Scalping is one of the main “hit” trading strategies used by private traders on the Moscow Exchange futures market. The main instrument of scalpers is futures on the RTS index, the main advantages of which are obvious to everyone:

• the most speculative instrument of the stock market,
• the most liquid
• the lowest commission for completed transactions (there are no analogues in the world!),
• one of the most robotic tools on the Russian market.

We present to you two main strategies with which you can make money on the RTS index:

• "Scalpingon the RTS indexwith intraday elements"- author's strategyViktor Gaiduk.
• "Scalping on the RTS index with a robot"- author's strategyAlexey Sedov (Alex) .

More details about each:

"Scalping on the RTS index with intraday elements" - author's strategy IN Iktor Gaiduk .

About the strategy in a nutshell: Fast scalping entry, long-term position holding.

Author and course presenter: Viktor Gaiduk, winner of the 16th place in LCH-2009, nickname XL.dbondar, increased his deposit from 30 thousand rubles in 2 months. up to 130 TR; 18th place LCH-2010 nickname Funky_AL, in 3 months increased the deposit from 50 tr. up to 176 tr. Trained more than 500 students throughout Russia.

Basis of the strategy: short-term holding of a position on the RTS index, based on an analysis of support-resistance levels, key indicators of technical analysis, Western guides, and the use of special software.

Target: taking a continuous price movement as long as there is a set of signals in the direction of our open position, in practice this is from 400 to 5000 points.

Working volume: from 1-5 to 70 - 100 RTS index contracts.

Advantages of the strategy:

1. high income (on average about 200-300 thousand rubles per month from a volume of 50-100 RTS index contracts (deposit of about 0.5 - 1.5 million rubles),
2. absolute risk control (you fully own the transaction, keep your finger on the pulse, short time spent in the transaction).
3. relative simplicity of the strategy (with the advent of your trading experience - from 3 months) in the technique of execution and decision-making in the market.

Disadvantages of the strategy:

1. high concentration is required from the trader (every decision must be balanced and justified by the current market situation).
2. Psychology plays a very important role (for example, it can be very difficult for a beginner to force himself not to press the button).
3. discipline is necessary - as in a professional army (showed weakness - left the market, such is the fate of 95% of novice traders).

Who is this strategy suitable for? It is for people:

• under the age of 40,
• good computer skills
• from a technical point of view, having wired high-speed Internet from 2 Mbit/s,
• devoting all their free time to trading (at least 3-5 hours a day).
• having a supply of starting capital “for life” of 200 thousand rubles (since initial training and trading practice takes at least 3-6 months, in order to start earning the first money from the market - to reach “self-sufficiency of trading”).

Summary:

If everything described above suits you, and you are for yourself firmly decided start trading this strategy, then contact us. With us you will gain knowledge, trading practice (you will work side by side with experienced traders), benefits (multiple savings of your time and money), thanks to the fact that we:

• We have been working in the market for more than seven years,
• we teach only in practice, things that actually work in the market here and now,
• We have extensive experience in teaching (special exercises, tasks to develop the necessary skills in trading).

Note!One-time number of students for individual training with Viktor Gaiduk strictly limited(no more than 3 students per month)!Due to this, if the limit for the current month is selected, then a pre-registration system operates on a first-come, first-served basis. Please check with our manager for current information.

Leave a request for an individual practical course on the strategy "Scalping-intraday on the RTS index" with Victor Gaiduk. Next, our specialist will contact you and answer your questions related to training.

“But from the outside you wouldn’t be able to tell that this man is making millions on the market.” - most of you will think, looking at Victor’s photographs.

Victor Gaiduk gives advice to novice investors.

"Scalping on the RTS index with a robot " - author's strategy of Alexey Sedov (Alex).

A fundamental role in scalping (and in other strategies) is played by support and resistance levels. These levels are drawn by traders on the instrument chart on different time frames, divided by seniority from annual to weekly. Levels are like trading rules that everyone follows.

