Risultati Euro Stoxx 50 Future
Questo trading system sull’euro stoxx 50 future è stato creato utilizzando la serie storica giornaliera dal mese di giugno 1998 al mese di marzo 2008 e, durante i primi 10 anni, l’elevato numero di operazioni, l’utile netto realizzato, il massimo draw down e il rapporto tra utile medio e perdita media sono molto interessanti e ci tutti gli elementi per ipotizzare ottime performance anche negli anni a venire anche se nessun trading system può garantire le performance future.
Il modello è dunque stato studiato dal 22 giugno 1998 al mese di marzo 2008 e, durante le ultime 3558 sedute, ha generato un utile netto (è stato contabilizzato 5 punti di commissioni sia all’acquisto sia alla vendita) pari a 32007 punti.
Inoltre, ha realizzato un totale di ben 349 operazioni chiuse delle quali 278 sono stata positive realizzando dunque una performance di successo di 79.66%. Inoltre, ha realizzato al massimo 3 operazioni sbagliate consecutive tra il 17/01/2007 e il 25/01/2007 per un totale di 63 punti (immediatamente recuperati dal 25/01/2007 al 02/02/2007 con un utile di 84 punti) mentre è riuscito a centrarne per 41 di fila realizzando un record non indifferente.
La perdita massima è stata registrata tra il 21/07/1999 e il 03/08/1999 ed è stata pari a 192 punti. Immediatamente dopo il modello ha effettuato le 41 operazioni positive consecutive.
Il massimo Draw down delle posizioni aperte è stato pari a 253 punti ed è quindi di poco superiore alla perdita massima. Interessante anche il rapporto tra l’utile medio di 127.179 e la perdita media di 50.239 che è pari a 2.53 che ci offre un discreto margine di operatività.
Complessivamente sono state pagati 3495 punti di commissioni e l’utile ne tiene già conto. Infine, l’operazione positiva più lunga è stata di 46 giorni rispetto ai 48 giorni per l’operazione negativa più lunga.
Il modello non usa stop loss e l’elevato numero di operazione le permette di essere relativamente flessibile e, solitamente, di girarsi in tempi brevi.
Punti deboli :
Perdita massima di 192 punti e draw down di 253 punti.
Punti forti :
L’utile netto di oltre 32000 punti.
Le 41 operazioni positive consecutive.
La performance di riuscita di 79.66%.
Il rapporto tra utile e perdita di 2.53.
Le 349 operazioni totali su 3558 giorni di test.
Il modello non ha mai chiuso un anno in perdita.
Anno Equity Utile in punti
30/12/1998 1215 1215
30/12/1999 5303 4088
29/12/2000 13518 8215
28/12/2001 19168 5650
30/12/2002 23685 4517
30/12/2003 25738 2053
30/12/2004 26616 878
30/12/2005 26868 252
29/12/2006 27971 1103
28/12/2007 30683 2712
18/03/2008 32008 1325
Vi presento ora il grafico dell'equity, dei segnali e il listino di tutte le operativi effettuate
Trade Type Entry Date Close Date Profit Reason For Close
Long 11/02/2008 13/02/2008 111 Enter short signal
Short 04/02/2008 11/02/2008 158 Enter long signal
Long 31/01/2008 04/02/2008 41 Enter short signal
Short 29/01/2008 31/01/2008 -12 Enter long signal
Long 23/01/2008 29/01/2008 99 Enter short signal
Short 28/12/2007 23/01/2008 704 Enter long signal
Long 17/12/2007 28/12/2007 145 Enter short signal
Short 28/11/2007 17/12/2007 85 Enter long signal
Long 19/11/2007 28/11/2007 122 Enter short signal
Short 14/11/2007 19/11/2007 82 Enter long signal
Long 05/11/2007 14/11/2007 -90 Enter short signal
Short 31/10/2007 05/11/2007 96 Enter long signal
