RobinVOL 2.0 | year 2009 回测

Strategy Tester: Robin_VOL

Strategy Tester Report

Robin_VOL

AlpariUK-Demo-Pro (Build 419)

Symbol		EURUSD (Euro vs US Dollar)
Period		15 Minutes (M15) 2009.01.02 10:00 - 2009.12.30 23:59 (2009.01.01 - 2009.12.31)
Model		Open prices only (only for Expert Advisors that explicitly control bar opening)
Parameters		s1="----==== TRADE DEFINITION ====----"; Magic_Number=10101; TradeComment="Robin VOL"; fifo=false; s2="----==== POSITION SIZING ====----"; s21="Set Fixed Lots=0 to enable risk Percent (%risk)"; FixedLots=0; s22="Percent of the capital to risk on each trade"; riskPercent=2; s23="Adjust the position to the recent range of the market"; atrAdjustedMM=false; s24="Keep the same size on all trades of the same basket"; KeepTradeSizeInBasket=true; s25="Use minimum allowed lots by the broker if calculated lotsize is below this minimum (risky)"; UseMinLotIfUnderMinimum=true; s26="Maximum concurrent trades allowed on a basket"; TradesMax=8; s3="----==== CAPITAL PRESERVATION ====----"; s31="Ignore the account balance and limit the capital used to the specified here"; useInitialBalance=false; initialBalance=0; s32="Close all opened trades before friday closing of the market"; avoidTradesOverWeekend=false; s33="Set a secure stop loss and take profit on every trade at a constant distance from the price"; useBracketSLTP=true; bracketSLTPatr=1.1; s333="Use Breakeven"; useBreakeven=true; s34="Friday closing date and time of the market."; fridayClosingDay=5; fridayClosingHour=21; s4="----==== TRADING STRATEGY ====----"; strat_1="--- Strategy 1 ---"; Strat_1=true; FastVol=3; SlowVol=60; VolRatio=3; strat_2="--- Strategy 2 ---"; Strat_2=true; osc1Period=8; osc2Period=9; ma_period=65; separation=0.15; maxSeparation=0.75; S2addcomment="(s2)"; exit_str="--- Exit strategy ---"; s44="Take Profit and Stop Loss as a percentage of the recent range"; TP=0.31; SL=0.18; s45="Number of bars to calculate the recent range"; s46="Activate aditional exit conditions after this number of bars"; useTimedExit=false; timedExitBarsTP=140; timedExitFactor=0.4; s5="----==== MARKET CONDITIONS ====----"; s51="Maximal acceptable slippage"; Slippage=3; s52="Spread Filter - in pips"; useSpreadFilter=false; maxSpreadInPips=0; s6="----==== BELLS AND WHISTLES ====----"; showInfo=true; saveScreenshots=false; s7="----==== ANALYSIS AND ADVANCED HACKING ====----"; s72="--- S2 control ---"; useOldS2=false; onlyHighProbabilityS2=false; tightRiskControlS2=true; s73="--- Time Filter ---"; useS2TimeFilter=false; S2TimeFilterStartHour=0; S2TimeFilterEndHour=6; s71="--- Date filters ---"; disableNFP=false; onlyNFP=false; disableSunday=false; disableMonday=false; disableTuesday=false; disableWednesday=false; disableThursday=false; disableFriday=false; disableSaturday=false; onlyMonth=0; s81="--- Functional testing ---"; testid=-1;

Bars in test	25493	Ticks modelled	49981	Modelling quality	n/a
Mismatched charts errors	0

Initial deposit	100000.00
Total net profit	175567.02	Gross profit	325756.45	Gross loss	-150189.43
Profit factor	2.17	Expected payoff	546.94
Absolute drawdown	10.00	Maximal drawdown	27985.48 (11.36%)	Relative drawdown	11.36% (27985.48)

Total trades	321	Short positions (won %)	164 (53.66%)	Long positions (won %)	157 (50.32%)
		Profit trades (% of total)	167 (52.02%)	Loss trades (% of total)	154 (47.98%)
Largest		profit trade	13910.62	loss trade	-2847.15
Average		profit trade	1950.64	loss trade	-975.26
Maximum		consecutive wins (profit in money)	12 (29574.51)	consecutive losses (loss in money)	12 (-14075.86)
Maximal		consecutive profit (count of wins)	29574.51 (12)	consecutive loss (count of losses)	-14075.86 (12)
Average		consecutive wins	4	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.01.05 09:30	sell	1	2.00	1.37120	0.00000	0.00000
2	2009.01.05 09:30	modify	1	2.00	1.37120	1.51170	1.23070
3	2009.01.05 09:45	sell	2	2.00	1.37030	0.00000	0.00000
4	2009.01.05 09:45	modify	2	2.00	1.37030	1.51830	1.22230
5	2009.01.05 10:00	sell	3	2.00	1.36770	0.00000	0.00000
6	2009.01.05 10:00	modify	3	2.00	1.36770	1.51770	1.21770
7	2009.01.05 13:30	close	3	2.00	1.35835	1.51770	1.21770	1870.00	101870.00
8	2009.01.05 13:30	close	2	2.00	1.35835	1.51830	1.22230	2390.00	104260.00
9	2009.01.05 13:30	close	1	2.00	1.35835	1.51170	1.23070	2570.00	106830.00
10	2009.01.06 09:15	sell	4	2.14	1.34350	0.00000	0.00000
11	2009.01.06 09:15	modify	4	2.14	1.34350	1.45450	1.23250
12	2009.01.06 12:15	close	4	2.14	1.33545	1.45450	1.23250	1722.70	108552.70
13	2009.01.06 18:15	sell	5	2.17	1.34640	0.00000	0.00000
14	2009.01.06 18:15	modify	5	2.17	1.34640	1.47190	1.22090
15	2009.01.06 18:45	close	5	2.17	1.34905	1.47190	1.22090	-575.05	107977.65
16	2009.01.07 09:00	buy	6	2.16	1.35815	0.00000	0.00000
17	2009.01.07 09:00	modify	6	2.16	1.35815	1.27200	1.44400
18	2009.01.07 13:30	close	6	2.16	1.36130	1.27200	1.44400	680.40	108658.05
19	2009.01.07 14:45	buy	7	2.17	1.37165	0.00000	0.00000
20	2009.01.07 14:45	modify	7	2.17	1.37165	1.21850	1.52450
21	2009.01.07 15:00	buy	8	2.17	1.37215	0.00000	0.00000
22	2009.01.07 15:00	modify	8	2.17	1.37215	1.22400	1.52000
23	2009.01.07 16:00	close	8	2.17	1.36570	1.22400	1.52000	-1399.65	107258.40
24	2009.01.07 16:00	close	7	2.17	1.36570	1.21850	1.52450	-1291.15	105967.25