The market has a trend (strong, long-lasting impulse) and consolidation (sideways). It is certainly more interesting to trade when there is a trend, the price moves and we make money on this. The main mistake of an unprofitable scalper is that he trades everything and always, and especially on the sideways! This is logical, he is always looking for an impulse in price movement. But impulses come in different strengths. As a rule, most of them are “breeding” - when the price seemed to go up, he entered into a trade, and immediately caught a pullback and closed the moose.

Conclusion: you need to divide impulses into strong (trend) and weak (flat), and trade only strong ones along the trend.

In identifying strong impulses (trends), we will be helped by a special Robot for scalping on the RTS index "Auto-Trend of the RTS Index" from "Workshop of trading and trading robots".

Scalping Robot "Auto-Trend of the RTS Index".

A trend trading algorithm designed for scalping and identifying strong impulses on the RTS index.

Implemented on the TSLab trading terminal (supported by brokers Finam, IT Invest, Alor, Ricom Trust, Polar Star, Rick-Finance, Otkritie, Solid, Fora - Capital).

Novelty and competitive advantages of the strategy: This strategy allows you to:

• automatically monitor the current situation on the market,
• relieves most of the trader’s psychological stress,
• allows you to systematize trading, reduce “intuitive” trading to a minimum,
• allows you to significantly improve the ratio of the trader’s profit to the broker’s profit (brokerage commission), minimizing the side effects.
• allows you to trade when there are strong directional movements.

Description: The trading robot is designed to identify strong impulses in price movement on the RTS index. The robot gives a signal, determines the entry point (price and direction of the transaction), and the trader makes a decision about entering and exiting the transaction.

Trading idea: The operation of the algorithm is based on one of the patterns of price movement in the stock market, which can be characterized as a price impulse. This idea can be described using a simple example with a car: “In sunny weather, when a car is moving at a speed of 80 km/h, its braking distance will be 30 meters. Neither 5, nor 10, but precisely 30 meters.” The same can be seen with price movements in the stock market. If someone buys, and the trend is in the development stage, then it will not end at one moment, for some time the price will go in the direction we need.

Additional options: The TSLab trading terminal allows you to configure additional useful functions in the Scalper robot "Auto-Trend RTS Index":

• automatic entry into a trade without the participation of a trader,
• free SMS informing about the transaction that occurred, the signal that appeared.

Attention! Leave a request and you will receive a free consultation from a trader on setting up and using the “Auto-Trend RTS Index” scalper robot.

A practical example from trading: Below, on the left, is a chart of the RTS index dated November 2, 2012. There is a robot signal on it to enter short at a price of 143200. Then the price, with several rebounds, continued to fall by inertia.

Actions of a trader - scalper: we see the signal, the price at which the scalping robot recommends entering. Next, we open a deal and draw a profit; the trader determines the stop and the size of the profit himself, based on his experience.

You can also daily, on-line, watch the broadcast of trading signals from the Scalper Robot "Auto-Trend of the RTS Index" (the left half of the working desk of the trading terminal).

Leave a request for the scalper robot "Auto-trend of the RTS index. Next, our specialist will contact you and answer your questions.

Recently I decided to switch from intraday to scalping, but... I had only a general idea of ​​scalping and didn’t have any specific strategy, so I had to turn to a search engine. To my surprise, I discovered that on the Internet there are much more scalping strategies for Forex (at least that’s the impression I got) than for FORTS. Many strategies rely on a combination of indicator signals and, at first glance, represent incredible complexity. I traded intraday without indicators, with the exception of the moving average, so I decided to study scalping using order book, chart and volumes (I also included order book density and cluster analysis here).

So, scalping - This is the fast execution of intraday transactions.

The time between opening and closing a trade for a scalper can range from several seconds to several minutes (according to the smartlab financial dictionary).

I would like to present to your attention the 10 most adequate scalping strategies, in my opinion, that I found on the Internet and presented in a simple and understandable form.

