Risk management for forts intraday trading. Trading strategy for forts. Intraday futures trading strategy on the forts derivatives market from professionals

In most cases, I appear to my readers as a medium-term investor. But most of my trading practice is devoted to fairly tough speculation on rules intraday trading. Over the years and the growth of the portfolio in absolute terms, the size of its speculative part has decreased. Currently, about 90% of the funds are allocated for investments in Russian and foreign shares, and the rest for speculation in the Russian derivatives market.

Universal rules for intraday trading

I am often asked why I trade in the derivatives market? At one time it just became more convenient for me. If I had to make a decision on where to trade speculatively at the current moment, I don’t even know what I would choose, since now there are opportunities to take out loans for stocks more than for some, and not worry that expiration will interfere with your plans. Sometimes I think, maybe I should give up the old stuff on the stock one? But I’ll hold off for now, since I haven’t studied everything in the derivatives market yet, and I don’t want to spread myself thin.

However, my strategy according to the rules of intraday trading on the derivatives market will celebrate its fifth anniversary this year in November. The results are already quite good, I don’t like to announce them as official, since there were long breaks in trading in futures contracts. But, nevertheless, if you do not throw these gaps out of the statistics, then the profitability will rise to 120% per annum with a maximum of 40%.

Very often, when working in the derivatives market, I do not enter into a transaction beyond one day. I think even if you have not appreciated the results of my practice, I understand that they are modest for the market I have chosen, then my rules for intraday trading on the derivatives market will be useful to you, since they can be adapted to any time interval and to any exchange instruments.

So, let's take it in order.

When do I not go beyond one trading day?

When day trading, I make trades against the main trend.
When between and resistance there is too little profit to hold the deal for a week or more (less than 2-2.5%).

What do I trade intraday?

Futures: Gazprom, Sberbank, RTS, Si.

But, as I already said, the intraday trading rules presented below will be universal after some adaptation.

How do I trade intraday?

According to the classics. The advantage of this method is that any time I would not have the terminal open, I can see the idea and not be tied to the monitor.

The downside, especially for beginners, is that it will be difficult to deal with the subjective aspect of this method. This requires experience!

Working hours for intraday trading?

Most often it is 1 hour, sometimes 15 minutes - for. And God forbid you trade on 5-minutes if you don’t have a robot or at least a trading advisor that automatically generates signals.

15 simple rules for intraday trading

Check the trend on the underlying asset.
Check the main one on the glued futures.
Do not trade for a week before and after expiration.
One day for analysis (that's why I don't trade speculatively on Fridays). You can also take the weekend as this day!
Do not open trades with a yield of less than 1%.
Play all trend signals, Fibo, horizontal lines, figures that I see.
If it is rendered, then the next transaction is 1 hour later.
If it says “stop” the second time, the filter lasts for 2 hours.
After the third losing trade, I stop trading until the next session.
I don’t open trades where the risk to return is less than 1 to 2.
After a losing trade, the risk on income is 1 in 3.
No more than 2 types of futures are in operation at the same time.
If the underlying asset (shares) of Sberbank or Gazprom can provide up to 8% of the net profit potential and there is a similar signal on the futures, the transaction is considered a priority. Opens for the day with maximum leverage.
The indicators are only important when the contract has been traded as the main month. “Three great signals” indicators can be used to work on the entire leverage. What are these “Great” ones? This is my personal secret, which I share only with clients in consulting support.
Close the deal during the main session before 18.30 Moscow time. (Let me clarify here! The terminal allows me to close a deal at any time, even if I’m not at the monitor. But I prefer to close the deal myself. Therefore, if today I eject from work at 18.00 Moscow time, then I will close the deal 15 minutes before). Well, will you throw stones at me for being irresponsible and not monitoring the closing of the auction? From experience, discoveries are more important, I try not to miss them.

Greetings colleagues.

We have already posted a post describing the course program. If someone missed it, go to our profile and find it.

In this post I want to tell you in more detail about what we prepared for our students in the first lesson.

There is a desire to describe all the tasks in this way, so that you can fully appreciate the amount of material we give.

First lesson of the online course “Scalping. Active intraday.”Trading in the stock market is a popular topic and attracts many people from different cities, different ages and work experience. Regardless of the input parameters, everyone is united by one goal - to earn good money in the market.

