Initial commit: Add project files
This commit is contained in:
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date,old_position,new_position,side,reason,price,peak,cycle_entry,floor
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2007-10-23,1.0,0.75,SELL,trend_crisis,20843.0,32487.0,31037.0,
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2007-10-30,0.75,0.5,SELL,trend_crisis,20594.0,32487.0,31037.0,
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2007-11-06,0.5,0.25,SELL,trend_crisis,20014.0,32487.0,31037.0,
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2007-11-13,0.25,0.2,SELL,trend_crisis,19227.0,32487.0,31037.0,
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2008-04-02,0.2,0.35,BUY,daily_reentry,24127.0,32487.0,31037.0,
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2008-04-03,0.35,0.5,BUY,daily_reentry,24213.0,32487.0,31037.0,
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2008-04-04,0.5,0.25,SELL,trend_crisis,23999.0,32487.0,31037.0,
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2008-04-11,0.25,0.4,BUY,daily_reentry,24813.0,32487.0,31037.0,
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2008-04-14,0.4,0.55,BUY,daily_reentry,24770.0,32487.0,31037.0,
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2008-04-15,0.55,0.30000000000000004,SELL,trend_crisis,23870.0,32487.0,31037.0,
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2008-04-17,0.30000000000000004,0.45000000000000007,BUY,daily_reentry,24042.0,32487.0,31037.0,
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2008-04-18,0.45000000000000007,0.6000000000000001,BUY,daily_reentry,24256.0,32487.0,31037.0,
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2008-04-21,0.6000000000000001,0.7500000000000001,BUY,daily_reentry,25156.0,32487.0,31037.0,
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2008-04-22,0.7500000000000001,0.9000000000000001,BUY,daily_reentry,25242.0,32487.0,31037.0,
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2008-04-23,0.9000000000000001,1.0,BUY,daily_reentry,24813.0,32487.0,31037.0,
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2008-04-28,1.0,0.75,SELL,trend_crisis,22842.0,32487.0,31037.0,
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2008-05-02,0.75,0.9,BUY,daily_reentry,23956.0,32487.0,31037.0,
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2008-05-05,0.9,1.0,BUY,daily_reentry,23956.0,32487.0,31037.0,
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2008-06-27,1.0,0.75,SELL,trend_crisis,22242.0,32487.0,31037.0,
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2008-07-04,0.75,0.5,SELL,trend_crisis,20013.0,32487.0,31037.0,
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2008-07-11,0.5,0.25,SELL,trend_crisis,20356.0,32487.0,31037.0,
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2008-07-18,0.25,0.2,SELL,trend_crisis,19413.0,32487.0,31037.0,
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2009-04-06,0.2,0.35,BUY,daily_reentry,13173.0,32487.0,31037.0,
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2009-04-07,0.35,0.5,BUY,daily_reentry,13313.0,32487.0,31037.0,
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2009-04-08,0.5,0.65,BUY,daily_reentry,13034.0,32487.0,31037.0,
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2009-04-09,0.65,0.8,BUY,daily_reentry,13127.0,32487.0,31037.0,
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2009-04-10,0.8,0.9500000000000001,BUY,daily_reentry,12568.0,32487.0,31037.0,
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2009-04-14,0.9500000000000001,1.0,BUY,daily_reentry,12894.0,32487.0,31037.0,
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2009-05-27,1.0,0.75,SELL,trend_crisis,10706.0,32487.0,31037.0,
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2009-05-28,0.75,0.9,BUY,daily_reentry,11684.0,32487.0,31037.0,
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2009-05-29,0.9,1.0,BUY,daily_reentry,12010.0,32487.0,31037.0,
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2010-07-22,1.0,0.75,SELL,trend_crisis,21426.0,32487.0,31037.0,
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2010-07-26,0.75,0.9,BUY,daily_reentry,22706.0,32487.0,31037.0,
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2010-07-27,0.9,1.0,BUY,daily_reentry,22280.0,32487.0,31037.0,
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2010-07-29,1.0,0.75,SELL,trend_crisis,21189.0,32487.0,31037.0,
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2010-08-05,0.75,0.5,SELL,trend_crisis,20763.0,32487.0,31037.0,
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2010-08-12,0.5,0.25,SELL,trend_crisis,20099.0,32487.0,31037.0,
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2010-08-19,0.25,0.2,SELL,trend_crisis,21332.0,32487.0,31037.0,
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2010-10-22,0.2,0.35,BUY,daily_reentry,22943.0,32487.0,31037.0,
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2010-10-25,0.35,0.5,BUY,daily_reentry,23038.0,32487.0,31037.0,
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2010-10-26,0.5,0.25,SELL,trend_crisis,22469.0,32487.0,31037.0,
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2010-11-02,0.25,0.2,SELL,trend_crisis,20763.0,32487.0,31037.0,
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2010-11-22,0.2,0.35,BUY,daily_reentry,23986.0,32487.0,31037.0,
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2010-11-23,0.35,0.5,BUY,daily_reentry,24034.0,32487.0,31037.0,
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2010-11-24,0.5,0.65,BUY,daily_reentry,24413.0,32487.0,31037.0,
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2010-11-25,0.65,0.8,BUY,daily_reentry,23891.0,32487.0,31037.0,
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2010-11-26,0.8,0.9500000000000001,BUY,daily_reentry,23370.0,32487.0,31037.0,
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2010-11-29,0.9500000000000001,1.0,BUY,daily_reentry,23512.0,32487.0,31037.0,
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2010-11-30,1.0,0.75,SELL,trend_crisis,22280.0,32487.0,31037.0,
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2010-12-07,0.75,0.5,SELL,trend_crisis,22374.0,32487.0,31037.0,
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2010-12-10,0.5,0.65,BUY,daily_reentry,23228.0,32487.0,31037.0,
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2010-12-13,0.65,0.8,BUY,daily_reentry,23086.0,32487.0,31037.0,
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2010-12-14,0.8,0.9500000000000001,BUY,daily_reentry,23465.0,32487.0,31037.0,
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2010-12-15,0.9500000000000001,0.7000000000000001,SELL,trend_crisis,22991.0,32487.0,31037.0,
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2010-12-22,0.7000000000000001,0.45000000000000007,SELL,trend_crisis,22090.0,32487.0,31037.0,
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2010-12-29,0.45000000000000007,0.6000000000000001,BUY,daily_reentry,23282.0,32487.0,31037.0,
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2010-12-30,0.6000000000000001,0.3500000000000001,SELL,trend_crisis,23042.0,32487.0,31037.0,
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2011-01-03,0.3500000000000001,0.5000000000000001,BUY,daily_reentry,24291.0,32487.0,31037.0,
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2011-01-04,0.5000000000000001,0.6500000000000001,BUY,daily_reentry,24579.0,32487.0,31037.0,
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2011-01-05,0.6500000000000001,0.8000000000000002,BUY,daily_reentry,24867.0,32487.0,31037.0,
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2011-01-06,0.8000000000000002,0.9500000000000002,BUY,daily_reentry,25059.0,32487.0,31037.0,
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2011-01-07,0.9500000000000002,1.0,BUY,daily_reentry,25059.0,32487.0,31037.0,
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2011-06-13,1.0,0.75,SELL,trend_crisis,25299.0,35524.0,31037.0,
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2011-06-15,0.75,0.9,BUY,daily_reentry,25875.0,35524.0,31037.0,
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2011-06-20,0.9,0.65,SELL,trend_crisis,24194.0,35524.0,31037.0,
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2011-06-24,0.65,0.8,BUY,daily_reentry,26787.0,35524.0,31037.0,
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2011-06-27,0.8,0.55,SELL,trend_crisis,25635.0,35524.0,31037.0,
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2011-07-04,0.55,0.30000000000000004,SELL,trend_crisis,25875.0,35524.0,31037.0,
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2011-07-05,0.30000000000000004,0.45000000000000007,BUY,daily_reentry,26883.0,35524.0,31037.0,
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2011-07-11,0.45000000000000007,0.20000000000000007,SELL,trend_crisis,25395.0,35524.0,31037.0,
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2011-07-18,0.20000000000000007,0.35,BUY,gap_floor,22034.0,35524.0,31037.0,33937.49441263012
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2011-08-16,0.35,0.2,SELL,trend_crisis,19682.0,35524.0,31037.0,
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2011-10-14,0.2,0.35,BUY,gap_floor,21074.0,35524.0,31037.0,34177.9
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2012-01-13,0.35,0.5,BUY,daily_reentry,24261.0,35524.0,31037.0,34257.480441723135
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2012-01-17,0.5,0.65,BUY,daily_reentry,24647.0,35524.0,31037.0,34406.456179670786
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2012-01-18,0.65,0.8,BUY,daily_reentry,24358.0,35524.0,31037.0,34410.02195230588
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2012-01-19,0.8,0.9500000000000001,BUY,daily_reentry,25371.0,35524.0,31037.0,34410.02195230588
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2012-01-20,0.9500000000000001,1.0,BUY,daily_reentry,25998.0,35524.0,31037.0,34410.02195230588
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2012-01-25,1.0,0.75,SELL,gap_floor,26480.0,35524.0,31037.0,34410.02195230588
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2012-01-26,0.75,0.9,BUY,daily_reentry,26094.0,35524.0,31037.0,34410.02195230588
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2012-01-27,0.9,1.0,BUY,daily_reentry,25081.0,35524.0,31037.0,34410.02195230588
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2012-02-01,1.0,0.75,SELL,gap_floor,26239.0,35524.0,31037.0,34410.02195230588
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2012-02-02,0.75,0.9,BUY,daily_reentry,26336.0,35524.0,31037.0,34410.02195230588
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2012-02-03,0.9,1.0,BUY,daily_reentry,25371.0,35524.0,31037.0,34410.02195230588
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2012-02-08,1.0,0.75,SELL,gap_floor,25564.0,35524.0,31037.0,34410.02195230588
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2012-02-09,0.75,0.9,BUY,daily_reentry,26094.0,35524.0,31037.0,34410.02195230588
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2012-02-10,0.9,1.0,BUY,daily_reentry,26046.0,35524.0,31037.0,34410.02195230588
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2012-02-15,1.0,0.75,SELL,gap_floor,27976.0,35524.0,31037.0,34410.02195230588
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2012-02-16,0.75,0.9,BUY,daily_reentry,27686.0,35524.0,31037.0,34410.02195230588
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2012-02-17,0.9,1.0,BUY,daily_reentry,27831.0,35524.0,31037.0,34410.02195230588
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2012-02-22,1.0,0.75,SELL,gap_floor,27976.0,35524.0,31037.0,34410.02195230588
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2012-02-23,0.75,0.9,BUY,daily_reentry,27831.0,35524.0,31037.0,34410.02195230588
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2012-02-24,0.9,1.0,BUY,daily_reentry,27831.0,35524.0,31037.0,34410.02195230588
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2012-02-29,1.0,0.75,SELL,gap_floor,29133.0,35524.0,31037.0,34410.02195230588
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2012-03-02,0.75,0.9,BUY,daily_reentry,29374.0,35524.0,31037.0,34410.02195230588
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2012-03-05,0.9,1.0,BUY,daily_reentry,28988.0,35524.0,31037.0,34410.02195230588
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2012-03-08,1.0,0.75,SELL,gap_floor,28699.0,35524.0,31037.0,34410.02195230588
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2012-03-09,0.75,0.9,BUY,daily_reentry,28747.0,35524.0,31037.0,34410.02195230588
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2012-03-12,0.9,1.0,BUY,daily_reentry,28554.0,35524.0,31037.0,34410.02195230588
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2012-03-15,1.0,0.6,SELL,gap_floor,28217.0,35524.0,31037.0,34410.02195230588
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2012-03-19,0.6,0.75,BUY,daily_reentry,28265.0,35524.0,31037.0,34410.02195230588
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2012-03-20,0.75,0.9,BUY,daily_reentry,28120.0,35524.0,31037.0,34410.02195230588
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2012-03-21,0.9,1.0,BUY,daily_reentry,27879.0,35524.0,31037.0,34410.02195230588
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2012-03-22,1.0,0.75,SELL,gap_floor,28313.0,35524.0,31037.0,34410.02195230588
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2012-03-23,0.75,0.9,BUY,daily_reentry,29085.0,35524.0,31037.0,34410.02195230588
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2012-03-26,0.9,1.0,BUY,daily_reentry,29230.0,35524.0,31037.0,34410.02195230588
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2012-03-29,1.0,0.75,SELL,gap_floor,29423.0,35524.0,31037.0,34410.02195230588
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2012-04-02,0.75,0.9,BUY,daily_reentry,28313.0,35524.0,31037.0,34410.02195230588
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2012-04-03,0.9,1.0,BUY,daily_reentry,29230.0,35524.0,31037.0,34410.02195230588
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2012-04-05,1.0,0.75,SELL,gap_floor,28796.0,35524.0,31037.0,34410.02195230588
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2012-04-13,0.75,0.5,SELL,gap_floor,27976.0,35524.0,31037.0,34410.02195230588
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2012-04-16,0.5,0.65,BUY,daily_reentry,28217.0,35524.0,31037.0,34410.02195230588
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2012-04-17,0.65,0.8,BUY,daily_reentry,27300.0,35524.0,31037.0,34410.02195230588
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2012-04-18,0.8,0.9500000000000001,BUY,daily_reentry,27059.0,35524.0,31037.0,34410.02195230588
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2012-04-19,0.9500000000000001,1.0,BUY,daily_reentry,27783.0,35524.0,31037.0,34410.02195230588
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2012-04-20,1.0,0.6,SELL,gap_floor,26673.0,35524.0,31037.0,34410.02195230588
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2012-04-23,0.6,0.75,BUY,daily_reentry,26818.0,35524.0,31037.0,34410.02195230588
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2012-04-26,0.75,0.9,BUY,daily_reentry,26239.0,35524.0,31037.0,34410.02195230588
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2012-04-27,0.9,0.65,SELL,gap_floor,27059.0,35524.0,31037.0,34410.02195230588
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2012-04-30,0.65,0.8,BUY,daily_reentry,27059.0,35524.0,31037.0,34410.02195230588
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2012-05-02,0.8,0.9500000000000001,BUY,daily_reentry,26384.0,35524.0,31037.0,34410.02195230588
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2012-05-03,0.9500000000000001,1.0,BUY,daily_reentry,26287.0,35524.0,31037.0,34410.02195230588
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2012-05-07,1.0,0.6,SELL,gap_floor,26287.0,35524.0,31037.0,34410.02195230588
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2012-05-10,0.6,0.75,BUY,daily_reentry,25660.0,35524.0,31037.0,34410.02195230588
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2012-05-14,0.75,0.5,SELL,gap_floor,25178.0,35524.0,31037.0,34410.02195230588
|
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2012-05-17,0.5,0.65,BUY,daily_reentry,23634.0,35524.0,31037.0,34410.02195230588
|
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2012-05-21,0.65,0.35,SELL,gap_floor,22573.0,35524.0,31037.0,34410.02195230588
|
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2012-06-20,0.35,0.5,BUY,daily_reentry,23924.0,35524.0,31037.0,34410.02195230588
|
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2012-06-27,0.5,0.35,SELL,gap_floor,21994.0,35524.0,31037.0,34410.02195230588
|
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2012-11-01,0.35,0.5,BUY,daily_reentry,24599.0,35524.0,31037.0,34644.21806425128
|
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2012-11-02,0.5,0.65,BUY,daily_reentry,25033.0,35524.0,31037.0,34644.21806425128
|
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2012-11-05,0.65,0.5,SELL,gap_floor,25226.0,35524.0,31037.0,34644.21806425128
|
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2012-11-06,0.5,0.65,BUY,daily_reentry,24985.0,35524.0,31037.0,34644.21806425128
|
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2012-11-07,0.65,0.8,BUY,daily_reentry,25081.0,35524.0,31037.0,34644.21806425128
|
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2012-11-08,0.8,0.9500000000000001,BUY,daily_reentry,25130.0,35524.0,31037.0,34644.21806425128
|
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2012-11-12,0.9500000000000001,0.55,SELL,gap_floor,24406.0,35524.0,31037.0,34644.21806425128
|
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2012-11-13,0.55,0.7000000000000001,BUY,daily_reentry,24454.0,35524.0,31037.0,34644.21806425128
|
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2012-11-14,0.7000000000000001,0.8500000000000001,BUY,daily_reentry,25660.0,35524.0,31037.0,34644.21806425128
|
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2012-11-15,0.8500000000000001,1.0,BUY,daily_reentry,25226.0,35524.0,31037.0,34644.21806425128
|
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2012-11-19,1.0,0.75,SELL,gap_floor,24310.0,35524.0,31037.0,34644.21806425128
|
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2012-11-20,0.75,0.9,BUY,daily_reentry,24454.0,35524.0,31037.0,34644.21806425128
|
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2012-11-22,0.9,1.0,BUY,daily_reentry,24696.0,35524.0,31037.0,34644.21806425128
|
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2012-11-26,1.0,0.75,SELL,gap_floor,24889.0,35524.0,31037.0,34644.21806425128
|
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2012-11-27,0.75,0.9,BUY,daily_reentry,24647.0,35524.0,31037.0,34644.21806425128
|
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2012-11-28,0.9,1.0,BUY,daily_reentry,24454.0,35524.0,31037.0,34644.21806425128
|
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2012-12-03,1.0,0.6,SELL,gap_floor,23538.0,35524.0,31037.0,34644.21806425128
|
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2012-12-05,0.6,0.75,BUY,daily_reentry,23972.0,35524.0,31037.0,34644.21806425128
|
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2012-12-06,0.75,0.9,BUY,daily_reentry,23972.0,35524.0,31037.0,34644.21806425128
|
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2012-12-07,0.9,1.0,BUY,daily_reentry,24985.0,35524.0,31037.0,34644.21806425128
|
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2012-12-10,1.0,0.75,SELL,gap_floor,25081.0,35524.0,31037.0,34644.21806425128
|
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2012-12-11,0.75,0.9,BUY,daily_reentry,25033.0,35524.0,31037.0,34644.21806425128
|
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2012-12-12,0.9,1.0,BUY,daily_reentry,25130.0,35524.0,31037.0,34644.21806425128
|
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2012-12-17,1.0,0.75,SELL,gap_floor,25709.0,35524.0,31037.0,34644.21806425128
|
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2012-12-18,0.75,0.9,BUY,daily_reentry,25564.0,35524.0,31037.0,34644.21806425128
|
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2012-12-20,0.9,1.0,BUY,daily_reentry,25371.0,35524.0,31037.0,34644.21806425128
|
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2012-12-26,1.0,0.75,SELL,gap_floor,24551.0,35524.0,31037.0,34644.21806425128
|
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2012-12-27,0.75,0.9,BUY,daily_reentry,24840.0,35524.0,31037.0,34644.21806425128
|
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2012-12-28,0.9,1.0,BUY,daily_reentry,24840.0,35524.0,31037.0,34644.21806425128
|
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2013-01-04,1.0,0.75,SELL,gap_floor,25419.0,35524.0,31037.0,34644.21806425128
|
||||
2013-01-07,0.75,0.9,BUY,daily_reentry,24985.0,35524.0,31037.0,34644.21806425128
|
||||
2013-01-08,0.9,1.0,BUY,daily_reentry,25323.0,35524.0,31037.0,34644.21806425128
|
||||
2013-01-11,1.0,0.75,SELL,gap_floor,26143.0,35524.0,31037.0,34644.21806425128
|
||||
2013-01-14,0.75,0.9,BUY,daily_reentry,25998.0,35524.0,31037.0,34644.21806425128
|
||||
2013-01-16,0.9,1.0,BUY,daily_reentry,25274.0,35524.0,31037.0,34644.21806425128
|
||||
2013-01-18,1.0,0.6,SELL,gap_floor,24696.0,35524.0,31037.0,34644.21806425128
|
||||
2013-01-21,0.6,0.75,BUY,daily_reentry,24840.0,35524.0,31037.0,34644.21806425128
|
||||
2013-01-25,0.75,0.35,SELL,gap_floor,23345.0,35524.0,31037.0,34644.21806425128
|
||||
2013-01-28,0.35,0.5,BUY,daily_reentry,23538.0,35524.0,31037.0,34644.21806425128
|
||||
2013-01-30,0.5,0.65,BUY,daily_reentry,23490.0,35524.0,31037.0,34644.21806425128
|
||||
2013-01-31,0.65,0.8,BUY,daily_reentry,23538.0,35524.0,31037.0,34644.21806425128
|
||||
2013-02-01,0.8,0.4,SELL,gap_floor,23345.0,35524.0,31037.0,34644.21806425128
|
||||
2013-02-04,0.4,0.55,BUY,daily_reentry,23441.0,35524.0,31037.0,34644.21806425128
|
||||
2013-02-06,0.55,0.7000000000000001,BUY,daily_reentry,23634.0,35524.0,31037.0,34644.21806425128
|
||||
2013-02-07,0.7000000000000001,0.8500000000000001,BUY,daily_reentry,23972.0,35524.0,31037.0,34644.21806425128
|
||||
2013-02-08,0.8500000000000001,0.6000000000000001,SELL,gap_floor,23876.0,35524.0,31037.0,34644.21806425128
|
||||
2013-02-12,0.6000000000000001,0.7500000000000001,BUY,daily_reentry,24117.0,35524.0,31037.0,34644.21806425128
|
||||
2013-02-13,0.7500000000000001,0.9000000000000001,BUY,daily_reentry,24599.0,35524.0,31037.0,34644.21806425128
|
||||
2013-02-14,0.9000000000000001,1.0,BUY,daily_reentry,24792.0,35524.0,31037.0,34644.21806425128
|
||||
2013-02-18,1.0,0.75,SELL,gap_floor,24985.0,35524.0,31037.0,34644.21806425128
|
||||
2013-02-19,0.75,0.9,BUY,daily_reentry,24937.0,35524.0,31037.0,34644.21806425128
|
||||
2013-02-20,0.9,1.0,BUY,daily_reentry,25564.0,35524.0,31037.0,34644.21806425128
|
||||
2013-02-25,1.0,0.75,SELL,gap_floor,25371.0,35524.0,31037.0,34644.21806425128
|
||||
2013-02-26,0.75,0.9,BUY,daily_reentry,25612.0,35524.0,31037.0,34644.21806425128
|
||||
2013-02-28,0.9,1.0,BUY,daily_reentry,25564.0,35524.0,31037.0,34644.21806425128
|
||||
2013-03-05,1.0,0.75,SELL,gap_floor,26046.0,35524.0,31037.0,34644.21806425128
|
||||
2013-03-06,0.75,0.9,BUY,daily_reentry,27011.0,35524.0,31037.0,34644.21806425128
|
||||
2013-03-07,0.9,1.0,BUY,daily_reentry,27156.0,35524.0,31037.0,34644.21806425128
|
||||
2013-03-12,1.0,0.75,SELL,gap_floor,27107.0,35524.0,31037.0,34644.21806425128
|
||||
2013-03-13,0.75,0.9,BUY,daily_reentry,27300.0,35524.0,31037.0,34644.21806425128
|
||||
2013-03-14,0.9,1.0,BUY,daily_reentry,27879.0,35524.0,31037.0,34644.21806425128
|
||||
2013-03-19,1.0,0.75,SELL,gap_floor,27638.0,35524.0,31037.0,34644.21806425128
|
||||
2013-03-20,0.75,0.9,BUY,daily_reentry,27590.0,35524.0,31037.0,34644.21806425128
|
||||
2013-03-22,0.9,1.0,BUY,daily_reentry,27300.0,35524.0,31037.0,34644.21806425128
|
||||
2013-03-26,1.0,0.75,SELL,gap_floor,28458.0,35524.0,31037.0,34644.21806425128
|
||||
2013-03-27,0.75,0.9,BUY,daily_reentry,28410.0,35524.0,31037.0,34644.21806425128
|
||||
2013-03-28,0.9,1.0,BUY,daily_reentry,28217.0,35524.0,31037.0,34644.21806425128
|
||||
2013-04-02,1.0,0.6,SELL,gap_floor,27397.0,35524.0,31037.0,34644.21806425128
|
||||
2013-04-03,0.6,0.75,BUY,daily_reentry,27879.0,35524.0,31037.0,34644.21806425128
|
||||
2013-04-04,0.75,0.9,BUY,daily_reentry,28168.0,35524.0,31037.0,34644.21806425128
|
||||
2013-04-05,0.9,1.0,BUY,daily_reentry,27541.0,35524.0,31037.0,34644.21806425128
|
||||
2013-04-09,1.0,0.6,SELL,gap_floor,26818.0,35524.0,31037.0,34644.21806425128
|
||||
2013-04-10,0.6,0.75,BUY,daily_reentry,26963.0,35524.0,31037.0,34644.21806425128
|
||||
2013-04-11,0.75,0.9,BUY,daily_reentry,27976.0,35524.0,31037.0,34644.21806425128
|
||||
2013-04-12,0.9,1.0,BUY,daily_reentry,27783.0,35524.0,31037.0,34644.21806425128
|
||||
2013-04-16,1.0,0.75,SELL,gap_floor,28072.0,35524.0,31037.0,34644.21806425128
|
||||
2013-04-17,0.75,0.9,BUY,daily_reentry,27734.0,35524.0,31037.0,34644.21806425128
|
||||
2013-04-19,0.9,1.0,BUY,daily_reentry,27783.0,35524.0,31037.0,34644.21806425128
|
||||
2013-04-23,1.0,0.75,SELL,gap_floor,27831.0,35524.0,31037.0,34644.21806425128
|
||||
2013-04-24,0.75,0.9,BUY,daily_reentry,28072.0,35524.0,31037.0,34644.21806425128
|
||||
2013-04-25,0.9,1.0,BUY,daily_reentry,28458.0,35524.0,31037.0,34644.21806425128
|
||||
2013-04-30,1.0,0.75,SELL,gap_floor,28844.0,35524.0,31037.0,34644.21806425128
|
||||
2013-05-02,0.75,0.9,BUY,daily_reentry,28410.0,35524.0,31037.0,34644.21806425128
|
||||
2013-05-03,0.9,1.0,BUY,daily_reentry,28506.0,35524.0,31037.0,34644.21806425128
|
||||
2013-05-08,1.0,0.6,SELL,gap_floor,27541.0,35524.0,31037.0,34644.21806425128
|
||||
2013-05-09,0.6,0.75,BUY,daily_reentry,28024.0,35524.0,31037.0,34644.21806425128
|
||||
2013-05-10,0.75,0.9,BUY,daily_reentry,28072.0,35524.0,31037.0,34644.21806425128
|
||||
2013-05-13,0.9,1.0,BUY,daily_reentry,28072.0,35524.0,31037.0,34644.21806425128
|
||||
2013-05-15,1.0,0.75,SELL,gap_floor,28699.0,35524.0,31037.0,34644.21806425128
|
||||
2013-05-16,0.75,0.9,BUY,daily_reentry,28988.0,35524.0,31037.0,34644.21806425128
|
||||
2013-05-20,0.9,1.0,BUY,daily_reentry,29616.0,35524.0,31037.0,34644.21806425128
|
||||
2013-05-23,1.0,0.75,SELL,gap_floor,30291.0,35524.0,31037.0,34644.21806425128
|
||||
2013-05-24,0.75,0.9,BUY,daily_reentry,30291.0,35524.0,31037.0,34644.21806425128
|
||||
2013-05-27,0.9,1.0,BUY,daily_reentry,30291.0,35524.0,31037.0,34644.21806425128
|
||||
2013-05-30,1.0,0.75,SELL,gap_floor,30725.0,35524.0,31037.0,34644.21806425128
|
||||
2013-05-31,0.75,0.9,BUY,daily_reentry,31063.0,35524.0,31037.0,34644.21806425128
|
||||
2013-06-03,0.9,1.0,BUY,daily_reentry,30773.0,35524.0,31037.0,34644.21806425128
|
||||
2013-06-07,1.0,0.6,SELL,gap_floor,30001.0,35524.0,31037.0,34644.21806425128
|
||||
2013-06-10,0.6,0.75,BUY,daily_reentry,31497.0,35524.0,31037.0,34644.21806425128
|
||||
2013-06-11,0.75,0.9,BUY,daily_reentry,31352.0,35524.0,31037.0,34644.21806425128
|
||||
2013-06-12,0.9,1.0,BUY,daily_reentry,31207.0,35524.0,31037.0,34644.21806425128
|
||||
2013-06-14,1.0,0.75,SELL,gap_floor,30387.0,35524.0,31037.0,34644.21806425128
|
||||
2013-06-18,0.75,0.9,BUY,daily_reentry,30628.0,35524.0,31037.0,34644.21806425128
|
||||
2013-06-19,0.9,1.0,BUY,daily_reentry,30773.0,35524.0,31037.0,34644.21806425128
|
||||
2013-06-21,1.0,0.75,SELL,gap_floor,29712.0,35524.0,31037.0,34644.21806425128
|
||||
2013-06-26,0.75,0.9,BUY,daily_reentry,29181.0,35524.0,31037.0,34644.21806425128
|
||||
2013-06-27,0.9,1.0,BUY,daily_reentry,29567.0,35524.0,31037.0,34644.21806425128
|
||||
2013-06-28,1.0,0.75,SELL,gap_floor,30098.0,35524.0,31037.0,34644.21806425128
|
||||
2013-07-01,0.75,0.9,BUY,daily_reentry,30435.0,35524.0,31037.0,34644.21806425128
|
||||
2013-07-05,0.9,0.5,SELL,gap_floor,27397.0,35524.0,31037.0,34644.21806425128
|
||||
2013-07-09,0.5,0.65,BUY,daily_reentry,27348.0,35524.0,31037.0,34644.21806425128
|
||||
2013-07-11,0.65,0.8,BUY,daily_reentry,27397.0,35524.0,31037.0,34644.21806425128
|
||||
2013-07-12,0.8,0.55,SELL,gap_floor,27493.0,35524.0,31037.0,34644.21806425128
|
||||
2013-07-15,0.55,0.7000000000000001,BUY,daily_reentry,27445.0,35524.0,31037.0,34644.21806425128
|
||||
2013-07-16,0.7000000000000001,0.8500000000000001,BUY,daily_reentry,27445.0,35524.0,31037.0,34644.21806425128
|
||||
2013-07-17,0.8500000000000001,1.0,BUY,daily_reentry,27590.0,35524.0,31037.0,34644.21806425128
|
||||
2013-07-19,1.0,0.6,SELL,gap_floor,27397.0,35524.0,31037.0,34644.21806425128
|
||||
2013-07-23,0.6,0.75,BUY,daily_reentry,27204.0,35524.0,31037.0,34644.21806425128
|
||||
2013-07-24,0.75,0.9,BUY,daily_reentry,27541.0,35524.0,31037.0,34644.21806425128
|
||||
2013-07-25,0.9,1.0,BUY,daily_reentry,27590.0,35524.0,31037.0,34644.21806425128
|
||||
2013-07-26,1.0,0.75,SELL,gap_floor,27156.0,35524.0,31037.0,34644.21806425128
|
||||
2013-08-02,0.75,0.35,SELL,gap_floor,26480.0,35524.0,31037.0,34644.21806425128
|
||||
2013-08-06,0.35,0.5,BUY,daily_reentry,26577.0,35524.0,31037.0,34644.21806425128
|
||||
2013-08-09,0.5,0.35,SELL,gap_floor,25709.0,35524.0,31037.0,34644.21806425128
|
||||
2013-08-13,0.35,0.5,BUY,daily_reentry,27300.0,35524.0,31037.0,34644.21806425128
|
||||
2013-08-14,0.5,0.65,BUY,daily_reentry,28120.0,35524.0,31037.0,34644.21806425128
|
||||
2013-08-16,0.65,0.8,BUY,daily_reentry,27686.0,35524.0,31037.0,34644.21806425128
|
||||
2013-08-19,0.8,0.55,SELL,gap_floor,27541.0,35524.0,31037.0,34644.21806425128
|
||||
2013-08-20,0.55,0.7000000000000001,BUY,daily_reentry,27493.0,35524.0,31037.0,34644.21806425128
|
||||
2013-08-23,0.7000000000000001,0.8500000000000001,BUY,daily_reentry,27493.0,35524.0,31037.0,34644.21806425128
|
||||
2013-08-26,0.8500000000000001,0.6000000000000001,SELL,gap_floor,27348.0,35524.0,31037.0,34644.21806425128
|
||||
2013-08-30,0.6000000000000001,0.7500000000000001,BUY,daily_reentry,27252.0,35524.0,31037.0,34644.21806425128
|
||||
2013-09-02,0.7500000000000001,0.5000000000000001,SELL,gap_floor,27300.0,35524.0,31037.0,34644.21806425128
|
||||
2013-09-03,0.5000000000000001,0.6500000000000001,BUY,daily_reentry,27445.0,35524.0,31037.0,34644.21806425128
|
||||
2013-09-04,0.6500000000000001,0.8000000000000002,BUY,daily_reentry,27638.0,35524.0,31037.0,34644.21806425128
|
||||
2013-09-05,0.8000000000000002,0.9500000000000002,BUY,daily_reentry,27156.0,35524.0,31037.0,34644.21806425128
|
||||
2013-09-09,0.9500000000000002,0.7000000000000002,SELL,gap_floor,27445.0,35524.0,31037.0,34644.21806425128
|
||||
2013-09-10,0.7000000000000002,0.8500000000000002,BUY,daily_reentry,27927.0,35524.0,31037.0,34644.21806425128
|
||||
2013-09-11,0.8500000000000002,1.0,BUY,daily_reentry,27879.0,35524.0,31037.0,34644.21806425128
|
||||
2013-09-16,1.0,0.75,SELL,gap_floor,28747.0,35524.0,31037.0,34644.21806425128
|
||||
2013-09-17,0.75,0.9,BUY,daily_reentry,29230.0,35524.0,31037.0,34644.21806425128
|
||||
2013-09-23,0.9,1.0,BUY,daily_reentry,29471.0,35524.0,31037.0,34644.21806425128
|
||||
2013-09-26,1.0,0.75,SELL,gap_floor,29278.0,35524.0,31037.0,34644.21806425128
|
||||
2013-09-27,0.75,0.9,BUY,daily_reentry,29278.0,35524.0,31037.0,34644.21806425128
|
||||
2013-09-30,0.9,1.0,BUY,daily_reentry,29181.0,35524.0,31037.0,34644.21806425128
|
||||
2013-10-04,1.0,0.75,SELL,gap_floor,31304.0,35524.0,31037.0,34644.21806425128
|
||||
2013-10-07,0.75,0.9,BUY,daily_reentry,31738.0,35524.0,31037.0,34644.21806425128
|
||||
2013-10-08,0.9,1.0,BUY,daily_reentry,31593.0,35524.0,31037.0,34644.21806425128
|
||||
2013-10-14,1.0,0.75,SELL,gap_floor,31931.0,35524.0,31037.0,34644.21806425128
|
||||
2013-10-15,0.75,0.9,BUY,daily_reentry,32268.0,35524.0,31037.0,34644.21806425128
|
||||
2013-10-16,0.9,1.0,BUY,daily_reentry,32220.0,35524.0,31037.0,34644.21806425128
|
||||
2013-10-21,1.0,0.75,SELL,gap_floor,32895.0,35524.0,31037.0,34644.21806425128