Long 24/10/2007 31/10/2007 97 Enter short signal
Short 19/09/2007 24/10/2007 -36 Enter long signal
Long 17/09/2007 19/09/2007 192 Enter short signal
Short 13/09/2007 17/09/2007 41 Enter long signal
Long 11/09/2007 13/09/2007 12 Enter short signal
Short 05/09/2007 11/09/2007 25 Enter long signal
Long 16/08/2007 05/09/2007 95 Enter short signal
Short 14/08/2007 16/08/2007 38 Enter long signal
Long 10/08/2007 14/08/2007 -37 Enter short signal
Short 08/08/2007 10/08/2007 148 Enter long signal
Long 06/08/2007 08/08/2007 87 Enter short signal
Short 02/08/2007 06/08/2007 28 Enter long signal
Long 27/07/2007 02/08/2007 89 Enter short signal
Short 18/07/2007 27/07/2007 282 Enter long signal
Long 26/06/2007 18/07/2007 59 Enter short signal
Short 18/06/2007 26/06/2007 107 Enter long signal
Long 13/06/2007 18/06/2007 114 Enter short signal
Short 11/06/2007 13/06/2007 -22 Enter long signal
Long 06/06/2007 11/06/2007 -5 Enter short signal
Short 04/06/2007 06/06/2007 109 Enter long signal
Long 30/05/2007 04/06/2007 60 Enter short signal
Short 25/05/2007 30/05/2007 -5 Enter long signal
Long 07/05/2007 25/05/2007 58 Enter short signal
Short 03/05/2007 07/05/2007 -36 Enter long signal
Long 30/04/2007 03/05/2007 47 Enter short signal
Short 17/04/2007 30/04/2007 -25 Enter long signal
Long 27/03/2007 17/04/2007 207 Enter short signal
Short 22/03/2007 27/03/2007 -8 Enter long signal
Long 19/03/2007 22/03/2007 94 Enter short signal
Short 12/03/2007 19/03/2007 80 Enter long signal
Long 07/03/2007 12/03/2007 56 Enter short signal
Short 02/02/2007 07/03/2007 229 Enter long signal
Long 25/01/2007 02/02/2007 84 Enter short signal
Short 23/01/2007 25/01/2007 -1 Enter long signal
Long 19/01/2007 23/01/2007 -32 Enter short signal
Short 17/01/2007 19/01/2007 -30 Enter long signal
Long 09/01/2007 17/01/2007 13 Enter short signal
Short 03/01/2007 09/01/2007 35 Enter long signal
Long 28/12/2006 03/01/2007 23 Enter short signal
Short 13/12/2006 28/12/2006 -70 Enter long signal
Long 11/12/2006 13/12/2006 31 Enter short signal
Short 06/12/2006 11/12/2006 -58 Enter long signal
Long 21/11/2006 06/12/2006 -112 Enter short signal
Short 16/11/2006 21/11/2006 -4 Enter long signal
Long 27/10/2006 16/11/2006 83 Enter short signal
Short 25/10/2006 27/10/2006 -6 Enter long signal
Long 23/10/2006 25/10/2006 -11 Enter short signal
Short 21/09/2006 23/10/2006 -161 Enter long signal
Long 19/09/2006 21/09/2006 71 Enter short signal
Short 30/08/2006 19/09/2006 19 Enter long signal
Long 28/08/2006 30/08/2006 0 Enter short signal
Short 21/08/2006 28/08/2006 -43 Enter long signal
Long 25/07/2006 21/08/2006 133 Enter short signal
Short 03/07/2006 25/07/2006 37 Enter long signal
Long 08/06/2006 03/07/2006 208 Enter short signal
Short 31/05/2006 08/06/2006 151 Enter long signal
Long 22/05/2006 31/05/2006 91 Enter short signal
Short 09/05/2006 22/05/2006 321 Enter long signal
Long 04/05/2006 09/05/2006 46 Enter short signal
Short 24/04/2006 04/05/2006 0 Enter long signal
Long 22/03/2006 24/04/2006 -11 Enter short signal
Short 15/03/2006 22/03/2006 19 Enter long signal
Long 03/03/2006 15/03/2006 98 Enter short signal
Short 23/02/2006 03/03/2006 76 Enter long signal
Long 09/02/2006 23/02/2006 78 Enter short signal
Short 01/02/2006 09/02/2006 -12 Enter long signal
Long 13/01/2006 01/02/2006 80 Enter short signal
Short 09/01/2006 13/01/2006 35 Enter long signal