We always start our classes with theory. It is very important to understand not only what exactly you are trading, but what laws and regulations there are. In the first lesson, students are told what stocks, futures and their features are. How these markets are regulated, where to find information on instruments, exchange schedules and an overview of the main trading instruments. We also give recommendations on literature and materials that need to be studied.

Now is the time to start setting up workspace and terminals...

For high-quality work as a trader, you first need to prepare a workplace. On this site I have already seen a post on the topic of a trader’s desktop. Recommendations: desktop computer, 2 monitors, wired mouse and Internet. It is also important to have a comfortable chair, because... You will have to sit at the computer a lot of time.

Now you need to start setting up your workspace. Our TeamTraders team uses 2 terminals.

terminal for technical analysis: Quik, Transaq, Smart-x or other terminals.

We need them to analyze data and assess overall trends.

2. Bondar drive. We carry out all transactions through this terminal. The terminal is free and very convenient. This terminal is connected directly to the exchange, which allows you to receive and send orders as quickly as possible.

In the first lesson we teach how to properly configure the terminal and specific tools. The functionality of the program allows you to very conveniently display the most important market parameters. We set the settings for each instrument so that large orders and transactions can be seen. It is very important to set up personal parameters for each stock or futures, because the instruments are different and the trader must take these features into account.

Trading is carried out using “hot keys” and it is very important to set up comfortable parameters for yourself. As a result, after the first lesson, the trader already has a set up workplace and an idea of what and how he needs to do. All that remains is to consolidate the acquired knowledge by completing homework.

Despite the theoretical component of the first lesson, it is nevertheless very important. Correct configuration of terminals allows you not to miss important information and minimizes the time for data analysis.

Join TeamTraders

1. Tradable instruments (trading algorithm):

1 . Si stop – 0.2% of the price (at a price of 50,000 – approximately 100 points).

2. RTS stop -0.2% of the price (at a price of 100,000 - approximately 200 points).

Additionally, watch: correlation of SI and RTS with each other, Sberbank and Gazprom futures (their direction and levels) to confirm signals.

Trading is carried out from 11:00 to 18:45.

I don’t trade during the first hour or evening session.

FORTS trading algorithm:

2. Key points.

In the morning, before trading opens, I look at the D1 charts of the instruments being traded:

1. The general global trend of the last month or two.

2. I draw levels based on the nearest strong support/resistance levels (nearest price extremes). I look to see if they have met before in history, if so, this further enhances these levels. These levels form my trading channel.

3. I look at how the price behaves inside the channel, from what level it has rebounded and where it is going: what candles were in the last 2-3 days, is there a power reserve to the next level, are there false breakouts, is a reversal or breakout possible.

4. I evaluate how we closed yesterday (ATR, range, high and low of yesterday).

5. After determining the general trend, I switch to the M5 timeframe. I draw levels based on the high and low of yesterday - this forms a working channel for today, but in it trading is carried out ONLY in the direction of the daily trend:

If there is a strong trend during the day, then trading begins after the intraday channel breaks out in the direction of the trend. If during the day we are stuck in a narrow channel (sideways in recent days), then trading begins after a false breakout, return and consolidation in the intraday channel. In this case, you can trade both long and short.

A lot of useful information in terms of trading binary options can be found on the website binium.ru. You can also choose the optimal broker for trading.

Example: daily chart D1 and 5 minute chart M5 (USD-RUB futures SI)

Schedule D1. The global trend is shorts. In this case, I consider 2 levels important: the upper one is the extreme rollback, the lower one is the previous low. We made a false breakout, hitting a low, went back beyond the level and closed above the level. I believe that within a day you can go long according to the local model up to the upper level. Then I go to M5 and draw levels based on the high and low of the last day:

Chart M5: The red levels came from the day, the yellow ones – High and Low from yesterday. I believe that after the price consolidates above yesterday’s high, you can go long to the upper red level.

3. Tradable pattern.

Candlestick false breakout relative to the previous high/low on the M5 chart.

