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Strategy Tester: Robin_VOL
Strategy Tester Report
Robin_VOL
AlpariUK-Demo-Pro (Build 419)

SymbolEURUSD (Euro vs US Dollar)
Period15 Minutes (M15) 2009.01.02 10:00 - 2009.12.30 23:59 (2009.01.01 - 2009.12.31)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
Parameterss1="----==== TRADE DEFINITION ====----"; Magic_Number=10101; TradeComment="Robin VOL"; fifo=false; s2="----==== POSITION SIZING ====----"; s21="Set Fixed Lots=0 to enable risk Percent (%risk)"; FixedLots=0; s22="Percent of the capital to risk on each trade"; riskPercent=2; s23="Adjust the position to the recent range of the market"; atrAdjustedMM=false; s24="Keep the same size on all trades of the same basket"; KeepTradeSizeInBasket=true; s25="Use minimum allowed lots by the broker if calculated lotsize is below this minimum (risky)"; UseMinLotIfUnderMinimum=true; s26="Maximum concurrent trades allowed on a basket"; TradesMax=8; s3="----==== CAPITAL PRESERVATION ====----"; s31="Ignore the account balance and limit the capital used to the specified here"; useInitialBalance=false; initialBalance=0; s32="Close all opened trades before friday closing of the market"; avoidTradesOverWeekend=false; s33="Set a secure stop loss and take profit on every trade at a constant distance from the price"; useBracketSLTP=true; bracketSLTPatr=1.1; s333="Use Breakeven"; useBreakeven=true; s34="Friday closing date and time of the market."; fridayClosingDay=5; fridayClosingHour=21; s4="----==== TRADING STRATEGY ====----"; strat_1="--- Strategy 1 ---"; Strat_1=true; FastVol=3; SlowVol=60; VolRatio=3; strat_2="--- Strategy 2 ---"; Strat_2=true; osc1Period=8; osc2Period=9; ma_period=65; separation=0.15; maxSeparation=0.75; S2addcomment="(s2)"; exit_str="--- Exit strategy ---"; s44="Take Profit and Stop Loss as a percentage of the recent range"; TP=0.31; SL=0.18; s45="Number of bars to calculate the recent range"; s46="Activate aditional exit conditions after this number of bars"; useTimedExit=false; timedExitBarsTP=140; timedExitFactor=0.4; s5="----==== MARKET CONDITIONS ====----"; s51="Maximal acceptable slippage"; Slippage=3; s52="Spread Filter - in pips"; useSpreadFilter=false; maxSpreadInPips=0; s6="----==== BELLS AND WHISTLES ====----"; showInfo=true; saveScreenshots=false; s7="----==== ANALYSIS AND ADVANCED HACKING ====----"; s72="--- S2 control ---"; useOldS2=false; onlyHighProbabilityS2=false; tightRiskControlS2=true; s73="--- Time Filter ---"; useS2TimeFilter=false; S2TimeFilterStartHour=0; S2TimeFilterEndHour=6; s71="--- Date filters ---"; disableNFP=false; onlyNFP=false; disableSunday=false; disableMonday=false; disableTuesday=false; disableWednesday=false; disableThursday=false; disableFriday=false; disableSaturday=false; onlyMonth=0; s81="--- Functional testing ---"; testid=-1;
Bars in test25493Ticks modelled49981Modelling qualityn/a
Mismatched charts errors0
Initial deposit100000.00
Total net profit175567.02Gross profit325756.45Gross loss-150189.43
Profit factor2.17Expected payoff546.94
Absolute drawdown10.00Maximal drawdown27985.48 (11.36%)Relative drawdown11.36% (27985.48)
Total trades321Short positions (won %)164 (53.66%)Long positions (won %)157 (50.32%)
Profit trades (% of total)167 (52.02%)Loss trades (% of total)154 (47.98%)
Largestprofit trade13910.62loss trade-2847.15
Averageprofit trade1950.64loss trade-975.26
