RTS + MICEX
Some non-trend day. All four are negative.
There were no signals on the MICEX. In portfolio only “Gazprom ao”
MICEX
begining…..
here you go, did not deceive Kit-Finance. Earned Quick. At the same time and immediately joined the game. Received a system signal to open a position on Sberbank, and also opened a position on MTS — true the signal was long ago, but the price, as if it were in the red, therefore bought at a better rate. A small nuance should be noted here. — according to the system, it must open and close positions at the opening of the session, but since at this time I am still successfully sleeping and I am not going to change the schedule because of the MICEX, then I tested the version of the system if I did not open positions at the opening of the session, and at the close — that is, after the session closes, I scan the shares, candidates for opening a position are identified, and execute trades at the close of the next session, or, to the extent possible, in the middle of the day if the price goes below the previous close by half of the daily ATR. In general, the results come out about the same, as for the standard version of the system, and for the modified.
here you go, at the moment there are two positions out of ten possible. Horizontal line in charts — this is the price of opening positions:
Continuation of the discussion on the topic “Why do you need Russian papers?”
I have a question, why do you need Russian papers?))
on nice already all the papirs have been swallowed or something? Jurassic, you don't need to come to us, unless you have a desire to trade the RTS futures. Nafig shares have not fallen to you personally..
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–On growing up. trending strategies work, unlike American shares. In essence it is a klondike — only the lazy does not earn :)
–Growing emerging market — more growth, more profit.
–Growing emerging market — more growth, more profit.
–Diversification by country risk.
RTS futures only one. I specialize in portfolio trading.
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well, I don't know
1) there are a lot of stocks in america as such. it is the citadel of the world stock market- stock exchange nice and others like her. Sobno on that and leave by switching to stocks of America-a huge choice,for any strategy and any algorithm. I have not heard that someone wants to return to Russia, you are essentially the first ..-))
2)Russian pieces of paper are not very simple, well, I mean, you need to deal with them. And he always has a Klondike, only in history he is already
3)Markets are strongly correlated - SNP 500 grows, rts grows along with blue chips Rus funds
your will, of course, because the money is definitely yours…but it's just that if you need a workflow as such aimed at results, then there is nothing to do in the Russian Federation. There are no them, except for a few liquid chips
the second and other echelons sin with poor liquidity .. a very undeveloped stratum of rus funds. I do not advise there the essence of important capital to throw, so just play around if..
although in general all your trade,As far as I can tell, I looked through your LJ-there is a game. apparently a large depot and a portfolio approach in business allow us to observe the small small is an important advantage. and the truth is that you can drive candy wrappers to the Russian Federation. no difference
this is a reasonable lump in the ointment - do not be offended-))
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Better than any words and reasoning — show the situation with specific examples.
We take the simplest trend system and apply it first to 30 Dow Jones 30 stocks, and then to 30 shares from the MICEX-30 index. We test for 10 years of initial capital 1 000 000 dollars / rubles, dividing the portfolio into 10 equal parts, that is, positions at the same time can be opened at 10 issuers.
This is a test of shares from DJ-30:
And this is a test of the same system for shares from the MICEX-30:
How I was looking for an intermediary to play on the MICEX stock exchange
An interesting day turned out. I got out to the city in the afternoon on business, I decided at the same time to open a brokerage account somewhere for trading on the MICEX. Before that, I searched the Internet for various brokers and settled on “finame” And “opening” — wrote down their addresses in St. Petersburg on a piece of paper and drove off. First I drove to Finam on Moskovsky Prospekt., I say open an account. But it was not there — after negotiations with Moscow, it turned out that Moscow requires a certified translation of a Lithuanian passport. Young woman, the paperworker turned out to be smart — I understood that why a passport translation is needed if I have a residence permit in Russian, especially since I remembered that I once processed clients for a residence permit without any translations, but Moscow turned out to be unshakable — no translation in any way. OK, if not, then you don't need — I'm too lazy to make this translation, and if such problems began from the first day of meeting Finam, then I can imagine what will happen in the future, so it's better to nip communication with this company in the bud. Moreover, having looked at the list of documents, required for opening an account for foreign citizens, on their website
documents such as translations of passports are not required, but it is required:
“General civil passport or other document, established by the legislation of the Russian Federation or recognized in accordance with an international treaty of the Russian Federation as a document, the identity of a foreign citizen or stateless person”. (Copy with obligatory presentation of the original)”
well, it didn't work out with Finam — going to “Opening”. On the site
address specified — Невский проспект, 19
I went to this address, especially since there is a sign over the entrance “Brokerage house Otkrytie” — that is, there could be no mistake — I went through this door and no other. Walking down a deserted corridor, and a surprised watchman runs out to meet me (or security guard), By the way, similar to the one in the photo on the site. And says, — Where are you? I inform him that I am ready to open a trading account. To which he was even more surprised and said that They are not a bank and do not open any accounts, what confused me. I'm talking — so you have a sign over the door “Brokerage house Otkrytie” and I don't need a bank account, namely trade. But he began to assure me that they did not open any accounts at all., they just work here and that I was clearly wrong. Really, strange situation. I walked around the nearby block one more time, even in the doorway, but the sign “Brokerage house Otkrytie” was only above this entrance, and the address on the site is exactly this.
