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Apparently, you are completely behind the "life" of FORTS on GO.
Whereas in the past the CS was calculated using clear formulas and
and the maximum was 3L, now the formula is so complicated
that it is almost impossible to calculate the exact QR.
For limit orders OrderCalcMargin() returns approximately
Thecorrect value, and for the market SE = initial margin * 1.5.
The broker has no participation at all here.
I would add that the value changes depending on proximity to best prices, "linkage" to the dollar, concentration limits and collateral rate levels. In short, it's really baffling how to calculate GO.
You can read it here.
prostotrader/AlexeyKozitsyn:From what you write about "approximate" calculation of SE we can make an indirect conclusion (you do not write it directly, probably because you are not aware), that MT5 server is not integrated in any way with exchange software/gateways for calculating SE, which is provided by Moscow Exchange to its participants in order to ensure reliable calculation of SE. Still, 8489.62 (on limit order!) does not correspond to what was published on Moeh 7706p by a substantial difference(!). So I was proceeding from the more "optimistic" option that the MT5 Server is integrated with this software, but you are just very far behind the times, since you assume that brokers or their dealers can calculate the SE themselves.
If indeed MQ has put the CS calculation into the MT5 server itself, then this is a big LIABILITY. We need to urgently demand from MQ to update the server part of MT5 so that at the beginning of the trading day and then every hour to make a request for the DO for all the futures contracts through the existing gateways to exchanges (aka Plaza etc.) and then make preapplication of values in client calls to OrderCalcMargin().
prostotrader/AlexeyKozitsyn:From what you write about "approximate" calculation of the SE we can draw an indirect conclusion (you do not write it directly, probably because you are not aware), that the MT5 server is not integrated with the exchange software/gateways for calculating SE, which the MoEX provides to its participants in order to ensure reliable calculation of SE. Still, 8489.62 (on limit order!) does not correspond to what was published on Moeh 7706p by a substantial difference(!). So I was proceeding from the more "optimistic" option that the MT5 Server is integrated with this software, but you are just very far behind the times, since you assume that brokers or their dealers can calculate the SE themselves.
If indeed MQ has put the CS calculation into the MT5 server itself, then this is a big LIABILITY. You must urgently demand from MQ to improve the server part of MT5 so that at the beginning of the trading day and then every hour to make a request for CS for all futures contracts through the available gateways to exchanges (aka Plaza etc.) and then conduct the preemption of values in client calls OrderCalcMargin().
You can demand from the Broker (he lives off his clients),
and the Broker, in turn, must(but not necessarily) contact MQ, as he pays them for the software.
And before giving your conclusions, read the document (MOEX) on the new principles of CS calculation!
This is nonsense! Creating adequate software for stock trading is the job of the software manufacturer, not the broker.
Good luck! :)
Added
Ahh Sergey!
A big request to you.
Write here
https://www.mql5.com/ru/forum/320837
There is a thread on your request.
Today I got a call from the head of technical support at Otkryvashka.
They have installed a new server (the speed, in a calm market, has increased by 1.5 times, checked not only by me).
Now they are testing a new version of server software.
Waiting for server software update....
Good news from the head of Openreach's tech support.
Здравствуйте. На текущий момент планируем билд 2361 + патч шлюзов ФР и ВР (в нашей конфигурации всплыла существенная проблема, вчера получили патчи) Если не возникнет проблем при тестировании/новых срочных вопросов, то постараемся до конца марта.But it's not all good news if patches for gateways are needed...
Thatyou write about "approximate" value calculation can make an indirect conclusion (you don't write it directly, maybe because you are not aware), that MT5 server is not integrated in any way with exchange software/gateways for calculating SA, which Moscow Exchange provides to its participants in order to ensure reliable calculation of SA. Still, 8489.62 (on limit order!) does not correspond to what was published on Moeh 7706p by a substantial difference(!). So I was proceeding from the more "optimistic" option that the MT5 Server is integrated with this software, but you are just very far behind the times, since you assume that brokers or their dealers can calculate the SE themselves.
If indeed MQ has put the CS calculation into the MT5 server itself, then this is a big LIABILITY. There is an urgent need for MQ to improve the server part of MT5 so that at the beginning of the trading day and then every hour to make a request for CS for all futures contracts through the available gateways to exchanges (aka Plaza etc.) and then conduct preemption values in client calls OrderCalcMargin().
Stop. Let's not put everything in one place. I wrote about the fact that we have a problem (I don't know how) to calculate the exact value of EB for an order at a certain price before we send the order. But this is because the GO depends not only on the price, but also on the volume of the trade, the presence of a currency component in the instrument, concentration limits (sometimes varying) and collateral rate levels (sometimes varying). However, I note that in the Derivatives Market Parameters section there is a document called:"Principles for Calculating Variation Margin and Collateral Using Current Exchange Rates". The existence of this document leads me to the conclusion that somehow it is still possible to calculate the CS on its own.
As for how the calculation of the CS displayed in the MT5 terminal (in the Details tab), we can only guess.
About OrderCalcMargin(). This function is only allowed in Expert Advisors and scripts when allowing to trade. Therefore, it makes a request to the trade server. And the frequency with which the server updates the values of GO - also remains to be guessed.
Good news from the head of Openreach's tech support.
But not all so happy if gateway patches are needed...
By the way, AMP (demo) has the server part on build 2361 already.