Long 02/01/2006 09/01/2006 56 Enter short signal
Short 23/12/2005 02/01/2006 -13 Enter long signal
Long 12/12/2005 23/12/2005 93 Enter short signal
Short 02/11/2005 12/12/2005 -183 Enter long signal
Long 27/10/2005 02/11/2005 81 Enter short signal
Short 25/10/2005 27/10/2005 16 Enter long signal
Long 07/10/2005 25/10/2005 -108 Enter short signal
Short 29/09/2005 07/10/2005 63 Enter long signal
Long 23/09/2005 29/09/2005 83 Enter short signal
Short 21/09/2005 23/09/2005 -43 Enter long signal
Long 19/09/2005 21/09/2005 -61 Enter short signal
Short 07/09/2005 19/09/2005 -29 Enter long signal
Long 18/08/2005 07/09/2005 51 Enter short signal
Short 16/08/2005 18/08/2005 2 Enter long signal
Long 05/08/2005 16/08/2005 12 Enter short signal
Short 02/08/2005 05/08/2005 59 Enter long signal
Long 29/07/2005 02/08/2005 13 Enter short signal
Short 11/07/2005 29/07/2005 -93 Enter long signal
Long 07/07/2005 11/07/2005 38 Enter short signal
Short 05/07/2005 07/07/2005 13 Enter long signal
Long 27/06/2005 05/07/2005 86 Enter short signal
Short 23/06/2005 27/06/2005 46 Enter long signal
Long 10/06/2005 23/06/2005 27 Enter short signal
Short 06/04/2005 10/06/2005 -126 Enter long signal
Long 11/03/2005 06/04/2005 -37 Enter short signal
Short 07/03/2005 11/03/2005 51 Enter long signal
Long 23/02/2005 07/03/2005 77 Enter short signal
Short 01/02/2005 23/02/2005 -21 Enter long signal
Long 12/01/2005 01/02/2005 80 Enter short signal
Short 04/01/2005 12/01/2005 27 Enter long signal
Long 30/12/2004 04/01/2005 6 Enter short signal
Short 28/12/2004 30/12/2004 3 Enter long signal
Long 16/12/2004 28/12/2004 24 Enter short signal
Short 14/12/2004 16/12/2004 -2 Enter long signal
Long 10/12/2004 14/12/2004 12 Enter short signal
Short 07/12/2004 10/12/2004 -14 Enter long signal
Long 22/11/2004 07/12/2004 2 Enter short signal
Short 02/11/2004 22/11/2004 -38 Enter long signal
Long 14/10/2004 02/11/2004 92 Enter short signal
Short 07/10/2004 14/10/2004 65 Enter long signal
Long 24/09/2004 07/10/2004 84 Enter short signal
Short 27/08/2004 24/09/2004 -42 Enter long signal
Long 09/08/2004 27/08/2004 109 Enter short signal
Short 02/08/2004 09/08/2004 103 Enter long signal
Long 28/07/2004 02/08/2004 39 Enter short signal
Short 26/05/2004 28/07/2004 61 Enter long signal
Long 24/05/2004 26/05/2004 16 Enter short signal
Short 20/05/2004 24/05/2004 -34 Enter long signal
Long 18/05/2004 20/05/2004 21 Enter short signal
Short 14/04/2004 18/05/2004 163 Enter long signal
Long 07/04/2004 14/04/2004 3 Enter short signal
Short 30/03/2004 07/04/2004 -74 Enter long signal
Long 25/03/2004 30/03/2004 18 Enter short signal
Short 17/03/2004 25/03/2004 88 Enter long signal
Long 12/03/2004 17/03/2004 -18 Enter short signal
Short 03/03/2004 12/03/2004 101 Enter long signal
Long 24/02/2004 03/03/2004 58 Enter short signal
Short 19/02/2004 24/02/2004 63 Enter long signal
Long 16/02/2004 19/02/2004 45 Enter short signal
Short 12/02/2004 16/02/2004 -3 Enter long signal
Long 29/01/2004 12/02/2004 23 Enter short signal
Short 16/12/2003 29/01/2004 -165 Enter long signal
Long 12/12/2003 16/12/2003 9 Enter short signal
Short 03/12/2003 12/12/2003 11 Enter long signal
Long 18/11/2003 03/12/2003 138 Enter short signal
Short 03/11/2003 18/11/2003 76 Enter long signal
Long 24/10/2003 03/11/2003 145 Enter short signal
Short 06/10/2003 24/10/2003 11 Enter long signal
