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技術分析的侷限【陷入迷海的技術分析者】...補丁...第14頁
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发表于 25-12-2008 05:54 PM
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发表于 25-12-2008 05:59 PM
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Buy Rule:" Price Touching MA 250"
(R1)
where
R1=Price Touching MA
Period=250
Exponential=yes
Upper Limit=High
Lower Limit=Low
Rule Type=Daily
Data Type=Completed
Sell Rule:"MA Dual Crossover 50 250"
(R1)
where
R1=MA Dual Crossover
Shorter Period=50
Longer Period=250
Exponential=yes
Black Window=3
t1=3
t2=3
Rule Type=Daily
Data Type=Completed
Statistics:
Initial capital 10000.00
Cash on hand 8253.50
Final capital (all positions closed) 16669.70
Capital available 8253.50
Return on trades (%) 76.91
Return on capital (%) 66.69
Open positions 1
Total net profit/loss 7691.09
Highest portfolio value 17369.2
Open position profit/loss -1021.4
% of profitable trades 57.14
Total number of trades 7
Total commission paid 561.5
Profitable Trades:
Profit of profitable trades 10890.8
Total profitable trades 4
Average profit 2722.7
Largest profit 9852.99
Smallest profit 193.0
Largest profitable trade commission 97.0
Commission paid for profitable trades 259.2
Avg. commission paid for profitable trades 64.8
Profitable long trades 4
Profitable short trades 0
Unprofitable Trades:
Loss of unprofitable trades -3199.71
Total unprofitable trades 3
Average loss -1066.57
Largest loss -1911.4
Smallest loss -153.9
Largest loser commission 51.4
Commission paid for unprofitable trades 264.7
Avg. commission paid for unprofitable trades 88.23
Unprofitable long trades 3
Unprofitable short trades 0
No. Stock Name Triggerred Date Shares Price Profit/Loss Triggerred Rules
1 MISC 10 Jan 1996 3000 3.3 0.0 BUY - ((Price touching MA))
2 MISC 3 Feb 1997 3000 3.275 -153.9 SELL - ((Longer MA crossed over shorter MA))
3 MISC 27 Mar 1997 2000 3.3 0.0 BUY - ((Price touching MA))
4 MISC 10 Aug 1998 2000 2.37 -1911.4 SELL - ((Longer MA crossed over shorter MA))
5 MISC 7 Sep 1998 2000 2.7 0.0 BUY - ((Price touching MA))
6 MISC 20 Jun 2000 2000 3.025 600.0 SELL - ((Longer MA crossed over shorter MA))
7 MISC 14 Jul 2000 2000 3.375 0.0 BUY - ((Price touching MA))
8 MISC 1 Aug 2001 2000 3.525 244.8 SELL - ((Longer MA crossed over shorter MA))
9 MISC 15 Aug 2001 2000 3.5 0.0 BUY - ((Price touching MA))
10 MISC 11 Dec 2002 2000 3.625 193.0 SELL - ((Longer MA crossed over shorter MA))
11 MISC 16 Jan 2003 2000 3.575 0.0 BUY - ((Price touching MA))
12 MISC 19 May 2006 2000 8.55 9852.999 SELL - ((Longer MA crossed over shorter MA))
13 MISC 9 Aug 2006 2000 8.65 0.0 BUY - ((Price touching MA))
14 MISC 5 Mar 2008 2000 8.15 -1134.401 SELL - ((Longer MA crossed over shorter MA))
15 MISC 28 Mar 2008 1000 9.4 0.0 BUY - ((Price touching MA))
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发表于 25-12-2008 06:02 PM
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Buy Rule:"Price Touching MA 250"
(R1)
where
R1=Price Touching MA
Period=250
Exponential=yes
Upper Limit=High
Lower Limit=Low
Rule Type=Daily
Data Type=Completed
Sell Rule:"MA Dual Crossover 50 250"
(R1)
where
R1=MA Dual Crossover
Shorter Period=50
Longer Period=250
Exponential=yes
Black Window=3
t1=3
t2=3
Rule Type=Daily
Data Type=Completed
Statistics:
Initial capital 10000.00
Cash on hand 6391.22
Final capital (all positions closed) 52605.62
Capital available 6391.22
Return on trades (%) 791.2
Return on capital (%) 426.05
Open positions 1
Total net profit/loss 79120.82
Highest portfolio value 84709.8
Open position profit/loss -36515.21
% of profitable trades 66.66
Total number of trades 6
Total commission paid 1927.77
Profitable Trades:
Profit of profitable trades 82841.24
Total profitable trades 4
Average profit 20710.31
Largest profit 42421.32
Smallest profit 527.11
Largest profitable trade commission 508.67
Commission paid for profitable trades 1072.75
Avg. commission paid for profitable trades 268.18
Profitable long trades 4
Profitable short trades 0
Unprofitable Trades:
Loss of unprofitable trades -3720.42
Total unprofitable trades 2
Average loss -1860.21
Largest loss -3414.6
Smallest loss -305.82
Largest loser commission 264.6
Commission paid for unprofitable trades 525.42
Avg. commission paid for unprofitable trades 262.71
Unprofitable long trades 2
Unprofitable short trades 0
No. Stock Name Triggerred Date Shares Price Profit/Loss Triggerred Rules
1 COMMERZ 30 Jul 1996 2000 3.409 0.0 BUY - ((Price touching MA))
2 COMMERZ 20 May 1997 2000 3.701 527.119 SELL - ((Longer MA crossed over shorter MA))