|
||||
2013-10-24,0.75,0.9,BUY,daily_reentry,31931.0,35524.0,31037.0,34644.21806425128
|
||||
2013-10-25,0.9,1.0,BUY,daily_reentry,31448.0,35524.0,31037.0,34644.21806425128
|
||||
2013-10-28,1.0,0.75,SELL,gap_floor,31931.0,35524.0,31037.0,34644.21806425128
|
||||
2013-10-30,0.75,0.9,BUY,daily_reentry,31690.0,35524.0,31037.0,34644.21806425128
|
||||
2013-11-01,0.9,1.0,BUY,daily_reentry,32075.0,35524.0,31037.0,34644.21806425128
|
||||
2013-11-04,1.0,0.75,SELL,gap_floor,31883.0,35524.0,31037.0,34644.21806425128
|
||||
2013-11-05,0.75,0.9,BUY,daily_reentry,31400.0,35524.0,31037.0,34644.21806425128
|
||||
2013-11-06,0.9,1.0,BUY,daily_reentry,31352.0,35524.0,31037.0,34644.21806425128
|
||||
2013-11-11,1.0,0.6,SELL,gap_floor,30387.0,35524.0,31037.0,34644.21806425128
|
||||
2013-11-12,0.6,0.75,BUY,daily_reentry,30821.0,35524.0,31037.0,34644.21806425128
|
||||
2013-11-13,0.75,0.9,BUY,daily_reentry,30435.0,35524.0,31037.0,34644.21806425128
|
||||
2013-11-14,0.9,1.0,BUY,daily_reentry,31159.0,35524.0,31037.0,34644.21806425128
|
||||
2013-11-18,1.0,0.75,SELL,gap_floor,32558.0,35524.0,31037.0,34644.21806425128
|
||||
2013-11-19,0.75,0.9,BUY,daily_reentry,32268.0,35524.0,31037.0,34644.21806425128
|
||||
2013-11-20,0.9,1.0,BUY,daily_reentry,31352.0,35524.0,31037.0,34644.21806425128
|
||||
2013-11-25,1.0,0.75,SELL,gap_floor,32075.0,35524.0,31037.0,34644.21806425128
|
||||
2013-11-26,0.75,0.9,BUY,daily_reentry,32413.0,35524.0,31037.0,34644.21806425128
|
||||
2013-11-27,0.9,1.0,BUY,daily_reentry,33378.0,35524.0,31037.0,34644.21806425128
|
||||
2013-12-02,1.0,0.9500000000000001,SELL,two_close_floor,34439.0,35524.0,31037.0,34644.21806425128
|
||||
2013-12-03,0.9500000000000001,1.0,BUY,daily_reentry,33474.0,35524.0,31037.0,34644.21806425128
|
||||
2013-12-19,1.0,0.8,SELL,two_close_floor,33667.0,35838.0,31037.0,34644.21806425128
|
||||
2013-12-20,0.8,0.9500000000000001,BUY,daily_reentry,34053.0,35838.0,31037.0,34644.21806425128
|
||||
2013-12-23,0.9500000000000001,1.0,BUY,daily_reentry,35693.0,35838.0,31037.0,34644.21806425128
|
||||
2014-01-24,1.0,0.9500000000000001,SELL,two_close_floor,34632.0,37622.0,31037.0,34644.21806425128
|
||||
2014-01-28,0.9500000000000001,1.0,BUY,daily_reentry,35500.0,37622.0,31037.0,34644.21806425128
|
||||
2014-03-18,1.0,0.8,SELL,two_close_floor,35066.0,38491.0,31037.0,35826.25146947406
|
||||
2014-03-19,0.8,0.9500000000000001,BUY,daily_reentry,35693.0,38491.0,31037.0,35826.25146947406
|
||||
2014-03-20,0.9500000000000001,1.0,BUY,daily_reentry,35645.0,38491.0,31037.0,35826.25146947406
|
||||
2014-03-31,1.0,0.8,SELL,two_close_floor,34728.0,38491.0,31037.0,35826.25146947406
|
||||
2014-04-01,0.8,0.9500000000000001,BUY,daily_reentry,35693.0,38491.0,31037.0,35826.25146947406
|
||||
2014-04-02,0.9500000000000001,1.0,BUY,daily_reentry,35741.0,38491.0,31037.0,35826.25146947406
|
||||
2014-04-08,1.0,0.9500000000000001,SELL,two_close_floor,35452.0,38491.0,31037.0,35826.25146947406
|
||||
2014-04-09,0.9500000000000001,1.0,BUY,daily_reentry,36320.0,38491.0,31037.0,35826.25146947406
|
||||
2014-07-29,1.0,0.6,SELL,gap_floor,42832.0,50067.0,31037.0,46083.44033462061
|
||||
2014-07-30,0.6,0.75,BUY,daily_reentry,45099.0,50067.0,31037.0,46083.44033462061
|
||||
2014-07-31,0.75,0.9,BUY,daily_reentry,43845.0,50067.0,31037.0,46083.44033462061
|
||||
2014-08-01,0.9,1.0,BUY,daily_reentry,44665.0,50067.0,31037.0,46083.44033462061
|
||||
2014-08-06,1.0,0.8,SELL,two_close_floor,43796.0,50067.0,31037.0,46083.44033462061
|
||||
2014-08-11,0.8,0.9500000000000001,BUY,daily_reentry,43411.0,50067.0,31037.0,46083.44033462061
|
||||
2014-08-13,0.9500000000000001,0.7000000000000001,SELL,gap_floor,42349.0,50067.0,31037.0,46083.44033462061
|
||||
2014-08-14,0.7000000000000001,0.8500000000000001,BUY,daily_reentry,42012.0,50067.0,31037.0,46083.44033462061
|
||||
2014-08-18,0.8500000000000001,1.0,BUY,daily_reentry,42301.0,50067.0,31037.0,46083.44033462061
|
||||
2014-08-21,1.0,0.9500000000000001,SELL,two_close_floor,44231.0,50067.0,31037.0,46083.44033462061
|
||||
2014-08-22,0.9500000000000001,1.0,BUY,daily_reentry,44327.0,50067.0,31037.0,46083.44033462061
|
||||
2014-08-28,1.0,0.9500000000000001,SELL,two_close_floor,43989.0,50067.0,31037.0,46083.44033462061
|
||||
2014-08-29,0.9500000000000001,1.0,BUY,daily_reentry,43796.0,50067.0,31037.0,46083.44033462061
|
||||
2014-09-04,1.0,0.75,SELL,gap_floor,40565.0,50067.0,31037.0,46967.09459617709
|
||||
2014-09-05,0.75,0.9,BUY,daily_reentry,41674.0,50067.0,31037.0,46967.09459617709
|
||||
2014-09-11,0.9,1.0,BUY,daily_reentry,42301.0,50067.0,31037.0,46967.09459617709
|
||||
2014-09-16,1.0,0.75,SELL,gap_floor,41964.0,50067.0,31037.0,46967.09459617709
|
||||
2014-09-17,0.75,0.9,BUY,daily_reentry,42542.0,50067.0,31037.0,46967.09459617709
|
||||
2014-09-18,0.9,1.0,BUY,daily_reentry,41385.0,50067.0,31037.0,46967.09459617709
|
||||
2014-09-23,1.0,0.6,SELL,gap_floor,40999.0,50067.0,31037.0,46967.09459617709
|
||||
2014-09-24,0.6,0.75,BUY,daily_reentry,42639.0,50067.0,31037.0,46967.09459617709
|
||||
2014-09-25,0.75,0.9,BUY,daily_reentry,43025.0,50067.0,31037.0,46967.09459617709
|
||||
2014-09-26,0.9,1.0,BUY,daily_reentry,43989.0,50067.0,31037.0,46967.09459617709
|
||||
2014-09-30,1.0,0.9500000000000001,SELL,two_close_floor,45099.0,50067.0,31037.0,46967.09459617709
|
||||
2014-10-01,0.9500000000000001,1.0,BUY,daily_reentry,44761.0,50067.0,31037.0,46967.09459617709
|
||||
2014-10-08,1.0,0.6,SELL,gap_floor,42591.0,50067.0,31037.0,46967.09459617709
|
||||
2014-10-14,0.6,0.75,BUY,daily_reentry,41771.0,50067.0,31037.0,46967.09459617709
|
||||
2014-10-15,0.75,0.9,BUY,daily_reentry,41867.0,50067.0,31037.0,46967.09459617709
|
||||
2014-10-16,0.9,0.65,SELL,gap_floor,43507.0,50067.0,31037.0,46967.09459617709
|
||||
2014-10-17,0.65,0.8,BUY,daily_reentry,42542.0,50067.0,31037.0,46967.09459617709
|
||||
2014-10-20,0.8,0.9500000000000001,BUY,daily_reentry,43314.0,50067.0,31037.0,46967.09459617709
|
||||
2014-10-21,0.9500000000000001,1.0,BUY,daily_reentry,43652.0,50067.0,31037.0,46967.09459617709
|
||||
2014-10-23,1.0,0.75,SELL,gap_floor,43893.0,50067.0,31037.0,46967.09459617709
|
||||
2014-10-24,0.75,0.9,BUY,daily_reentry,43700.0,50067.0,31037.0,46967.09459617709
|
||||
2014-10-28,0.9,1.0,BUY,daily_reentry,44375.0,50067.0,31037.0,46967.09459617709
|
||||
2014-10-30,1.0,0.9500000000000001,SELL,two_close_floor,45533.0,50067.0,31037.0,46967.09459617709
|
||||
2014-10-31,0.9500000000000001,1.0,BUY,daily_reentry,45774.0,50067.0,31037.0,46967.09459617709
|
||||
2014-11-06,1.0,0.9500000000000001,SELL,two_close_floor,46256.0,50067.0,31037.0,46967.09459617709
|
||||
2014-11-07,0.9500000000000001,1.0,BUY,daily_reentry,45726.0,50067.0,31037.0,46967.09459617709
|
||||
2014-11-13,1.0,0.9500000000000001,SELL,two_close_floor,46401.0,50067.0,31037.0,46967.09459617709
|
||||
2014-11-14,0.9500000000000001,1.0,BUY,daily_reentry,47462.0,50067.0,31037.0,46967.09459617709
|
||||
2014-11-20,1.0,0.9500000000000001,SELL,two_close_floor,45581.0,50067.0,31037.0,46967.09459617709
|
||||
2014-11-21,0.9500000000000001,1.0,BUY,daily_reentry,44809.0,50067.0,31037.0,46967.09459617709
|
||||
2014-11-27,1.0,0.9500000000000001,SELL,two_close_floor,46160.0,50067.0,31037.0,46967.09459617709
|
||||
2014-11-28,0.9500000000000001,1.0,BUY,daily_reentry,46353.0,50067.0,31037.0,46967.09459617709
|
||||
2014-12-08,1.0,0.9500000000000001,SELL,two_close_floor,46932.0,50067.0,31037.0,46967.09459617709
|
||||
2014-12-09,0.9500000000000001,1.0,BUY,daily_reentry,47703.0,50067.0,31037.0,46967.09459617709
|
||||
2014-12-15,1.0,0.9500000000000001,SELL,two_close_floor,45967.0,50067.0,31037.0,46967.09459617709
|
||||
2014-12-17,0.9500000000000001,1.0,BUY,daily_reentry,45051.0,50067.0,31037.0,47001.93889870102
|
||||
2014-12-22,1.0,0.9500000000000001,SELL,two_close_floor,46546.0,50067.0,31037.0,47001.93889870102
|
||||
2014-12-23,0.9500000000000001,1.0,BUY,daily_reentry,45774.0,50067.0,31037.0,47001.93889870102
|
||||
2014-12-30,1.0,0.9500000000000001,SELL,two_close_floor,46359.0,50067.0,31037.0,47001.93889870102
|
||||
2015-01-02,0.9500000000000001,1.0,BUY,daily_reentry,46359.0,50067.0,31037.0,47001.93889870102
|
||||
2015-01-19,1.0,0.8,SELL,two_close_floor,45631.0,50067.0,31037.0,47001.93889870102
|
||||
2015-01-20,0.8,0.9500000000000001,BUY,daily_reentry,45680.0,50067.0,31037.0,47001.93889870102
|
||||
2015-01-21,0.9500000000000001,1.0,BUY,daily_reentry,46651.0,50067.0,31037.0,47001.93889870102
|
||||
2015-01-26,1.0,0.9500000000000001,SELL,two_close_floor,46845.0,50067.0,31037.0,47001.93889870102
|
||||
2015-01-27,0.9500000000000001,1.0,BUY,daily_reentry,47719.0,50067.0,31037.0,47001.93889870102
|
||||
2015-02-02,1.0,0.8,SELL,two_close_floor,45243.0,50067.0,31037.0,47001.93889870102
|
||||
2015-02-03,0.8,0.9500000000000001,BUY,daily_reentry,45340.0,50067.0,31037.0,47001.93889870102
|
||||
2015-02-04,0.9500000000000001,1.0,BUY,daily_reentry,45923.0,50067.0,31037.0,47001.93889870102
|
||||
2015-02-09,1.0,0.6,SELL,gap_floor,43884.0,50067.0,31037.0,47001.93889870102
|
||||
2015-02-11,0.6,0.75,BUY,daily_reentry,45486.0,50067.0,31037.0,47001.93889870102
|
||||
2015-02-12,0.75,0.9,BUY,daily_reentry,45291.0,50067.0,31037.0,47001.93889870102
|
||||
2015-02-13,0.9,1.0,BUY,daily_reentry,45680.0,50067.0,31037.0,47001.93889870102
|
||||
2015-02-16,1.0,0.9500000000000001,SELL,two_close_floor,46117.0,50067.0,31037.0,47001.93889870102
|
||||
2015-02-17,0.9500000000000001,1.0,BUY,daily_reentry,45097.0,50067.0,31037.0,47001.93889870102
|
||||
2015-02-26,1.0,0.9500000000000001,SELL,two_close_floor,45728.0,50067.0,31037.0,47001.93889870102
|
||||
2015-02-27,0.9500000000000001,1.0,BUY,daily_reentry,45243.0,50067.0,31037.0,47001.93889870102
|
||||
2015-03-05,1.0,0.6,SELL,gap_floor,44175.0,50067.0,31037.0,47043.350356570714
|
||||
2015-03-12,0.6,0.35,SELL,gap_floor,41990.0,50067.0,31037.0,47294.68031423895
|
||||
2015-03-20,0.35,0.5,BUY,daily_reentry,45486.0,50067.0,31037.0,47294.68031423895
|
||||
2015-03-23,0.5,0.65,BUY,daily_reentry,46748.0,50067.0,31037.0,47294.68031423895
|
||||
2015-03-24,0.65,0.8,BUY,daily_reentry,46602.0,50067.0,31037.0,47294.68031423895
|
||||
2015-03-25,0.8,0.9500000000000001,BUY,daily_reentry,46893.0,50067.0,31037.0,47294.68031423895
|
||||
2015-03-26,0.9500000000000001,0.7000000000000001,SELL,gap_floor,45631.0,50067.0,31037.0,47294.68031423895
|
||||
2015-04-02,0.7000000000000001,0.35,SELL,gap_floor,43495.0,50067.0,31037.0,47294.68031423895
|
||||
2015-04-24,0.35,0.5,BUY,daily_reentry,45825.0,50067.0,31037.0,47325.91176625722
|
||||
2015-04-28,0.5,0.65,BUY,daily_reentry,45583.0,50067.0,31037.0,47325.91176625722
|
||||
2015-04-29,0.65,0.8,BUY,daily_reentry,45534.0,50067.0,31037.0,47325.91176625722
|
||||
2015-04-30,0.8,0.4,SELL,gap_floor,44806.0,50067.0,31037.0,47325.91176625722
|
||||
2015-05-04,0.4,0.55,BUY,daily_reentry,45437.0,50067.0,31037.0,47325.91176625722
|
||||
2015-05-11,0.55,0.5,SELL,gap_floor,44952.0,50067.0,31037.0,47325.91176625722
|
||||
2015-05-18,0.5,0.35,SELL,gap_floor,44126.0,50067.0,31037.0,47325.91176625722
|
||||
2015-05-19,0.35,0.5,BUY,daily_reentry,44757.0,50067.0,31037.0,47325.91176625722
|
||||
2015-05-20,0.5,0.65,BUY,daily_reentry,45486.0,50067.0,31037.0,47325.91176625722
|
||||
2015-05-21,0.65,0.8,BUY,daily_reentry,45000.0,50067.0,31037.0,47325.91176625722
|
||||
2015-05-22,0.8,0.9500000000000001,BUY,daily_reentry,46456.0,50067.0,31037.0,47325.91176625722
|
||||
2015-05-26,0.9500000000000001,0.9,SELL,two_close_floor,46602.0,50067.0,31037.0,47325.91176625722
|
||||
2015-05-27,0.9,1.0,BUY,daily_reentry,47039.0,50067.0,31037.0,47325.91176625722
|
||||
2015-06-09,1.0,0.8,SELL,two_close_floor,46602.0,50067.0,31037.0,47325.91176625722
|
||||
2015-06-16,0.8,0.4,SELL,gap_floor,42913.0,50067.0,31037.0,47325.91176625722
|
||||
2015-06-23,0.4,0.35,SELL,gap_floor,42864.0,50067.0,31037.0,47325.91176625722
|
||||
2016-06-22,0.35,0.5,BUY,daily_reentry,30543.0,50067.0,31037.0,49081.65019826103
|
||||
2016-06-23,0.5,0.65,BUY,daily_reentry,31332.0,50067.0,31037.0,49081.65019826103
|
||||
2016-06-24,0.65,0.8,BUY,daily_reentry,31382.0,50067.0,31037.0,49081.65019826103
|
||||
2016-06-27,0.8,0.55,SELL,gap_floor,31628.0,50067.0,31037.0,49081.65019826103
|
||||
2016-06-28,0.55,0.7000000000000001,BUY,daily_reentry,30740.0,50067.0,31037.0,49081.65019826103
|
||||
2016-06-29,0.7000000000000001,0.8500000000000001,BUY,daily_reentry,31382.0,50067.0,31037.0,49081.65019826103
|
||||
2016-06-30,0.8500000000000001,1.0,BUY,daily_reentry,31974.0,50067.0,31037.0,49081.65019826103
|
||||
2016-07-04,1.0,0.75,SELL,gap_floor,32319.0,50067.0,31037.0,49081.65019826103
|
||||
2016-07-05,0.75,0.9,BUY,daily_reentry,31431.0,50067.0,31037.0,49081.65019826103
|
||||
2016-07-07,0.9,1.0,BUY,daily_reentry,30247.0,50067.0,31037.0,49081.65019826103
|
||||
2016-07-11,1.0,0.75,SELL,gap_floor,31579.0,50067.0,31037.0,49081.65019826103
|
||||
2016-07-12,0.75,0.9,BUY,daily_reentry,31579.0,50067.0,31037.0,49081.65019826103
|
||||
2016-07-13,0.9,1.0,BUY,daily_reentry,32220.0,50067.0,31037.0,49081.65019826103
|
||||
2016-07-18,1.0,0.75,SELL,gap_floor,32319.0,50067.0,31037.0,49081.65019826103
|
||||
2016-07-19,0.75,0.9,BUY,daily_reentry,32023.0,50067.0,31037.0,49081.65019826103
|
||||
2016-07-21,0.9,1.0,BUY,daily_reentry,31727.0,50067.0,31037.0,49081.65019826103
|
||||
2016-07-25,1.0,0.75,SELL,gap_floor,32072.0,50067.0,31037.0,49081.65019826103
|
||||
2016-07-26,0.75,0.9,BUY,daily_reentry,31628.0,50067.0,31037.0,49081.65019826103
|
||||
2016-07-27,0.9,1.0,BUY,daily_reentry,33010.0,50067.0,31037.0,49081.65019826103
|
||||
2016-08-01,1.0,0.75,SELL,gap_floor,34391.0,50067.0,31037.0,49081.65019826103
|
||||
2016-08-02,0.75,0.9,BUY,daily_reentry,33306.0,50067.0,31037.0,49081.65019826103
|
||||
2016-08-03,0.9,1.0,BUY,daily_reentry,33109.0,50067.0,31037.0,49081.65019826103
|
||||
2016-08-08,1.0,0.75,SELL,gap_floor,34490.0,50067.0,31037.0,49081.65019826103
|
||||
2016-08-09,0.75,0.9,BUY,daily_reentry,34589.0,50067.0,31037.0,49081.65019826103
|
||||
2016-08-10,0.9,1.0,BUY,daily_reentry,33355.0,50067.0,31037.0,49081.65019826103
|
||||
2016-08-16,1.0,0.6,SELL,gap_floor,33257.0,50067.0,31037.0,49081.65019826103
|
||||
2016-08-18,0.6,0.75,BUY,daily_reentry,33701.0,50067.0,31037.0,49081.65019826103
|
||||
2016-08-19,0.75,0.9,BUY,daily_reentry,34934.0,50067.0,31037.0,49081.65019826103
|
||||
2016-08-22,0.9,1.0,BUY,daily_reentry,35526.0,50067.0,31037.0,49081.65019826103
|
||||
2016-08-23,1.0,0.75,SELL,gap_floor,35132.0,50067.0,31037.0,49081.65019826103
|
||||
2016-08-24,0.75,0.9,BUY,daily_reentry,35280.0,50067.0,31037.0,49081.65019826103
|
||||
2016-08-25,0.9,1.0,BUY,daily_reentry,35230.0,50067.0,31037.0,49081.65019826103
|
||||
2016-08-30,1.0,0.75,SELL,gap_floor,35822.0,50067.0,31037.0,49081.65019826103
|
||||
2016-08-31,0.75,0.9,BUY,daily_reentry,35970.0,50067.0,31037.0,49081.65019826103
|
||||
2016-09-01,0.9,1.0,BUY,daily_reentry,35625.0,50067.0,31037.0,49081.65019826103
|
||||
2016-09-06,1.0,0.75,SELL,gap_floor,37500.0,50067.0,31037.0,49081.65019826103
|
||||
2016-09-07,0.75,0.9,BUY,daily_reentry,37401.0,50067.0,31037.0,49081.65019826103
|
||||
2016-09-08,0.9,1.0,BUY,daily_reentry,38191.0,50067.0,31037.0,49081.65019826103
|
||||
2016-09-13,1.0,0.75,SELL,gap_floor,37303.0,50067.0,31037.0,49081.65019826103
|
||||
2016-09-19,0.75,0.9,BUY,daily_reentry,38684.0,50067.0,31037.0,49081.65019826103
|
||||
2016-09-20,0.9,1.0,BUY,daily_reentry,38734.0,50067.0,31037.0,49081.65019826103
|
||||
2016-09-23,1.0,0.75,SELL,gap_floor,38832.0,50067.0,31037.0,49081.65019826103
|
||||
2016-09-26,0.75,0.9,BUY,daily_reentry,38980.0,50067.0,31037.0,49081.65019826103
|
||||
2016-09-27,0.9,1.0,BUY,daily_reentry,40609.0,50067.0,31037.0,49081.65019826103
|
||||
2016-09-30,1.0,0.75,SELL,gap_floor,39671.0,50067.0,31037.0,49081.65019826103
|
||||
2016-10-04,0.75,0.9,BUY,daily_reentry,41250.0,50067.0,31037.0,49081.65019826103
|
||||
2016-10-05,0.9,1.0,BUY,daily_reentry,42040.0,50067.0,31037.0,49081.65019826103
|
||||
2016-10-10,1.0,0.75,SELL,gap_floor,40757.0,50067.0,31037.0,49081.65019826103
|
||||
2016-10-14,0.75,0.9,BUY,daily_reentry,41003.0,50067.0,31037.0,49081.65019826103
|
||||
2016-10-17,0.9,0.65,SELL,gap_floor,41744.0,50067.0,31037.0,49081.65019826103
|
||||
2016-10-18,0.65,0.8,BUY,daily_reentry,41102.0,50067.0,31037.0,49081.65019826103
|
||||
2016-10-21,0.8,0.9500000000000001,BUY,daily_reentry,40411.0,50067.0,31037.0,49081.65019826103
|
||||
2016-10-24,0.9500000000000001,0.7000000000000001,SELL,gap_floor,39622.0,50067.0,31037.0,49081.65019826103
|
||||
2016-10-25,0.7000000000000001,0.8500000000000001,BUY,daily_reentry,40510.0,50067.0,31037.0,49081.65019826103
|
||||
2016-10-26,0.8500000000000001,1.0,BUY,daily_reentry,42336.0,50067.0,31037.0,49081.65019826103
|
||||
2016-10-31,1.0,0.75,SELL,gap_floor,40461.0,50067.0,31037.0,49081.65019826103
|
||||
2016-11-01,0.75,0.9,BUY,daily_reentry,41447.0,50067.0,31037.0,49081.65019826103
|
||||
2016-11-03,0.9,1.0,BUY,daily_reentry,40609.0,50067.0,31037.0,49081.65019826103
|
||||
2016-11-07,1.0,0.75,SELL,gap_floor,40954.0,50067.0,31037.0,49081.65019826103
|
||||
2016-11-08,0.75,0.9,BUY,daily_reentry,40954.0,50067.0,31037.0,49081.65019826103
|
||||
2016-11-10,0.9,1.0,BUY,daily_reentry,40461.0,50067.0,31037.0,49081.65019826103
|
||||
2016-11-14,1.0,0.75,SELL,gap_floor,39178.0,50067.0,31037.0,49081.65019826103
|
||||
2016-11-15,0.75,0.9,BUY,daily_reentry,39178.0,50067.0,31037.0,49081.65019826103
|
||||
2016-11-16,0.9,1.0,BUY,daily_reentry,40313.0,50067.0,31037.0,49081.65019826103
|
||||
2016-11-21,1.0,0.75,SELL,gap_floor,40214.0,50067.0,31037.0,49081.65019826103
|
||||
2016-11-22,0.75,0.9,BUY,daily_reentry,42138.0,50067.0,31037.0,49081.65019826103
|
||||
2016-11-23,0.9,1.0,BUY,daily_reentry,42484.0,50067.0,31037.0,49081.65019826103
|
||||
2016-11-28,1.0,0.75,SELL,gap_floor,42040.0,50067.0,31037.0,49081.65019826103
|
||||
2016-11-30,0.75,0.9,BUY,daily_reentry,42336.0,50067.0,31037.0,49081.65019826103
|
||||
2016-12-01,0.9,1.0,BUY,daily_reentry,43619.0,50067.0,31037.0,49081.65019826103
|
||||
2016-12-05,1.0,0.75,SELL,gap_floor,43816.0,50067.0,31037.0,49081.65019826103
|
||||
2016-12-06,0.75,0.9,BUY,daily_reentry,44605.0,50067.0,31037.0,49081.65019826103
|
||||
2016-12-07,0.9,1.0,BUY,daily_reentry,44655.0,50067.0,31037.0,49081.65019826103
|
||||
2016-12-12,1.0,0.75,SELL,gap_floor,44704.0,50067.0,31037.0,49081.65019826103
|
||||
2016-12-14,0.75,0.9,BUY,daily_reentry,45247.0,50067.0,31037.0,49081.65019826103
|
||||
2016-12-15,0.9,1.0,BUY,daily_reentry,45000.0,50067.0,31037.0,49081.65019826103
|
||||
2016-12-19,1.0,0.75,SELL,gap_floor,44556.0,50067.0,31037.0,49081.65019826103
|
||||
2016-12-20,0.75,0.9,BUY,daily_reentry,44556.0,50067.0,31037.0,49081.65019826103
|
||||
2016-12-22,0.9,1.0,BUY,daily_reentry,44901.0,50067.0,31037.0,49081.65019826103
|
||||
2016-12-26,1.0,0.75,SELL,gap_floor,45050.0,50067.0,31037.0,49081.65019826103
|
||||
2016-12-27,0.75,0.9,BUY,daily_reentry,45050.0,50067.0,31037.0,49081.65019826103
|
||||
2016-12-28,0.9,1.0,BUY,daily_reentry,45350.0,50067.0,31037.0,49081.65019826103
|
||||
2017-01-03,1.0,0.75,SELL,gap_floor,47250.0,50067.0,31037.0,49081.65019826103
|
||||
2017-01-04,0.75,0.9,BUY,daily_reentry,46500.0,50067.0,31037.0,49081.65019826103
|
||||
2017-01-05,0.9,1.0,BUY,daily_reentry,46950.0,50067.0,31037.0,49081.65019826103
|
||||
2017-02-15,1.0,0.8,SELL,two_close_floor,47900.0,54600.0,31037.0,49987.7194119523
|
||||
2017-02-16,0.8,0.9500000000000001,BUY,daily_reentry,49600.0,54600.0,31037.0,49987.7194119523
|
||||
2017-02-17,0.9500000000000001,1.0,BUY,daily_reentry,50400.0,54600.0,31037.0,49987.7194119523
|
||||
2017-02-27,1.0,0.6,SELL,gap_floor,46000.0,54600.0,31037.0,49987.7194119523
|
||||
2017-02-28,0.6,0.75,BUY,daily_reentry,46700.0,54600.0,31037.0,49987.7194119523
|
||||
2017-03-02,0.75,0.9,BUY,daily_reentry,47700.0,54600.0,31037.0,49987.7194119523
|
||||
2017-03-03,0.9,1.0,BUY,daily_reentry,47100.0,54600.0,31037.0,49987.7194119523
|
||||
2017-03-07,1.0,0.9500000000000001,SELL,two_close_floor,48800.0,54600.0,31037.0,49987.7194119523
|
||||
2017-03-08,0.9500000000000001,1.0,BUY,daily_reentry,48000.0,54600.0,31037.0,49987.7194119523
|
||||
2017-03-16,1.0,0.9500000000000001,SELL,two_close_floor,49150.0,54600.0,31037.0,49987.7194119523
|
||||
2017-03-20,0.9500000000000001,1.0,BUY,daily_reentry,47600.0,54600.0,31037.0,50077.19105192543
|
||||
2017-03-23,1.0,0.9500000000000001,SELL,two_close_floor,48450.0,54600.0,31037.0,50077.19105192543
|
||||
2017-03-24,0.9500000000000001,1.0,BUY,daily_reentry,49500.0,54600.0,31037.0,50077.19105192543
|
||||
2017-04-07,1.0,0.9500000000000001,SELL,two_close_floor,49800.0,54600.0,31037.0,50077.19105192543
|
||||
2017-04-12,0.9500000000000001,1.0,BUY,daily_reentry,49000.0,54600.0,31037.0,50581.910260009674
|
||||
2017-04-14,1.0,0.9500000000000001,SELL,two_close_floor,49800.0,54600.0,31037.0,50581.910260009674
|
||||
2017-04-17,0.9500000000000001,1.0,BUY,daily_reentry,49200.0,54600.0,31037.0,50652.48680657027
|
||||
2017-07-31,1.0,0.9500000000000001,SELL,two_close_floor,66000.0,73000.0,31037.0,66790.11861019942
|
||||
2017-08-01,0.9500000000000001,1.0,BUY,daily_reentry,65500.0,73000.0,31037.0,66790.11861019942
|
||||
2017-08-07,1.0,0.9500000000000001,SELL,two_close_floor,64100.0,73000.0,31037.0,66790.11861019942
|
||||
2017-08-08,0.9500000000000001,1.0,BUY,daily_reentry,66300.0,73000.0,31037.0,66790.11861019942
|
||||
2017-08-14,1.0,0.9500000000000001,SELL,two_close_floor,65100.0,73000.0,31037.0,67155.8978567956
|
||||
2017-08-16,0.9500000000000001,1.0,BUY,daily_reentry,66100.0,73000.0,31037.0,67155.8978567956
|
||||
2017-10-19,1.0,0.8,SELL,two_close_floor,79000.0,89100.0,31037.0,81060.6599762629
|
||||
2017-10-20,0.8,0.9500000000000001,BUY,daily_reentry,81200.0,89100.0,31037.0,81060.6599762629
|
||||
2017-10-23,0.9500000000000001,1.0,BUY,daily_reentry,84700.0,89100.0,31037.0,81060.6599762629
|
||||
2017-10-27,1.0,0.8,SELL,two_close_floor,78400.0,89100.0,31037.0,81060.6599762629
|
||||
2017-10-30,0.8,0.9500000000000001,BUY,daily_reentry,79800.0,89100.0,31037.0,81060.6599762629
|
||||
2017-10-31,0.9500000000000001,1.0,BUY,daily_reentry,82200.0,89100.0,31037.0,81060.6599762629
|
||||
2017-11-30,1.0,0.6,SELL,gap_floor,76800.0,89100.0,31037.0,82729.8796984334
|
||||
2017-12-01,0.6,0.75,BUY,daily_reentry,77400.0,89100.0,31037.0,82729.8796984334
|
||||
2017-12-04,0.75,0.9,BUY,daily_reentry,79100.0,89100.0,31037.0,82729.8796984334
|
||||
2017-12-05,0.9,1.0,BUY,daily_reentry,77900.0,89100.0,31037.0,82729.8796984334
|
||||
2017-12-07,1.0,0.6,SELL,gap_floor,76000.0,89100.0,31037.0,82729.8796984334
|
||||
2017-12-08,0.6,0.75,BUY,daily_reentry,78700.0,89100.0,31037.0,82729.8796984334
|
||||
2017-12-11,0.75,0.9,BUY,daily_reentry,78700.0,89100.0,31037.0,82729.8796984334
|
||||
2017-12-12,0.9,1.0,BUY,daily_reentry,77800.0,89100.0,31037.0,82729.8796984334
|
||||
2017-12-14,1.0,0.6,SELL,gap_floor,76000.0,89100.0,31037.0,82729.8796984334
|
||||
2017-12-18,0.6,0.75,BUY,daily_reentry,77200.0,89100.0,31037.0,82755.99590579151
|
||||
2017-12-19,0.75,0.9,BUY,daily_reentry,80200.0,89100.0,31037.0,82755.99590579151
|
||||
2017-12-21,0.9,1.0,BUY,daily_reentry,77000.0,89100.0,31037.0,82755.99590579151
|
||||
2017-12-22,1.0,0.75,SELL,gap_floor,76700.0,89100.0,31037.0,82755.99590579151
|
||||
2017-12-28,0.75,0.9,BUY,daily_reentry,76500.0,89100.0,31037.0,82935.02153202466
|
||||
2018-01-01,0.9,1.0,BUY,daily_reentry,76500.0,89100.0,31037.0,82997.36868193587
|
||||
2018-01-03,1.0,0.75,SELL,gap_floor,77700.0,89100.0,31037.0,83195.34294722926
|
||||
2018-01-04,0.75,0.9,BUY,daily_reentry,77100.0,89100.0,31037.0,83195.34294722926
|
||||
2018-01-05,0.9,1.0,BUY,daily_reentry,79300.0,89100.0,31037.0,83195.34294722926
|
||||
2018-01-10,1.0,0.6,SELL,gap_floor,72900.0,89100.0,31037.0,83720.96673610817
|
||||
2018-01-12,0.6,0.75,BUY,daily_reentry,74400.0,89100.0,31037.0,83811.98531109458
|
||||
2018-01-15,0.75,0.9,BUY,daily_reentry,72700.0,89100.0,31037.0,83811.98531109458
|
||||
2018-01-16,0.9,1.0,BUY,daily_reentry,74400.0,89100.0,31037.0,83811.98531109458
|
||||
2018-01-17,1.0,0.75,SELL,gap_floor,74100.0,89100.0,31037.0,83811.98531109458
|
||||
2018-01-18,0.75,0.9,BUY,daily_reentry,75200.0,89100.0,31037.0,83811.98531109458
|
||||
2018-01-19,0.9,1.0,BUY,daily_reentry,73300.0,89100.0,31037.0,83811.98531109458
|
||||
2018-01-24,1.0,0.75,SELL,gap_floor,72400.0,89100.0,31037.0,84083.69684168202
|
||||
2018-01-25,0.75,0.9,BUY,daily_reentry,75800.0,89100.0,31037.0,84083.69684168202
|
||||
2018-01-26,0.9,1.0,BUY,daily_reentry,75500.0,89100.0,31037.0,84083.69684168202
|
||||
2018-01-31,1.0,0.75,SELL,gap_floor,73500.0,89100.0,31037.0,84083.69684168202
|
||||
2018-02-01,0.75,0.9,BUY,daily_reentry,74400.0,89100.0,31037.0,84083.69684168202
|
||||
2018-02-07,0.9,0.65,SELL,gap_floor,71100.0,89100.0,31037.0,84083.69684168202
|
||||
2018-02-08,0.65,0.8,BUY,daily_reentry,73900.0,89100.0,31037.0,84083.69684168202
|
||||
2018-02-09,0.8,0.9500000000000001,BUY,daily_reentry,73400.0,89100.0,31037.0,84083.69684168202
|
||||
2018-02-12,0.9500000000000001,1.0,BUY,daily_reentry,74500.0,89100.0,31037.0,84083.69684168202
|
||||
2018-02-14,1.0,0.75,SELL,gap_floor,77600.0,89100.0,31037.0,84083.69684168202
|
||||
2018-02-15,0.75,0.9,BUY,daily_reentry,77600.0,89100.0,31037.0,84083.69684168202
|
||||
2018-02-16,0.9,1.0,BUY,daily_reentry,77600.0,89100.0,31037.0,84083.69684168202
|
||||
2018-02-21,1.0,0.75,SELL,gap_floor,76900.0,89100.0,31037.0,84083.69684168202
|
||||
2018-02-22,0.75,0.9,BUY,daily_reentry,75900.0,89100.0,31037.0,84083.69684168202
|
||||
2018-02-23,0.9,1.0,BUY,daily_reentry,77300.0,89100.0,31037.0,84083.69684168202
|
||||
2018-02-28,1.0,0.75,SELL,gap_floor,76800.0,89100.0,31037.0,84083.69684168202
|
||||
2018-03-02,0.75,0.9,BUY,daily_reentry,77400.0,89100.0,31037.0,84083.69684168202
|
||||
2018-03-05,0.9,1.0,BUY,daily_reentry,78300.0,89100.0,31037.0,84083.69684168202
|
||||
2018-03-08,1.0,0.9500000000000001,SELL,two_close_floor,83500.0,89100.0,31037.0,84083.69684168202
|
||||
2018-03-09,0.9500000000000001,1.0,BUY,daily_reentry,83300.0,89100.0,31037.0,84083.69684168202
|
||||
2018-03-26,1.0,0.9500000000000001,SELL,two_close_floor,84000.0,90700.0,31037.0,84083.9252563618
|
||||
2018-03-30,0.9500000000000001,1.0,BUY,daily_reentry,81300.0,90700.0,31037.0,84083.9252563618
|
||||
2018-04-02,1.0,0.9500000000000001,SELL,two_close_floor,81300.0,90700.0,31037.0,84083.9252563618
|
||||
2018-04-03,0.9500000000000001,1.0,BUY,daily_reentry,81800.0,90700.0,31037.0,84083.9252563618
|
||||
2018-04-09,1.0,0.9500000000000001,SELL,two_close_floor,80600.0,90700.0,31037.0,84083.9252563618
|
||||
2018-04-10,0.9500000000000001,1.0,BUY,daily_reentry,80400.0,90700.0,31037.0,84083.9252563618
|
||||
2018-04-17,1.0,0.9500000000000001,SELL,two_close_floor,82800.0,90700.0,31037.0,84083.9252563618
|
||||
2018-04-18,0.9500000000000001,1.0,BUY,daily_reentry,84600.0,90700.0,31037.0,84083.9252563618
|
||||
2018-04-25,1.0,0.9500000000000001,SELL,two_close_floor,82400.0,90700.0,31037.0,84083.9252563618
|
||||
2018-04-26,0.9500000000000001,1.0,BUY,daily_reentry,86500.0,90700.0,31037.0,84083.9252563618
|
||||
2018-05-03,1.0,0.9500000000000001,SELL,two_close_floor,82900.0,90700.0,31037.0,84083.9252563618
|
||||
2018-05-04,0.9500000000000001,1.0,BUY,daily_reentry,83000.0,90700.0,31037.0,84083.9252563618
|
||||
2018-06-15,1.0,0.9500000000000001,SELL,two_close_floor,87000.0,95300.0,31037.0,87502.43019434393
|
||||
2018-06-19,0.9500000000000001,1.0,BUY,daily_reentry,84100.0,95300.0,31037.0,87502.43019434393
|
||||
2018-06-26,1.0,0.9500000000000001,SELL,two_close_floor,84300.0,95300.0,31037.0,87502.43019434393
|
||||
2018-06-27,0.9500000000000001,1.0,BUY,daily_reentry,85200.0,95300.0,31037.0,87502.43019434393
|
||||
2018-07-03,1.0,0.9500000000000001,SELL,two_close_floor,86100.0,95300.0,31037.0,87502.43019434393
|
||||
2018-07-04,0.9500000000000001,1.0,BUY,daily_reentry,85000.0,95300.0,31037.0,87502.43019434393
|
||||
2018-07-11,1.0,0.9500000000000001,SELL,two_close_floor,86800.0,95300.0,31037.0,87502.43019434393
|
||||
2018-07-12,0.9500000000000001,1.0,BUY,daily_reentry,85600.0,95300.0,31037.0,87502.43019434393
|
||||
2018-07-23,1.0,0.6,SELL,gap_floor,81700.0,95300.0,31037.0,88129.49855606852
|
||||
2018-07-24,0.6,0.75,BUY,daily_reentry,83600.0,95300.0,31037.0,88129.49855606852
|
||||
2018-07-26,0.75,0.9,BUY,daily_reentry,83100.0,95300.0,31037.0,88172.37857149121
|
||||
2018-07-27,0.9,1.0,BUY,daily_reentry,86100.0,95300.0,31037.0,88172.37857149121
|
||||
2018-07-30,1.0,0.9500000000000001,SELL,two_close_floor,85900.0,95300.0,31037.0,88172.37857149121
|
||||
2018-07-31,0.9500000000000001,1.0,BUY,daily_reentry,86300.0,95300.0,31037.0,88172.37857149121
|
||||
2018-08-06,1.0,0.6,SELL,gap_floor,79400.0,95300.0,31037.0,88486.49301776408
|
||||
2018-08-13,0.6,0.35,SELL,gap_floor,75400.0,95300.0,31037.0,89436.11356793664
|
||||
2018-08-27,0.35,0.5,BUY,daily_reentry,83500.0,95300.0,31037.0,89722.699652401
|
||||
2018-08-29,0.5,0.65,BUY,daily_reentry,82800.0,95300.0,31037.0,89722.699652401
|
||||
2018-08-30,0.65,0.8,BUY,daily_reentry,82700.0,95300.0,31037.0,89722.699652401
|
||||
2018-08-31,0.8,0.9500000000000001,BUY,daily_reentry,83000.0,95300.0,31037.0,89722.699652401
|
||||
2018-09-04,0.9500000000000001,0.55,SELL,gap_floor,81200.0,95300.0,31037.0,89722.699652401
|
||||
2018-09-11,0.55,0.35,SELL,gap_floor,76600.0,95300.0,31037.0,90227.9182874356
|
||||
2019-02-14,0.35,0.5,BUY,daily_reentry,77400.0,95300.0,31037.0,92196.0
|
||||
2019-02-20,0.5,0.35,SELL,gap_floor,75700.0,95300.0,31037.0,92196.0
|
||||
2019-02-21,0.35,0.5,BUY,daily_reentry,76700.0,95300.0,31037.0,92196.0
|
||||
2019-02-22,0.5,0.65,BUY,daily_reentry,76700.0,95300.0,31037.0,92196.0
|
||||
2019-02-27,0.65,0.35,SELL,gap_floor,73700.0,95300.0,31037.0,92196.0
|
||||
2019-03-21,0.35,0.5,BUY,daily_reentry,75900.0,95300.0,31037.0,92196.0
|
||||
2019-03-22,0.5,0.65,BUY,daily_reentry,76100.0,95300.0,31037.0,92196.0
|
||||
2019-03-28,0.65,0.35,SELL,gap_floor,72300.0,95300.0,31037.0,92196.0
|
||||
2019-04-01,0.35,0.5,BUY,daily_reentry,76600.0,95300.0,31037.0,92196.0
|
||||
2019-04-02,0.5,0.65,BUY,daily_reentry,76400.0,95300.0,31037.0,92196.0
|
||||
2019-04-03,0.65,0.8,BUY,daily_reentry,79900.0,95300.0,31037.0,92196.0
|
||||
2019-04-04,0.8,0.55,SELL,gap_floor,78400.0,95300.0,31037.0,92196.0
|
||||
2019-04-05,0.55,0.7000000000000001,BUY,daily_reentry,79000.0,95300.0,31037.0,92196.0
|
||||
2019-04-08,0.7000000000000001,0.8500000000000001,BUY,daily_reentry,77900.0,95300.0,31037.0,92196.0
|
||||
2019-04-09,0.8500000000000001,1.0,BUY,daily_reentry,77800.0,95300.0,31037.0,92196.0
|
||||
2019-04-11,1.0,0.75,SELL,gap_floor,78400.0,95300.0,31037.0,92196.0
|
||||
2019-04-12,0.75,0.9,BUY,daily_reentry,78100.0,95300.0,31037.0,92196.0
|
||||
2019-04-15,0.9,1.0,BUY,daily_reentry,79700.0,95300.0,31037.0,92196.0
|
||||
2019-04-18,1.0,0.75,SELL,gap_floor,79200.0,95300.0,31037.0,92196.0
|
||||
2019-04-19,0.75,0.9,BUY,daily_reentry,81800.0,95300.0,31037.0,92196.0
|
||||
2019-04-22,0.9,1.0,BUY,daily_reentry,80500.0,95300.0,31037.0,92196.0
|
||||
2019-04-25,1.0,0.75,SELL,gap_floor,80200.0,95300.0,31037.0,92196.0
|
||||
2019-04-26,0.75,0.9,BUY,daily_reentry,78600.0,95300.0,31037.0,92196.0
|
||||
2019-04-29,0.9,1.0,BUY,daily_reentry,80000.0,95300.0,31037.0,92196.0
|
||||
2019-05-03,1.0,0.75,SELL,gap_floor,80400.0,95300.0,31037.0,92196.0
|
||||
2019-05-07,0.75,0.9,BUY,daily_reentry,79900.0,95300.0,31037.0,92196.0
|
||||
2019-05-08,0.9,1.0,BUY,daily_reentry,80300.0,95300.0,31037.0,92196.0
|
||||
2019-05-13,1.0,0.6,SELL,gap_floor,73500.0,95300.0,31037.0,92196.0
|
||||
2019-05-14,0.6,0.75,BUY,daily_reentry,74600.0,95300.0,31037.0,92196.0
|
||||
2019-05-15,0.75,0.9,BUY,daily_reentry,74500.0,95300.0,31037.0,92196.0
|
||||
2019-05-21,0.9,0.5,SELL,gap_floor,70300.0,95300.0,31037.0,92196.0
|
||||
2019-05-28,0.5,0.35,SELL,gap_floor,65900.0,95300.0,31037.0,92196.0