Long 28/08/2003 06/10/2003 -77 Enter short signal
Short 18/08/2003 28/08/2003 -3 Enter long signal
Long 11/08/2003 18/08/2003 97 Enter short signal
Short 31/07/2003 11/08/2003 26 Enter long signal
Long 18/07/2003 31/07/2003 40 Enter short signal
Short 15/07/2003 18/07/2003 24 Enter long signal
Long 26/06/2003 15/07/2003 29 Enter short signal
Short 02/06/2003 26/06/2003 -78 Enter long signal
Long 19/05/2003 02/06/2003 157 Enter short signal
Short 15/05/2003 19/05/2003 106 Enter long signal
Long 08/05/2003 15/05/2003 77 Enter short signal
Short 06/05/2003 08/05/2003 125 Enter long signal
Long 02/05/2003 06/05/2003 61 Enter short signal
Short 07/04/2003 02/05/2003 -33 Enter long signal
Long 31/03/2003 07/04/2003 271 Enter short signal
Short 27/03/2003 31/03/2003 105 Enter long signal
Long 25/03/2003 27/03/2003 -42 Enter short signal
Short 17/03/2003 25/03/2003 -47 Enter long signal
Long 10/03/2003 17/03/2003 187 Enter short signal
Short 06/03/2003 10/03/2003 88 Enter long signal
Long 04/03/2003 06/03/2003 -82 Enter short signal
Short 28/02/2003 04/03/2003 25 Enter long signal
Long 26/02/2003 28/02/2003 55 Enter short signal
Short 17/02/2003 26/02/2003 176 Enter long signal
Long 13/02/2003 17/02/2003 122 Enter short signal
Short 03/02/2003 13/02/2003 151 Enter long signal
Long 20/01/2003 03/02/2003 -99 Enter short signal
Short 07/01/2003 20/01/2003 151 Enter long signal
Long 19/12/2002 07/01/2003 119 Enter short signal
Short 17/12/2002 19/12/2002 92 Enter long signal
Long 12/11/2002 17/12/2002 28 Enter short signal
Short 31/10/2002 12/11/2002 42 Enter long signal
Long 29/10/2002 31/10/2002 108 Enter short signal
Short 11/10/2002 29/10/2002 -6 Enter long signal
Long 09/10/2002 11/10/2002 229 Enter short signal
Short 02/10/2002 09/10/2002 203 Enter long signal
Long 27/09/2002 02/10/2002 81 Enter short signal
Short 27/08/2002 27/09/2002 538 Enter long signal
Long 07/08/2002 27/08/2002 289 Enter short signal
Short 29/07/2002 07/08/2002 219 Enter long signal
Long 22/07/2002 29/07/2002 211 Enter short signal
Short 18/07/2002 22/07/2002 306 Enter long signal
Long 15/07/2002 18/07/2002 147 Enter short signal
Short 01/07/2002 15/07/2002 428 Enter long signal
Long 26/06/2002 01/07/2002 204 Enter short signal
Short 18/06/2002 26/06/2002 253 Enter long signal
Long 14/06/2002 18/06/2002 133 Enter short signal
Short 12/06/2002 14/06/2002 128 Enter long signal
Long 05/06/2002 12/06/2002 -85 Enter short signal
Short 03/06/2002 05/06/2002 100 Enter long signal
Long 23/05/2002 03/06/2002 -109 Enter short signal
Short 15/05/2002 23/05/2002 117 Enter long signal
Long 06/05/2002 15/05/2002 136 Enter short signal
Short 17/04/2002 06/05/2002 253 Enter long signal
Long 21/03/2002 17/04/2002 10 Enter short signal
Short 27/02/2002 21/03/2002 -121 Enter long signal
Long 20/02/2002 27/02/2002 120 Enter short signal
Short 18/02/2002 20/02/2002 75 Enter long signal
Long 06/02/2002 18/02/2002 7 Enter short signal
Short 25/01/2002 06/02/2002 214 Enter long signal
Long 23/01/2002 25/01/2002 43 Enter short signal
Short 28/12/2001 23/01/2002 131 Enter long signal
Long 20/12/2001 28/12/2001 182 Enter short signal
Short 18/12/2001 20/12/2001 64 Enter long signal
Long 13/12/2001 18/12/2001 90 Enter short signal
Short 07/12/2001 13/12/2001 178 Enter long signal
Long 28/11/2001 07/12/2001 146 Enter short signal
Short 26/11/2001 28/11/2001 110 Enter long signal
