Prop trading - is it a scam or is it good? - page 7

[prostotrader]

Yuriy Asaulenko:

It's clear to everyone that you don't gamble with a hundred quid).

Unlike many people, I don't gamble, I work, or rather earn money :)

You're right, I'll remove the picture...

[prostotrader]

Yuriy Asaulenko:

Actually not equal to zero. But a really small one.)

I was talking about the strategy it is 100% risk free.

But, of course, tomorrow the broker may close down and not return the money.

And other surprises can happen in the country...

[Yuriy Asaulenko]

prostotrader:

Unlike many people, I don't gamble, I work, or rather earn money :)

At the stock exchange they play.)) Only full-time employees work on the exchange). Athletes also play, and not bad earn. One does not prevent the other.

[prostotrader]

Yuriy Asaulenko:

The stock exchange is in play.)) Only full-time employees work on the stock exchange). Athletes also play, and earn good money. One does not interfere with the other.)

In my mind, "playing" means SLEEPING, that's not for me.

I prefer to say"Working as a trader".

[Yuriy Asaulenko]

prostotrader:

In my mind, "playing" means SLITTING, that's not for me.

I prefer to say'Working as a trader'.

A trader's job is to play the stock market).

Pardon me, but that's terminology. You can't get away with it.)

[prostotrader]

Fordiman1982

Tomorrow I'll substitute the formula and check the work, if everything is OK, then

I will post the compiled indicator

//+------------------------------------------------------------------+
//|                                                    SPOTvsFUT.mq5 |
//|                                     Copyright 2019, prostotrader |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2019, prostotrader"
#property link      "https://www.mql5.com"
#property version   "1.00"
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_plots   2
//--- plot Label1
#property indicator_label1  "Input %"
#property indicator_type1   DRAW_LINE
#property indicator_color1  clrLime
#property indicator_style1  STYLE_SOLID
#property indicator_width1  1
//--- plot Label2
#property indicator_label2  "Output %"
#property indicator_type2   DRAW_LINE
#property indicator_color2  clrAqua
#property indicator_style2  STYLE_SOLID
#property indicator_width2  1
//---
#define  on_call -111
#define  YEAR    365
//---
input double StCB     = 7.5;    //Ставка ЦБ(%)
input double BBSpot   = 0.025;  //Брокер и Биржа СПОТ(%)
input double BrFut    = 0.24;   //Брокер ФОРТС(руб.)
input double BiFut    = 0.0066; //Биржа ФОРТС(%) 
input double BrExp    = 1.0;    //Брокер за эксп.(руб.) 
input double BiExp    = 2.0;    //Биржа за зксп.(руб.)
input double Div      = 0;      //Дивиденты(руб./акция)
input double NalogDiv = 13;     //Налог на дивиденты(%)
input int    aBars    = 40;     //Мин. Баров на графике  
//---
struct MARKET_DATA
{
  int exp_day;
  double spot_ask;
  double spot_bid;
  double fut_ask;
  double fut_bid;
  double fut_lot;
  double go_sell;
};
//---
string spot_symbol;
int event_cnt;
MARKET_DATA ma_data;
double inBuff[], outBuff[];
bool spot_book, fut_book;

//+------------------------------------------------------------------+
//| Custom indicator Get Spot name function                          |
//+------------------------------------------------------------------+
string GetSpot(const string fut_name)
{
  string Spot = ""; 
  if(fut_name != "")
  {
    int str_tire = StringFind(fut_name, "-");
    int str_size = StringLen(fut_name);
    if((str_tire > 0) && (str_size > 0))
    {
      Spot = StringSubstr(fut_name, 0, str_tire);
      if(Spot == "GAZR") Spot = "GAZP"; else
      if(Spot == "SBRF") Spot = "SBER"; else
      if(Spot == "SBPR") Spot = "SBERP"; else
      if(Spot == "TRNF") Spot = "TRNFP"; else
      if(Spot == "NOTK") Spot = "NVTK"; else
      if(Spot == "MTSI") Spot = "MTSS"; else
      if(Spot == "GMKR") Spot = "GMKN"; else
      if(Spot == "SNGR") Spot = "SNGS"; else
      if(Spot == "Eu")   Spot = "EURRUB_TOD"; else
      if(Spot == "Si")   Spot = "USDRUB_TOD"; else
      if(Spot == "SNGP") Spot = "SNGSP";
    }
  }  
  return(Spot);
}
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int OnInit()
{
  int t_bars = Bars(Symbol(), PERIOD_CURRENT);
  if(t_bars < (aBars + 2))
  {
    Alert("Не хватает баров на графике!");
    return(INIT_FAILED);
  }
  event_cnt = 0;
  ma_data.exp_day = GetExpiration(Symbol());
//---
  spot_symbol = GetSpot(Symbol());
  if(spot_symbol == "")
  {
    Alert("Не получено имя СПОТа!");
    return(INIT_FAILED);
  }
  else
  {
    if(SymbolSelect(spot_symbol, true) == false)
    {
      Alert("Нет смвола с именем " + spot_symbol + "!");
      return(INIT_FAILED);
    }
    else
    {
      spot_book = MarketBookAdd(spot_symbol);
      if(spot_book == false)
      {
        Alert("Не добавлен стакан СПОТа!");
        return(INIT_FAILED);
      }
    }
  }
  fut_book = MarketBookAdd(Symbol());
  if(spot_book == false)
  {
    Alert("Не добавлен стакан фьючерса!");
    return(INIT_FAILED);
  }   
  IndicatorSetInteger(INDICATOR_DIGITS, 2);
  IndicatorSetString(INDICATOR_SHORTNAME, "SPOTvsFUT");
//---  
  SetIndexBuffer(0, inBuff, INDICATOR_DATA);
  PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE);
  ArraySetAsSeries(inBuff, true); 
  