|
||||
2019-07-02,0.35,0.5,BUY,daily_reentry,71400.0,95300.0,31037.0,92413.04102530653
|
||||
2019-07-03,0.5,0.35,SELL,gap_floor,69100.0,95300.0,31037.0,92413.04102530653
|
||||
2019-07-10,0.35,0.5,BUY,daily_reentry,72900.0,95300.0,31037.0,92413.04102530653
|
||||
2019-07-11,0.5,0.65,BUY,daily_reentry,75500.0,95300.0,31037.0,92413.04102530653
|
||||
2019-07-12,0.65,0.8,BUY,daily_reentry,74700.0,95300.0,31037.0,92413.04102530653
|
||||
2019-07-15,0.8,0.9500000000000001,BUY,daily_reentry,76200.0,95300.0,31037.0,92413.04102530653
|
||||
2019-07-16,0.9500000000000001,1.0,BUY,daily_reentry,76100.0,95300.0,31037.0,92413.04102530653
|
||||
2019-07-17,1.0,0.75,SELL,gap_floor,74600.0,95300.0,31037.0,92413.04102530653
|
||||
2019-07-18,0.75,0.9,BUY,daily_reentry,74700.0,95300.0,31037.0,92413.04102530653
|
||||
2019-07-19,0.9,1.0,BUY,daily_reentry,76800.0,95300.0,31037.0,92413.04102530653
|
||||
2019-07-24,1.0,0.75,SELL,gap_floor,77600.0,95300.0,31037.0,92413.04102530653
|
||||
2019-07-25,0.75,0.9,BUY,daily_reentry,79200.0,95300.0,31037.0,92413.04102530653
|
||||
2019-07-26,0.9,1.0,BUY,daily_reentry,79800.0,95300.0,31037.0,92413.04102530653
|
||||
2019-07-31,1.0,0.6,SELL,gap_floor,76900.0,95300.0,31037.0,92413.04102530653
|
||||
2019-08-01,0.6,0.75,BUY,daily_reentry,77700.0,95300.0,31037.0,92413.04102530653
|
||||
2019-08-07,0.75,0.5,SELL,gap_floor,73300.0,95300.0,31037.0,92413.04102530653
|
||||
2019-08-08,0.5,0.65,BUY,daily_reentry,72300.0,95300.0,31037.0,92413.04102530653
|
||||
2019-08-09,0.65,0.8,BUY,daily_reentry,73300.0,95300.0,31037.0,92413.04102530653
|
||||
2019-08-12,0.8,0.9500000000000001,BUY,daily_reentry,74500.0,95300.0,31037.0,92413.04102530653
|
||||
2019-08-13,0.9500000000000001,1.0,BUY,daily_reentry,74500.0,95300.0,31037.0,92413.04102530653
|
||||
2019-08-14,1.0,0.75,SELL,gap_floor,76900.0,95300.0,31037.0,92413.04102530653
|
||||
2019-08-16,0.75,0.9,BUY,daily_reentry,76400.0,95300.0,31037.0,92413.04102530653
|
||||
2019-08-19,0.9,1.0,BUY,daily_reentry,75100.0,95300.0,31037.0,92413.04102530653
|
||||
2019-08-22,1.0,0.6,SELL,gap_floor,73800.0,95300.0,31037.0,92413.04102530653
|
||||
2019-08-23,0.6,0.75,BUY,daily_reentry,74400.0,95300.0,31037.0,92413.04102530653
|
||||
2019-08-27,0.75,0.9,BUY,daily_reentry,73000.0,95300.0,31037.0,92413.04102530653
|
||||
2019-08-28,0.9,1.0,BUY,daily_reentry,73300.0,95300.0,31037.0,92413.04102530653
|
||||
2019-08-29,1.0,0.75,SELL,gap_floor,73300.0,95300.0,31037.0,92413.04102530653
|
||||
2019-08-30,0.75,0.9,BUY,daily_reentry,77400.0,95300.0,31037.0,92413.04102530653
|
||||
2019-09-02,0.9,1.0,BUY,daily_reentry,77600.0,95300.0,31037.0,92413.04102530653
|
||||
2019-09-05,1.0,0.75,SELL,gap_floor,83000.0,95300.0,31037.0,92413.04102530653
|
||||
2019-09-06,0.75,0.9,BUY,daily_reentry,81900.0,95300.0,31037.0,92413.04102530653
|
||||
2019-09-09,0.9,1.0,BUY,daily_reentry,84300.0,95300.0,31037.0,92413.04102530653
|
||||
2019-09-16,1.0,0.6,SELL,gap_floor,79500.0,95300.0,31037.0,92413.04102530653
|
||||
2019-09-18,0.6,0.75,BUY,daily_reentry,80200.0,95300.0,31037.0,92413.04102530653
|
||||
2019-09-19,0.75,0.9,BUY,daily_reentry,82700.0,95300.0,31037.0,92413.04102530653
|
||||
2019-09-20,0.9,1.0,BUY,daily_reentry,82200.0,95300.0,31037.0,92413.04102530653
|
||||
2019-09-23,1.0,0.75,SELL,gap_floor,82800.0,95300.0,31037.0,92413.04102530653
|
||||
2019-09-24,0.75,0.9,BUY,daily_reentry,83400.0,95300.0,31037.0,92413.04102530653
|
||||
2019-09-25,0.9,1.0,BUY,daily_reentry,81900.0,95300.0,31037.0,92413.04102530653
|
||||
2019-09-30,1.0,0.75,SELL,gap_floor,82200.0,95300.0,31037.0,92413.04102530653
|
||||
2019-10-01,0.75,0.9,BUY,daily_reentry,82000.0,95300.0,31037.0,92413.04102530653
|
||||
2019-10-04,0.9,1.0,BUY,daily_reentry,80300.0,95300.0,31037.0,92413.04102530653
|
||||
2019-10-08,1.0,0.75,SELL,gap_floor,80900.0,95300.0,31037.0,92413.04102530653
|
||||
2019-10-11,0.75,0.9,BUY,daily_reentry,80000.0,95300.0,31037.0,92413.04102530653
|
||||
2019-10-14,0.9,1.0,BUY,daily_reentry,80500.0,95300.0,31037.0,92413.04102530653
|
||||
2019-10-16,1.0,0.75,SELL,gap_floor,82400.0,95300.0,31037.0,92413.04102530653
|
||||
2019-10-17,0.75,0.9,BUY,daily_reentry,81000.0,95300.0,31037.0,92413.04102530653
|
||||
2019-10-21,0.9,1.0,BUY,daily_reentry,77500.0,95300.0,31037.0,92413.04102530653
|
||||
2019-10-23,1.0,0.75,SELL,gap_floor,77700.0,95300.0,31037.0,92413.04102530653
|
||||
2019-10-24,0.75,0.9,BUY,daily_reentry,80000.0,95300.0,31037.0,92413.04102530653
|
||||
2019-10-25,0.9,1.0,BUY,daily_reentry,82900.0,95300.0,31037.0,92413.04102530653
|
||||
2019-10-30,1.0,0.75,SELL,gap_floor,81500.0,95300.0,31037.0,92413.04102530653
|
||||
2019-10-31,0.75,0.9,BUY,daily_reentry,82000.0,95300.0,31037.0,92413.04102530653
|
||||
2019-11-01,0.9,1.0,BUY,daily_reentry,83100.0,95300.0,31037.0,92413.04102530653
|
||||
2019-11-06,1.0,0.75,SELL,gap_floor,83500.0,95300.0,31037.0,92413.04102530653
|
||||
2019-11-07,0.75,0.9,BUY,daily_reentry,83600.0,95300.0,31037.0,92413.04102530653
|
||||
2019-11-12,0.9,1.0,BUY,daily_reentry,83200.0,95300.0,31037.0,92413.04102530653
|
||||
2019-11-13,1.0,0.75,SELL,gap_floor,83400.0,95300.0,31037.0,92413.04102530653
|
||||
2019-11-14,0.75,0.9,BUY,daily_reentry,83400.0,95300.0,31037.0,92413.04102530653
|
||||
2019-11-15,0.9,1.0,BUY,daily_reentry,85200.0,95300.0,31037.0,92413.04102530653
|
||||
2019-11-20,1.0,0.6,SELL,gap_floor,82700.0,95300.0,31037.0,92413.04102530653
|
||||
2019-11-22,0.6,0.75,BUY,daily_reentry,81700.0,95300.0,31037.0,92413.04102530653
|
||||
2019-11-25,0.75,0.9,BUY,daily_reentry,81700.0,95300.0,31037.0,92413.04102530653
|
||||
2019-11-26,0.9,1.0,BUY,daily_reentry,82300.0,95300.0,31037.0,92413.04102530653
|
||||
2019-11-27,1.0,0.75,SELL,gap_floor,82700.0,95300.0,31037.0,92413.04102530653
|
||||
2019-11-28,0.75,0.9,BUY,daily_reentry,82800.0,95300.0,31037.0,92413.04102530653
|
||||
2019-12-04,0.9,0.5,SELL,gap_floor,77700.0,95300.0,31037.0,92413.04102530653
|
||||
2019-12-05,0.5,0.65,BUY,daily_reentry,78800.0,95300.0,31037.0,92413.04102530653
|
||||
2019-12-06,0.65,0.8,BUY,daily_reentry,80600.0,95300.0,31037.0,92413.04102530653
|
||||
2019-12-09,0.8,0.9500000000000001,BUY,daily_reentry,80700.0,95300.0,31037.0,92413.04102530653
|
||||
2019-12-10,0.9500000000000001,1.0,BUY,daily_reentry,80700.0,95300.0,31037.0,92413.04102530653
|
||||
2019-12-11,1.0,0.75,SELL,gap_floor,80600.0,95300.0,31037.0,92413.04102530653
|
||||
2019-12-12,0.75,0.9,BUY,daily_reentry,83400.0,95300.0,31037.0,92413.04102530653
|
||||
2019-12-13,0.9,1.0,BUY,daily_reentry,87900.0,95300.0,31037.0,92413.04102530653
|
||||
2020-02-27,1.0,0.8,SELL,two_close_floor,92800.0,105000.0,31037.0,95697.47960378582
|
||||
2020-03-02,0.8,0.9500000000000001,BUY,daily_reentry,92100.0,105000.0,31037.0,96740.78685499547
|
||||
2020-03-03,0.9500000000000001,1.0,BUY,daily_reentry,92800.0,105000.0,31037.0,96740.78685499547
|
||||
2020-03-05,1.0,0.9500000000000001,SELL,two_close_floor,94900.0,105000.0,31037.0,96740.78685499547
|
||||
2020-03-06,0.9500000000000001,1.0,BUY,daily_reentry,92600.0,105000.0,31037.0,96740.78685499547
|
||||
2020-03-12,1.0,0.6,SELL,gap_floor,82800.0,105000.0,31037.0,97066.95061562986
|
||||
2020-03-19,0.6,0.35,SELL,gap_floor,69000.0,105000.0,31037.0,98040.0
|
||||
2020-03-25,0.35,0.5,BUY,daily_reentry,84500.0,105000.0,31037.0,98040.0
|
||||
2020-03-26,0.5,0.35,SELL,gap_floor,80700.0,105000.0,31037.0,98040.0
|
||||
2020-03-27,0.35,0.5,BUY,daily_reentry,83300.0,105000.0,31037.0,98040.0
|
||||
2020-03-30,0.5,0.65,BUY,daily_reentry,83700.0,105000.0,31037.0,98040.0
|
||||
2020-03-31,0.65,0.8,BUY,daily_reentry,83300.0,105000.0,31037.0,98040.0
|
||||
2020-04-02,0.8,0.4,SELL,gap_floor,80000.0,105000.0,31037.0,98040.0
|
||||
2020-04-07,0.4,0.55,BUY,daily_reentry,85800.0,105000.0,31037.0,98040.0
|
||||
2020-04-08,0.55,0.7000000000000001,BUY,daily_reentry,84500.0,105000.0,31037.0,98040.0
|
||||
2020-04-10,0.7000000000000001,0.5,SELL,gap_floor,84100.0,105000.0,31037.0,98040.0
|
||||
2020-04-20,0.5,0.35,SELL,gap_floor,82000.0,105000.0,31037.0,98040.0
|
||||
2020-05-08,0.35,0.5,BUY,daily_reentry,85000.0,105000.0,31037.0,100413.27475541281
|
||||
2020-05-12,0.5,0.65,BUY,daily_reentry,85700.0,105000.0,31037.0,100413.27475541281
|
||||
2020-05-14,0.65,0.35,SELL,gap_floor,80600.0,105000.0,31037.0,100748.4172138924
|
||||
2020-06-03,0.35,0.5,BUY,daily_reentry,88700.0,105000.0,31037.0,101243.47635373684
|
||||
2020-06-05,0.5,0.65,BUY,daily_reentry,90400.0,105000.0,31037.0,101243.47635373684
|
||||
2020-06-08,0.65,0.8,BUY,daily_reentry,91000.0,105000.0,31037.0,101243.47635373684
|
||||
2020-06-09,0.8,0.9500000000000001,BUY,daily_reentry,89800.0,105000.0,31037.0,101243.47635373684
|
||||
2020-06-10,0.9500000000000001,1.0,BUY,daily_reentry,90800.0,105000.0,31037.0,101243.47635373684
|
||||
2020-06-11,1.0,0.75,SELL,gap_floor,88500.0,105000.0,31037.0,101243.47635373684
|
||||
2020-06-17,0.75,0.9,BUY,daily_reentry,86800.0,105000.0,31037.0,101243.47635373684
|
||||
2020-06-18,0.9,0.65,SELL,gap_floor,86200.0,105000.0,31037.0,101243.47635373684
|
||||
2020-06-25,0.65,0.35,SELL,gap_floor,84300.0,105000.0,31037.0,101243.47635373684
|
||||
2020-10-13,0.35,0.5,BUY,daily_reentry,88200.0,105000.0,31037.0,102122.38852330307
|
||||
2020-10-14,0.5,0.65,BUY,daily_reentry,86500.0,105000.0,31037.0,102122.38852330307
|
||||
2020-10-15,0.65,0.5,SELL,gap_floor,87100.0,105000.0,31037.0,102122.38852330307
|
||||
2020-10-19,0.5,0.65,BUY,daily_reentry,86700.0,105000.0,31037.0,102122.38852330307
|
||||
2020-10-22,0.65,0.35,SELL,gap_floor,83300.0,105000.0,31037.0,102122.38852330307
|
||||
2020-11-05,0.35,0.5,BUY,daily_reentry,86100.0,105000.0,31037.0,102122.38852330307
|
||||
2020-11-06,0.5,0.65,BUY,daily_reentry,86300.0,105000.0,31037.0,102122.38852330307
|
||||
2020-11-09,0.65,0.8,BUY,daily_reentry,86000.0,105000.0,31037.0,102122.38852330307
|
||||
2020-11-10,0.8,0.9500000000000001,BUY,daily_reentry,86500.0,105000.0,31037.0,102122.38852330307
|
||||
2020-11-11,0.9500000000000001,1.0,BUY,daily_reentry,87000.0,105000.0,31037.0,102122.38852330307
|
||||
2020-11-12,1.0,0.75,SELL,gap_floor,88100.0,105000.0,31037.0,102122.38852330307
|
||||
2020-11-13,0.75,0.9,BUY,daily_reentry,89700.0,105000.0,31037.0,102122.38852330307
|
||||
2020-11-16,0.9,1.0,BUY,daily_reentry,98000.0,105000.0,31037.0,102122.38852330307
|
||||
2020-11-19,1.0,0.75,SELL,gap_floor,98200.0,105000.0,31037.0,102122.38852330307
|
||||
2020-11-20,0.75,0.9,BUY,daily_reentry,96800.0,105000.0,31037.0,102122.38852330307
|
||||
2020-11-23,0.9,1.0,BUY,daily_reentry,100000.0,105000.0,31037.0,102122.38852330307
|
||||
2020-11-26,1.0,0.9500000000000001,SELL,two_close_floor,99400.0,105000.0,31037.0,102122.38852330307
|
||||
2020-11-27,0.9500000000000001,1.0,BUY,daily_reentry,98800.0,105000.0,31037.0,102122.38852330307
|
||||
2021-01-29,1.0,0.8,SELL,two_close_floor,122500.0,138000.0,31037.0,123232.10443787818
|
||||
2021-02-01,0.8,0.9500000000000001,BUY,daily_reentry,125000.0,138000.0,31037.0,123232.10443787818
|
||||
2021-02-02,0.9500000000000001,1.0,BUY,daily_reentry,130000.0,138000.0,31037.0,123232.10443787818
|
||||
|
@@ -0,0 +1,103 @@
|
||||
date,old_position,new_position,side,reason,price,peak,cycle_entry,floor
|
||||
2007-10-23,1.0,0.75,SELL,trend_crisis,20843.0,32487.0,31037.0,
|
||||
2007-10-30,0.75,0.5,SELL,trend_crisis,20594.0,32487.0,31037.0,
|
||||
2007-11-06,0.5,0.25,SELL,trend_crisis,20014.0,32487.0,31037.0,
|
||||
2007-11-13,0.25,0.2,SELL,trend_crisis,19227.0,32487.0,31037.0,
|
||||
2008-01-24,0.2,0.4,BUY,reentry_reclaim50_breakout20,22370.0,22370.0,22370.0,
|
||||
2008-02-12,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,22499.0,22499.0,22499.0,
|
||||
2008-03-26,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,22670.0,22670.0,22670.0,
|
||||
2008-04-11,0.8,1.0,BUY,reentry_reclaim50_breakout20,24813.0,24813.0,24813.0,
|
||||
2008-06-30,1.0,0.75,SELL,trend_crisis,21427.0,26956.0,24813.0,
|
||||
2008-07-07,0.75,0.5,SELL,trend_crisis,19756.0,26956.0,24813.0,
|
||||
2008-07-14,0.5,0.25,SELL,trend_crisis,19885.0,26956.0,24813.0,
|
||||
2008-07-21,0.25,0.2,SELL,trend_crisis,20442.0,26956.0,24813.0,
|
||||
2009-03-13,0.2,0.4,BUY,reentry_reclaim50_breakout20,8714.0,8714.0,8714.0,
|
||||
2009-03-27,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,11172.0,11172.0,11172.0,9820.1
|
||||
2009-04-17,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,13406.0,13406.0,13406.0,
|
||||
2009-05-27,0.8,0.55,SELL,trend_crisis,10706.0,15501.0,13406.0,
|
||||
2009-06-25,0.55,0.75,BUY,reentry_reclaim50_breakout20,13127.0,13127.0,13127.0,
|
||||
2009-07-16,0.75,0.95,BUY,reentry_reclaim50_breakout20,14570.0,14570.0,14570.0,
|
||||
2009-08-11,0.95,1.0,BUY,reentry_reclaim50_breakout20,17316.0,17316.0,17316.0,
|
||||
2009-10-26,1.0,0.6,SELL,gap_floor,17549.0,20808.0,17316.0,18897.618842831398
|
||||
2009-11-02,0.6,0.2,SELL,gap_floor,16804.0,20808.0,17316.0,19108.830853151267
|
||||
2009-12-21,0.2,0.4,BUY,reentry_reclaim50_breakout20,20528.0,20528.0,20528.0,19170.02996399405
|
||||
2010-01-08,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,23370.0,23370.0,23370.0,
|
||||
2010-03-11,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,21948.0,21948.0,21948.0,
|
||||
2010-03-25,0.8,1.0,BUY,reentry_reclaim50_breakout20,23939.0,23939.0,23939.0,
|
||||
2010-06-28,1.0,0.8,SELL,two_close_floor,24697.0,27589.0,23939.0,25388.938698580743
|
||||
2010-07-05,0.8,0.4,SELL,gap_floor,23465.0,27589.0,23939.0,25556.162405766903
|
||||
2010-07-12,0.4,0.2,SELL,two_close_floor,24555.0,27589.0,23939.0,25556.162405766903
|
||||
2010-10-25,0.2,0.4,BUY,reentry_reclaim50_breakout20,23038.0,23038.0,23038.0,26401.887094317157
|
||||
2010-11-22,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,23986.0,23986.0,23986.0,
|
||||
2011-01-03,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,24291.0,24291.0,24291.0,
|
||||
2011-01-18,0.8,1.0,BUY,reentry_reclaim50_breakout20,26547.0,26547.0,26547.0,
|
||||
2011-05-06,1.0,0.8,SELL,two_close_floor,31203.0,35524.0,26547.0,32292.414567099917
|
||||
2011-05-18,0.8,0.6000000000000001,SELL,two_close_floor,31491.0,35524.0,26547.0,32292.414567099917
|
||||
2011-05-25,0.6000000000000001,0.20000000000000007,SELL,gap_floor,28803.0,35524.0,26547.0,32638.60063415534
|
||||
2011-06-01,0.20000000000000007,0.2,SELL,gap_floor,27267.0,35524.0,26547.0,33183.698763066895
|
||||
2011-11-04,0.2,0.4,BUY,reentry_reclaim50_breakout20,23858.0,23858.0,23858.0,34026.28656197636
|
||||
2012-01-02,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,22622.0,22622.0,22622.0,
|
||||
2012-01-16,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,24503.0,24503.0,24503.0,
|
||||
2012-02-14,0.8,1.0,BUY,reentry_reclaim50_breakout20,26577.0,26577.0,26577.0,
|
||||
2012-05-16,1.0,0.75,SELL,trend_crisis,22236.0,29471.0,26577.0,
|
||||
2012-05-23,0.75,0.5,SELL,trend_crisis,21609.0,29471.0,26577.0,
|
||||
2012-05-31,0.5,0.25,SELL,trend_crisis,22284.0,29471.0,26577.0,
|
||||
2012-06-08,0.25,0.2,SELL,trend_crisis,20982.0,29471.0,26577.0,
|
||||
2012-10-24,0.2,0.4,BUY,reentry_reclaim50_breakout20,23152.0,23152.0,23152.0,28591.218064251287
|
||||
2012-11-14,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,25660.0,25660.0,25660.0,
|
||||
2012-12-13,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,25323.0,25323.0,25323.0,
|
||||
2013-01-10,0.8,1.0,BUY,reentry_reclaim50_breakout20,25853.0,25853.0,25853.0,
|
||||
2013-06-25,1.0,0.8,SELL,two_close_floor,28458.0,31497.0,25853.0,29202.32397160855
|
||||
2013-07-03,0.8,0.6000000000000001,SELL,two_close_floor,27734.0,31497.0,25853.0,29202.32397160855
|
||||
2013-07-10,0.6000000000000001,0.20000000000000007,SELL,gap_floor,26528.0,31497.0,25853.0,29202.32397160855
|
||||
2013-07-17,0.20000000000000007,0.2,SELL,gap_floor,27590.0,31497.0,25853.0,29202.32397160855
|
||||
2013-10-02,0.2,0.4,BUY,reentry_reclaim50_breakout20,30050.0,30050.0,30050.0,30004.242808378986
|
||||
2013-10-18,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,33378.0,33378.0,33378.0,31147.54342754202
|
||||
2013-11-27,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,33378.0,33378.0,33378.0,
|
||||
2013-12-11,0.8,1.0,BUY,reentry_reclaim50_breakout20,35500.0,35500.0,35500.0,
|
||||
2014-07-29,1.0,0.6,SELL,gap_floor,42832.0,50067.0,35500.0,46083.44033462061
|
||||
2014-08-06,0.6,0.39999999999999997,SELL,two_close_floor,43796.0,50067.0,35500.0,46083.44033462061
|
||||
2014-08-13,0.39999999999999997,0.2,SELL,gap_floor,42349.0,50067.0,35500.0,46083.44033462061
|
||||
2014-11-12,0.2,0.4,BUY,reentry_reclaim50_breakout20,46401.0,46401.0,46401.0,46967.09459617709
|
||||
2014-12-09,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,47703.0,47703.0,47703.0,
|
||||
2015-01-08,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,48495.0,48495.0,48495.0,
|
||||
2015-05-26,0.8,1.0,BUY,reentry_reclaim50_breakout20,46602.0,46602.0,46602.0,
|
||||
2015-07-06,1.0,0.75,SELL,trend_crisis,39563.0,49709.0,46602.0,
|
||||
2015-07-13,0.75,0.5,SELL,trend_crisis,39369.0,49709.0,46602.0,
|
||||
2015-07-20,0.5,0.25,SELL,trend_crisis,37524.0,49709.0,46602.0,
|
||||
2015-07-27,0.25,0.2,SELL,trend_crisis,36165.0,49709.0,46602.0,
|
||||
2016-06-23,0.2,0.4,BUY,reentry_reclaim50_breakout20,31332.0,31332.0,31332.0,
|
||||
2016-07-14,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,32615.0,32615.0,32615.0,
|
||||
2016-07-28,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,33109.0,33109.0,33109.0,
|
||||
2016-08-19,0.8,1.0,BUY,reentry_reclaim50_breakout20,34934.0,34934.0,34934.0,
|
||||
2017-02-15,1.0,0.8,SELL,two_close_floor,47900.0,54600.0,34934.0,49987.7194119523
|
||||
2017-02-27,0.8,0.4,SELL,gap_floor,46000.0,54600.0,34934.0,49987.7194119523
|
||||
2017-03-07,0.4,0.2,SELL,two_close_floor,48800.0,54600.0,34934.0,49987.7194119523
|
||||
2017-03-29,0.2,0.4,BUY,reentry_reclaim50_breakout20,51300.0,51300.0,51300.0,50077.19105192543
|
||||
2017-05-26,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,57100.0,57100.0,57100.0,
|
||||
2017-06-13,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,58800.0,58800.0,58800.0,
|
||||
2017-06-27,0.8,1.0,BUY,reentry_reclaim50_breakout20,69200.0,69200.0,69200.0,62977.105541600395
|
||||
2017-10-19,1.0,0.8,SELL,two_close_floor,79000.0,89100.0,69200.0,81060.6599762629
|
||||
2017-10-27,0.8,0.6000000000000001,SELL,two_close_floor,78400.0,89100.0,69200.0,81060.6599762629
|
||||
2017-11-22,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,86800.0,86800.0,86800.0,81543.31182075302
|
||||
2018-03-12,0.8,1.0,BUY,reentry_reclaim50_breakout20,84900.0,84900.0,84900.0,
|
||||
2018-08-03,1.0,0.6,SELL,gap_floor,83300.0,95300.0,84900.0,89074.90489439075
|
||||
2018-08-10,0.6,0.35,SELL,trend_crisis,75100.0,95300.0,84900.0,
|
||||
2018-08-20,0.35,0.2,SELL,gap_floor,74700.0,95300.0,84900.0,90187.08021142513
|
||||
2019-02-14,0.2,0.4,BUY,reentry_reclaim50_breakout20,77400.0,77400.0,77400.0,
|
||||
2019-04-01,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,76600.0,76600.0,76600.0,
|
||||
2019-04-16,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,80400.0,80400.0,80400.0,
|
||||
2019-05-31,0.8,0.55,SELL,trend_crisis,65300.0,81800.0,80400.0,
|
||||
2019-06-13,0.55,0.30000000000000004,SELL,trend_crisis,63500.0,81800.0,80400.0,
|
||||
2019-09-02,0.30000000000000004,0.5,BUY,reentry_reclaim50_breakout20,77600.0,77600.0,77600.0,
|
||||
2019-10-29,0.5,0.7,BUY,reentry_reclaim50_breakout20,83000.0,83000.0,83000.0,
|
||||
2019-11-15,0.7,0.8999999999999999,BUY,reentry_reclaim50_breakout20,85200.0,85200.0,85200.0,
|
||||
2019-12-13,0.8999999999999999,1.0,BUY,reentry_reclaim50_breakout20,87900.0,87900.0,87900.0,
|
||||
2020-02-27,1.0,0.8,SELL,two_close_floor,92800.0,105000.0,87900.0,95697.47960378582
|
||||
2020-03-05,0.8,0.6000000000000001,SELL,two_close_floor,94900.0,105000.0,87900.0,96740.78685499547
|
||||
2020-03-12,0.6000000000000001,0.20000000000000007,SELL,gap_floor,82800.0,105000.0,87900.0,97066.95061562986
|
||||
2020-03-19,0.20000000000000007,0.2,SELL,trend_crisis,69000.0,105000.0,87900.0,
|
||||
2020-11-12,0.2,0.4,BUY,reentry_reclaim50_breakout20,88100.0,88100.0,88100.0,102122.38852330307
|
||||
2020-12-01,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,100500.0,100500.0,100500.0,92314.77797260707
|
||||
2021-01-04,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,126000.0,126000.0,126000.0,111990.87620118006
|
||||
2021-02-22,0.8,1.0,BUY,reentry_reclaim50_breakout20,136500.0,136500.0,136500.0,
|
||||
|
@@ -0,0 +1,916 @@
|
||||
date,old_position,new_position,side,reason,price,peak,cycle_entry,floor
|
||||
2007-09-14,1.0,0.6,SELL,gap_floor,10082.73469387755,12458.367346938774,11342.38775510204,11877.81399392608
|
||||
2007-09-21,0.6,0.35,SELL,gap_floor,9683.795918367347,12458.367346938774,11342.38775510204,11918.238691794892
|
||||
2007-10-23,0.35,0.2,SELL,trend_crisis,9466.163265306122,12458.367346938774,11342.38775510204,
|
||||
2007-12-04,0.2,0.35,BUY,daily_reentry,10427.30612244898,12458.367346938774,11342.38775510204,
|
||||
2007-12-05,0.35,0.5,BUY,daily_reentry,10554.244897959183,12458.367346938774,11342.38775510204,
|
||||
2007-12-06,0.5,0.65,BUY,daily_reentry,11098.265306122448,12458.367346938774,11342.38775510204,
|
||||
2007-12-07,0.65,0.8,BUY,daily_reentry,11025.73469387755,12458.367346938774,11342.38775510204,
|
||||
2007-12-10,0.8,0.9500000000000001,BUY,daily_reentry,11134.551020408162,12458.367346938774,11342.38775510204,
|
||||
2007-12-11,0.9500000000000001,1.0,BUY,daily_reentry,10935.061224489795,12458.367346938774,11342.38775510204,
|
||||
2007-12-17,1.0,0.75,SELL,trend_crisis,10155.285714285714,12458.367346938774,11342.38775510204,
|
||||
2007-12-24,0.75,0.9,BUY,daily_reentry,10481.693877551019,12458.367346938774,11342.38775510204,
|
||||
2007-12-26,0.9,1.0,BUY,daily_reentry,10445.42857142857,12458.367346938774,11342.38775510204,
|
||||
2007-12-28,1.0,0.75,SELL,trend_crisis,10215.755102040815,12458.367346938774,11342.38775510204,
|
||||
2008-01-08,0.75,0.5,SELL,trend_crisis,9480.816326530612,12458.367346938774,11342.38775510204,
|
||||
2008-01-15,0.5,0.25,SELL,trend_crisis,9774.795918367347,12458.367346938774,11342.38775510204,
|
||||
2008-01-18,0.25,0.4,BUY,daily_reentry,10417.877551020407,12458.367346938774,11342.38775510204,
|
||||
2008-01-22,0.4,0.2,SELL,trend_crisis,9848.285714285714,12458.367346938774,11342.38775510204,
|
||||
2008-01-30,0.2,0.35,BUY,daily_reentry,10491.367346938774,12458.367346938774,11342.38775510204,
|
||||
2008-01-31,0.35,0.5,BUY,daily_reentry,10932.326530612245,12458.367346938774,11342.38775510204,
|
||||
2008-02-01,0.5,0.65,BUY,daily_reentry,10766.979591836734,12458.367346938774,11342.38775510204,
|
||||
2008-02-04,0.65,0.8,BUY,daily_reentry,11244.693877551019,12458.367346938774,11342.38775510204,
|
||||
2008-02-05,0.8,0.9500000000000001,BUY,daily_reentry,11263.061224489795,12458.367346938774,11342.38775510204,
|
||||
2008-02-11,0.9500000000000001,1.0,BUY,daily_reentry,10730.224489795917,12458.367346938774,11342.38775510204,
|
||||
2008-03-03,1.0,0.75,SELL,trend_crisis,10087.142857142857,12458.367346938774,11342.38775510204,
|
||||
2008-03-10,0.75,0.5,SELL,trend_crisis,10179.020408163264,12458.367346938774,11342.38775510204,
|
||||
2008-03-17,0.5,0.35,SELL,gap_floor,10105.530612244896,12458.367346938774,11342.38775510204,11919.651616865802
|
||||
2008-03-18,0.35,0.5,BUY,daily_reentry,10436.244897959183,12458.367346938774,11342.38775510204,11919.651616865802
|
||||
2008-03-19,0.5,0.65,BUY,daily_reentry,10858.836734693878,12458.367346938774,11342.38775510204,
|
||||
2008-03-20,0.65,0.8,BUY,daily_reentry,11134.448979591836,12458.367346938774,11342.38775510204,
|
||||
2008-03-21,0.8,0.9500000000000001,BUY,daily_reentry,11152.816326530612,12458.367346938774,11342.38775510204,
|
||||
2008-03-24,0.9500000000000001,1.0,BUY,daily_reentry,11005.836734693876,12458.367346938774,11342.38775510204,
|
||||
2008-05-26,1.0,0.6,SELL,gap_floor,12475.73469387755,14037.489795918365,11342.38775510204,13061.450187866416
|
||||
2008-05-27,0.6,0.75,BUY,daily_reentry,12898.326530612243,14037.489795918365,11342.38775510204,13061.450187866416
|
||||
2008-05-28,0.75,0.9,BUY,daily_reentry,12714.591836734693,14037.489795918365,11342.38775510204,13061.450187866416
|
||||
2008-05-29,0.9,1.0,BUY,daily_reentry,13412.795918367347,14037.489795918365,11342.38775510204,13061.450187866416
|
||||
2008-06-06,1.0,0.9500000000000001,SELL,two_close_floor,13026.938775510203,14037.489795918365,11342.38775510204,13061.450187866416
|
||||
2008-06-11,0.9500000000000001,1.0,BUY,daily_reentry,12512.469387755102,14037.489795918365,11342.38775510204,13061.450187866416
|
||||
2008-06-13,1.0,0.75,SELL,gap_floor,12383.857142857141,14037.489795918365,11342.38775510204,13061.450187866416
|
||||
2008-06-16,0.75,0.9,BUY,daily_reentry,12696.204081632652,14037.489795918365,11342.38775510204,13061.450187866416
|
||||
2008-06-17,0.9,1.0,BUY,daily_reentry,12641.102040816326,14037.489795918365,11342.38775510204,13061.450187866416
|
||||
2008-06-20,1.0,0.6,SELL,gap_floor,12273.612244897959,14037.489795918365,11342.38775510204,13061.450187866416
|
||||
2008-06-24,0.6,0.75,BUY,daily_reentry,12108.244897959183,14037.489795918365,11342.38775510204,13061.450187866416
|
||||
2008-06-26,0.75,0.9,BUY,daily_reentry,12218.489795918367,14037.489795918365,11342.38775510204,13067.58941583237
|
||||
2008-06-27,0.9,0.5,SELL,gap_floor,11823.163265306122,14037.489795918365,11342.38775510204,13116.185366116684
|
||||
2008-07-01,0.5,0.65,BUY,daily_reentry,11694.448979591836,14037.489795918365,11342.38775510204,13176.544040446399
|
||||
2008-07-02,0.65,0.8,BUY,daily_reentry,11584.122448979591,14037.489795918365,11342.38775510204,13176.544040446399
|
||||
2008-07-03,0.8,0.9500000000000001,BUY,daily_reentry,11639.285714285714,14037.489795918365,11342.38775510204,13176.544040446399
|
||||
2008-07-04,0.9500000000000001,0.55,SELL,gap_floor,11326.693877551019,14037.489795918365,11342.38775510204,13176.544040446399
|
||||
2008-07-11,0.55,0.35,SELL,gap_floor,10444.102040816326,14037.489795918365,11342.38775510204,13328.305414872711
|
||||
2008-07-24,0.35,0.5,BUY,daily_reentry,11289.918367346938,14037.489795918365,11342.38775510204,13369.356036929765
|
||||
2008-07-25,0.5,0.35,SELL,gap_floor,10591.204081632652,14037.489795918365,11342.38775510204,13369.356036929765
|
||||
2009-03-12,0.35,0.5,BUY,daily_reentry,9964.959183673469,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-03-13,0.5,0.65,BUY,daily_reentry,9816.224489795917,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-03-17,0.65,0.8,BUY,daily_reentry,9927.775510204081,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-03-18,0.8,0.55,SELL,gap_floor,10039.326530612245,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-03-19,0.55,0.7000000000000001,BUY,daily_reentry,10057.918367346938,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-03-20,0.7000000000000001,0.8500000000000001,BUY,daily_reentry,10076.510204081631,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-03-23,0.8500000000000001,1.0,BUY,daily_reentry,10225.244897959183,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-03-25,1.0,0.75,SELL,gap_floor,10336.795918367347,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-03-26,0.75,0.9,BUY,daily_reentry,10597.061224489795,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-03-27,0.9,1.0,BUY,daily_reentry,10857.346938775509,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-04-01,1.0,0.75,SELL,gap_floor,10597.061224489795,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-04-02,0.75,0.9,BUY,daily_reentry,10987.489795918367,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-04-03,0.9,1.0,BUY,daily_reentry,11024.673469387753,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-04-08,1.0,0.6,SELL,gap_floor,10355.38775510204,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-04-09,0.6,0.75,BUY,daily_reentry,10783.0,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-04-10,0.75,0.9,BUY,daily_reentry,11210.591836734693,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-04-13,0.9,1.0,BUY,daily_reentry,10838.755102040815,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-04-15,1.0,0.75,SELL,gap_floor,10875.938775510203,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-04-16,0.75,0.9,BUY,daily_reentry,10801.571428571428,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-04-17,0.9,1.0,BUY,daily_reentry,11099.04081632653,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-04-22,1.0,0.75,SELL,gap_floor,11322.142857142857,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-04-23,0.75,0.9,BUY,daily_reentry,11656.775510204081,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-04-24,0.9,1.0,BUY,daily_reentry,11006.08163265306,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-04-29,1.0,0.75,SELL,gap_floor,10894.530612244896,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-04-30,0.75,0.9,BUY,daily_reentry,11006.08163265306,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-05-04,0.9,1.0,BUY,daily_reentry,10820.163265306122,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-05-08,1.0,0.75,SELL,gap_floor,10578.469387755102,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-05-15,0.75,0.5,SELL,gap_floor,10318.204081632652,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-05-18,0.5,0.65,BUY,daily_reentry,10336.795918367347,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-05-19,0.65,0.8,BUY,daily_reentry,10597.061224489795,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-05-20,0.8,0.9500000000000001,BUY,daily_reentry,10708.612244897959,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-05-21,0.9500000000000001,1.0,BUY,daily_reentry,10466.938775510203,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-05-22,1.0,0.6,SELL,gap_floor,10225.244897959183,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-05-28,0.6,0.75,BUY,daily_reentry,10392.571428571428,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-05-29,0.75,0.5,SELL,gap_floor,10373.979591836734,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-06-01,0.5,0.65,BUY,daily_reentry,10373.979591836734,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-06-02,0.65,0.8,BUY,daily_reentry,10336.795918367347,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-06-03,0.8,0.9500000000000001,BUY,daily_reentry,10262.42857142857,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-06-04,0.9500000000000001,1.0,BUY,daily_reentry,10318.204081632652,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-06-05,1.0,0.75,SELL,gap_floor,10578.469387755102,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-06-08,0.75,0.9,BUY,daily_reentry,10690.020408163264,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-06-09,0.9,1.0,BUY,daily_reentry,10504.122448979591,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-06-12,1.0,0.75,SELL,gap_floor,10857.346938775509,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-06-15,0.75,0.9,BUY,daily_reentry,10764.38775510204,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-06-17,0.9,1.0,BUY,daily_reentry,10690.020408163264,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-06-19,1.0,0.6,SELL,gap_floor,10448.346938775509,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-06-22,0.6,0.75,BUY,daily_reentry,10690.020408163264,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-06-23,0.75,0.9,BUY,daily_reentry,10690.020408163264,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-06-24,0.9,1.0,BUY,daily_reentry,10783.0,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-06-26,1.0,0.75,SELL,gap_floor,11080.448979591836,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-06-29,0.75,0.9,BUY,daily_reentry,11126.959183673469,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-06-30,0.9,1.0,BUY,daily_reentry,11015.326530612245,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-07-03,1.0,0.75,SELL,gap_floor,11182.795918367347,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-07-06,0.75,0.9,BUY,daily_reentry,11796.816326530612,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-07-07,0.9,1.0,BUY,daily_reentry,12094.530612244896,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-07-10,1.0,0.75,SELL,gap_floor,12001.489795918367,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-07-14,0.75,0.9,BUY,daily_reentry,11796.816326530612,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-07-15,0.9,1.0,BUY,daily_reentry,12392.244897959183,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-07-17,1.0,0.75,SELL,gap_floor,12466.673469387753,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-07-20,0.75,0.9,BUY,daily_reentry,12838.816326530612,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-07-21,0.9,1.0,BUY,daily_reentry,12876.020408163264,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-07-24,1.0,0.75,SELL,gap_floor,12708.551020408162,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-07-27,0.75,0.9,BUY,daily_reentry,13006.265306122448,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-07-28,0.9,1.0,BUY,daily_reentry,13024.877551020407,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-07-31,1.0,0.9500000000000001,SELL,two_close_floor,13471.448979591836,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-08-03,0.9500000000000001,1.0,BUY,daily_reentry,13303.979591836734,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-08-07,1.0,0.9500000000000001,SELL,two_close_floor,13322.591836734693,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-08-13,0.9500000000000001,1.0,BUY,daily_reentry,13062.102040816326,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-08-14,1.0,0.9500000000000001,SELL,two_close_floor,13601.693877551019,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-08-17,0.9500000000000001,1.0,BUY,daily_reentry,13266.775510204081,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-10-06,1.0,0.8,SELL,two_close_floor,13862.183673469386,15350.755102040815,11342.38775510204,14182.005151928364