3 COMMERZ 24 Nov 1998 8000 1.225 0.0 BUY - ((Price touching MA))
4 COMMERZ 9 Oct 2000 8000 4.725 27809.6 SELL - ((Longer MA crossed over shorter MA))
5 COMMERZ 13 Oct 2000 7000 4.95 0.0 BUY - ((Price touching MA))
6 COMMERZ 16 Nov 2000 7000 4.5 -3414.6 SELL - ((Longer MA crossed over shorter MA))
7 COMMERZ 19 Jul 2001 9000 3.625 0.0 BUY - ((Price touching MA))
8 COMMERZ 5 Sep 2002 9000 3.62 -305.82 SELL - ((Longer MA crossed over shorter MA))
9 COMMERZ 29 May 2003 10000 3.34 0.0 BUY - ((Price touching MA))
10 COMMERZ 20 Apr 2005 10000 4.58 12083.2 SELL - ((Longer MA crossed over shorter MA))
11 COMMERZ 4 May 2005 9000 4.68 0.0 BUY - ((Price touching MA))
12 COMMERZ 21 Mar 2008 9000 9.45 42421.32 SELL - ((Longer MA crossed over shorter MA))
13 COMMERZ 27 Mar 2008 8000 10.3 0.0 BUY - ((Price touching MA))
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发表于 25-12-2008 06:02 PM
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老姜有那么多个100千？！？ 富家人。。。 |
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发表于 25-12-2008 06:03 PM
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Buy Rule:" Price Touching MA 250"
(R1)
where
R1=Price Touching MA
Period=250
Exponential=yes
Upper Limit=High
Lower Limit=Low
Rule Type=Daily
Data Type=Completed
Sell Rule:"MA Dual Crossover 50 250"
(R1)
where
R1=MA Dual Crossover
Shorter Period=50
Longer Period=250
Exponential=yes
Black Window=3
t1=3
t2=3
Rule Type=Daily
Data Type=Completed
Statistics:
Initial capital 10000.00
Cash on hand 22048.36
Final capital (all positions closed) 22048.36
Capital available 22048.36
Return on trades (%) 120.48
Return on capital (%) 120.48
Open positions 0
Total net profit/loss 12048.35
Highest portfolio value 19272.59
Open position profit/loss 0.0
% of profitable trades 50.0
Total number of trades 6
Total commission paid 481.64
Profitable Trades:
Profit of profitable trades 13392.59
Total profitable trades 3
Average profit 4464.19
Largest profit 9634.19
Smallest profit 1849.59
Largest profitable trade commission 115.8
Commission paid for profitable trades 277.4
Avg. commission paid for profitable trades 92.46
Profitable long trades 3
Profitable short trades 0
Unprofitable Trades:
Loss of unprofitable trades -1344.25
Total unprofitable trades 3
Average loss -448.09
Largest loss -840.72
Smallest loss -192.49
Largest loser commission 60.72
Commission paid for unprofitable trades 204.24
Avg. commission paid for unprofitable trades 68.08
Unprofitable long trades 3
Unprofitable short trades 0
No. Stock Name Triggerred Date Shares Price Profit/Loss Triggerred Rules
1 GENTING 10 Jan 1996 2000 4.56 0.0 BUY - ((Price touching MA))
2 GENTING 1 Mar 1996 2000 4.5 -192.481 SELL - ((Longer MA crossed over shorter MA))
3 GENTING 11 Mar 1996 2000 4.5 0.0 BUY - ((Price touching MA))
4 GENTING 11 Apr 1996 2000 4.38 -311.041 SELL - ((Longer MA crossed over shorter MA))
5 GENTING 3 Feb 1998 3000 2.66 0.0 BUY - ((Price touching MA))
6 GENTING 3 Aug 2000 3000 2.4 -840.72 SELL - ((Longer MA crossed over shorter MA))
7 GENTING 18 Jul 2001 4000 1.96 0.0 BUY - ((Price touching MA))
8 GENTING 16 Apr 2003 4000 2.44 1849.599 SELL - ((Longer MA crossed over shorter MA))
9 GENTING 23 May 2003 4000 2.6 0.0 BUY - ((Price touching MA))
10 GENTING 1 Jun 2004 4000 3.1 1908.799 SELL - ((Longer MA crossed over shorter MA))
11 GENTING 2 Jul 2004 3000 3.2 0.0 BUY - ((Price touching MA))
12 GENTING 5 Mar 2008 3000 6.45 9634.199 SELL - ((Longer MA crossed over shorter MA)) |
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发表于 25-12-2008 06:05 PM
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Buy Rule:" Price Touching MA 250"
(R1)
where
R1=Price Touching MA
Period=250
Exponential=yes
Upper Limit=High
Lower Limit=Low
Rule Type=Daily
Data Type=Completed
Sell Rule:"MA Dual Crossover 50 250"
(R1)
where
R1=MA Dual Crossover
Shorter Period=50
Longer Period=250
Exponential=yes
Black Window=3
t1=3
t2=3
Rule Type=Daily
Data Type=Completed
Statistics:
Initial capital 10000.00
Cash on hand 456.24
Final capital (all positions closed) 9141.36
Capital available 456.24
Return on trades (%) 43.51
Return on capital (%) -8.59
Open positions 1
Total net profit/loss 4351.59
Highest portfolio value 13895.36
Open position profit/loss -5210.24
% of profitable trades 44.44
Total number of trades 9
Total commission paid 683.76
Profitable Trades:
Profit of profitable trades 7498.55
Total profitable trades 4
Average profit 1874.63
Largest profit 4306.87
Smallest profit 132.0
Largest profitable trade commission 93.12
Commission paid for profitable trades 301.44
Avg. commission paid for profitable trades 75.36
