Stop-Order Grid Trading on Moscow Exchange Futures

Summary

This article describes an automated grid built from Buy Stop and Sell Stop orders around a reference price on Moscow Exchange futures. Orders are spaced by a chosen step within upper and lower bounds; as price triggers an order, the system may update the grid, while take-profit exits can close trades and prompt replacement orders. The author discusses using a step smaller than take profit, or allowing opposing triggers on pullbacks to reduce accumulated exposure during a directional move.

Grid step, width, take profit, and stop-loss policy shape the system's activity and exposure. The article gives tester examples and discusses ATR as one possible guide to volatility and step selection, but it does not establish robust profitability. It warns that margin must cover the combined orders and positions and notes that positions can accumulate during sustained movement. The described examples are tied to specific futures and settings, so they do not show that the approach generalizes across markets or conditions.

Key ideas

• The method places equally spaced stop orders on both sides of a selected price level.
• Grid width, spacing, take profit, and stop-loss choices govern order placement and exits.
• Triggered orders can lead to grid updates, while opposite triggers may reduce exposure on pullbacks.
• ATR is presented as one reference for selecting a grid step based on recent price movement.
• Accumulated positions and margin requirements create substantial risks during persistent moves.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.