25	2009.01.08 15:15	buy	9	2.12	1.37765	0.00000	0.00000
26	2009.01.08 15:15	modify	9	2.12	1.37765	1.24550	1.50950
27	2009.01.08 17:00	close	9	2.12	1.37180	1.24550	1.50950	-1240.20	104727.05
28	2009.01.09 15:15	sell	10	2.09	1.35630	0.00000	0.00000
29	2009.01.09 15:15	modify	10	2.09	1.35630	1.45730	1.25530
30	2009.01.09 15:30	sell	11	2.09	1.35360	0.00000	0.00000
31	2009.01.09 15:30	modify	11	2.09	1.35360	1.47110	1.23610
32	2009.01.09 16:15	close	11	2.09	1.35275	1.47110	1.23610	177.65	104904.70
33	2009.01.09 18:45	close	10	2.09	1.34595	1.45730	1.25530	2163.15	107067.85
34	2009.01.15 16:00	sell	12	2.14	1.30650	0.00000	0.00000
35	2009.01.15 16:00	modify	12	2.14	1.30650	1.39950	1.21350
36	2009.01.15 19:45	close	12	2.14	1.31025	1.39950	1.21350	-802.50	106265.35
37	2009.01.23 09:00	sell	13	2.13	1.28600	0.00000	0.00000
38	2009.01.23 09:00	modify	13	2.13	1.28600	1.37950	1.19250
39	2009.01.23 09:15	sell	14	2.13	1.28230	0.00000	0.00000
40	2009.01.23 09:15	modify	14	2.13	1.28230	1.39080	1.17380
41	2009.01.23 10:45	close	14	2.13	1.27885	1.39080	1.17380	734.85	107000.20
42	2009.01.23 15:15	sell	15	2.13	1.28440	0.00000	0.00000
43	2009.01.23 15:15	modify	15	2.13	1.28440	1.40390	1.16490
44	2009.01.23 15:30	close	15	2.13	1.28675	1.40390	1.16490	-500.55	106499.65
45	2009.01.23 15:30	close	13	2.13	1.28675	1.37950	1.19250	-159.75	106339.90
46	2009.01.28 21:00	sell	16	2.13	1.31390	0.00000	0.00000
47	2009.01.28 21:00	modify	16	2.13	1.31390	1.42490	1.20290
48	2009.01.28 23:00	sell	17	2.13	1.31640	0.00000	0.00000
49	2009.01.28 23:00	modify	17	2.13	1.31640	1.42840	1.20440
50	2009.01.28 23:15	sell	18	2.13	1.31740	0.00000	0.00000
51	2009.01.28 23:15	modify	18	2.13	1.31740	1.42940	1.20540
52	2009.01.29 08:15	close	18	2.13	1.30635	1.42940	1.20540	2357.48	108697.38
53	2009.01.29 08:15	close	17	2.13	1.30635	1.42840	1.20440	2144.48	110841.87
54	2009.01.29 08:15	close	16	2.13	1.30635	1.42490	1.20290	1611.98	112453.85
55	2009.01.29 18:00	sell	19	2.25	1.29860	0.00000	0.00000
56	2009.01.29 18:00	modify	19	2.25	1.29860	1.39510	1.20210
57	2009.01.29 18:15	sell	20	2.25	1.29560	0.00000	0.00000
58	2009.01.29 18:15	modify	20	2.25	1.29560	1.41810	1.17310
59	2009.01.30 01:30	close	20	2.25	1.29085	1.41810	1.17310	1070.10	113523.95
60	2009.01.30 08:30	close	19	2.25	1.28725	1.39510	1.20210	2555.10	116079.05
61	2009.02.06 15:30	buy	21	2.32	1.28775	0.00000	0.00000
62	2009.02.06 15:30	modify	21	2.32	1.28775	1.22060	1.35460
63	2009.02.06 16:45	close	21	2.32	1.28450	1.22060	1.35460	-754.00	115325.05
64	2009.02.12 09:45	sell	22	2.31	1.28520	0.00000	0.00000
65	2009.02.12 09:45	modify	22	2.31	1.28520	1.33095	1.23945
66	2009.02.12 10:30	close	22	2.31	1.28620	1.33095	1.23945	-231.00	115094.05
67	2009.02.12 13:30	sell	23	2.30	1.28615	0.00000	0.00000
68	2009.02.12 13:30	modify	23	2.30	1.28615	1.35940	1.21290
69	2009.02.12 14:45	close	23	2.30	1.28555	1.35940	1.21290	138.00	115232.05
70	2009.02.12 15:30	sell	24	2.30	1.27690	0.00000	0.00000
71	2009.02.12 15:30	modify	24	2.30	1.27690	1.37215	1.18165
72	2009.02.12 15:45	sell	25	2.30	1.27450	0.00000	0.00000
73	2009.02.12 15:45	modify	25	2.30	1.27450	1.38225	1.16675
74	2009.02.12 17:15	close	25	2.30	1.27955	1.38225	1.16675	-1161.50	114070.55
75	2009.02.12 17:30	close	24	2.30	1.28370	1.37215	1.18165	-1564.00	112506.55
76	2009.02.17 02:15	sell	26	2.25	1.26861	0.00000	0.00000
77	2009.02.17 02:15	modify	26	2.25	1.26861	1.34291	1.19431
78	2009.02.17 02:30	sell	27	2.25	1.26709	0.00000	0.00000
79	2009.02.17 02:30	modify	27	2.25	1.26709	1.34774	1.18644
80	2009.02.17 02:45	sell	28	2.25	1.26743	0.00000	0.00000
81	2009.02.17 02:45	modify	28	2.25	1.26743	1.34808	1.18678
82	2009.02.17 06:45	close	28	2.25	1.26515	1.34808	1.18678	513.00	113019.55
83	2009.02.17 08:30	close	27	2.25	1.26055	1.34774	1.18644	1471.50	114491.05
84	2009.02.17 08:30	close	26	2.25	1.26055	1.34291	1.19431	1813.50	116304.55
85	2009.02.20 16:15	buy	29	2.33	1.26335	0.00000	0.00000
86	2009.02.20 16:15	modify	29	2.33	1.26335	1.21495	1.31145
87	2009.02.20 17:00	close	29	2.33	1.26130	1.21495	1.31145	-477.65	115826.90
88	2009.02.20 18:00	buy	30	2.32	1.26905	0.00000	0.00000
89	2009.02.20 18:00	modify	30	2.32	1.26905	1.20165	1.33615
90	2009.02.20 18:30	buy	31	2.32	1.27875	0.00000	0.00000
91	2009.02.20 18:30	modify	31	2.32	1.27875	1.13585	1.42135
92	2009.02.20 20:00	close	31	2.32	1.28130	1.13585	1.42135	591.60	116418.50
93	2009.02.20 20:00	close	30	2.32	1.28130	1.20165	1.33615	2842.00	119260.50
94	2009.02.27 09:30	sell	32	2.39	1.26549	0.00000	0.00000
95	2009.02.27 09:30	modify	32	2.39	1.26549	1.32734	1.20364
96	2009.02.27 12:00	close	32	2.39	1.26828	1.32734	1.20364	-666.81	118593.69
97	2009.02.27 16:30	sell	33	2.37	1.26710	0.00000	0.00000
98	2009.02.27 16:30	modify	33	2.37	1.26710	1.34010	1.19410
99	2009.02.27 16:45	close	33	2.37	1.27115	1.34010	1.19410	-959.85	117633.84
100	2009.03.05 15:15	sell	34	2.35	1.24832	0.00000	0.00000
101	2009.03.05 15:15	modify	34	2.35	1.24832	1.31912	1.17752
102	2009.03.05 15:45	close	34	2.35	1.25264	1.31912	1.17752	-1015.20	116618.64
103	2009.03.06 08:00	buy	35	2.33	1.26719	0.00000	0.00000
104	2009.03.06 08:00	modify	35	2.33	1.26719	1.19564	1.33844
105	2009.03.06 08:15	buy	36	2.33	1.26930	0.00000	0.00000
106	2009.03.06 08:15	modify	36	2.33	1.26930	1.17400	1.36430
107	2009.03.06 10:00	close	36	2.33	1.26892	1.17400	1.36430	-88.54	116530.10
