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E-mail: aaabdulhaqyahoo Publication History Issue published online: micex russian trading system stock exchange JUL 2015 Article first published online: 9 MAY 2014 Manuscript Ecxhange 22 MAR 2014 Manuscript Revised: 17 FEB 2014 Manuscript Received: 31 OCT 2013 ARTICLE TOOLS Keywords: average run length; control chart; exponentially weighted moving average; Monte Carlo simulation; ordered double ranked set sampling; statistical process control Exponentially weighted moving average (EWMA) control charts have tradig widely accepted because of their excellent performance in detecting small to moderate shifts in the process parameters.

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