Discussion of article "Automated grid trading using limit orders on Moscow Exchange (MOEX)" - page 2

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tapo #:

Roman, you have written a lot about what I am like: inattentive, misunderstanding, inept at testing, problematic, probably with crooked hands and no knowledge.

I can be the root of all troubles in all markets, but it does not cancel the fact that you would have lost on the 21st and/or 24th of February on the instrument you were testing.


Well, do a "nice test" from the beginning of the year if that is elementary for you. Show me I'm wrong. Imagine that I am an investor who wants to invest a lot of money in your idea. All I see so far is that you are trying to circumvent my arguments by switching to personalities.
One. It's all spelled out! Hello! We don't trade out of ranges! The stops, have you seen them? In the article.

Two. The article is for you, and you should make beautiful tests too, if you do not know how to set up a robot for trading. You are wrong from the very beginning because you did not read the article carefully, so you ask such stupid questions, stops work, no questions, smoke a day, two days, then on a new range put the robot to trading. I am not going to prove anything to you, you do not have the information, I also do not draw beautiful pictures of tests for readers, so as not to mislead anyone. You are left to test as you see fit and for you.

I do not see you as an investor, so get lost.

 
Roman Shiredchenko #:
One. It's all spelled out! Hello! We don't trade out of ranges! Stops, have you seen them? In the article.

Two. The article is for you, and you should make beautiful tests too, if you do not know how to set up a robot for trading. You are wrong from the beginning because you did not carefully read the article, so you ask such stupid questions, stops work, no questions, smoke a day, two days, then on a new range put the robot to trading. I am not going to prove anything to you, you do not have the information, I also do not draw beautiful pictures of tests for readers, so as not to mislead anyone. It is left to you to test as you see fit and for you.

I do not represent you as an investor, so go to the woods.
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Forum on trading, automated trading systems and testing of trading strategies

Discussion of the article "Exchange grid trading with limit orders on a full automatic trading system on the Moscow Exchange MOEX".

Roman Shiredchenko, 2022.06.24 16:57

Apart from your inattention, I rely on your abilities as a competent tester. I was testing when I wrote an article on this period... Don't you realise that it is possible to pick up actual parameters for the robot and its test on the whole period of the futures. "Beautiful" for the article.

I also rely on your ingenuity in terms of selecting the values of parameters and their use after the period of action on the test on the history of gluing futures and putting them on the real on the active futures - which is limited only by your imagination - and all this for you for free.

Do not make random ones, otherwise you do not know how to do elementary testing of trading systems and selection of parameter values, it is exclusively your problem. I have provided a working tool for use, if someone has crooked hands or lack of knowledge and skills for tests and their rules - see "Development, testing and optimisation of trading systems". "Development, testing and optimisation of trading systems for stock robot - Robert Pardo - and it will be revealed to you.

Got it, you have already drawn and misrepresented in the article.
 
tapo #:
Got it, you have already drawn and misrepresented in the article.

Yes, the article is just a test as it is at the time of writing the article. I did not draw beautiful pictures for the article from the tester, so as not to mislead the reader, I gave the opportunity to see for yourself in the test and on the real. The system works. As I wrote in the article, having set the maximum and minimum values according to the limits of the exchange and based on the value of APR steps in points between orders, it is also possible to trade systematically in profit, without research and exercises preliminary in the tester.
The potential for flat trading opportunities is also shown.
You can draw beautiful pictures yourself, if you do not know how to use the tester.
There are always parameters, which in the tester will show beautiful pictures, but on the real, as it is not very, to be on the real was very, you need to intelligently select the values of parameters for several periods of testing, I'm not going to prove and teach you anything here, a working tool is presented, which allows you to trade on market pullbacks on limits to profit, if you do not know how to use it is your problem. I was in the market on this futures and 23.24.25.26 February this year. I got out at breakeven.
For starters, see Developing Testing and Optimisation of Trading Expert Advisors for Stock Trader Robert Pardo, but don't troll in vain.

