找回密码
 注册
搜索
楼主: 九天

[灌水聊天] 人工智能时代如何炒股。

[复制链接]
发表于 2017-7-7 12:02 PM | 显示全部楼层


MACD模型回测SVXY买卖记录,平均年收益率可达到70%

Mon Jan 27 14:00:00 2014Buy at $62.1900
Wed Jan 29 09:43:00 2014Sell at $62.05-0.00225117-0.00225117
Thu Jan 30 11:01:00 2014Buy at $61.180-0.00225117
Fri Jan 31 09:31:00 2014Sell at $55.7896-0.0881072-0.0903584
Fri Jan 31 13:48:00 2014Buy at $580-0.0903584
Fri Jan 31 15:31:00 2014Sell at $56.1899-0.0312086-0.121567
Mon Feb 3 14:46:00 2014Buy at $52.320-0.121567
Wed Feb 5 10:11:00 2014Sell at $51.07-0.0238914-0.145458
Wed Feb 5 13:09:00 2014Buy at $51.930-0.145458
Fri Feb 7 14:55:00 2014Sell at $59.950.1544390.00898022
Tue Feb 11 10:31:00 2014Buy at $61.000100.00898022
Tue Feb 11 15:27:00 2014Sell at $62.010.01655570.0255359
Thu Feb 13 12:42:00 2014Buy at $6300.0255359
Fri Feb 14 13:37:00 2014Sell at $64.350.02142860.0469645
Fri Feb 14 13:59:00 2014Buy at $64.7700.0469645
Fri Feb 14 15:24:00 2014Sell at $64.55-0.003396630.0435679
Tue Feb 18 15:39:00 2014Buy at $65.139900.0435679
Wed Feb 19 09:34:00 2014Sell at $64.28-0.01320080.030367
Thu Feb 20 12:03:00 2014Buy at $61.870500.030367
Fri Feb 21 13:18:00 2014Sell at $63.480.0260140.0563811
Mon Feb 24 10:21:00 2014Buy at $63.2200.0563811
Mon Feb 24 15:58:00 2014Sell at $63.2-0.0003163560.0560647
Tue Feb 25 13:37:00 2014Buy at $63.0400.0560647
Tue Feb 25 14:05:00 2014Sell at $62.4799-0.008884840.0471799
Wed Feb 26 10:31:00 2014Buy at $63.1500.0471799
Wed Feb 26 13:14:00 2014Sell at $62.46-0.01092640.0362535
Thu Feb 27 11:12:00 2014Buy at $62.2500.0362535
Fri Feb 28 14:27:00 2014Sell at $62.690.007068270.0433218
Mon Mar 3 14:39:00 2014Buy at $57.36500.0433218
Wed Mar 5 10:52:00 2014Sell at $60.8820.06130920.104631
Thu Mar 6 09:45:00 2014Buy at $61.6400.104631
Thu Mar 6 13:35:00 2014Sell at $61.38-0.004218040.100413
Fri Mar 7 09:35:00 2014Buy at $61.8400.100413
Fri Mar 7 09:51:00 2014Sell at $61.11-0.01180470.0886082
Mon Mar 10 13:05:00 2014Buy at $60.0100.0886082
Tue Mar 11 14:38:00 2014Sell at $60.29070.004677550.0932858
Wed Mar 12 12:53:00 2014Buy at $59.7300.0932858
Thu Mar 13 12:00:00 2014Sell at $59.34-0.006529380.0867564
Fri Mar 14 12:43:00 2014Buy at $56.4700.0867564
Fri Mar 14 15:15:00 2014Sell at $54.95-0.02691690.0598395
Fri Mar 14 15:43:00 2014Buy at $55.500.0598395
Tue Mar 18 14:12:00 2014Sell at $59.980.08072070.14056
Tue Mar 18 14:56:00 2014Buy at $60.500.14056
Tue Mar 18 15:06:00 2014Sell at $60.31-0.00314050.13742
Tue Mar 18 15:10:00 2014Buy at $60.400.13742
Tue Mar 18 15:23:00 2014Sell at $60.286-0.001887420.135532
Thu Mar 20 13:17:00 2014Buy at $59.8500.135532
Thu Mar 20 15:50:00 2014Sell at $59.34-0.00852130.127011
Fri Mar 21 09:30:00 2014Buy at $60.4300.127011
Fri Mar 21 13:45:00 2014Sell at $59.68-0.01241110.1146
Mon Mar 24 14:10:00 2014Buy at $58.57500.1146
Wed Mar 26 13:30:00 2014Sell at $59.690.01903540.133635
Thu Mar 27 14:34:00 2014Buy at $58.9500.133635
Fri Mar 28 14:08:00 2014Sell at $59.4860.009092450.142728
Mon Mar 31 09:37:00 2014Buy at $60.8600.142728
Tue Apr 1 12:55:00 2014Sell at $62.8350.03245150.175179
Tue Apr 1 15:28:00 2014Buy at $63.700.175179
Wed Apr 2 11:23:00 2014Sell at $63.870.002668760.177848
Thu Apr 3 15:58:00 2014Buy at $63.749900.177848
Fri Apr 4 11:57:00 2014Sell at $63.18-0.008939620.168908
Mon Apr 7 14:58:00 2014Buy at $61.1400.168908
Thu Apr 10 10:58:00 2014Sell at $62.990.03025840.199167
Fri Apr 11 15:44:00 2014Buy at $58.3500.199167
Mon Apr 14 15:00:00 2014Sell at $57.2801-0.01833590.180831
Tue Apr 15 09:34:00 2014Buy at $58.6600.180831
Tue Apr 15 11:45:00 2014Sell at $57.05-0.02744630.153385
Tue Apr 15 14:17:00 2014Buy at $57.3200.153385
Thu Apr 17 12:57:00 2014Sell at $61.7250.07684930.230234
Mon Apr 21 11:28:00 2014Buy at $62.9400.230234
Mon Apr 21 12:09:00 2014Sell at $62.8722-0.001077220.229157
Thu Apr 24 12:20:00 2014Buy at $62.7500.229157
Thu Apr 24 13:46:00 2014Sell at $62.385-0.005816730.22334
Fri Apr 25 13:55:00 2014Buy at $61.4100.22334
Mon Apr 28 13:27:00 2014Sell at $61.33-0.001302720.222037
Mon Apr 28 14:59:00 2014Buy at $62.3500.222037
Wed Apr 30 09:41:00 2014Sell at $63.850.02405770.246095
Thu May 1 11:38:00 2014Buy at $64.7600.246095
Thu May 1 13:22:00 2014Sell at $64.44-0.004941320.241154
Fri May 2 09:57:00 2014Buy at $64.7400.241154
Fri May 2 11:11:00 2014Sell at $64.2733-0.007208840.233945
Mon May 5 11:34:00 2014Buy at $64.6400.233945
Tue May 6 13:57:00 2014Sell at $65.06330.006548580.240493
Wed May 7 11:47:00 2014Buy at $65.768100.240493
Thu May 8 13:35:00 2014Sell at $66.950.01797070.258464
Fri May 9 12:45:00 2014Buy at $66.68500.258464
Mon May 12 15:11:00 2014Sell at $69.360.0401140.298578
Wed May 14 12:01:00 2014Buy at $69.827500.298578
Wed May 14 14:46:00 2014Sell at $69.6796-0.002118080.29646
Thu May 15 14:50:00 2014Buy at $68.1600.29646
Mon May 19 14:38:00 2014Sell at $71.160.04401410.340474
Tue May 20 11:26:00 2014Buy at $71.9200.340474
Tue May 20 12:42:00 2014Sell at $71.4-0.007230260.333244
Wed May 21 09:36:00 2014Buy at $72.7200.333244
Wed May 21 14:41:00 2014Sell at $72.830.001512650.334757
Tue May 27 09:33:00 2014Buy at $74.7300.334757
Tue May 27 15:11:00 2014Sell at $75.360.008430350.343187
Tue May 27 15:20:00 2014Buy at $75.600.343187
Wed May 28 10:06:00 2014Sell at $75.37-0.003042330.340145
Wed May 28 14:49:00 2014Buy at $76.1500.340145
Wed May 28 15:02:00 2014Sell at $75.88-0.003545630.336599
Thu May 29 09:36:00 2014Buy at $76.4400.336599
Thu May 29 11:29:00 2014Sell at $76.2499-0.002486920.334112
Mon Jun 2 09:39:00 2014Buy at $76.3400.334112
Mon Jun 2 09:47:00 2014Sell at $76.0212-0.004176050.329936
Mon Jun 2 11:42:00 2014Buy at $76.306700.329936
Tue Jun 3 10:54:00 2014Sell at $76.2955-0.0001467760.329789
Tue Jun 3 14:23:00 2014Buy at $76.800.329789
Wed Jun 4 09:50:00 2014Sell at $76.255-0.007096350.322693
Wed Jun 4 11:16:00 2014Buy at $76.7800.322693
Fri Jun 6 14:25:00 2014Sell at $83.84990.092080.414773
Tue Jun 10 13:43:00 2014Buy at $83.800.414773
Wed Jun 11 10:04:00 2014Sell at $83.41-0.004653940.410119
Fri Jun 13 10:56:00 2014Buy at $79.8600.410119
Mon Jun 16 12:00:00 2014Sell at $79.396-0.005810170.404309
Mon Jun 16 13:29:00 2014Buy at $79.984300.404309
Wed Jun 18 12:10:00 2014Sell at $83.49650.04391110.44822
Wed Jun 18 15:12:00 2014Buy at $84.9700.44822
Thu Jun 19 13:02:00 2014Sell at $86.68990.02024130.468461
Mon Jun 23 12:59:00 2014Buy at $86.1500.468461
Tue Jun 24 13:16:00 2014Sell at $86.6390.005676150.474137
Wed Jun 25 13:05:00 2014Buy at $85.4300.474137
Fri Jun 27 10:04:00 2014Sell at $85.98130.006453240.48059
Fri Jun 27 11:34:00 2014Buy at $86.8200.48059
Fri Jun 27 13:25:00 2014Sell at $86.35-0.00541350.475177
Fri Jun 27 14:24:00 2014Buy at $87.046400.475177
Mon Jun 30 15:19:00 2014Sell at $88.530.01704380.492221
Tue Jul 1 11:27:00 2014Buy at $89.453400.492221
Wed Jul 2 10:16:00 2014Sell at $90.70.01393570.506156
Wed Jul 2 10:47:00 2014Buy at $91.7700.506156
Wed Jul 2 12:53:00 2014Sell at $91.55-0.00239730.503759
Thu Jul 3 10:10:00 2014Buy at $92.986700.503759
Thu Jul 3 12:11:00 2014Sell at $92.82-0.001792730.501966
Tue Jul 8 13:30:00 2014Buy at $89.0500.501966
Thu Jul 10 09:34:00 2014Sell at $86.38-0.02998320.471983
Thu Jul 10 13:48:00 2014Buy at $88.830500.471983
Thu Jul 10 14:56:00 2014Sell at $87.677-0.01298540.458998
Fri Jul 11 10:16:00 2014Buy at $88.1500.458998
Mon Jul 14 14:56:00 2014Sell at $91.7660.0410210.500019
Wed Jul 16 09:38:00 2014Buy at $91.7400.500019
Thu Jul 17 09:44:00 2014Sell at $91.32-0.004578160.495441
Fri Jul 18 11:13:00 2014Buy at $87.81500.495441
Mon Jul 21 10:20:00 2014Sell at $87.06-0.008597620.486843
Mon Jul 21 14:06:00 2014Buy at $87.3100.486843
Tue Jul 22 14:47:00 2014Sell at $88.4420.01296530.499808
Thu Jul 24 11:34:00 2014Buy at $88.600.499808
Fri Jul 25 09:37:00 2014Sell at $86.4-0.02483070.474978
Fri Jul 25 15:52:00 2014Buy at $86.0700.474978
Mon Jul 28 10:04:00 2014Sell at $84.66-0.0163820.458596
Mon Jul 28 12:03:00 2014Buy at $85.489900.458596
Tue Jul 29 15:31:00 2014Sell at $86.730.01450580.473101
Wed Jul 30 14:27:00 2014Buy at $86.7100.473101
Wed Jul 30 15:07:00 2014Sell at $85.4-0.01510780.457994
Fri Aug 1 09:57:00 2014Buy at $78.8700.457994
Fri Aug 1 11:22:00 2014Sell at $75.06-0.04830730.409686
Fri Aug 1 13:57:00 2014Buy at $75.7700.409686
Tue Aug 5 11:13:00 2014Sell at $75.62-0.001979680.407707
Wed Aug 6 10:59:00 2014Buy at $73.7600.407707
Wed Aug 6 15:24:00 2014Sell at $71.97-0.02426790.383439
Thu Aug 7 09:45:00 2014Buy at $72.7600.383439
Thu Aug 7 12:02:00 2014Sell at $71.25-0.02075320.362686
Thu Aug 7 13:58:00 2014Buy at $72.305100.362686
Thu Aug 7 14:36:00 2014Sell at $70.53-0.02455010.338135
Fri Aug 8 11:37:00 2014Buy at $70.4700.338135
Mon Aug 11 14:19:00 2014Sell at $76.040.07904070.417176
Wed Aug 13 09:51:00 2014Buy at $77.9400.417176
Wed Aug 13 15:10:00 2014Sell at $79.790.02373620.440912
Thu Aug 14 09:34:00 2014Buy at $81.2600.440912
Thu Aug 14 12:57:00 2014Sell at $82.140.01082940.451742
Fri Aug 15 09:51:00 2014Buy at $84.5600.451742
Fri Aug 15 10:59:00 2014Sell at $81.43-0.03701510.414727
Fri Aug 15 15:32:00 2014Buy at $82.300.414727
Mon Aug 18 14:25:00 2014Sell at $85.530.03924670.453973
Tue Aug 19 10:15:00 2014Buy at $87.0300.453973
Tue Aug 19 11:12:00 2014Sell at $86.73-0.003447090.450526
Wed Aug 20 15:18:00 2014Buy at $86.0600.450526
Thu Aug 21 10:17:00 2014Sell at $85.59-0.005461310.445065
Thu Aug 21 13:02:00 2014Buy at $86.0600.445065
Fri Aug 22 10:50:00 2014Sell at $85.65-0.004764120.440301
Fri Aug 22 13:36:00 2014Buy at $85.8600.440301