|
||||
2009-10-09,0.8,0.9500000000000001,BUY,daily_reentry,14048.265306122448,15350.755102040815,11342.38775510204,14182.005151928364
|
||||
2009-10-12,0.9500000000000001,1.0,BUY,daily_reentry,13936.612244897959,15350.755102040815,11342.38775510204,14182.005151928364
|
||||
2009-10-13,1.0,0.9500000000000001,SELL,two_close_floor,14085.469387755102,15350.755102040815,11342.38775510204,14182.005151928364
|
||||
2009-10-14,0.9500000000000001,1.0,BUY,daily_reentry,14308.755102040815,15350.755102040815,11342.38775510204,14182.005151928364
|
||||
2009-10-20,1.0,0.9500000000000001,SELL,two_close_floor,13992.448979591836,15350.755102040815,11342.38775510204,14182.005151928364
|
||||
2009-10-23,0.9500000000000001,1.0,BUY,daily_reentry,13862.183673469386,15350.755102040815,11342.38775510204,14182.005151928364
|
||||
2009-10-27,1.0,0.9500000000000001,SELL,two_close_floor,13806.367346938774,15350.755102040815,11342.38775510204,14182.005151928364
|
||||
2009-10-30,0.9500000000000001,1.0,BUY,daily_reentry,13452.836734693876,15350.755102040815,11342.38775510204,14182.005151928364
|
||||
2009-11-03,1.0,0.9500000000000001,SELL,two_close_floor,13564.489795918365,15350.755102040815,11342.38775510204,14182.005151928364
|
||||
2009-11-04,0.9500000000000001,1.0,BUY,daily_reentry,13638.918367346938,15350.755102040815,11342.38775510204,14182.005151928364
|
||||
2009-11-10,1.0,0.75,SELL,gap_floor,13527.265306122448,15350.755102040815,11342.38775510204,14272.78103346982
|
||||
2009-11-11,0.75,0.9,BUY,daily_reentry,13676.122448979591,15350.755102040815,11342.38775510204,14272.78103346982
|
||||
2009-11-12,0.9,1.0,BUY,daily_reentry,13397.020408163264,15350.755102040815,11342.38775510204,14275.196715948954
|
||||
2009-11-17,1.0,0.75,SELL,gap_floor,13545.877551020407,15350.755102040815,11342.38775510204,14334.107788143803
|
||||
2009-11-18,0.75,0.9,BUY,daily_reentry,13955.224489795917,15350.755102040815,11342.38775510204,14334.107788143803
|
||||
2009-11-19,0.9,1.0,BUY,daily_reentry,14122.693877551019,15350.755102040815,11342.38775510204,14334.107788143803
|
||||
2009-11-24,1.0,0.75,SELL,gap_floor,13806.367346938774,15350.755102040815,11342.38775510204,14334.107788143803
|
||||
2009-11-25,0.75,0.9,BUY,daily_reentry,13936.612244897959,15350.755102040815,11342.38775510204,14334.107788143803
|
||||
2009-11-26,0.9,1.0,BUY,daily_reentry,13824.979591836734,15350.755102040815,11342.38775510204,14356.239873039049
|
||||
2009-12-01,1.0,0.75,SELL,gap_floor,13713.326530612243,15350.755102040815,11342.38775510204,14428.407461789493
|
||||
2009-12-02,0.75,0.9,BUY,daily_reentry,13899.408163265305,15350.755102040815,11342.38775510204,14428.407461789493
|
||||
2009-12-03,0.9,1.0,BUY,daily_reentry,14122.693877551019,15350.755102040815,11342.38775510204,14428.407461789493
|
||||
2009-12-08,1.0,0.9500000000000001,SELL,two_close_floor,14364.571428571428,15350.755102040815,11342.38775510204,14428.407461789493
|
||||
2009-12-09,0.9500000000000001,1.0,BUY,daily_reentry,14476.224489795917,15350.755102040815,11342.38775510204,14428.407461789493
|
||||
2009-12-18,1.0,0.9500000000000001,SELL,two_close_floor,14383.183673469386,15350.755102040815,11342.38775510204,14428.407461789493
|
||||
2009-12-21,0.9500000000000001,1.0,BUY,daily_reentry,14345.979591836733,15350.755102040815,11342.38775510204,14428.407461789493
|
||||
2010-02-01,1.0,0.8,SELL,two_close_floor,14596.714285714284,15968.102040816326,11342.38775510204,14907.989816501202
|
||||
2010-02-03,0.8,0.9500000000000001,BUY,daily_reentry,14596.714285714284,15968.102040816326,11342.38775510204,14907.989816501202
|
||||
2010-02-04,0.9500000000000001,1.0,BUY,daily_reentry,14577.938775510203,15968.102040816326,11342.38775510204,14907.989816501202
|
||||
2010-02-08,1.0,0.6,SELL,gap_floor,14051.918367346938,15968.102040816326,11342.38775510204,14907.989816501202
|
||||
2010-02-09,0.6,0.75,BUY,daily_reentry,14296.142857142857,15968.102040816326,11342.38775510204,14907.989816501202
|
||||
2010-02-10,0.75,0.9,BUY,daily_reentry,14183.42857142857,15968.102040816326,11342.38775510204,14907.989816501202
|
||||
2010-02-11,0.9,1.0,BUY,daily_reentry,14333.714285714284,15968.102040816326,11342.38775510204,14907.989816501202
|
||||
2010-02-16,1.0,0.75,SELL,gap_floor,14202.204081632652,15968.102040816326,11342.38775510204,14907.989816501202
|
||||
2010-02-17,0.75,0.9,BUY,daily_reentry,14634.285714285714,15968.102040816326,11342.38775510204,14907.989816501202
|
||||
2010-02-18,0.9,1.0,BUY,daily_reentry,14559.142857142857,15968.102040816326,11342.38775510204,14907.989816501202
|
||||
2010-02-23,1.0,0.9500000000000001,SELL,two_close_floor,14408.857142857141,15968.102040816326,11342.38775510204,14907.989816501202
|
||||
2010-02-26,0.9500000000000001,1.0,BUY,daily_reentry,13976.775510204081,15968.102040816326,11342.38775510204,14985.4673739864
|
||||
2010-03-03,1.0,0.75,SELL,gap_floor,14483.999999999998,15968.102040816326,11342.38775510204,14985.4673739864
|
||||
2010-03-04,0.75,0.9,BUY,daily_reentry,14296.142857142857,15968.102040816326,11342.38775510204,14985.4673739864
|
||||
2010-03-05,0.9,1.0,BUY,daily_reentry,14559.142857142857,15968.102040816326,11342.38775510204,14985.4673739864
|
||||
2010-03-10,1.0,0.9500000000000001,SELL,two_close_floor,14728.224489795917,15968.102040816326,11342.38775510204,14985.4673739864
|
||||
2010-03-11,0.9500000000000001,1.0,BUY,daily_reentry,14615.510204081631,15968.102040816326,11342.38775510204,14985.4673739864
|
||||
2010-03-17,1.0,0.9500000000000001,SELL,two_close_floor,14991.224489795917,15968.102040816326,11342.38775510204,14999.699927040643
|
||||
2010-03-18,0.9500000000000001,1.0,BUY,daily_reentry,14972.42857142857,15968.102040816326,11342.38775510204,14999.699927040643
|
||||
2010-05-07,1.0,0.8,SELL,two_close_floor,14916.08163265306,16343.81632653061,11342.38775510204,15353.038767345275
|
||||
2010-05-10,0.8,0.9500000000000001,BUY,daily_reentry,15085.16326530612,16343.81632653061,11342.38775510204,15353.038767345275
|
||||
2010-05-13,0.9500000000000001,1.0,BUY,daily_reentry,15273.020408163264,16343.81632653061,11342.38775510204,15353.038767345275
|
||||
2010-05-14,1.0,0.9500000000000001,SELL,two_close_floor,15216.653061224488,16343.81632653061,11342.38775510204,15353.038767345275
|
||||
2010-05-18,0.9500000000000001,1.0,BUY,daily_reentry,14878.510204081631,16343.81632653061,11342.38775510204,15353.038767345275
|
||||
2010-05-24,1.0,0.6,SELL,gap_floor,14239.775510204081,16343.81632653061,11342.38775510204,15353.038767345275
|
||||
2010-05-28,0.6,0.75,BUY,daily_reentry,14615.510204081631,16343.81632653061,11342.38775510204,15353.038767345275
|
||||
2010-05-31,0.75,0.35,SELL,gap_floor,14577.938775510203,16343.81632653061,11342.38775510204,15353.038767345275
|
||||
2010-06-04,0.35,0.5,BUY,daily_reentry,14897.285714285714,16343.81632653061,11342.38775510204,15353.038767345275
|
||||
2010-06-07,0.5,0.65,BUY,daily_reentry,14784.571428571428,16343.81632653061,11342.38775510204,15353.038767345275
|
||||
2010-06-08,0.65,0.5,SELL,gap_floor,14746.999999999998,16343.81632653061,11342.38775510204,15353.038767345275
|
||||
2010-06-11,0.5,0.65,BUY,daily_reentry,14972.42857142857,16343.81632653061,11342.38775510204,15353.038767345275
|
||||
2010-06-14,0.65,0.8,BUY,daily_reentry,15160.306122448977,16343.81632653061,11342.38775510204,15353.038767345275
|
||||
2010-06-15,0.8,0.7500000000000001,SELL,two_close_floor,14991.224489795917,16343.81632653061,11342.38775510204,15353.038767345275
|
||||
2010-06-16,0.7500000000000001,0.9000000000000001,BUY,daily_reentry,15385.73469387755,16343.81632653061,11342.38775510204,15353.038767345275
|
||||
2010-06-17,0.9000000000000001,1.0,BUY,daily_reentry,15348.16326530612,16343.81632653061,11342.38775510204,15353.038767345275
|
||||
2010-06-23,1.0,0.8,SELL,two_close_floor,15122.73469387755,16343.81632653061,11342.38775510204,15353.038767345275
|
||||
2010-06-24,0.8,0.9500000000000001,BUY,daily_reentry,15404.510204081631,16343.81632653061,11342.38775510204,15353.038767345275
|
||||
2010-06-29,0.9500000000000001,1.0,BUY,daily_reentry,14957.999999999998,16343.81632653061,11342.38775510204,15353.038767345275
|
||||
2010-06-30,1.0,0.6,SELL,gap_floor,14618.04081632653,16343.81632653061,11342.38775510204,15353.038767345275
|
||||
2010-07-07,0.6,0.35,SELL,gap_floor,14523.612244897959,16343.81632653061,11342.38775510204,15382.278249020894
|
||||
2010-07-09,0.35,0.5,BUY,daily_reentry,15033.530612244896,16343.81632653061,11342.38775510204,15382.278249020894
|
||||
2010-07-12,0.5,0.65,BUY,daily_reentry,15146.857142857141,16343.81632653061,11342.38775510204,15382.278249020894
|
||||
2010-07-13,0.65,0.8,BUY,daily_reentry,15033.530612244896,16343.81632653061,11342.38775510204,15382.278249020894
|
||||
2010-07-14,0.8,0.9500000000000001,BUY,daily_reentry,15562.367346938774,16343.81632653061,11342.38775510204,15382.278249020894
|
||||
2010-07-15,0.9500000000000001,1.0,BUY,daily_reentry,15486.81632653061,16343.81632653061,11342.38775510204,15382.278249020894
|
||||
2010-07-19,1.0,0.8,SELL,two_close_floor,15014.653061224488,16343.81632653061,11342.38775510204,15382.278249020894
|
||||
2010-07-20,0.8,0.9500000000000001,BUY,daily_reentry,15071.30612244898,16343.81632653061,11342.38775510204,15382.278249020894
|
||||
2010-07-21,0.9500000000000001,1.0,BUY,daily_reentry,15430.16326530612,16343.81632653061,11342.38775510204,15382.278249020894
|
||||
2010-08-02,1.0,0.8,SELL,two_close_floor,15297.959183673469,16343.81632653061,11342.38775510204,15382.278249020894
|
||||
2010-08-03,0.8,0.9500000000000001,BUY,daily_reentry,15392.38775510204,16343.81632653061,11342.38775510204,15382.278249020894
|
||||
2010-08-09,0.9500000000000001,0.9,SELL,two_close_floor,15146.857142857141,16343.81632653061,11342.38775510204,15443.78826488915
|
||||
2010-08-16,0.9,0.5,SELL,gap_floor,14769.142857142855,16343.81632653061,11342.38775510204,15542.693461170365
|
||||
2010-08-19,0.5,0.65,BUY,daily_reentry,14901.346938775509,16343.81632653061,11342.38775510204,15557.703038050859
|
||||
2010-08-23,0.65,0.5,SELL,gap_floor,14920.224489795917,16343.81632653061,11342.38775510204,15557.703038050859
|
||||
2010-08-30,0.5,0.35,SELL,gap_floor,14655.81632653061,16343.81632653061,11342.38775510204,15617.740226733933
|
||||
2010-10-06,0.35,0.5,BUY,daily_reentry,14976.877551020407,16343.81632653061,11342.38775510204,15617.740226733933
|
||||
2010-10-07,0.5,0.35,SELL,gap_floor,14542.489795918365,16343.81632653061,11342.38775510204,15617.740226733933
|
||||
2010-11-10,0.35,0.5,BUY,daily_reentry,14920.224489795917,16343.81632653061,11342.38775510204,15617.740226733933
|
||||
2010-11-11,0.5,0.35,SELL,gap_floor,14485.836734693876,16343.81632653061,11342.38775510204,15617.740226733933
|
||||
2010-11-15,0.35,0.5,BUY,daily_reentry,15260.183673469386,16343.81632653061,11342.38775510204,15617.740226733933
|
||||
2010-11-16,0.5,0.65,BUY,daily_reentry,15316.836734693876,16343.81632653061,11342.38775510204,15617.740226733933
|
||||
2010-11-17,0.65,0.8,BUY,daily_reentry,15014.653061224488,16343.81632653061,11342.38775510204,15617.740226733933
|
||||
2010-11-18,0.8,0.55,SELL,gap_floor,15090.204081632652,16343.81632653061,11342.38775510204,15617.740226733933
|
||||
2010-11-19,0.55,0.7000000000000001,BUY,daily_reentry,15449.04081632653,16343.81632653061,11342.38775510204,15617.740226733933
|
||||
2010-11-22,0.7000000000000001,0.8500000000000001,BUY,daily_reentry,16015.632653061224,16343.81632653061,11342.38775510204,15617.740226733933
|
||||
2010-11-23,0.8500000000000001,1.0,BUY,daily_reentry,15864.551020408162,16343.81632653061,11342.38775510204,15617.740226733933
|
||||
2010-12-01,1.0,0.8,SELL,two_close_floor,15486.81632653061,16343.81632653061,11342.38775510204,15617.740226733933
|
||||
2010-12-02,0.8,0.9500000000000001,BUY,daily_reentry,16223.38775510204,16343.81632653061,11342.38775510204,15617.740226733933
|
||||
2010-12-03,0.9500000000000001,1.0,BUY,daily_reentry,16884.408163265303,16884.408163265303,11342.38775510204,15617.740226733933
|
||||
2011-02-11,1.0,0.8,SELL,two_close_floor,17373.632653061224,19177.448979591834,11342.38775510204,17877.319940407597
|
||||
2011-02-14,0.8,0.9500000000000001,BUY,daily_reentry,18095.16326530612,19177.448979591834,11342.38775510204,17877.319940407597
|
||||
2011-02-15,0.9500000000000001,1.0,BUY,daily_reentry,18190.102040816324,19177.448979591834,11342.38775510204,17877.319940407597
|
||||
2011-02-23,1.0,0.8,SELL,two_close_floor,17658.448979591834,19177.448979591834,11342.38775510204,17877.319940407597
|
||||
2011-03-03,0.8,0.7500000000000001,SELL,two_close_floor,17525.530612244896,19177.448979591834,11342.38775510204,17877.319940407597
|
||||
2011-03-04,0.7500000000000001,0.9000000000000001,BUY,daily_reentry,17943.26530612245,19177.448979591834,11342.38775510204,17880.292860806585
|
||||
2011-03-10,0.9000000000000001,0.5000000000000001,SELL,gap_floor,16443.244897959183,19177.448979591834,11342.38775510204,17997.100780696193
|
||||
2011-03-14,0.5000000000000001,0.6500000000000001,BUY,daily_reentry,17088.81632653061,19177.448979591834,11342.38775510204,18047.369643913305
|
||||
2011-03-16,0.6500000000000001,0.8000000000000002,BUY,daily_reentry,16822.979591836734,19177.448979591834,11342.38775510204,18047.369643913305
|
||||
2011-03-17,0.8000000000000002,0.5500000000000002,SELL,gap_floor,16898.938775510203,19177.448979591834,11342.38775510204,18047.369643913305
|
||||
2011-03-18,0.5500000000000002,0.7000000000000002,BUY,daily_reentry,16917.918367346938,19177.448979591834,11342.38775510204,18047.369643913305
|
||||
2011-03-21,0.7000000000000002,0.8500000000000002,BUY,daily_reentry,16898.938775510203,19177.448979591834,11342.38775510204,18047.369643913305
|
||||
2011-03-22,0.8500000000000002,1.0,BUY,daily_reentry,16614.12244897959,19177.448979591834,11342.38775510204,18047.369643913305
|
||||
2011-03-24,1.0,0.75,SELL,gap_floor,16709.061224489793,19177.448979591834,11342.38775510204,18047.369643913305
|
||||
2011-03-25,0.75,0.9,BUY,daily_reentry,17278.69387755102,19177.448979591834,11342.38775510204,18047.369643913305
|
||||
2011-03-28,0.9,1.0,BUY,daily_reentry,17392.61224489796,19177.448979591834,11342.38775510204,18047.369643913305
|
||||
2011-03-31,1.0,0.9500000000000001,SELL,two_close_floor,17696.42857142857,19177.448979591834,11342.38775510204,18047.369643913305
|
||||
2011-04-01,0.9500000000000001,1.0,BUY,daily_reentry,17848.326530612245,19177.448979591834,11342.38775510204,18047.369643913305
|
||||
2011-04-07,1.0,0.6,SELL,gap_floor,17259.714285714283,19177.448979591834,11342.38775510204,18047.369643913305
|
||||
2011-04-13,0.6,0.75,BUY,daily_reentry,17107.795918367345,19177.448979591834,11342.38775510204,18101.593472664954
|
||||
2011-04-14,0.75,0.5,SELL,gap_floor,17088.81632653061,19177.448979591834,11342.38775510204,18111.03746228116
|
||||
2011-04-15,0.5,0.65,BUY,daily_reentry,16860.95918367347,19177.448979591834,11342.38775510204,18123.99647409324
|
||||
2011-04-19,0.65,0.8,BUY,daily_reentry,16614.12244897959,19177.448979591834,11342.38775510204,18151.023419256016
|
||||
2011-04-20,0.8,0.9500000000000001,BUY,daily_reentry,17392.61224489796,19177.448979591834,11342.38775510204,18151.023419256016
|
||||
2011-04-21,0.9500000000000001,0.9,SELL,two_close_floor,17620.4693877551,19177.448979591834,11342.38775510204,18151.023419256016
|
||||
2011-04-22,0.9,1.0,BUY,daily_reentry,17164.77551020408,19177.448979591834,11342.38775510204,18151.023419256016
|
||||
2011-04-28,1.0,0.75,SELL,gap_floor,17088.81632653061,19177.448979591834,11342.38775510204,18151.023419256016
|
||||
2011-04-29,0.75,0.9,BUY,daily_reentry,16955.897959183672,19177.448979591834,11342.38775510204,18151.023419256016
|
||||
2011-05-02,0.9,1.0,BUY,daily_reentry,17696.42857142857,19177.448979591834,11342.38775510204,18151.023419256016
|
||||
2011-05-06,1.0,0.75,SELL,gap_floor,17069.836734693876,19177.448979591834,11342.38775510204,18151.023419256016
|
||||
2011-05-11,0.75,0.9,BUY,daily_reentry,16936.918367346938,19177.448979591834,11342.38775510204,18151.023419256016
|
||||
2011-05-13,0.9,1.0,BUY,daily_reentry,17392.61224489796,19177.448979591834,11342.38775510204,18151.023419256016
|
||||
2011-05-16,1.0,0.75,SELL,gap_floor,17107.795918367345,19177.448979591834,11342.38775510204,18151.023419256016
|
||||
2011-05-17,0.75,0.9,BUY,daily_reentry,16898.938775510203,19177.448979591834,11342.38775510204,18151.023419256016
|
||||
2011-05-18,0.9,1.0,BUY,daily_reentry,16955.897959183672,19177.448979591834,11342.38775510204,18151.023419256016
|
||||
2011-05-23,1.0,0.6,SELL,gap_floor,16576.142857142855,19177.448979591834,11342.38775510204,18151.023419256016
|
||||
2011-05-26,0.6,0.75,BUY,daily_reentry,16690.08163265306,19177.448979591834,11342.38775510204,18151.023419256016
|
||||
2011-05-27,0.75,0.9,BUY,daily_reentry,16917.918367346938,19177.448979591834,11342.38775510204,18151.023419256016
|
||||
2011-05-30,0.9,0.65,SELL,gap_floor,16785.020408163266,19177.448979591834,11342.38775510204,18151.023419256016
|
||||
2011-05-31,0.65,0.8,BUY,daily_reentry,17126.795918367345,19177.448979591834,11342.38775510204,18151.023419256016
|
||||
2011-06-01,0.8,0.9500000000000001,BUY,daily_reentry,17297.673469387755,19177.448979591834,11342.38775510204,18151.023419256016
|
||||
2011-06-02,0.9500000000000001,1.0,BUY,daily_reentry,16766.020408163266,19177.448979591834,11342.38775510204,18151.023419256016
|
||||
2011-06-07,1.0,0.75,SELL,gap_floor,16841.979591836734,19177.448979591834,11342.38775510204,18151.023419256016
|
||||
2011-06-14,0.75,0.35,SELL,gap_floor,16386.285714285714,19177.448979591834,11342.38775510204,18178.22293742748
|
||||
2011-07-04,0.35,0.5,BUY,daily_reentry,16681.12244897959,19177.448979591834,11342.38775510204,18178.22293742748
|
||||
2011-07-06,0.5,0.65,BUY,daily_reentry,17061.102040816324,19177.448979591834,11342.38775510204,18178.22293742748
|
||||
2011-07-07,0.65,0.8,BUY,daily_reentry,16719.102040816324,19177.448979591834,11342.38775510204,18178.22293742748
|
||||
2011-07-08,0.8,0.9500000000000001,BUY,daily_reentry,16814.102040816324,19177.448979591834,11342.38775510204,18178.22293742748
|
||||
2011-07-12,0.9500000000000001,0.55,SELL,gap_floor,16149.142857142855,19177.448979591834,11342.38775510204,18178.22293742748
|
||||
2011-07-19,0.55,0.35,SELL,gap_floor,15617.16326530612,19177.448979591834,11342.38775510204,18197.606682590933
|
||||
2011-10-10,0.35,0.5,BUY,daily_reentry,16605.12244897959,19177.448979591834,11342.38775510204,18388.886049944846
|
||||
2011-10-11,0.5,0.65,BUY,daily_reentry,16738.102040816324,19177.448979591834,11342.38775510204,18388.886049944846
|
||||
2011-10-12,0.65,0.8,BUY,daily_reentry,17061.102040816324,19177.448979591834,11342.38775510204,18388.886049944846
|
||||
2011-10-13,0.8,0.9500000000000001,BUY,daily_reentry,16909.102040816324,19177.448979591834,11342.38775510204,18388.886049944846
|
||||
2011-10-14,0.9500000000000001,1.0,BUY,daily_reentry,16833.102040816324,19177.448979591834,11342.38775510204,18388.886049944846
|
||||
2011-10-17,1.0,0.75,SELL,gap_floor,16909.102040816324,19177.448979591834,11342.38775510204,18388.886049944846
|
||||
2011-10-18,0.75,0.9,BUY,daily_reentry,16776.102040816324,19177.448979591834,11342.38775510204,18388.886049944846
|
||||
2011-10-19,0.9,1.0,BUY,daily_reentry,16833.102040816324,19177.448979591834,11342.38775510204,18388.886049944846
|
||||
2011-10-24,1.0,0.9500000000000001,SELL,two_close_floor,17878.040816326527,19177.448979591834,11342.38775510204,18388.886049944846
|
||||
2011-10-25,0.9500000000000001,1.0,BUY,daily_reentry,17954.040816326527,19177.448979591834,11342.38775510204,18388.886049944846
|
||||
2011-11-21,1.0,0.8,SELL,two_close_floor,18049.040816326527,19177.448979591834,11342.38775510204,18388.886049944846
|
||||
2011-11-22,0.8,0.9500000000000001,BUY,daily_reentry,18296.020408163266,19177.448979591834,11342.38775510204,18388.886049944846
|
||||
2011-11-24,0.9500000000000001,1.0,BUY,daily_reentry,17916.040816326527,19177.448979591834,11342.38775510204,18388.886049944846
|
||||
2012-05-14,1.0,0.9500000000000001,SELL,two_close_floor,25081.551020408162,26913.999999999996,11342.38775510204,25121.338523697556
|
||||
2012-05-15,0.9500000000000001,1.0,BUY,daily_reentry,25024.285714285714,26913.999999999996,11342.38775510204,25121.338523697556
|
||||
2012-05-21,1.0,0.75,SELL,gap_floor,23077.326530612245,26913.999999999996,11342.38775510204,25298.19890454469
|
||||
2012-05-22,0.75,0.9,BUY,daily_reentry,23669.040816326527,26913.999999999996,11342.38775510204,25298.19890454469
|
||||
2012-05-23,0.9,1.0,BUY,daily_reentry,23306.367346938772,26913.999999999996,11342.38775510204,25298.19890454469
|
||||
2012-05-29,1.0,0.75,SELL,gap_floor,23630.877551020407,26913.999999999996,11342.38775510204,25298.19890454469
|
||||
2012-05-30,0.75,0.9,BUY,daily_reentry,23401.81632653061,26913.999999999996,11342.38775510204,25298.19890454469
|
||||
2012-06-01,0.9,1.0,BUY,daily_reentry,23535.42857142857,26913.999999999996,11342.38775510204,25298.19890454469
|
||||
2012-06-05,1.0,0.75,SELL,gap_floor,22962.795918367345,26913.999999999996,11342.38775510204,25298.19890454469
|
||||
2012-06-07,0.75,0.9,BUY,daily_reentry,24146.244897959183,26913.999999999996,11342.38775510204,25298.19890454469
|
||||
2012-06-08,0.9,1.0,BUY,daily_reentry,23802.65306122449,26913.999999999996,11342.38775510204,25298.19890454469
|
||||
2012-06-13,1.0,0.9500000000000001,SELL,two_close_floor,24260.77551020408,26913.999999999996,11342.38775510204,25298.19890454469
|
||||
2012-06-14,0.9500000000000001,1.0,BUY,daily_reentry,24069.897959183672,26913.999999999996,11342.38775510204,25298.19890454469
|
||||
2012-06-20,1.0,0.75,SELL,gap_floor,23898.102040816324,26913.999999999996,11342.38775510204,25298.19890454469
|
||||
2012-06-21,0.75,0.9,BUY,daily_reentry,23420.897959183672,26913.999999999996,11342.38775510204,25298.19890454469
|
||||
2012-06-26,0.9,1.0,BUY,daily_reentry,21741.16326530612,26913.999999999996,11342.38775510204,25446.63884793721
|
||||
2012-06-27,1.0,0.75,SELL,gap_floor,22275.632653061224,26913.999999999996,11342.38775510204,25446.63884793721
|
||||
2012-06-28,0.75,0.9,BUY,daily_reentry,22304.26530612245,26913.999999999996,11342.38775510204,25446.63884793721
|
||||
2012-06-29,0.9,1.0,BUY,daily_reentry,22934.448979591834,26913.999999999996,11342.38775510204,25446.63884793721
|
||||
2012-07-04,1.0,0.75,SELL,gap_floor,22743.489795918365,26913.999999999996,11342.38775510204,25446.63884793721
|
||||
2012-07-05,0.75,0.9,BUY,daily_reentry,22628.897959183672,26913.999999999996,11342.38775510204,25446.63884793721
|
||||
2012-07-10,0.9,1.0,BUY,daily_reentry,21521.326530612245,26913.999999999996,11342.38775510204,25494.731210482358
|
||||
2012-07-11,1.0,0.6,SELL,gap_floor,21349.4693877551,26913.999999999996,11342.38775510204,25511.0765534901
|
||||
2012-07-13,0.6,0.75,BUY,daily_reentry,21750.489795918365,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-07-16,0.75,0.9,BUY,daily_reentry,21998.734693877548,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-07-17,0.9,1.0,BUY,daily_reentry,22304.26530612245,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-07-18,1.0,0.75,SELL,gap_floor,22036.918367346938,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-07-19,0.75,0.9,BUY,daily_reentry,22819.85714285714,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-07-20,0.9,1.0,BUY,daily_reentry,22743.489795918365,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-07-25,1.0,0.75,SELL,gap_floor,22113.30612244898,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-07-26,0.75,0.9,BUY,daily_reentry,22380.65306122449,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-07-27,0.9,1.0,BUY,daily_reentry,23545.51020408163,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-08-01,1.0,0.9500000000000001,SELL,two_close_floor,24824.95918367347,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-08-02,0.9500000000000001,1.0,BUY,daily_reentry,24118.408163265303,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-08-08,1.0,0.9500000000000001,SELL,two_close_floor,25206.877551020407,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-08-09,0.9500000000000001,1.0,BUY,daily_reentry,25588.795918367345,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-08-20,1.0,0.6,SELL,gap_floor,24500.32653061224,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-08-23,0.6,0.75,BUY,daily_reentry,24576.714285714283,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-08-24,0.75,0.9,BUY,daily_reentry,24347.551020408162,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-08-27,0.9,0.5,SELL,gap_floor,22533.42857142857,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-08-28,0.5,0.65,BUY,daily_reentry,22819.85714285714,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-08-29,0.65,0.8,BUY,daily_reentry,23488.224489795917,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-08-30,0.8,0.9500000000000001,BUY,daily_reentry,23201.795918367345,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-08-31,0.9500000000000001,1.0,BUY,daily_reentry,23545.51020408163,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-09-03,1.0,0.75,SELL,gap_floor,23259.08163265306,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-09-04,0.75,0.9,BUY,daily_reentry,23259.08163265306,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-09-06,0.9,1.0,BUY,daily_reentry,22838.95918367347,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-09-10,1.0,0.75,SELL,gap_floor,23870.142857142855,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-09-11,0.75,0.9,BUY,daily_reentry,23984.734693877548,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-09-12,0.9,1.0,BUY,daily_reentry,24710.387755102038,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-09-17,1.0,0.9500000000000001,SELL,two_close_floor,25111.408163265303,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-09-18,0.9500000000000001,1.0,BUY,daily_reentry,25111.408163265303,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-09-24,1.0,0.9500000000000001,SELL,two_close_floor,25340.551020408162,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-09-25,0.9500000000000001,1.0,BUY,daily_reentry,25340.551020408162,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-10-11,1.0,0.8,SELL,two_close_floor,24901.346938775507,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-10-15,0.8,0.9500000000000001,BUY,daily_reentry,24824.95918367347,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-10-16,0.9500000000000001,1.0,BUY,daily_reentry,25397.836734693876,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-10-18,1.0,0.9500000000000001,SELL,two_close_floor,25531.51020408163,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-10-19,0.9500000000000001,1.0,BUY,daily_reentry,24863.142857142855,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-10-25,1.0,0.9500000000000001,SELL,two_close_floor,25245.08163265306,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-10-29,0.9500000000000001,1.0,BUY,daily_reentry,24805.85714285714,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-11-01,1.0,0.75,SELL,gap_floor,24767.67346938775,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-11-02,0.75,0.9,BUY,daily_reentry,25340.551020408162,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-11-05,0.9,1.0,BUY,daily_reentry,25607.897959183672,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-11-16,1.0,0.8,SELL,two_close_floor,24958.632653061224,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-11-19,0.8,0.9500000000000001,BUY,daily_reentry,25436.040816326527,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-11-20,0.9500000000000001,1.0,BUY,daily_reentry,26047.12244897959,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2013-01-25,1.0,0.8,SELL,two_close_floor,27197.97959183673,30249.836734693876,11342.38775510204,28042.162220070375
|
||||
2013-01-29,0.8,0.9500000000000001,BUY,daily_reentry,27044.42857142857,30249.836734693876,11342.38775510204,28062.190244226393
|
||||
2013-01-30,0.9500000000000001,1.0,BUY,daily_reentry,27639.42857142857,30249.836734693876,11342.38775510204,28062.190244226393
|
||||
2013-02-01,1.0,0.9500000000000001,SELL,two_close_floor,27658.63265306122,30249.836734693876,11342.38775510204,28062.190244226393
|
||||
2013-02-04,0.9500000000000001,1.0,BUY,daily_reentry,27581.85714285714,30249.836734693876,11342.38775510204,28062.190244226393
|
||||
2013-02-08,1.0,0.9500000000000001,SELL,two_close_floor,28061.693877551017,30249.836734693876,11342.38775510204,28062.190244226393
|
||||
2013-02-12,0.9500000000000001,1.0,BUY,daily_reentry,28176.877551020407,30249.836734693876,11342.38775510204,28062.190244226393
|
||||
2013-03-19,1.0,0.9500000000000001,SELL,two_close_floor,28311.224489795917,30249.836734693876,11342.38775510204,28402.28042810638
|
||||
2013-03-20,0.9500000000000001,1.0,BUY,daily_reentry,28023.32653061224,30249.836734693876,11342.38775510204,28402.28042810638
|
||||
2013-04-19,1.0,0.8,SELL,two_close_floor,28311.224489795917,30249.836734693876,11342.38775510204,28554.111832445295
|
||||
2013-04-22,0.8,0.9500000000000001,BUY,daily_reentry,28848.67346938775,30249.836734693876,11342.38775510204,28554.111832445295
|
||||
2013-04-23,0.9500000000000001,1.0,BUY,daily_reentry,28464.77551020408,30249.836734693876,11342.38775510204,28554.111832445295
|
||||
2013-04-29,1.0,0.8,SELL,two_close_floor,28426.387755102038,30249.836734693876,11342.38775510204,28554.111832445295
|
||||
2013-04-30,0.8,0.9500000000000001,BUY,daily_reentry,29174.959183673465,30249.836734693876,11342.38775510204,28554.111832445295
|
||||
2013-05-02,0.9500000000000001,1.0,BUY,daily_reentry,29328.51020408163,30249.836734693876,11342.38775510204,28554.111832445295
|
||||
2013-05-13,1.0,0.9500000000000001,SELL,two_close_floor,28349.61224489796,30249.836734693876,11342.38775510204,28554.111832445295
|
||||
