mts

MTS admitted delisting from the New York Stock Exchange

One of the pioneers of foreign placements among Russian companies can make the Moscow Exchange its main platform Mobile operator MTS (controlled by AFK Sistema by Vladimir Yevtushenkov) announced a review of its strategy for presence in the equity capital market. As part of this process, the company “plans to assess, is the listing in the USA, taking into account the high costs of its maintenance, interests of shareholders, or more preferable would be listing on other sites ". Now American Depositary Receipts (ADR) MTS is listed on the New York Stock Exchange.

Old algorithm

I played around with the old algorithm in scalping mode on ES. 15000, Slippage 2 tick-25 bucks, on 1 hour format, 3 I knead

Crude Light system

 Thought, that oil, with its almost Random behavior, will not work for the idea, and she showed an acceptable result, since 2009

Same idea, as on other instruments




Algorithm operation on ES random data

After setting the parameters, the algorithm coped with random data. Truth, must confess, that there is no time to delve into the algorithm and search for the best optimization, then there is still stock.


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:

ES system

Same algorithm , but with different ES parameters by 1 time, commission 4.40 per circle, проскальзвание 2 Tick , period 1 year,1 no pyramid contract, execution atClose.



Help me….

Tested RI and got it, what to choose, which column is more important?


System, continued13

 I would have known the buy-in – would live in Sochi!

March ES , Where 5 Months . Long with slippage only.




System, continuation2

I also twisted something, manual optimization. The amount of profitable has exceeded 50%  and all the odds are not bad. To this there is also an open trade on 450+ pips more 5000 bucks. And if you also include pyramiding?
Almost a grail :)))Selling inexpensively…….. for houliard.If , Really. Yuri will approve :))))
So the 'old guard" and on this front is a little able to do something even without genetic optimizing
Do I need to squeeze something else out of her?


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