Maximumconsecutive wins (profit in money)12 (29574.51)consecutive losses (loss in money)12 (-14075.86)
Maximalconsecutive profit (count of wins)29574.51 (12)consecutive loss (count of losses)-14075.86 (12)
Averageconsecutive wins4consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.01.05 09:30sell12.001.371200.000000.00000
22009.01.05 09:30modify12.001.371201.511701.23070
32009.01.05 09:45sell22.001.370300.000000.00000
42009.01.05 09:45modify22.001.370301.518301.22230
52009.01.05 10:00sell32.001.367700.000000.00000
62009.01.05 10:00modify32.001.367701.517701.21770
72009.01.05 13:30close32.001.358351.517701.217701870.00101870.00
82009.01.05 13:30close22.001.358351.518301.222302390.00104260.00
92009.01.05 13:30close12.001.358351.511701.230702570.00106830.00
102009.01.06 09:15sell42.141.343500.000000.00000
112009.01.06 09:15modify42.141.343501.454501.23250
122009.01.06 12:15close42.141.335451.454501.232501722.70108552.70
132009.01.06 18:15sell52.171.346400.000000.00000
142009.01.06 18:15modify52.171.346401.471901.22090
152009.01.06 18:45close52.171.349051.471901.22090-575.05107977.65
162009.01.07 09:00buy62.161.358150.000000.00000
172009.01.07 09:00modify62.161.358151.272001.44400
182009.01.07 13:30close62.161.361301.272001.44400680.40108658.05
192009.01.07 14:45buy72.171.371650.000000.00000
202009.01.07 14:45modify72.171.371651.218501.52450
212009.01.07 15:00buy82.171.372150.000000.00000
222009.01.07 15:00modify82.171.372151.224001.52000
232009.01.07 16:00close82.171.365701.224001.52000-1399.65107258.40
242009.01.07 16:00close72.171.365701.218501.52450-1291.15105967.25
252009.01.08 15:15buy92.121.377650.000000.00000
262009.01.08 15:15modify92.121.377651.245501.50950
272009.01.08 17:00close92.121.371801.245501.50950-1240.20104727.05
282009.01.09 15:15sell102.091.356300.000000.00000
292009.01.09 15:15modify102.091.356301.457301.25530
302009.01.09 15:30sell112.091.353600.000000.00000
312009.01.09 15:30modify112.091.353601.471101.23610
322009.01.09 16:15close112.091.352751.471101.23610177.65104904.70
332009.01.09 18:45close102.091.345951.457301.255302163.15107067.85
342009.01.15 16:00sell122.141.306500.000000.00000
352009.01.15 16:00modify122.141.306501.399501.21350
362009.01.15 19:45close122.141.310251.399501.21350-802.50106265.35
372009.01.23 09:00sell132.131.286000.000000.00000
382009.01.23 09:00modify132.131.286001.379501.19250
392009.01.23 09:15sell142.131.282300.000000.00000
402009.01.23 09:15modify142.131.282301.390801.17380
412009.01.23 10:45close142.131.278851.390801.17380734.85107000.20
422009.01.23 15:15sell152.131.284400.000000.00000
432009.01.23 15:15modify152.131.284401.403901.16490
442009.01.23 15:30close152.131.286751.403901.16490-500.55106499.65
452009.01.23 15:30close132.131.286751.379501.19250-159.75106339.90
462009.01.28 21:00sell162.131.313900.000000.00000
472009.01.28 21:00modify162.131.313901.424901.20290
482009.01.28 23:00sell172.131.316400.000000.00000
492009.01.28 23:00modify172.131.316401.428401.20440
502009.01.28 23:15sell182.131.317400.000000.00000
512009.01.28 23:15modify182.131.317401.429401.20540
522009.01.29 08:15close182.131.306351.429401.205402357.48108697.38
532009.01.29 08:15close172.131.306351.428401.204402144.48110841.87
542009.01.29 08:15close162.131.306351.424901.202901611.98112453.85
552009.01.29 18:00sell192.251.298600.000000.00000
562009.01.29 18:00modify192.251.298601.395101.20210
572009.01.29 18:15sell202.251.295600.000000.00000