2013-05-14,0.9500000000000001,1.0,BUY,daily_reentry,28791.08163265306,30249.836734693876,11342.38775510204,28554.111832445295
|
||||
2013-05-24,1.0,0.9500000000000001,SELL,two_close_floor,28522.367346938772,30249.836734693876,11342.38775510204,28694.636739089452
|
||||
2013-05-27,0.9500000000000001,1.0,BUY,daily_reentry,28579.938775510203,30249.836734693876,11342.38775510204,28724.869265481408
|
||||
2013-06-07,1.0,0.6,SELL,gap_floor,27389.918367346938,30249.836734693876,11342.38775510204,28758.45886300399
|
||||
2013-06-14,0.6,0.35,SELL,gap_floor,26276.653061224486,30249.836734693876,11342.38775510204,28758.45886300399
|
||||
2013-10-07,0.35,0.5,BUY,daily_reentry,27573.591836734693,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2013-10-08,0.5,0.65,BUY,daily_reentry,27458.387755102038,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2013-10-10,0.65,0.8,BUY,daily_reentry,27458.387755102038,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2013-10-11,0.8,0.9500000000000001,BUY,daily_reentry,27707.999999999996,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2013-10-14,0.9500000000000001,0.7000000000000001,SELL,gap_floor,27611.999999999996,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2013-10-15,0.7000000000000001,0.8500000000000001,BUY,daily_reentry,27976.836734693876,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2013-10-16,0.8500000000000001,1.0,BUY,daily_reentry,27842.408163265303,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2013-10-21,1.0,0.75,SELL,gap_floor,28111.244897959183,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2013-10-22,0.75,0.9,BUY,daily_reentry,27938.42857142857,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2013-10-24,0.9,1.0,BUY,daily_reentry,27823.224489795917,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2013-10-28,1.0,0.75,SELL,gap_floor,28456.877551020407,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2013-10-29,0.75,0.9,BUY,daily_reentry,28610.489795918365,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2013-10-30,0.9,1.0,BUY,daily_reentry,28802.489795918365,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2013-11-04,1.0,0.9500000000000001,SELL,two_close_floor,28783.306122448976,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2013-11-05,0.9500000000000001,1.0,BUY,daily_reentry,28514.4693877551,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2013-11-11,1.0,0.75,SELL,gap_floor,27419.97959183673,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2013-11-12,0.75,0.9,BUY,daily_reentry,27957.63265306122,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2013-11-14,0.9,1.0,BUY,daily_reentry,27343.16326530612,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2013-11-18,1.0,0.75,SELL,gap_floor,28303.26530612245,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2013-11-19,0.75,0.9,BUY,daily_reentry,28591.285714285714,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2013-11-20,0.9,1.0,BUY,daily_reentry,28226.448979591834,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2013-11-25,1.0,0.75,SELL,gap_floor,28130.448979591834,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2013-11-26,0.75,0.9,BUY,daily_reentry,28399.26530612245,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2013-11-27,0.9,1.0,BUY,daily_reentry,28226.448979591834,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2013-12-02,1.0,0.75,SELL,gap_floor,28168.836734693876,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2013-12-05,0.75,0.9,BUY,daily_reentry,27650.387755102038,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2013-12-09,0.9,0.65,SELL,gap_floor,27919.224489795917,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2013-12-10,0.65,0.8,BUY,daily_reentry,27650.387755102038,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2013-12-16,0.8,0.4,SELL,gap_floor,26882.32653061224,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2013-12-19,0.4,0.55,BUY,daily_reentry,27400.77551020408,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2013-12-20,0.55,0.7000000000000001,BUY,daily_reentry,27400.77551020408,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2013-12-23,0.7000000000000001,0.5,SELL,gap_floor,27515.999999999996,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2014-01-02,0.5,0.35,SELL,gap_floor,25383.77551020408,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2014-03-31,0.35,0.5,BUY,daily_reentry,26043.08163265306,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-04-02,0.5,0.65,BUY,daily_reentry,26314.571428571428,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-04-03,0.65,0.8,BUY,daily_reentry,26954.51020408163,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-04-04,0.8,0.9500000000000001,BUY,daily_reentry,26760.571428571428,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-04-07,0.9500000000000001,0.7000000000000001,SELL,gap_floor,27090.244897959183,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-04-08,0.7000000000000001,0.8500000000000001,BUY,daily_reentry,27032.061224489793,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-04-09,0.8500000000000001,1.0,BUY,daily_reentry,26586.061224489793,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-04-14,1.0,0.75,SELL,gap_floor,26566.67346938775,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-04-15,0.75,0.9,BUY,daily_reentry,26566.67346938775,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-04-16,0.9,1.0,BUY,daily_reentry,26760.571428571428,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-04-21,1.0,0.75,SELL,gap_floor,26760.571428571428,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-04-22,0.75,0.9,BUY,daily_reentry,26663.632653061224,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-04-23,0.9,1.0,BUY,daily_reentry,26935.102040816324,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-04-28,1.0,0.75,SELL,gap_floor,26915.714285714283,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-05-08,0.75,0.35,SELL,gap_floor,26178.836734693876,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-05-12,0.35,0.5,BUY,daily_reentry,26915.714285714283,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-05-13,0.5,0.65,BUY,daily_reentry,27148.42857142857,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-05-14,0.65,0.8,BUY,daily_reentry,27439.285714285714,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-05-15,0.8,0.55,SELL,gap_floor,27342.32653061224,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-05-16,0.55,0.7000000000000001,BUY,daily_reentry,27691.387755102038,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-05-19,0.7000000000000001,0.8500000000000001,BUY,daily_reentry,28079.224489795917,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-05-20,0.8500000000000001,1.0,BUY,daily_reentry,28137.408163265303,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-05-22,1.0,0.75,SELL,gap_floor,27652.61224489796,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-05-23,0.75,0.9,BUY,daily_reentry,27691.387755102038,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-05-28,0.9,1.0,BUY,daily_reentry,27788.346938775507,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-05-29,1.0,0.75,SELL,gap_floor,28311.918367346938,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-05-30,0.75,0.9,BUY,daily_reentry,27982.26530612245,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-06-02,0.9,1.0,BUY,daily_reentry,28214.95918367347,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-06-09,1.0,0.6,SELL,gap_floor,27322.938775510203,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-06-10,0.6,0.75,BUY,daily_reentry,27846.530612244896,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-06-11,0.75,0.9,BUY,daily_reentry,27575.040816326527,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-06-12,0.9,1.0,BUY,daily_reentry,27400.51020408163,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-06-16,1.0,0.75,SELL,gap_floor,26644.224489795917,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-06-17,0.75,0.9,BUY,daily_reentry,26644.224489795917,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-06-23,0.9,0.5,SELL,gap_floor,25635.85714285714,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-06-30,0.5,0.35,SELL,gap_floor,25645.551020408162,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-07-29,0.35,0.5,BUY,daily_reentry,26887.08163265306,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-07-30,0.5,0.65,BUY,daily_reentry,27061.67346938775,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-08-04,0.65,0.35,SELL,gap_floor,25548.551020408162,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-12-01,0.35,0.5,BUY,daily_reentry,25121.77551020408,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2014-12-03,0.5,0.65,BUY,daily_reentry,25179.95918367347,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2014-12-04,0.65,0.8,BUY,daily_reentry,25218.755102040814,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2014-12-05,0.8,0.9500000000000001,BUY,daily_reentry,25257.551020408162,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2014-12-08,0.9500000000000001,1.0,BUY,daily_reentry,25587.346938775507,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2014-12-09,1.0,0.75,SELL,gap_floor,26169.30612244898,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2014-12-10,0.75,0.9,BUY,daily_reentry,25548.551020408162,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2014-12-11,0.9,1.0,BUY,daily_reentry,25315.755102040814,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2014-12-16,1.0,0.6,SELL,gap_floor,24811.387755102038,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2014-12-19,0.6,0.75,BUY,daily_reentry,25761.938775510203,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2014-12-22,0.75,0.9,BUY,daily_reentry,26091.714285714283,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2014-12-23,0.9,0.65,SELL,gap_floor,25975.32653061224,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2014-12-24,0.65,0.8,BUY,daily_reentry,26052.918367346938,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2014-12-26,0.8,0.9500000000000001,BUY,daily_reentry,26227.51020408163,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2014-12-29,0.9500000000000001,1.0,BUY,daily_reentry,26158.61224489796,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-01-02,1.0,0.75,SELL,gap_floor,26178.30612244898,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-01-05,0.75,0.9,BUY,daily_reentry,26237.346938775507,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-01-07,0.9,1.0,BUY,daily_reentry,25725.591836734693,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-01-09,1.0,0.75,SELL,gap_floor,25863.387755102038,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-01-12,0.75,0.9,BUY,daily_reentry,25902.734693877548,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-01-13,0.9,1.0,BUY,daily_reentry,26355.448979591834,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-01-16,1.0,0.75,SELL,gap_floor,25902.734693877548,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-01-19,0.75,0.9,BUY,daily_reentry,26434.183673469386,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-01-20,0.9,1.0,BUY,daily_reentry,27004.97959183673,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-01-23,1.0,0.75,SELL,gap_floor,27280.551020408162,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-01-26,0.75,0.9,BUY,daily_reentry,27339.591836734693,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-01-27,0.9,1.0,BUY,daily_reentry,27556.102040816324,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-01-30,1.0,0.75,SELL,gap_floor,26867.20408163265,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-02-02,0.75,0.9,BUY,daily_reentry,26926.244897959183,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-02-03,0.9,1.0,BUY,daily_reentry,26886.897959183672,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-02-06,1.0,0.75,SELL,gap_floor,27004.97959183673,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-02-09,0.75,0.9,BUY,daily_reentry,27457.693877551017,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-02-10,0.9,1.0,BUY,daily_reentry,27123.08163265306,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-02-13,1.0,0.75,SELL,gap_floor,26788.4693877551,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-02-16,0.75,0.9,BUY,daily_reentry,27044.346938775507,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-02-17,0.9,1.0,BUY,daily_reentry,27103.408163265303,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-02-25,1.0,0.75,SELL,gap_floor,27142.77551020408,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-02-26,0.75,0.9,BUY,daily_reentry,27064.040816326527,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-03-02,0.9,1.0,BUY,daily_reentry,28008.81632653061,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-03-04,1.0,0.75,SELL,gap_floor,28284.387755102038,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-03-05,0.75,0.9,BUY,daily_reentry,27989.142857142855,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-03-06,0.9,1.0,BUY,daily_reentry,28382.795918367345,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-03-11,1.0,0.9500000000000001,SELL,two_close_floor,29012.653061224486,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-03-12,0.9500000000000001,1.0,BUY,daily_reentry,28481.20408163265,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-03-20,1.0,0.9500000000000001,SELL,two_close_floor,28815.81632653061,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-03-23,0.9500000000000001,1.0,BUY,daily_reentry,28874.877551020407,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-03-27,1.0,0.6,SELL,gap_floor,27969.448979591834,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-03-30,0.6,0.75,BUY,daily_reentry,28107.224489795917,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-03-31,0.75,0.9,BUY,daily_reentry,28363.102040816324,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-04-01,0.9,1.0,BUY,daily_reentry,28008.81632653061,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-04-03,1.0,0.75,SELL,gap_floor,28225.32653061224,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-04-06,0.75,0.9,BUY,daily_reentry,28933.918367346938,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-04-07,0.9,1.0,BUY,daily_reentry,28776.448979591834,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-04-10,1.0,0.9500000000000001,SELL,two_close_floor,29327.571428571428,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-04-13,0.9500000000000001,1.0,BUY,daily_reentry,29111.061224489793,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-04-17,1.0,0.75,SELL,gap_floor,28540.26530612245,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-04-21,0.75,0.9,BUY,daily_reentry,28422.16326530612,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-04-22,0.9,1.0,BUY,daily_reentry,28756.77551020408,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-04-24,1.0,0.6,SELL,gap_floor,27752.938775510203,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-04-29,0.6,0.75,BUY,daily_reentry,27260.85714285714,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-04-30,0.75,0.9,BUY,daily_reentry,27752.938775510203,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-05-04,0.9,0.65,SELL,gap_floor,27556.102040816324,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-05-07,0.65,0.8,BUY,daily_reentry,26965.632653061224,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-05-12,0.8,0.4,SELL,gap_floor,26197.97959183673,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-05-13,0.4,0.55,BUY,daily_reentry,26237.346938775507,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-05-14,0.55,0.7000000000000001,BUY,daily_reentry,26375.142857142855,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-05-19,0.7000000000000001,0.5,SELL,gap_floor,26335.77551020408,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-05-20,0.5,0.65,BUY,daily_reentry,26886.897959183672,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-05-21,0.65,0.8,BUY,daily_reentry,26611.32653061224,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-05-22,0.8,0.9500000000000001,BUY,daily_reentry,26571.95918367347,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-05-26,0.9500000000000001,1.0,BUY,daily_reentry,26808.16326530612,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-05-27,1.0,0.6,SELL,gap_floor,25863.387755102038,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-06-02,0.6,0.75,BUY,daily_reentry,25646.85714285714,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-06-03,0.75,0.35,SELL,gap_floor,25056.367346938772,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-06-04,0.35,0.5,BUY,daily_reentry,26316.08163265306,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-06-05,0.5,0.65,BUY,daily_reentry,26394.81632653061,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-06-08,0.65,0.8,BUY,daily_reentry,25863.387755102038,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-06-10,0.8,0.4,SELL,gap_floor,24839.85714285714,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-06-17,0.4,0.35,SELL,gap_floor,24682.408163265303,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-06-23,0.35,0.5,BUY,daily_reentry,26001.16326530612,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-06-24,0.5,0.35,SELL,gap_floor,25627.183673469386,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-10-27,0.35,0.5,BUY,daily_reentry,25568.448979591834,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-10-28,0.5,0.65,BUY,daily_reentry,25765.448979591834,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-10-29,0.65,0.8,BUY,daily_reentry,26100.30612244898,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-10-30,0.8,0.9500000000000001,BUY,daily_reentry,27026.142857142855,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-11-02,0.9500000000000001,0.7000000000000001,SELL,gap_floor,27242.81632653061,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-11-03,0.7000000000000001,0.8500000000000001,BUY,daily_reentry,26632.16326530612,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-11-04,0.8500000000000001,1.0,BUY,daily_reentry,26198.795918367345,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-11-09,1.0,0.75,SELL,gap_floor,26474.571428571428,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-11-11,0.75,0.9,BUY,daily_reentry,26257.897959183672,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-11-16,0.9,0.5,SELL,gap_floor,24879.020408163262,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-11-23,0.5,0.35,SELL,gap_floor,25253.285714285714,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-11-24,0.35,0.5,BUY,daily_reentry,25588.142857142855,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-11-25,0.5,0.65,BUY,daily_reentry,25588.142857142855,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-11-26,0.65,0.8,BUY,daily_reentry,26297.30612244898,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-11-27,0.8,0.9500000000000001,BUY,daily_reentry,26139.714285714283,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-11-30,0.9500000000000001,0.55,SELL,gap_floor,25292.67346938775,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-12-01,0.55,0.7000000000000001,BUY,daily_reentry,26021.51020408163,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-12-02,0.7000000000000001,0.8500000000000001,BUY,daily_reentry,25607.85714285714,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-12-07,0.8500000000000001,0.45000000000000007,SELL,gap_floor,24859.30612244898,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-12-14,0.45000000000000007,0.35,SELL,gap_floor,24839.61224489796,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-12-16,0.35,0.5,BUY,daily_reentry,25588.142857142855,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-12-17,0.5,0.65,BUY,daily_reentry,25410.877551020407,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-12-21,0.65,0.35,SELL,gap_floor,25213.897959183672,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-12-22,0.35,0.5,BUY,daily_reentry,25450.26530612245,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-12-23,0.5,0.65,BUY,daily_reentry,25509.367346938772,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-12-24,0.65,0.8,BUY,daily_reentry,25312.387755102038,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-12-29,0.8,0.4,SELL,gap_floor,25098.224489795917,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-12-30,0.4,0.55,BUY,daily_reentry,25218.30612244898,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-01-07,0.55,0.35,SELL,gap_floor,23276.897959183672,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-03-03,0.35,0.5,BUY,daily_reentry,24417.734693877548,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-03-04,0.5,0.65,BUY,daily_reentry,24317.65306122449,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-03-07,0.65,0.8,BUY,daily_reentry,24477.77551020408,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-03-09,0.8,0.4,SELL,gap_floor,23897.346938775507,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-03-10,0.4,0.55,BUY,daily_reentry,24517.795918367345,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-03-11,0.55,0.7000000000000001,BUY,daily_reentry,24998.16326530612,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-03-14,0.7000000000000001,0.8500000000000001,BUY,daily_reentry,25118.244897959183,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-03-15,0.8500000000000001,1.0,BUY,daily_reentry,25078.20408163265,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-03-16,1.0,0.75,SELL,gap_floor,25138.244897959183,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-03-17,0.75,0.9,BUY,daily_reentry,25278.367346938772,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-03-18,0.9,1.0,BUY,daily_reentry,25478.51020408163,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-03-23,1.0,0.75,SELL,gap_floor,25598.591836734693,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-03-24,0.75,0.9,BUY,daily_reentry,25658.632653061224,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-03-25,0.9,1.0,BUY,daily_reentry,25778.714285714283,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-03-30,1.0,0.75,SELL,gap_floor,26179.020408163262,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-03-31,0.75,0.9,BUY,daily_reentry,26259.061224489793,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-04-04,0.9,1.0,BUY,daily_reentry,26118.95918367347,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-04-06,1.0,0.75,SELL,gap_floor,25718.67346938775,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-04-07,0.75,0.9,BUY,daily_reentry,25398.448979591834,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-04-11,0.9,1.0,BUY,daily_reentry,25338.408163265303,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-04-14,1.0,0.75,SELL,gap_floor,26018.897959183672,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-04-15,0.75,0.9,BUY,daily_reentry,26018.897959183672,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-04-18,0.9,1.0,BUY,daily_reentry,25998.877551020407,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-04-21,1.0,0.75,SELL,gap_floor,25898.81632653061,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-04-25,0.75,0.9,BUY,daily_reentry,25638.61224489796,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-04-26,0.9,1.0,BUY,daily_reentry,25938.836734693876,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-04-28,1.0,0.6,SELL,gap_floor,25318.387755102038,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-05-02,0.6,0.75,BUY,daily_reentry,25018.16326530612,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-05-03,0.75,0.9,BUY,daily_reentry,25238.32653061224,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-05-04,0.9,1.0,BUY,daily_reentry,25818.755102040814,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-05-09,1.0,0.75,SELL,gap_floor,25998.877551020407,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-05-10,0.75,0.9,BUY,daily_reentry,25938.836734693876,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-05-11,0.9,1.0,BUY,daily_reentry,25858.77551020408,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-05-16,1.0,0.6,SELL,gap_floor,24978.142857142855,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-05-17,0.6,0.75,BUY,daily_reentry,25298.367346938772,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-05-18,0.75,0.9,BUY,daily_reentry,25378.42857142857,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-05-19,0.9,1.0,BUY,daily_reentry,25418.4693877551,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-05-23,1.0,0.75,SELL,gap_floor,25738.693877551017,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-05-24,0.75,0.9,BUY,daily_reentry,25438.4693877551,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-05-25,0.9,1.0,BUY,daily_reentry,25918.81632653061,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-05-30,1.0,0.75,SELL,gap_floor,25618.61224489796,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-05-31,0.75,0.9,BUY,daily_reentry,25858.77551020408,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-06-01,0.9,1.0,BUY,daily_reentry,26679.367346938772,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-06-07,1.0,0.75,SELL,gap_floor,27980.32653061224,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-06-08,0.75,0.9,BUY,daily_reentry,28140.42857142857,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-06-09,0.9,1.0,BUY,daily_reentry,28620.795918367345,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-06-14,1.0,0.75,SELL,gap_floor,27620.061224489793,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-06-15,0.75,0.9,BUY,daily_reentry,28280.530612244896,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-06-16,0.9,1.0,BUY,daily_reentry,28200.4693877551,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-06-21,1.0,0.9500000000000001,SELL,two_close_floor,28981.040816326527,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-06-22,0.9500000000000001,1.0,BUY,daily_reentry,28920.999999999996,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-06-28,1.0,0.75,SELL,gap_floor,28000.32653061224,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-06-30,0.75,0.9,BUY,daily_reentry,28541.12244897959,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-07-01,0.9,1.0,BUY,daily_reentry,29362.306122448976,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-07-05,1.0,0.9500000000000001,SELL,two_close_floor,29422.387755102038,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-07-06,0.9500000000000001,1.0,BUY,daily_reentry,28460.999999999996,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-09-12,1.0,0.6,SELL,gap_floor,29342.26530612245,33788.67346938775,11342.38775510204,31490.66851010496
|
||||
2016-09-13,0.6,0.75,BUY,daily_reentry,30584.061224489793,33788.67346938775,11342.38775510204,31490.66851010496
|
||||
2016-09-19,0.75,0.9,BUY,daily_reentry,31204.959183673465,33788.67346938775,11342.38775510204,31490.66851010496
|
||||
2016-09-20,0.9,1.0,BUY,daily_reentry,31745.734693877548,33788.67346938775,11342.38775510204,31490.66851010496
|
||||
2016-09-26,1.0,0.9500000000000001,SELL,two_close_floor,31405.244897959183,33788.67346938775,11342.38775510204,31490.66851010496
|
||||
2016-09-27,0.9500000000000001,1.0,BUY,daily_reentry,31425.26530612245,33788.67346938775,11342.38775510204,31490.66851010496
|
||||
2016-10-12,1.0,0.8,SELL,two_close_floor,30744.28571428571,34169.22448979592,11342.38775510204,31490.66851010496
|
||||
2016-10-13,0.8,0.9500000000000001,BUY,daily_reentry,31184.918367346938,34169.22448979592,11342.38775510204,31490.66851010496
|
||||
2016-10-14,0.9500000000000001,1.0,BUY,daily_reentry,31585.489795918365,34169.22448979592,11342.38775510204,31490.66851010496
|
||||
2016-11-15,1.0,0.8,SELL,two_close_floor,30824.408163265303,34169.22448979592,11342.38775510204,31772.624510063557
|
||||
2016-11-16,0.8,0.9500000000000001,BUY,daily_reentry,31204.959183673465,34169.22448979592,11342.38775510204,31816.405912220915
|
||||
2016-11-17,0.9500000000000001,1.0,BUY,daily_reentry,31405.244897959183,34169.22448979592,11342.38775510204,31817.449455882583
|
||||
2017-07-31,1.0,0.9500000000000001,SELL,two_close_floor,49050.428571428565,52103.36734693877,11342.38775510204,49514.70717656707
|
||||
2017-08-01,0.9500000000000001,1.0,BUY,daily_reentry,49457.489795918365,52103.36734693877,11342.38775510204,49514.70717656707
|
||||
2017-08-07,1.0,0.8,SELL,two_close_floor,48419.489795918365,52103.36734693877,11342.38775510204,49514.70717656707
|
||||
2017-08-08,0.8,0.9500000000000001,BUY,daily_reentry,48561.95918367347,52103.36734693877,11342.38775510204,49514.70717656707
|
||||
2017-08-14,0.9500000000000001,0.7000000000000001,SELL,gap_floor,45793.95918367347,52103.36734693877,11342.38775510204,49514.70717656707
|
||||
2017-08-16,0.7000000000000001,0.8500000000000001,BUY,daily_reentry,47015.142857142855,52103.36734693877,11342.38775510204,49514.70717656707
|
||||
2017-08-17,0.8500000000000001,1.0,BUY,daily_reentry,47869.95918367347,52103.36734693877,11342.38775510204,49514.70717656707
|
||||
2017-08-22,1.0,0.9500000000000001,SELL,two_close_floor,47829.26530612245,52103.36734693877,11342.38775510204,49514.70717656707
|
||||
2017-08-23,0.9500000000000001,1.0,BUY,daily_reentry,48317.734693877544,52103.36734693877,11342.38775510204,49514.70717656707
|
||||
2017-08-29,1.0,0.6,SELL,gap_floor,46893.02040816326,52103.36734693877,11342.38775510204,49514.70717656707
|
||||
2017-08-30,0.6,0.75,BUY,daily_reentry,47015.142857142855,52103.36734693877,11342.38775510204,49514.70717656707
|
||||
2017-08-31,0.75,0.9,BUY,daily_reentry,47137.26530612245,52103.36734693877,11342.38775510204,49514.70717656707
|
||||
2017-09-01,0.9,1.0,BUY,daily_reentry,47300.081632653055,52103.36734693877,11342.38775510204,49514.70717656707
|
||||
2017-09-05,1.0,0.75,SELL,gap_floor,47585.02040816326,52103.36734693877,11342.38775510204,49514.70717656707
|
||||
2017-09-06,0.75,0.9,BUY,daily_reentry,47829.26530612245,52103.36734693877,11342.38775510204,49514.70717656707
|
||||
2017-09-07,0.9,1.0,BUY,daily_reentry,48969.02040816326,52103.36734693877,11342.38775510204,49514.70717656707
|
||||
2017-11-28,1.0,0.9500000000000001,SELL,two_close_floor,54367.3469387755,58387.755102040814,11342.38775510204,54742.642468460326
|
||||
2017-12-01,0.9500000000000001,1.0,BUY,daily_reentry,51877.55102040816,58387.755102040814,11342.38775510204,54913.29159441004
|
||||
2017-12-05,1.0,0.75,SELL,gap_floor,52306.122448979586,58387.755102040814,11342.38775510204,54913.29159441004
|
||||
2017-12-07,0.75,0.9,BUY,daily_reentry,51775.51020408163,58387.755102040814,11342.38775510204,54962.05416199475
|
||||
2017-12-08,0.9,1.0,BUY,daily_reentry,53061.22448979592,58387.755102040814,11342.38775510204,54962.05416199475
|
||||
2017-12-12,1.0,0.75,SELL,gap_floor,53163.26530612245,58387.755102040814,11342.38775510204,54962.05416199475
|
||||
2017-12-13,0.75,0.9,BUY,daily_reentry,52367.3469387755,58387.755102040814,11342.38775510204,54962.05416199475
|
||||
2017-12-14,0.9,1.0,BUY,daily_reentry,52102.040816326524,58387.755102040814,11342.38775510204,54962.05416199475
|
||||
2017-12-19,1.0,0.75,SELL,gap_floor,52612.24489795918,58387.755102040814,11342.38775510204,54962.05416199475
|
||||
2017-12-22,0.75,0.9,BUY,daily_reentry,50714.28571428571,58387.755102040814,11342.38775510204,54962.05416199475
|
||||
2017-12-27,0.9,1.0,BUY,daily_reentry,50367.3469387755,58387.755102040814,11342.38775510204,54962.05416199475
|
||||
2017-12-28,1.0,0.75,SELL,gap_floor,51999.99999999999,58387.755102040814,11342.38775510204,54962.05416199475
|
||||
2018-01-01,0.75,0.9,BUY,daily_reentry,51999.99999999999,58387.755102040814,11342.38775510204,54962.05416199475
|
||||
2018-01-02,0.9,1.0,BUY,daily_reentry,52061.22448979592,58387.755102040814,11342.38775510204,54962.05416199475
|
||||
2018-01-05,1.0,0.75,SELL,gap_floor,53183.67346938775,58387.755102040814,11342.38775510204,54962.05416199475
