He wrote a post on the stock portal, but surely few people read there. So that the work does not go to waste — I will copy here too :)
In general, we were talking about a futures on the RTS and I said that any strategy works on this instrument.. What some doubted:
and here is nifiga :-) movings don't work nirazu :-) they seem like crap
Further, my post:
How can they not work. EVERYTHING works on RTS. Taking hours of RTS futures (there are no other timeframes at hand at the moment). Opening the old version of WelsLab. Open the Strategy Wizard in it and set the simplest system with standard parameters. Let MA(200) we will have a filter, that is, when the price is above average, then only long positions are possible, when below average — only short. We will open a long position when MA(10) will cross up MA(30). We will open a short position, when MA(10) will cross the MA(30) way down. Accordingly, according to the same rules, we will close open positions.. Notice, that all parameters are taken from the flashlight, but it's logical. Strategy creation took one minute. Push the button — launch and in a second we get the test result for 5 years.
All these manipulations took time — 1 min 01 sec. The strategy is drawn from the lantern, not optimized, without stops, without take profits — without anything at all, And, Nevertheless, shows a stable result. And if you still optimize and add filters….. :)
No other instrument in the world can achieve such a result as a futures contract on the RTS. Well, if only for AAPL shares in sample periods of time… :)