108	2009.03.06 11:15	buy	37	2.33	1.26683	0.00000	0.00000
109	2009.03.06 11:15	modify	37	2.33	1.26683	1.16853	1.36483
110	2009.03.06 13:45	buy	38	2.33	1.26667	0.00000	0.00000
111	2009.03.06 13:45	modify	38	2.33	1.26667	1.17237	1.36067
112	2009.03.06 14:15	close	38	2.33	1.26569	1.17237	1.36067	-228.34	116301.76
113	2009.03.06 14:15	close	37	2.33	1.26569	1.16853	1.36483	-265.62	116036.14
114	2009.03.06 14:15	close	35	2.33	1.26569	1.19564	1.33844	-349.50	115686.64
115	2009.03.06 15:00	buy	39	2.31	1.27262	0.00000	0.00000
116	2009.03.06 15:00	modify	39	2.31	1.27262	1.17242	1.37252
117	2009.03.06 17:00	close	39	2.31	1.26598	1.17242	1.37252	-1533.84	114152.80
118	2009.03.10 13:30	buy	40	2.28	1.27960	0.00000	0.00000
119	2009.03.10 13:30	modify	40	2.28	1.27960	1.18655	1.37235
120	2009.03.10 13:45	buy	41	2.28	1.28078	0.00000	0.00000
121	2009.03.10 13:45	modify	41	2.28	1.28078	1.17818	1.38308
122	2009.03.10 16:15	close	41	2.28	1.27696	1.17818	1.38308	-870.96	113281.84
123	2009.03.10 16:45	close	40	2.28	1.27442	1.18655	1.37235	-1181.04	112100.80
124	2009.03.18 13:45	buy	42	2.24	1.31072	0.00000	0.00000
125	2009.03.18 13:45	modify	42	2.24	1.31072	1.24212	1.37902
126	2009.03.18 14:00	buy	43	2.24	1.31216	0.00000	0.00000
127	2009.03.18 14:00	modify	43	2.24	1.31216	1.23311	1.39091
128	2009.03.18 14:15	buy	44	2.24	1.31300	0.00000	0.00000
129	2009.03.18 14:15	modify	44	2.24	1.31300	1.23395	1.39175
130	2009.03.18 16:45	close	44	2.24	1.31051	1.23395	1.39175	-557.76	111543.04
131	2009.03.18 19:30	close	43	2.24	1.33311	1.23311	1.39091	4692.80	116235.84
132	2009.03.18 19:45	buy	45	2.24	1.34048	0.00000	0.00000
133	2009.03.18 19:45	modify	45	2.24	1.34048	1.11593	1.56473
134	2009.03.18 20:00	buy	46	2.24	1.34244	0.00000	0.00000
135	2009.03.18 20:00	modify	46	2.24	1.34244	1.11644	1.56814
136	2009.03.19 12:45	close	46	2.24	1.35777	1.11644	1.56814	3425.18	119661.03
137	2009.03.19 12:45	close	45	2.24	1.35777	1.11593	1.56473	3864.22	123525.25
138	2009.03.19 13:00	buy	47	2.24	1.36221	0.00000	0.00000
139	2009.03.19 13:00	modify	47	2.24	1.36221	1.25786	1.46626
140	2009.03.19 15:00	close	47	2.24	1.36396	1.25786	1.46626	392.00	123917.25
141	2009.03.19 17:00	close	42	2.24	1.37286	1.24212	1.37902	13910.62	137827.87
142	2009.03.20 03:00	buy	48	2.76	1.36175	0.00000	0.00000
143	2009.03.20 03:00	modify	48	2.76	1.36175	1.30045	1.42275
144	2009.03.20 11:15	close	48	2.76	1.36427	1.30045	1.42275	695.52	138523.39
145	2009.03.20 11:45	sell	49	2.77	1.35702	0.00000	0.00000
146	2009.03.20 11:45	modify	49	2.77	1.35702	1.44047	1.27357
147	2009.03.20 12:00	sell	50	2.77	1.35744	0.00000	0.00000
148	2009.03.20 12:00	modify	50	2.77	1.35744	1.45094	1.26394
149	2009.03.20 12:15	close	50	2.77	1.36028	1.45094	1.26394	-786.68	137736.71
150	2009.03.20 15:00	close	49	2.77	1.36151	1.44047	1.27357	-1243.73	136492.98
151	2009.03.25 15:00	buy	51	2.73	1.36044	0.00000	0.00000
152	2009.03.25 15:00	modify	51	2.73	1.36044	1.26744	1.45314
153	2009.03.25 15:15	close	51	2.73	1.35311	1.26744	1.45314	-2001.09	134491.89
154	2009.03.27 10:45	sell	52	2.69	1.34624	0.00000	0.00000
155	2009.03.27 10:45	modify	52	2.69	1.34624	1.41349	1.27899
156	2009.03.27 11:00	sell	53	2.69	1.34638	0.00000	0.00000
157	2009.03.27 11:00	modify	53	2.69	1.34638	1.41458	1.27818
158	2009.03.27 11:15	close	53	2.69	1.33832	1.41458	1.27818	2168.14	136660.03
159	2009.03.30 07:15	close	52	2.69	1.32151	1.41349	1.27899	6653.98	143314.02
160	2009.04.02 14:30	buy	54	2.87	1.34073	0.00000	0.00000
161	2009.04.02 14:30	modify	54	2.87	1.34073	1.24978	1.43138
162	2009.04.02 15:15	close	54	2.87	1.34023	1.24978	1.43138	-143.50	143170.52
163	2009.04.03 04:00	buy	55	2.86	1.34366	0.00000	0.00000
164	2009.04.03 04:00	modify	55	2.86	1.34366	1.28906	1.39796
165	2009.04.03 04:15	buy	56	2.86	1.34357	0.00000	0.00000
166	2009.04.03 04:15	modify	56	2.86	1.34357	1.28897	1.39787
167	2009.04.03 07:00	close	56	2.86	1.34275	1.28897	1.39787	-234.52	142936.00
168	2009.04.03 07:00	close	55	2.86	1.34275	1.28906	1.39796	-260.26	142675.74
169	2009.04.03 15:15	sell	57	2.85	1.33864	0.00000	0.00000
170	2009.04.03 15:15	modify	57	2.85	1.33864	1.39344	1.28384
171	2009.04.03 15:30	close	57	2.85	1.34108	1.39344	1.28384	-695.40	141980.34
172	2009.04.07 02:00	sell	58	2.84	1.33219	0.00000	0.00000
173	2009.04.07 02:00	modify	58	2.84	1.33219	1.43759	1.22679
174	2009.04.07 03:45	close	58	2.84	1.33620	1.43759	1.22679	-1138.84	140841.50
175	2009.04.07 11:15	sell	59	2.82	1.32808	0.00000	0.00000
176	2009.04.07 11:15	modify	59	2.82	1.32808	1.40188	1.25428
177	2009.04.07 11:45	sell	60	2.82	1.32651	0.00000	0.00000
178	2009.04.07 11:45	modify	60	2.82	1.32651	1.39951	1.25351
179	2009.04.07 13:30	close	60	2.82	1.32368	1.39951	1.25351	798.06	141639.56
180	2009.04.07 21:15	sell	61	2.82	1.32796	0.00000	0.00000
181	2009.04.07 21:15	modify	61	2.82	1.32796	1.41296	1.24296
182	2009.04.08 01:00	sell	62	2.82	1.32807	0.00000	0.00000
183	2009.04.08 01:00	modify	62	2.82	1.32807	1.36412	1.29202
184	2009.04.08 02:30	close	62	2.82	1.32158	1.36412	1.29202	1830.18	143469.74
185	2009.04.08 02:30	close	61	2.82	1.32158	1.41296	1.24296	1800.85	145270.59
186	2009.04.08 02:30	close	59	2.82	1.32158	1.40188	1.25428	1834.69	147105.28
187	2009.04.09 17:15	sell	63	2.94	1.31874	0.00000	0.00000
188	2009.04.09 17:15	modify	63	2.94	1.31874	1.39404	1.24344