Long 21/11/2001 26/11/2001 17 Enter short signal
Short 19/11/2001 21/11/2001 62 Enter long signal
Long 06/11/2001 19/11/2001 191 Enter short signal
Short 24/10/2001 06/11/2001 8 Enter long signal
Long 08/10/2001 24/10/2001 242 Enter short signal
Short 04/10/2001 08/10/2001 44 Enter long signal
Long 02/10/2001 04/10/2001 159 Enter short signal
Short 28/09/2001 02/10/2001 49 Enter long signal
Long 26/09/2001 28/09/2001 131 Enter short signal
Short 24/09/2001 26/09/2001 -96 Enter long signal
Long 20/09/2001 24/09/2001 83 Enter short signal
Short 18/09/2001 20/09/2001 209 Enter long signal
Long 14/09/2001 18/09/2001 123 Enter short signal
Short 24/08/2001 14/09/2001 822 Enter long signal
Long 22/08/2001 24/08/2001 106 Enter short signal
Short 14/08/2001 22/08/2001 127 Enter long signal
Long 10/08/2001 14/08/2001 98 Enter short signal
Short 27/07/2001 10/08/2001 174 Enter long signal
Long 25/07/2001 27/07/2001 143 Enter short signal
Short 23/07/2001 25/07/2001 125 Enter long signal
Long 12/07/2001 23/07/2001 -42 Enter short signal
Short 03/07/2001 12/07/2001 233 Enter long signal
Long 27/06/2001 03/07/2001 102 Enter short signal
Short 25/06/2001 27/06/2001 83 Enter long signal
Long 18/06/2001 25/06/2001 50 Enter short signal
Short 14/06/2001 18/06/2001 114 Enter long signal
Long 07/06/2001 14/06/2001 -140 Enter short signal
Short 05/06/2001 07/06/2001 48 Enter long signal
Long 30/05/2001 05/06/2001 82 Enter short signal
Short 21/05/2001 30/05/2001 145 Enter long signal
Long 09/05/2001 21/05/2001 159 Enter short signal
Short 19/04/2001 09/05/2001 -4 Enter long signal
Long 17/04/2001 19/04/2001 122 Enter short signal
Short 27/03/2001 17/04/2001 -66 Enter long signal
Long 14/03/2001 27/03/2001 103 Enter short signal
Short 06/03/2001 14/03/2001 319 Enter long signal
Long 22/02/2001 06/03/2001 92 Enter short signal
Short 15/01/2001 22/02/2001 447 Enter long signal
Long 09/01/2001 15/01/2001 100 Enter short signal
Short 05/01/2001 09/01/2001 56 Enter long signal
Long 02/01/2001 05/01/2001 -4 Enter short signal
Short 28/12/2000 02/01/2001 77 Enter long signal
Long 22/12/2000 28/12/2000 110 Enter short signal
Short 08/12/2000 22/12/2000 195 Enter long signal
Long 04/12/2000 08/12/2000 167 Enter short signal
Short 01/11/2000 04/12/2000 387 Enter long signal
Long 18/10/2000 01/11/2000 448 Enter short signal
Short 16/10/2000 18/10/2000 154 Enter long signal
Long 11/10/2000 16/10/2000 56 Enter short signal
Short 06/10/2000 11/10/2000 200 Enter long signal
Long 04/10/2000 06/10/2000 -39 Enter short signal
Short 28/09/2000 04/10/2000 -37 Enter long signal
Long 26/09/2000 28/09/2000 -10 Enter short signal
Short 08/09/2000 26/09/2000 238 Enter long signal
Long 04/08/2000 08/09/2000 139 Enter short signal
Short 17/07/2000 04/08/2000 293 Enter long signal
Long 06/07/2000 17/07/2000 179 Enter short signal
Short 04/07/2000 06/07/2000 38 Enter long signal
Long 29/06/2000 04/07/2000 127 Enter short signal
Short 27/06/2000 29/06/2000 142 Enter long signal
Long 23/06/2000 27/06/2000 -20 Enter short signal
Short 16/06/2000 23/06/2000 50.5801 Enter long signal
Long 13/06/2000 16/06/2000 11.5801 Enter short signal
Short 05/06/2000 13/06/2000 73 Enter long signal
Long 26/05/2000 05/06/2000 341 Enter short signal
Short 18/05/2000 26/05/2000 191 Enter long signal
Long 15/05/2000 18/05/2000 40 Enter short signal
