Based on the "Div hunter" strategy - page 4

[prostotrader]

Not "clinging" to the price for the 2nd day

[diman1982]

prostotrader:

Not "clinging" to the price for the 2nd day

better than loss

[Vladimir Mikhailov]

prostotrader:

It occurred to me that with the SPOT trading halt, this could be used in a rather risky strategy (Fut Gap).

risky strategy (Fut Gap). The idea is that we don't buy stocks, but only sell futures

with the Gap we set up.

When the stock is traded, we calculate the average delta between the futures and the stock, and when

we set the order(s) to sell the futures (the calculated delta + our Gap).

And in the morning we sell the futures.

(The question is how to sell, if the position is big enough?).

It won't work on demo!

Added

To assess the strategy's potential, you can also try it in the tester.
Attached is the file with the Expert Advisor, it works in the Strategy Tester in real tick mode.
And attached is the test report SBRF-9.19

[prostotrader]

Vladimir Mikhailov:

To assess the potential of a strategy, you can try it in the tester.
Attached is the file with the EA, it works in the tester in real ticks mode.
And attached is the test report SBRF-9.19

A lot has been omitted, but it's OK, except it's not right here.

m_section[2].section=WORK_OPEN;
   m_section[2].start_hour=18;
   m_section[2].start_min=39;
   m_section[2].end_hour=18;
   m_section[2].end_min=45;

It should be like this:

m_section[2].section=WORK_OPEN;
   m_section[2].start_hour=19;
   m_section[2].start_min=05;
   m_section[2].end_hour=23;
   m_section[2].end_min=45;

input string DeltaStart = "10:00:00"; //Время начала расчета дельты
input string ClirStart  = "14:00:00"; //Время начала дневного клиринга
input string ClirEnd    = "14:05:00"; //Время конца дневного клиринга
input string DeltaEnd   = "18:39:00"; //Время конца расчета дельты
input string OrderStart = "19:05:00"; //Время начала установки ордера
input string OrderEnd   = "23:45:00"; //Время конца установки ордера

Need to add a section

m_section[3].section=WORK_CLIRING;

Added

My Expert Advisor is "bloated" with 1300 lines of code :)

[prostotrader]

Everything is working fine.

I am using 5 instruments so far

GAZR, SBRF, VTBR, LKOH, ROSN (GAZP worked well yesterday)

Slightly changed the start time of exiting a position, i.e. not only tomorrow morning but one hour before the close.

It worked

Added

The dirty profit (6 contracts) was (53129.7 - 53018) * 6 = 670.2 RUB.

Rosneft "caught" only 2 contracts

Since LKOH and ROSN are not very liquid, I put 30 and 20 contracts respectively with a gap of 100.

[prostotrader]

The positions closed with a profit.

In all the time, from the idea to today, there has not been a single drawdown, but there should be,

because TS has a rather large % of risk.

That's all, if you are interested, you may modify the above mentioned Expert Advisor yourself.

[diman1982]

prostotrader:

The positions closed with a profit.

In all the time, from the idea to today, there has not been a single drawdown, but there should be,

because TS has a rather large % of risk.

That's all, if you are interested, you may modify the above mentioned Expert Advisor yourself.

it seems like a good strategy.

[prostotrader]

If the terminal "crashes" or something else happens,

If the terminal crashes or something else happens, the delta and SPOT fins will disappear from the memory and you will need to

a "hot" input of this data (orders, if any, will be picked up automatically)

Added by

The problem with exit (when the market is against us), when the volume is large,

has not been solved yet...

If you have solved it, the risks will be significantly reduced.

You cannot close on the market, you can collect the whole glass :(

I would like to have a full "automatic"...

[prostotrader]

Fut gap has gone on active duty

[prostotrader]

Of the 16 instruments, so far, only TATN has worked

Profit