189	2009.04.09 17:30	sell	64	2.94	1.31590	0.00000	0.00000
190	2009.04.09 17:30	modify	64	2.94	1.31590	1.40730	1.22450
191	2009.04.09 18:15	close	64	2.94	1.31342	1.40730	1.22450	729.12	147834.40
192	2009.04.09 20:00	sell	65	2.94	1.31657	0.00000	0.00000
193	2009.04.09 20:00	modify	65	2.94	1.31657	1.42112	1.21202
194	2009.04.10 03:15	close	65	2.94	1.31012	1.42112	1.21202	1898.06	149732.47
195	2009.04.10 03:15	close	63	2.94	1.31012	1.39404	1.24344	2536.04	152268.51
196	2009.04.10 22:15	buy	66	3.05	1.31865	0.00000	0.00000
197	2009.04.10 22:15	modify	66	3.05	1.31865	1.13580	1.50120
198	2009.04.13 01:30	close	66	3.05	1.31712	1.13580	1.50120	-470.61	151797.90
199	2009.04.13 02:15	sell	67	3.04	1.31433	0.00000	0.00000
200	2009.04.13 02:15	modify	67	3.04	1.31433	1.34628	1.28238
201	2009.04.13 04:15	close	67	3.04	1.31591	1.34628	1.28238	-480.32	151317.58
202	2009.04.13 14:30	buy	68	3.03	1.32621	0.00000	0.00000
203	2009.04.13 14:30	modify	68	3.03	1.32621	1.25841	1.39371
204	2009.04.13 14:45	buy	69	3.03	1.32970	0.00000	0.00000
205	2009.04.13 14:45	modify	69	3.03	1.32970	1.24210	1.41700
206	2009.04.13 15:00	buy	70	3.03	1.32827	0.00000	0.00000
207	2009.04.13 15:00	modify	70	3.03	1.32827	1.24362	1.41262
208	2009.04.13 17:00	close	70	3.03	1.33186	1.24362	1.41262	1087.77	152405.35
209	2009.04.13 17:45	close	69	3.03	1.33681	1.24210	1.41700	2154.33	154559.68
210	2009.04.13 17:45	close	68	3.03	1.33681	1.25841	1.39371	3211.80	157771.48
211	2009.04.15 13:30	sell	71	3.16	1.32264	0.00000	0.00000
212	2009.04.15 13:30	modify	71	3.16	1.32264	1.36884	1.27644
213	2009.04.15 13:45	sell	72	3.16	1.32028	0.00000	0.00000
214	2009.04.15 13:45	modify	72	3.16	1.32028	1.37213	1.26843
215	2009.04.15 15:30	close	72	3.16	1.31582	1.37213	1.26843	1409.36	159180.84
216	2009.04.15 15:45	close	71	3.16	1.31758	1.36884	1.27644	1598.96	160779.80
217	2009.04.15 16:30	sell	73	3.22	1.31916	0.00000	0.00000
218	2009.04.15 16:30	modify	73	3.22	1.31916	1.39376	1.24456
219	2009.04.15 16:45	sell	74	3.22	1.31913	0.00000	0.00000
220	2009.04.15 16:45	modify	74	3.22	1.31913	1.39373	1.24453
221	2009.04.15 19:00	close	74	3.22	1.32296	1.39373	1.24453	-1233.26	159546.54
222	2009.04.15 19:00	close	73	3.22	1.32296	1.39376	1.24456	-1223.60	158322.94
223	2009.04.20 16:15	sell	75	3.17	1.29017	0.00000	0.00000
224	2009.04.20 16:15	modify	75	3.17	1.29017	1.35452	1.22582
225	2009.04.20 17:15	close	75	3.17	1.29326	1.35452	1.22582	-979.53	157343.41
226	2009.04.22 16:00	buy	76	3.15	1.29986	0.00000	0.00000
227	2009.04.22 16:00	modify	76	3.15	1.29986	1.23616	1.36326
228	2009.04.22 18:30	buy	77	3.15	1.29944	0.00000	0.00000
229	2009.04.22 18:30	modify	77	3.15	1.29944	1.22364	1.37494
230	2009.04.22 22:00	buy	78	3.15	1.29959	0.00000	0.00000
231	2009.04.22 22:00	modify	78	3.15	1.29959	1.23279	1.36609
232	2009.04.23 09:30	close	78	3.15	1.30167	1.23279	1.36609	642.92	157986.32
233	2009.04.23 09:30	close	77	3.15	1.30167	1.22364	1.37494	690.17	158676.49
234	2009.04.23 09:30	close	76	3.15	1.30167	1.23616	1.36326	557.87	159234.35
235	2009.04.24 10:30	buy	79	3.18	1.32680	0.00000	0.00000
236	2009.04.24 10:30	modify	79	3.18	1.32680	1.24855	1.40475
237	2009.04.24 11:45	close	79	3.18	1.32166	1.24855	1.40475	-1634.52	157599.83
238	2009.04.24 19:30	buy	80	3.15	1.32612	0.00000	0.00000
239	2009.04.24 19:30	modify	80	3.15	1.32612	1.24562	1.40632
240	2009.04.24 19:45	buy	81	3.15	1.32567	0.00000	0.00000
241	2009.04.24 19:45	modify	81	3.15	1.32567	1.25377	1.39727
242	2009.04.24 20:00	buy	82	3.15	1.32524	0.00000	0.00000
243	2009.04.24 20:00	modify	82	3.15	1.32524	1.25374	1.39644
244	2009.04.24 20:15	buy	83	3.15	1.32399	0.00000	0.00000
245	2009.04.24 20:15	modify	83	3.15	1.32399	0.89574	1.75194
246	2009.04.24 22:30	close	83	3.15	1.32361	0.89574	1.75194	-119.70	157480.13
247	2009.04.24 22:30	close	82	3.15	1.32361	1.25374	1.39644	-513.45	156966.68
248	2009.04.24 22:30	close	81	3.15	1.32361	1.25377	1.39727	-648.90	156317.78
249	2009.04.24 22:30	close	80	3.15	1.32361	1.24562	1.40632	-790.65	155527.13
250	2009.04.27 19:15	sell	84	3.11	1.30596	0.00000	0.00000
251	2009.04.27 19:15	modify	84	3.11	1.30596	1.37486	1.23706
252	2009.04.27 19:30	sell	85	3.11	1.30218	0.00000	0.00000
253	2009.04.27 19:30	modify	85	3.11	1.30218	1.38408	1.22028
254	2009.04.27 19:45	sell	86	3.11	1.30196	0.00000	0.00000
255	2009.04.27 19:45	modify	86	3.11	1.30196	1.38886	1.21506
256	2009.04.27 20:00	close	86	3.11	1.30066	1.38886	1.21506	404.30	155931.43
257	2009.04.27 22:30	sell	87	3.11	1.30396	0.00000	0.00000
258	2009.04.27 22:30	modify	87	3.11	1.30396	1.39541	1.21251
259	2009.04.28 09:45	sell	88	3.11	1.30335	0.00000	0.00000
260	2009.04.28 09:45	modify	88	3.11	1.30335	1.33350	1.27320
261	2009.04.28 14:30	close	88	3.11	1.30177	1.33350	1.27320	491.38	156422.81
262	2009.04.28 14:45	close	87	3.11	1.30282	1.39541	1.21251	356.41	156779.22
263	2009.04.28 14:45	close	85	3.11	1.30282	1.38408	1.22028	-197.17	156582.04
264	2009.04.28 14:45	close	84	3.11	1.30282	1.37486	1.23706	978.41	157560.45
265	2009.05.01 12:45	buy	89	3.15	1.33148	0.00000	0.00000
266	2009.05.01 12:45	modify	89	3.15	1.33148	1.28268	1.37998
267	2009.05.01 13:15	close	89	3.15	1.32766	1.28268	1.37998	-1203.30	156357.15
268	2009.05.04 16:30	buy	90	3.13	1.33416	0.00000	0.00000
269	2009.05.04 16:30	modify	90	3.13	1.33416	1.26706	1.40096