Profitable long trades 4
Profitable short trades 0
Unprofitable Trades:
Loss of unprofitable trades -3146.97
Total unprofitable trades 5
Average loss -629.4
Largest loss -1319.0
Smallest loss -181.28
Largest loser commission 69.0
Commission paid for unprofitable trades 326.96
Avg. commission paid for unprofitable trades 65.39
Unprofitable long trades 5
Unprofitable short trades 0
No. Stock Name Triggerred Date Shares Price Profit/Loss Triggerred Rules
1 RESORTS 31 Jan 1996 3000 2.72 0.0 BUY - ((Price touching MA))
2 RESORTS 23 Jul 1996 3000 2.54 -603.121 SELL - ((Longer MA crossed over shorter MA))
3 RESORTS 5 Sep 1996 3000 2.7 0.0 BUY - ((Price touching MA))
4 RESORTS 2 Dec 1996 3000 2.48 -722.16 SELL - ((Longer MA crossed over shorter MA))
5 RESORTS 13 Feb 1998 5000 1.68 0.0 BUY - ((Price touching MA))
6 RESORTS 31 Jul 2000 5000 1.72 132.0 SELL - ((Longer MA crossed over shorter MA))
7 RESORTS 27 Aug 2001 6000 1.35 0.0 BUY - ((Price touching MA))
8 RESORTS 25 Nov 2002 6000 1.67 1847.519 SELL - ((Longer MA crossed over shorter MA))
9 RESORTS 9 Dec 2002 5000 1.85 0.0 BUY - ((Price touching MA))
10 RESORTS 9 Apr 2003 5000 1.6 -1319.0 SELL - ((Longer MA crossed over shorter MA))
11 RESORTS 3 Jun 2003 5000 1.81 0.0 BUY - ((Price touching MA))
12 RESORTS 20 May 2004 5000 1.76 -321.401 SELL - ((Longer MA crossed over shorter MA))
13 RESORTS 10 Sep 2004 4000 1.93 0.0 BUY - ((Price touching MA))
14 RESORTS 25 Apr 2005 4000 1.9 -181.28 SELL - ((Longer MA crossed over shorter MA))
15 RESORTS 4 May 2005 4000 1.96 0.0 BUY - ((Price touching MA))
16 RESORTS 27 Sep 2006 4000 2.28 1212.16 SELL - ((Longer MA crossed over shorter MA))
17 RESORTS 11 Oct 2006 4000 2.36 0.0 BUY - ((Price touching MA))
18 RESORTS 10 Apr 2008 4000 3.46 4306.879 SELL - ((Longer MA crossed over shorter MA))
19 RESORTS 24 Apr 2008 4000 3.46 0.0 BUY - ((Price touching MA)) |
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发表于 25-12-2008 06:08 PM
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发表于 25-12-2008 06:08 PM
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显示全部楼层
Buy Rule:" Price Touching MA 250"
(R1)
where
R1=Price Touching MA
Period=250
Exponential=yes
Upper Limit=High
Lower Limit=Low
Rule Type=Daily
Data Type=Completed
Sell Rule:"MA Dual Crossover 50 250"
(R1)
where
R1=MA Dual Crossover
Shorter Period=50
Longer Period=250
Exponential=yes
Black Window=3
t1=3
t2=3
Rule Type=Daily
Data Type=Completed
Statistics:
Initial capital 10000.00
Cash on hand 9704.40
Final capital (all positions closed) 9704.40
Capital available 9704.40
Return on trades (%) -2.96
Return on capital (%) -2.96
Open positions 0
Total net profit/loss -295.6
Highest portfolio value 9989.79
Open position profit/loss 0.0
% of profitable trades 37.5
Total number of trades 8
Total commission paid 495.6
Profitable Trades:
Profit of profitable trades 3316.8
Total profitable trades 3
Average profit 1105.6
Largest profit 2433.2
Smallest profit 337.2
Largest profitable trade commission 66.8
Commission paid for profitable trades 183.2
Avg. commission paid for profitable trades 61.06
Profitable long trades 3
Profitable short trades 0
Unprofitable Trades:
Loss of unprofitable trades -3612.4
Total unprofitable trades 5
Average loss -722.48
Largest loss -1958.0
Smallest loss -1.41
Largest loser commission 58.0
Commission paid for unprofitable trades 312.39
Avg. commission paid for unprofitable trades 62.48
Unprofitable long trades 5
Unprofitable short trades 0
No. Stock Name Triggerred Date Shares Price Profit/Loss Triggerred Rules
1 PETGAS 19 Dec 1996 1000 9.95 0.0 BUY - ((Price touching MA))
2 PETGAS 4 Feb 1997 1000 9.05 -976.0 SELL - ((Longer MA crossed over shorter MA))
3 PETGAS 11 Dec 1997 1000 8.95 0.0 BUY - ((Price touching MA))
4 PETGAS 12 May 1998 1000 8.55 -470.0 SELL - ((Longer MA crossed over shorter MA))
5 PETGAS 11 Nov 1998 1000 7.65 0.0 BUY - ((Price touching MA))
6 PETGAS 5 Oct 1999 1000 8.05 337.2 SELL - ((Longer MA crossed over shorter MA))
7 PETGAS 27 Dec 1999 1000 8.2 0.0 BUY - ((Price touching MA))
8 PETGAS 10 Apr 2001 1000 6.3 -1958.0 SELL - ((Longer MA crossed over shorter MA))
9 PETGAS 28 Aug 2001 1000 6.4 0.0 BUY - ((Price touching MA))
10 PETGAS 19 Aug 2002 1000 6.45 -1.401 SELL - ((Longer MA crossed over shorter MA))
11 PETGAS 15 Nov 2002 1000 6.4 0.0 BUY - ((Price touching MA))
12 PETGAS 22 Apr 2004 1000 7.0 546.399 SELL - ((Longer MA crossed over shorter MA))
13 PETGAS 5 Jul 2004 1000 7.2 0.0 BUY - ((Price touching MA))
14 PETGAS 30 Mar 2005 1000 7.05 -207.0 SELL - ((Longer MA crossed over shorter MA))
15 PETGAS 3 May 2005 1000 7.1 0.0 BUY - ((Price touching MA))