582009.01.29 18:15modify202.251.295601.418101.17310
592009.01.30 01:30close202.251.290851.418101.173101070.10113523.95
602009.01.30 08:30close192.251.287251.395101.202102555.10116079.05
612009.02.06 15:30buy212.321.287750.000000.00000
622009.02.06 15:30modify212.321.287751.220601.35460
632009.02.06 16:45close212.321.284501.220601.35460-754.00115325.05
642009.02.12 09:45sell222.311.285200.000000.00000
652009.02.12 09:45modify222.311.285201.330951.23945
662009.02.12 10:30close222.311.286201.330951.23945-231.00115094.05
672009.02.12 13:30sell232.301.286150.000000.00000
682009.02.12 13:30modify232.301.286151.359401.21290
692009.02.12 14:45close232.301.285551.359401.21290138.00115232.05
702009.02.12 15:30sell242.301.276900.000000.00000
712009.02.12 15:30modify242.301.276901.372151.18165
722009.02.12 15:45sell252.301.274500.000000.00000
732009.02.12 15:45modify252.301.274501.382251.16675
742009.02.12 17:15close252.301.279551.382251.16675-1161.50114070.55
752009.02.12 17:30close242.301.283701.372151.18165-1564.00112506.55
762009.02.17 02:15sell262.251.268610.000000.00000
772009.02.17 02:15modify262.251.268611.342911.19431
782009.02.17 02:30sell272.251.267090.000000.00000
792009.02.17 02:30modify272.251.267091.347741.18644
802009.02.17 02:45sell282.251.267430.000000.00000
812009.02.17 02:45modify282.251.267431.348081.18678
822009.02.17 06:45close282.251.265151.348081.18678513.00113019.55
832009.02.17 08:30close272.251.260551.347741.186441471.50114491.05
842009.02.17 08:30close262.251.260551.342911.194311813.50116304.55
852009.02.20 16:15buy292.331.263350.000000.00000
862009.02.20 16:15modify292.331.263351.214951.31145
872009.02.20 17:00close292.331.261301.214951.31145-477.65115826.90
882009.02.20 18:00buy302.321.269050.000000.00000
892009.02.20 18:00modify302.321.269051.201651.33615
902009.02.20 18:30buy312.321.278750.000000.00000
912009.02.20 18:30modify312.321.278751.135851.42135
922009.02.20 20:00close312.321.281301.135851.42135591.60116418.50
932009.02.20 20:00close302.321.281301.201651.336152842.00119260.50
942009.02.27 09:30sell322.391.265490.000000.00000
952009.02.27 09:30modify322.391.265491.327341.20364
962009.02.27 12:00close322.391.268281.327341.20364-666.81118593.69
972009.02.27 16:30sell332.371.267100.000000.00000
982009.02.27 16:30modify332.371.267101.340101.19410
992009.02.27 16:45close332.371.271151.340101.19410-959.85117633.84
1002009.03.05 15:15sell342.351.248320.000000.00000
1012009.03.05 15:15modify342.351.248321.319121.17752
1022009.03.05 15:45close342.351.252641.319121.17752-1015.20116618.64
1032009.03.06 08:00buy352.331.267190.000000.00000
1042009.03.06 08:00modify352.331.267191.195641.33844
1052009.03.06 08:15buy362.331.269300.000000.00000
1062009.03.06 08:15modify362.331.269301.174001.36430
1072009.03.06 10:00close362.331.268921.174001.36430-88.54116530.10
1082009.03.06 11:15buy372.331.266830.000000.00000
1092009.03.06 11:15modify372.331.266831.168531.36483
1102009.03.06 13:45buy382.331.266670.000000.00000
1112009.03.06 13:45modify382.331.266671.172371.36067
1122009.03.06 14:15close382.331.265691.172371.36067-228.34116301.76
1132009.03.06 14:15close372.331.265691.168531.36483-265.62116036.14
1142009.03.06 14:15close352.331.265691.195641.33844-349.50115686.64
1152009.03.06 15:00buy392.311.272620.000000.00000
1162009.03.06 15:00modify392.311.272621.172421.37252
1172009.03.06 17:00close392.311.265981.172421.37252-1533.84114152.80
1182009.03.10 13:30buy402.281.279600.000000.00000
