you'd get your own balance/equity charts changing in the same way:


(click to enlarge)


Excel-2007 file with all the tables and charts can be downloaded here (zip, 1.2 Mb).

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The participants list history (csv).

To be able to create all these charts, I coded a script, which hourly downloaded every Championship participant information and saved it in .csv file. Than script groupped the initial data, calculated all required values and created special tables. The charts are based on these tables values.

But within tables you can find much more information - for ex., one can count, how equity of the first ten or any other combination of participants changed. That's why tables with complete deals history are also available for download. You can make your own research.

In the attached zip-archive (11.7 Mb) - "YYYY.MM.DD.hh.mm.csv" files (GMT +2 is used in the file name), column delimeter - ";", fraction delimeter - ".". To download the archive right-click on the link and select "Save object as...".

Complete Championship participants deals list (csv).

Calculations that can be made based only on participants list (with equity and balance stats), can also be made based on participants deals list and quotes history for used currency pairs.

But there is one problem - it takes around 2 hours to collect all the required data. This issue arises because complete data of a particular participant is available only after direct connection to his account via MT5. Thus you need to loop through all accounts and download data for each participant. This process can be automated, but it still requires:
  • preparation of a config file;
  • MT5 start;
  • connection to account and deals history download (sometimes it takes up to 30 seconds);
  • writing history to file;
  • MT5 stop (sometimes takes up to 15 seconds).
Each step should be repeated for 320 times. That's why I downloaded deals history only once per week - on weekends.

But now the Championship is over, complete history is available and ready for analysis.

In the attached zip-archive (7.7 Mb):
  • "######_deals.csv" files, that include particular contestant deals lists (###### - account number);
  • "!SummDeals.csv" file, that includes summary information;
  •  "!SummDeals.xlsx" (Excel-2007 file), that includes the same deals list but sorted and formated:

To download the archive right-click on the link and select "Save object as...".

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