Discussion of article "How to Secure Your Expert Advisor While Trading on the Moscow Exchange" - page 3

 
Excellent article....
 
KVB Kunlun International can trade stock index CSI 300 with high commission. And can participate in the IPHONE mobile phone computer activities. The company's website is a great source of information about the company's products and services, and the company's website is a great source of information about the company.

The most important thing to remember is that you should be able to get the most out of your money.

 

Congratulations for this article. 

This is gold

 

It happen on me , all exchange are same , even worst case secenario was u broke also the broker might demand u to pay debt.

All your trade 100% loss + debt = bankrupt

 
deviationpanel (RTS-6.16,H4) array out of range in 'MarketBook.mqh' (166,44)

 

there's something wrong here:

/*
int iMA( 
 string symbol,// symbol name 
 ENUM_TIMEFRAMESperiod, // period 
 intma_period, // averaging period 
 intma_shift, // indicator horizontal shift 
 ENUM_MA_METHOD ma_method, // smoothing type 
 ENUM_APPLIED_PRICE applied_price // price type or handle 
 );
*/   
   FastMA = iMA(Symbol(), Period(), FastMAPeriod, MODE_SMA, 1, PRICE_CLOSE);
   SlowMA = iMA(Symbol(), Period(), SlowMAPeriod, MODE_SMA, 1, PRICE_CLOSE);

I guess it's the way it's supposed to be, and it's not clear why the shift is necessary:

/*
int iMA( 
 string symbol,// symbol name 
 ENUM_TIMEFRAMESperiod, // period 
 intma_period, // averaging period 
 intma_shift, // indicator horizontal shift 
 ENUM_MA_METHOD ma_method, // smoothing type 
 ENUM_APPLIED_PRICE applied_price // price type or handle 
 );
*/   
   FastMA = iMA(Symbol(), Period(), FastMAPeriod, 1,MODE_SMA,PRICE_CLOSE);
   SlowMA = iMA(Symbol(), Period(), SlowMAPeriod, 1,MODE_SMA,PRICE_CLOSE);
 
deviationpanel (RTS-6.16,H4) array out of range in 'MarketBook.mqh' (166,44) I have this too why?
 
u2btc.ru:
deviationpanel (RTS-6.16,H4) array out of range in 'MarketBook.mqh' (166,44) I have this too why?

Try this class

Files:
Stakan.mqh  25 kb
 

The article is great, I have implemented in my robot the limit orders taking into account possible slippage calculated by the analysis of the stack.

Also all stop losses and take profits that puts the terminal, replaced by stop limit orders with the same consideration of slippage.

Tests have shown that this method on the Moscow stock exchange is not in competition, the system performance improved by about 5-8%.

Thanks to the author for the article and examples.

 
Konstantin Seredkin:

The article is great, I have implemented in my robot the inputs by limits taking into account the possible slippage of the stack calculated by the analysis.

I also replaced all stop losses and take profits set by the terminal with stop limit orders with the same consideration of slippage.

Tests have shown that this method is not competitive on the Moscow stock exchange, the system performance has improved by about 5-8%.

Thanks to the author for the article and examples.

:)

However, be careful with the tests. MT5 is not able to calculate slippage on stack tests (no other public tester can).

It is highly advisable that you ALWAYS use limit orders. Even to simulate stop orders it is better to use limit orders.

If you trade illiquid, the recommendations in the article are STRONGLY REQUIRED. Simply put, there should not be a single STOP or MARKET order on illiquid.