1. Catching pullbacks on impulse movements (stock futures).

• The task is to find the point after the impulse of which the rollback will begin;
• There is a vertical rise in prices. A critical volume is released. Most likely, this volume will be the highest for the entire day. Critical volume – the volume after which the price reverses;
• Entry at critical volume;
• We place a stop behind the extreme - high or low;
• We look exclusively at maximum volumes;
• When the volume comes out, we wait for confirmation - a counter candle;
• We look at the volume on futures;
• We trade futures, but look at the spot order book;
• A candle with critical volume should preferably end with a shadow (spire);
• In the order book, when the movement goes up, sell orders are consumed instantly;
• When the sales bid stopped eating, the movement ended. The consumption of purchase orders should begin. Buy orders should start eating faster than sell orders;
• As soon as the nearest purchase order begins to be quickly eaten and 10 percent of it remains, we sell;
• We do the same thing in a mirror way during a downward movement.
• Minute trading.

2. Breakouts (stock futures).

• Wait until the large volume (order) in the order book begins to expire. When 10-15 percent of the volume remains, we enter at a price lower than where the volume costs. A large volume should be corroded quickly - in a few seconds;
• There is a breakdown in the stock, we are working on futures. We look at the share price;
• Breakout strategies can only be traded on stock futures;
• FRTS and Si breakout strategies cannot be traded;
• Minute trading.

3. Scalping in two directions.

• We observe the asset being traded, wait for the start of movement, or a significant increase in volumes;
• We open in the direction of movement with a close stop loss.

4. Mechanical scalping on volumes.

• If the volume of transactions over the last 60 sec. > than 1.2 * average number of transactions in 60 seconds. during the last two minutes, then we trade;

5. Mechanical scalping on volumes.

• We look at futures on the RTS index;
• If the movement in the last 60 sec. > than 1.2 * average movement over 60 sec. during the last 10 minutes, then we trade;
• We enter in the direction of movement of the last 60 seconds;
• Take profit = 100 pp., stop loss = 50 pp.

6. Mechanical scalping based on general misconceptions.

• We look at any TA indicator on the RTS index futures;
• We trade near turning points, breakdown, exit from oversold/oversold conditions, etc.;
• Take profit is at least twice the stoloss.

7. Trend scalping.

• We build a trend based on two points of support or resistance;
• As soon as the price touches the trend level at the third point, we open a position in the direction of the trend;
• We place a stop behind the trend line and move it along it as the price moves.

8. Correlation as a strategy for entering a trade.

• We look at the charts of Gazprom, Sberbank, Lukoil and RTS index futures;
• As soon as three of the four charts begin to grow, we enter in the direction of movement of these charts into an instrument whose price has not yet increased, or is growing more slowly than the price of other instruments;
• We exit when the movement has stopped on at least one chart;
• We trade stock futures, not the stocks themselves;
• In addition, you can use the S&P500 chart, MICEX10 tick chart;
• Correlation only works on strong trend movements. Those. when the market is not in a flat, but there are directional market movements;
• We do the same thing in a mirror manner on the downward movement.

9. Countertrend with averaging.

• Entry is carried out according to strategy number 1 - catching pullbacks on impulse movements (stock futures), but involves trading without stops. At each subsequent surge of critical volume, or volume close to critical, it is necessary to average your unprofitable countertrend positions. The problem here may be that a strong trend that has begun will lead to a margin call.

10. Intuitive scalping.

• Working in this style implies an almost random nature of choosing a direction when concluding transactions. You enter the market and wait from several seconds to several minutes. As soon as some profit appears, the position is closed. This strategy apparently implies not only great trading experience, but also big balls.

You will learn a lot about scalping in just 1 minute 24 seconds.
Let's start with a question! How would you spend your first million earned from scalping?
For housing By car For investment
Numerous observations have shown that scalping is the most profitable legal business in the world . Only here can a trader receive thousands of interest per annum. And at the same time, there is no need to hire employees, rent an office, do accounting, stand in traffic jams and conduct tedious negotiations. A dream, not a business! Many people would like to become a professional scalper, right? So let's take a closer look at this subject!

Scalping RTS. Pitfalls on which you can fall to your death!