16 PETGAS 21 Mar 2008 1000 9.6 2433.2 SELL - ((Longer MA crossed over shorter MA)) |
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发表于 25-12-2008 06:10 PM
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显示全部楼层
Buy Rule:" Price Touching MA 250"
(R1)
where
R1=Price Touching MA
Period=250
Exponential=yes
Upper Limit=High
Lower Limit=Low
Rule Type=Daily
Data Type=Completed
Sell Rule:"MA Dual Crossover 50 250"
(R1)
where
R1=MA Dual Crossover
Shorter Period=50
Longer Period=250
Exponential=yes
Black Window=3
t1=3
t2=3
Rule Type=Daily
Data Type=Completed
Statistics:
Initial capital 10000.00
Cash on hand 23379.07
Final capital (all positions closed) 23379.07
Capital available 23379.07
Return on trades (%) 133.79
Return on capital (%) 133.79
Open positions 0
Total net profit/loss 13379.06
Highest portfolio value 23306.4
Open position profit/loss 0.0
% of profitable trades 55.55
Total number of trades 9
Total commission paid 634.93
Profitable Trades:
Profit of profitable trades 18926.26
Total profitable trades 5
Average profit 3785.25
Largest profit 15274.4
Smallest profit 341.33
Largest profitable trade commission 125.59
Commission paid for profitable trades 407.73
Avg. commission paid for profitable trades 81.54
Profitable long trades 5
Profitable short trades 0
Unprofitable Trades:
Loss of unprofitable trades -5547.2
Total unprofitable trades 4
Average loss -1386.8
Largest loss -3675.4
Smallest loss -263.34
Largest loser commission 62.06
Commission paid for unprofitable trades 227.19
Avg. commission paid for unprofitable trades 56.79
Unprofitable long trades 4
Unprofitable short trades 0
No. Stock Name Triggerred Date Shares Price Profit/Loss Triggerred Rules
1 KLK 25 Jan 1996 3000 2.821 0.0 BUY - ((Price touching MA))
2 KLK 21 Jul 1997 3000 3.533 2057.736 SELL - ((Longer MA crossed over shorter MA))
3 KLK 31 Jul 1997 3000 3.766 0.0 BUY - ((Price touching MA))
4 KLK 22 Jun 1998 3000 4.099 905.6 SELL - ((Longer MA crossed over shorter MA))
5 KLK 8 Jul 1998 2000 4.633 0.0 BUY - ((Price touching MA))
6 KLK 14 Jun 2000 2000 2.826 -3675.4 SELL - ((Longer MA crossed over shorter MA))
7 KLK 29 Jun 2000 2000 3.266 0.0 BUY - ((Price touching MA))
8 KLK 17 Nov 2000 2000 2.653 -1277.8 SELL - ((Longer MA crossed over shorter MA))
9 KLK 22 Jan 2001 2000 2.999 0.0 BUY - ((Price touching MA))
10 KLK 9 Nov 2001 2000 2.893 -263.334 SELL - ((Longer MA crossed over shorter MA))
11 KLK 19 Feb 2002 2000 3.199 0.0 BUY - ((Price touching MA))
12 KLK 21 Mar 2003 2000 3.399 347.2 SELL - ((Longer MA crossed over shorter MA))
13 KLK 5 Jun 2003 2000 3.566 0.0 BUY - ((Price touching MA))
14 KLK 21 Jun 2004 2000 3.766 341.333 SELL - ((Longer MA crossed over shorter MA))
15 KLK 16 Jul 2004 2000 4.066 0.0 BUY - ((Price touching MA))
16 KLK 8 Mar 2005 2000 3.933 -330.667 SELL - ((Longer MA crossed over shorter MA))
17 KLK 31 Mar 2005 2000 3.999 0.0 BUY - ((Price touching MA))
18 KLK 12 Aug 2008 2000 11.7 15274.4 SELL - ((Longer MA crossed over shorter MA)) |
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发表于 25-12-2008 06:13 PM
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显示全部楼层
Buy Rule:" Price Touching MA 250"
(R1)
where
R1=Price Touching MA
Period=250
Exponential=yes
Upper Limit=High
Lower Limit=Low
Rule Type=Daily
Data Type=Completed
Sell Rule:"MA Dual Crossover 50 250"
(R1)
where
R1=MA Dual Crossover
Shorter Period=50
Longer Period=250
Exponential=yes
Black Window=3
t1=3
t2=3
Rule Type=Daily
Data Type=Completed
Statistics:
Initial capital 10000.00
Cash on hand 118354.04
Final capital (all positions closed) 118354.04
Capital available 118354.04
Return on trades (%) 1083.54
Return on capital (%) 1083.54
Open positions 0
Total net profit/loss 108354.04
Highest portfolio value 115336.8
Open position profit/loss 0.0
% of profitable trades 50.0
Total number of trades 4
Total commission paid 1026.95
Profitable Trades:
Profit of profitable trades 115300.96
Total profitable trades 2
Average profit 57650.48
Largest profit 90933.57
Smallest profit 24367.39
Largest profitable trade commission 560.42
Commission paid for profitable trades 727.03
Avg. commission paid for profitable trades 363.51
Profitable long trades 2
Profitable short trades 0
Unprofitable Trades:
Loss of unprofitable trades -6946.93
Total unprofitable trades 2
Average loss -3473.47
Largest loss -6183.61
Smallest loss -763.33
Largest loser commission 226.6
Commission paid for unprofitable trades 299.92
Avg. commission paid for unprofitable trades 149.96
Unprofitable long trades 2
Unprofitable short trades 0
No. Stock Name Triggerred Date Shares Price Profit/Loss Triggerred Rules