Conditions (For long):

1. The previous candle is shotra.

2. The false breakout candle forms a new low.

3. The false breakout candle closes within the previous candle.

4. It is desirable that the body is smaller than the tail.

5. Is it necessary for a false breakout candle to open with a gap?????

Conditions (For short):

6. The previous candle is long.

7. The false breakout candle forms a new high.

8. The false breakout candle closes within the previous candle.

9. It is desirable that the body is smaller than the tail.

10. Is it necessary for a false breakout candle to open with a gap?????

4. Model: False breakout:

I'm waiting for one of these levels to be broken, after that I'm waiting for the price to return to the level.
The entry point is the formation of a rollback or trade and a false candlestick breakout candle.

6. Model: Breakout and consolidation.

On the M5 chart I’m waiting for approaches to the levels.
I'm waiting for one of these levels to be broken (with impulse and consolidation).
The exact entry is the formation of a rollback or pro-trade and a false candlestick breakout candle.

After closing the candle that formed the false breakout, I place a pending order at the closing price.
Stop loss and take profit are placed after the order.
The stop should not exceed a third of the daily loss limit (hence the formation of the number of contracts for each transaction for each instrument).

7. Exit from the position.

After placing an order, the stop and take levels do not move. Either stop or take (otherwise the statistics will break).

Output in parts:

1 contract – 3 to 1

2 contracts – in parts: 1 contract – 3 to 1, 1 contract – 4 to 1

3 contracts – in parts: 2 contract – 3 to 1, 1 contract – 4 to 1

4 contracts – in parts: 2 contracts – 3 to 1, 2 contracts – 4 to 1

8. Risks.

When assessing the potential of a trade (3 to 1, etc.) and forming a position (how short the stop is), you should consider:

Possibility to place a technical stop (behind the tail of a false breakout candle or for the entire trade).
If this is not possible, we set a third of the daily loss limit.

The daily loss limit is no more than 2% of the deposit.

The deal cannot be concluded if there is no move potential of at least 3 to 1 (the levels are close or the stop is too high).

Do not lose more than 30% of what you earned in previous transactions .

9. Risk management

1. The maximum risk per day is 2% of the deposit.

2. The maximum risk per transaction is 0.6% of the deposit.

3. The maximum number of losing trades in a row per day is 3, after that do not trade, look why and where the mistakes are. If they are not there, it’s not your day.

4. NEVER enter into a trade if the price has already moved away from the entry point. Enter ONLY at the closing price of the bar that formed the false breakout.

10. Height

If you closed the week in the black, add a position: From 1 to 5 contracts – increase one at a time, after a position of 5 contracts we add 20%, but only from the next week.
If you closed the week in the red, reduce the position: in reverse order, but only from the next week.

11. Statistics

After the working day, when the market is closed, I take screenshots of transactions with subsequent analysis (whether the transaction was correct, where the market went next, whether there were other entry points).
All transactions are entered into a separate document or on a statistics website for subsequent understanding of the statistics of profitable/unprofitable transactions, average profit/loss, average profitable/unprofitable day or other period.