270	2009.05.04 18:15	close	90	3.13	1.33921	1.26706	1.40096	1580.65	157937.80
271	2009.05.07 15:15	buy	91	3.16	1.34329	0.00000	0.00000
272	2009.05.07 15:15	modify	91	3.16	1.34329	1.24929	1.43699
273	2009.05.07 15:45	buy	92	3.16	1.34673	0.00000	0.00000
274	2009.05.07 15:45	modify	92	3.16	1.34673	1.23853	1.45463
275	2009.05.07 16:15	close	92	3.16	1.34071	1.23853	1.45463	-1902.32	156035.48
276	2009.05.07 16:30	close	91	3.16	1.33902	1.24929	1.43699	-1349.32	154686.16
277	2009.05.08 14:45	buy	93	3.09	1.34795	0.00000	0.00000
278	2009.05.08 14:45	modify	93	3.09	1.34795	1.27170	1.42390
279	2009.05.08 15:00	buy	94	3.09	1.34941	0.00000	0.00000
280	2009.05.08 15:00	modify	94	3.09	1.34941	1.27036	1.42816
281	2009.05.08 15:15	buy	95	3.09	1.34936	0.00000	0.00000
282	2009.05.08 15:15	modify	95	3.09	1.34936	1.26221	1.43621
283	2009.05.08 18:30	close	95	3.09	1.35274	1.26221	1.43621	1044.42	155730.58
284	2009.05.08 18:45	close	94	3.09	1.35502	1.27036	1.42816	1733.49	157464.07
285	2009.05.08 18:45	close	93	3.09	1.35502	1.27170	1.42390	2184.63	159648.70
286	2009.05.20 15:45	buy	96	3.19	1.37523	0.00000	0.00000
287	2009.05.20 15:45	modify	96	3.19	1.37523	1.29063	1.45953
288	2009.05.20 16:00	buy	97	3.19	1.37875	0.00000	0.00000
289	2009.05.20 16:00	modify	97	3.19	1.37875	1.27435	1.48285
290	2009.05.20 16:15	buy	98	3.19	1.37782	0.00000	0.00000
291	2009.05.20 16:15	modify	98	3.19	1.37782	1.27247	1.48287
292	2009.05.20 20:15	close	98	3.19	1.38055	1.27247	1.48287	870.87	160519.57
293	2009.05.20 22:00	buy	99	3.19	1.37702	0.00000	0.00000
294	2009.05.20 22:00	modify	99	3.19	1.37702	1.27367	1.48007
295	2009.05.20 23:45	buy	100	3.19	1.37613	0.00000	0.00000
296	2009.05.20 23:45	modify	100	3.19	1.37613	1.27533	1.47663
297	2009.05.21 15:00	close	100	3.19	1.37404	1.27533	1.47663	-679.15	159840.42
298	2009.05.21 18:45	close	99	3.19	1.38580	1.27367	1.48007	2788.38	162628.80
299	2009.05.21 18:45	close	97	3.19	1.38580	1.27435	1.48285	2236.51	164865.30
300	2009.05.21 18:45	close	96	3.19	1.38580	1.29063	1.45953	3359.39	168224.69
301	2009.05.21 19:00	buy	101	3.36	1.38943	0.00000	0.00000
302	2009.05.21 19:00	modify	101	3.36	1.38943	1.30203	1.47653
303	2009.05.22 03:00	close	101	3.36	1.39527	1.30203	1.47653	1957.87	170182.57
304	2009.05.22 06:45	buy	102	3.40	1.39135	0.00000	0.00000
305	2009.05.22 06:45	modify	102	3.40	1.39135	1.31685	1.46555
306	2009.05.22 08:45	close	102	3.40	1.39615	1.31685	1.46555	1632.00	171814.57
307	2009.05.26 03:15	sell	103	3.44	1.39764	0.00000	0.00000
308	2009.05.26 03:15	modify	103	3.44	1.39764	1.42154	1.37374
309	2009.05.26 03:30	sell	104	3.44	1.39723	0.00000	0.00000
310	2009.05.26 03:30	modify	104	3.44	1.39723	1.42713	1.36733
311	2009.05.26 03:45	close	104	3.44	1.39615	1.42713	1.36733	371.52	172186.09
312	2009.05.26 04:15	close	103	3.44	1.39701	1.42154	1.37374	216.72	172402.81
313	2009.05.26 08:45	sell	105	3.45	1.39574	0.00000	0.00000
314	2009.05.26 08:45	modify	105	3.45	1.39574	1.43489	1.35659
315	2009.05.26 09:30	close	105	3.45	1.39311	1.43489	1.35659	907.35	173310.16
316	2009.05.26 10:45	sell	106	3.47	1.38912	0.00000	0.00000
317	2009.05.26 10:45	modify	106	3.47	1.38912	1.45537	1.32287
318	2009.05.26 14:30	close	106	3.47	1.39215	1.45537	1.32287	-1051.41	172258.75
319	2009.05.26 16:15	buy	107	3.45	1.39732	0.00000	0.00000
320	2009.05.26 16:15	modify	107	3.45	1.39732	1.32772	1.46662
321	2009.05.27 08:00	close	107	3.45	1.39343	1.32772	1.46662	-1346.53	170912.21
322	2009.05.28 15:45	buy	108	3.42	1.39474	0.00000	0.00000
323	2009.05.28 15:45	modify	108	3.42	1.39474	1.31334	1.47584
324	2009.05.28 16:15	close	108	3.42	1.39127	1.31334	1.47584	-1186.74	169725.47
325	2009.05.28 23:45	buy	109	3.39	1.39327	0.00000	0.00000
326	2009.05.28 23:45	modify	109	3.39	1.39327	1.32802	1.45822
327	2009.05.29 08:00	close	109	3.39	1.40077	1.32802	1.45822	2538.09	172263.56
328	2009.05.29 11:45	buy	110	3.45	1.40852	0.00000	0.00000
329	2009.05.29 11:45	modify	110	3.45	1.40852	1.32652	1.49022
330	2009.05.29 16:30	close	110	3.45	1.41359	1.32652	1.49022	1749.15	174012.71
331	2009.06.01 01:45	buy	111	3.48	1.41056	0.00000	0.00000
332	2009.06.01 01:45	modify	111	3.48	1.41056	1.36306	1.45776
333	2009.06.01 02:00	buy	112	3.48	1.41061	0.00000	0.00000
334	2009.06.01 02:00	modify	112	3.48	1.41061	1.36356	1.45736
335	2009.06.01 03:15	close	112	3.48	1.41378	1.36356	1.45736	1103.16	175115.87
336	2009.06.01 03:15	close	111	3.48	1.41378	1.36306	1.45776	1120.56	176236.43
337	2009.06.02 12:30	buy	113	3.52	1.42046	0.00000	0.00000
338	2009.06.02 12:30	modify	113	3.52	1.42046	1.36721	1.47341
339	2009.06.02 13:45	close	113	3.52	1.42678	1.36721	1.47341	2224.64	178461.07
340	2009.06.05 15:00	sell	114	3.57	1.41078	0.00000	0.00000
341	2009.06.05 15:00	modify	114	3.57	1.41078	1.49358	1.32798
342	2009.06.05 15:15	sell	115	3.57	1.40817	0.00000	0.00000
343	2009.06.05 15:15	modify	115	3.57	1.40817	1.50592	1.31042
344	2009.06.05 15:45	sell	116	3.57	1.40432	0.00000	0.00000
345	2009.06.05 15:45	modify	116	3.57	1.40432	1.53062	1.27802
346	2009.06.05 18:15	close	116	3.57	1.40023	1.53062	1.27802	1460.13	179921.20
347	2009.06.05 20:15	close	115	3.57	1.39395	1.50592	1.31042	5076.54	184997.74
348	2009.06.08 03:30	sell	117	3.57	1.39898	0.00000	0.00000
349	2009.06.08 03:30	modify	117	3.57	1.39898	1.56933	1.22863
350	2009.06.08 10:15	close	117	3.57	1.38759	1.56933	1.22863	4066.23	189063.97