1 DIGI 29 Dec 1998 10000 0.951 0.0 BUY - ((Price touching MA))
2 DIGI 15 Mar 1999 10000 0.881 -763.321 SELL - ((Longer MA crossed over shorter MA))
3 DIGI 26 Apr 1999 9000 0.951 0.0 BUY - ((Price touching MA))
4 DIGI 20 Nov 2000 9000 3.676 24367.391 SELL - ((Longer MA crossed over shorter MA))
5 DIGI 26 Jan 2001 7000 4.472 0.0 BUY - ((Price touching MA))
6 DIGI 27 Sep 2001 7000 3.621 -6183.604 SELL - ((Longer MA crossed over shorter MA))
7 DIGI 4 Jan 2002 6000 4.051 0.0 BUY - ((Price touching MA))
8 DIGI 3 Nov 2008 6000 19.3 90933.576 SELL - ((Longer MA crossed over shorter MA)) |
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发表于 25-12-2008 06:15 PM
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显示全部楼层
Buy Rule:" Price Touching MA 250"
(R1)
where
R1=Price Touching MA
Period=250
Exponential=yes
Upper Limit=High
Lower Limit=Low
Rule Type=Daily
Data Type=Completed
Sell Rule:"MA Dual Crossover 50 250"
(R1)
where
R1=MA Dual Crossover
Shorter Period=50
Longer Period=250
Exponential=yes
Black Window=3
t1=3
t2=3
Rule Type=Daily
Data Type=Completed
Statistics:
Initial capital 10000.00
Cash on hand 1280.96
Final capital (all positions closed) 13232.96
Capital available 1280.96
Return on trades (%) 25.25
Return on capital (%) 32.32
Open positions 1
Total net profit/loss 2525.75
Highest portfolio value 12449.6
Open position profit/loss 707.2
% of profitable trades 50.0
Total number of trades 4
Total commission paid 399.04
Profitable Trades:
Profit of profitable trades 3061.59
Total profitable trades 2
Average profit 1530.79
Largest profit 2116.0
Smallest profit 945.59
Largest profitable trade commission 84.0
Commission paid for profitable trades 178.4
Avg. commission paid for profitable trades 89.2
Profitable long trades 2
Profitable short trades 0
Unprofitable Trades:
Loss of unprofitable trades -535.85
Total unprofitable trades 2
Average loss -267.93
Largest loss -356.97
Smallest loss -178.89
Largest loser commission 76.96
Commission paid for unprofitable trades 175.84
Avg. commission paid for unprofitable trades 87.92
Unprofitable long trades 2
Unprofitable short trades 0
No. Stock Name Triggerred Date Shares Price Profit/Loss Triggerred Rules
1 PLUS 10 Feb 2004 4000 2.44 0.0 BUY - ((Price touching MA))
2 PLUS 5 May 2004 4000 2.37 -356.961 SELL - ((Longer MA crossed over shorter MA))
3 PLUS 10 Jun 2004 4000 2.35 0.0 BUY - ((Price touching MA))
4 PLUS 22 Feb 2006 4000 2.9 2116.0 SELL - ((Longer MA crossed over shorter MA))
5 PLUS 30 Aug 2006 4000 2.82 0.0 BUY - ((Price touching MA))
6 PLUS 24 Mar 2008 4000 3.08 945.599 SELL - ((Longer MA crossed over shorter MA))
7 PLUS 27 Mar 2008 4000 3.1 0.0 BUY - ((Price touching MA))
8 PLUS 28 May 2008 4000 3.08 -178.881 SELL - ((Longer MA crossed over shorter MA))
9 PLUS 9 Dec 2008 4000 2.8 0.0 BUY - ((Price touching MA)) |
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发表于 25-12-2008 06:16 PM
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显示全部楼层
Buy Rule:" Price Touching MA 250"
(R1)
where
R1=Price Touching MA
Period=250
Exponential=yes
Upper Limit=High
Lower Limit=Low
Rule Type=Daily
Data Type=Completed
Sell Rule:"MA Dual Crossover 50 250"
(R1)
where
R1=MA Dual Crossover
Shorter Period=50
Longer Period=250
Exponential=yes
Black Window=3
t1=3
t2=3
Rule Type=Daily
Data Type=Completed
Statistics:
Initial capital 10000.00
Cash on hand 1858.74
Final capital (all positions closed) 18979.98
Capital available 1858.74
Return on trades (%) 89.36
Return on capital (%) 89.79
Open positions 1
Total net profit/loss 8936.78
Highest portfolio value 17300.52
Open position profit/loss 43.2
% of profitable trades 50.0
Total number of trades 6
Total commission paid 659.9
Profitable Trades:
Profit of profitable trades 12187.02
Total profitable trades 3
Average profit 4062.34
Largest profit 6923.88
Smallest profit 1748.17
Largest profitable trade commission 104.96
Commission paid for profitable trades 329.12
Avg. commission paid for profitable trades 109.7
Profitable long trades 3
Profitable short trades 0
Unprofitable Trades:
Loss of unprofitable trades -3250.25
Total unprofitable trades 3
Average loss -1083.42
Largest loss -1994.09
Smallest loss -338.21
Largest loser commission 96.0
Commission paid for unprofitable trades 262.74
Avg. commission paid for unprofitable trades 87.58
Unprofitable long trades 3
Unprofitable short trades 0
No. Stock Name Triggerred Date Shares Price Profit/Loss Triggerred Rules
1 YTLPOWR 7 Sep 1998 14000 0.699 0.0 BUY - ((Price touching MA))
2 YTLPOWR 25 May 2000 14000 0.956 3514.969 SELL - ((Longer MA crossed over shorter MA))