"What do I risk and what can I earn"- the first thought that should arise before deciding to make a transaction on the market. We cannot be 100% sure that it will go in the direction we want, and therefore only by learning to “cut” negative trades and “sit out” profitable ones can we bring our trading system into a stable positive position. Using the example of the main futures on the Russian market that I trade, I will tell you in this article what and for what profit it is worth risking. First, calculate the daily potential for a trade. This is not at all difficult to do if you know the ATR of the instruments being traded. RTS on average per day from high before low there are 2500 points, but this figure is approximate for the current period and may naturally change. You can build on the last two weeks. Accordingly, having earned 50%-70% of the daily price movement in a transaction, the result will be simply excellent! 50% is 1250 points. When making intraday transactions on small timeframes, it is enough to set a stop of 250-300 points, respectively, the risk to profit is even more than 1 to 4. But I will still calculate the option here if you just take 1 to 3 (300 stops or 900 take) 20 trading days per month for 3 trades = 60 trades For example, I will consider 40 trades (66%), exit by stop - 300 points and 20 positive trades (34%) with take profit of 900 points 300 * 40 = 12000 p. 900 *20=18000 p. Accordingly, even if 2/3 of the trades are stop-stopped, at the end of the month you will still be with a plus of 6000 pips. The second example, even more pessimistic, 45 trades (75%) on the stop-stop and only 15 trades (25%) at take!!! 300*45=13500 p. 900*15=13500 p. Even with 75% negative transactions, the deposit will remain approximately zero, a little less due to slippage on the stop and broker and exchange commissions. By increasing the take to 1000 points, the system will go to zero even in such a bad situation. This immediately begs the question for all of you, so why do 97% of traders lose their deposits??? Yes, because the majority do not comply with this very risk management. They don't place stops. Either the risk is very high for the deal, or they simply don’t sit through a worthy one!!! For tools like GAZR, SBRF, Si, the optimal stop for intraday trading will be 20-25 points, take 60-100 points (here you need to look separately from the potential of the transaction according to the chart) All the examples given are based on takes, starting from the minimum, that is, with smaller goals, it’s not worth trading. In points, risk and profit can naturally change, depending on your trading system, but it is important that an advantage of 1 to 3 or more still remains with you. In real trading, sometimes the risk to profit can reach 1 in 20 or more, but this is on shock days. It’s days like these that make it possible to turn the trading month into a good plus! The risk per transaction is now clear, but the risk per deposit as a whole for the day is given below in the example of calculation for a deposit of 100,000 rubles. This table also describes the number of contracts and how much money is needed to carry out a particular transaction, without going beyond the daily risk and the ability to carry out three transactions simultaneously on different instruments. I consider the optimal risk of loss for one trading session for such a depot to be 2,000 rubles. The larger the deposit, the more carefully they will need to work and reduce the risk per day. The most difficult thing is the mathematical calculation of the trading system and risks, and their disciplined observance. Follow risk management and may profit come to you!!!

There is nothing more useful than communicating with real professionals in their field.

1 Blokhin Boris Nikolaevich- head of the department for working with stock market participants in the business division of the Stock Market of the Moscow Exchange, participant in the competition “Best Private Investor 2009”, included in the TOP 40 best traders in terms of profitability (out of 813 participants in the competition). The data is given as of November 20, 2009 (according to the website www.rts.ru), the competition was completed with a yield of 664.18% per annum; participant in the competition “Best Private Investor 2012” with a pool of clients, the best of whom showed a profitability of 54.84% per annum. Data are given as of December 15, 2012 (according to the website investor.micex.rts.ru).

Boris Blokhin: “This seminar will not leave anyone indifferent: for some it will be the entrance door to the interesting and dynamic world of trading, for others it will be an opportunity to correct mistakes, optimize an existing strategy, and someone may decide that this activity is not for him , and thereby also earn money without losing it.”

At the end of the seminar you will learn:

what are the specifics of intraday trading in RTS index futures;
how to prepare yourself and your workplace for active trading;
how to find entry and exit points from a position;
how to build your strategy for trading futures on the RTS index, based on the experience of professionals;
everything about the risk management system, the psychology of active trading;
get acquainted with the strategy of the participant in the “Best Private Investor” competition.

The most important:

you will save time searching for information and building your trading system (from several weeks to several months).

you can save tens and hundreds of thousands of rubles on the mistakes that all traders make.

Course program:

Lesson 1. Preparing for trading.

Why do we trade futures, which ones are the most interesting. Features of guarantee provision and the effect of financial leverage. Basic futures trading strategies.
Setting up the QUIK trading system for active trading. Ease of use and increased information content. Formation of settings for the most comfortable and profitable trading.
Drives for active trading and terminals for viewing global markets. Semi-automatic trading systems that facilitate the trader’s activities, terminals for viewing world markets.
Psychology and typical mistakes of traders. Why a minority makes money on the derivatives market, how to avoid losing money, how to overcome your psychology. Artificial restrictions in trading.

Lesson 2. Preparing for the working day. Impulse analysis.

Preparing for the working day. Morning technical analysis, 3-screen method, setting “beacons”. Trading time zones.
Analysis of the progress of trading. Analysis of guides and levels of influence of impulses. Discrepancy analysis, order book analysis.
Momentum trading. Reasons for entering a position, risk management.

Lesson 3. Intraday trading. Formations.

What are formations and where do they come from? Graphic, time formations.
Typical intraday formations. Working at market openings, recognizing shock days. Breakout strategy and counterbreakout strategy.
Risk management in intraday trading. Position management.

Check with the manager for the nearest date of the seminar: 8800 500 99 66 (ext. 4),