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, но при этом одна и та же stock может быть открыта для двух систем одновременно — 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:

  Ozon will enter the MSCI Russia index

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

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