3 YTLPOWR 27 Oct 2000 14000 0.925 0.0 BUY - ((Price touching MA))
4 YTLPOWR 4 Apr 2001 14000 0.789 -1994.085 SELL - ((Longer MA crossed over shorter MA))
5 YTLPOWR 19 Apr 2001 11000 0.97 0.0 BUY - ((Price touching MA))
6 YTLPOWR 10 Jul 2001 11000 0.947 -338.208 SELL - ((Longer MA crossed over shorter MA))
7 YTLPOWR 12 Jul 2001 11000 0.974 0.0 BUY - ((Price touching MA))
8 YTLPOWR 8 Aug 2001 11000 0.898 -917.951 SELL - ((Longer MA crossed over shorter MA))
9 YTLPOWR 3 Sep 2001 10000 0.96 0.0 BUY - ((Price touching MA))
10 YTLPOWR 2 Jun 2006 10000 1.663 6923.884 SELL - ((Longer MA crossed over shorter MA))
11 YTLPOWR 11 Oct 2006 9000 1.721 0.0 BUY - ((Price touching MA))
12 YTLPOWR 26 Jun 2008 9000 1.93 1748.173 SELL - ((Longer MA crossed over shorter MA))
13 YTLPOWR 1 Dec 2008 9000 1.89 0.0 BUY - ((Price touching MA)) |
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发表于 25-12-2008 06:18 PM
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Buy Rule:" Price Touching MA 250"
(R1)
where
R1=Price Touching MA
Period=250
Exponential=yes
Upper Limit=High
Lower Limit=Low
Rule Type=Daily
Data Type=Completed
Sell Rule:"MA Dual Crossover 50 250"
(R1)
where
R1=MA Dual Crossover
Shorter Period=50
Longer Period=250
Exponential=yes
Black Window=3
t1=3
t2=3
Rule Type=Daily
Data Type=Completed
Statistics:
Initial capital 10000.00
Cash on hand 2491.44
Final capital (all positions closed) 4466.44
Capital available 2491.44
Return on trades (%) 0.41
Return on capital (%) -55.34
Open positions 1
Total net profit/loss 41.52
Highest portfolio value 10517.76
Open position profit/loss -5575.08
% of profitable trades 36.36
Total number of trades 11
Total commission paid 638.56
Profitable Trades:
Profit of profitable trades 7464.44
Total profitable trades 4
Average profit 1866.11
Largest profit 6446.36
Smallest profit 30.0
Largest profitable trade commission 63.64
Commission paid for profitable trades 245.56
Avg. commission paid for profitable trades 61.39
Profitable long trades 4
Profitable short trades 0
Unprofitable Trades:
Loss of unprofitable trades -7422.92
Total unprofitable trades 7
Average loss -1060.42
Largest loss -4232.92
Smallest loss -230.0
Largest loser commission 62.92
Commission paid for unprofitable trades 362.92
Avg. commission paid for unprofitable trades 51.84
Unprofitable long trades 7
Unprofitable short trades 0
No. Stock Name Triggerred Date Shares Price Profit/Loss Triggerred Rules
1 MMCCORP 15 Jan 1996 8000 1.24 0.0 BUY - ((Price touching MA))
2 MMCCORP 3 Jul 1997 8000 1.32 558.079 SELL - ((Longer MA crossed over shorter MA))
3 MMCCORP 21 Jul 1997 6000 1.58 0.0 BUY - ((Price touching MA))
4 MMCCORP 6 Sep 1999 6000 0.885 -4232.92 SELL - ((Longer MA crossed over shorter MA))
5 MMCCORP 14 Dec 1999 6000 0.905 0.0 BUY - ((Price touching MA))
6 MMCCORP 19 Jun 2000 6000 0.75 -980.0 SELL - ((Longer MA crossed over shorter MA))
7 MMCCORP 7 Jul 2000 5000 0.97 0.0 BUY - ((Price touching MA))
8 MMCCORP 9 Jan 2001 5000 0.86 -600.0 SELL - ((Longer MA crossed over shorter MA))
9 MMCCORP 19 Jan 2001 4000 1.0 0.0 BUY - ((Price touching MA))
10 MMCCORP 4 Oct 2001 4000 0.895 -470.0 SELL - ((Longer MA crossed over shorter MA))
11 MMCCORP 15 Oct 2001 4000 0.92 0.0 BUY - ((Price touching MA))
12 MMCCORP 3 Oct 2002 4000 1.04 430.0 SELL - ((Longer MA crossed over shorter MA))
13 MMCCORP 20 Jan 2003 4000 1.08 0.0 BUY - ((Price touching MA))
14 MMCCORP 31 Dec 2003 4000 1.1 30.0 SELL - ((Longer MA crossed over shorter MA))
15 MMCCORP 26 Feb 2004 3000 1.205 0.0 BUY - ((Price touching MA))
16 MMCCORP 4 Mar 2005 3000 1.02 -605.0 SELL - ((Longer MA crossed over shorter MA))
17 MMCCORP 9 Mar 2005 3000 1.075 0.0 BUY - ((Price touching MA))
18 MMCCORP 5 Apr 2005 3000 0.99 -305.0 SELL - ((Longer MA crossed over shorter MA))
19 MMCCORP 4 May 2005 3000 1.04 0.0 BUY - ((Price touching MA))
20 MMCCORP 7 Dec 2005 3000 0.98 -230.0 SELL - ((Longer MA crossed over shorter MA))
21 MMCCORP 6 Jan 2006 3000 1.05 0.0 BUY - ((Price touching MA))
22 MMCCORP 28 Mar 2008 3000 3.22 6446.36 SELL - ((Longer MA crossed over shorter MA))
23 MMCCORP 23 Apr 2008 2000 3.76 0.0 BUY - ((Price touching MA)) |
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发表于 25-12-2008 06:19 PM
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Buy Rule:" Price Touching MA 250"
(R1)
where
R1=Price Touching MA
Period=250
Exponential=yes
Upper Limit=High
Lower Limit=Low
Rule Type=Daily
Data Type=Completed
Sell Rule:"MA Dual Crossover 50 250"
(R1)
where
R1=MA Dual Crossover
Shorter Period=50
Longer Period=250
Exponential=yes
Black Window=3
t1=3
t2=3
Rule Type=Daily
