I will trade russion index futures on Futures and Options Russian Trading System.
System specifications:
Type of trading: mechanical system;
Timeframe - 30 min;
Analitic instruments: using price levels only, no indicators;
Maximum transactions per bar: 2;
No leverage allowed.
I will post my daily results:
1-Equity Index (base=1 on 26.07.2009);
2-Planned P/L (predicted by system through backtesting of new session data);
3-Actual P/L;
4-Slippage Effect (Actual P/L - Planned Effect);
5-Number of trades;
6-Average Slippage effect (Slippage effect/Number of trades);
7-Max Equity - Current Equity;
8-P/L for the last 5, 15, 30 days.
System specifications:
Type of trading: mechanical system;
Timeframe - 30 min;
Analitic instruments: using price levels only, no indicators;
Maximum transactions per bar: 2;
No leverage allowed.
I will post my daily results:
1-Equity Index (base=1 on 26.07.2009);
2-Planned P/L (predicted by system through backtesting of new session data);
3-Actual P/L;
4-Slippage Effect (Actual P/L - Planned Effect);
5-Number of trades;
6-Average Slippage effect (Slippage effect/Number of trades);
7-Max Equity - Current Equity;
8-P/L for the last 5, 15, 30 days.