1192009.03.10 13:30modify402.281.279601.186551.37235
1202009.03.10 13:45buy412.281.280780.000000.00000
1212009.03.10 13:45modify412.281.280781.178181.38308
1222009.03.10 16:15close412.281.276961.178181.38308-870.96113281.84
1232009.03.10 16:45close402.281.274421.186551.37235-1181.04112100.80
1242009.03.18 13:45buy422.241.310720.000000.00000
1252009.03.18 13:45modify422.241.310721.242121.37902
1262009.03.18 14:00buy432.241.312160.000000.00000
1272009.03.18 14:00modify432.241.312161.233111.39091
1282009.03.18 14:15buy442.241.313000.000000.00000
1292009.03.18 14:15modify442.241.313001.233951.39175
1302009.03.18 16:45close442.241.310511.233951.39175-557.76111543.04
1312009.03.18 19:30close432.241.333111.233111.390914692.80116235.84
1322009.03.18 19:45buy452.241.340480.000000.00000
1332009.03.18 19:45modify452.241.340481.115931.56473
1342009.03.18 20:00buy462.241.342440.000000.00000
1352009.03.18 20:00modify462.241.342441.116441.56814
1362009.03.19 12:45close462.241.357771.116441.568143425.18119661.03
1372009.03.19 12:45close452.241.357771.115931.564733864.22123525.25
1382009.03.19 13:00buy472.241.362210.000000.00000
1392009.03.19 13:00modify472.241.362211.257861.46626
1402009.03.19 15:00close472.241.363961.257861.46626392.00123917.25
1412009.03.19 17:00close422.241.372861.242121.3790213910.62137827.87
1422009.03.20 03:00buy482.761.361750.000000.00000
1432009.03.20 03:00modify482.761.361751.300451.42275
1442009.03.20 11:15close482.761.364271.300451.42275695.52138523.39
1452009.03.20 11:45sell492.771.357020.000000.00000
1462009.03.20 11:45modify492.771.357021.440471.27357
1472009.03.20 12:00sell502.771.357440.000000.00000
1482009.03.20 12:00modify502.771.357441.450941.26394
1492009.03.20 12:15close502.771.360281.450941.26394-786.68137736.71
1502009.03.20 15:00close492.771.361511.440471.27357-1243.73136492.98
1512009.03.25 15:00buy512.731.360440.000000.00000
1522009.03.25 15:00modify512.731.360441.267441.45314
1532009.03.25 15:15close512.731.353111.267441.45314-2001.09134491.89
1542009.03.27 10:45sell522.691.346240.000000.00000
1552009.03.27 10:45modify522.691.346241.413491.27899
1562009.03.27 11:00sell532.691.346380.000000.00000
1572009.03.27 11:00modify532.691.346381.414581.27818
1582009.03.27 11:15close532.691.338321.414581.278182168.14136660.03
1592009.03.30 07:15close522.691.321511.413491.278996653.98143314.02
1602009.04.02 14:30buy542.871.340730.000000.00000
1612009.04.02 14:30modify542.871.340731.249781.43138
1622009.04.02 15:15close542.871.340231.249781.43138-143.50143170.52
1632009.04.03 04:00buy552.861.343660.000000.00000
1642009.04.03 04:00modify552.861.343661.289061.39796
1652009.04.03 04:15buy562.861.343570.000000.00000
1662009.04.03 04:15modify562.861.343571.288971.39787
1672009.04.03 07:00close562.861.342751.288971.39787-234.52142936.00
1682009.04.03 07:00close552.861.342751.289061.39796-260.26142675.74
1692009.04.03 15:15sell572.851.338640.000000.00000
1702009.04.03 15:15modify572.851.338641.393441.28384
1712009.04.03 15:30close572.851.341081.393441.28384-695.40141980.34
1722009.04.07 02:00sell582.841.332190.000000.00000
1732009.04.07 02:00modify582.841.332191.437591.22679
1742009.04.07 03:45close582.841.336201.437591.22679-1138.84140841.50
1752009.04.07 11:15sell592.821.328080.000000.00000
1762009.04.07 11:15modify592.821.328081.401881.25428
1772009.04.07 11:45sell602.821.326510.000000.00000
1782009.04.07 11:45modify602.821.326511.399511.25351