Mon Aug 25 13:07:00 2014Sell at $86.70.009783370.450084
Thu Aug 28 12:27:00 2014Buy at $85.200.450084
Tue Sep 2 09:52:00 2014Sell at $84.6-0.007042250.443042
Tue Sep 2 11:02:00 2014Buy at $85.2100.443042
Tue Sep 2 11:28:00 2014Sell at $84.49-0.008449710.434592
Tue Sep 2 15:14:00 2014Buy at $84.484500.434592
Wed Sep 3 16:00:00 2014Sell at $85.450.01142810.44602
Thu Sep 4 09:30:00 2014Buy at $86.189900.44602
Thu Sep 4 14:12:00 2014Sell at $86.81170.00721430.453235
Fri Sep 5 12:33:00 2014Buy at $86.5300.453235
Mon Sep 8 11:51:00 2014Sell at $86.730.002311340.455546
Tue Sep 9 13:59:00 2014Buy at $86.076700.455546
Tue Sep 9 14:37:00 2014Sell at $85.5015-0.006682410.448864
Wed Sep 10 12:37:00 2014Buy at $84.6500.448864
Thu Sep 11 10:36:00 2014Sell at $83.4-0.01476670.434097
Thu Sep 11 12:36:00 2014Buy at $84.553800.434097
Thu Sep 11 13:57:00 2014Sell at $83.96-0.007022750.427074
Thu Sep 11 14:01:00 2014Buy at $84.1500.427074
Fri Sep 12 11:35:00 2014Sell at $84.04-0.001307190.425767
Mon Sep 15 14:34:00 2014Buy at $81.761900.425767
Wed Sep 17 12:16:00 2014Sell at $85.370.04412940.469896
Wed Sep 17 14:51:00 2014Buy at $86.7700.469896
Wed Sep 17 15:55:00 2014Sell at $85.662-0.01276940.457127
Fri Sep 19 09:50:00 2014Buy at $88.3800.457127
Fri Sep 19 11:32:00 2014Sell at $87.71-0.00758090.449546
Mon Sep 22 15:58:00 2014Buy at $84.199900.449546
Tue Sep 23 09:30:00 2014Sell at $81.9-0.02731480.422231
Tue Sep 23 15:07:00 2014Buy at $81.6100.422231
Thu Sep 25 10:10:00 2014Sell at $80.74-0.01066050.411571
Thu Sep 25 15:46:00 2014Buy at $77.9100.411571
Mon Sep 29 09:50:00 2014Sell at $75.61-0.02952120.38205
Tue Sep 30 09:31:00 2014Buy at $76.0800.38205
Tue Sep 30 09:39:00 2014Sell at $75.55-0.006966350.375083
Tue Sep 30 10:43:00 2014Buy at $76.4200.375083
Tue Sep 30 13:54:00 2014Sell at $74.94-0.01936670.355717
Tue Sep 30 15:34:00 2014Buy at $75.6400.355717
Wed Oct 1 09:44:00 2014Sell at $73.56-0.02749870.328218
Wed Oct 1 15:55:00 2014Buy at $72.9500.328218
Fri Oct 3 15:18:00 2014Sell at $78.50.07607950.404297
Mon Oct 6 09:51:00 2014Buy at $80.790100.404297
Mon Oct 6 10:55:00 2014Sell at $79.09-0.02104340.383254
Wed Oct 8 11:53:00 2014Buy at $72.5700.383254
Thu Oct 9 11:52:00 2014Sell at $73.520.01309080.396345
Fri Oct 10 12:50:00 2014Buy at $70.0200.396345
Fri Oct 10 15:02:00 2014Sell at $66.47-0.05069980.345645
Mon Oct 13 12:44:00 2014Buy at $63.900.345645
Mon Oct 13 15:43:00 2014Sell at $58.01-0.09217530.25347
Tue Oct 14 11:33:00 2014Buy at $59.100.25347
Tue Oct 14 15:23:00 2014Sell at $54.54-0.07715740.176312
Wed Oct 15 14:44:00 2014Buy at $51.2400.176312
Fri Oct 17 14:05:00 2014Sell at $55.95990.09211360.268426
Mon Oct 20 11:06:00 2014Buy at $57.3800.268426
Tue Oct 21 14:02:00 2014Sell at $63.50.1066570.375083
Thu Oct 23 10:51:00 2014Buy at $63.26800.375083
Thu Oct 23 15:18:00 2014Sell at $61.9601-0.02067240.354411
Fri Oct 24 15:03:00 2014Buy at $62.2500.354411
Wed Oct 29 10:36:00 2014Sell at $67.030.07678710.431198
Thu Oct 30 12:40:00 2014Buy at $67.2500.431198
Fri Oct 31 15:10:00 2014Sell at $68.7620.02248330.453681
Mon Nov 3 13:50:00 2014Buy at $6900.453681
Mon Nov 3 14:08:00 2014Sell at $68.72-0.004057970.449623
Tue Nov 4 14:02:00 2014Buy at $67.800.449623
Wed Nov 5 14:32:00 2014Sell at $68.440.009439530.459063
Thu Nov 6 09:32:00 2014Buy at $69.3400.459063
Thu Nov 6 10:30:00 2014Sell at $68.35-0.01427750.444785
Thu Nov 6 11:05:00 2014Buy at $69.0100.444785
Fri Nov 7 14:49:00 2014Sell at $71.57040.03710190.481887
Mon Nov 10 09:59:00 2014Buy at $72.653800.481887
Mon Nov 10 14:15:00 2014Sell at $74.220.0215570.503444
Wed Nov 12 13:25:00 2014Buy at $73.7300.503444
Thu Nov 13 11:25:00 2014Sell at $73.26-0.006374610.49707
Fri Nov 14 09:40:00 2014Buy at $72.3600.49707
Fri Nov 14 09:52:00 2014Sell at $71.5812-0.01076290.486307
Fri Nov 14 10:03:00 2014Buy at $72.094200.486307
Tue Nov 18 14:45:00 2014Sell at $74.340.03115090.517458
Wed Nov 19 14:19:00 2014Buy at $73.198100.517458
Wed Nov 19 14:46:00 2014Sell at $72.01-0.01623130.501226
Wed Nov 19 15:16:00 2014Buy at $72.45900.501226
Thu Nov 20 09:33:00 2014Sell at $70.9597-0.02069170.480535
Thu Nov 20 11:19:00 2014Buy at $72.346700.480535
Fri Nov 21 13:43:00 2014Sell at $74.0430.02344680.503982
Fri Nov 21 13:53:00 2014Buy at $74.4800.503982
Fri Nov 21 14:30:00 2014Sell at $73.96-0.006981740.497
Mon Nov 24 09:32:00 2014Buy at $75.0400.497
Mon Nov 24 13:32:00 2014Sell at $75.280.003198290.500198
Mon Nov 24 14:34:00 2014Buy at $75.64400.500198
Mon Nov 24 15:08:00 2014Sell at $75.4885-0.002055680.498142
Mon Nov 24 15:44:00 2014Buy at $75.7800.498142
Tue Nov 25 10:50:00 2014Sell at $75.890.001451570.499594
Tue Nov 25 13:24:00 2014Buy at $76.5200.499594
Tue Nov 25 14:35:00 2014Sell at $76.34-0.002352330.497242
Wed Nov 26 10:29:00 2014Buy at $76.900.497242
Wed Nov 26 14:49:00 2014Sell at $77.280.004941480.502183
Mon Dec 1 14:40:00 2014Buy at $72.1700.502183
Wed Dec 3 12:42:00 2014Sell at $76.68990.06262850.564812
Thu Dec 4 13:01:00 2014Buy at $77.5400.564812
Thu Dec 4 15:40:00 2014Sell at $77.03-0.006577250.558234
Fri Dec 5 09:36:00 2014Buy at $78.600.558234
Fri Dec 5 14:00:00 2014Sell at $79.060.005852420.564087
Tue Dec 9 13:10:00 2014Buy at $73.800.564087
Wed Dec 10 11:34:00 2014Sell at $71.5-0.03116530.532922
Wed Dec 10 13:31:00 2014Buy at $71.5200.532922
Wed Dec 10 13:32:00 2014Sell at $71.2-0.004474270.528447
Thu Dec 11 11:05:00 2014Buy at $69.0500.528447
Thu Dec 11 14:34:00 2014Sell at $65.553-0.05064450.477803
Fri Dec 12 13:30:00 2014Buy at $60.9200.477803
Tue Dec 16 14:35:00 2014Sell at $60.2533-0.01094390.466859
Wed Dec 17 12:09:00 2014Buy at $59.7600.466859
Thu Dec 18 14:00:00 2014Sell at $64.1620.07366130.54052
Fri Dec 19 11:00:00 2014Buy at $65.7800.54052
Fri Dec 19 12:10:00 2014Sell at $65.004-0.01179690.528723
Mon Dec 22 09:42:00 2014Buy at $6700.528723
Mon Dec 22 13:42:00 2014Sell at $67.520.007761190.536485
Tue Dec 23 10:02:00 2014Buy at $68.5200.536485
Tue Dec 23 10:10:00 2014Sell at $68.08-0.006421480.530063
Wed Dec 24 10:52:00 2014Buy at $69.1300.530063
Wed Dec 24 12:18:00 2014Sell at $69.08-0.0007232750.52934
Fri Dec 26 10:53:00 2014Buy at $69.0800.52934
Fri Dec 26 14:13:00 2014Sell at $69.0431-0.0005341630.528806
Mon Dec 29 15:07:00 2014Buy at $68.600.528806
Tue Dec 30 10:00:00 2014Sell at $67.38-0.01778430.511021
Wed Dec 31 09:31:00 2014Buy at $66.9200.511021
Wed Dec 31 10:27:00 2014Sell at $66.3637-0.008312910.502708
Wed Dec 31 10:52:00 2014Buy at $66.700.502708
Wed Dec 31 11:25:00 2014Sell at $65.9249-0.01162070.491088
Fri Jan 2 13:24:00 2015Buy at $60.2500.491088
Mon Jan 5 11:16:00 2015Sell at $58.12-0.03535270.455735
Mon Jan 5 14:35:00 2015Buy at $57.6500.455735
Tue Jan 6 11:34:00 2015Sell at $55.21-0.04232440.413411
Tue Jan 6 14:25:00 2015Buy at $55.829900.413411
Thu Jan 8 14:44:00 2015Sell at $61.80.1069340.520344
Mon Jan 12 15:49:00 2015Buy at $56.8800.520344
Tue Jan 13 13:45:00 2015Sell at $55.52-0.023910.496434
Wed Jan 14 14:13:00 2015Buy at $53.2900.496434
Thu Jan 15 15:50:00 2015Sell at $52.78-0.009570280.486864
Fri Jan 16 12:46:00 2015Buy at $53.2700.486864
Tue Jan 20 11:49:00 2015Sell at $52.23-0.01952320.467341
Tue Jan 20 13:35:00 2015Buy at $53.400.467341
Wed Jan 21 14:11:00 2015Sell at $54.640.0232210.490562
Wed Jan 21 15:32:00 2015Buy at $56.00400.490562
Fri Jan 23 09:34:00 2015Sell at $59.40.06063850.551201
Mon Jan 26 12:31:00 2015Buy at $60.4900.551201
Tue Jan 27 09:35:00 2015Sell at $57.706-0.04602410.505176
Tue Jan 27 13:43:00 2015Buy at $59.3300.505176
Wed Jan 28 11:02:00 2015Sell at $58.12-0.02039440.484782
Wed Jan 28 12:29:00 2015Buy at $59.0800.484782
Wed Jan 28 13:25:00 2015Sell at $58.48-0.01015570.474626
Thu Jan 29 13:41:00 2015Buy at $52.9600.474626
Fri Jan 30 15:41:00 2015Sell at $49.6353-0.06277760.411849
Mon Feb 2 11:41:00 2015Buy at $50.774500.411849
Wed Feb 4 12:37:00 2015Sell at $54.160.06667720.478526
Fri Feb 6 09:32:00 2015Buy at $54.9600.478526
Fri Feb 6 12:09:00 2015Sell at $54.5299-0.007825690.4707
Mon Feb 9 12:34:00 2015Buy at $52.24500.4707
Wed Feb 11 10:30:00 2015Sell at $53.080.01598240.486683
Thu Feb 12 09:32:00 2015Buy at $54.8700.486683
Fri Feb 13 12:33:00 2015Sell at $57.540.04866050.535343
Tue Feb 17 13:47:00 2015Buy at $57.8400.535343
Tue Feb 17 14:12:00 2015Sell at $57.68-0.002766250.532577
Wed Feb 18 14:53:00 2015Buy at $57.3800.532577
Fri Feb 20 09:47:00 2015Sell at $58.160.01359360.54617
Fri Feb 20 12:39:00 2015Buy at $59.3400.54617
Mon Feb 23 12:11:00 2015Sell at $61.280.0326930.578863
Tue Feb 24 10:26:00 2015Buy at $62.413200.578863
Wed Feb 25 09:41:00 2015Sell at $63.2610.01358370.592447
Wed Feb 25 11:18:00 2015Buy at $64.5700.592447
Wed Feb 25 14:41:00 2015Sell at $64.3785-0.002965770.589481
Fri Feb 27 10:28:00 2015Buy at $64.660100.589481
Fri Feb 27 14:42:00 2015Sell at $63.97-0.01067270.578808
Mon Mar 2 10:05:00 2015Buy at $65.200.578808
Tue Mar 3 09:55:00 2015Sell at $65.240.0006134970.579422
Tue Mar 3 14:52:00 2015Buy at $64.7800.579422
Wed Mar 4 09:41:00 2015Sell at $62.82-0.03025630.549166
Wed Mar 4 12:35:00 2015Buy at $64.18600.549166
Thu Mar 5 13:41:00 2015Sell at $65.320.01766740.566833
Thu Mar 5 13:46:00 2015Buy at $65.500.566833
Thu Mar 5 14:44:00 2015Sell at $65.41-0.001374050.565459
Thu Mar 5 14:55:00 2015Buy at $65.8100.565459
Fri Mar 6 09:53:00 2015Sell at $65.5-0.004710530.560749
Fri Mar 6 09:58:00 2015Buy at $65.79100.560749
Fri Mar 6 09:59:00 2015Sell at $65.72-0.001079170.559669
Mon Mar 9 10:21:00 2015Buy at $63.3400.559669
