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Okay speaking as someone who has gone to several in the past 18 months... If you mean GW tourneys at Warhammer World, then some conversions are allowed...

But.

The majority of the model must be recognisably GW. Wheels, arms, trims, weapons, etc could easily be third party. Set yourself a rule 30% max.
If staff ask you where parts come from, be honest. Do not enter the painting competitions as you will face serious bad mood from the people attending. If you are asked about your army in view of nominations for Best Army, again, be honest. If the army is nominated and then spread online, you will be found out and you will cause a crack down for people in future.
Many attendees are painters or there with a commissioned army, and will be there to look at other cool armies.

Don't worry too much, but be sensible. If it's not clearly, recognisably citadel on a first look, grab a plain version and be prepared to sub it in.