Which instruments to trade at Otkritie - page 3

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MetaQuotes Software Corp.:

For MOEX, we will soon present accurate tick historical data on our MetaQuotes-Demo server, which will allow you to easily test your trading robots.

That's great! Sorry, but stock brokers are clumsy. Only their developers can do it properly.
 
MetaQuotes Software Corp.:

Of course by Ask.

Check it yourself, it's not difficult.

Well, here we go!

Why shouldBuyLimit be triggered by Ask?BuyLimit should be triggered by Bid.

You should at least try to test something (any EA) on MOEX. For the test, take any tool that is not in the top ten.

If the Last was executed in the tester, then it would be understandable, but on MOEX there is no Bid and Ask.

 
Sergey Chalyshev:

Well, here we go!

Why shouldBuyLimit be triggered by Ask?BuyLimit should be triggered by Bid.

You should at least try to test something (any Expert Advisor) on MOEX. For the test, take any tool that is not in the top ten.

If it was executed in the Strategy Tester using Last, one would understand, but MOEX on MT5 doesn't have Bid and Ask.

Bylimit in the tester does not affect the pricing, therefore it must be executed by the historical Ask. In fact, the bylimit in the tester is a condition for the tester to make a market-buy when the price reaches it (Ask).
 
Sergey Chalyshev:

Well, here we go!

Why shouldBuyLimit be triggered by Ask?BuyLimit should be triggered by Bid.

You're confused. Here are the conditions for BuyLimit triggering:

Buy Limitis a trade request to buy at the Ask price which is equal to or lower than that specified in the order. The current price level is higher than the value in the order. Orders of this type are usually placed in the expectation that the instrument price will start to grow once it has fallen to a certain level;


You should at least try to test anything (any Expert Advisor) on the MOEX. For the test, you'd better take any instrument that is not in the top ten.

If the Last was executed in the tester, one would understand, on an MT5 MOEX there is no Bid and Ask.

What are these, if not Bid and Ask?

The testing on exchange (and forex) instruments is in the "strategy/trader has no influence on the market" mode.

Therefore execution works in passive mode, reacting only to bid/ask prices offered. Since bids and asks are taken from real ticks, the entire market environment is correct (excluding already unavailable off-market trades, traces of which can be found in the flippers).

 
MetaQuotes Software Corp.:

You are confused. Here are the conditions for triggering BuyLimit:

Buy Limitis a trade order to buy at the Ask price equal to or lower than that specified in the order. The current price level is higher than the value in the order. Orders of this type are usually placed in the expectation that the security price will start to grow when falling to a certain level;


Where did you get this idea? )))

I was talking about the MOEX, I understand that the terminal focuses on forex, but it's time to adapt to all markets, including stock markets.

 
pusheax:

I decided to start studying stock and futures trading. I opened a demo account at Otkritie and cannot understand how many instruments there are, but only 9 of them really work.

I have no idea what to do with Otkritie, and not with MT either.

Your broker and the terminal should be chosen on the basis of your plans. You should choose a broker based on your plans. Brokers are a dreadful lot - with different conditions and terminals, and for different tasks.

 
Sergey Chalyshev:

Well, here we go!

Why shouldBuyLimit be triggered by Ask?BuyLimit should be triggered by Bid.

You should at least try to test something (any Expert Advisor) on MOEX. For the test, take any tool that is not in the top ten.

If it was executed in the Strategy Tester using Last, one would understand, but MOEX on MT5 doesn't have Bid and Ask.

It should not trigger by Ask, not by Bid, but by seller. This is not Forex.
 
Sergey Chalyshev:

Where did you come up with that? )))

I was talking about the MOEX, I understand that the terminal focuses on forex, but it's time to adapt to all markets, including stock markets.

Don't make things up and don't try to troll with deliberately wrong opinions.

 
MetaQuotes Software Corp.:

Don't make things up and don't try to troll by posting knowingly wrong opinions.

Well, it's a long way from the MT exchange terminal so far. They say it's better in terms of speed.

Where, say, is the options board?

 
Yuriy Asaulenko:
It should trigger not Ask, not Bid, but Seller. This is not Forex.

Think deeper about the test, take your mind off the theory and everything will become clear at once.

In a passive test (the strategy does not affect the already recorded price stream in any way), you can use and react exclusively to the best buy and sell prices. Given normal liquidity and lots of bids per second it works out very well. You have to actually think about it seriously and then everything will become clear.

To implement full deep modelling with all the stacks at all times with the ability to eat/add to that stack, we will have to wait a few more years for the capabilities of all parties to grow. But this will only help scalper strategies, and not much because of market reaction and latency. Scalping a tumblr is best tested in real life on small amounts.

Therefore, the correct answer is that everything works correctly.

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