|
||||
2018-01-08,0.75,0.9,BUY,daily_reentry,53081.63265306122,58387.755102040814,11342.38775510204,54962.05416199475
|
||||
2018-01-12,0.9,0.5,SELL,gap_floor,49183.67346938775,58387.755102040814,11342.38775510204,54984.576887479365
|
||||
2018-01-16,0.5,0.65,BUY,daily_reentry,51020.4081632653,58387.755102040814,11342.38775510204,54984.576887479365
|
||||
2018-01-17,0.65,0.8,BUY,daily_reentry,50632.65306122448,58387.755102040814,11342.38775510204,54984.576887479365
|
||||
2018-01-18,0.8,0.9500000000000001,BUY,daily_reentry,50918.36734693877,58387.755102040814,11342.38775510204,54984.576887479365
|
||||
2018-01-19,0.9500000000000001,0.7000000000000001,SELL,gap_floor,50326.5306122449,58387.755102040814,11342.38775510204,54984.576887479365
|
||||
2018-01-23,0.7000000000000001,0.8500000000000001,BUY,daily_reentry,50163.26530612245,58387.755102040814,11342.38775510204,54984.576887479365
|
||||
2018-01-24,0.8500000000000001,1.0,BUY,daily_reentry,50346.9387755102,58387.755102040814,11342.38775510204,54984.576887479365
|
||||
2018-01-26,1.0,0.75,SELL,gap_floor,51816.32653061224,58387.755102040814,11342.38775510204,54984.576887479365
|
||||
2018-01-29,0.75,0.9,BUY,daily_reentry,52265.30612244897,58387.755102040814,11342.38775510204,54984.576887479365
|
||||
2018-01-30,0.9,1.0,BUY,daily_reentry,50816.32653061224,58387.755102040814,11342.38775510204,54984.576887479365
|
||||
2018-02-02,1.0,0.6,SELL,gap_floor,48673.469387755096,58387.755102040814,11342.38775510204,54984.576887479365
|
||||
2018-02-09,0.6,0.35,SELL,gap_floor,45612.24489795918,58387.755102040814,11342.38775510204,54984.576887479365
|
||||
2018-03-09,0.35,0.5,BUY,daily_reentry,50755.102040816324,58387.755102040814,11342.38775510204,55500.722953676355
|
||||
2018-03-13,0.5,0.65,BUY,daily_reentry,52714.28571428571,58387.755102040814,11342.38775510204,55500.722953676355
|
||||
2018-03-14,0.65,0.8,BUY,daily_reentry,52816.32653061224,58387.755102040814,11342.38775510204,55500.722953676355
|
||||
2018-03-15,0.8,0.9500000000000001,BUY,daily_reentry,52591.836734693876,58387.755102040814,11342.38775510204,55500.722953676355
|
||||
2018-03-16,0.9500000000000001,1.0,BUY,daily_reentry,52183.67346938775,58387.755102040814,11342.38775510204,55500.722953676355
|
||||
2018-03-19,1.0,0.75,SELL,gap_floor,51775.51020408163,58387.755102040814,11342.38775510204,55500.722953676355
|
||||
2018-03-20,0.75,0.9,BUY,daily_reentry,52244.89795918367,58387.755102040814,11342.38775510204,55500.722953676355
|
||||
2018-03-21,0.9,1.0,BUY,daily_reentry,52102.040816326524,58387.755102040814,11342.38775510204,55500.722953676355
|
||||
2018-03-26,1.0,0.75,SELL,gap_floor,51306.122448979586,58387.755102040814,11342.38775510204,55500.722953676355
|
||||
2018-03-27,0.75,0.9,BUY,daily_reentry,50999.99999999999,58387.755102040814,11342.38775510204,55500.722953676355
|
||||
2018-04-02,0.9,0.5,SELL,gap_floor,49530.61224489796,58387.755102040814,11342.38775510204,55500.722953676355
|
||||
2018-04-09,0.5,0.35,SELL,gap_floor,49200.0,58387.755102040814,11342.38775510204,55500.722953676355
|
||||
2018-04-18,0.35,0.5,BUY,daily_reentry,51360.0,58387.755102040814,11342.38775510204,55500.722953676355
|
||||
2018-04-19,0.5,0.65,BUY,daily_reentry,52780.0,58387.755102040814,11342.38775510204,55500.722953676355
|
||||
2018-04-20,0.65,0.8,BUY,daily_reentry,51620.0,58387.755102040814,11342.38775510204,55500.722953676355
|
||||
2018-04-23,0.8,0.55,SELL,gap_floor,51900.0,58387.755102040814,11342.38775510204,55500.722953676355
|
||||
2018-04-26,0.55,0.7000000000000001,BUY,daily_reentry,52140.0,58387.755102040814,11342.38775510204,55500.722953676355
|
||||
2018-04-27,0.7000000000000001,0.8500000000000001,BUY,daily_reentry,53000.0,58387.755102040814,11342.38775510204,55500.722953676355
|
||||
2018-04-30,0.8500000000000001,0.6000000000000001,SELL,gap_floor,53000.0,58387.755102040814,11342.38775510204,55500.722953676355
|
||||
2018-05-02,0.6000000000000001,0.7500000000000001,BUY,daily_reentry,53000.0,58387.755102040814,11342.38775510204,55500.722953676355
|
||||
2018-05-03,0.7500000000000001,0.9000000000000001,BUY,daily_reentry,53000.0,58387.755102040814,11342.38775510204,55500.722953676355
|
||||
2018-05-08,0.9000000000000001,1.0,BUY,daily_reentry,52600.0,58387.755102040814,11342.38775510204,55500.722953676355
|
||||
2018-05-09,1.0,0.6,SELL,gap_floor,50900.0,58387.755102040814,11342.38775510204,55500.722953676355
|
||||
2018-05-10,0.6,0.75,BUY,daily_reentry,51600.0,58387.755102040814,11342.38775510204,55500.722953676355
|
||||
2018-05-17,0.75,0.35,SELL,gap_floor,49400.0,58387.755102040814,11342.38775510204,55500.722953676355
|
||||
2018-05-23,0.35,0.5,BUY,daily_reentry,51800.0,58387.755102040814,11342.38775510204,55500.722953676355
|
||||
2018-05-24,0.5,0.65,BUY,daily_reentry,51400.0,58387.755102040814,11342.38775510204,55500.722953676355
|
||||
2018-05-25,0.65,0.5,SELL,gap_floor,52700.0,58387.755102040814,11342.38775510204,55500.722953676355
|
||||
2018-05-28,0.5,0.65,BUY,daily_reentry,52300.0,58387.755102040814,11342.38775510204,55500.722953676355
|
||||
2018-06-01,0.65,0.35,SELL,gap_floor,51300.0,58387.755102040814,11342.38775510204,55500.722953676355
|
||||
2019-01-30,0.35,0.5,BUY,daily_reentry,46400.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-01-31,0.5,0.65,BUY,daily_reentry,46150.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-02-01,0.65,0.8,BUY,daily_reentry,46350.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-02-07,0.8,0.9500000000000001,BUY,daily_reentry,46200.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-02-08,0.9500000000000001,0.55,SELL,gap_floor,44800.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-02-12,0.55,0.7000000000000001,BUY,daily_reentry,46050.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-02-13,0.7000000000000001,0.8500000000000001,BUY,daily_reentry,46200.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-02-14,0.8500000000000001,1.0,BUY,daily_reentry,47500.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-02-15,1.0,0.75,SELL,gap_floor,46050.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-02-18,0.75,0.9,BUY,daily_reentry,46200.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-02-20,0.9,1.0,BUY,daily_reentry,46900.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-02-22,1.0,0.75,SELL,gap_floor,47150.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-02-25,0.75,0.9,BUY,daily_reentry,47350.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-02-26,0.9,1.0,BUY,daily_reentry,46750.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-03-04,1.0,0.6,SELL,gap_floor,44850.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-03-11,0.6,0.35,SELL,gap_floor,43650.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-03-21,0.35,0.5,BUY,daily_reentry,45850.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-03-22,0.5,0.65,BUY,daily_reentry,46550.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-03-25,0.65,0.5,SELL,gap_floor,45500.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-03-26,0.5,0.65,BUY,daily_reentry,45250.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-03-27,0.65,0.8,BUY,daily_reentry,45350.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-04-02,0.8,0.55,SELL,gap_floor,45750.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-04-03,0.55,0.7000000000000001,BUY,daily_reentry,46600.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-04-04,0.7000000000000001,0.8500000000000001,BUY,daily_reentry,46950.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-04-05,0.8500000000000001,1.0,BUY,daily_reentry,46850.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-04-09,1.0,0.75,SELL,gap_floor,46650.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-04-10,0.75,0.9,BUY,daily_reentry,46700.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-04-12,0.9,1.0,BUY,daily_reentry,46850.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-04-16,1.0,0.75,SELL,gap_floor,47250.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-04-17,0.75,0.9,BUY,daily_reentry,47050.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-04-22,0.9,1.0,BUY,daily_reentry,45350.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-04-23,1.0,0.6,SELL,gap_floor,45200.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-04-26,0.6,0.75,BUY,daily_reentry,44850.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-04-29,0.75,0.9,BUY,daily_reentry,46150.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-04-30,0.9,0.65,SELL,gap_floor,45850.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-05-02,0.65,0.8,BUY,daily_reentry,45900.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-05-03,0.8,0.9500000000000001,BUY,daily_reentry,45300.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-05-09,0.9500000000000001,0.55,SELL,gap_floor,42450.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-05-17,0.55,0.35,SELL,gap_floor,41200.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-06-07,0.35,0.5,BUY,daily_reentry,44200.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-06-11,0.5,0.65,BUY,daily_reentry,44850.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-06-12,0.65,0.8,BUY,daily_reentry,44600.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-06-14,0.8,0.9500000000000001,BUY,daily_reentry,44000.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-06-17,0.9500000000000001,0.7000000000000001,SELL,gap_floor,43900.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-06-18,0.7000000000000001,0.8500000000000001,BUY,daily_reentry,44350.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-06-19,0.8500000000000001,1.0,BUY,daily_reentry,45350.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-06-24,1.0,0.75,SELL,gap_floor,45500.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-06-25,0.75,0.9,BUY,daily_reentry,45600.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-06-26,0.9,1.0,BUY,daily_reentry,45700.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-07-01,1.0,0.75,SELL,gap_floor,46600.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-07-02,0.75,0.9,BUY,daily_reentry,46250.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-07-04,0.9,1.0,BUY,daily_reentry,46000.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-07-08,1.0,0.6,SELL,gap_floor,44400.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-07-09,0.6,0.75,BUY,daily_reentry,45100.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-07-10,0.75,0.9,BUY,daily_reentry,45550.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-07-11,0.9,1.0,BUY,daily_reentry,46200.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-07-15,1.0,0.75,SELL,gap_floor,46450.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-07-16,0.75,0.9,BUY,daily_reentry,46850.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-07-17,0.9,1.0,BUY,daily_reentry,46050.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-07-22,1.0,0.75,SELL,gap_floor,47200.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-07-23,0.75,0.9,BUY,daily_reentry,47300.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-07-24,0.9,1.0,BUY,daily_reentry,46400.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-07-29,1.0,0.6,SELL,gap_floor,46100.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-07-30,0.6,0.75,BUY,daily_reentry,46550.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-08-05,0.75,0.35,SELL,gap_floor,43950.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-08-20,0.35,0.5,BUY,daily_reentry,44450.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-08-21,0.5,0.65,BUY,daily_reentry,44500.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-08-22,0.65,0.8,BUY,daily_reentry,44050.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-08-27,0.8,0.55,SELL,gap_floor,44050.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-08-28,0.55,0.7000000000000001,BUY,daily_reentry,44150.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-08-30,0.7000000000000001,0.8500000000000001,BUY,daily_reentry,44000.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-09-03,0.8500000000000001,0.45000000000000007,SELL,gap_floor,43250.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-09-04,0.45000000000000007,0.6000000000000001,BUY,daily_reentry,44100.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-09-05,0.6000000000000001,0.7500000000000001,BUY,daily_reentry,45700.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-09-06,0.7500000000000001,0.9000000000000001,BUY,daily_reentry,46300.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-09-09,0.9000000000000001,1.0,BUY,daily_reentry,46900.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-09-10,1.0,0.75,SELL,gap_floor,47000.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-09-11,0.75,0.9,BUY,daily_reentry,47150.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-09-16,0.9,1.0,BUY,daily_reentry,47100.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-09-19,1.0,0.75,SELL,gap_floor,49150.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-09-20,0.75,0.9,BUY,daily_reentry,49200.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-09-23,0.9,1.0,BUY,daily_reentry,49300.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-09-26,1.0,0.75,SELL,gap_floor,49200.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-09-30,0.75,0.9,BUY,daily_reentry,49050.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-10-01,0.9,1.0,BUY,daily_reentry,48850.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-10-04,1.0,0.75,SELL,gap_floor,48000.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-10-07,0.75,0.9,BUY,daily_reentry,47750.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-10-08,0.9,1.0,BUY,daily_reentry,48900.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-10-14,1.0,0.75,SELL,gap_floor,50000.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-10-15,0.75,0.9,BUY,daily_reentry,50100.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-10-16,0.9,1.0,BUY,daily_reentry,50700.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-10-21,1.0,0.75,SELL,gap_floor,50300.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-10-22,0.75,0.9,BUY,daily_reentry,51200.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-10-23,0.9,1.0,BUY,daily_reentry,51200.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-10-28,1.0,0.75,SELL,gap_floor,51300.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-10-29,0.75,0.9,BUY,daily_reentry,51100.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-11-01,0.9,1.0,BUY,daily_reentry,51200.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-11-04,1.0,0.75,SELL,gap_floor,52300.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-11-05,0.75,0.9,BUY,daily_reentry,52700.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-11-06,0.9,1.0,BUY,daily_reentry,53300.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-11-11,1.0,0.6,SELL,gap_floor,51600.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-11-12,0.6,0.75,BUY,daily_reentry,52600.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-11-13,0.75,0.9,BUY,daily_reentry,52500.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-11-14,0.9,1.0,BUY,daily_reentry,52800.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-11-18,1.0,0.75,SELL,gap_floor,53500.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-11-19,0.75,0.9,BUY,daily_reentry,53500.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-11-22,0.9,1.0,BUY,daily_reentry,51600.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-11-25,1.0,0.75,SELL,gap_floor,51800.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-11-26,0.75,0.9,BUY,daily_reentry,51800.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-11-27,0.9,1.0,BUY,daily_reentry,52200.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-12-02,1.0,0.75,SELL,gap_floor,50400.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-12-05,0.75,0.9,BUY,daily_reentry,49500.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-12-06,0.9,1.0,BUY,daily_reentry,50400.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-12-09,1.0,0.75,SELL,gap_floor,51200.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-12-10,0.75,0.9,BUY,daily_reentry,51500.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-12-11,0.9,1.0,BUY,daily_reentry,51900.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-12-16,1.0,0.75,SELL,gap_floor,54700.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-12-17,0.75,0.9,BUY,daily_reentry,56700.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-12-18,0.9,1.0,BUY,daily_reentry,56300.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-12-23,1.0,0.9500000000000001,SELL,two_close_floor,55500.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-12-26,0.9500000000000001,1.0,BUY,daily_reentry,55400.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2020-01-02,1.0,0.75,SELL,gap_floor,55200.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2020-01-03,0.75,0.9,BUY,daily_reentry,55500.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2020-01-06,0.9,1.0,BUY,daily_reentry,55500.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2020-01-31,1.0,0.8,SELL,two_close_floor,56400.0,62400.0,11342.38775510204,58120.72643616914
|
||||
2020-02-03,0.8,0.9500000000000001,BUY,daily_reentry,57200.0,62400.0,11342.38775510204,58120.72643616914
|
||||
2020-02-04,0.9500000000000001,1.0,BUY,daily_reentry,58900.0,62400.0,11342.38775510204,58120.72643616914
|
||||
2020-02-25,1.0,0.9500000000000001,SELL,two_close_floor,57900.0,62400.0,11342.38775510204,58120.72643616914
|
||||
2020-03-02,0.9500000000000001,1.0,BUY,daily_reentry,55000.0,62400.0,11342.38775510204,58120.72643616914
|
||||
2020-03-03,1.0,0.75,SELL,gap_floor,55400.0,62400.0,11342.38775510204,58120.72643616914
|
||||
2020-03-04,0.75,0.9,BUY,daily_reentry,57400.0,62400.0,11342.38775510204,58120.72643616914
|
||||
2020-03-05,0.9,1.0,BUY,daily_reentry,57800.0,62400.0,11342.38775510204,58120.72643616914
|
||||
2020-03-10,1.0,0.6,SELL,gap_floor,54600.0,62400.0,11342.38775510204,58120.72643616914
|
||||
2020-03-17,0.6,0.35,SELL,gap_floor,47300.0,62400.0,11342.38775510204,58412.31597103855
|
||||
2020-04-17,0.35,0.5,BUY,daily_reentry,51400.0,62400.0,11342.38775510204,58944.0
|
||||
2020-04-22,0.5,0.35,SELL,gap_floor,49850.0,62400.0,11342.38775510204,59038.99688737459
|
||||
2020-06-03,0.35,0.5,BUY,daily_reentry,54500.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-06-04,0.5,0.65,BUY,daily_reentry,54600.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-06-05,0.65,0.8,BUY,daily_reentry,55500.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-06-08,0.8,0.55,SELL,gap_floor,54900.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-06-09,0.55,0.7000000000000001,BUY,daily_reentry,55500.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-06-10,0.7000000000000001,0.8500000000000001,BUY,daily_reentry,55400.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-06-15,0.8500000000000001,0.45000000000000007,SELL,gap_floor,49900.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-06-16,0.45000000000000007,0.6000000000000001,BUY,daily_reentry,52100.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-06-17,0.6000000000000001,0.7500000000000001,BUY,daily_reentry,52200.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-06-18,0.7500000000000001,0.9000000000000001,BUY,daily_reentry,52300.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-06-19,0.9000000000000001,1.0,BUY,daily_reentry,52900.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-06-22,1.0,0.6,SELL,gap_floor,52000.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-06-24,0.6,0.75,BUY,daily_reentry,52900.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-06-26,0.75,0.9,BUY,daily_reentry,53300.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-06-29,0.9,0.65,SELL,gap_floor,52400.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-06-30,0.65,0.8,BUY,daily_reentry,52800.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-07-01,0.8,0.9500000000000001,BUY,daily_reentry,52600.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-07-02,0.9500000000000001,1.0,BUY,daily_reentry,52900.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-07-06,1.0,0.75,SELL,gap_floor,55000.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-07-07,0.75,0.9,BUY,daily_reentry,53400.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-07-08,0.9,1.0,BUY,daily_reentry,53000.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-07-13,1.0,0.75,SELL,gap_floor,53400.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-07-14,0.75,0.9,BUY,daily_reentry,53800.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-07-15,0.9,1.0,BUY,daily_reentry,54700.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-07-20,1.0,0.75,SELL,gap_floor,54200.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-07-21,0.75,0.9,BUY,daily_reentry,55300.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-07-22,0.9,1.0,BUY,daily_reentry,54700.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-07-27,1.0,0.75,SELL,gap_floor,55600.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-07-28,0.75,0.9,BUY,daily_reentry,58600.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-07-29,0.9,1.0,BUY,daily_reentry,59000.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-08-03,1.0,0.75,SELL,gap_floor,56800.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-08-04,0.75,0.9,BUY,daily_reentry,57300.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-08-05,0.9,1.0,BUY,daily_reentry,56900.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-08-10,1.0,0.75,SELL,gap_floor,57800.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-08-11,0.75,0.9,BUY,daily_reentry,58200.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-08-12,0.9,1.0,BUY,daily_reentry,59000.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-08-18,1.0,0.75,SELL,gap_floor,58400.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-08-21,0.75,0.9,BUY,daily_reentry,55900.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-08-24,0.9,1.0,BUY,daily_reentry,56100.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-08-25,1.0,0.75,SELL,gap_floor,56400.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-08-26,0.75,0.9,BUY,daily_reentry,56400.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-08-27,0.9,1.0,BUY,daily_reentry,55600.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-09-01,1.0,0.75,SELL,gap_floor,54200.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-09-02,0.75,0.9,BUY,daily_reentry,54400.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-09-03,0.9,1.0,BUY,daily_reentry,56400.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-09-08,1.0,0.9500000000000001,SELL,two_close_floor,58700.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-09-09,0.9500000000000001,1.0,BUY,daily_reentry,58400.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-09-18,1.0,0.9500000000000001,SELL,two_close_floor,59300.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-09-23,0.9500000000000001,1.0,BUY,daily_reentry,58600.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-09-25,1.0,0.75,SELL,gap_floor,57900.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-09-28,0.75,0.9,BUY,daily_reentry,58200.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-09-29,0.9,1.0,BUY,daily_reentry,58200.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-10-07,1.0,0.9500000000000001,SELL,two_close_floor,59900.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-10-08,0.9500000000000001,1.0,BUY,daily_reentry,59700.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-10-16,1.0,0.8,SELL,two_close_floor,59500.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-10-19,0.8,0.9500000000000001,BUY,daily_reentry,60000.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-10-20,0.9500000000000001,1.0,BUY,daily_reentry,60900.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-10-23,1.0,0.9500000000000001,SELL,two_close_floor,60200.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-10-26,0.9500000000000001,1.0,BUY,daily_reentry,60400.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-10-30,1.0,0.6,SELL,gap_floor,56600.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-11-02,0.6,0.75,BUY,daily_reentry,57400.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-11-03,0.75,0.9,BUY,daily_reentry,58800.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-11-04,0.9,1.0,BUY,daily_reentry,58500.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-11-06,1.0,0.9500000000000001,SELL,two_close_floor,60100.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-11-09,0.9500000000000001,1.0,BUY,daily_reentry,60200.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2021-02-19,1.0,0.9500000000000001,SELL,two_close_floor,82600.0,91000.0,11342.38775510204,83772.59406860388
|
||||
2021-02-22,0.9500000000000001,1.0,BUY,daily_reentry,82200.0,91000.0,11342.38775510204,83859.77250546614
|
||||
2021-03-02,1.0,0.9500000000000001,SELL,two_close_floor,83600.0,91000.0,11342.38775510204,84276.78231748658
|
||||
2021-03-03,0.9500000000000001,1.0,BUY,daily_reentry,84000.0,91000.0,11342.38775510204,84276.78231748658
|
||||
2021-03-09,1.0,0.6,SELL,gap_floor,81400.0,91000.0,11342.38775510204,84988.4903063823
|
||||
2021-03-11,0.6,0.75,BUY,daily_reentry,82000.0,91000.0,11342.38775510204,85026.1954781754
|
||||
2021-03-12,0.75,0.9,BUY,daily_reentry,82800.0,91000.0,11342.38775510204,85026.1954781754
|
||||
2021-03-15,0.9,1.0,BUY,daily_reentry,81800.0,91000.0,11342.38775510204,85026.1954781754
|
||||
2021-03-16,1.0,0.9500000000000001,SELL,two_close_floor,82800.0,91000.0,11342.38775510204,85026.1954781754
|
||||
2021-03-17,0.9500000000000001,1.0,BUY,daily_reentry,82300.0,91000.0,11342.38775510204,85208.42044433704
|
||||
2021-03-23,1.0,0.6,SELL,gap_floor,81800.0,91000.0,11342.38775510204,85746.56366116644
|
||||
2021-03-25,0.6,0.75,BUY,daily_reentry,81200.0,91000.0,11342.38775510204,86095.68099922656
|
||||
2021-03-26,0.75,0.9,BUY,daily_reentry,81500.0,91000.0,11342.38775510204,86493.55064773858
|
||||
2021-03-29,0.9,1.0,BUY,daily_reentry,81600.0,91000.0,11342.38775510204,86887.4337487275
|
||||
2021-03-30,1.0,0.75,SELL,gap_floor,82200.0,91000.0,11342.38775510204,87103.02323373765
|
||||
2021-03-31,0.75,0.9,BUY,daily_reentry,81400.0,91000.0,11342.38775510204,87137.05572661047
|
||||
2021-04-01,0.9,1.0,BUY,daily_reentry,82900.0,91000.0,11342.38775510204,87137.05572661047
|
||||
2021-04-06,1.0,0.9500000000000001,SELL,two_close_floor,86000.0,91000.0,11342.38775510204,87137.05572661047
|
||||
2021-04-07,0.9500000000000001,1.0,BUY,daily_reentry,85600.0,91000.0,11342.38775510204,87137.05572661047
|
||||
2021-04-13,1.0,0.75,SELL,gap_floor,84000.0,91000.0,11342.38775510204,87137.05572661047
|
||||
2021-04-14,0.75,0.9,BUY,daily_reentry,84000.0,91000.0,11342.38775510204,87137.05572661047
|
||||
2021-04-15,0.9,1.0,BUY,daily_reentry,84100.0,91000.0,11342.38775510204,87137.05572661047
|
||||
|
@@ -0,0 +1,99 @@
|
||||
date,old_position,new_position,side,reason,price,peak,cycle_entry,floor
|
||||
2007-09-14,1.0,0.6,SELL,gap_floor,10082.73469387755,12458.367346938774,11342.38775510204,11877.81399392608
|
||||
2007-09-21,0.6,0.25,SELL,gap_floor,9683.795918367347,12458.367346938774,11342.38775510204,11918.238691794892
|
||||
2008-01-30,0.25,0.45,BUY,reentry_reclaim50_breakout20,10491.367346938774,10491.367346938774,10491.367346938774,
|
||||
2008-03-21,0.45,0.65,BUY,reentry_reclaim50_breakout20,11152.816326530612,11152.816326530612,11152.816326530612,
|
||||
2008-04-11,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,12494.102040816326,12494.102040816326,12494.102040816326,11618.178189638165
|
||||
2008-04-25,0.8500000000000001,1.0,BUY,reentry_reclaim50_breakout20,12677.836734693876,12677.836734693876,12677.836734693876,
|
||||
2008-05-23,1.0,0.8,SELL,two_close_floor,12990.183673469386,14037.489795918365,12677.836734693876,13134.731439689502
|
||||
2008-06-26,0.8,0.4,SELL,gap_floor,12218.489795918367,14037.489795918365,12677.836734693876,13227.539339376723
|
||||
2008-07-08,0.4,0.25,SELL,trend_crisis,10903.795918367347,14037.489795918365,12677.836734693876,
|
||||
2009-02-06,0.25,0.45,BUY,reentry_reclaim50_breakout20,10132.285714285714,10132.285714285714,10132.285714285714,
|
||||
2009-03-11,0.45,0.65,BUY,reentry_reclaim50_breakout20,9760.448979591836,9760.448979591836,9760.448979591836,
|
||||
2009-03-26,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,10597.061224489795,10597.061224489795,10597.061224489795,
|
||||
2009-04-10,0.8500000000000001,1.0,BUY,reentry_reclaim50_breakout20,11210.591836734693,11210.591836734693,11210.591836734693,
|
||||
2009-10-06,1.0,0.8,SELL,two_close_floor,13862.183673469386,15350.755102040815,11210.591836734693,14182.005151928364
|
||||
2009-10-13,0.8,0.6000000000000001,SELL,two_close_floor,14085.469387755102,15350.755102040815,11210.591836734693,14182.005151928364
|
||||
2009-10-20,0.6000000000000001,0.4000000000000001,SELL,two_close_floor,13992.448979591836,15350.755102040815,11210.591836734693,14182.005151928364
|
||||
2009-10-27,0.4000000000000001,0.25,SELL,two_close_floor,13806.367346938774,15350.755102040815,11210.591836734693,14182.005151928364
|
||||
2009-12-30,0.25,0.45,BUY,reentry_reclaim50_breakout20,15009.999999999998,15009.999999999998,15009.999999999998,14505.922918959273
|
||||
2010-01-15,0.45,0.65,BUY,reentry_reclaim50_breakout20,15817.81632653061,15817.81632653061,15817.81632653061,
|
||||
2010-11-22,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,16015.632653061224,16015.632653061224,16015.632653061224,
|
||||
2010-12-07,0.8500000000000001,1.0,BUY,reentry_reclaim50_breakout20,17016.61224489796,17016.61224489796,17016.61224489796,
|
||||
2011-02-11,1.0,0.8,SELL,two_close_floor,17373.632653061224,19177.448979591834,17016.61224489796,17877.319940407597
|
||||
2011-02-23,0.8,0.6000000000000001,SELL,two_close_floor,17658.448979591834,19177.448979591834,17016.61224489796,17877.319940407597
|
||||
2011-03-03,0.6000000000000001,0.4000000000000001,SELL,two_close_floor,17525.530612244896,19177.448979591834,17016.61224489796,17877.319940407597
|
||||
2011-03-10,0.4000000000000001,0.25,SELL,gap_floor,16443.244897959183,19177.448979591834,17016.61224489796,17997.100780696193
|
||||
2011-10-20,0.25,0.45,BUY,reentry_reclaim50_breakout20,17232.08163265306,17232.08163265306,17232.08163265306,
|
||||
2011-11-04,0.45,0.65,BUY,reentry_reclaim50_breakout20,19093.979591836734,19093.979591836734,19093.979591836734,17910.765983490423
|
||||
2011-12-01,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,20404.918367346938,20404.918367346938,20404.918367346938,
|
||||
2012-01-02,0.8500000000000001,1.0,BUY,reentry_reclaim50_breakout20,20614.979591836734,20614.979591836734,20614.979591836734,
|
||||
2012-05-14,1.0,0.8,SELL,two_close_floor,25081.551020408162,26913.999999999996,20614.979591836734,25121.338523697556
|
||||
2012-05-21,0.8,0.4,SELL,gap_floor,23077.326530612245,26913.999999999996,20614.979591836734,25298.19890454469
|
||||
2012-05-29,0.4,0.25,SELL,gap_floor,23630.877551020407,26913.999999999996,20614.979591836734,25298.19890454469
|
||||
2012-09-14,0.25,0.45,BUY,reentry_reclaim50_breakout20,25512.408163265303,25512.408163265303,25512.408163265303,25563.061979793616
|
||||
2012-09-28,0.45,0.65,BUY,reentry_reclaim50_breakout20,25703.387755102038,25703.387755102038,25703.387755102038,
|
||||
2012-11-07,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,26008.918367346938,26008.918367346938,26008.918367346938,
|
||||
2012-11-21,0.8500000000000001,1.0,BUY,reentry_reclaim50_breakout20,26429.040816326527,26429.040816326527,26429.040816326527,
|
||||
2013-01-25,1.0,0.8,SELL,two_close_floor,27197.97959183673,30249.836734693876,26429.040816326527,28042.162220070375
|
||||