Today one of the fastest earning strategies is scalping on rts allowing you to generate maximum income with a minimum of capital. Experienced scalpers make money from 10 to 30 thousand dollars per year , working in the amount of 50 to 100 thousand rubles. The results of the RTS competition are proof of this.

But there is another side to the coin - scalping on rts is one of the most complex and time-consuming methods used in trading, since intensive trading leads to psychological and physical stress.

However, the price, as they say, justifies the means. You can really make a luxurious living by scalping. At the same time, the emotional burden can be reduced by using. And in the end, there will always be money for holidays on the islands , where the nervous system is restored very well :).

Scalping on forts. Example of a guide strategy

Choosing scalping on forts, you get the opportunity to use free leverage, which allows you to dramatically increase the profitability of your transactions. But it should be borne in mind that this type of trading may be accompanied by significant risks. However, working on small fluctuations of tenths of a percent, combined with tight stop losses, allows you to reduce account drawdowns to a minimum.

Some of the most profitable algorithms on FORTS are various analogs of the guide robot. It’s no secret that our market follows the American one, isn’t it? The correlation is very high. This program allows you to track the smallest fluctuations between futures of different markets and places an order at the moment when a serious deviation appears.

He appeals to us very much many clients from TOP-20 according to LCI about this algorithm. They are constant because the market changes sometimes. This allows them to earn solid profits for a long time.

Scalping on MICEX. 2 more examples

Many traders are dismissive of scalping on MICEX. The main disadvantage is commission costs. Of course, paying a broker can really ruin a trader’s life, but in the current environment there are a number of brokers with unlimited tariffs. The monthly fee ranges from 5,000 to 10,000. Therefore, this drawback is no longer relevant for a long time.

But in scalping on MICEX there are a lot of advantages. The first is a large number of instruments, which allows you to receive more profitable signals. Secondly, there are strategies that cannot be used on FORTS, but can be successfully used on the MICEX. and are very good examples.

If the market goes against the analytical conclusions, you need to stop losses without fuss and emotions

Scalping is the most highly profitable trading method, which is rightfully considered the pinnacle of a trader’s skill. Scalping requires the trader to have a high understanding of many factors: the trading behavior of the instrument, market expectations, news and statistical background, as well as high concentration and discipline. All this, in turn, requires experience and a certain “technique” for executing scalping transactions.

Moreover, scalping strategies themselves are constantly evolving following the market as a whole. But there are also quite simple methods that allow you to extract income from intraday price fluctuations - in fact, what will be discussed in this article.

Description of the strategy

To implement a scalping strategy, you will need standard scalper tools - a chart of the asset being traded (RTS index futures), a tape of transactions and a trading order book.

The strategy includes:

The logical part is the search for price ranges that are interesting for entering a trade according to the chart (breakouts of consolidation boundaries after the price does not reach the intermediate extreme);
. the technical part - searching for confirmation of the interest of large participants in the impulse by the presence of large lots in the tape when the consolidation border is broken according to the schedule (large lots move the market towards the breakout);
. part of the price selection is the selection of the optimal price for the transaction (carried out with the mouse from the glass in the absence of an increased spread).

Logical part

The logic of this scalping strategy will be to search for the predominance of one of the groups of participants (bulls and bears) when the price is unable to reach the intermediate extreme and/or trend line determined on the five-minute chart of the asset. An intermediate extreme is a consolidation boundary formed above the trend line in a bullish trend and below the trend line in a bearish trend. This border is clearly visible on the chart (it is visible to a large number of participants). It’s good if the formation of this consolidation is accompanied by an increased volume, which will indicate the market’s interest in this level. The inability of the price to reach this limit will indicate a possible change in the activity of groups of participants to dominate in the direction of the trend.

Rice. 1. Scheme of failure to reach an intermediate extremum during a trend.

But we cannot yet say when exactly this change occurs. Confirmation will be the presence of consolidation after the price does not reach the intermediate extremum, which will indicate its slowdown. Many would like to buy at the lows of the ascending one and sell at the highs of the descending one, but how do you know at the current moment whether the price will go further in its movement? It is precisely consolidation after not reaching the extremum that indicates a slowdown in prices, which gives the trader the opportunity to make a profitable deal, and not run ahead of the locomotive. Consolidation after not reaching the extremum (hereinafter referred to as consolidation) should be monitored on the minute chart of the asset. They typically last 5-20 minutes, with bearish consolidations (after a non-high in a downtrend) usually forming faster. It is worth noting that the nature of these consolidations is somewhat different.