  SetIndexBuffer(1, outBuff, INDICATOR_DATA);
  PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, EMPTY_VALUE);
  ArraySetAsSeries(outBuff, true);
//---  
  return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
// Custom indicator DeInit function                                  |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
  if(fut_book == true) MarketBookRelease(Symbol());
  if(spot_book == true) MarketBookRelease(spot_symbol);
  if(reason == REASON_INITFAILED)
  {
    Print("Индикатор удалён! Причина - ошибка инициализации.");
    string short_name = ChartIndicatorName(ChartID(), 1, 0);
    ChartIndicatorDelete(ChartID(), 1, short_name); 
  }
}
//+------------------------------------------------------------------+
//| Custom indicator Get expiration  function                        |
//+------------------------------------------------------------------+   
int GetExpiration(const string aSymbol)
{
  MqlDateTime ExpData, CurData;
  datetime expir_time = datetime(SymbolInfoInteger(aSymbol, SYMBOL_EXPIRATION_TIME));
  TimeToStruct(expir_time, ExpData);
  TimeTradeServer(CurData);
  if(ExpData.year != CurData.year)
  {
    return(YEAR * (ExpData.year - CurData.year) - CurData.day_of_year + ExpData.day_of_year);
  }
  else
  {
    return(ExpData.day_of_year - CurData.day_of_year);
  }
}
//+------------------------------------------------------------------+
// Custom indicator On book event function                           |
//+------------------------------------------------------------------+
void OnBookEvent(const string& symbol)
{
  if((symbol == Symbol()) || (symbol == spot_symbol))
  {
    ma_data.exp_day  = GetExpiration(Symbol());
    ma_data.fut_ask  = SymbolInfoDouble(Symbol(), SYMBOL_ASK);
    ma_data.fut_bid  = SymbolInfoDouble(Symbol(), SYMBOL_BID);
    ma_data.fut_lot  = SymbolInfoDouble(Symbol(), SYMBOL_TRADE_CONTRACT_SIZE);
    ma_data.go_sell  = SymbolInfoDouble(Symbol(), SYMBOL_MARGIN_INITIAL);
    ma_data.spot_ask = SymbolInfoDouble(spot_symbol, SYMBOL_ASK);
    ma_data.spot_bid = SymbolInfoDouble(spot_symbol, SYMBOL_BID);
//---    
    double price[]; 
    OnCalculate(event_cnt, event_cnt, on_call, price); 
  }
}
//+------------------------------------------------------------------+
// Custom indicator Calc In Value function                           |
//+------------------------------------------------------------------+
double CalcInValue()
{
//--- TODO ---------  
  return(
0);
}
//+------------------------------------------------------------------+
// Custom indicator Calc Out Value function                          |
//+------------------------------------------------------------------+
double CalcOutValue()
{
//--- TODO --------- 

  return(
0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
                const int prev_calculated,
                const int begin,
                const double &price[])
{
  if(prev_calculated == 0)
  {
    ArrayInitialize(inBuff, EMPTY_VALUE);
    ArrayInitialize(outBuff, EMPTY_VALUE);
  }  
//---  
  if(begin == on_call)
  {
    for(int i = aBars - 1; i > 0; i--)
    {
      inBuff[i] = inBuff[i - 1];
      outBuff[i] = outBuff[i - 1];
    }
    inBuff[0] = CalcInValue(); 
    outBuff[0] = CalcOutValue();
  }
  else
  {
    inBuff[0] = inBuff[1];
    outBuff[0] = outBuff[1];
  }
  inBuff[aBars] = EMPTY_VALUE;
  outBuff[aBars] = EMPTY_VALUE;
//--- return value of prev_calculated for next call
  event_cnt = rates_total;
  return(rates_total);
}
//+------------------------------------------------------------------+

Added

The settings correspond to the "Investor+" rate

Added

If you trade currencies, you can use TOM (you can trade till late at night, but the profit percentage is less)

[rjurip1]

Based on the strategy describedby "prostotrader", I drew an EA and tested it on a single test account in just2trade. Basically everything works in contango futures-stock. 8-12% p.a. If anyone wants - the code is in the trailer. There's a lot of unnecessary stuff in there, as I was just fine-tuning an existing dummy. There may be errors. I guess one should not look a gift horse in the mouth. ) I am not describing the algorithm and code for the same reasons. Put on the futures chart, symb - stock, VM - futures collateral percentage, DayExp - futures expiration date, "pDIVi>=12" - entry at 12% profitability per annum.

[Aleksei Skrypnev]

Yuriy Asaulenko:

A trader's job is to play the stock market).

Pardon me, but it's terminology. You can't get away with it).

And what is playing and work? What is the difference?)

You have to work to play, playing is a job at the same splrtsmen

[prostotrader]

Fordiman1982

It's working.

indicator in private

[Yury Stukalov]

prostotrader:

Fordiman1982

It's working.

indicator in private

it looks very much like it will go up