2013-02-01,0.8,0.6000000000000001,SELL,two_close_floor,27658.63265306122,30249.836734693876,26429.040816326527,28062.190244226393
|
||||
2013-02-08,0.6000000000000001,0.4000000000000001,SELL,two_close_floor,28061.693877551017,30249.836734693876,26429.040816326527,28062.190244226393
|
||||
2013-03-06,0.4000000000000001,0.6000000000000001,BUY,reentry_reclaim50_breakout20,29942.714285714283,29942.714285714283,29942.714285714283,28402.28042810638
|
||||
2013-04-11,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,29558.836734693876,29558.836734693876,29558.836734693876,
|
||||
2013-06-26,0.8,0.55,SELL,trend_crisis,24203.693877551017,29635.61224489796,29558.836734693876,
|
||||
2013-07-08,0.55,0.30000000000000004,SELL,trend_crisis,23541.244897959183,29635.61224489796,29558.836734693876,
|
||||
2013-08-06,0.30000000000000004,0.25,SELL,trend_crisis,24078.897959183672,29635.61224489796,29558.836734693876,
|
||||
2013-09-16,0.25,0.45,BUY,reentry_reclaim50_breakout20,27362.367346938772,27362.367346938772,27362.367346938772,
|
||||
2013-10-07,0.45,0.65,BUY,reentry_reclaim50_breakout20,27573.591836734693,27573.591836734693,27573.591836734693,
|
||||
2013-10-28,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,28456.877551020407,28456.877551020407,28456.877551020407,
|
||||
2014-04-24,0.8500000000000001,1.0,BUY,reentry_reclaim50_breakout20,27284.16326530612,27284.16326530612,27284.16326530612,
|
||||
2014-09-02,1.0,0.75,SELL,trend_crisis,23162.448979591834,28505.836734693876,27284.16326530612,
|
||||
2014-09-12,0.75,0.5,SELL,trend_crisis,23298.244897959183,28505.836734693876,27284.16326530612,
|
||||
2014-09-22,0.5,0.25,SELL,trend_crisis,23046.061224489793,28505.836734693876,27284.16326530612,
|
||||
2014-12-01,0.25,0.45,BUY,reentry_reclaim50_breakout20,25121.77551020408,25121.77551020408,25121.77551020408,
|
||||
2014-12-26,0.45,0.65,BUY,reentry_reclaim50_breakout20,26227.51020408163,26227.51020408163,26227.51020408163,
|
||||
2015-01-13,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,26355.448979591834,26355.448979591834,26355.448979591834,
|
||||
2015-01-27,0.8500000000000001,1.0,BUY,reentry_reclaim50_breakout20,27556.102040816324,27556.102040816324,27556.102040816324,
|
||||
2015-07-06,1.0,0.75,SELL,trend_crisis,24228.979591836734,29583.448979591834,27556.102040816324,
|
||||
2015-07-14,0.75,0.5,SELL,trend_crisis,24130.489795918365,29583.448979591834,27556.102040816324,
|
||||
2015-07-24,0.5,0.25,SELL,trend_crisis,24209.26530612245,29583.448979591834,27556.102040816324,
|
||||
2015-10-26,0.25,0.45,BUY,reentry_reclaim50_breakout20,25450.26530612245,25450.26530612245,25450.26530612245,
|
||||
2015-12-30,0.45,0.25,SELL,gap_floor,25218.30612244898,27242.81632653061,25450.26530612245,26027.600472342998
|
||||
2016-03-25,0.25,0.45,BUY,reentry_reclaim50_breakout20,25778.714285714283,25778.714285714283,25778.714285714283,
|
||||
2016-06-01,0.45,0.65,BUY,reentry_reclaim50_breakout20,26679.367346938772,26679.367346938772,26679.367346938772,
|
||||
2016-06-20,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,28640.795918367345,28640.795918367345,28640.795918367345,
|
||||
2016-07-05,0.8500000000000001,1.0,BUY,reentry_reclaim50_breakout20,29422.387755102038,29422.387755102038,29422.387755102038,
|
||||
2016-09-12,1.0,0.6,SELL,gap_floor,29342.26530612245,33788.67346938775,29422.387755102038,31490.66851010496
|
||||
2016-09-26,0.6,0.39999999999999997,SELL,two_close_floor,31405.244897959183,33788.67346938775,29422.387755102038,31490.66851010496
|
||||
2016-10-12,0.39999999999999997,0.25,SELL,two_close_floor,30744.28571428571,34169.22448979592,29422.387755102038,31490.66851010496
|
||||
2016-11-28,0.25,0.45,BUY,reentry_reclaim50_breakout20,33588.38775510204,33588.38775510204,33588.38775510204,31862.78181830877
|
||||
2016-12-16,0.45,0.65,BUY,reentry_reclaim50_breakout20,35911.73469387755,35911.73469387755,35911.73469387755,
|
||||
2017-01-02,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,36713.28571428571,36713.28571428571,36713.28571428571,
|
||||
2017-01-25,0.8500000000000001,1.0,BUY,reentry_reclaim50_breakout20,40069.34693877551,40069.34693877551,40069.34693877551,
|
||||
2017-07-31,1.0,0.8,SELL,two_close_floor,49050.428571428565,52103.36734693877,40069.34693877551,49514.70717656707
|
||||
2017-08-07,0.8,0.6000000000000001,SELL,two_close_floor,48419.489795918365,52103.36734693877,40069.34693877551,49514.70717656707
|
||||
2017-08-14,0.6000000000000001,0.25,SELL,gap_floor,45793.95918367347,52103.36734693877,40069.34693877551,49514.70717656707
|
||||
2017-09-07,0.25,0.45,BUY,reentry_reclaim50_breakout20,48969.02040816326,48969.02040816326,48969.02040816326,49514.70717656707
|
||||
2017-09-21,0.45,0.65,BUY,reentry_reclaim50_breakout20,53731.59183673469,53731.59183673469,53731.59183673469,50422.21768171857
|
||||
2017-10-31,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,56204.081632653055,56204.081632653055,56204.081632653055,
|
||||
2018-02-07,0.8500000000000001,0.6000000000000001,SELL,trend_crisis,46734.69387755101,58387.755102040814,56204.081632653055,
|
||||
2018-02-22,0.6000000000000001,0.3500000000000001,SELL,trend_crisis,47714.28571428571,58387.755102040814,56204.081632653055,
|
||||
2018-03-02,0.3500000000000001,0.25,SELL,trend_crisis,46959.183673469386,58387.755102040814,56204.081632653055,
|
||||
2018-04-27,0.25,0.45,BUY,reentry_reclaim50_breakout20,53000.0,53000.0,53000.0,
|
||||
2018-10-11,0.45,0.25,SELL,trend_crisis,43100.0,53000.0,53000.0,
|
||||
2019-02-14,0.25,0.45,BUY,reentry_reclaim50_breakout20,47500.0,47500.0,47500.0,
|
||||
2019-04-03,0.45,0.65,BUY,reentry_reclaim50_breakout20,46600.0,46600.0,46600.0,
|
||||
2019-07-22,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,47200.0,47200.0,47200.0,
|
||||
2019-09-19,0.8500000000000001,1.0,BUY,reentry_reclaim50_breakout20,49150.0,49150.0,49150.0,
|
||||
2019-12-02,1.0,0.8,SELL,two_close_floor,50400.0,53700.0,49150.0,50534.06790103618
|
||||
2019-12-17,0.8,1.0,BUY,reentry_reclaim50_breakout20,56700.0,56700.0,56700.0,52892.61118610879
|
||||
2020-03-13,1.0,0.75,SELL,trend_crisis,49950.0,62400.0,56700.0,
|
||||
2020-03-20,0.75,0.5,SELL,trend_crisis,45400.0,62400.0,56700.0,
|
||||
2020-03-27,0.5,0.25,SELL,trend_crisis,48300.0,62400.0,56700.0,
|
||||
2020-07-21,0.25,0.45,BUY,reentry_reclaim50_breakout20,55300.0,55300.0,55300.0,60501.51532456996
|
||||
2020-09-10,0.45,0.65,BUY,reentry_reclaim50_breakout20,59200.0,59200.0,59200.0,
|
||||
2020-11-11,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,61300.0,61300.0,61300.0,
|
||||
2020-11-26,0.8500000000000001,1.0,BUY,reentry_reclaim50_breakout20,68000.0,68000.0,68000.0,63434.31752670849
|
||||
2021-02-19,1.0,0.8,SELL,two_close_floor,82600.0,91000.0,68000.0,83772.59406860388
|
||||
2021-03-02,0.8,0.6000000000000001,SELL,two_close_floor,83600.0,91000.0,68000.0,84276.78231748658
|
||||
2021-03-09,0.6000000000000001,0.25,SELL,gap_floor,81400.0,91000.0,68000.0,84988.4903063823
|
||||
|
File diff suppressed because it is too large
Load Diff
@@ -0,0 +1,95 @@
|
||||
date,old_position,new_position,side,reason,price,peak,cycle_entry,floor
|
||||
2007-11-30,1.0,0.6,SELL,gap_floor,7100.0,25600.0,22500.0,24670.0
|
||||
2007-12-07,0.6,0.2,SELL,gap_floor,7000.0,25600.0,22500.0,24670.0
|
||||
2009-02-13,0.2,0.4,BUY,reentry_reclaim50_breakout20,2850.0,2850.0,2850.0,25360.0
|
||||
2009-03-20,0.4,0.2,SELL,trend_crisis,2325.0,3175.0,2850.0,
|
||||
2009-05-26,0.2,0.4,BUY,reentry_reclaim50_breakout20,3375.0,3375.0,3375.0,
|
||||
2009-06-11,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,3725.0,3725.0,3725.0,
|
||||
2009-06-25,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,4300.0,4300.0,4300.0,
|
||||
2009-07-09,0.8,1.0,BUY,reentry_reclaim50_breakout20,4925.0,4925.0,4925.0,
|
||||
2009-11-23,1.0,0.8,SELL,two_close_floor,6550.0,8250.0,4925.0,7012.5
|
||||
2009-11-30,0.8,0.4,SELL,gap_floor,4925.0,8250.0,4925.0,7252.5
|
||||
2009-12-07,0.4,0.2,SELL,gap_floor,4550.0,8250.0,4925.0,7252.5
|
||||
2010-09-20,0.2,0.4,BUY,reentry_reclaim50_breakout20,1655.0,1655.0,1655.0,8102.0
|
||||
2010-10-06,0.4,0.2,SELL,trend_crisis,1250.0,1655.0,1655.0,
|
||||
2010-11-03,0.2,0.4,BUY,reentry_reclaim50_breakout20,1435.0,1435.0,1435.0,
|
||||
2010-12-27,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,1780.0,1780.0,1780.0,
|
||||
2011-01-06,0.6000000000000001,0.4000000000000001,SELL,two_close_floor,2630.0,3205.0,1780.0,2812.350748120834
|
||||
2011-01-13,0.4000000000000001,0.20000000000000007,SELL,two_close_floor,2490.0,3205.0,1780.0,2812.350748120834
|
||||
2011-01-20,0.20000000000000007,0.2,SELL,two_close_floor,2600.0,3205.0,1780.0,2812.350748120834
|
||||
2011-02-14,0.2,0.4,BUY,reentry_reclaim50_breakout20,2760.0,2760.0,2760.0,2840.2503722876186
|
||||
2011-03-09,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,3555.0,3555.0,3555.0,3117.75
|
||||
2011-03-23,0.6000000000000001,0.4000000000000001,SELL,two_close_floor,3980.0,4695.0,3555.0,4161.64798141156
|
||||
2011-03-30,0.4000000000000001,0.2,SELL,gap_floor,3550.0,4695.0,3555.0,4280.294510601219
|
||||
2011-04-18,0.2,0.4,BUY,reentry_reclaim50_breakout20,4255.0,4255.0,4255.0,4310.6459483009
|
||||
2011-07-29,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,4700.0,4700.0,4700.0,
|
||||
2011-08-18,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,5420.0,5420.0,5420.0,
|
||||
2011-10-17,0.8,1.0,BUY,reentry_reclaim50_breakout20,5370.0,5370.0,5370.0,
|
||||
2011-11-25,1.0,0.6,SELL,gap_floor,7010.0,9310.0,5370.0,8229.2
|
||||
2011-12-02,0.6,0.2,SELL,gap_floor,6950.0,9310.0,5370.0,8250.8
|
||||
2012-03-05,0.2,0.4,BUY,reentry_reclaim50_breakout20,8120.0,8120.0,8120.0,8817.253519529848
|
||||
2012-03-30,0.4,0.2,SELL,trend_crisis,5500.0,8120.0,8120.0,
|
||||
2012-09-20,0.2,0.4,BUY,reentry_reclaim50_breakout20,4860.0,4860.0,4860.0,
|
||||
2012-10-25,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,5170.0,5170.0,5170.0,
|
||||
2012-12-14,0.6000000000000001,0.4000000000000001,SELL,two_close_floor,5600.0,6180.0,5170.0,5638.699379429392
|
||||
2012-12-24,0.4000000000000001,0.2,SELL,gap_floor,5280.0,6180.0,5170.0,5689.688346026333
|
||||
2013-06-19,0.2,0.4,BUY,reentry_reclaim50_breakout20,4975.0,4975.0,4975.0,5958.736609305342
|
||||
2013-07-02,0.4,0.2,SELL,two_close_floor,5700.0,6580.0,4975.0,5847.044587233828
|
||||
2013-07-26,0.2,0.4,BUY,reentry_reclaim50_breakout20,6160.0,6160.0,6160.0,6094.478119239105
|
||||
2013-10-31,0.4,0.2,SELL,trend_crisis,4720.0,6160.0,6160.0,
|
||||
2014-02-14,0.2,0.4,BUY,reentry_reclaim50_breakout20,4830.0,4830.0,4830.0,
|
||||
2014-03-03,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,4910.0,4910.0,4910.0,
|
||||
2014-03-18,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,5980.0,5980.0,5980.0,5277.522496204516
|
||||
2014-04-11,0.8,1.0,BUY,reentry_reclaim50_breakout20,6000.0,6000.0,6000.0,
|
||||
2014-06-02,1.0,0.75,SELL,trend_crisis,4725.0,6090.0,6000.0,
|
||||
2014-06-11,0.75,0.5,SELL,trend_crisis,4445.0,6090.0,6000.0,
|
||||
2014-06-18,0.5,0.25,SELL,trend_crisis,4440.0,6090.0,6000.0,
|
||||
2014-06-25,0.25,0.2,SELL,trend_crisis,4225.0,6090.0,6000.0,
|
||||
2014-09-11,0.2,0.4,BUY,reentry_reclaim50_breakout20,5280.0,5280.0,5280.0,
|
||||
2014-10-13,0.4,0.2,SELL,trend_crisis,4090.0,5280.0,5280.0,
|
||||
2015-03-10,0.2,0.4,BUY,reentry_reclaim50_breakout20,4900.0,4900.0,4900.0,
|
||||
2015-03-24,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,4970.0,4970.0,4970.0,
|
||||
2015-04-13,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,5910.0,5910.0,5910.0,
|
||||
2015-06-02,0.8,0.55,SELL,trend_crisis,4550.0,6000.0,5910.0,
|
||||
2015-08-17,0.55,0.30000000000000004,SELL,trend_crisis,4675.0,6000.0,5910.0,
|
||||
2015-08-24,0.30000000000000004,0.2,SELL,trend_crisis,3870.0,6000.0,5910.0,
|
||||
2015-12-07,0.2,0.4,BUY,reentry_reclaim50_breakout20,4460.0,4460.0,4460.0,
|
||||
2015-12-21,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,4505.0,4505.0,4505.0,
|
||||
2016-02-19,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,4600.0,4600.0,4600.0,
|
||||
2016-03-14,0.8,1.0,BUY,reentry_reclaim50_breakout20,4715.0,4715.0,4715.0,
|
||||
2016-05-19,1.0,0.8,SELL,two_close_floor,4800.0,5310.0,4715.0,4919.2110016617435
|
||||
2016-06-03,0.8,1.0,BUY,reentry_reclaim50_breakout20,5160.0,5160.0,5160.0,4919.2110016617435
|
||||
2016-07-18,1.0,0.8,SELL,two_close_floor,5720.0,6590.0,5160.0,5799.6209272030555
|
||||
2016-07-25,0.8,0.4,SELL,gap_floor,5600.0,6590.0,5160.0,5989.758609737569
|
||||
2016-08-01,0.4,0.2,SELL,gap_floor,5370.0,6590.0,5160.0,6127.521779485205
|
||||
2016-10-31,0.2,0.4,BUY,reentry_reclaim50_breakout20,5550.0,5550.0,5550.0,6388.531770069635
|
||||
2017-03-10,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,5400.0,5400.0,5400.0,
|
||||
2017-04-05,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,5850.0,5850.0,5850.0,
|
||||
2017-04-19,0.8,1.0,BUY,reentry_reclaim50_breakout20,6290.0,6290.0,6290.0,
|
||||
2017-07-11,1.0,0.8,SELL,two_close_floor,7870.0,8990.0,6290.0,7894.365836981104
|
||||
2017-07-18,0.8,0.4,SELL,gap_floor,7340.0,8990.0,6290.0,8064.31877136173
|
||||
2017-07-25,0.4,0.2,SELL,gap_floor,7050.0,8990.0,6290.0,8188.541417484447
|
||||
2017-08-14,0.2,0.4,BUY,reentry_reclaim50_breakout20,7810.0,7810.0,7810.0,8329.839186364046
|
||||
2017-08-29,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,8450.0,8450.0,8450.0,
|
||||
2017-09-12,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,8970.0,8970.0,8970.0,
|
||||
2017-09-28,0.8,1.0,BUY,reentry_reclaim50_breakout20,10100.0,10100.0,10100.0,
|
||||
2018-05-03,1.0,0.8,SELL,two_close_floor,20700.0,24100.0,10100.0,21208.0
|
||||
2018-05-11,0.8,0.6000000000000001,SELL,two_close_floor,20050.0,24100.0,10100.0,21430.653888275225
|
||||
2018-05-28,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,23050.0,23050.0,23050.0,21493.301835194747
|
||||
2018-06-21,0.8,1.0,BUY,reentry_reclaim50_breakout20,26200.0,26200.0,26200.0,
|
||||
2018-10-24,1.0,0.6,SELL,gap_floor,31000.0,39150.0,26200.0,35009.17867626142
|
||||
2018-10-31,0.6,0.2,SELL,gap_floor,28600.0,39150.0,26200.0,35286.0
|
||||
2019-10-29,0.2,0.4,BUY,reentry_reclaim50_breakout20,22700.0,22700.0,22700.0,38070.4009463
|
||||
2019-11-18,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,23500.0,23500.0,23500.0,
|
||||
2019-12-18,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,23000.0,23000.0,23000.0,
|
||||
2020-01-13,0.8,1.0,BUY,reentry_reclaim50_breakout20,26050.0,26050.0,26050.0,24085.017761659918
|
||||
2020-02-28,1.0,0.75,SELL,trend_crisis,21150.0,27300.0,26050.0,
|
||||
2020-03-09,0.75,0.5,SELL,trend_crisis,19850.0,27300.0,26050.0,
|
||||
2020-03-16,0.5,0.25,SELL,trend_crisis,17850.0,27300.0,26050.0,
|
||||
2020-03-23,0.25,0.2,SELL,trend_crisis,15350.0,27300.0,26050.0,
|
||||
2020-07-03,0.2,0.4,BUY,reentry_reclaim50_breakout20,24250.0,24250.0,24250.0,
|
||||
2020-07-17,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,31250.0,31250.0,31250.0,27111.361693378138
|
||||
2020-08-05,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,32850.0,32850.0,32850.0,
|
||||
2020-09-02,0.8,1.0,BUY,reentry_reclaim50_breakout20,37500.0,37500.0,37500.0,
|
||||
2021-01-05,1.0,0.6,SELL,gap_floor,37250.0,43250.0,37500.0,40141.67875864291
|
||||
2021-01-12,0.6,0.2,SELL,gap_floor,36900.0,43250.0,37500.0,40313.06726560836
|
||||
|
@@ -0,0 +1,16 @@
|
||||
market,symbol,strategy,cost_one_way,start,end,observations,cagr,mdd,calmar,annual_vol,sharpe_zero_rf,sortino_zero_rf,ulcer_index,recovery_days_max,turnover_annual,avg_exposure,cvar_5_daily,final_equity
|
||||
KR,005930,buy_hold,0.001,2007-01-02,2021-04-15,3539,0.15057891797717682,-0.47342611694340286,0.3180621275170973,0.3012569883821708,0.6239825684785394,0.9842780210289169,15.778728354252292,871,0.0,1.0,-0.039340619255431544,7.414664514724403
|
||||
KR,005930,trend_10m_shifted,0.001,2007-01-02,2021-04-15,3539,0.07064016226723435,-0.40222436489246804,0.17562377725705283,0.21659389342868704,0.4286813719585508,0.5215636807760939,20.041846619182405,994,2.520414031052329,0.5908448714326081,-0.03230168596198603,2.650998278642384
|
||||
KR,005930,trailing_12,0.001,2007-01-02,2021-04-15,3539,0.07313014839612841,-0.37191272085678795,0.19663255461565285,0.23373219759607522,0.4238821539085963,0.5576006147348199,17.075759519220338,1061,4.060667050028752,0.6985024018084205,-0.033858832654821806,2.7404345825750447
|
||||
KR,005930,kartsell_v11_original,0.001,2007-01-02,2021-04-15,3539,0.06391705052338059,-0.3897192409999386,0.16400794161299997,0.2244527163066945,0.3930133273333859,0.5683107467507722,20.18117215909693,993,10.480721679125933,0.7500847697089574,-0.032083069193317944,2.4228892058747946
|
||||
KR,005930,kartsell_v12_candidate,0.001,2007-01-02,2021-04-15,3539,0.07784227786302278,-0.3667492626212113,0.21224930980548531,0.19491413637627125,0.48853345473512927,0.7048230394853046,17.928912983679123,1069,1.4317351926394482,0.6346284261090704,-0.027764505311173603,2.917414223133168
|
||||
KR,000660,buy_hold,0.001,2007-01-02,2021-04-16,3541,0.1098093222355856,-0.8456613414596607,0.12985023300940815,0.4475685447134808,0.4598730935511649,0.6876290237370674,29.999445622976932,938,0.0,1.0,-0.0604242380537444,4.430196217417916
|
||||
KR,000660,trend_10m_shifted,0.001,2007-01-02,2021-04-16,3541,0.08326915706529525,-0.5559232318730603,0.1497853521694682,0.2836930477732311,0.4284093558404643,0.49457210291455217,25.667925419725997,1654,1.539957838252204,0.555210392544479,-0.0436898796218878,3.1350722817866807
|
||||
KR,000660,trailing_12,0.001,2007-01-02,2021-04-16,3541,0.1477906538945386,-0.46930782719418385,0.31491197318852254,0.2958928513033166,0.6206764791280346,0.806417464159277,20.319909744032984,774,4.759869681870448,0.6269415419373059,-0.042051640801858005,7.164808959900772
|
||||
KR,000660,kartsell_v11_original,0.001,2007-01-02,2021-04-16,3541,0.07206174025135836,-0.5786856403156295,0.1245265740688746,0.3005500330753062,0.385279269008618,0.5567543373086427,26.79455392544834,796,8.623763894212342,0.7171844111832816,-0.04277214829188437,2.702235579784997
|
||||
KR,000660,kartsell_v12_candidate,0.001,2007-01-02,2021-04-16,3541,0.08407099346504987,-0.5513875231192475,0.15247170082749223,0.2633430703226691,0.442891058735323,0.6271601004477529,22.299389544131433,887,1.5049587964737448,0.6068483479243152,-0.03786135927168199,3.1683878733279793
|
||||
KR,035900,buy_hold,0.001,2007-01-02,2021-04-15,3456,0.0295373505487182,-0.95703125,0.030863517308048406,0.6232996288990094,0.3574342307158078,0.5417786422319167,71.35225105545686,2621,0.0,1.0,-0.08560653676427198,1.515555555555548
|
||||
KR,035900,trend_10m_shifted,0.001,2007-01-02,2021-04-15,3456,0.05914624125344292,-0.7555977114749467,0.07827742243685187,0.4331933250962348,0.35289402058878244,0.38469313413887424,50.94451178897398,1658,1.9603220241518113,0.5069444444444444,-0.06260200645731767,2.2722426695975932
|
||||
KR,035900,trailing_12,0.001,2007-01-02,2021-04-15,3456,0.0493813560307077,-0.7760014835470278,0.06363564642298143,0.3666121117952986,0.3182217766131556,0.3171937679169545,53.53024370404685,2558,7.491230592294422,0.41782407407407407,-0.05293687164401791,1.9906671339551736
|
||||
KR,035900,kartsell_v11_original,0.001,2007-01-02,2021-04-15,3456,0.019203864123950476,-0.8427911180858594,0.02278603050251187,0.46493789201400215,0.2732359269302455,0.3787278332853394,63.24092663027409,2568,12.546060954571594,0.6475549768518518,-0.06530730094316521,1.3121871437541854
|
||||
KR,035900,kartsell_v12_candidate,0.001,2007-01-02,2021-04-15,3456,0.07057023330533685,-0.7818310638902997,0.09026276463637509,0.40480133822934483,0.3759682202129277,0.4898560689824886,49.73921053443678,2483,1.4562392179413457,0.4874276620370371,-0.05794200587538522,2.648526183280227
|
||||
|
@@ -0,0 +1,7 @@
|
||||
portfolio,strategy,cost_one_way,start,end,observations,cagr,mdd,calmar,annual_vol,sharpe_zero_rf,sortino_zero_rf,ulcer_index,recovery_days_max,turnover_annual,avg_exposure,cvar_5_daily,final_equity
|
||||
kr_three_equal_weight_cost_0.0007,kartsell_v11_original,0.0007,2007-01-02,2021-04-16,3544,0.08843891151457628,-0.5716770052082552,0.1547008375513705,0.22997459432990952,0.48937605043080074,0.7046018138046047,23.48384045817326,1205,10.595376581065544,0.7059560759969902,-0.03325317226219906,3.355727378208201
|
||||
kr_three_equal_weight_cost_0.0007,kartsell_v12_candidate,0.0007,2007-01-02,2021-04-16,3544,0.10411762223906407,-0.5016815016302062,0.20753729587544184,0.19831218550035656,0.6065093618472281,0.8560847569525031,19.137907221578562,1050,1.4886259103104638,0.578875094055681,-0.028671499449612836,4.116439174159158
|
||||
kr_three_equal_weight_cost_0.0015,kartsell_v11_original,0.0015,2007-01-02,2021-04-16,3544,0.07926049974261207,-0.57336133399058,0.13823830635903026,0.22994762920781084,0.451988067848426,0.650608938291938,24.22726196652991,1226,10.595376581065544,0.7059560759969902,-0.03328691758055112,2.9733467735439385
|
||||
kr_three_equal_weight_cost_0.0015,kartsell_v12_candidate,0.0015,2007-01-02,2021-04-16,3544,0.10280399684556496,-0.5024897847827778,0.20458922740092372,0.19831128049128194,0.6004118630386361,0.8473037484677485,19.220444162042558,1050,1.4886259103104638,0.578875094055681,-0.028679139899051038,4.047022719393547
|
||||
kr_three_equal_weight_cost_0.0030,kartsell_v11_original,0.003,2007-01-02,2021-04-16,3544,0.06225708596828161,-0.5765019704006571,0.10799110699485417,0.22990188837222586,0.381853957039464,0.5493861843422069,25.823678227040297,1272,10.595376581065544,0.7059560759969902,-0.033350190052461225,2.3698418043265104
|
||||
kr_three_equal_weight_cost_0.0030,kartsell_v12_candidate,0.003,2007-01-02,2021-04-16,3544,0.10034491537550805,-0.5040019881294311,0.19909626894118282,0.19831064431321607,0.5889757524689004,0.8308974900023449,19.37638665156235,1051,1.4886259103104638,0.578875094055681,-0.02869371093975576,3.919993971879358
|
||||
|
@@ -0,0 +1,4 @@
|
||||
symbol,name,market,start,end,rows,raw_sorted,duplicate_dates,invalid_adjusted_ohlc_rows,abs_daily_return_gt_50pct,zero_or_missing_volume_rows,total_return_available,pit_fundamentals_available,inferred_corporate_action_rescales,source_vintage_warning
|
||||
005930,Samsung Electronics,KOSPI,2007-01-02,2021-04-15,3539,True,0,7,0,20,False,False,1:50 pre-2018-04-09,source ends 2021-04; not current
|
||||
000660,SK Hynix,KOSPI,2007-01-02,2021-04-16,3541,True,0,0,0,16,False,False,,source ends 2021-04; not current
|
||||
035900,JYP Ent.,KOSDAQ,2007-01-02,2021-04-15,3456,True,0,2,0,3,False,False,2:1 pre-2007-10-04,source ends 2021-04; not current
|
||||
|
@@ -0,0 +1,76 @@
|
||||
market,symbol,strategy,period,start,end,observations,cagr,mdd,calmar,annual_vol,sharpe_zero_rf,sortino_zero_rf,ulcer_index,recovery_days_max,turnover_annual,avg_exposure,cvar_5_daily,final_equity
|
||||
KR,005930,buy_hold,research_2007_2013,2007-01-02,2013-12-30,1750,0.12967134298041105,-0.47342611694340286,0.2738998511903242,0.3326070963773868,0.5351301841457318,0.8577724141464788,15.666775998484988,325,0.0,1.0,-0.042921463800847354,2.3456656176847828
|
||||
KR,005930,buy_hold,validation_2014_2017,2014-01-02,2017-12-28,981,0.1830634689280799,-0.28953034273852707,0.6322773191803365,0.25557521285787116,0.8014134621974379,1.203967531350709,11.469623835698364,325,0.0,1.0,-0.034770491210861974,1.9544868436494838
|
||||
KR,005930,buy_hold,oos_2018_source_end,2018-01-01,2021-04-15,808,0.15758066320113495,-0.3189102564102565,0.4941222805904934,0.2807150188658532,0.6738850883016786,1.1182306039972656,13.067737588820876,446,0.0,1.0,-0.035970549570908075,1.6173076923076957
|
||||
KR,005930,buy_hold,gfc_2007_2009,2007-01-02,2009-12-30,756,0.09814776053607122,-0.47342611694340286,0.20731378566469028,0.38170565765154063,0.43501861766741595,0.6901375628210762,20.457045412344677,325,0.0,1.0,-0.049439695541392235,1.3233545108919573
|
||||
KR,005930,buy_hold,covid_2020,2020-01-02,2020-12-30,248,0.454969962472755,-0.3189102564102564,1.4266394803165787,0.33360515677855895,1.3009900297944954,2.147480142130591,12.787189228405817,202,0.0,1.0,-0.04229622805996724,1.4516129032258092
|
||||
KR,005930,trend_10m_shifted,research_2007_2013,2007-01-02,2013-12-30,1750,0.010251568308020209,-0.40222436489246804,0.025487188750390338,0.22555325650598085,0.15808299946237436,0.20332398878684504,17.21748037855849,962,2.0021534847298357,0.5937142857142857,-0.03260213227599751,1.0739235913610203
|
||||
KR,005930,trend_10m_shifted,validation_2014_2017,2014-01-02,2017-12-28,981,0.14844310471331768,-0.22093328559971614,0.6718910838191436,0.19530531280993613,0.8238100164791896,0.8762716162351177,9.533106857867153,333,2.5085851648351647,0.6004077471967381,-0.030885487142683337,1.736261296305743
|
||||
KR,005930,trend_10m_shifted,oos_2018_source_end,2018-01-01,2021-04-15,808,0.11305054173609386,-0.3189102564102565,0.35449014092121883,0.22143866346157864,0.6056233748902595,0.764647758978678,14.333594650290866,414,3.6525000000000003,0.573019801980198,-0.03190700100930451,1.4217426069042753
|
||||
KR,005930,trend_10m_shifted,gfc_2007_2009,2007-01-02,2009-12-30,756,-0.0074065190815114645,-0.40222436489246804,-0.01841389962413527,0.19817306892548356,0.061441208420549745,0.06672937967253564,21.38438118136115,417,2.005032021957914,0.42328042328042326,-0.03148736677461947,0.9779993449657826
|
||||
KR,005930,trend_10m_shifted,covid_2020,2020-01-02,2020-12-30,248,0.2149331506912624,-0.3189102564102564,0.6739612363384309,0.29668210978919973,0.8096735226772354,1.140161573150933,18.658298958235303,231,2.012396694214876,0.7459677419354839,-0.040790642391332795,1.21347693464817
|
||||
KR,005930,trailing_12,research_2007_2013,2007-01-02,2013-12-30,1750,0.010961273898902446,-0.37191272085678795,0.029472704976723,0.24965026017103759,0.16876946642534568,0.21849813951334007,17.04810250009203,531,4.862372748629601,0.6794285714285714,-0.036479971968358844,1.0792100761007186
|
||||
KR,005930,trailing_12,validation_2014_2017,2014-01-02,2017-12-28,981,0.10936364432366252,-0.30163927827315606,0.3625643349558272,0.21207935374238862,0.6069758076492735,0.7806018109627744,12.497870308671136,352,3.7628777472527473,0.7176350662589195,-0.031237995738400328,1.512441858564475
|
||||
KR,005930,trailing_12,oos_2018_source_end,2018-01-01,2021-04-15,808,0.1708330009670398,-0.24923014560154555,0.6854427683886904,0.22304695041086017,0.8357003043288475,1.2200360223170594,11.804603674767666,407,2.7393750000000003,0.7165841584158416,-0.03044784135562058,1.6789383892765444
|
||||
KR,005930,trailing_12,gfc_2007_2009,2007-01-02,2009-12-30,756,0.009105968288438682,-0.3649071338716712,0.02495420736729424,0.26701421962126093,0.1672757394835891,0.2016009092294584,17.18231361762925,531,5.346752058554437,0.6111111111111112,-0.040925090187362546,1.027497287446589
|
||||
KR,005930,trailing_12,covid_2020,2020-01-02,2020-12-30,248,0.5653022850812413,-0.1598851282927436,3.5356777151042733,0.2554809305958573,1.8992401087711293,2.99850161205154,7.952339226893308,129,2.012396694214876,0.7862903225806451,-0.032140839640177506,1.560987632591546
|
||||
KR,005930,kartsell_v11_original,research_2007_2013,2007-01-02,2013-12-30,1750,0.042931023764978704,-0.3897192409999386,0.11015885090719826,0.24642284809684253,0.2948670446221773,0.4499140267966271,18.025995429374536,885,8.838077525450274,0.7795428571428571,-0.03390182168178739,1.341688376717285
|
||||
KR,005930,kartsell_v11_original,validation_2014_2017,2014-01-02,2017-12-28,981,0.1153772707149705,-0.2591277319955153,0.44525250086689805,0.19875618182954527,0.6623716035851022,0.861962749662369,12.617986236348644,547,10.548600618131866,0.7404689092762489,-0.03019726402816983,1.545389622760389
|
||||
KR,005930,kartsell_v11_original,oos_2018_source_end,2018-01-01,2021-04-15,808,0.04854992593689933,-0.30100826397303015,0.1612910067520582,0.20316635451964907,0.3403903034131262,0.4991508773404462,19.064727358792265,717,13.955593749999998,0.6979579207920793,-0.029021940795372816,1.1685408686888865
|
||||
KR,005930,kartsell_v11_original,gfc_2007_2009,2007-01-02,2009-12-30,756,0.0028437456413115125,-0.3897192409999386,0.007296908497550832,0.2561505812845312,0.13894977845351714,0.21114230797935374,23.555681484159958,622,7.85304208600183,0.7436507936507937,-0.03631810300961394,1.0085339574685617
|
||||
KR,005930,kartsell_v11_original,covid_2020,2020-01-02,2020-12-30,248,0.3024309431976755,-0.234911793556279,1.2874234137811416,0.2501709915055301,1.1913608058660463,1.989350552457134,15.02791699655385,216,12.47685950413223,0.8088709677419355,-0.030901670979005147,1.3003126806619725
|
||||
KR,005930,kartsell_v12_candidate,research_2007_2013,2007-01-02,2013-12-30,1750,0.08220498589809333,-0.22960106653309875,0.3580339897342892,0.20488675206569448,0.490486717031807,0.7483016987831093,12.280092778410419,300,1.3800557948316368,0.6246285714285714,-0.027804071191600662,1.7374343109947654
|
||||
KR,005930,kartsell_v12_candidate,validation_2014_2017,2014-01-02,2017-12-28,981,0.0693324241437161,-0.25182793291796524,0.27531665506821135,0.18507245176839046,0.46360541374653486,0.6128361793614766,14.105081127466317,644,1.6054945054945053,0.6940366972477064,-0.027983074708209085,1.306328527136377
|
||||
KR,005930,kartsell_v12_candidate,oos_2018_source_end,2018-01-01,2021-04-15,808,0.07941444479540416,-0.28496973560227357,0.27867676764890315,0.18435105559137294,0.5166346118380698,0.7283838506578694,13.74012335015664,475,1.3392500000000003,0.5841584158415842,-0.02693917070326227,1.2853970274742281
|
||||
KR,005930,kartsell_v12_candidate,gfc_2007_2009,2007-01-02,2009-12-30,756,0.08758817047271483,-0.22960106653309875,0.3814798066719273,0.2327508229401477,0.4758591323925663,0.7252406292075142,14.123755621502788,298,1.3199794144556265,0.6417328042328042,-0.032122951127363915,1.2856385350382955
|
||||
KR,005930,kartsell_v12_candidate,covid_2020,2020-01-02,2020-12-30,248,0.22973348163549878,-0.284969735602273,0.8061679993840944,0.22758012614175152,1.0311503451261066,1.405153950846396,17.110514298060515,220,1.5092975206611572,0.6060483870967742,-0.033520731859014136,1.2281679137483954
|
||||
KR,000660,buy_hold,research_2007_2013,2007-01-02,2013-12-30,1750,0.019399677585812736,-0.8456613414596607,0.022940244084384612,0.5217201883515642,0.2972397796725248,0.43564421838707545,37.08532619170478,938,0.0,1.0,-0.07262025712238879,1.1437961143151718
|
||||
KR,000660,buy_hold,validation_2014_2017,2014-01-02,2017-12-28,980,0.21239609343853005,-0.49246010346136193,0.4312960419446334,0.3424096279134221,0.7477697198663205,1.1896904613152033,22.501323161728145,620,0.0,1.0,-0.04555112565720825,2.1549295774647788
|
||||
KR,000660,buy_hold,oos_2018_source_end,2018-01-01,2021-04-16,811,0.19520361906613726,-0.40045120671563417,0.4874591855200826,0.3820719938575616,0.6664927568129478,1.1383357507439367,18.373763984891266,391,0.0,1.0,-0.046846287984054054,1.7973856209150392
|
||||
KR,000660,buy_hold,gfc_2007_2009,2007-01-02,2009-12-30,756,-0.10933948808749872,-0.8456613414596607,-0.12929465109374919,0.6275068991679718,0.12830024722331998,0.1876040811680147,45.33256772000711,617,0.0,1.0,-0.08872849088047087,0.707155975126463
|
||||
KR,000660,buy_hold,covid_2020,2020-01-02,2020-12-30,247,0.26109951748855065,-0.34285714285714286,0.7615402593416061,0.41048192925656807,0.7754691393918177,1.2893489111666356,18.15977659503759,196,0.0,1.0,-0.05011517024267404,1.2592986184909676
|
||||
KR,000660,trend_10m_shifted,research_2007_2013,2007-01-02,2013-12-30,1750,0.019490174151640893,-0.5559232318730603,0.035059110744433304,0.27716179324951556,0.2087985981168765,0.21771547966265994,30.987614482983364,930,1.716131558339859,0.4542857142857143,-0.044952494273897546,1.1445063171661367
|
||||
KR,000660,trend_10m_shifted,validation_2014_2017,2014-01-02,2017-12-28,980,0.2524026736301006,-0.27157482507027353,0.929403797147943,0.2820859851236207,0.9593135523747284,1.2200305569001326,13.669934770270476,595,1.003434065934066,0.7071428571428572,-0.04240248984197793,2.452663127344184
|
||||