351	2009.06.08 10:15	close	114	3.57	1.38759	1.49358	1.32798	8280.97	197344.95
352	2009.06.09 14:00	buy	118	3.95	1.39665	0.00000	0.00000
353	2009.06.09 14:00	modify	118	3.95	1.39665	1.33240	1.46060
354	2009.06.09 15:15	close	118	3.95	1.40121	1.33240	1.46060	1801.20	199146.15
355	2009.06.22 16:30	buy	119	3.98	1.39020	0.00000	0.00000
356	2009.06.22 16:30	modify	119	3.98	1.39020	1.34245	1.43765
357	2009.06.22 16:45	close	119	3.98	1.38817	1.34245	1.43765	-807.94	198338.21
358	2009.06.23 11:15	buy	120	3.97	1.39346	0.00000	0.00000
359	2009.06.23 11:15	modify	120	3.97	1.39346	1.34056	1.44606
360	2009.06.23 13:15	close	120	3.97	1.39666	1.34056	1.44606	1270.40	199608.61
361	2009.06.24 13:30	sell	121	3.99	1.40280	0.00000	0.00000
362	2009.06.24 13:30	modify	121	3.99	1.40280	1.45750	1.34810
363	2009.06.24 13:45	sell	122	3.99	1.40068	0.00000	0.00000
364	2009.06.24 13:45	modify	122	3.99	1.40068	1.46703	1.33433
365	2009.06.24 14:00	sell	123	3.99	1.40212	0.00000	0.00000
366	2009.06.24 14:00	modify	123	3.99	1.40212	1.46857	1.33567
367	2009.06.24 14:30	close	123	3.99	1.40441	1.46857	1.33567	-913.71	198694.90
368	2009.06.24 14:45	close	122	3.99	1.40568	1.46703	1.33433	-1995.00	196699.90
369	2009.06.24 14:45	close	121	3.99	1.40568	1.45750	1.34810	-1149.12	195550.78
370	2009.06.25 19:30	buy	124	3.91	1.40052	0.00000	0.00000
371	2009.06.25 19:30	modify	124	3.91	1.40052	1.34237	1.45837
372	2009.06.26 03:30	close	124	3.91	1.40443	1.34237	1.45837	1523.73	197074.50
373	2009.06.30 16:45	sell	125	3.94	1.40084	0.00000	0.00000
374	2009.06.30 16:45	modify	125	3.94	1.40084	1.47589	1.32579
375	2009.06.30 18:45	close	125	3.94	1.40377	1.47589	1.32579	-1154.42	195920.08
376	2009.07.01 14:15	buy	126	3.92	1.41030	0.00000	0.00000
377	2009.07.01 14:15	modify	126	3.92	1.41030	1.35910	1.46120
378	2009.07.01 14:30	buy	127	3.92	1.41183	0.00000	0.00000
379	2009.07.01 14:30	modify	127	3.92	1.41183	1.35273	1.47063
380	2009.07.01 15:00	close	127	3.92	1.41346	1.35273	1.47063	638.96	196559.04
381	2009.07.01 15:30	close	126	3.92	1.41559	1.35910	1.46120	2073.68	198632.72
382	2009.07.01 17:45	buy	128	3.97	1.41267	0.00000	0.00000
383	2009.07.01 17:45	modify	128	3.97	1.41267	1.33672	1.48832
384	2009.07.01 18:00	close	128	3.97	1.41650	1.33672	1.48832	1520.51	200153.23
385	2009.07.06 09:15	sell	129	4.00	1.39236	0.00000	0.00000
386	2009.07.06 09:15	modify	129	4.00	1.39236	1.43421	1.35051
387	2009.07.06 09:30	close	129	4.00	1.39415	1.43421	1.35051	-716.00	199437.23
388	2009.07.06 15:00	sell	130	3.99	1.39169	0.00000	0.00000
389	2009.07.06 15:00	modify	130	3.99	1.39169	1.45254	1.33084
390	2009.07.06 15:45	sell	131	3.99	1.39240	0.00000	0.00000
391	2009.07.06 15:45	modify	131	3.99	1.39240	1.45325	1.33155
392	2009.07.06 16:00	sell	132	3.99	1.39324	0.00000	0.00000
393	2009.07.06 16:00	modify	132	3.99	1.39324	1.45409	1.33239
394	2009.07.06 19:15	close	132	3.99	1.39421	1.45409	1.33239	-387.03	199050.20
395	2009.07.06 19:15	close	131	3.99	1.39421	1.45325	1.33155	-722.19	198328.01
396	2009.07.06 19:15	close	130	3.99	1.39421	1.45254	1.33084	-1005.48	197322.53
397	2009.07.10 09:30	sell	133	3.95	1.39163	0.00000	0.00000
398	2009.07.10 09:30	modify	133	3.95	1.39163	1.45503	1.32823
399	2009.07.10 13:30	sell	134	3.95	1.39103	0.00000	0.00000
400	2009.07.10 13:30	modify	134	3.95	1.39103	1.46468	1.31738
401	2009.07.10 13:45	sell	135	3.95	1.39180	0.00000	0.00000
402	2009.07.10 13:45	modify	135	3.95	1.39180	1.46355	1.32005
403	2009.07.10 16:15	close	135	3.95	1.39476	1.46355	1.32005	-1169.20	196153.33
404	2009.07.10 16:15	close	134	3.95	1.39476	1.46468	1.31738	-1473.35	194679.98
405	2009.07.10 16:15	close	133	3.95	1.39476	1.45503	1.32823	-1236.35	193443.63
406	2009.07.15 08:15	buy	136	3.87	1.40299	0.00000	0.00000
407	2009.07.15 08:15	modify	136	3.87	1.40299	1.34409	1.46159
408	2009.07.15 09:30	close	136	3.87	1.40477	1.34409	1.46159	688.86	194132.49
409	2009.07.20 10:00	buy	137	3.88	1.42169	0.00000	0.00000
410	2009.07.20 10:00	modify	137	3.88	1.42169	1.36024	1.48284
411	2009.07.20 13:00	buy	138	3.88	1.42145	0.00000	0.00000
412	2009.07.20 13:00	modify	138	3.88	1.42145	1.35930	1.48330
413	2009.07.20 16:15	buy	139	3.88	1.42094	0.00000	0.00000
414	2009.07.20 16:15	modify	139	3.88	1.42094	1.36934	1.47224
415	2009.07.20 19:30	buy	140	3.88	1.42084	0.00000	0.00000
416	2009.07.20 19:30	modify	140	3.88	1.42084	1.36924	1.47214
417	2009.07.21 08:30	close	140	3.88	1.41921	1.36924	1.47214	-637.48	193495.01
418	2009.07.21 08:30	close	139	3.88	1.41921	1.36934	1.47224	-676.28	192818.72
419	2009.07.21 08:30	close	138	3.88	1.41921	1.35930	1.48330	-874.16	191944.56
420	2009.07.21 08:30	close	137	3.88	1.41921	1.36024	1.48284	-967.28	190977.28
421	2009.07.21 15:30	buy	141	3.82	1.42773	0.00000	0.00000
422	2009.07.21 15:30	modify	141	3.82	1.42773	1.38038	1.47478
423	2009.07.21 15:45	close	141	3.82	1.42529	1.38038	1.47478	-932.08	190045.20
424	2009.07.21 16:15	sell	142	3.80	1.42172	0.00000	0.00000
425	2009.07.21 16:15	modify	142	3.80	1.42172	1.46892	1.37452
426	2009.07.21 16:45	close	142	3.80	1.42374	1.46892	1.37452	-767.60	189277.60
427	2009.07.23 22:30	sell	143	3.79	1.41409	0.00000	0.00000
428	2009.07.23 22:30	modify	143	3.79	1.41409	1.49994	1.32824
429	2009.07.24 01:15	sell	144	3.79	1.41664	0.00000	0.00000
430	2009.07.24 01:15	modify	144	3.79	1.41664	1.50249	1.33079
