rules.
1. If the closing price of the day is higher than the moving average with a period 20, then we toss a ten-ruble coin:
and) if it comes up tails, open a long position at the close of the session
b) if heads fall, stay out of the market
2. If the closing price of the day is less than the moving average with a period 20, then we toss a ten-ruble coin:
and) if heads fall, open a short position at the close of the session
b) if it comes up tails, stay out of the market
3. If you open a long position, flip a ten-ruble coin:
and) if heads fall, close a long position at the close of the session
b) if it comes up tails, we leave the position unchanged
4. If you open a short position, flip a ten-ruble coin:
and) if it comes up tails, close the short position at the close of the session
b) if heads fall, we leave the position unchanged
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In WealthLab-6 machine codes, the test program looks something like this:
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Testing daily bars of the RTS index futures for the last year:
And these are examples of transactions:
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The system can be purchased for $29.9
