I find it improbable because how would a fully armored man stay in the saddle?  The romans did not have stirrups, which is what gave a medieval knight the stability to stay in the saddle while wearing 100+ pounds of plate armor.  ANyone who has ever ridden bareback knows how difficult it is to stay on a moving horse with just legs and reins.  I cannot even magine staying on a horse while armored AND fighting without a saddle.  I could buy Roman cavalry wearing the same armor as infantry, but not plate.

Roman heavy cavalry wore a kind of chainmail hauberk, a fully enclosed pseudo-corinthian style helmet and carried a Spatha sword about 1/3 longer than a Gladius and either javelins or spears.  All Roman horse archers were not Romans but provincial auxiliaries and most cavalry was also composed of non-Roman auxiliaries although some citizens did serve in the cavalry.The Roman saddle was a strange four-horned affair in which the rider used the strength of his thighs to stay in the saddle and the high horns at the four points helped to keep them from being unseated when throwing or striking a blow.  There is a very good reason why the most dominant armies of the world prior to appearance of the Huns were infantry.  Cavalry was simply unsuited to shock action.  Not only do horse refuse to charge a square or formed infantry, the rider was so unstable that they were really only suitable for reconnaissance work and running down and killing routed infantry.  Outside of Numidia and Parthia, cavalry was a despised arm and the only reason it was considered special was because the care and upkeep of a horse was so expensive only the rich cold afford it.Note:  I am not down on cavalry because I don't like cavalry, I am just stating objective facts.  Also, I spent my entire military career as a cavalryman and the US Cavalry takes our lineage as horse soldiers very seriously indeed.

Part 1

It also depends on what kind of medieval knights it looked like; the evolution of armours during the Middle Ages was quite important. (see attachment)However, after few investigations, it seems that indeed the Roman army had units of heavily armoured cavalry, known as the cataphractarii and the clibanarii, covered from neck to foot by a combination of scale and/or lamellar armour for the torso and laminated defences for the limbs (see manica), and their horses were often armoured also. Cataphracts carried a long, heavy lance called a contus, c. 3.65 m (12 ft) long, that was held in both hands, a cavalry sword (spatha), which was much longer than the infantry gladius to provide greater reach and a long dagger. These cavalry units were part of the Ala(e) who were specially trained and were heavily protected, with chain-mail or scale body armour, a cavalry version of the infantry helmet (with more protective features) and oval shield.So, yes, it might be possible that some Roman cavalry units were looking vaguely "similar" as medieval knights (just like any kind of such armour can look similar)You have here a description from Ammianus Marcellinus (4th century AD)http://faculty.georgetown.edu/jod/prose/ammianus.htmlAnother link about the Equitatus and Auxiliaryhttp://www.unrv.com/military/roman-cavalry.php

Part 3About armours, the one of Henry VIII which weighs 42.6 kg (94lb) about twice as much as normal armour for war http://www.armouries.org.uk/visit-us/leeds/leeds-galleries/tournament-gallery/henry-viii/single-object/23In action:http://www.youtube.com/watch?v=YPKrAfww79ULast but not least: "How to mount a horse in armor and other chivalric problems" by the MET Museum of Arthttps://www.youtube.com/watch?v=NqC_squo6X4

Oh look: knights !  😉source: Moscow, Russia on October 25, 2008. (REUTERS/Alexander Natruskin)