Rice. 2. Scheme of consolidations of bulls and bears after not reaching the extreme

Bull consolidation

Bulls have a more “cunning” nature of consolidation. After not reaching the extremum, there is a rebound from the unreached local bottom by 50-100 points, which already indicates the weakness of the bears, but this weakness has not yet been confirmed. Next, a consolidation is formed with an approximate range of 100 points, in which both bulls and bears make their transactions. This consolidation lasts on average 5-20 minutes, after which the price goes to the lower boundary of the consolidation and can break it down by about 50 points. This means that the stops of the participants in this consolidation have been disrupted. By the way, bulls rarely start an impulse movement without breaking stops. Breaking stops also serves as a test of the residual strength of the bears, since they usually become active at the lower border. If the price returns to the upper limit, then this is an indicator of the weakness of the bears (they can no longer break through the low), after which the bulls usually seize the initiative. A breakdown of the upper border indicates the beginning of a bullish impulse in which the trader needs to take a place.

Bear consolidations

Bears are more aggressive in trading than bulls, so downtrends are usually easier to trade since they develop faster and corrections are shallower. If the key factor for bulls is cunning, then for bears it is selling pressure. If the price does not reach the intermediate maximum by 50-100 pp. (weakness of the bulls, but not yet confirmed) and a further decline to similar values ​​with the subsequent formation of consolidation, you should wait for the breakdown of this consolidation, which is formed on the minute chart usually within 5-10 minutes, since bearish movements are usually faster. Moreover, bears usually do not break stops and test residual demand within the framework of minute consolidations, which makes it possible to look for an entry into the short after breaking through its lower border.

Rice. 3. An example of failure to reach the extremum with subsequent consolidation of the bulls

Technical part

In any consolidation, both bulls and bears are active. But sooner or later someone will be weaker, and the dominant group will take advantage of this weakness. Moments of involvement of large participants of the dominant group will be manifested in the feed by the presence of large lots in the direction of the breakdown, which move the price in a similar direction. Moreover, it is good when these large lots break up into smaller ones - this indicates the absence of counter bids from the opposite group of participants. In this case, large lots begin to move the price almost unhindered. The breakdown of a lot is indicated by a series of transactions on an instrument at a successively changing price at the same time.

Rice. 4. Example of pressure in the tape

Large lots include lots over 30, i.e. approximately 500 thousand rubles. according to GO. Lots over 100 can be highlighted in color in the feed for better visual identification. It is worth noting that the appearance of large lots in the feed that move the market can provoke small transactions in the same direction. In any case, the appearance of large lots at the moment of a breakout in a similar direction indicates that large participants have joined after identifying the weakness of opponents, which is often the beginning of an impulse.

Price selection

The transaction is directly entered from the order book using the mouse. It is recommended to use the order book settings to make quick trades. During periods of breakdown of consolidations on increased lots, increasing spreads may be observed in the instrument's order book. If the spread is 30 points or more, then it is better to refrain from the transaction. In case of spread less than 30 pp. (the ideal option is a spread of 10 points) and increasing orders in the direction of breaking through consolidation, a corresponding transaction is carried out.

Rice. 5. QUIK scalper glass

If, after completing a transaction, large lots continue to appear in the feed and in the order book in the direction of the transaction, then this indicates that the position taken is correct. If, after completing a transaction, large participants do not support the position with large lots, and the price does not move towards the transaction, then you should exit the transaction, since there is no impulse. The goal of the movement should be the next extreme (it’s good when the distance to it is more than 300 points), and the maximum stop should be taken equal to 100 points. But the best solution is to exit faster if there is no impulse beyond 30 seconds after the trade.

