Discussion of article "Automated grid trading using limit orders on Moscow Exchange (MOEX)" - page 3

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Is there any way to make it into a purchase only?
 
Вячеслав Шумилов #:
Is it possible to make only in purchase?

Yes. I'm preparing myself through FINAM on MT 5.

This weekend I'll have a look at it... I'll choose the time - I'll do it during February this year. I will check again for error handling and make a choice of trading in up and down directions as I have done for forex - I will post it here.


extern bool buy = true;
extern bool sell = false;
...
 
Вячеслав Шумилов #:
Is it possible to make only in purchase?

Preliminary look in the tester can on netting working variant - so far in FINAM on MT 5 not checked.... betting more...

attached

 
Roman Shiredchenko #:

Preliminary look in the tester can on netting working variant - so far in FINAM on MT 5 not checked.... betting more...

attached

In finam also leverage 500?

Then you don't have to check it.

 
Vitaly Muzichenko #:

Is finam also leveraged at 500?

Then you don't have to check.

)
No there on futures GO is an analogue of 5-10 leverage.
You have to look at the symbol specs.
 

Sber futures

Here's a share.


there are 10 shares in 1 lot - in essence, 100 shares in Sber is 28,000 rubles.

 

futures 1 lot 100 shares

shares 100 shares about 28 000 r.

total leverage: 28,000 p / GO (5,500.00 p) which is about 5th leverage on sber.

 
Roman Shiredchenko #:

futures 1 lot 100 shares

shares 100 shares about 28 000 r.

total leverage: 28,000 p / GO (5,500.00 p) which is about 5th leverage on sber.

The main thing to keep in mind is that futures and stocks move differently. Particularly the issue of divs and divgap in the first place.

 
JRandomTrader #:

The main thing to remember is that futures and stocks move differently. In particular, the issue of divs and divgap comes first.

there is also an approach of arbitrage type in a personal message. There on yu tuba clips and like do not need a quick connection in the level of hft.

 

I plan to continue trading with the grid on moex MT5 data for familiarisation I will also provide here...

I do not exclude possibly with the improvement of MT5 trading robots!!!!

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