Tue Mar 10 09:43:00 2015Sell at $62.04-0.02052420.539145
Tue Mar 10 15:12:00 2015Buy at $61.800.539145
Wed Mar 11 10:59:00 2015Sell at $60.86-0.01521040.523935
Wed Mar 11 11:20:00 2015Buy at $61.2300.523935
Wed Mar 11 13:59:00 2015Sell at $60.46-0.01257550.511359
Thu Mar 12 09:36:00 2015Buy at $61.8500.511359
Fri Mar 13 10:51:00 2015Sell at $61.960.00177850.513138
Mon Mar 16 09:35:00 2015Buy at $63.500.513138
Mon Mar 16 15:36:00 2015Sell at $63.92940.00676220.5199
Tue Mar 17 14:44:00 2015Buy at $63.600.5199
Wed Mar 18 11:37:00 2015Sell at $63.42-0.002830190.51707
Wed Mar 18 14:05:00 2015Buy at $65.1700.51707
Thu Mar 19 11:41:00 2015Sell at $65.430.003989570.521059
Thu Mar 19 15:33:00 2015Buy at $66.8600.521059
Fri Mar 20 14:08:00 2015Sell at $69.29750.03645680.557516
Mon Mar 23 14:25:00 2015Buy at $69.6200.557516
Tue Mar 24 09:39:00 2015Sell at $68.87-0.01077280.546743
Tue Mar 24 10:54:00 2015Buy at $70.2700.546743
Tue Mar 24 13:12:00 2015Sell at $70.05-0.003130780.543613
Thu Mar 26 12:15:00 2015Buy at $66.7900.543613
Mon Mar 30 14:55:00 2015Sell at $69.960.04746220.591075
Wed Apr 1 13:44:00 2015Buy at $67.57900.591075
Mon Apr 6 15:22:00 2015Sell at $70.970.05017830.641253
Tue Apr 7 11:10:00 2015Buy at $72.0600.641253
Tue Apr 7 11:21:00 2015Sell at $71.88-0.002497920.638755
Thu Apr 9 09:33:00 2015Buy at $73.1400.638755
Fri Apr 10 15:24:00 2015Sell at $77.80.06371340.702469
Mon Apr 13 09:41:00 2015Buy at $79.6900.702469
Mon Apr 13 11:23:00 2015Sell at $79.1-0.007403690.695065
Tue Apr 14 12:25:00 2015Buy at $76.8300.695065
Wed Apr 15 14:55:00 2015Sell at $78.510.02186650.716931
Thu Apr 16 12:13:00 2015Buy at $79.5500.716931
Fri Apr 17 09:30:00 2015Sell at $77.3-0.02828410.688647
Mon Apr 20 09:31:00 2015Buy at $79.2400.688647
Tue Apr 21 10:09:00 2015Sell at $79.440.002523980.691171
Wed Apr 22 11:55:00 2015Buy at $80.4900.691171
Thu Apr 23 09:35:00 2015Sell at $80.550.0007454340.691917
Thu Apr 23 10:02:00 2015Buy at $81.3300.691917
Thu Apr 23 11:04:00 2015Sell at $80.815-0.006332230.685585
Thu Apr 23 11:08:00 2015Buy at $81.100.685585
Thu Apr 23 11:13:00 2015Sell at $80.85-0.003082610.682502
Thu Apr 23 11:14:00 2015Buy at $80.9700.682502
Thu Apr 23 11:16:00 2015Sell at $80.84-0.001605530.680896
Thu Apr 23 11:27:00 2015Buy at $81.1200.680896
Thu Apr 23 15:47:00 2015Sell at $81.710.007273180.68817
Fri Apr 24 11:57:00 2015Buy at $82.3200.68817
Fri Apr 24 12:58:00 2015Sell at $82.0576-0.003187560.684982
Mon Apr 27 09:58:00 2015Buy at $83.0400.684982
Mon Apr 27 10:56:00 2015Sell at $81.9401-0.01324540.671737
Tue Apr 28 11:39:00 2015Buy at $80.4600.671737
Wed Apr 29 10:56:00 2015Sell at $80.610.001864280.673601
Wed Apr 29 14:16:00 2015Buy at $81.0600.673601
Wed Apr 29 15:49:00 2015Sell at $80.25-0.00999260.663608
Fri May 1 09:43:00 2015Buy at $79.6600.663608
Mon May 4 11:43:00 2015Sell at $81.670.02523220.68884
Thu May 7 09:43:00 2015Buy at $77.8600.68884
Fri May 8 14:13:00 2015Sell at $81.6150.04822760.737068
Tue May 12 13:01:00 2015Buy at $80.4300.737068
Wed May 13 14:28:00 2015Sell at $80.9850.006900410.743968
Thu May 14 09:30:00 2015Buy at $83.0300.743968
Thu May 14 14:59:00 2015Sell at $83.450.005058410.749027
Fri May 15 14:56:00 2015Buy at $84.2100.749027
Tue May 19 14:09:00 2015Sell at $88.610.05225030.801277
Wed May 20 14:57:00 2015Buy at $88.379900.801277
Wed May 20 15:18:00 2015Sell at $87.51-0.009842740.791434
Thu May 21 11:10:00 2015Buy at $88.6500.791434
Fri May 22 12:08:00 2015Sell at $90.740.02357590.81501
Wed May 27 09:35:00 2015Buy at $87.82500.81501
Thu May 28 09:54:00 2015Sell at $88.810.01121550.826226
Thu May 28 15:13:00 2015Buy at $88.9400.826226
Fri May 29 10:41:00 2015Sell at $88.33-0.006858560.819367
Fri May 29 12:31:00 2015Buy at $89.2300.819367
Fri May 29 15:02:00 2015Sell at $88.38-0.009525940.809841
Fri May 29 15:49:00 2015Buy at $89.0500.809841
Mon Jun 1 10:30:00 2015Sell at $88.41-0.007186970.802654
Mon Jun 1 11:01:00 2015Buy at $89.2100.802654
Tue Jun 2 09:33:00 2015Sell at $88.59-0.006949890.795704
Tue Jun 2 13:03:00 2015Buy at $89.3200.795704
Tue Jun 2 14:49:00 2015Sell at $88.19-0.01265110.783053
Wed Jun 3 10:25:00 2015Buy at $89.08800.783053
Wed Jun 3 13:31:00 2015Sell at $88.7899-0.003346130.779707
Wed Jun 3 13:50:00 2015Buy at $89.019600.779707
Thu Jun 4 09:43:00 2015Sell at $88.48-0.006061590.773646
Fri Jun 5 10:08:00 2015Buy at $87.4800.773646
Mon Jun 8 10:32:00 2015Sell at $86.75-0.008344760.765301
Mon Jun 8 15:27:00 2015Buy at $86.3900.765301
Tue Jun 9 09:46:00 2015Sell at $85.49-0.01041790.754883
Tue Jun 9 11:26:00 2015Buy at $86.0100.754883
Thu Jun 11 11:57:00 2015Sell at $91.930.06882920.823712
Mon Jun 15 14:39:00 2015Buy at $89.04600.823712
Mon Jun 15 15:03:00 2015Sell at $88.485-0.006300110.817412
Tue Jun 16 12:34:00 2015Buy at $87.5300.817412
Wed Jun 17 12:16:00 2015Sell at $87.88640.004071750.821484
Wed Jun 17 14:37:00 2015Buy at $89.1900.821484
Thu Jun 18 14:36:00 2015Sell at $92.06360.03221890.853703
Mon Jun 22 09:52:00 2015Buy at $93.0300.853703
Tue Jun 23 12:50:00 2015Sell at $96.1840.0339030.887606
Wed Jun 24 10:46:00 2015Buy at $97.8100.887606
Wed Jun 24 11:07:00 2015Sell at $97.25-0.005725390.88188
Thu Jun 25 11:21:00 2015Buy at $96.7500.88188
Thu Jun 25 13:21:00 2015Sell at $96.16-0.006098190.875782
Fri Jun 26 12:31:00 2015Buy at $95.200.875782
Fri Jun 26 12:56:00 2015Sell at $94.11-0.01144960.864333
Fri Jun 26 15:11:00 2015Buy at $94.8300.864333
Mon Jun 29 09:35:00 2015Sell at $89.46-0.05662760.807705
Tue Jun 30 11:29:00 2015Buy at $79.4500.807705
Tue Jun 30 12:28:00 2015Sell at $76.42-0.03813720.769568
Tue Jun 30 13:24:00 2015Buy at $76.9700.769568
Thu Jul 2 11:03:00 2015Sell at $80.790.04962970.819197
Mon Jul 6 15:41:00 2015Buy at $76.345700.819197
Tue Jul 7 10:57:00 2015Sell at $74.6-0.02286570.796332
Tue Jul 7 12:14:00 2015Buy at $74.7800.796332
Wed Jul 8 11:14:00 2015Sell at $76.7910.02689220.823224
Thu Jul 9 11:15:00 2015Buy at $75.5600.823224
Thu Jul 9 12:38:00 2015Sell at $74.2801-0.01693890.806285
Fri Jul 10 09:36:00 2015Buy at $76.0600.806285
Mon Jul 13 14:32:00 2015Sell at $85.190.1200370.926322
Thu Jul 16 09:51:00 2015Buy at $90.9500.926322
Fri Jul 17 09:51:00 2015Sell at $92.290.01473340.941055
Mon Jul 20 11:02:00 2015Buy at $94.3500.941055
Mon Jul 20 14:57:00 2015Sell at $95.050.007419180.948474
Tue Jul 21 15:55:00 2015Buy at $94.1600.948474
Wed Jul 22 09:35:00 2015Sell at $92.64-0.01614270.932332
Wed Jul 22 10:25:00 2015Buy at $94.0700.932332
Thu Jul 23 12:05:00 2015Sell at $93.43-0.006803440.925528
Fri Jul 24 11:54:00 2015Buy at $93.4100.925528
Fri Jul 24 12:49:00 2015Sell at $92.42-0.01059840.91493
Mon Jul 27 14:45:00 2015Buy at $84.7900.91493
Wed Jul 29 12:28:00 2015Sell at $92.99990.09682631.01176
Fri Jul 31 09:31:00 2015Buy at $94.1401.01176
Fri Jul 31 09:51:00 2015Sell at $93.12-0.01083491.00092
Fri Jul 31 09:57:00 2015Buy at $93.901.00092
Fri Jul 31 13:36:00 2015Sell at $93.78-0.001277960.999643
Mon Aug 3 11:12:00 2015Buy at $95.1800.999643
Mon Aug 3 12:57:00 2015Sell at $93.3385-0.01934760.980296
Mon Aug 3 15:58:00 2015Buy at $95.3400.980296
Tue Aug 4 14:10:00 2015Sell at $93.34-0.02097760.959318
Wed Aug 5 09:36:00 2015Buy at $96.300900.959318
Wed Aug 5 12:38:00 2015Sell at $95.4699-0.00862920.950689
Thu Aug 6 15:55:00 2015Buy at $92.3800.950689
Fri Aug 7 13:06:00 2015Sell at $91.24-0.01234030.938349
Fri Aug 7 13:53:00 2015Buy at $91.5400.938349
Mon Aug 10 15:23:00 2015Sell at $96.8850.05838980.996738
Wed Aug 12 12:52:00 2015Buy at $89.2100.996738
Thu Aug 13 15:38:00 2015Sell at $93.60.04920971.04595
Mon Aug 17 11:01:00 2015Buy at $94.7101.04595
Mon Aug 17 15:38:00 2015Sell at $94.416-0.003104211.04284
Wed Aug 19 13:43:00 2015Buy at $91.701.04284
Thu Aug 20 09:43:00 2015Sell at $88.74-0.03227921.01056
Fri Aug 21 14:14:00 2015Buy at $76.1601.01056
Fri Aug 21 15:17:00 2015Sell at $72.7-0.04543070.965134
Fri Aug 21 15:23:00 2015Buy at $73.438600.965134
Fri Aug 21 15:32:00 2015Sell at $72.38-0.01441480.950719
Mon Aug 24 12:27:00 2015Buy at $66.800.950719
Mon Aug 24 15:15:00 2015Sell at $55.07-0.1755990.77512
Mon Aug 24 16:00:00 2015Buy at $57.7100.77512
Wed Aug 26 09:53:00 2015Sell at $53.3-0.07641660.698704
Wed Aug 26 13:15:00 2015Buy at $51.5800.698704
Thu Aug 27 14:36:00 2015Sell at $54.810.06262120.761325
Mon Aug 31 10:10:00 2015Buy at $50.5800.761325
Mon Aug 31 10:11:00 2015Sell at $50.34-0.004744960.75658
Mon Aug 31 10:12:00 2015Buy at $50.4900.75658
Tue Sep 1 09:35:00 2015Sell at $45.88-0.09130520.665275
Wed Sep 2 09:37:00 2015Buy at $45.429900.665275
Thu Sep 3 13:38:00 2015Sell at $48.620.07022030.735495
Fri Sep 4 15:46:00 2015Buy at $45.2600.735495
Wed Sep 9 13:44:00 2015Sell at $48.910.08064520.81614
Thu Sep 10 13:40:00 2015Buy at $48.1200.81614
Mon Sep 14 12:05:00 2015Sell at $48.670.01142980.82757
Tue Sep 15 09:33:00 2015Buy at $5000.82757
Wed Sep 16 13:01:00 2015Sell at $55.60.1120.93957
Thu Sep 17 14:23:00 2015Buy at $59.66300.93957
Thu Sep 17 15:56:00 2015Sell at $57.6301-0.0340730.905497
Mon Sep 21 10:06:00 2015Buy at $52.5300.905497
Tue Sep 22 10:14:00 2015Sell at $51.3325-0.02279650.882701
Tue Sep 22 15:59:00 2015Buy at $50.700.882701
Thu Sep 24 09:48:00 2015Sell at $48.59-0.04161740.841083
Thu Sep 24 14:30:00 2015Buy at $49.20500.841083
Fri Sep 25 14:25:00 2015Sell at $50.46050.02551570.866599
Mon Sep 28 15:35:00 2015Buy at $45.9600.866599
Thu Oct 1 10:44:00 2015Sell at $46.880.02001740.886616
Thu Oct 1 14:05:00 2015Buy at $47.4600.886616
Fri Oct 2 09:48:00 2015Sell at $46.42-0.02191320.864703
