Robot to work with the program QUIK on MICEX and RTS FORTS developed using algorithmic language Qpile, built in the most popular trading terminal QUIK.
Designed for synthetic arbitrage and pair trading, namely:
1. Pair trading (eg GAZ-LUK)
2. Sintetisky trading (eg RTSS-GAZ or RTSS- (GAZ + LUK + SBRF)
3. The index arbitrage hedge against a basket without a dollar.
4. The index arbitrage hedge against a basket with a dollar.
The objectives of the robot:
- Calculation of the current spread (extendable level) of special formulas and displaying its current values \u200b\u200bin visual form tsifirnom table, constant updating.
- The opening of countervailing positions within the first few spreads or spreads when a certain predetermined level (entry level)
- The addition of positions (2nd, 3rd and subsequent entries if set by the user) when it reaches a certain predetermined level spreads (level averaging)
- The closing of all positions on the concrete spreads when a certain predetermined level (the closing)
- The closing of all positions for this pair the user with a special button
- Ability to work independently on several estimates