1792009.04.07 13:30close602.821.323681.399511.25351798.06141639.56
1802009.04.07 21:15sell612.821.327960.000000.00000
1812009.04.07 21:15modify612.821.327961.412961.24296
1822009.04.08 01:00sell622.821.328070.000000.00000
1832009.04.08 01:00modify622.821.328071.364121.29202
1842009.04.08 02:30close622.821.321581.364121.292021830.18143469.74
1852009.04.08 02:30close612.821.321581.412961.242961800.85145270.59
1862009.04.08 02:30close592.821.321581.401881.254281834.69147105.28
1872009.04.09 17:15sell632.941.318740.000000.00000
1882009.04.09 17:15modify632.941.318741.394041.24344
1892009.04.09 17:30sell642.941.315900.000000.00000
1902009.04.09 17:30modify642.941.315901.407301.22450
1912009.04.09 18:15close642.941.313421.407301.22450729.12147834.40
1922009.04.09 20:00sell652.941.316570.000000.00000
1932009.04.09 20:00modify652.941.316571.421121.21202
1942009.04.10 03:15close652.941.310121.421121.212021898.06149732.47
1952009.04.10 03:15close632.941.310121.394041.243442536.04152268.51
1962009.04.10 22:15buy663.051.318650.000000.00000
1972009.04.10 22:15modify663.051.318651.135801.50120
1982009.04.13 01:30close663.051.317121.135801.50120-470.61151797.90
1992009.04.13 02:15sell673.041.314330.000000.00000
2002009.04.13 02:15modify673.041.314331.346281.28238
2012009.04.13 04:15close673.041.315911.346281.28238-480.32151317.58
2022009.04.13 14:30buy683.031.326210.000000.00000
2032009.04.13 14:30modify683.031.326211.258411.39371
2042009.04.13 14:45buy693.031.329700.000000.00000
2052009.04.13 14:45modify693.031.329701.242101.41700
2062009.04.13 15:00buy703.031.328270.000000.00000
2072009.04.13 15:00modify703.031.328271.243621.41262
2082009.04.13 17:00close703.031.331861.243621.412621087.77152405.35
2092009.04.13 17:45close693.031.336811.242101.417002154.33154559.68
2102009.04.13 17:45close683.031.336811.258411.393713211.80157771.48
2112009.04.15 13:30sell713.161.322640.000000.00000
2122009.04.15 13:30modify713.161.322641.368841.27644
2132009.04.15 13:45sell723.161.320280.000000.00000
2142009.04.15 13:45modify723.161.320281.372131.26843
2152009.04.15 15:30close723.161.315821.372131.268431409.36159180.84
2162009.04.15 15:45close713.161.317581.368841.276441598.96160779.80
2172009.04.15 16:30sell733.221.319160.000000.00000
2182009.04.15 16:30modify733.221.319161.393761.24456
2192009.04.15 16:45sell743.221.319130.000000.00000
2202009.04.15 16:45modify743.221.319131.393731.24453
2212009.04.15 19:00close743.221.322961.393731.24453-1233.26159546.54
2222009.04.15 19:00close733.221.322961.393761.24456-1223.60158322.94
2232009.04.20 16:15sell753.171.290170.000000.00000
2242009.04.20 16:15modify753.171.290171.354521.22582
2252009.04.20 17:15close753.171.293261.354521.22582-979.53157343.41
2262009.04.22 16:00buy763.151.299860.000000.00000
2272009.04.22 16:00modify763.151.299861.236161.36326
2282009.04.22 18:30buy773.151.299440.000000.00000
2292009.04.22 18:30modify773.151.299441.223641.37494
2302009.04.22 22:00buy783.151.299590.000000.00000
2312009.04.22 22:00modify783.151.299591.232791.36609
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7952009.11.02 18:30close2634.891.480901.439041.52404-386.31241839.85
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7972009.11.03 11:15modify2664.841.466281.548481.38408
7982009.11.03 11:30sell2674.841.465860.000000.00000
7992009.11.03 11:30modify2674.841.465861.548061.38366
8002009.11.03 14:15sell2684.841.465820.000000.00000