Fri Oct 2 11:21:00 2015Buy at $47.6700.864703
Mon Oct 5 14:23:00 2015Sell at $530.111810.976513
Wed Oct 7 10:15:00 2015Buy at $54.3400.976513
Wed Oct 7 11:03:00 2015Sell at $53.33-0.01858670.957927
Wed Oct 7 14:09:00 2015Buy at $54.0800.957927
Thu Oct 8 12:56:00 2015Sell at $53.92-0.002958580.954968
Thu Oct 8 14:24:00 2015Buy at $55.0900.954968
Fri Oct 9 12:11:00 2015Sell at $56.080.01797060.972939
Mon Oct 12 09:48:00 2015Buy at $57.3500.972939
Tue Oct 13 09:49:00 2015Sell at $59.540.03818661.01113
Wed Oct 14 15:31:00 2015Buy at $55.4601.01113
Fri Oct 16 12:13:00 2015Sell at $59.530.07338621.08451
Mon Oct 19 09:39:00 2015Buy at $60.3501.08451
Tue Oct 20 09:49:00 2015Sell at $63.460.05153271.13604
Wed Oct 21 12:50:00 2015Buy at $62.4401.13604
Wed Oct 21 13:03:00 2015Sell at $61.73-0.01137091.12467
Thu Oct 22 11:08:00 2015Buy at $60.7801.12467
Fri Oct 23 11:41:00 2015Sell at $61.30.008555451.13323
Fri Oct 23 14:32:00 2015Buy at $62.3401.13323
Fri Oct 23 15:22:00 2015Sell at $61.48-0.01379531.11943
Mon Oct 26 13:25:00 2015Buy at $61.2101.11943
Mon Oct 26 15:21:00 2015Sell at $60.4-0.01323311.1062
Tue Oct 27 11:42:00 2015Buy at $60.201.1062
Wed Oct 28 14:18:00 2015Sell at $59.41-0.01312291.09308
Wed Oct 28 15:57:00 2015Buy at $62.6701.09308
Thu Oct 29 10:40:00 2015Sell at $61.06-0.02569011.06739
Thu Oct 29 13:20:00 2015Buy at $61.9401.06739
Thu Oct 29 13:38:00 2015Sell at $61.25-0.01113981.05625
Thu Oct 29 15:37:00 2015Buy at $61.9801.05625
Fri Oct 30 09:53:00 2015Sell at $60.97-0.01629561.03995
Fri Oct 30 12:57:00 2015Buy at $62.1901.03995
Fri Oct 30 15:08:00 2015Sell at $61.12-0.01720531.02275
Mon Nov 2 11:42:00 2015Buy at $62.0801.02275
Tue Nov 3 11:00:00 2015Sell at $63.350.02045751.0432
Tue Nov 3 14:36:00 2015Buy at $63.9401.0432
Tue Nov 3 14:39:00 2015Sell at $63.86-0.001251171.04195
Thu Nov 5 12:28:00 2015Buy at $60.7401.04195
Mon Nov 9 10:34:00 2015Sell at $61.720.01613431.05809
Tue Nov 10 11:16:00 2015Buy at $59.7101.05809
Wed Nov 11 13:45:00 2015Sell at $61.120.02361411.0817
Fri Nov 13 12:56:00 2015Buy at $53.1401.0817
Fri Nov 13 15:30:00 2015Sell at $50.88-0.04252921.03917
Mon Nov 16 09:37:00 2015Buy at $51.9901.03917
Tue Nov 17 12:51:00 2015Sell at $55.370.06501251.10418
Wed Nov 18 11:30:00 2015Buy at $54.901.10418
Thu Nov 19 10:53:00 2015Sell at $55.370.008561021.11275
Fri Nov 20 09:43:00 2015Buy at $56.901.11275
Fri Nov 20 15:15:00 2015Sell at $56.52-0.006678381.10607
Mon Nov 23 11:40:00 2015Buy at $57.72501.10607
Mon Nov 23 14:26:00 2015Sell at $56.96-0.01325251.09281
Tue Nov 24 13:25:00 2015Buy at $57.7901.09281
Wed Nov 25 15:45:00 2015Sell at $58.660.01505451.10787
Mon Nov 30 14:19:00 2015Buy at $58.7601.10787
Wed Dec 2 11:51:00 2015Sell at $60.60.03131381.13918
Fri Dec 4 10:07:00 2015Buy at $56.4701.13918
Mon Dec 7 10:40:00 2015Sell at $57.260.01398971.15317
Tue Dec 8 11:20:00 2015Buy at $56.9801.15317
Tue Dec 8 12:16:00 2015Sell at $55.42-0.0273781.12579
Tue Dec 8 14:08:00 2015Buy at $56.3501.12579
Wed Dec 9 12:02:00 2015Sell at $54.6-0.03105591.09474
Thu Dec 10 09:43:00 2015Buy at $5401.09474
Fri Dec 11 09:39:00 2015Sell at $50.42-0.06629631.02844
Mon Dec 14 12:19:00 2015Buy at $44.9901.02844
Wed Dec 16 11:45:00 2015Sell at $50.740.1278061.15625
Wed Dec 16 14:24:00 2015Buy at $52.4101.15625
Thu Dec 17 10:24:00 2015Sell at $51.96-0.008586151.14766
Mon Dec 21 09:31:00 2015Buy at $48.901.14766
Wed Dec 23 12:16:00 2015Sell at $52.860.08098161.22864
Mon Dec 28 13:28:00 2015Buy at $51.6501.22864
Tue Dec 29 14:26:00 2015Sell at $53.30.03194581.26059
Thu Dec 31 12:36:00 2015Buy at $51.701.26059
Thu Dec 31 15:29:00 2015Sell at $50.69-0.01953581.24105
Mon Jan 4 14:30:00 2016Buy at $45.901.24105
Mon Jan 4 14:38:00 2016Sell at $45.2-0.01525051.2258
Mon Jan 4 14:58:00 2016Buy at $45.401.2258
Mon Jan 4 15:08:00 2016Sell at $44.98-0.00925111.21655
Mon Jan 4 15:38:00 2016Buy at $45.601.21655
Wed Jan 6 09:59:00 2016Sell at $46.450.01864041.23519
Wed Jan 6 15:50:00 2016Buy at $47.0601.23519
Thu Jan 7 09:32:00 2016Sell at $44.17-0.0614111.17378
Fri Jan 8 09:38:00 2016Buy at $43.6501.17378
Fri Jan 8 15:34:00 2016Sell at $40.5-0.07216491.10162
Mon Jan 11 14:48:00 2016Buy at $38.7201.10162
Wed Jan 13 11:41:00 2016Sell at $42.350.093751.19537
Thu Jan 14 12:07:00 2016Buy at $39.6401.19537
Fri Jan 15 09:46:00 2016Sell at $36.81-0.07139251.12397
Fri Jan 15 15:00:00 2016Buy at $36.6501.12397
Tue Jan 19 14:30:00 2016Sell at $35.05-0.04365621.08032
Tue Jan 19 15:43:00 2016Buy at $36.0501.08032
Wed Jan 20 09:46:00 2016Sell at $34.4-0.04576981.03455
Wed Jan 20 14:00:00 2016Buy at $33.9401.03455
Thu Jan 21 15:03:00 2016Sell at $35.440.04419561.07874
Fri Jan 22 09:40:00 2016Buy at $36.5801.07874
Mon Jan 25 09:38:00 2016Sell at $37.470.02433021.10307
Tue Jan 26 12:15:00 2016Buy at $37.7301.10307
Wed Jan 27 09:58:00 2016Sell at $37.33-0.01060161.09247
Wed Jan 27 11:44:00 2016Buy at $38.1201.09247
Wed Jan 27 14:34:00 2016Sell at $37.86-0.006820571.08565
Thu Jan 28 12:50:00 2016Buy at $37.3901.08565
Fri Jan 29 15:20:00 2016Sell at $38.970.04225731.12791
Mon Feb 1 15:29:00 2016Buy at $39.7301.12791
Tue Feb 2 09:38:00 2016Sell at $38.03-0.04278881.08512
Wed Feb 3 13:12:00 2016Buy at $35.9901.08512
Thu Feb 4 14:16:00 2016Sell at $36.810.02278411.1079
Mon Feb 8 15:25:00 2016Buy at $33.201.1079
Wed Feb 10 15:19:00 2016Sell at $33.650.01355421.12146
Thu Feb 11 15:03:00 2016Buy at $31.0501.12146
Tue Feb 16 15:18:00 2016Sell at $340.09500811.21647
Wed Feb 17 09:42:00 2016Buy at $34.8801.21647
Wed Feb 17 13:16:00 2016Sell at $35.110.006594041.22306
Fri Feb 19 12:28:00 2016Buy at $3601.22306
Mon Feb 22 14:47:00 2016Sell at $38.150.05972221.28278
Wed Feb 24 13:10:00 2016Buy at $35.71501.28278
Fri Feb 26 12:12:00 2016Sell at $37.860.06005881.34284
Mon Feb 29 11:30:00 2016Buy at $38.3301.34284
Mon Feb 29 14:14:00 2016Sell at $37.78-0.01434911.32849
Tue Mar 1 10:33:00 2016Buy at $38.4801.32849
Wed Mar 2 10:54:00 2016Sell at $39.680.0311851.35968
Wed Mar 2 11:03:00 2016Buy at $40.1801.35968
Wed Mar 2 11:59:00 2016Sell at $39.72-0.01144851.34823
Thu Mar 3 10:19:00 2016Buy at $40.8501.34823
Thu Mar 3 15:50:00 2016Sell at $42.090.0303551.37858
Mon Mar 7 12:47:00 2016Buy at $42.0601.37858
Mon Mar 7 14:29:00 2016Sell at $41.55-0.01212551.36646
Tue Mar 8 12:56:00 2016Buy at $40.5101.36646
Tue Mar 8 15:33:00 2016Sell at $40.05-0.01135521.3551
Wed Mar 9 11:39:00 2016Buy at $40.3201.3551
Thu Mar 10 12:29:00 2016Sell at $40.28-0.0009920631.35411
Thu Mar 10 15:22:00 2016Buy at $40.6201.35411
Fri Mar 11 15:05:00 2016Sell at $42.840.05465291.40876
Mon Mar 14 14:43:00 2016Buy at $43.8601.40876
Mon Mar 14 15:25:00 2016Sell at $43.77-0.002051981.40671
Wed Mar 16 10:03:00 2016Buy at $43.2701.40671
Wed Mar 16 13:56:00 2016Sell at $43.390.002773281.40949
Wed Mar 16 14:04:00 2016Buy at $44.3101.40949
Thu Mar 17 15:04:00 2016Sell at $46.390.0469421.45643
Mon Mar 21 11:28:00 2016Buy at $4701.45643
Tue Mar 22 09:53:00 2016Sell at $47.010.0002127661.45664
Tue Mar 22 12:56:00 2016Buy at $48.4101.45664
Tue Mar 22 15:35:00 2016Sell at $48.02-0.008056191.44858
Thu Mar 24 13:59:00 2016Buy at $44.9501.44858
Tue Mar 29 09:41:00 2016Sell at $46.550.03559511.48418
Tue Mar 29 12:44:00 2016Buy at $47.9901.48418
Wed Mar 30 12:48:00 2016Sell at $50.070.04334241.52752
Fri Apr 1 11:46:00 2016Buy at $51.0701.52752
Mon Apr 4 11:51:00 2016Sell at $51.760.01351091.54103
Mon Apr 4 12:30:00 2016Buy at $52.1501.54103
Mon Apr 4 12:31:00 2016Sell at $52.01-0.002684561.53835
Tue Apr 5 14:39:00 2016Buy at $48.9701.53835
Thu Apr 7 10:29:00 2016Sell at $48.78-0.003879931.53447
Fri Apr 8 10:06:00 2016Buy at $48.3701.53447
Mon Apr 11 14:48:00 2016Sell at $47.9-0.009716771.52475
Tue Apr 12 12:01:00 2016Buy at $47.3901.52475
Wed Apr 13 14:55:00 2016Sell at $50.220.05971721.58447
Thu Apr 14 10:45:00 2016Buy at $51.0401.58447
Thu Apr 14 12:25:00 2016Sell at $50.92-0.00235111.58212
Fri Apr 15 11:28:00 2016Buy at $51.4201.58212
Fri Apr 15 13:00:00 2016Sell at $50.98-0.008556981.57356
Fri Apr 15 15:55:00 2016Buy at $51.3101.57356
Mon Apr 18 09:31:00 2016Sell at $50.8-0.009939581.56362
Mon Apr 18 09:46:00 2016Buy at $51.4501.56362
Tue Apr 19 11:23:00 2016Sell at $54.920.06744411.63107
Wed Apr 20 11:45:00 2016Buy at $55.1701.63107
Wed Apr 20 15:15:00 2016Sell at $54.64-0.009606671.62146
Thu Apr 21 15:56:00 2016Buy at $52.8201.62146
Mon Apr 25 10:33:00 2016Sell at $52.51-0.005868991.61559
Mon Apr 25 13:55:00 2016Buy at $53.0901.61559
Tue Apr 26 15:27:00 2016Sell at $54.310.02297981.63857
Wed Apr 27 14:22:00 2016Buy at $55.6501.63857
Thu Apr 28 13:48:00 2016Sell at $56.680.01850851.65708
Fri Apr 29 15:40:00 2016Buy at $50.7901.65708
Tue May 3 10:03:00 2016Sell at $51.670.01732621.6744
Tue May 3 13:54:00 2016Buy at $52.8601.6744
Tue May 3 15:20:00 2016Sell at $51.66-0.02270151.6517
Wed May 4 13:59:00 2016Buy at $50.5501.6517
Wed May 4 14:04:00 2016Sell at $50.31-0.004747771.64696
Wed May 4 14:25:00 2016Buy at $50.801.64696
Thu May 5 13:38:00 2016Sell at $50.48-0.006299211.64066
Fri May 6 09:53:00 2016Buy at $52.0501.64066
Mon May 9 14:13:00 2016Sell at $54.780.05244961.69311
Mon May 9 14:42:00 2016Buy at $55.501.69311
Mon May 9 15:51:00 2016Sell at $55.01-0.008828831.68428
Tue May 10 09:37:00 2016Buy at $56.4201.68428
Tue May 10 13:21:00 2016Sell at $56.780.006380721.69066
Thu May 12 13:54:00 2016Buy at $54.9801.69066
Fri May 13 13:41:00 2016Sell at $55.260.005092761.69575
Mon May 16 10:47:00 2016Buy at $55.3401.69575