OK, on this address of brokers on my piece of paper ran out and I went home. Today I will write out a couple more — try my luck :)
We trade MICEX-30
thought — what is there to pull, gotta start. Recently demonstrated the results of the trading system for MICEX30 stocks with an average trade duration 56 days. Another system appeared the day before yesterday, but with average trade duration 20 days. I decided to combine them for trading stocks from the MICEX index. I decided to trade both systems only long, no margin at approximate closing prices. I.e, approximately at 18:30 running the program, it runs stocks and issues orders to open / close positions and I manually execute them before the session closes, That, as I understand it ends in 18:45. It could be, certainly, engage in positions at the opening of the session, how do i do for american stocks, but here the natural factor works — during the opening of the Russian session, I am still sleeping and for the sake of some promotions I am not going to change the daily routine :)
System money management is simple — for each of the two systems, one is allocated 10 parts of the deposit. I.e, maximum can be opened at the same time 20 positions, but at the same time the same stock can be opened for two systems at the same time — then it will already be counted as two positions. The system will play with reinvestment both upward, and in the direction of reducing the deposit. For example, if today the deposit is 1Mio rubles, then 50K rubles are allocated for one position. If tomorrow is a deposit (open positions + money) increased to 1.2Mio — 60K allocated per position. If the deposit has decreased to 0.9Mio — 45K rubles are allocated for the position.
Since I had a buy-and-hold portfolio at Guta Bank, then yesterday or the day before yesterday I successfully closed unnecessary positions and opened some of the positions by systems. Actually, for example, for some stock, the actual opening of the position should have been a week ago, but since today's price is below the entry point, then opened today. Or, for example, I had MMC Norilsk Nickel in my old portfolio at a price 2005 of the year, and according to the system, it should have been in position for a month already, then I just didn't close it, but now I think that it was opened according to the system a month ago. Well, something like this — today we have the following positions:
Truth, I plan, close all positions before the new year and open an account with another broker after the new year(while preliminarily stopped at Finam). There are some specific bureaucratic reasons for this..
If distributed across systems, then now:
Long-term system open:
1. Rosneft
2. Sberbank
3. RusHydro
4. Surgutnfgz
5. Tatneft 3ao
6. OGK-3 ao
7. MMC Nornik
8. FSK UES
9. Surgutnfgz-p
On the medium-term system, open:
1.Sberbank
2. MMC Nornik
3. Rostel
4. Inter Rao
5. PoleGold
6. RusHydro
Feeling…
Something I got a feeling, what else will Mamba be pushed through …
Technical sketches
Here is the daily SPX chart, to visualize what to expect in the time zone of 19 March-8 April.
19 Martha, as i assumed, turned out to be a critical day, judging by the magnitude of the fall in comparison with the previous activity. Momentum stopped at the intersection of the vertical line 19 March and purple mini trend line. I personally underestimated, that it should have happened at the mark 1170, thought, which is too early to storm such heights. Assuming, that we have formed a candlestick formation, talking about local top, then support lines immediately appear when a rollback from these heights.
Obviously, what a high-speed uptrend line( Green colour) is the main support, as well as the horizontal line of the previous local top in the area 1150-1152. In case of closing below the intersection of these lines, a target for a more substantial support line will open, bottom line of the ascending channel( purple line).
One of the negative scenarios is a rollback to the vertical dotted line( fibo zone) this is the area 8 April.
Considering, that the support lines are dynamic, then the tentative goal of such a scenario is to 8 April == 1130.
Надо также отметить, that SPX has climbed a bit high relative to many MAs and therefore MAs themselves will be supports and one of the targets of a pullback.
Undoubtedly, that this scenario is likely in the absence of any super positive news.
Sunday brings us a vote in Congress and therefore this news risk could create an unpredictable reaction in the market..
Надо также отметить, that the end of the quarter is usually tried to close on a positive note window dressing. But the first week of April may be more negative.
As for the MICEX index, then i don't like, that the index is still not above the level 1455-1460 and below the trend line( green Line) while , that the RSI level is high and above 75. This is considered negative divergence.. Therefore, in the event of a correction in the foreign market, testing the area 1300 becomes highly probable.
The weekly chart also clearly shows RSI divergence.
It should be noted, that the flagships of the Russian market show divergences.
With regard to Gazprom, everything has been said before and remains relevant, you can see the charts in the Gazprom tag. If there are no intercessors in Gazprom, then it will be possible to witness the mark 150.
Sberbank, although better than Gazprom, but there are divergences on the weekly chart. And if 90 will remain a stumbling block, then " spring unwinding" to the area 55-60 quite likely(this is a pessimistic scenario).
MICEX- technical
Since an interesting picture has emerged, I want to express some thoughts about the `` state of health" индекса.
As you can see from the above graph, negative is the breakdown of the rising green line, to level this, you need to overcome 1455.
Finding above the main MA is positive.
Potential formation of the right shoulder can also be negative in the event of a breakout 1300, purpose arises 1150 and below. The longer it stays lower 1455, the greater the risk of falling. It is also necessary to observe the correlation with SPX with a weak correlation, the risk increases.
Медвежуть.
Well, they crushed the market, and Sberbank in particular – the head is not allowed to be raised. Will we hold 1300 on the MICEX?
Battlefield summary.
Well, bulls seem to have taken the offensive, судя по объемам (скажу по-секрету, I also bought on the rebound). The line of defense held out. See, will it be possible to close the gap today.