431	2009.07.24 07:30	sell	145	3.79	1.41712	0.00000	0.00000
432	2009.07.24 07:30	modify	145	3.79	1.41712	1.48187	1.35237
433	2009.07.24 07:45	close	145	3.79	1.41757	1.48187	1.35237	-170.55	189107.05
434	2009.07.24 07:45	close	144	3.79	1.41757	1.50249	1.33079	-352.47	188754.58
435	2009.07.24 07:45	close	143	3.79	1.41757	1.49994	1.32824	-1316.65	187437.93
436	2009.07.28 14:00	sell	146	3.75	1.42276	0.00000	0.00000
437	2009.07.28 14:00	modify	146	3.75	1.42276	1.46536	1.38016
438	2009.07.28 15:30	close	146	3.75	1.41877	1.46536	1.38016	1496.25	188934.18
439	2009.07.31 18:00	buy	147	3.78	1.42783	0.00000	0.00000
440	2009.07.31 18:00	modify	147	3.78	1.42783	1.33168	1.52368
441	2009.08.03 04:00	close	147	3.78	1.42410	1.33168	1.52368	-1414.85	187519.33
442	2009.08.03 16:30	buy	148	3.75	1.44069	0.00000	0.00000
443	2009.08.03 16:30	modify	148	3.75	1.44069	1.33729	1.54379
444	2009.08.03 16:45	buy	149	3.75	1.43973	0.00000	0.00000
445	2009.08.03 16:45	modify	149	3.75	1.43973	1.33633	1.54283
446	2009.08.04 02:15	buy	150	3.75	1.44046	0.00000	0.00000
447	2009.08.04 02:15	modify	150	3.75	1.44046	1.36876	1.51186
448	2009.08.04 02:30	buy	151	3.75	1.43970	0.00000	0.00000
449	2009.08.04 02:30	modify	151	3.75	1.43970	1.36800	1.51110
450	2009.08.04 05:45	buy	152	3.75	1.44019	0.00000	0.00000
451	2009.08.04 05:45	modify	152	3.75	1.44019	1.41349	1.46659
452	2009.08.04 06:15	buy	153	3.75	1.43875	0.00000	0.00000
453	2009.08.04 06:15	modify	153	3.75	1.43875	1.40930	1.46790
454	2009.08.04 08:30	close	153	3.75	1.44119	1.40930	1.46790	915.00	188434.33
455	2009.08.05 16:15	close	152	3.75	1.43675	1.41349	1.46659	-1294.88	187139.45
456	2009.08.06 16:15	close	151	3.75	1.43537	1.36800	1.51110	-1643.25	185496.20
457	2009.08.06 16:15	close	150	3.75	1.43537	1.36876	1.51186	-1928.25	183567.95
458	2009.08.06 16:15	close	149	3.75	1.43537	1.33633	1.54283	-1659.38	181908.58
459	2009.08.06 16:15	close	148	3.75	1.43537	1.33729	1.54379	-2019.38	179889.20
460	2009.08.07 14:45	sell	154	3.60	1.43181	0.00000	0.00000
461	2009.08.07 14:45	modify	154	3.60	1.43181	1.48581	1.37781
462	2009.08.07 15:00	close	154	3.60	1.43221	1.48581	1.37781	-144.00	179745.20
463	2009.08.07 15:15	sell	155	3.59	1.43284	0.00000	0.00000
464	2009.08.07 15:15	modify	155	3.59	1.43284	1.50269	1.36299
465	2009.08.07 16:30	sell	156	3.59	1.42327	0.00000	0.00000
466	2009.08.07 16:30	modify	156	3.59	1.42327	1.51612	1.33042
467	2009.08.07 18:15	close	156	3.59	1.41711	1.51612	1.33042	2211.44	181956.64
468	2009.08.10 00:45	sell	157	3.59	1.41881	0.00000	0.00000
469	2009.08.10 00:45	modify	157	3.59	1.41881	1.54786	1.28976
470	2009.08.10 03:45	sell	158	3.59	1.42048	0.00000	0.00000
471	2009.08.10 03:45	modify	158	3.59	1.42048	1.54953	1.29143
472	2009.08.10 04:15	sell	159	3.59	1.42080	0.00000	0.00000
473	2009.08.10 04:15	modify	159	3.59	1.42080	1.52170	1.31990
474	2009.08.10 07:00	sell	160	3.59	1.42093	0.00000	0.00000
475	2009.08.10 07:00	modify	160	3.59	1.42093	1.45873	1.38313
476	2009.08.10 07:15	sell	161	3.59	1.42108	0.00000	0.00000
477	2009.08.10 07:15	modify	161	3.59	1.42108	1.45063	1.39153
478	2009.08.10 07:30	sell	162	3.59	1.42147	0.00000	0.00000
479	2009.08.10 07:30	modify	162	3.59	1.42147	1.45302	1.38992
480	2009.08.10 17:15	close	162	3.59	1.41384	1.45302	1.38992	2739.17	184695.81
481	2009.08.10 17:15	close	161	3.59	1.41384	1.45063	1.39153	2599.16	187294.97
482	2009.08.10 17:15	close	160	3.59	1.41384	1.45873	1.38313	2545.31	189840.28
483	2009.08.10 17:15	close	159	3.59	1.41384	1.52170	1.31990	2498.64	192338.92
484	2009.08.10 17:15	close	158	3.59	1.41384	1.54953	1.29143	2383.76	194722.68
485	2009.08.10 17:15	close	157	3.59	1.41384	1.54786	1.28976	1784.23	196506.91
486	2009.08.10 17:15	close	155	3.59	1.41384	1.50269	1.36299	6823.15	203330.07
487	2009.08.11 15:15	sell	163	4.07	1.41283	0.00000	0.00000
488	2009.08.11 15:15	modify	163	4.07	1.41283	1.44483	1.38083
489	2009.08.11 17:00	close	163	4.07	1.41429	1.44483	1.38083	-594.22	202735.85
490	2009.08.12 20:30	sell	164	4.05	1.41412	0.00000	0.00000
491	2009.08.12 20:30	modify	164	4.05	1.41412	1.49422	1.33402
492	2009.08.12 21:00	close	164	4.05	1.42115	1.49422	1.33402	-2847.15	199888.70
493	2009.08.13 14:45	buy	165	4.00	1.42937	0.00000	0.00000
494	2009.08.13 14:45	modify	165	4.00	1.42937	1.37357	1.48487
495	2009.08.13 18:45	buy	166	4.00	1.42769	0.00000	0.00000
496	2009.08.13 18:45	modify	166	4.00	1.42769	1.37109	1.48399
497	2009.08.13 20:15	close	166	4.00	1.42640	1.37109	1.48399	-516.00	199372.70
498	2009.08.13 20:15	close	165	4.00	1.42640	1.37357	1.48487	-1188.00	198184.70
499	2009.08.14 00:00	buy	167	3.96	1.42786	0.00000	0.00000
500	2009.08.14 00:00	modify	167	3.96	1.42786	1.17601	1.67941
501	2009.08.14 02:00	buy	168	3.96	1.42749	0.00000	0.00000
502	2009.08.14 02:00	modify	168	3.96	1.42749	1.38539	1.46929
503	2009.08.14 05:00	close	168	3.96	1.42694	1.38539	1.46929	-217.80	197966.90
504	2009.08.14 05:00	close	167	3.96	1.42694	1.17601	1.67941	-364.32	197602.58
505	2009.08.19 16:15	buy	169	3.95	1.41711	0.00000	0.00000
506	2009.08.19 16:15	modify	169	3.95	1.41711	1.36821	1.46571
507	2009.08.19 16:30	buy	170	3.95	1.41972	0.00000	0.00000
508	2009.08.19 16:30	modify	170	3.95	1.41972	1.36372	1.47542
509	2009.08.19 18:00	close	170	3.95	1.42614	1.36372	1.47542	2535.90	200138.48
510	2009.08.19 18:00	close	169	3.95	1.42614	1.36821	1.46571	3566.85	203705.33