Tue May 17 09:59:00 2016Sell at $55.950.01102281.70677
Wed May 18 10:31:00 2016Buy at $55.5901.70677
Wed May 18 14:33:00 2016Sell at $53.21-0.04281351.66396
Thu May 19 13:43:00 2016Buy at $52.9901.66396
Fri May 20 15:43:00 2016Sell at $55.650.05019821.71416
Mon May 23 09:35:00 2016Buy at $55.9701.71416
Mon May 23 09:39:00 2016Sell at $55.69-0.005002681.70915
Mon May 23 10:11:00 2016Buy at $56.2301.70915
Mon May 23 13:38:00 2016Sell at $56.710.008536371.71769
Tue May 24 10:37:00 2016Buy at $57.5401.71769
Wed May 25 12:22:00 2016Sell at $59.230.02937091.74706
Fri May 27 09:42:00 2016Buy at $60.7501.74706
Fri May 27 13:32:00 2016Sell at $61.110.005925931.75299
Fri May 27 15:53:00 2016Buy at $61.8501.75299
Tue May 31 11:35:00 2016Sell at $61.34-0.008245761.74474
Wed Jun 1 11:07:00 2016Buy at $61.8201.74474
Thu Jun 2 09:54:00 2016Sell at $61.12-0.01132321.73342
Thu Jun 2 12:59:00 2016Buy at $62.6301.73342
Fri Jun 3 10:01:00 2016Sell at $62.01-0.009899411.72352
Fri Jun 3 12:24:00 2016Buy at $63.7101.72352
Mon Jun 6 12:16:00 2016Sell at $64.510.01255691.73608
Tue Jun 7 09:44:00 2016Buy at $66.0201.73608
Tue Jun 7 13:20:00 2016Sell at $66.210.002877921.73895
Wed Jun 8 15:07:00 2016Buy at $64.90501.73895
Thu Jun 9 09:32:00 2016Sell at $63.49-0.02180111.71715
Thu Jun 9 13:30:00 2016Buy at $63.9501.71715
Fri Jun 10 09:40:00 2016Sell at $60.33-0.05660671.66055
Tue Jun 14 12:15:00 2016Buy at $48.9401.66055
Thu Jun 16 09:41:00 2016Sell at $47.63-0.02676751.63378
Thu Jun 16 13:23:00 2016Buy at $49.0601.63378
Fri Jun 17 15:23:00 2016Sell at $51.810.05605381.68983
Mon Jun 20 09:39:00 2016Buy at $55.7201.68983
Mon Jun 20 14:01:00 2016Sell at $56.550.01489591.70473
Wed Jun 22 10:32:00 2016Buy at $55.7801.70473
Wed Jun 22 12:38:00 2016Sell at $54.96-0.01470061.69003
Thu Jun 23 09:58:00 2016Buy at $55.7401.69003
Fri Jun 24 09:32:00 2016Sell at $46.02-0.1743811.51565
Mon Jun 27 11:50:00 2016Buy at $40.8401.51565
Wed Jun 29 14:27:00 2016Sell at $47.920.1733591.68901
Thu Jun 30 12:08:00 2016Buy at $49.0801.68901
Thu Jun 30 13:09:00 2016Sell at $49.130.001018741.69003
Fri Jul 1 10:10:00 2016Buy at $50.1701.69003
Fri Jul 1 12:21:00 2016Sell at $49.95-0.004385091.68564
Wed Jul 6 09:34:00 2016Buy at $49.0501.68564
Wed Jul 6 09:46:00 2016Sell at $48.59-0.009378191.67626
Wed Jul 6 10:03:00 2016Buy at $49.3301.67626
Thu Jul 7 12:29:00 2016Sell at $51.470.04338131.71964
Fri Jul 8 09:39:00 2016Buy at $53.6701.71964
Mon Jul 11 11:23:00 2016Sell at $55.960.04266821.76231
Wed Jul 13 10:21:00 2016Buy at $56.5401.76231
Wed Jul 13 11:57:00 2016Sell at $56.4-0.002476121.75984
Wed Jul 13 14:44:00 2016Buy at $57.101.75984
Thu Jul 14 13:38:00 2016Sell at $57.690.01033271.77017
Fri Jul 15 14:55:00 2016Buy at $57.9201.77017
Tue Jul 19 09:55:00 2016Sell at $58.80.01519341.78536
Tue Jul 19 10:34:00 2016Buy at $59.2701.78536
Tue Jul 19 11:53:00 2016Sell at $58.81-0.007761091.7776
Wed Jul 20 09:48:00 2016Buy at $59.5601.7776
Thu Jul 21 09:33:00 2016Sell at $60.320.01276021.79036
Fri Jul 22 10:05:00 2016Buy at $59.1601.79036
Mon Jul 25 09:54:00 2016Sell at $600.01419881.80456
Mon Jul 25 14:32:00 2016Buy at $59.4501.80456
Wed Jul 27 11:28:00 2016Sell at $61.090.02758621.83215
Wed Jul 27 14:40:00 2016Buy at $61.8601.83215
Thu Jul 28 12:21:00 2016Sell at $62.0590.003216941.83536
Thu Jul 28 14:08:00 2016Buy at $63.0601.83536
Fri Jul 29 15:34:00 2016Sell at $65.920.04535361.88072
Mon Aug 1 10:22:00 2016Buy at $67.5201.88072
Mon Aug 1 12:13:00 2016Sell at $66.21-0.01940171.86131
Tue Aug 2 15:08:00 2016Buy at $64.0301.86131
Thu Aug 4 14:38:00 2016Sell at $67.380.05231921.91363
Fri Aug 5 09:37:00 2016Buy at $69.7701.91363
Fri Aug 5 13:50:00 2016Sell at $70.590.01175291.92539
Tue Aug 9 09:48:00 2016Buy at $73.0301.92539
Tue Aug 9 12:56:00 2016Sell at $73.070.000547721.92593
Thu Aug 11 09:41:00 2016Buy at $72.4501.92593
Thu Aug 11 14:33:00 2016Sell at $71.3-0.0158731.91006
Fri Aug 12 10:55:00 2016Buy at $72.3201.91006
Fri Aug 12 13:14:00 2016Sell at $71.13-0.01645461.89361
Fri Aug 12 15:41:00 2016Buy at $72.2801.89361
Mon Aug 15 14:09:00 2016Sell at $73.040.01051471.90412
Tue Aug 16 15:48:00 2016Buy at $70.9801.90412
Wed Aug 17 09:52:00 2016Sell at $70.08-0.01267961.89144
Wed Aug 17 12:43:00 2016Buy at $70.2401.89144
Thu Aug 18 13:56:00 2016Sell at $72.990.03915151.93059
Thu Aug 18 14:21:00 2016Buy at $73.3401.93059
Thu Aug 18 14:37:00 2016Sell at $73.03-0.004226891.92637
Thu Aug 18 15:26:00 2016Buy at $73.5801.92637
Fri Aug 19 09:34:00 2016Sell at $72.79-0.01073661.91563
Mon Aug 22 14:43:00 2016Buy at $73.301.91563
Tue Aug 23 13:15:00 2016Sell at $73.640.004638471.92027
Tue Aug 23 13:27:00 2016Buy at $73.7901.92027
Tue Aug 23 13:30:00 2016Sell at $73.67-0.001626241.91864
Tue Aug 23 13:31:00 2016Buy at $73.7701.91864
Tue Aug 23 13:32:00 2016Sell at $73.72-0.0006777821.91796
Thu Aug 25 11:14:00 2016Buy at $72.2201.91796
Fri Aug 26 12:25:00 2016Sell at $71.09-0.01564661.90232
Mon Aug 29 09:50:00 2016Buy at $72.1501.90232
Tue Aug 30 10:39:00 2016Sell at $72.880.01011781.91244
Tue Aug 30 11:21:00 2016Buy at $73.4801.91244
Tue Aug 30 13:02:00 2016Sell at $73.3967-0.001133641.9113
Wed Aug 31 14:24:00 2016Buy at $72.8701.9113
Thu Sep 1 10:48:00 2016Sell at $72.34-0.007273231.90403
Thu Sep 1 12:26:00 2016Buy at $73.601.90403
Fri Sep 2 14:13:00 2016Sell at $75.420.02472831.92876
Tue Sep 6 09:30:00 2016Buy at $76.701.92876
Tue Sep 6 14:44:00 2016Sell at $77.60.0117341.94049
Wed Sep 7 10:05:00 2016Buy at $78.5601.94049
Wed Sep 7 11:06:00 2016Sell at $78.52-0.0005091651.93998
Mon Sep 12 11:22:00 2016Buy at $68.3201.93998
Tue Sep 13 10:23:00 2016Sell at $64.36-0.05796251.88202
Tue Sep 13 15:58:00 2016Buy at $61.801.88202
Wed Sep 14 15:27:00 2016Sell at $61.31-0.00792881.87409
Thu Sep 15 10:30:00 2016Buy at $62.4401.87409
Fri Sep 16 09:53:00 2016Sell at $62.550.001761691.87585
Fri Sep 16 12:18:00 2016Buy at $64.2701.87585
Fri Sep 16 13:54:00 2016Sell at $63.05-0.01898241.85687
Fri Sep 16 14:50:00 2016Buy at $64.3101.85687
Mon Sep 19 13:16:00 2016Sell at $66.640.03623081.8931
Wed Sep 21 09:37:00 2016Buy at $68.1301.8931
Wed Sep 21 12:25:00 2016Sell at $67.56-0.008366361.88473
Wed Sep 21 14:09:00 2016Buy at $69.7901.88473
Thu Sep 22 13:47:00 2016Sell at $74.440.06662851.95136
Mon Sep 26 15:36:00 2016Buy at $70.7801.95136
Wed Sep 28 10:28:00 2016Sell at $73.310.03574461.98711
Wed Sep 28 14:23:00 2016Buy at $74.4401.98711
Thu Sep 29 11:21:00 2016Sell at $73.65-0.01061261.97649
Fri Sep 30 10:15:00 2016Buy at $72.5901.97649
Mon Oct 3 09:47:00 2016Sell at $72.09-0.0068881.96961
Mon Oct 3 14:07:00 2016Buy at $73.3301.96961
Tue Oct 4 13:05:00 2016Sell at $73.70.005045681.97465
Wed Oct 5 09:48:00 2016Buy at $74.6201.97465
Wed Oct 5 15:29:00 2016Sell at $74.35-0.003618331.97103
Thu Oct 6 12:22:00 2016Buy at $74.9401.97103
Fri Oct 7 09:52:00 2016Sell at $74.56-0.005070721.96596
Fri Oct 7 14:41:00 2016Buy at $74.8701.96596
Mon Oct 10 15:50:00 2016Sell at $76.510.02190461.98787
Wed Oct 12 10:31:00 2016Buy at $72.8301.98787
Thu Oct 13 09:39:00 2016Sell at $68.53-0.05904161.92883
Thu Oct 13 13:33:00 2016Buy at $69.3401.92883
Fri Oct 14 15:58:00 2016Sell at $70.740.02019041.94902
Mon Oct 17 15:29:00 2016Buy at $70.8601.94902
Wed Oct 19 14:38:00 2016Sell at $75.920.07140842.02042
Fri Oct 21 10:44:00 2016Buy at $77.0202.02042
Mon Oct 24 13:47:00 2016Sell at $80.820.04933782.06976
Thu Oct 27 09:36:00 2016Buy at $78.8402.06976
Thu Oct 27 10:24:00 2016Sell at $76.94-0.02409942.04566
Thu Oct 27 12:19:00 2016Buy at $78.0602.04566
Thu Oct 27 12:51:00 2016Sell at $77.145-0.01172182.03394
Thu Oct 27 14:03:00 2016Buy at $77.5502.03394
Thu Oct 27 15:26:00 2016Sell at $76.67-0.01134752.02259
Fri Oct 28 12:18:00 2016Buy at $76.6802.02259
Fri Oct 28 13:29:00 2016Sell at $74.4-0.0297341.99286
Mon Oct 31 12:04:00 2016Buy at $73.3601.99286
Tue Nov 1 10:01:00 2016Sell at $70.42-0.04007631.95278
Tue Nov 1 15:18:00 2016Buy at $67.501.95278
Thu Nov 3 10:35:00 2016Sell at $67.620.001777781.95456
Fri Nov 4 11:04:00 2016Buy at $65.4501.95456
Fri Nov 4 15:40:00 2016Sell at $64.5-0.01451491.94005
Mon Nov 7 09:32:00 2016Buy at $69.9701.94005
Tue Nov 8 09:34:00 2016Sell at $71.570.02286691.96291
Tue Nov 8 11:53:00 2016Buy at $73.4701.96291
Tue Nov 8 13:33:00 2016Sell at $73.25-0.002994421.95992
Wed Nov 9 11:45:00 2016Buy at $74.9601.95992
Wed Nov 9 14:16:00 2016Sell at $74.61-0.004669161.95525
Wed Nov 9 14:31:00 2016Buy at $75.2401.95525
Thu Nov 10 10:38:00 2016Sell at $72.22-0.04013821.91511
Thu Nov 10 13:58:00 2016Buy at $76.2701.91511
Thu Nov 10 14:03:00 2016Sell at $75.66-0.00799791.90711
Fri Nov 11 13:23:00 2016Buy at $74.4301.90711
Mon Nov 14 11:23:00 2016Sell at $74.25-0.002418381.9047
Mon Nov 14 13:37:00 2016Buy at $75.2701.9047
Wed Nov 16 09:40:00 2016Sell at $78.460.04238081.94708
Thu Nov 17 11:19:00 2016Buy at $80.0701.94708
Thu Nov 17 12:58:00 2016Sell at $79.96-0.00137381.9457
Thu Nov 17 15:49:00 2016Buy at $80.9501.9457
Fri Nov 18 12:02:00 2016Sell at $81.070.00148241.94718
Mon Nov 21 09:44:00 2016Buy at $83.24901.94718
Tue Nov 22 10:28:00 2016Sell at $84.820.01887111.96606
Wed Nov 23 15:46:00 2016Buy at $84.8301.96606
Fri Nov 25 09:55:00 2016Sell at $84.08-0.008841211.95721
Fri Nov 25 10:52:00 2016Buy at $84.9101.95721
Mon Nov 28 09:43:00 2016Sell at $83.47-0.01695911.94026
Mon Nov 28 13:01:00 2016Buy at $84.5101.94026
Tue Nov 29 09:46:00 2016Sell at $83.95-0.006626431.93363
Tue Nov 29 10:43:00 2016Buy at $84.8401.93363
Tue Nov 29 15:56:00 2016Sell at $85.050.002475251.9361