Data Type=Completed
Statistics:
Initial capital 10000.00
Cash on hand 2541.96
Final capital (all positions closed) 16485.96
Capital available 2541.96
Return on trades (%) 58.95
Return on capital (%) 64.85
Open positions 1
Total net profit/loss 5895.16
Highest portfolio value 14043.6
Open position profit/loss 590.79
% of profitable trades 50.0
Total number of trades 6
Total commission paid 465.04
Profitable Trades:
Profit of profitable trades 9756.12
Total profitable trades 3
Average profit 3252.04
Largest profit 3501.6
Smallest profit 3009.12
Largest profitable trade commission 98.4
Commission paid for profitable trades 237.88
Avg. commission paid for profitable trades 79.29
Profitable long trades 3
Profitable short trades 0
Unprofitable Trades:
Loss of unprofitable trades -3860.96
Total unprofitable trades 3
Average loss -1286.99
Largest loss -2133.29
Smallest loss -171.0
Largest loser commission 71.28
Commission paid for unprofitable trades 173.95
Avg. commission paid for unprofitable trades 57.98
Unprofitable long trades 3
Unprofitable short trades 0
No. Stock Name Triggerred Date Shares Price Profit/Loss Triggerred Rules
1 YTL 31 Mar 1997 1000 6.918 0.0 BUY - ((Price touching MA))
2 YTL 25 Apr 1997 1000 5.414 -1556.672 SELL - ((Longer MA crossed over shorter MA))
3 YTL 19 Jan 1998 1000 4.384 0.0 BUY - ((Price touching MA))
4 YTL 20 May 1998 1000 4.263 -171.0 SELL - ((Longer MA crossed over shorter MA))
5 YTL 25 Nov 1998 2000 3.459 0.0 BUY - ((Price touching MA))
6 YTL 16 Jun 2000 2000 5.116 3245.4 SELL - ((Longer MA crossed over shorter MA))
7 YTL 11 Dec 2000 2000 4.971 0.0 BUY - ((Price touching MA))
8 YTL 9 Sep 2002 2000 3.94 -2133.289 SELL - ((Longer MA crossed over shorter MA))
9 YTL 28 May 2003 2000 3.66 0.0 BUY - ((Price touching MA))
10 YTL 15 Feb 2006 2000 5.2 3009.12 SELL - ((Longer MA crossed over shorter MA))
11 YTL 9 Mar 2006 2000 5.25 0.0 BUY - ((Price touching MA))
12 YTL 24 Jun 2008 2000 7.05 3501.6 SELL - ((Longer MA crossed over shorter MA))
13 YTL 5 Nov 2008 2000 6.65 0.0 BUY - ((Price touching MA)) |
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发表于 25-12-2008 06:21 PM
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Buy Rule:" Price Touching MA 250"
(R1)
where
R1=Price Touching MA
Period=250
Exponential=yes
Upper Limit=High
Lower Limit=Low
Rule Type=Daily
Data Type=Completed
Sell Rule:"MA Dual Crossover 50 250"
(R1)
where
R1=MA Dual Crossover
Shorter Period=50
Longer Period=250
Exponential=yes
Black Window=3
t1=3
t2=3
Rule Type=Daily
Data Type=Completed
Statistics:
Initial capital 10000.00
Cash on hand 8187.24
Final capital (all positions closed) 44043.24
Capital available 8187.24
Return on trades (%) 331.26
Return on capital (%) 340.43
Open positions 1
Total net profit/loss 33126.44
Highest portfolio value 42828.0
Open position profit/loss 916.8
% of profitable trades 60.0
Total number of trades 5
Total commission paid 617.75
Profitable Trades:
Profit of profitable trades 40313.12
Total profitable trades 3
Average profit 13437.7
Largest profit 37953.0
Smallest profit 480.0
Largest profitable trade commission 197.0
Commission paid for profitable trades 326.87
Avg. commission paid for profitable trades 108.95
Profitable long trades 3
Profitable short trades 0
Unprofitable Trades:
Loss of unprofitable trades -7186.68
Total unprofitable trades 2
Average loss -3593.34
Largest loss -6815.1
Smallest loss -371.58
Largest loser commission 65.09
Commission paid for unprofitable trades 151.67
Avg. commission paid for unprofitable trades 75.83
Unprofitable long trades 2
Unprofitable short trades 0
No. Stock Name Triggerred Date Shares Price Profit/Loss Triggerred Rules
1 PPB 12 Jan 1996 5000 1.8 0.0 BUY - ((Price touching MA))
2 PPB 17 Dec 1996 5000 2.192 1880.12 SELL - ((Longer MA crossed over shorter MA))
3 PPB 10 Jan 1997 5000 2.192 0.0 BUY - ((Price touching MA))
4 PPB 3 Jun 1997 5000 2.135 -371.58 SELL - ((Longer MA crossed over shorter MA))
5 PPB 28 Nov 1997 5000 2.004 0.0 BUY - ((Price touching MA))
6 PPB 11 Aug 1999 5000 0.654 -6815.1 SELL - ((Longer MA crossed over shorter MA))
7 PPB 9 Dec 1999 5000 0.931 0.0 BUY - ((Price touching MA))
8 PPB 28 Jul 2000 5000 1.037 480.0 SELL - ((Longer MA crossed over shorter MA))
9 PPB 26 Jan 2001 5000 0.969 0.0 BUY - ((Price touching MA))
10 PPB 23 Sep 2008 5000 8.6 37953.0 SELL - ((Longer MA crossed over shorter MA))
11 PPB 15 Dec 2008 4000 8.7 0.0 BUY - ((Price touching MA)) |
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发表于 25-12-2008 06:22 PM
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BAT no scan results available...