8012009.11.03 14:15modify2684.841.465821.555471.37617
8022009.11.03 14:30sell2694.841.466810.000000.00000
8032009.11.03 14:30modify2694.841.466811.556461.37716
8042009.11.03 16:45close2694.841.469111.556461.37716-1113.20240726.65
8052009.11.03 16:45close2684.841.469111.555471.37617-1592.36239134.29
8062009.11.03 16:45close2674.841.469111.548061.38366-1573.00237561.29
8072009.11.03 19:45close2664.841.470251.548481.38408-1921.48235639.81
8082009.11.06 15:45buy2704.711.489390.000000.00000
8092009.11.06 15:45modify2704.711.489391.443591.53489
8102009.11.06 16:15buy2714.711.490590.000000.00000
8112009.11.06 16:15modify2714.711.490591.440391.54049
8122009.11.06 16:30close2714.711.487351.440391.54049-1526.04234113.77
8132009.11.06 16:30close2704.711.487351.443591.53489-960.84233152.93
8142009.11.10 17:15sell2724.661.494410.000000.00000
8152009.11.10 17:15modify2724.661.494411.534961.45386
8162009.11.10 19:00close2724.661.496511.534961.45386-978.60232174.33
8172009.11.11 09:30buy2734.641.503580.000000.00000
8182009.11.11 09:30modify2734.641.503581.465081.54178
8192009.11.11 14:45close2734.641.501861.465081.54178-798.08231376.25
8202009.11.11 17:15sell2744.631.497020.000000.00000
8212009.11.11 17:15modify2744.631.497021.540771.45327
8222009.11.11 23:00close2744.631.498801.540771.45327-824.14230552.11
8232009.11.13 17:00buy2754.611.488800.000000.00000
8242009.11.13 17:00modify2754.611.488801.450401.52690
8252009.11.13 18:15close2754.611.491181.450401.526901097.18231649.29
8262009.11.16 18:30sell2764.631.490540.000000.00000
8272009.11.16 18:30modify2764.631.490541.546991.43409
8282009.11.16 18:45close2764.631.494281.546991.43409-1731.62229917.67
8292009.11.16 19:15buy2774.601.495980.000000.00000
8302009.11.16 19:15modify2774.601.495981.439381.55228
8312009.11.16 20:15close2774.601.501351.439381.552282470.20232387.87
8322009.11.18 11:00buy2784.651.495970.000000.00000
8332009.11.18 11:00modify2784.651.495971.446521.54512
8342009.11.18 11:30close2784.651.494031.446521.54512-902.10231485.77
8352009.11.18 14:30buy2794.631.494910.000000.00000
8362009.11.18 14:30modify2794.631.494911.443261.54626
8372009.11.18 14:45close2794.631.493361.443261.54626-717.65230768.12
8382009.11.18 19:00buy2804.621.495500.000000.00000
8392009.11.18 19:00modify2804.621.495501.442601.54810
8402009.11.18 19:15buy2814.621.494780.000000.00000
8412009.11.18 19:15modify2814.621.494781.441881.54738
8422009.11.18 21:00close2814.621.493971.441881.54738-374.22230393.90
8432009.11.18 21:00close2804.621.493971.442601.54810-706.86229687.04
8442009.11.19 09:15sell2824.591.485800.000000.00000
8452009.11.19 09:15modify2824.591.485801.540851.43075
8462009.11.19 11:45sell2834.591.487700.000000.00000
8472009.11.19 11:45modify2834.591.487701.548501.42690
8482009.11.19 15:15close2834.591.488581.548501.42690-403.92229283.12
8492009.11.19 15:15close2824.591.488581.540851.43075-1276.02228007.10
8502009.11.20 13:15sell2844.561.482430.000000.00000
8512009.11.20 13:15modify2844.561.482431.543931.42093
8522009.11.20 15:45close2844.561.485701.543931.42093-1491.12226515.98
8532009.11.25 12:45buy2854.531.508790.000000.00000
8542009.11.25 12:45modify2854.531.508791.438791.57849
8552009.11.25 15:45close2854.531.504791.438791.57849-1812.00224703.98
8562009.11.26 03:15buy2864.491.510620.000000.00000
8572009.11.26 03:15modify2864.491.510621.457921.56302
8582009.11.26 08:00close2864.491.507151.457921.56302-1558.03223145.95
8592009.11.27 08:30sell2874.461.486260.000000.00000