Wed Nov 30 09:32:00 2016Buy at $85.8801.9361
Wed Nov 30 11:57:00 2016Sell at $85.34-0.006287841.92982
Fri Dec 2 09:54:00 2016Buy at $82.2901.92982
Fri Dec 2 14:14:00 2016Sell at $81.37-0.011181.91864
Fri Dec 2 15:42:00 2016Buy at $82.0801.91864
Mon Dec 5 15:59:00 2016Sell at $86.820.05774851.97639
Tue Dec 6 09:30:00 2016Buy at $88.2301.97639
Tue Dec 6 13:46:00 2016Sell at $89.580.01530091.99169
Wed Dec 7 11:41:00 2016Buy at $91.3901.99169
Wed Dec 7 11:52:00 2016Sell at $91.26-0.001422481.99026
Wed Dec 7 11:57:00 2016Buy at $91.501.99026
Wed Dec 7 12:07:00 2016Sell at $90.97-0.005792351.98447
Thu Dec 8 15:24:00 2016Buy at $88.6801.98447
Mon Dec 12 09:42:00 2016Sell at $89.590.01026161.99473
Tue Dec 13 15:14:00 2016Buy at $88.2801.99473
Wed Dec 14 15:21:00 2016Sell at $88.40.001359311.99609
Thu Dec 15 10:18:00 2016Buy at $90.601.99609
Thu Dec 15 10:53:00 2016Sell at $90.06-0.005960261.99013
Fri Dec 16 09:36:00 2016Buy at $90.8501.99013
Fri Dec 16 13:02:00 2016Sell at $90.90.0005503581.99068
Mon Dec 19 09:32:00 2016Buy at $92.5301.99068
Mon Dec 19 15:24:00 2016Sell at $93.850.01426562.00495
Tue Dec 20 09:43:00 2016Buy at $95.802.00495
Tue Dec 20 12:17:00 2016Sell at $95.85250.0005480172.0055
Wed Dec 21 09:58:00 2016Buy at $97.7602.0055
Wed Dec 21 10:56:00 2016Sell at $96.815-0.009666531.99583
Fri Dec 23 14:42:00 2016Buy at $96.4201.99583
Wed Dec 28 10:01:00 2016Sell at $96.41-0.0001037131.99573
Thu Dec 29 14:33:00 2016Buy at $93.1301.99573
Fri Dec 30 14:09:00 2016Sell at $90.99-0.02297861.97275
Tue Jan 3 09:31:00 2017Buy at $94.8501.97275
Wed Jan 4 14:08:00 2017Sell at $101.280.06779122.04054
Wed Jan 4 14:36:00 2017Buy at $102.2102.04054
Wed Jan 4 15:14:00 2017Sell at $102.05-0.00156542.03897
Wed Jan 4 15:30:00 2017Buy at $102.6802.03897
Thu Jan 5 09:32:00 2017Sell at $101.21-0.01431632.02466
Fri Jan 6 09:52:00 2017Buy at $104.0302.02466
Fri Jan 6 13:50:00 2017Sell at $104.8160.007555512.03221
Mon Jan 9 13:06:00 2017Buy at $105.7202.03221
Mon Jan 9 14:21:00 2017Sell at $105.5-0.002080972.03013
Tue Jan 10 11:44:00 2017Buy at $105.9502.03013
Tue Jan 10 13:16:00 2017Sell at $105.76-0.00179332.02834
Wed Jan 11 14:19:00 2017Buy at $106.0602.02834
Thu Jan 12 10:15:00 2017Sell at $102.78-0.03092591.99741
Thu Jan 12 13:04:00 2017Buy at $105.5501.99741
Fri Jan 13 13:05:00 2017Sell at $108.110.02425392.02167
Tue Jan 17 13:11:00 2017Buy at $107.4202.02167
Tue Jan 17 14:59:00 2017Sell at $106.89-0.00493392.01673
Wed Jan 18 09:36:00 2017Buy at $107.5502.01673
Wed Jan 18 12:53:00 2017Sell at $107.940.003626222.02036
Wed Jan 18 14:26:00 2017Buy at $109.0202.02036
Wed Jan 18 15:56:00 2017Sell at $108.08-0.008622272.01174
Fri Jan 20 10:07:00 2017Buy at $108.5402.01174
Mon Jan 23 11:32:00 2017Sell at $110.380.01695232.02869
Mon Jan 23 15:41:00 2017Buy at $111.4902.02869
Wed Jan 25 12:41:00 2017Sell at $119.280.06987172.09856
Thu Jan 26 15:00:00 2017Buy at $120.3302.09856
Fri Jan 27 09:42:00 2017Sell at $119.15-0.009806372.08875
Fri Jan 27 11:36:00 2017Buy at $120.4702.08875
Fri Jan 27 14:57:00 2017Sell at $120.5570.0007221712.08948
Mon Jan 30 14:31:00 2017Buy at $116.4502.08948
Wed Feb 1 15:55:00 2017Sell at $120.150.03177332.12125
Fri Feb 3 09:48:00 2017Buy at $120.9502.12125
Mon Feb 6 09:30:00 2017Sell at $120.03-0.007606452.11364
Tue Feb 7 15:16:00 2017Buy at $121.1902.11364
Tue Feb 7 15:45:00 2017Sell at $120.88-0.002557972.11108
Wed Feb 8 11:46:00 2017Buy at $120.6502.11108
Fri Feb 10 13:56:00 2017Sell at $125.690.04177372.15286
Mon Feb 13 09:52:00 2017Buy at $127.9202.15286
Mon Feb 13 15:42:00 2017Sell at $129.250.01039712.16326
Tue Feb 14 12:20:00 2017Buy at $132.2302.16326
Wed Feb 15 10:21:00 2017Sell at $132.720.003705662.16696
Thu Feb 16 14:23:00 2017Buy at $127.1202.16696
Tue Feb 21 11:50:00 2017Sell at $127.920.006293272.17325
Wed Feb 22 13:19:00 2017Buy at $126.6302.17325
Thu Feb 23 10:12:00 2017Sell at $124.79-0.01453052.15872
Thu Feb 23 14:01:00 2017Buy at $124.51502.15872
Thu Feb 23 15:59:00 2017Sell at $123.19-0.01064132.14808
Fri Feb 24 12:07:00 2017Buy at $122.6602.14808
Mon Feb 27 15:10:00 2017Sell at $126.520.03146912.17955
Wed Mar 1 09:33:00 2017Buy at $128.1902.17955
Wed Mar 1 15:28:00 2017Sell at $127.25-0.007332872.17222
Thu Mar 2 14:50:00 2017Buy at $127.1202.17222
Thu Mar 2 15:50:00 2017Sell at $124.5-0.02061042.15161
Fri Mar 3 09:36:00 2017Buy at $127.2802.15161
Mon Mar 6 11:46:00 2017Sell at $128.670.01092082.16253
Mon Mar 6 12:34:00 2017Buy at $130.4702.16253
Tue Mar 7 09:39:00 2017Sell at $130.18-0.002222732.16031
Tue Mar 7 13:18:00 2017Buy at $132.6402.16031
Tue Mar 7 15:42:00 2017Sell at $131.84-0.006031362.15428
Fri Mar 10 09:45:00 2017Buy at $131.3902.15428
Fri Mar 10 13:38:00 2017Sell at $130.95-0.003348812.15093
Fri Mar 10 14:14:00 2017Buy at $131.9402.15093
Tue Mar 14 09:58:00 2017Sell at $133.890.01477942.16571
Wed Mar 15 09:52:00 2017Buy at $135.1202.16571
Thu Mar 16 13:13:00 2017Sell at $139.590.03308172.19879
Fri Mar 17 09:40:00 2017Buy at $142.4302.19879
Fri Mar 17 15:07:00 2017Sell at $143.4930.007463322.20625
Tue Mar 21 09:56:00 2017Buy at $145.202.20625
Tue Mar 21 10:34:00 2017Sell at $143.4-0.01239672.19385
Wed Mar 22 11:45:00 2017Buy at $137.7202.19385
Wed Mar 22 13:03:00 2017Sell at $134.29-0.02490562.16895
Wed Mar 22 14:09:00 2017Buy at $134.8802.16895
Thu Mar 23 15:30:00 2017Sell at $132.91-0.01460562.15434
Fri Mar 24 11:00:00 2017Buy at $135.902.15434
Fri Mar 24 13:23:00 2017Sell at $133.02-0.02119212.13315
Mon Mar 27 11:44:00 2017Buy at $132.3102.13315
Tue Mar 28 15:14:00 2017Sell at $142.3130.07560282.20875
Mon Apr 3 14:47:00 2017Buy at $138.4902.20875
Wed Apr 5 14:18:00 2017Sell at $145.030.04722362.25598
Thu Apr 6 13:31:00 2017Buy at $142.3802.25598
Thu Apr 6 15:13:00 2017Sell at $139.58-0.01966572.23631
Fri Apr 7 14:07:00 2017Buy at $137.9802.23631
Mon Apr 10 11:22:00 2017Sell at $133.73-0.03080162.20551
Mon Apr 10 14:16:00 2017Buy at $132.8802.20551
Mon Apr 10 15:49:00 2017Sell at $130.62-0.01700782.1885
Tue Apr 11 13:15:00 2017Buy at $125.802.1885
Thu Apr 13 13:29:00 2017Sell at $123.15-0.02106522.16744
Mon Apr 17 09:55:00 2017Buy at $124.2402.16744
Tue Apr 18 11:42:00 2017Sell at $124.880.005151322.17259
Tue Apr 18 14:20:00 2017Buy at $126.8602.17259
Wed Apr 19 13:03:00 2017Sell at $1290.0168692.18946
Thu Apr 20 13:00:00 2017Buy at $126.9102.18946
Fri Apr 21 10:34:00 2017Sell at $127.360.003545822.193
Fri Apr 21 14:59:00 2017Buy at $127.7802.193
Mon Apr 24 15:18:00 2017Sell at $141.470.1071372.30014
Thu Apr 27 14:18:00 2017Buy at $145.11302.30014
Fri Apr 28 09:37:00 2017Sell at $144.49-0.004293212.29585
Fri Apr 28 15:19:00 2017Buy at $144.8902.29585
Tue May 2 09:39:00 2017Sell at $150.690.04003042.33588
Wed May 3 14:44:00 2017Buy at $14902.33588
Thu May 4 12:22:00 2017Sell at $146.22-0.01865772.31722
Thu May 4 14:10:00 2017Buy at $149.7502.31722
Fri May 5 13:08:00 2017Sell at $150.660.006076792.3233
Mon May 8 09:57:00 2017Buy at $153.2102.3233
Mon May 8 15:15:00 2017Sell at $154.2350.006690162.32999
Tue May 9 09:59:00 2017Buy at $155.6402.32999
Tue May 9 10:34:00 2017Sell at $154.815-0.005300692.32469
Thu May 11 13:03:00 2017Buy at $152.25502.32469
Mon May 15 15:23:00 2017Sell at $157.7220.03590692.36059
Tue May 16 09:39:00 2017Buy at $159.0602.36059
Tue May 16 10:56:00 2017Sell at $158.36-0.004400862.35619
Thu May 18 11:03:00 2017Buy at $136.1102.35619
Fri May 19 15:57:00 2017Sell at $141.90.04253912.39873
Mon May 22 09:30:00 2017Buy at $146.1502.39873
Mon May 22 14:05:00 2017Sell at $147.230.007389672.40612
Wed May 24 13:00:00 2017Buy at $149.52702.40612
Thu May 25 11:53:00 2017Sell at $151.40.01252622.41865
Fri May 26 12:38:00 2017Buy at $153.2902.41865
Fri May 26 14:42:00 2017Sell at $153.24-0.0003261792.41832
Tue May 30 13:13:00 2017Buy at $153.54302.41832
Wed May 31 10:11:00 2017Sell at $151.2-0.01525962.40306
Wed May 31 15:59:00 2017Buy at $152.7802.40306
Thu Jun 1 15:14:00 2017Sell at $156.260.02277792.42584
Mon Jun 5 11:58:00 2017Buy at $158.0702.42584
Mon Jun 5 15:20:00 2017Sell at $157.99-0.0005061052.42533
Tue Jun 6 15:05:00 2017Buy at $153.9402.42533
Tue Jun 6 15:48:00 2017Sell at $151.95-0.01292712.41241
Wed Jun 7 09:31:00 2017Buy at $153.9902.41241
Wed Jun 7 12:44:00 2017Sell at $151.41-0.01675432.39565
Wed Jun 7 14:26:00 2017Buy at $153.0502.39565
Thu Jun 8 15:04:00 2017Sell at $156.720.02397912.41963
Fri Jun 9 09:41:00 2017Buy at $159.2602.41963
Fri Jun 9 12:36:00 2017Sell at $158.64-0.003893012.41574
Mon Jun 12 14:48:00 2017Buy at $152.402.41574
Wed Jun 14 09:33:00 2017Sell at $158.770.04179792.45754
Thu Jun 15 14:27:00 2017Buy at $156.6602.45754
Mon Jun 19 14:28:00 2017Sell at $163.630.04449132.50203
Wed Jun 21 09:52:00 2017Buy at $163.302.50203
Wed Jun 21 13:17:00 2017Sell at $161.775-0.009338642.49269
Thu Jun 22 11:11:00 2017Buy at $162.402.49269
Fri Jun 23 10:22:00 2017Sell at $162.770.002278332.49497
Fri Jun 23 10:39:00 2017Buy at $163.3202.49497
Fri Jun 23 15:20:00 2017Sell at $164.090.004714672.49968
Mon Jun 26 09:33:00 2017Buy at $166.8902.49968
Tue Jun 27 09:31:00 2017Sell at $167.120.001378152.50106
Wed Jun 28 11:19:00 2017Buy at $166.0302.50106
Thu Jun 29 09:52:00 2017Sell at $165.21-0.004938872.49612
Thu Jun 29 15:39:00 2017Buy at $160.3102.49612
Mon Jul 3 12:16:00 2017Sell at $159.49-0.005115092.49101
Wed Jul 5 13:11:00 2017Buy at $160.1102.49101
Thu Jul 6 09:42:00 2017Sell at $153.38-0.04203362.44897
Thu Jul 6 13:27:00 2017Buy at $156.5302.44897
Thu Jul 6 14:23:00 2017Sell at $153-0.02255162.42642