KR,000660,trend_10m_shifted,oos_2018_source_end,2018-01-01,2021-04-16,811,0.03417786609352058,-0.34285714285714297,0.09968544277276833,0.29923278449601287,0.2632737151342943,0.3323921169864724,20.060358397572834,421,1.824729392173189,0.5893958076448829,-0.042512526065066905,1.1168412913615176
|
||||
KR,000660,trend_10m_shifted,gfc_2007_2009,2007-01-02,2009-12-30,756,0.09904554993735148,-0.2993741265453954,0.33084205064839756,0.2331276970805137,0.5203094667740285,0.4444434901696136,20.254047831749006,641,1.3366880146386093,0.2830687830687831,-0.03890405528719767,1.3265947234823672
|
||||
KR,000660,trend_10m_shifted,covid_2020,2020-01-02,2020-12-30,247,-0.1131055341377305,-0.34285714285714286,-0.3298911412350473,0.3112040200422069,-0.23743358480345172,-0.23840746528835377,19.097367729770944,216,1.006198347107438,0.4089068825910931,-0.04850207914983714,0.8875504782146659
|
||||
KR,000660,trailing_12,research_2007_2013,2007-01-02,2013-12-30,1750,0.14754666337203926,-0.46930782719418385,0.3143920787645193,0.3139219054065111,0.5969203877368722,0.7505536461586775,18.919083364649058,652,5.148394675019577,0.5794285714285714,-0.04456409591979111,2.6178361789830227
|
||||
KR,000660,trailing_12,validation_2014_2017,2014-01-02,2017-12-28,980,0.14185911787332173,-0.4547531957470957,0.31194748975929043,0.26573878655360705,0.6447851767107756,0.8172902443024499,21.35190754834452,620,4.766311813186813,0.6744897959183673,-0.040153308204255625,1.6969202178067728
|
||||
KR,000660,trailing_12,oos_2018_source_end,2018-01-01,2021-04-16,811,0.15647395808147935,-0.3430119903132052,0.456176350974211,0.29068355860171724,0.6552612697443887,0.9434528317780103,16.938905765476385,422,3.9535803497085764,0.6720098643649816,-0.038842947858232155,1.6128750565140728
|
||||
KR,000660,trailing_12,gfc_2007_2009,2007-01-02,2009-12-30,756,0.07078082310197775,-0.46930782719418385,0.1508196092214141,0.3238999185463309,0.37003293636498624,0.41187957315949675,25.2072186414431,652,6.683440073193047,0.458994708994709,-0.04854203917519534,1.2270948564520843
|
||||
KR,000660,trailing_12,covid_2020,2020-01-02,2020-12-30,247,0.23840841388544098,-0.2554619818820554,0.9332442038107733,0.28733677925011636,0.8963689499763928,1.4305187223342728,16.24425960183073,196,4.024793388429752,0.7368421052631579,-0.03563172279621986,1.236778244361088
|
||||
KR,000660,kartsell_v11_original,research_2007_2013,2007-01-02,2013-12-30,1750,0.007650424536767009,-0.5786856403156295,0.013220346253268489,0.32150631288252746,0.18395889149339167,0.26449150390550336,30.9012388090533,678,7.651086530931872,0.6880571428571428,-0.04587375947790562,1.0547373489592362
|
||||
KR,000660,kartsell_v11_original,validation_2014_2017,2014-01-02,2017-12-28,980,0.20256217673597154,-0.35301696075862277,0.5738029592138337,0.2715719140462577,0.8323661108090542,1.1942736548292412,19.126846134655906,617,8.504103708791206,0.7751530612244898,-0.03975567330148222,2.086092435762121
|
||||
KR,000660,kartsell_v11_original,oos_2018_source_end,2018-01-01,2021-04-16,811,0.06448961991327029,-0.3777089812808926,0.17073891040285058,0.2869791417676846,0.36523294749467294,0.5455345925722372,23.475462340347793,643,10.887552039966694,0.709987669543773,-0.039082134471695694,1.2281328123835107
|
||||
KR,000660,kartsell_v11_original,gfc_2007_2009,2007-01-02,2009-12-30,756,-0.035526893835401196,-0.5786856403156295,-0.06139238882102543,0.351732390126222,0.07166691948534971,0.10565525642608048,37.40637668268595,617,1.737694419030192,0.6722883597883598,-0.04976849692797292,0.8974053355025998
|
||||
KR,000660,kartsell_v11_original,covid_2020,2020-01-02,2020-12-30,247,0.06466595350642623,-0.3314255870921804,0.19511454765392178,0.27421309124586773,0.3673863395192383,0.5395400531864669,24.288794064963607,216,7.848347107438017,0.6208502024291499,-0.037750412655164114,1.0642550689698884
|
||||
KR,000660,kartsell_v12_candidate,research_2007_2013,2007-01-02,2013-12-30,1750,0.03228444092206462,-0.5513875231192475,0.05855127214237403,0.2882175304576982,0.25436292293421864,0.370784779140014,25.843739498417392,887,1.6732282693813627,0.6131428571428571,-0.04053234864412289,1.248796789991585
|
||||
KR,000660,kartsell_v12_candidate,validation_2014_2017,2014-01-02,2017-12-28,980,0.17676975274147178,-0.33258073470064675,0.5315092977366257,0.2381016728920376,0.8199502529439687,1.1187153316778844,19.079171734822367,614,1.3546359890109891,0.6405102040816327,-0.03581012196842551,1.9133669754882898
|
||||
KR,000660,kartsell_v12_candidate,oos_2018_source_end,2018-01-01,2021-04-16,811,0.08960623388010669,-0.28953895641015315,0.3094790248299883,0.23483714481716444,0.4902644762309107,0.6862970779095595,16.568005227331636,640,1.338134887593672,0.5525893958076449,-0.03335632673603792,1.3260145664533576
|
||||
KR,000660,kartsell_v12_candidate,gfc_2007_2009,2007-01-02,2009-12-30,756,-0.055664677253036254,-0.5513875231192475,-0.10095382089557685,0.32464777889038837,-0.014985865952402729,-0.022820145565384403,34.03421415709285,617,1.5706084172003658,0.6406084656084657,-0.044649185656263905,0.8424923788940795
|
||||
KR,000660,kartsell_v12_candidate,covid_2020,2020-01-02,2020-12-30,247,0.10382765884679301,-0.19963452449777952,0.5200886926146276,0.17850193978931092,0.6500355342242884,0.8566585801204647,14.21034873309387,216,1.2074380165289258,0.38947368421052636,-0.027285405359504085,1.1031561568765191
|
||||
KR,035900,buy_hold,research_2007_2013,2007-01-02,2013-12-30,1674,-0.2055992848875967,-0.95703125,-0.21483027318867248,0.7706288490997154,0.06659351935400556,0.10534007226602071,80.36037385084892,1526,0.0,1.0,-0.1064640570667647,0.19999999999999943
|
||||
KR,035900,buy_hold,validation_2014_2017,2014-01-02,2017-12-28,981,0.3233935206958787,-0.36453201970443383,0.8871470905576123,0.38102578785127594,0.9408957895147205,1.7201193699984705,20.640805862573735,531,0.0,1.0,-0.044808405925394645,3.05555555555555
|
||||
KR,035900,buy_hold,oos_2018_source_end,2018-01-01,2021-04-15,801,0.3184426101646445,-0.6079182630906772,0.5238247137792363,0.5075331882883968,0.8175346780840668,1.235164722325043,28.98922610491348,456,0.0,1.0,-0.06683348850954346,2.479999999999994
|
||||
KR,035900,buy_hold,gfc_2007_2009,2007-01-02,2009-12-30,689,-0.47751376457189487,-0.9277343750000001,-0.5147095736017056,0.8763646918068945,-0.37518288664622435,-0.612794118646051,74.97911935343643,541,0.0,1.0,-0.12051834743880414,0.14333333333333312
|
||||
KR,035900,buy_hold,covid_2020,2020-01-03,2020-12-30,245,0.5966964692502665,-0.43772893772893817,1.3631643188729925,0.5886960790606961,1.1018162422146502,1.8223743240100023,17.705031925507008,112,0.0,1.0,-0.07186167241805669,1.5900621118012421
|
||||
KR,035900,trend_10m_shifted,research_2007_2013,2007-01-02,2013-12-30,1674,-0.009502924369447663,-0.684848484848485,-0.0138759515129103,0.4936537097467898,0.2233958236649976,0.22511216892964728,46.5263282262532,556,1.5731205951448708,0.4199522102747909,-0.07453130670892916,0.9354134392983943
|
||||
KR,035900,trend_10m_shifted,validation_2014_2017,2014-01-02,2017-12-28,981,0.05262232410596401,-0.42234828527015245,0.12459461998834558,0.30526873287031114,0.3219431821453402,0.4242995306261927,29.09226775936284,843,2.2577266483516483,0.5188583078491336,-0.04187475357622425,1.2268328899257772
|
||||
KR,035900,trend_10m_shifted,oos_2018_source_end,2018-01-01,2021-04-15,801,0.23111216022649916,-0.5629854349851631,0.41051179278304045,0.43189542207651077,0.7148538657749709,0.873111354120233,26.979327964361612,606,2.435,0.6741573033707865,-0.05992293385537137,1.980002303108525
|
||||
KR,035900,trend_10m_shifted,gfc_2007_2009,2007-01-02,2009-12-30,689,-0.11105529238422596,-0.6090909090909091,-0.18232958451141573,0.4719578422983217,-0.03918851688653811,-0.03471805795228601,33.44088604664285,556,0.6683440073193047,0.2772133526850508,-0.07551250218454908,0.7030871694915248
|
||||
KR,035900,trend_10m_shifted,covid_2020,2020-01-03,2020-12-30,245,0.11355097620037924,-0.4038834951456315,0.2811478497269002,0.47642594585988235,0.467021558256506,0.568080784314083,19.863548375797162,109,5.044889502762431,0.5959183673469388,-0.06799869223017217,1.1124857987698908
|
||||
KR,035900,trailing_12,research_2007_2013,2007-01-02,2013-12-30,1674,-0.104728354387146,-0.7760014835470278,-0.13495896155822126,0.4057603623246051,-0.08725752151265395,-0.07180574597727546,53.97521177345941,1526,9.152701644479249,0.25507765830346474,-0.0626692839495128,0.4613659579256004
|
||||
KR,035900,trailing_12,validation_2014_2017,2014-01-02,2017-12-28,981,0.3018976483011744,-0.3289781831921976,0.9176828851437784,0.2951671845913775,1.0609140824069785,1.515372553258447,15.475817942449783,292,5.518887362637362,0.583078491335372,-0.037557989395490224,2.8624565197711407
|
||||
KR,035900,trailing_12,oos_2018_source_end,2018-01-01,2021-04-15,801,0.13303662217460044,-0.3522942701162618,0.3776292533247747,0.35919725298480126,0.5396360152270591,0.6064696737969112,22.918412864026983,456,6.391875000000001,0.5555555555555556,-0.0493832355174462,1.5073503321120374
|
||||
KR,035900,trailing_12,gfc_2007_2009,2007-01-02,2009-12-30,689,-0.036108435706248554,-0.5613112655518437,-0.06432872084038639,0.452349435432934,0.1336834685601532,0.09503258908152332,28.33655105936652,541,8.354300091491309,0.16400580551523947,-0.07147584000475005,0.8957870745774741
|
||||
KR,035900,trailing_12,covid_2020,2020-01-03,2020-12-30,245,0.23473332406633296,-0.1614990912863069,1.4534652931897667,0.3897241835636466,0.7422665784519299,1.017351629814629,10.872600568977317,76,7.0628453038674035,0.5551020408163265,-0.050955838859852345,1.2324189002260713
|
||||
KR,035900,kartsell_v11_original,research_2007_2013,2007-01-02,2013-12-30,1674,-0.15818690843506333,-0.8427911180858594,-0.18769408580661862,0.5671206191151892,-0.03889417285403577,-0.05432991596070688,69.10725850633702,1526,10.97609142521535,0.6141577060931899,-0.08337592696346136,0.29996652089284803
|
||||
KR,035900,kartsell_v11_original,validation_2014_2017,2014-01-02,2017-12-28,981,0.2312196564324096,-0.29933752051736096,0.7724379357214571,0.2832090512599872,0.8916444860015474,1.5003081882082507,19.231835155119875,745,15.841715315934065,0.6265035677879714,-0.034992540971631146,2.2914244110879762
|
||||
KR,035900,kartsell_v11_original,oos_2018_source_end,2018-01-01,2021-04-15,801,0.21751357852899322,-0.5154671019843359,0.42197373545596917,0.402936757669396,0.7071772335568932,1.0054866817549382,29.508941528589368,606,11.9619375,0.7431335830212235,-0.0526337023718275,1.9090506759719237
|
||||
KR,035900,kartsell_v11_original,gfc_2007_2009,2007-01-02,2009-12-30,689,-0.3693881413049789,-0.817412352106905,-0.4518993875647582,0.6743613891693072,-0.41446743480733167,-0.6003662823000335,67.60974749686306,541,6.4829368709972535,0.6544992743105952,-0.09769116809846502,0.25164830477311445
|
||||
KR,035900,kartsell_v11_original,covid_2020,2020-01-03,2020-12-30,245,0.26300975195846776,-0.2783589853003575,0.9448581358876291,0.43895581610886286,0.75889427218775,1.2408406297769463,15.417463627298648,119,15.891401933701658,0.750408163265306,-0.05405245703576895,1.2603883651214156
|
||||
KR,035900,kartsell_v12_candidate,research_2007_2013,2007-01-02,2013-12-30,1674,-0.059196720575692696,-0.7818310638902997,-0.07571548805075198,0.48416948009980065,0.10645135267044523,0.13832699219030362,59.65841223739014,1526,1.2012920908379012,0.42305854241338114,-0.0731492839862408,0.6526664488969559
|
||||
KR,035900,kartsell_v12_candidate,validation_2014_2017,2014-01-02,2017-12-28,981,0.18113806523420584,-0.3796708845837016,0.4770923254566086,0.2702962719088219,0.7633694694270408,1.1771982476882246,24.502587674390252,755,1.906524725274725,0.5389398572884812,-0.03508459916220834,1.9418376702122802
|
||||
KR,035900,kartsell_v12_candidate,oos_2018_source_end,2018-01-01,2021-04-15,801,0.25149885349176415,-0.42356837971511585,0.5937621067486614,0.3574601598973567,0.8287164973674097,1.0579957573738765,23.434266137016998,606,1.461,0.5588639200998752,-0.05005257929453103,2.0897775582488447
|
||||
KR,035900,kartsell_v12_candidate,gfc_2007_2009,2007-01-02,2009-12-30,689,-0.29998604630341363,-0.7818310638902997,-0.38369676028312083,0.6415852352465292,-0.2915976800045207,-0.3971863096031916,66.79260043257293,541,0.9356816102470266,0.5567489114658927,-0.09576860948247466,0.3439428588832688
|
||||
KR,035900,kartsell_v12_candidate,covid_2020,2020-01-03,2020-12-30,245,0.0885782117260554,-0.32195964408103417,0.27512209481683086,0.4231471890690222,0.41378622661388126,0.6121032030425398,19.571934804052667,152,1.8161602209944752,0.6761224489795918,-0.055632775073148164,1.0877564317703716
|
||||
|
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|
||||
portfolio,strategy,cost_one_way,start,end,observations,cagr,mdd,calmar,annual_vol,sharpe_zero_rf,sortino_zero_rf,ulcer_index,recovery_days_max,turnover_annual,avg_exposure,cvar_5_daily,final_equity
|
||||
kr_three_equal_weight,buy_hold,0.001,2007-01-02,2021-04-16,3544,0.15966367398221593,-0.746940438546079,0.2137569018126821,0.33195774902137104,0.6195175804639289,0.8968292966182654,24.89250311184457,1201,0.0,1.0,-0.047031957925615396,8.299549013888875
|
||||
kr_three_equal_weight,trend_10m_shifted,0.001,2007-01-02,2021-04-16,3544,0.10276944492529383,-0.3470069051561434,0.29615965388080806,0.2126526445780563,0.5736173236822923,0.7369976139933023,17.61514816258104,1254,2.0066117286316594,0.5483446200150488,-0.0313782635073796,4.045211658882635
|
||||
kr_three_equal_weight,trailing_12,0.001,2007-01-02,2021-04-16,3544,0.11879484280239616,-0.259852977465432,0.4571617533926442,0.19911782280760404,0.6720633782614546,0.9331478664992225,11.096024877101852,753,5.471516864699118,0.5811230248306998,-0.02830663002938829,4.971118890120979
|
||||
kr_three_equal_weight,kartsell_v11_original,0.001,2007-01-02,2021-04-16,3544,0.08498798373274363,-0.5723093909033525,0.14850006846575717,0.22996427295658178,0.4753570174267848,0.6843406498381339,23.74908865354514,1205,10.595376581065544,0.7059560759969902,-0.03326582675658108,3.2068914593516378
|
||||
kr_three_equal_weight,kartsell_v12_candidate,0.001,2007-01-02,2021-04-16,3544,0.10362484012412221,-0.5019847526624774,0.2064302542547484,0.19831180000435325,0.6042229468283998,0.8527918347068726,19.168805823607535,1050,1.4886259103104638,0.578875094055681,-0.028674364618152162,4.0902701238716315
|
||||
kr_three_equal_weight,kartsell_v12_plus_capital_floor,0.001,2007-01-02,2021-04-16,3544,0.06637517558307948,-0.35161544618445106,0.1887720698943933,0.14662394656138103,0.5186411534339462,0.6879948066607922,18.022587539878657,1244,3.852986177654273,0.4311216139954853,-0.021914325493421042,2.5045262050555865
|
||||
|
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@@ -0,0 +1,7 @@
|
||||
symbol,strategy,sell_events,buy_events,median_gain_capture,median_63d_post_sell_return,false_exit_rate_63d
|
||||
005930,kartsell_v11_original,318,597,0.7816905174642623,0.04190659018055054,0.3387096774193548
|
||||
005930,kartsell_v12_candidate,46,52,0.1652232222967296,0.07077435980988311,0.32558139534883723
|
||||
000660,kartsell_v11_original,265,492,0.5781923279033105,0.07308933654784189,0.4356060606060606
|
||||
000660,kartsell_v12_candidate,47,55,-0.15384615384615385,-0.03908111714803164,0.2978723404255319
|
||||
035900,kartsell_v11_original,330,681,-5.467741935483871,-0.013977128335451061,0.3280757097791798
|
||||
035900,kartsell_v12_candidate,44,50,0.12588401697312587,0.04014349043804,0.38636363636363635
|
||||
|
@@ -0,0 +1,6 @@
|
||||
/mnt/data/kartsell_v12_2_extension.py:70: FutureWarning: Setting an item of incompatible dtype is deprecated and will raise an error in a future version of pandas. Value '[11342.3877551 11124.95918367 10980. ... 47877.55102041
|
||||
49734.69387755 49387.75510204]' has dtype incompatible with int64, please explicitly cast to a compatible dtype first.
|
||||
raw.loc[:i-1, ['open','high','low','close','adj_close']] *= mult
|
||||
/mnt/data/kartsell_v12_2_extension.py:70: FutureWarning: Setting an item of incompatible dtype is deprecated and will raise an error in a future version of pandas. Value '[11342.3877551 11124.95918367 10980. ... 47877.55102041
|
||||
49734.69387755 49387.75510204]' has dtype incompatible with int64, please explicitly cast to a compatible dtype first.
|
||||
raw.loc[:i-1, ['open','high','low','close','adj_close']] *= mult
|
||||
@@ -0,0 +1,8 @@
|
||||
/mnt/data/kartsell_v12_2_extension.py:70: FutureWarning: Setting an item of incompatible dtype is deprecated and will raise an error in a future version of pandas. Value '[11342.3877551 11124.95918367 10980. ... 47877.55102041
|
||||
49734.69387755 49387.75510204]' has dtype incompatible with int64, please explicitly cast to a compatible dtype first.
|
||||
raw.loc[:i-1, ['open','high','low','close','adj_close']] *= mult
|
||||
/mnt/data/kartsell_v12_2_extension.py:70: FutureWarning: Setting an item of incompatible dtype is deprecated and will raise an error in a future version of pandas. Value '[11342.3877551 11124.95918367 10980. ... 47877.55102041
|
||||
49734.69387755 49387.75510204]' has dtype incompatible with int64, please explicitly cast to a compatible dtype first.
|
||||
raw.loc[:i-1, ['open','high','low','close','adj_close']] *= mult
|
||||
|
||||
ELAPSED 6.54 sec
|
||||
@@ -0,0 +1,12 @@
|
||||
variants train_oos_spearman top3_train_below_median_oos_rate baseline_train_rank baseline_oos_rank
|
||||
9 0.83205 0.0 3 1
|
||||
act_mult gb_mult wait breakout min_shift train_robust_score oos_robust_score us_train_cagr us_train_mdd us_train_calmar us_train_turnover_annual us_train_avg_exposure us_oos_cagr us_oos_mdd us_oos_calmar us_oos_turnover_annual us_oos_avg_exposure kr_train_cagr kr_train_mdd kr_train_calmar kr_train_turnover_annual kr_train_avg_exposure kr_oos_cagr kr_oos_mdd kr_oos_calmar kr_oos_turnover_annual kr_oos_avg_exposure train_rank oos_rank
|
||||
1.2 1.2 10 20 0.0 0.170865 0.674982 0.180090 -0.372970 0.482854 1.394224 0.663299 0.188461 -0.229678 0.820543 1.637069 0.660654 0.086316 -0.501985 0.171950 1.510877 0.582732 0.167025 -0.255188 0.654515 1.419234 0.565426 1 1.0
|
||||
1.0 1.2 10 20 0.0 0.170865 0.674982 0.180090 -0.372970 0.482854 1.394224 0.663299 0.188461 -0.229678 0.820543 1.637069 0.660654 0.086316 -0.501985 0.171950 1.510877 0.582732 0.167025 -0.255188 0.654515 1.419234 0.565426 2 1.0
|
||||
1.0 1.0 10 20 0.0 0.168892 0.674982 0.177575 -0.372970 0.476111 1.412427 0.662613 0.188973 -0.229678 0.822774 1.637069 0.660767 0.085436 -0.501985 0.170196 1.510877 0.582879 0.167025 -0.255188 0.654515 1.419234 0.565426 3 1.0
|
||||
1.2 1.0 10 20 0.0 0.168892 0.674982 0.177575 -0.372970 0.476111 1.412427 0.662613 0.188973 -0.229678 0.822774 1.637069 0.660767 0.085436 -0.501985 0.170196 1.510877 0.582879 0.167025 -0.255188 0.654515 1.419234 0.565426 4 1.0
|
||||
0.8 1.2 10 20 0.0 0.167761 0.674982 0.178623 -0.359585 0.496748 1.414248 0.663530 0.188687 -0.229678 0.821526 1.637069 0.659217 0.084850 -0.501985 0.169030 1.498742 0.580438 0.167025 -0.255188 0.654515 1.419234 0.565426 5 1.0
|
||||
0.8 1.0 10 20 0.0 0.165790 0.674982 0.176056 -0.359585 0.489608 1.432451 0.662868 0.189199 -0.229678 0.823758 1.637069 0.659330 0.083971 -0.501985 0.167278 1.498742 0.580584 0.167025 -0.255188 0.654515 1.419234 0.565426 6 1.0
|
||||
1.0 0.8 10 20 0.0 0.155601 0.609677 0.178683 -0.372970 0.479080 1.406360 0.662854 0.188973 -0.229678 0.822774 1.637069 0.660767 0.079508 -0.501985 0.158387 1.510877 0.590727 0.151651 -0.255188 0.594269 1.500333 0.554848 7 7.0
|
||||
1.2 0.8 10 20 0.0 0.155601 0.609677 0.178683 -0.372970 0.479080 1.406360 0.662854 0.188973 -0.229678 0.822774 1.637069 0.660767 0.079508 -0.501985 0.158387 1.510877 0.590727 0.151651 -0.255188 0.594269 1.500333 0.554848 8 7.0
|
||||
0.8 0.8 10 20 0.0 0.152517 0.609677 0.177217 -0.359585 0.492838 1.426383 0.663085 0.189199 -0.229678 0.823758 1.637069 0.659330 0.078051 -0.501985 0.155485 1.498742 0.588432 0.151651 -0.255188 0.594269 1.500333 0.554848 9 7.0
|
||||
@@ -0,0 +1,10 @@
|
||||
act_mult,gb_mult,wait,breakout,min_shift,train_robust_score,oos_robust_score,us_train_cagr,us_train_mdd,us_train_calmar,us_train_turnover_annual,us_train_avg_exposure,us_oos_cagr,us_oos_mdd,us_oos_calmar,us_oos_turnover_annual,us_oos_avg_exposure,kr_train_cagr,kr_train_mdd,kr_train_calmar,kr_train_turnover_annual,kr_train_avg_exposure,kr_oos_cagr,kr_oos_mdd,kr_oos_calmar,kr_oos_turnover_annual,kr_oos_avg_exposure,train_rank,oos_rank
|
||||
1.2,1.2,10,20,0.0,0.1708654016440855,0.6749821676500353,0.1800902199641905,-0.3729701052232771,0.48285430237466404,1.3942240842262648,0.6632990249187433,0.18846086504196746,-0.2296782151891421,0.8205430579768666,1.6370686062020674,0.6606537530266344,0.08631605045448842,-0.5019847526624774,0.17194954626943673,1.510877149264889,0.5827322104235323,0.16702457955347239,-0.25518849666651633,0.6545145323370211,1.419233971690258,0.5654264042640427,1,1.0
|
||||
1.0,1.2,10,20,0.0,0.1708654016440855,0.6749821676500353,0.1800902199641905,-0.3729701052232771,0.48285430237466404,1.3942240842262648,0.6632990249187433,0.18846086504196746,-0.2296782151891421,0.8205430579768666,1.6370686062020674,0.6606537530266344,0.08631605045448842,-0.5019847526624774,0.17194954626943673,1.510877149264889,0.5827322104235323,0.16702457955347239,-0.25518849666651633,0.6545145323370211,1.419233971690258,0.5654264042640427,2,1.0
|
||||
1.0,1.0,10,20,0.0,0.16889167450442008,0.6749821676500353,0.17757526649702715,-0.3729701052232771,0.47611125934804455,1.4124274233740344,0.6626128566269411,0.18897335780889857,-0.2296782151891399,0.8227744092023664,1.6370686062020674,0.6607667473769169,0.0854357445587901,-0.5019847526624774,0.17019589560369588,1.510877149264889,0.5828786769193214,0.16702457955347239,-0.25518849666651633,0.6545145323370211,1.419233971690258,0.5654264042640427,3,1.0
|
||||
1.2,1.0,10,20,0.0,0.16889167450442008,0.6749821676500353,0.17757526649702715,-0.3729701052232771,0.47611125934804455,1.4124274233740344,0.6626128566269411,0.18897335780889857,-0.2296782151891399,0.8227744092023664,1.6370686062020674,0.6607667473769169,0.0854357445587901,-0.5019847526624774,0.17019589560369588,1.510877149264889,0.5828786769193214,0.16702457955347239,-0.25518849666651633,0.6545145323370211,1.419233971690258,0.5654264042640427,4,1.0
|
||||
0.8,1.2,10,20,0.0,0.167761184806263,0.6749821676500353,0.17862314916818534,-0.35958528369136633,0.4967476625698019,1.4142477572888115,0.6635301552907187,0.18868661641628282,-0.22967821518913945,0.8215259608356842,1.6370686062020674,0.6592171105730428,0.08485034357259225,-0.5019847526624774,0.1690297227606106,1.4987415898330425,0.58043756865617,0.16702457955347239,-0.25518849666651633,0.6545145323370211,1.419233971690258,0.5654264042640427,5,1.0
|
||||
0.8,1.0,10,20,0.0,0.1657901207087664,0.6749821676500353,0.1760559514449329,-0.35958528369136633,0.4896083333489324,1.432451096436581,0.6628680630793308,0.18919920653260802,-0.229678215189139,0.8237577359124082,1.6370686062020674,0.6593301049233252,0.08397122542553181,-0.5019847526624774,0.1672784381998791,1.4987415898330425,0.580584035151959,0.16702457955347239,-0.25518849666651633,0.6545145323370211,1.419233971690258,0.5654264042640427,6,1.0
|
||||
1.0,0.8,10,20,0.0,0.15560055557153604,0.6096770885746012,0.17868266654499165,-0.3729701052232771,0.4790803982480686,1.4063596436581112,0.6628536174310822,0.18897335780889857,-0.2296782151891399,0.8227744092023664,1.6370686062020674,0.6607667473769169,0.07950774664970295,-0.5019847526624774,0.15838677614808364,1.510877149264889,0.5907268399853534,0.15165071617093573,-0.2551884966665168,0.5942694053686699,1.5003330557868444,0.5548482984829849,7,7.0
|
||||
1.2,0.8,10,20,0.0,0.15560055557153604,0.6096770885746012,0.17868266654499165,-0.3729701052232771,0.4790803982480686,1.4063596436581112,0.6628536174310822,0.18897335780889857,-0.2296782151891399,0.8227744092023664,1.6370686062020674,0.6607667473769169,0.07950774664970295,-0.5019847526624774,0.15838677614808364,1.510877149264889,0.5907268399853534,0.15165071617093573,-0.2551884966665168,0.5942694053686699,1.5003330557868444,0.5548482984829849,8,7.0
|
||||
0.8,0.8,10,20,0.0,0.15251693475632572,0.6096770885746012,0.17721734559868474,-0.35958528369136633,0.4928381489349024,1.4263833167206579,0.6630847478030577,0.18919920653260802,-0.229678215189139,0.8237577359124082,1.6370686062020674,0.6593301049233252,0.07805122584007029,-0.5019847526624774,0.1554852521438038,1.4987415898330425,0.588432198217991,0.15165071617093573,-0.2551884966665168,0.5942694053686699,1.5003330557868444,0.5548482984829849,9,7.0
|
||||
|
@@ -0,0 +1,2 @@
|
||||
variants,train_oos_spearman,top3_train_below_median_oos_rate,baseline_train_rank,baseline_oos_rank
|
||||
9,0.8320502943378437,0.0,3,1
|
||||
|
@@ -0,0 +1,10 @@
|
||||
act_mult,gb_mult,wait,breakout,min_shift,train_robust_score,oos_robust_score,us_train_cagr,us_train_mdd,us_train_calmar,us_train_turnover_annual,us_train_avg_exposure,us_oos_cagr,us_oos_mdd,us_oos_calmar,us_oos_turnover_annual,us_oos_avg_exposure,kr_train_cagr,kr_train_mdd,kr_train_calmar,kr_train_turnover_annual,kr_train_avg_exposure,kr_oos_cagr,kr_oos_mdd,kr_oos_calmar,kr_oos_turnover_annual,kr_oos_avg_exposure,train_rank,oos_rank
|
||||
1.2,1.2,10,20,0.0,0.1708654016440855,0.6749821676500353,0.1800902199641905,-0.3729701052232771,0.48285430237466404,1.3942240842262648,0.6632990249187433,0.18846086504196746,-0.2296782151891421,0.8205430579768666,1.6370686062020674,0.6606537530266344,0.08631605045448842,-0.5019847526624774,0.17194954626943673,1.510877149264889,0.5827322104235323,0.16702457955347239,-0.25518849666651633,0.6545145323370211,1.419233971690258,0.5654264042640427,1,1.0
|
||||
1.0,1.2,10,20,0.0,0.1708654016440855,0.6749821676500353,0.1800902199641905,-0.3729701052232771,0.48285430237466404,1.3942240842262648,0.6632990249187433,0.18846086504196746,-0.2296782151891421,0.8205430579768666,1.6370686062020674,0.6606537530266344,0.08631605045448842,-0.5019847526624774,0.17194954626943673,1.510877149264889,0.5827322104235323,0.16702457955347239,-0.25518849666651633,0.6545145323370211,1.419233971690258,0.5654264042640427,2,1.0
|
||||
1.0,1.0,10,20,0.0,0.16889167450442008,0.6749821676500353,0.17757526649702715,-0.3729701052232771,0.47611125934804455,1.4124274233740344,0.6626128566269411,0.18897335780889857,-0.2296782151891399,0.8227744092023664,1.6370686062020674,0.6607667473769169,0.0854357445587901,-0.5019847526624774,0.17019589560369588,1.510877149264889,0.5828786769193214,0.16702457955347239,-0.25518849666651633,0.6545145323370211,1.419233971690258,0.5654264042640427,3,1.0
|
||||
1.2,1.0,10,20,0.0,0.16889167450442008,0.6749821676500353,0.17757526649702715,-0.3729701052232771,0.47611125934804455,1.4124274233740344,0.6626128566269411,0.18897335780889857,-0.2296782151891399,0.8227744092023664,1.6370686062020674,0.6607667473769169,0.0854357445587901,-0.5019847526624774,0.17019589560369588,1.510877149264889,0.5828786769193214,0.16702457955347239,-0.25518849666651633,0.6545145323370211,1.419233971690258,0.5654264042640427,4,1.0
|
||||
0.8,1.2,10,20,0.0,0.167761184806263,0.6749821676500353,0.17862314916818534,-0.35958528369136633,0.4967476625698019,1.4142477572888115,0.6635301552907187,0.18868661641628282,-0.22967821518913945,0.8215259608356842,1.6370686062020674,0.6592171105730428,0.08485034357259225,-0.5019847526624774,0.1690297227606106,1.4987415898330425,0.58043756865617,0.16702457955347239,-0.25518849666651633,0.6545145323370211,1.419233971690258,0.5654264042640427,5,1.0
|
||||
0.8,1.0,10,20,0.0,0.1657901207087664,0.6749821676500353,0.1760559514449329,-0.35958528369136633,0.4896083333489324,1.432451096436581,0.6628680630793308,0.18919920653260802,-0.229678215189139,0.8237577359124082,1.6370686062020674,0.6593301049233252,0.08397122542553181,-0.5019847526624774,0.1672784381998791,1.4987415898330425,0.580584035151959,0.16702457955347239,-0.25518849666651633,0.6545145323370211,1.419233971690258,0.5654264042640427,6,1.0
|
||||
1.0,0.8,10,20,0.0,0.15560055557153604,0.6096770885746012,0.17868266654499165,-0.3729701052232771,0.4790803982480686,1.4063596436581112,0.6628536174310822,0.18897335780889857,-0.2296782151891399,0.8227744092023664,1.6370686062020674,0.6607667473769169,0.07950774664970295,-0.5019847526624774,0.15838677614808364,1.510877149264889,0.5907268399853534,0.15165071617093573,-0.2551884966665168,0.5942694053686699,1.5003330557868444,0.5548482984829849,7,7.0
|
||||
1.2,0.8,10,20,0.0,0.15560055557153604,0.6096770885746012,0.17868266654499165,-0.3729701052232771,0.4790803982480686,1.4063596436581112,0.6628536174310822,0.18897335780889857,-0.2296782151891399,0.8227744092023664,1.6370686062020674,0.6607667473769169,0.07950774664970295,-0.5019847526624774,0.15838677614808364,1.510877149264889,0.5907268399853534,0.15165071617093573,-0.2551884966665168,0.5942694053686699,1.5003330557868444,0.5548482984829849,8,7.0
|
||||
0.8,0.8,10,20,0.0,0.15251693475632572,0.6096770885746012,0.17721734559868474,-0.35958528369136633,0.4928381489349024,1.4263833167206579,0.6630847478030577,0.18919920653260802,-0.229678215189139,0.8237577359124082,1.6370686062020674,0.6593301049233252,0.07805122584007029,-0.5019847526624774,0.1554852521438038,1.4987415898330425,0.588432198217991,0.15165071617093573,-0.2551884966665168,0.5942694053686699,1.5003330557868444,0.5548482984829849,9,7.0
|
||||
|
File diff suppressed because it is too large
Load Diff
@@ -0,0 +1,13 @@
|
||||
factor,bucket,observations,mean_fwd12m,median_fwd12m,positive_rate,loss_gt_20_rate
|
||||
mom12_1,preferred_tercile,874,0.32387300753079057,0.20242994039354578,0.7391304347826086,0.10983981693363844
|
||||
mom12_1,opposite_tercile,519,0.42464731050951354,0.1594236579130841,0.7302504816955684,0.08477842003853564
|
||||
mom12_1,preferred_minus_opposite,519,-0.10077430297872297,0.04300628248046168,,
|
||||
mom6_1,preferred_tercile,904,0.33155396665287856,0.18977767692799152,0.7123893805309734,0.12278761061946902
|
||||
mom6_1,opposite_tercile,537,0.3700245000830613,0.1640926640926641,0.707635009310987,0.10986964618249534
|
||||
mom6_1,preferred_minus_opposite,537,-0.03847053343018275,0.025685012835327425,,
|
||||
vol63,preferred_tercile,550,0.13883071070567335,0.12215983587011692,0.730909090909091,0.07090909090909091
|
||||
vol63,opposite_tercile,926,0.45110012944579264,0.22311068692741454,0.6922246220302376,0.15334773218142547
|
||||
vol63,preferred_minus_opposite,550,-0.31226941874011926,-0.10095085105729762,,
|
||||
drawdown252,preferred_tercile,906,0.25751171686318947,0.15399048507301294,0.7317880794701986,0.10264900662251655
|
||||
drawdown252,opposite_tercile,537,0.4705274237016531,0.21757225433526006,0.702048417132216,0.1191806331471136
|
||||
drawdown252,preferred_minus_opposite,537,-0.21301570683846366,-0.06358176926224712,,
|
||||
|
@@ -0,0 +1,4 @@
|
||||
strategy,start,end,observations,cagr,mdd,calmar,annual_vol,sharpe_zero_rf,sortino_zero_rf,ulcer_index,recovery_days_max,turnover_annual,avg_exposure,cvar_5_daily,final_equity
|
||||
SPY_core_50_tactical_50,2007-01-03,2026-03-20,4834,0.06958719661109636,-0.4613192472088695,0.15084390480588308,0.16579219361444017,0.48950699392592684,0.60074746567892,11.893314559668578,1299,0.6455387685290763,0.9098365742656185,-0.025908374263902537,3.6408846701108804
|
||||
SPY_core_65_tactical_35,2007-01-03,2026-03-20,4834,0.07366766142979086,-0.49228940748373473,0.14964299517702875,0.17488205660932857,0.49469693473191545,0.6076626669761507,12.541212267186529,1385,0.45187713797035356,0.9368856019859331,-0.02722122574475978,3.9171662708534947
|
||||
SPY_core_80_tactical_19,2007-01-03,2026-03-20,4834,0.07758122604730122,-0.5223084565323348,0.14853526699983338,0.1844544075341742,0.4980677751432175,0.6113970465027098,13.286386996261903,1394,0.25821550741163063,0.9639346297062474,-0.028614679253723144,4.200728495779884
|
||||
|
Reference in New Issue
Block a user