 
Roman Shiredchenko #:

Yes the article is just a test as it stands at the time of writing.
It also shows the potential for flat trading opportunities.
You can draw beautiful pictures yourself if you don't know how to use the tester.
There are always parameters that will show beautiful pictures in the tester, but on the real, as if not very much, to be very much on the real, you need to intelligently select the values of parameters for several periods of testing, I am not going to prove and teach you anything here, a working tool is presented, which allows you to trade on market pullbacks on limits to profit, if you do not know how to use it is your problem. I was in the market on this futures and 23.24.25.26 February this year. I got out at breakeven.
For starters, see Developing Testing and Optimising Expert Advisors for Stock Trader Robert Pardo, but don't troll.
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I haven't laughed so hard in a long time:) On the 24th, 8% drop in the first minute (VTB stock lays down on the bar), total 50%+ drop, and you went in? I did:

It's all written out there! Hello! We don't trade outside the ranges!

Hello! Did you break your own rules? Can you show me your trades? Something stinks of lies.

Further, you, apparently, after a 60% drop did not save yourselves, and instead of waiting for some time you entered on 25 February again, again, many times, many times and continued to sit further. On 26 February the market was closed. Were you trading on a closed one?) Or sat in a freeze for a month..... Or how was it in your fairy tale?

 
tapo #:

I haven't laughed like that in a long time:) On the 24th, 8% drop in the first minute (VTB stock lays down on the bar), total 50%+ drop, and did you get in? How about:

Hello! Did you break your own rules? Can you show me the deals? Something stinks of lies.

Further, you, apparently, after a 60% drop did not save yourself, and instead of waiting for some time, you entered on 25 February again, again, many times, many times and continued to sit further. On 26 February the market was closed. Were you trading on a closed one?) Or sat in a freeze for a month..... Or how was it in your fairy tale?


I will not show the deals, I will only tell you that I turned the buy into sell and went out at breakeven."Something stinks of lies" - from you.
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I did not break my own trading rules.

As for range trading, on limits, it implies flat trading. Stops are a common thing in a trading system and if you have stopped out, especially when there are bars, is it not clear that it is necessary to evaluate the market again for some time?
How often do the bars occur on the stock exchange?
2014, 2020, 2022 ??? No????

Stop triggering, it is the norm of the trading system, in the end decides the profit, loss for a month, for half a year, for a year.

The expected issue of trading in a closed market, yes there was a position in a closed market.

 
What happens in a trending scenario? Grids work well for ranges or pairs that has frequent retracement.
 

Neste artigo, o FIFO (First In First Out) é mencionado para cálculo do preço médio, pois o MT 5 ainda não disponibilizou outras opções para o cálculo do preço médio, como o LIFO (Last In, First Out)? Isso é muito importante e não ter LIFO torna o MT 5 uma plataforma desatualizada e eu acabo usando outras plataformas! LIFO influencia TUDO!!! O MT 5 deve disponibilizar o LIFO o mais rápido possível!!!!

 
LordVinicius #:

Neste artigo, o FIFO (First In First Out) é mencionado para cálculo do preço médio, pois o MT 5 ainda não disponibilizou outras opções para o cálculo do preço médio, como o LIFO (Last In, First Out)? Isso é muito importante e não ter LIFO torna o MT 5 uma plataforma desatualizada e eu acabo usando outras plataformas! LIFO influencia TUDO!!! O MT 5 deve disponibilizar o LIFO o mais rápido possível!!!


Good afternoon - as soon as I translate the text - I will write here immediately on the merits of the comment. Thanks for your interest.
 
LordVinicius #:

Neste artigo, o FIFO (First In First Out) é mencionado para cálculo do preço médio, pois o MT 5 ainda não disponibilizou outras opções para o cálculo do preço médio, como o LIFO (Last In, First Out)? Isso é muito importante e não ter LIFO torna o MT 5 uma plataforma desatualizada e eu acabo usando outras plataformas! LIFO influencia TUDO!!! O MT 5 deve disponibilizar o LIFO o mais rápido possível!!!!

A pergunta não é clara:

o preço médio de uma posição é calculado independentemente do número de disparo da ordem - a primeira ou a última ordem veio e como saiu FIFO (First In First Out) ou LIFO (Last In, First Out) na plataforma MT 5. Contabilização de compensação de posições são mantidas na bolsa.

O artigo diz:

Cada transação consiste em um par de ordens de compra e venda correspondentes, o tipo de transação é FILO (first in, last out). O lucro pode ser calculado com base em cada par de orders de compra e venda correspondentes.

Seja mais específico sobre sua solicitação - fornecerei uma explicação detalhada, incluindo uma explicação do cálculo do preço médio da posição agregada, se você estiver interessado.

 
That's great, great learning reference!
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