Reverie. Theoretical testing.

System for RTS Index Futures on Intraday Timeframe. Простой pattern, does not look into the future, but includes the first minute of the session, that's why, Unfortunately, system is, only, теоретической, as everyone knows what the first minute of trading is for an RTS Index futures. Although, it is quite possible that for persons, especially close to the exchange, it will not be difficult to exploit this inefficiency in order to replenish your budget, or maybe already in use:)

This is a non-slip test.:


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And this test includes the costs of slippage 200 points per circle.


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On the other hand, this test can be considered as a warning to those who trust the tests on the RTS, in which the first minute of the auction took part.

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