FORTS - trading

Discussion in 'Journals' started by Phenix1886, Jul 26, 2009.

  1. 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.