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

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Bohdan Suvorov pending orders based on the current price position and closed trades? What factors and criteria were taken into account when developing these rules?
  • How do you evaluate the effectiveness of using Buy-Stop and Sell-Stop order grid in different market conditions? What factors or signals do you consider when forecasting the main trend to decide on the direction of pending orders?
  • How do you solve the problem of drawdowns in case of activation of several stop orders in both directions? What strategies or methods are used to get out of such drawdowns and restore the account balance?
  • How does automated grid trading manage risk? What security measures or restrictions are used to minimise potential losses or undesirable situations associated with activating multiple orders in both directions?
  • What factors or signals are used to determine when to exit a take profit position? What criteria or methods are used to set take profit levels?
  • How do you account for flat market conditions and the possibility of long-term price range? What strategies or methods are used to prevent unnecessary activation of stop orders in such situations?
  • What is the role and importance of the time factor in grid trading on stop orders? What time intervals or periods are considered when making decisions about placing pending orders and exiting positions?
  • How do you manage the size of the order grid and the spacing between orders? What factors or techniques are used to determine optimal values for these parameters?
  • What factors or tools are used to evaluate market conditions and make decisions about symbol selection for grid trading? What symbol characteristics are considered most favourable for this type of trading?
  • How do you assess the applicability and effectiveness of grid trading on stop orders for different types of traders? What recommendations or advice can you give to traders who want to use this strategy?

    • 1. visually on the chart. You set the range, days - weeks - above, below - levels max, min. Previously on the statistics looking at how the price has moved over the past weeks.

    Immediately: For such a trading approach is desirable - directional movements....

    2. "There is no trend ... a trap net of pending limit orders is placed ..... The trap trap has worked out, makes a profit (total on the grid) and closes the whole grid. " +

    see on seasonality. Like - summer - flat (not now...) - on limit orders. Autumn - on stops.

    3. And how to solve them ... the principle of grid trading is like this ... we wait until either the price movement itself will go to the already opened positions in the desired direction or a sufficient number of positions will be opened in the opposite direction to cover the loss from unprofitable positions.

    initially put orders based on the size of the balance, taking into account MM and possible triggering of several multidirectional orders, such as their "tipping" in the range ...

    4. The problem of drawdowns and risks is solved by "not roughing up" orders by volume in the grid.

    5. + you close in profit. And further already on the statistics of symbol movement - see the range of min and max prices to set the next network of orders.

    6. The essence of trading on stop orders with re-setting is reduced to the directional movement of the price of the symbol in any direction, so visually analysed the market, price movements, seasonality factor, news and when the absence of"long-term price in the range " is predicted.

    ...

    8. + visually and statistically on the chart. Week - month up boundary, week - month down boundary. Distance between orders - depends on many factors, including greed....

    used in trading the value of about one third of the daily range of futures price movement.

    9. + average value of GO, the symbol's tendency to directional movements.

    10. Grid trading on stop orders is a breakout "theme", i.e. breakdowns are traded, including inter-day breakdowns. It is rather suitable for (so-called "position traders", it took me a long time to remember - I don't know much about the types of traders.... :-))those who carry positions through the night, a - la mid-term... inside the day - often there are "jitters" in the range.

    + do not forget that even if a position on the directional movement has collected a network of co-directional orders and closed in plus either by you or robot by % of Dep or TR, no one prevents you from assessing the market situation (like rolling up - went out on TR, now - will roll down, and may continue to move up (like early exit)), and also to throw a network on stop orders, evaluating and setting the range: min/max price and with a distance of about 0.3 * ATR on the days between stop orders - continue to collect profit.


    Initially, the idea of the article was formed while trading futures on the Moscow Exchange, often had to either buy manually when the price of the same futures of VTB Bank moved up (often in time (in parts) did not have time, immediately bought "a lot" and when at the computer) or to sell increasing the position when the price moved down, including at the expense of increasing equity of the account, at some point, based on the practice of trading, decided to put this trading approach in the code on mql5, in the form of an expert. Yes, it is not deprived of possible optimisation of the code structure, but it carries and fulfils the semantic load in full. It is embodied in the form of a trading expert for automated trading for the Moscow Exchange on stop orders with their resetting.

     
    Sergei Toroshchin #:

    In my tests the timeframe is only a factor in how often a profit and close is checked .... i.e. let's say we have a short timeframe and a small timeframe, a profit will be caught ... if the timeframe is long, there is a chance that no profit will be caught and the grid will generally go backwards.

    In my redesigned version I have two types of TFs set ... one is responsible for checking and closing positions for a profit ... and the second TF is responsible for maintaining the grid of pending orders.

    As a result, I also removed the upper and lower limits of the price corridor as useless rubbish ... now it just maintains the minimum number of pending orders placed in each direction ... but no more than the maximum number of orders. I.e. in my case it is minimum 5 and maximum 7 ... which allows not to spam with constant placing and removal of orders and not to worry about the price corridor ... the corridor itself follows the current price

    Yes. By the way, you can do it this way too ... It's like throwing a range from the ATR above and below the price and it is constant and orders constantly, until there is no exit (preferably at Takeout :-)).

    The task was to describe the trading approach and its implementation in the Expert Advisor for a netting type of account.

     
    Добрый день. Очень интересная и информативная статья. Спасибо! Good day, a very interesting and informative article.Thank you.
     
    “A well-structured article that clearly explains automated grid trading using stop pending orders on the Moscow Exchange, offering practical insights into performance, execution logic, and risk management.”
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