By the way, USDRUB_TOM could be an indicator for SBER and VTB .
I have to think how to "screw" it into my EA...
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No one has any thoughts on how to exit a position with large volume?
void CheckOrderState()
And decide how to close a large position....
....
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No one has any thoughts on how to get out of position, with high volume?
In small portions. Set a limit on the price above/below which to close the position by portions. For example, you take a position to buy. You set a limit to close the position by the price higher than 100 RUB. And if the price is above 100 you sell by portions or by limit or market price.
It occurred to me that with the SPOT trading halt, this could be used in a rather risky strategy (Fut Gap).
risky strategy (Fut Gap). The idea is that we don't buy stocks, but only sell futures
with the Gap we set up.
When the stock is traded, we calculate the average delta between the futures and the stock, and when
we set the order(s) to sell the futures (the calculated delta + our Gap).
And in the morning we sell the futures.
(The question is how to sell, if the position is big enough?).
It won't work on demo!
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And if we sold, and the market went further up?
As for closing - it depends on the volume, if it is big, I break it into lots of 5-10 and put it in the spread - it works well in a fast market, but the process is not automated for me.
Will someone write an exit function for the position?
//+------------------------------------------------------------------+ //| Expert Exit From Position function | //+------------------------------------------------------------------+ void ExitFromPosition() { double pos_price = GetPositionPrice(fut_symbol); if(pos_price > 0) { double cur_price = SymbolInfoDouble(fut_symbol, SYMBOL_ASK); //TODO??? } }
What if you sold out and the market went further upwards?
You set your own "greed" :)
input long PrGap = 100; //Гап вверх(пункты)
You set your own "greed" :)
I do not understand - we opened a short, but the market kept pushing upwards - we could not close it in the first minute and would use stops - I do not understand.
Will someone write a function for exiting a position?
And how do you decide to exit? I can give you a class on working with positions - opening/closing/modifying...
I do not understand - we opened the short, but the market continues to press upwards - not to close at the first minute, will be wired with stops - I do not understand.
I do not understand.
In the first post it says:
"It occurred to me that when you stop the SPOT trades, you could use this in a fairly
risky strategy(Fut Gap)"
You need to read carefully.
The first post says:
"It occurred to me that when stopping trading on SPOT you could use this in a fairly
risky strategy(Fut Gap)"
The writing should be informative, I never understood anything of substance.
You have to write informatively, I still don't get the gist of it.
Give me your card number, maybe I can transfer money to you....
Well, seriously, the point is this.
After stock trading stops, futures continue to trade - SPECULATELY,
because the price of the futures depends on the price of the stock. The next day the stock may fall or rise (50/50), BUT!
The delta between the futures and the stock yesterday, is greater than the delta today, hence our risks (50 - some %).
Next... We want to sell the futures much higher than they traded before the stock closed,
so our risks = (50 - some % on the delta - some % on the Gap we set).
Is it clear now?
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I thought that when trading on SPOT is stopped, this can be used quite
risk strategy (Fut Gap). Its meaning is that we do not buy shares , but only sell futures
with the Gap set by us up.
When stocks are traded, we calculate the average delta between the futures and stocks, and when
stock trading has ended, we place an order (orders) for the sale of futures (calculated delta + our Gap).
And in the morning we sell futures
(the question is how to sell if the position is large enough?).
Demo will not work!
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