MT5 questions on trading on the Moscow Exchange - page 13

[Dmi3]

Aleksey Vyazmikin:

In the terminal it is clear that there is, I need information for each trading day.

Initial buy and sell margins are calculated dynamically and depend on the ratio of the current instrument price, the upper/lower limit price and the estimated last clearing price.

Read the documentation on the exchange website:https://fs.moex.com/files/4718

[Aleksey Vyazmikin]

Dmi3:

Initial buy and sell margins are calculated dynamically and depend on the ratio of the current instrument price, the upper/lower limit price and the estimated last clearing price.

Read the documentation on the exchange website:https://fs.moex.com/files/4718

The theory is clear. Is the formula available?

[Dmi3]

Aleksey Vyazmikin:

The theory is clear. Is there a formula?

I am amazed at the local public every time.

There is no formula, a scenario approach is applied. There is a separate software product for correct calculation, please:https://www.moex.com/a186

What does it give you as a trader?

[Aleksey Vyazmikin]

Dmi3:

I am amazed at the local audience every time.

There is no formula, a scenario approach is applied. There is a separate software product for correct calculation, please:https://www.moex.com/a186

What does it give you as a trader?

You are very good, you found more information than I could, thank you!

I have an observation that price is moving towards a larger GO to open a position for one of the instruments within a trading period, I want to check it.

[Dmi3]

Aleksey Vyazmikin:

What a good job, you found more information than I could, thank you!

I have an observation that the price is moving towards a larger GO to open a position for one of the instruments within the trading period, I want to check it.

Unfortunately it is clearly the opposite. GO increases in the opposite direction from the last clearing price change. In general, this is logical :)

[Aleksey Vyazmikin]

Dmi3:

Unfortunately, it is exactly the opposite. GO increases in the opposite direction from the last cleared price. Generally speaking, this makes sense :)

I'm talking about the facts and the difference between the buy and sell SEs, not their change from the last value.

[Konstantin Seredkin]

Can anyone suggest a calculation algorithm or, better yet, a function to calculate the percentage of daily change.

This is understandable you can take

SymbolInfoDouble(_Symbol,SYMBOL_PRICE_CHANGE)

I wonder how it is calculated manually, I am running it in the tester, this data is not present in the tester, therefore I am interested in the function for calculating this data to be implemented in a robot.

[...]

Konstantin Seredkin:

Can anyone suggest a calculation algorithm or, better yet, a function to calculate the percentage of daily change.

This is understandable you can take

I wonder how it is calculated manually, I use tester, this data is not present in the tester, therefore I am interested in the function for calculating this data to be implemented in a robot.

https://www.google.com/search?q=daily+change+formula

double max = MathMax(today, yesterday);
double min = MathMin(today, yesterday);
double change = (max - min) / min;

[Konstantin Seredkin]

...:
https://www.google.com/search?q=daily+change+formula

Tried it, it shows different data

[Topiltzin]

Hello!

Could you please tell me how a take profit is executed at the moment of triggering: as a market or limit.