点评

平均每年 17.5%的回报.考虑到交易成本, 也有 15%的年回报. 已经不错了.   发表于 2017-7-7 12:53 PM

评分

1

查看全部评分

回复 鲜花 鸡蛋

使用道具 举报

发表于 2017-7-7 12:07 PM | 显示全部楼层
plot:
SVXY_from2014_Jan_24-Fri_10_05_AM_to2017_Jul_6-Thu_3_59_PMcount338321minutes_buySell.png

点评

看不懂. 若有注解就好了.   发表于 2017-7-7 12:56 PM

评分

1

查看全部评分

回复 鲜花 鸡蛋

使用道具 举报

发表于 2017-7-9 08:03 PM | 显示全部楼层
回复: 坚强的蛋炒饭  平均每年 17.5%的回报.考虑到交易成本, 也有 15%的年回报. 已经不错了.   发表于 2017-7-7 12:53 PM
---- 从第一笔交易: Mon Jan 27 14:00:00 2014,到最后 一笔交易:Thu Jul 6 14:23:00 2017, 总共867个交易日,总共收益是2.42642,所以平均年收益为70%,而不是你说的17.5%。

回复:坚强的蛋炒饭  看不懂. 若有注解就好了.   发表于 2017-7-7 12:56 PM
---- #41楼表格中,奇数行买,偶数行卖,交替共 1102行,也就是551次买卖。单次卖出的利润在第四列,累计收益在第五列,也就是最后一列。
      把最后一列最为纵坐标,把时间作为横坐标,作图就是#42楼。你可以Copy-and-paste到你的EXCEL中,自己作图。

评分

1

查看全部评分

回复 鲜花 鸡蛋

使用道具 举报

 楼主| 发表于 2017-7-10 02:34 AM | 显示全部楼层
盈透阿狗 发表于 2017-7-6 07:36 AM
我理解你说的“在1分钟级别”是MACD(26分钟,13分钟,9分钟)。它于MACD(26天,13天,9天)的时间尺度相 ...

目前只见听过用MACD在5分钟级别获利的程序,只是我还没能力实现。

看了下面的报告,感到老大水平不是一般的高。每年70%的回报,回撤可以,已经超过专业团队了。所以应该实战赚钱。
最好通过亲朋好友,事先向国内专业炒美股的交易员了解一下他们的 打暗盘 战法,知道人家是如何用程序和手工,应对交易对手的交易程序。

另外, 美国 感知力 程序交易 炒股公司,是把3000多个机器人分散在美欧亚,所以,完成了会炒SVIX的程序以后,应该大步前进,
跟踪当前热门股TSLA什么的。 像你这种高端人才,应该尽快专业化,使用他们的交易平台。国内职业美股交易员多使用Sterling Trader,
月费100多美元,押金25000美元。你可以在本地找一位使用这类交易平台的朋友,他们只是手工DT为生,和你的程序交易不碍事。或者你自己带队,建立团队,
业余或者全职程序交易,将来前途无限。我在胡同多年,知道以前也逛胡同的软件工程师,但是不知道有交易博士学位的软工。

回复 鲜花 鸡蛋

使用道具 举报

发表于 2017-7-10 08:43 AM | 显示全部楼层
盈透阿狗 发表于 2017-7-9 08:03 PM
回复: 坚强的蛋炒饭  平均每年 17.5%的回报.考虑到交易成本, 也有 15%的年回报. 已经不错了 ...


相当不错的结果. SVXY同期基线(成涨)率 +158%, SPY同期基线(成涨)率 +36%. 你的算法回测是很好的. 不知同期的 XIV 用同样的条件,回测结果如何?
如果再有跨熊市时间期的测试. 也是类似的结果. 那就要恭喜你了. 太棒了. 成了人生赢家.
回复 鲜花 鸡蛋

使用道具 举报

发表于 2017-7-10 04:15 PM | 显示全部楼层
九天 发表于 2017-7-10 02:34 AM
目前只见听过用MACD在5分钟级别获利的程序,只是我还没能力实现。

看了下面的报告,感到老大水平不是一 ...

(1) MACD是在5分钟级别获利还是10分钟级别获利,因股票不同而不同。这个时间尺度问题是要机器对历史数据学习后得到的,不是千篇一律的。
(2) “70%的年回报”只是一个指标,其他指标,包括:
//! The profit factor is defined as the gross profit divided by the gross loss.
double MacdBase::Result::profitFactor() const {
    return -grossGain/grossLoss;
}

//! Percent Profitable: dividing the number of winning trades by the total number of trades for a specified period.
double MacdBase::Result::probabilityOfWinning() const {
    return gainCount/(double)numberOfTrade;
}

//! The drawdown is the measure of the decline from a historical peak.
double MacdBase::Result::maximumDrawdown() const {
    return maxdd;
}

(3) 不懂什么是“打暗盘 战法”,也不知道“人家是如何用程序和手工,应对交易对手的交易程序。” --- 请解释帮助我理解,谢谢。


(4) “3000多个机器人分散在美欧亚” --- 我关心它们的战绩如何,不知九天有没有看到进一步的报道,更新?

(5) 提不上“团队”,仅仅几个志同道合的朋友而已。谢谢鼓励。

评分

1

查看全部评分

回复 鲜花 鸡蛋

使用道具 举报

发表于 2017-7-10 04:32 PM | 显示全部楼层
坚强的蛋炒饭 发表于 2017-7-10 08:43 AM
相当不错的结果. SVXY同期基线(成涨)率 +158%, SPY同期基线(成涨)率 +36%. 你的算法回测是很好的. 不知 ...

我没有XIV每分钟数据,没有运行。如果你有每分钟数据,不知能否分享?
从价格上, SVXY is about = 2*XIV。

上面的测试包括了两段熊市区间:
熊I:市场从90跌到50USD,跌幅大于40%;模型在此区间持平。
熊II:市场从92跌到30USD,跌幅大于60%;模型在此区间赚25%。

SVXY_Bear1and2.png

评分

1

查看全部评分

回复 鲜花 鸡蛋

使用道具 举报

发表于 2017-7-10 08:43 PM | 显示全部楼层
盈透阿狗 发表于 2017-7-10 04:32 PM
我没有XIV每分钟数据,没有运行。如果你有每分钟数据,不知能否分享?
从价格上, SVXY is about = 2*XI ...

我所说的熊市是指大的区间:
2000.9-2002.9
2007.11-2009.2
我们现在的牛市是从 2009. 3月开始的, 是个大牛市.  (中途所有的"小熊"都是在向上趋势线上没有超过3个月, 包括BRIEXIT等).我没有SVXY一分中的数据. 但券商的平台都有. 如果你可以平移你的算法到券商的平台, 就可回测许多ISSUES. 只是你要把你的逻辑用它们的SCRIPT来重新实现.

评分

1

查看全部评分

回复 鲜花 鸡蛋

使用道具 举报

发表于 2017-7-10 08:57 PM | 显示全部楼层
你们都太NB了,膜拜一下!

九天竟然是美眉

点评

你好,已经说了,九天是一对夫妻,两只鸳鸯。也有其他胡同网友如此。  发表于 2017-7-11 09:26 AM

评分

1

查看全部评分

回复 鲜花 鸡蛋

使用道具 举报

发表于 2017-7-10 09:48 PM | 显示全部楼层
坚强的蛋炒饭 发表于 2017-7-10 08:43 PM 我所说的熊市是指大的区间: 2000.9-2002.9 2007.11-2009.2
XIV成立于11/29/2010, SVXY成立于10/3/11,你说的熊市时,它们都还没有诞生,不知道熊熊啥模样。
不是SCRIPT的问题,问题出在Pacing Violations: IB Historical Data Limitations很严格
  • Making identical historical data requests within 15 seconds.
  • Making six or more historical data requests for the same Contract, Exchange and Tick Type within two seconds.
  • Making more than 60 requests within any ten minute period.
不知道哪位网友愿意分享S&P 500“熊市期间”的分钟数据,供研究分享?

点评

使用MT4和MT5的卷商,里面有免费的1分钟到1天的数据,Souce Code Editor Back testing。  发表于 2017-7-11 09:30 AM

评分

1

查看全部评分

回复 鲜花 鸡蛋

使用道具 举报

 楼主| 发表于 2017-7-11 09:27 AM | 显示全部楼层
盈透阿狗 发表于 2017-7-10 04:15 PM
(1) MACD是在5分钟级别获利还是10分钟级别获利,因股票不同而不同。这个时间尺度问题是要机器对历史数据 ...

(1)目前我写的码,都做不到5分钟级别获利,惭愧。

(2)我这里 Backtesting 后自动显示,德文叫 Profitfaktor。

(3)美国大户的交易量大,都是用程序在暗盘交易的。小散也可以通过Sterling Trades 进行交易,叫打暗盘。

(4)见过,没深入分析,你做的挺好,胜于部分专业程序。http://www.ats3200.com/_topten.htm

(5)胡同老蛇也是集股神与软工于一身。

评分

1

查看全部评分

回复 鲜花 鸡蛋

使用道具 举报

发表于 2017-7-11 12:13 PM | 显示全部楼层
盈透阿狗 发表于 2017-7-10 09:48 PM
XIV成立于11/29/2010, SVXY成立于10/3/11,你说的熊市时,它们都还没有诞生,不知道熊熊啥模样。不是SCR ...

我自己的"分辨率" 不及您, 用不到1 分钟级别的数据.您是否测试过5-MIN, 6 MIN, 10-MIN , 12-MIN...不同TIME FRAME. 看看是否回报差别. 总之, 还是替你高兴. 已经有个厉器在手对付华尔街.

评分

2

查看全部评分

回复 鲜花 鸡蛋

使用道具 举报

 楼主| 发表于 2017-7-11 04:10 PM | 显示全部楼层
盈透阿狗 发表于 2017-7-10 09:48 PM
XIV成立于11/29/2010, SVXY成立于10/3/11,你说的熊市时,它们都还没有诞生,不知道熊熊啥模样。不是SCR ...