Short 02/05/2000 15/05/2000 248 Enter long signal
Long 17/04/2000 02/05/2000 438 Enter short signal
Short 13/04/2000 17/04/2000 175 Enter long signal
Long 11/04/2000 13/04/2000 22 Enter short signal
Short 07/04/2000 11/04/2000 101 Enter long signal
Long 03/04/2000 07/04/2000 124 Enter short signal
Short 27/03/2000 03/04/2000 249 Enter long signal
Long 22/03/2000 27/03/2000 111 Enter short signal
Short 20/03/2000 22/03/2000 32 Enter long signal
Long 15/03/2000 20/03/2000 222 Enter short signal
Short 10/03/2000 15/03/2000 337.9995 Enter long signal
Long 08/03/2000 10/03/2000 52 Enter short signal
Short 03/03/2000 08/03/2000 94 Enter long signal
Long 16/02/2000 03/03/2000 354 Enter short signal
Short 11/02/2000 16/02/2000 152 Enter long signal
Long 31/01/2000 11/02/2000 568 Enter short signal
Short 27/01/2000 31/01/2000 135 Enter long signal
Long 24/01/2000 27/01/2000 122 Enter short signal
Short 17/01/2000 24/01/2000 219 Enter long signal
Long 12/01/2000 17/01/2000 255 Enter short signal
Short 10/01/2000 12/01/2000 72 Enter long signal
Long 06/01/2000 10/01/2000 217 Enter short signal
Short 27/12/1999 06/01/2000 294 Enter long signal
Long 15/12/1999 27/12/1999 330 Enter short signal
Short 07/12/1999 15/12/1999 6 Enter long signal
Long 01/12/1999 07/12/1999 144 Enter short signal
Short 29/11/1999 01/12/1999 6 Enter long signal
Long 18/10/1999 29/11/1999 729 Enter short signal
Short 12/10/1999 18/10/1999 130 Enter long signal
Long 21/09/1999 12/10/1999 4 Enter short signal
Short 10/09/1999 21/09/1999 137 Enter long signal
Long 19/08/1999 10/09/1999 206 Enter short signal
Short 13/08/1999 19/08/1999 47 Enter long signal
Long 05/08/1999 13/08/1999 223 Enter short signal
Short 03/08/1999 05/08/1999 100 Enter long signal
Long 21/07/1999 03/08/1999 -192 Enter short signal
Short 07/07/1999 21/07/1999 166 Enter long signal
Long 28/06/1999 07/07/1999 177 Enter short signal
Short 18/06/1999 28/06/1999 44.8 Enter long signal
Long 17/05/1999 18/06/1999 274.8 Enter short signal
Short 11/05/1999 17/05/1999 125 Enter long signal
Long 07/05/1999 11/05/1999 18 Enter short signal
Short 04/05/1999 07/05/1999 68 Enter long signal
Long 30/04/1999 04/05/1999 -10 Enter short signal
Short 28/04/1999 30/04/1999 -34 Enter long signal
Long 20/04/1999 28/04/1999 106 Enter short signal
Short 13/04/1999 20/04/1999 100 Enter long signal
Long 04/03/1999 13/04/1999 260 Enter short signal
Short 24/02/1999 04/03/1999 128 Enter long signal
Long 04/02/1999 24/02/1999 80 Enter short signal
Short 02/02/1999 04/02/1999 54 Enter long signal
Long 26/01/1999 02/02/1999 82 Enter short signal
Short 22/01/1999 26/01/1999 -48 Enter long signal
Long 14/01/1999 22/01/1999 42 Enter short signal
Short 06/01/1999 14/01/1999 370 Enter long signal
Long 30/12/1998 06/01/1999 348 Enter short signal
Short 22/12/1998 30/12/1998 -112 Enter long signal
Long 04/12/1998 22/12/1998 195 Enter short signal
Short 25/11/1998 04/12/1998 90 Enter long signal
Long 12/11/1998 25/11/1998 217 Enter short signal
Short 04/11/1998 12/11/1998 87 Enter long signal
Long 29/10/1998 04/11/1998 184 Enter short signal
Short 27/10/1998 29/10/1998 70 Enter long signal
Long 23/10/1998 27/10/1998 106 Enter short signal
Short 21/10/1998 23/10/1998 5 Enter long signal
Long 08/10/1998 21/10/1998 378 Enter short signal
Out 22/06/1998 08/10/1998 0 Enter long signal
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