8602009.11.27 08:30modify2874.461.486261.574911.39761
8612009.11.27 08:45sell2884.461.483890.000000.00000
8622009.11.27 08:45modify2884.461.483891.580791.38699
8632009.11.27 10:30close2884.461.489471.580791.38699-2488.68220657.27
8642009.11.27 10:45close2874.461.489791.574911.39761-1574.38219082.89
8652009.12.03 15:30sell2894.381.507110.000000.00000
8662009.12.03 15:30modify2894.381.507111.545311.46891
8672009.12.03 15:45close2894.381.508871.545311.46891-770.88218312.01
8682009.12.04 14:45sell2904.371.498840.000000.00000
8692009.12.04 14:45modify2904.371.498841.555391.44229
8702009.12.04 15:15sell2914.371.494820.000000.00000
8712009.12.04 15:15modify2914.371.494821.584121.40552
8722009.12.04 15:30sell2924.371.494840.000000.00000
8732009.12.04 15:30modify2924.371.494841.584141.40554
8742009.12.04 17:00close2924.371.488811.584141.405542635.11220947.12
8752009.12.04 17:00close2914.371.488811.584121.405522626.37223573.49
8762009.12.04 21:00close2904.371.482481.555391.442297149.32230722.81
8772009.12.07 02:15sell2934.611.489110.000000.00000
8782009.12.07 02:15modify2934.611.489111.616861.36136
8792009.12.07 03:30sell2944.611.489050.000000.00000
8802009.12.07 03:30modify2944.611.489051.616651.36145
8812009.12.07 09:45close2944.611.480041.616651.361454153.61234876.42
8822009.12.07 10:00sell2954.611.476610.000000.00000
8832009.12.07 10:00modify2954.611.476611.544911.40831
8842009.12.07 10:15sell2964.611.477980.000000.00000
8852009.12.07 10:15modify2964.611.477981.552131.40383
8862009.12.07 10:30close2964.611.479281.552131.40383-599.30234277.12
8872009.12.07 11:00close2954.611.480401.544911.40831-1747.19232529.93
8882009.12.07 11:30close2934.611.481521.616861.361363498.99236028.92
8892009.12.11 15:00sell2974.721.470830.000000.00000
8902009.12.11 15:00modify2974.721.470831.504281.43738
8912009.12.11 15:30sell2984.721.465910.000000.00000
8922009.12.11 15:30modify2984.721.465911.524511.40731
8932009.12.11 15:45sell2994.721.465610.000000.00000
8942009.12.11 15:45modify2994.721.465611.527461.40376
8952009.12.11 16:15close2994.721.463091.527461.403761189.44237218.36
8962009.12.11 16:45close2984.721.461061.524511.407312289.20239507.56
8972009.12.11 16:45close2974.721.461061.504281.437384611.44244119.00
8982009.12.14 01:45sell3004.881.463890.000000.00000
8992009.12.14 01:45modify3004.881.463891.558641.36914
9002009.12.14 02:30sell3014.881.464400.000000.00000
9012009.12.14 02:30modify3014.881.464401.559151.36965
9022009.12.14 04:30close3014.881.461871.559151.369651234.64245353.64
9032009.12.14 04:30close3004.881.461871.558641.36914985.76246339.40
9042009.12.15 09:15sell3024.931.459080.000000.00000
9052009.12.15 09:15modify3024.931.459081.497031.42113
9062009.12.15 09:45sell3034.931.456190.000000.00000
9072009.12.15 09:45modify3034.931.456191.511591.40079
9082009.12.15 15:00close3034.931.454141.511591.400791010.65247350.05
9092009.12.15 15:15close3024.931.454881.497031.421132070.60249420.65
9102009.12.15 16:45sell3044.991.456610.000000.00000
9112009.12.15 16:45modify3044.991.456611.524361.38886
9122009.12.15 17:30close3044.991.452371.524361.388862115.76251536.41
9132009.12.17 04:15sell3055.031.438970.000000.00000
9142009.12.17 04:15modify3055.031.438971.539121.33882
9152009.12.17 04:30sell3065.031.440200.000000.00000
9162009.12.17 04:30modify3065.031.440201.540751.33965
9172009.12.17 08:15sell3075.031.441640.000000.00000
9182009.12.17 08:15modify3075.031.441641.543691.33959