[ 本帖最后由 江百虎 于 25-12-2008 06:23 PM 编辑 ] |
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发表于 25-12-2008 06:23 PM
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江师傅好像没打算停手的意思。。。 |
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发表于 25-12-2008 06:25 PM
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Buy Rule:" Price Touching MA 250"
(R1)
where
R1=Price Touching MA
Period=250
Exponential=yes
Upper Limit=High
Lower Limit=Low
Rule Type=Daily
Data Type=Completed
Sell Rule:"MA Dual Crossover 50 250"
(R1)
where
R1=MA Dual Crossover
Shorter Period=50
Longer Period=250
Exponential=yes
Black Window=3
t1=3
t2=3
Rule Type=Daily
Data Type=Completed
Statistics:
Initial capital 10000.00
Cash on hand 4987.04
Final capital (all positions closed) 16939.04
Capital available 4987.04
Return on trades (%) 104.98
Return on capital (%) 69.39
Open positions 1
Total net profit/loss 10498.84
Highest portfolio value 19521.59
Open position profit/loss -3559.81
% of profitable trades 75.0
Total number of trades 8
Total commission paid 712.96
Profitable Trades:
Profit of profitable trades 14498.24
Total profitable trades 6
Average profit 2416.37
Largest profit 10445.43
Smallest profit 175.04
Largest profitable trade commission 114.56
Commission paid for profitable trades 481.76
Avg. commission paid for profitable trades 80.29
Profitable long trades 6
Profitable short trades 0
Unprofitable Trades:
Loss of unprofitable trades -3999.4
Total unprofitable trades 2
Average loss -1999.7
Largest loss -2349.61
Smallest loss -1649.8
Largest loser commission 69.59
Commission paid for unprofitable trades 169.39
Avg. commission paid for unprofitable trades 84.69
Unprofitable long trades 2
Unprofitable short trades 0
No. Stock Name Triggerred Date Shares Price Profit/Loss Triggerred Rules
1 RHBCAP 30 Jul 1996 1000 7.45 0.0 BUY - ((Price touching MA))
2 RHBCAP 27 May 1997 1000 7.95 438.399 SELL - ((Longer MA crossed over shorter MA))
3 RHBCAP 4 Dec 1998 4000 2.41 0.0 BUY - ((Price touching MA))
4 RHBCAP 4 Oct 1999 4000 2.64 839.2 SELL - ((Longer MA crossed over shorter MA))
5 RHBCAP 7 Oct 1999 3000 3.32 0.0 BUY - ((Price touching MA))
6 RHBCAP 7 Aug 2000 3000 4.12 2310.719 SELL - ((Longer MA crossed over shorter MA))
7 RHBCAP 18 Jul 2001 5000 2.65 0.0 BUY - ((Price touching MA))
8 RHBCAP 24 Jun 2002 5000 2.34 -1649.8 SELL - ((Longer MA crossed over shorter MA))
9 RHBCAP 13 Aug 2002 4000 2.46 0.0 BUY - ((Price touching MA))
10 RHBCAP 4 Jun 2004 4000 1.89 -2349.601 SELL - ((Longer MA crossed over shorter MA))
11 RHBCAP 6 Jul 2004 4000 2.0 0.0 BUY - ((Price touching MA))
12 RHBCAP 9 Jun 2005 4000 2.06 175.04 SELL - ((Longer MA crossed over shorter MA))
13 RHBCAP 6 Jul 2005 4000 2.16 0.0 BUY - ((Price touching MA))
14 RHBCAP 5 Jan 2006 4000 2.25 289.44 SELL - ((Longer MA crossed over shorter MA))
15 RHBCAP 11 Jan 2006 4000 2.26 0.0 BUY - ((Price touching MA))
16 RHBCAP 26 Mar 2008 4000 4.9 10445.439 SELL - ((Longer MA crossed over shorter MA))
17 RHBCAP 28 Apr 2008 3000 5.15 0.0 BUY - ((Price touching MA)) |
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发表于 25-12-2008 06:27 PM
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发表于 25-12-2008 06:27 PM
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好了好了。。买你怕了！MA万岁！ |
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