以前写Ninja码,也是调外部数据。 现在客商自己提供,每组6个,我只须直接调用,程序语句大致如下,

input int TakeProfit = 0;
double    Lots       = 0.1;

double    Price_Open_SP500,Price_Close_CSI300,Price_High_COPPER,Price_Low_EURUSD,Price_Volume_USOIL; //双精度浮点 开盘价,收盘价等等
datetime  Price_Time_XAUUSD; //日期时间datetime型 使用交易品种的时间
         

Price_Open_SPX500   = iOpen("SPX500",PERIOD_M1,0);     //老美标普1分钟数据,时间向前移位0分钟
Price_Close_CSI300  = iClose("SPX500",PERIOD_M5,8);    //上证指数5分钟数据收盘价,时间向前移位40分钟
Price_High_COPPER   = iHigh("COPPER",PERIOD_M15,0);    //当前铜价15分钟数据最高价
Price_Low_EURUSD    = iLow("EURUSD",PERIOD_M30,6);     //3小时前欧元30分钟数据最低价
Price_Volume_USOIL  = iVolume("USOIL",PERIOD_D1,7);    //1周前Light Crude Oil一天里的交易量
Price_Time_XAUUSD   = iTime("XAUUSD",PERIOD_H1,0);     //当前黄金1小时数据交易时间

我们可以写个简单的观察计算卷商收费的程序,

   for(int cnt=0;cnt<OrdersTotal();cnt++)
   if((iOpen("SPX500",PERIOD_M1,0) >= iOpen("SPX500",PERIOD_M1,1)) ||
     (iOpen("SPX500",PERIOD_M1,0)  <  iOpen("SPX500",PERIOD_M1,1)))
     ticket=OrderSend(SPX500,OP_BUY,Lots,Ask,3,0,Ask+TakeProfit*Point,"程序名字",112345,0,Green);  
    //无论如每分钟都买一次,然后立即止损,于是交易纪录就得到每分钟的ASJ BID数据 和卷商的每次收费
   
为了保证计算卷商的收费数据的准确,需要写检查程序,一样的,只要把 OP_BUY 改写成 OP_SELL
   for(int cnt=0;cnt<OrdersTotal();cnt++)
   if((iOpen("SPX500",PERIOD_M1,0) >= iOpen("SPX500",PERIOD_M1,1)) ||
     (iOpen("SPX500",PERIOD_M1,0)  <  iOpen("SPX500",PERIOD_M1,1)))
     ticket=OrderSend(SPX500,OP_SELL,Lots,Ask,3,0,Ask+TakeProfit*Point,"程序名字",112345,0,Green);  
    //无论如每分钟都卖一次,然后立即止损,于是交易纪录就得到每分钟的ASJ BID数据 和卷商的每次收费

只有2个程序给出的Net Profit 相同,得到的每分钟的ASJ BID数据 和卷商的每次收费才是准确的,否则,这种数据害人。

目前只是构思,能不能成功没把握
回复 鲜花 鸡蛋

使用道具 举报

发表于 2017-7-12 07:13 AM | 显示全部楼层
九天 发表于 2017-7-11 09:27 AM
(1)目前我写的码,都做不到5分钟级别获利,惭愧。

(2)我这里 Backtesting 后自动显示,德文叫 Profitf ...

>>> (1)目前我写的码,都做不到5分钟级别获利,惭愧。
--- 我也做不到5分钟获利。 问题是为什么非要5分钟获利呢?500分钟获利有什么不妥吗?
我认为: (a)做HFT不是我们的长项。不是不能做,而是条件要求苛刻,不容易做。
(b)在何种时间尺度上获利,是需要计算机对特定股票计算后给出的结果,不是我们人为指定的。
(c)在1分钟精度上计算MACD非常flexible,比在1天为单位可塑性大很多,可以在不同尺度上找到赚钱窗口。

>>>(2)我这里 Backtesting 后自动显示,德文叫 Profitfaktor。
--- 这太方便了。既然你有这么方便的工具,建议你多尝试一些长尺度,比如8小时=480分钟。
我是码农,喜欢自己写。写个MACD的计算部分也就几十行程序:
买卖条件,和你 一样,是监测histogram变符号:
    if (m_his[idx-1] < 0 && m_his[idx] >=0) {
        return 1; // buy
    } else if (m_his[idx-1] > 0 && m_his[idx] <=0) {
        return -1; // sell
    } else {
        return 0; // no action
    }

其中的Histogram来自MACD和信号线的差:
        m_his << m_macd.last() - m_signalEma.last();

其中的MACD快变线减去慢变线。
        m_macd << m_fastEma.last() - m_slowEma.last();

其中的信号线是MACD的EMA。自己写代码的好处是运行快,可自动学习优化,也便于和其他模型无缝链接。

>>>(3)美国大户的交易量大,都是用程序在暗盘交易的。小散也可以通过Sterling Trades 进行交易,叫打暗盘。
--- 我不懂,就查找了个定义:
「暗盘」(dark pool)是一种为买卖双方匿名配对大宗股票交易的平台,主要由机构投资者参与买卖,运作并不透明,不会展示买卖盘价及报价人士的身份,也不会向公众披露已执行交易的详情。
我还没有把“打暗盘”和“建模”两件事联系起来。我的理解很简单,历史如此,现在如此,将来也将如此。也就是说“打暗盘”造成的价格影响已经包括在模型里了。
自动交易模型就是从价格推到价格。任何明暗操作,新闻、大事、突发事件等等因素最后都可能对股票价格产生影响。反过来,只有产生了影响,才定义为“有影响”,不引起价格波动,定义为“没影响”。也正是因为价格已经放映的各种事件,所以,模型是以不变应万变。这就是我理解的KISS。就像“傻瓜”相机和“智能”相机是一个意思,这里的“傻瓜”=“智能”。或者说,智能化的结果把炒股变成了傻瓜游戏。

>>>(4)见过,没深入分析,你做的挺好,胜于部分专业程序。http://www.ats3200.com/_topten.htm
--- 谢谢这个连接。Annual % Rate是100%左右是不难实现的, P/L=1.89也好办,但是Winning ratio (W/L)=2.53是很难的。
我通常是算probabilityOfWinning=W/(W+L)=0.64,也就是64/(100-64)=1.78,跟人家专业的2.53差距很大,我也在改进中。

>>>(5)胡同老蛇也是集股神与软工于一身。
--- 老蛇是老手,开了这个网站多年。 首先感谢他提供的讨论平台,开始还以为是嘁哩喀喳的骂人平台。 我到胡同才半年时间,还没有弄懂老蛇常说的牛有几条腿和熊有几条腿?另外,老蛇有一个Non-Stop Model,好像就是MACD,只是不知道他的“The Optimized Non-Stop Model”在那些方面取得了改进?老蛇指挥着千军万马,忙的很。我如果是他,就会把经验变成模型,自动发送各种指标,自动发送买卖信号,要多省心,有多么省心。这是我幼稚天真的想法,见笑了。
回复 鲜花 鸡蛋

使用道具 举报

发表于 2017-7-12 07:59 AM | 显示全部楼层
坚强的蛋炒饭 发表于 2017-7-11 12:13 PM
我自己的"分辨率" 不及您, 用不到1 分钟级别的数据.您是否测试过5-MIN, 6 MIN, 10-MIN , 12-MIN...不同TI ...

(1)分辨率由高到底好办,高分辨率的数据难找。有朋友在帮我抠数据,如果抠不出来,那就买算了。Kibot有买http://www.kibot.com/buy.aspx
(2)请问老大,您认用什么股票有熊市代表性?是S&P 500 (^GSPC)吗?能买卖吗?Tick Symbol是什么?SPY有代表性么?您对杠杆如何评价。。。我炒股还不到一年,请多指导。
(3)人人手头都有MACD指标,这个指标比我事先想想的要好,如果不计算,很难相信会有70%的收益。不过,MACD不是“利器”是“钝器”,因为平均而延迟。
回复 鲜花 鸡蛋

使用道具 举报

发表于 2017-7-12 08:00 AM | 显示全部楼层
九天 发表于 2017-7-11 04:10 PM
以前写Ninja码,也是调外部数据。 现在客商自己提供,每组6个,我只须直接调用,程序语句大致如下,

...

这个想法很好,愿意一同实现。
回复 鲜花 鸡蛋

使用道具 举报

发表于 2017-7-12 10:15 AM | 显示全部楼层
本帖最后由 坚强的蛋炒饭 于 2017-7-12 10:17 AM 编辑
盈透阿狗 发表于 2017-7-12 07:59 AM
(1)分辨率由高到底好办,高分辨率的数据难找。有朋友在帮我抠数据,如果抠不出来,那就买算了。Kibot有 ...


一年入股市!   佩服了. 您的效率惊人. 大有希望.  我比较喜欢Wyckoff 分析股票市场的思路. 至于"用什么股票有熊市代表性", 我是很重视金融的几个大咖的(GS,JPM,C,BAC,WFC). 一般都是转真熊的代表了. SPY 是我追踪和分析大势的重要核心. 我主要的经历是做个股入手,然后才到分析大市 的. 我个人觉得, 要想对大市场有深入的认识, 透彻理解 OPTION 是必须的. 在我看来, 胡同大多数人对OPTION 都不甚理解. 以至于我说目前要"卖涨", 还会被耻笑.我遇到一个成功的先辈(学物理的PHD), 就是基于对BMS模型透彻的理解, 做成自己的基金. 另外的SUPER TRADER Karen 女士也是神一样的人物. 都是以卖OPTION 为核心的. 刚从国内来的人, 一般都忽视OPTION的重要性. 如果你再补齐OPTION这一课, 凭借你的数理功力, 前途广阔.
回复 鲜花 鸡蛋

使用道具 举报

发表于 2017-7-12 11:25 AM | 显示全部楼层
坚强的蛋炒饭 发表于 2017-7-12 10:15 AM
一年入股市!   佩服了. 您的效率惊人. 大有希望.  我比较喜欢Wyckoff 分析股票市场的思路. 至于"用什么 ...

(1) The Goldman Sachs Group, Inc. (GS)是金融,JPMorgan Chase & Co. (JPM)也是金融,还有Citigroup Inc. (C),Bank of America Corporation (BAC),和Wells Fargo & Company (WFC)都是是金融,佩服老大是金融专家。
那我就从分析金融开始吧。不过我有个疑问:这些都是容易被操控的对象,要想从被操控的股票里找到规律,难!我认为容易成功的模型是针对不被操控的,至少是,不容易被操控的股票。这种股票应该是海量的,高流动性的,没有季度报表,不受周期调控的自由的东西。我感觉SVXY或XIV满足这些条件,不知老大有何点评?
(2) 我没碰过OPTION,不知道如何交易。我关心第一步:如何能拿到(买到)1分钟多年的OPTION历史交易数据?是不是监视S&P 500 (^GSPC)建立模型,用到OPTION买卖上?
(3) 请老大科普一下OPTION如何玩?你是说目前要BUY“买涨”吗?“卖涨”是typo吗?
(4) 我也是学物理的,也有PHD,数理功力也不差,又是码农。之前挖地雷下棋等是我写给儿子的游戏,这个自动交易是写给老婆的游戏。请老大多多指点:什么是BMS模型?以及Wyckoff市场分析核心?你如果看我行,我可能真行,说不定也是个可塑之才,请多费心塑造。
回复 鲜花 鸡蛋

使用道具 举报

发表于 2017-7-12 12:09 PM | 显示全部楼层
盈透阿狗 发表于 2017-7-12 11:25 AM
(1) The Goldman Sachs Group, Inc. (GS)是金融,JPMorgan Chase & Co. (JPM)也是金融,还有Citigroup  ...

(1) 是的. 就是金融股是高度被操控的. 对危机的敏感相当到位. 08危机时候, GS就是先从做空自己金融股开始的. 多黑!  你可以考虑, 以此给你的系统增加类似FILTER的功能, 可能会提高其稳定度.减少交易频度.
(2) 我自己目前没有见过哪里可以提供OPTION历史交易数据(1分钟多年的, 包括5, 10,15,30MIN...).  
    自己模型的BUY/SELL, 其中一个执行工具就OPTION,OPTION可作为承载工具去实现利润最大化.
(3) 指得是 -CALL/-PUT
(4) 指的是BSM (一不小心, 打成股票代号BMS了) BLACK-Scholes-Merton, 期权的基础定价模型
回复 鲜花 鸡蛋

使用道具 举报

发表于 2017-7-12 12:18 PM | 显示全部楼层
本帖最后由 盈透阿狗 于 2017-7-12 12:19 PM 编辑
坚强的蛋炒饭 发表于 2017-7-12 12:09 PM
(1) 是的. 就是金融股是高度被操控的. 对危机的敏感相当到位. 08危机时候, GS就是先从做空自己金融股开始 ...


根据老大的指点,我刚刚拜读了一个介绍:
wyckoff Trading,一种趋势逆转的研判方法。以下跌趋势逆转为例,可以使用九点来确认确实的逆转。

1. 价格达到了下跌目标。
量化方法: 如果是每日数据,可以用与半年内低位的距离来判断。

2. 出现了最初支撑点,卖出密集点和第二次测试。 这个阶段,大量买单涌现,供需关系发生转变,且第二次测试时成交量萎缩。
量化方法: 可以用单日反转的K线加成交量放大的形态来研判。

3. 看涨的行为 (上涨时放量,下跌时缩量)
量化方法: OBV是研判这一点的好方法,表现为OBV和价格的背离。即价格震荡或缓慢下跌,OBV呈现缓慢上升态势。

4. 向下的步调被打破(即价格向上刺破供应线)
量化方法: 价格突破趋势线。

5. 支撑点越来越高
量化方法: 可以用MACD零轴下金叉或RSI来描述

6.顶部越来越高
量化方法: 同上


7.股票比整体市场强
量化方法: alpha>0


8.形成底部形态 (水平的价格线)
量化方法: 可以用波幅(ATR)缩窄研判

9.可能的上涨利润至少是止损的3倍
量化方法:书中使用横盘的时间长度作为利润目标的量度,也可以用前期的高位作为第一次的利润目标。

在确认这种趋势的逆转后,就可以在突破之前或之后的支撑位建立多头,这可以用60分钟的MACD辅助确认。 这种wyckoff trading和众多图表分析一样,是华尔街的经典。

我理解量化方法就是建立模型。看来方向是对的。
回复 鲜花 鸡蛋

使用道具 举报

您需要登录后才可以回帖 登录 | 注册

本版积分规则

手机版|小黑屋|www.hutong9.net

GMT-5, 2024-11-23 05:51 AM , Processed in 0.108955 second(s), 28 queries .

Powered by Discuz! X3.5

© 2001-2024 Discuz! Team.

快速回复 返回顶部 返回列表