Tata0216

USDJPY strategy based on the 4 hour time frame using 4 indicators namely, MACD, EMA, SMA and stochastics. MACD ( shift = 0, fast period=12, slow period = 26, signal period =9), EMA (shift=0, time period=5), SMA (shift=0, time period=30), STOCH(shift=0, fast %k period=5, slow %k period =3, slow %k MA type = SMA, slow %D period = 3, slow % D MA type = SMA) Buy strategy--> MACD > MACD Signal; EMA 5 > SMA30; Candle closes above the SMA 20 line and slow % D < 70 Sell Strategy---> MACD < MACD Signal; EMA5< SMA 30; Candle closes below the SMA 20 line and Slow %D > 30 Once the buy and sell conditions are met, open at market, with a trade size of 10mil, with 5 slippage, TP=10, SL=15
Version: Date: Status: Descrizione:
8 27.04.2017 Not running Tata0216  Download
7 06.10.2016 Not running Tata0216  Download
6 21.09.2016 Not running Tata0216  Download
5 20.07.2016 Not running Tata0216  Download
4 10.03.2016 Not running Tata0216  Download
3 10.03.2016 Not running Tata0216  Download
2 23.02.2016 Executed Tata0216  Download
1 31.01.2016 Executed Tata0216  Download
CommunitySupport avatar

Confirmed. Strategy was disqualified from September 2016 Contest.

llolor avatar
llolor 30 Set

CommunitySupport  Agreed but your rules conflict with each other.

Participants can upload unlimited number of strategies and its versions to the Contest account. Participant must activate one of uploaded strategies in order to participate in the Contest. The activated strategy cannot be changed but can be upgraded one time to a newer version during the Contest month."

If i'm allowed to upgrade a strategy once a month then reducing the trading amount can not be out of the rules. Its not like its coded to hibernate but another version has different parameters of trade.

llolor avatar
llolor 30 Set

CommunitySupport will increasing volumes towards the end be a violation of the rules as well. It two versions in a month have different parameters, that can not be seen as a violation. The strategy has failed to get the required 20 trades and was not going to win either way, but i don't think there was a rule violatio

It is strongly prohibited to switch the strategy into 'hibernate mode', i.e. lower trading volume at certain equity levels, set amount calculation by decreasing formula, decrease trading volume by code update or anything else that can be seen as intentional retention of trading.

llolor avatar
llolor 30 Set

CommunitySupport two versions were used with different parameters,

llolor avatar
llolor 30 Set

CommunitySupport neither version was deliberately set to  lower trading volume at certain equity levels, set amount calculation by decreasing formula, decrease trading volume by code update and you can check that.

One question for you, if say my strategy runs on 4 hr time frames and with a few day to go it has managed 10 trades. if the time frame is reduced to 15 min or 1 hour and it accumulates 20 more trades, will this be a violation of the rules as well

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(few words about added changes)

(example: 1.1, beta, alpha)