9192009.12.17 11:45close3075.031.433821.543691.339593933.46255469.87
9202009.12.17 11:45close3065.031.433821.540751.339653209.14258679.01
9212009.12.17 17:45close3055.031.432161.539121.338823425.43262104.44
9222009.12.18 17:00sell3085.241.427400.000000.00000
9232009.12.18 17:00modify3085.241.427401.496051.35875
9242009.12.18 19:00close3085.241.431271.496051.35875-2027.88260076.56
9252009.12.23 16:45buy3095.201.433910.000000.00000
9262009.12.23 16:45modify3095.201.433911.378411.48911
9272009.12.23 17:45close3095.201.431551.378411.48911-1227.20258849.36
9282009.12.23 21:00buy3105.181.433530.000000.00000
9292009.12.23 21:00modify3105.181.433531.367231.49953
9302009.12.24 10:45close3105.181.437831.367231.499532207.20261056.56
9312009.12.29 08:30buy3115.221.440880.000000.00000
9322009.12.29 08:30modify3115.221.440881.414081.46738
9332009.12.29 08:45buy3125.221.441440.000000.00000
9342009.12.29 08:45modify3125.221.441441.408441.47414
9352009.12.29 09:00buy3135.221.441750.000000.00000
9362009.12.29 09:00modify3135.221.441751.407201.47600
9372009.12.29 09:30close3135.221.443201.407201.47600756.90261813.46
9382009.12.29 10:00close3125.221.443311.408441.47414976.14262789.60
9392009.12.29 12:15buy3145.221.441370.000000.00000
9402009.12.29 12:15modify3145.221.441371.399971.48247
9412009.12.29 13:00close3145.221.444201.399971.482471477.26264266.86
9422009.12.29 13:00close3115.221.444201.414081.467381733.04265999.90
9432009.12.29 17:15sell3155.321.437420.000000.00000
9442009.12.29 17:15modify3155.321.437421.489321.38552
9452009.12.29 17:30sell3165.321.435200.000000.00000
9462009.12.29 17:30modify3165.321.435201.492151.37825
9472009.12.29 17:45sell3175.321.434410.000000.00000
9482009.12.29 17:45modify3175.321.434411.497561.37126
9492009.12.29 19:15close3175.321.436341.497561.37126-1026.76264973.14
9502009.12.30 00:30sell3185.321.435470.000000.00000
9512009.12.30 00:30modify3185.321.435471.498621.37232
9522009.12.30 02:30close3185.321.431771.498621.372321968.40266941.54
9532009.12.30 06:30sell3195.321.432710.000000.00000
9542009.12.30 06:30modify3195.321.432711.462611.40281
9552009.12.30 07:15sell3205.321.433000.000000.00000
9562009.12.30 07:15modify3205.321.433001.462901.40310
9572009.12.30 15:45close3205.321.430081.462901.403101553.44268494.98
9582009.12.30 15:45close3195.321.430081.462611.402811399.16269894.14
9592009.12.30 15:45close3165.321.430081.492151.378252727.03272621.17
9602009.12.30 15:45close3155.321.430081.489321.385523908.07276529.24
9612009.12.30 18:15buy3215.531.434770.000000.00000
9622009.12.30 18:15modify3215.531.434771.390871.47837
9632009.12.30 19:30close3215.531.433031.390871.47837-962.22275567.02

Говорить о RobinVOL 2.0 | year 2009 Бэктест

Информация, диаграммы и примеры, содержащиеся в этой обзорной статье, предназначены только для иллюстративных и образовательных целей. Его не следует рассматривать как совет или одобрение покупки или продажи какой-либо ценной бумаги или финансового инструмента. Мы не даем и не можем давать никаких финансовых советов. Ни один сотрудник или лица, связанные с нами, не зарегистрированы и не уполномочены давать финансовые консультации. Мы не торгуем от чьего-либо имени и не рекомендуем какого-либо брокера. В некоторых случаях у нас есть материальная ссылка на продукт или услугу, упомянутую в статье. Это может быть в форме компенсации или вознаграждения.

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