Conclusion

Scalping strategies are constantly evolving and changing, but not abruptly, but gradually, allowing traders to adapt their system to these changes. And, in fact, the property of adaptability and the ability to notice micro-changes in the market provide in the long term the opportunity to increase the scalper’s earnings.

The main indicator of the Russian stock market is the RTS index, first calculated in September 1995. The basis of its calculation coincides with the basis of the no less well-known MICEX index, but the difference is that it is calculated in American dollars, which makes it somewhat more objective. The RTS share index is calculated during each trading session when the quotes of any instrument included in its list change.

Methodology for calculating the RTS index

Quotations from fifty dynamically developing Russian companies representing the main sectors of the economy are taken as the basis for calculating this index. The list of presented instruments is revised quarterly, which guarantees the most complete reflection of the state of the country's economy. Knowing how the RTS index is calculated, you can work with confidence, basing your actions on open information and constantly updated quotes.

Futures trading on the RTS index is actively carried out on the Moscow Exchange. It is this futures that is recognized as the most liquid instrument on it, which forced many developers of automatic trading advisors to pay special attention to it. The huge interest in shares of Russian companies has led to the emergence of several similarly calculated indices:

• RTS Standard – quoted in national currency and characterizing the status of 15 blue chips;
• RTS-2 – uniting shares of the “second echelon”;
• RTSVX – volatility index;
• 7 industry indices that allow you to monitor the dynamics of industry leaders.

RTS scalping is considered the most highly profitable strategy, which involves making a large number of transactions during a trading session and benefiting from any movement of the instrument. The numerous multidirectional movements of instruments makes scalping on FORTS a very promising way to make money. Taking into account the developed principles of futures trading on the RTS index, it became possible to automate the process of making money.

Scalping on the RTS index, if you have a trading account, is available even to beginners, and there is no need to constantly monitor how the RTS index changes. This routine work can be transferred to a computer by installing the appropriate software on it.

It is possible to master RTS index scalping on your own, but the learning process is much more effective if you have a detailed video describing RTS scalping. After watching the proposed video about scalping on the RTS index, a novice trader will be able to visually appreciate the beauty of using scalping on the RTS. It is very important that real situations are considered that made it possible to make money on minor fluctuations in the instruments in question.

Basics of scalping on FORTS

The RTS options and futures market allows you to make money only with a large number of completed transactions. Even the minimum profitability of which guarantees earnings for the trader. Even if the trend was assessed incorrectly, the loss will also be insignificant. You should always remember:

• Transactions on the RTS share index should be concluded after the trend is determined, but it should be taken into account that this moment will be noticed by everyone;
• When scalping on the RTS, we must not forget that sharp jumps in the markets almost never happen, so you should not suddenly take profits;
• We must not forget that large players expect strong movements, which allows beginners to have time to make money on RTS scalping;
• Knowing how RTS indices are calculated, you should be interested in the economic situation in the country, which will help to correctly assess the movement of instruments;
• When applying a scalping strategy on FORTS, one cannot ignore the movement of American futures, the behavior of oil prices and similar ones;
• Successful scalping on the RTS index largely depends on the quality of the training received. Therefore, the video about scalping on the RTS index, offered for download, should be viewed several times.
• If each RTS futures brings only profit, trading will lose its meaning. For those who use the scalping strategy on the RTS index, it is very important to feel the behavior of this index.

What is the value of a training video?

Despite numerous methods and many programs that carry out automatic trading, not everyone succeeds in making money from scalping the RTS index. This does not mean at all that the developed methods are not workable, they are simply accessible to many, which makes working with them much more difficult.

Having a unique video about RTS scalping, a novice trader has the opportunity not only to study in detail the mechanism of making money, but also to follow the entire chain of actions leading to making the right decision.

Understanding numerous schedules at the initial stage is not at all easy, and not every beginner can afford to undergo individual training for financial reasons. We should not forget that the cost of a training course for those who want to master scalping on FORTS, as a rule, depends on their experience.

Trading futures on the RTS index is very dynamic, and the proposed video about scalping very well focuses the viewer’s attention on the most important points that form the basis of a winning strategy.