511	2009.08.19 20:45	buy	171	4.07	1.42368	0.00000	0.00000
512	2009.08.19 20:45	modify	171	4.07	1.42368	1.33253	1.51453
513	2009.08.19 21:15	buy	172	4.07	1.42303	0.00000	0.00000
514	2009.08.19 21:15	modify	172	4.07	1.42303	1.33188	1.51388
515	2009.08.19 22:15	buy	173	4.07	1.42303	0.00000	0.00000
516	2009.08.19 22:15	modify	173	4.07	1.42303	1.33188	1.51388
517	2009.08.19 22:30	buy	174	4.07	1.42241	0.00000	0.00000
518	2009.08.19 22:30	modify	174	4.07	1.42241	1.33126	1.51326
519	2009.08.19 22:45	buy	175	4.07	1.42242	0.00000	0.00000
520	2009.08.19 22:45	modify	175	4.07	1.42242	1.33522	1.50932
521	2009.08.19 23:00	buy	176	4.07	1.42244	0.00000	0.00000
522	2009.08.19 23:00	modify	176	4.07	1.42244	1.33524	1.50934
523	2009.08.20 01:45	close	176	4.07	1.42401	1.33524	1.50934	623.12	204328.44
524	2009.08.20 01:45	close	175	4.07	1.42401	1.33522	1.50932	631.26	204959.70
525	2009.08.20 01:45	close	174	4.07	1.42401	1.33126	1.51326	635.33	205595.03
526	2009.08.20 03:15	buy	177	4.07	1.42101	0.00000	0.00000
527	2009.08.20 03:15	modify	177	4.07	1.42101	1.34131	1.50041
528	2009.08.20 06:30	close	177	4.07	1.42283	1.34131	1.50041	740.74	206335.77
529	2009.08.20 21:30	close	173	4.07	1.42633	1.33188	1.51388	1327.23	207662.99
530	2009.08.20 21:30	close	172	4.07	1.42633	1.33188	1.51388	1327.23	208990.22
531	2009.08.20 21:30	close	171	4.07	1.42633	1.33253	1.51453	1062.68	210052.90
532	2009.08.21 09:45	buy	178	4.20	1.42972	0.00000	0.00000
533	2009.08.21 09:45	modify	178	4.20	1.42972	1.38407	1.47507
534	2009.08.21 10:00	buy	179	4.20	1.42965	0.00000	0.00000
535	2009.08.21 10:00	modify	179	4.20	1.42965	1.38330	1.47570
536	2009.08.21 12:15	close	179	4.20	1.43333	1.38330	1.47570	1545.60	211598.50
537	2009.08.21 12:15	close	178	4.20	1.43333	1.38407	1.47507	1516.20	213114.70
538	2009.08.21 17:00	sell	180	4.26	1.43006	0.00000	0.00000
539	2009.08.21 17:00	modify	180	4.26	1.43006	1.51356	1.34656
540	2009.08.21 18:30	close	180	4.26	1.43362	1.51356	1.34656	-1516.56	211598.14
541	2009.08.25 13:45	buy	181	4.23	1.43327	0.00000	0.00000
542	2009.08.25 13:45	modify	181	4.23	1.43327	1.39162	1.47462
543	2009.08.25 16:15	close	181	4.23	1.43254	1.39162	1.47462	-308.79	211289.35
544	2009.08.26 16:00	sell	182	4.23	1.42162	0.00000	0.00000
545	2009.08.26 16:00	modify	182	4.23	1.42162	1.48897	1.35427
546	2009.08.26 19:00	sell	183	4.23	1.42389	0.00000	0.00000
547	2009.08.26 19:00	modify	183	4.23	1.42389	1.49564	1.35214
548	2009.08.26 20:45	close	183	4.23	1.42452	1.49564	1.35214	-266.49	211022.86
549	2009.08.26 20:45	close	182	4.23	1.42452	1.48897	1.35427	-1226.70	209796.16
550	2009.08.27 20:15	buy	184	4.20	1.43198	0.00000	0.00000
551	2009.08.27 20:15	modify	184	4.20	1.43198	1.38333	1.48033
552	2009.08.27 20:45	buy	185	4.20	1.43821	0.00000	0.00000
553	2009.08.27 20:45	modify	185	4.20	1.43821	1.34646	1.52966
554	2009.08.27 22:30	close	185	4.20	1.43537	1.34646	1.52966	-1192.80	208603.36
555	2009.08.27 22:45	close	184	4.20	1.43463	1.38333	1.48033	1113.00	209716.36
556	2009.08.28 05:45	buy	186	4.19	1.43565	0.00000	0.00000
557	2009.08.28 05:45	modify	186	4.19	1.43565	1.34735	1.52365
558	2009.08.28 08:30	close	186	4.19	1.43460	1.34735	1.52365	-439.95	209276.41
559	2009.08.31 16:15	buy	187	4.19	1.43355	0.00000	0.00000
560	2009.08.31 16:15	modify	187	4.19	1.43355	1.39210	1.47470
561	2009.08.31 16:30	buy	188	4.19	1.43500	0.00000	0.00000
562	2009.08.31 16:30	modify	188	4.19	1.43500	1.38880	1.48090
563	2009.08.31 16:45	buy	189	4.19	1.43553	0.00000	0.00000
564	2009.08.31 16:45	modify	189	4.19	1.43553	1.38633	1.48443
565	2009.08.31 19:00	close	189	4.19	1.43415	1.38633	1.48443	-578.22	208698.19
566	2009.08.31 19:30	close	188	4.19	1.43282	1.38880	1.48090	-913.42	207784.77
567	2009.08.31 19:30	close	187	4.19	1.43282	1.39210	1.47470	-305.87	207478.90
568	2009.09.01 17:30	sell	190	4.15	1.42384	0.00000	0.00000
569	2009.09.01 17:30	modify	190	4.15	1.42384	1.49504	1.35264
570	2009.09.01 17:45	sell	191	4.15	1.42364	0.00000	0.00000
571	2009.09.01 17:45	modify	191	4.15	1.42364	1.50164	1.34564
572	2009.09.01 21:00	close	191	4.15	1.42132	1.50164	1.34564	962.80	208441.70
573	2009.09.01 22:45	sell	192	4.15	1.42246	0.00000	0.00000
574	2009.09.01 22:45	modify	192	4.15	1.42246	1.50986	1.33506
575	2009.09.01 23:00	sell	193	4.15	1.42229	0.00000	0.00000
576	2009.09.01 23:00	modify	193	4.15	1.42229	1.50939	1.33519
577	2009.09.02 04:15	sell	194	4.15	1.42162	0.00000	0.00000
578	2009.09.02 04:15	modify	194	4.15	1.42162	1.50477	1.33847
579	2009.09.02 04:30	sell	195	4.15	1.42200	0.00000	0.00000
580	2009.09.02 04:30	modify	195	4.15	1.42200	1.50515	1.33885
581	2009.09.02 06:30	sell	196	4.15	1.42207	0.00000	0.00000
582	2009.09.02 06:30	modify	196	4.15	1.42207	1.45242	1.39172
583	2009.09.02 08:00	sell	197	4.15	1.42242	0.00000	0.00000
584	2009.09.02 08:00	modify	197	4.15	1.42242	1.44102	1.40382
585	2009.09.02 08:15	sell	198	4.15	1.42274	0.00000	0.00000
586	2009.09.02 08:15	modify	198	4.15	1.42274	1.44194	1.40354
587	2009.09.02 09:00	close	198	4.15	1.42431	1.44194	1.40354	-651.55	207790.15
588	2009.09.02 09:45	close	197	4.15	1.42136	1.44102	1.40382	439.90	208230.05
589	2009.09.02 09:45	close	196	4.15	1.42136	1.45242	1.39172	294.65	208524.70
590	2009.09.02 09:45	close	195	4.15	1.42136	1.50515	1.33885	265.60	208790.30
591	2009.09.02 09:45	close	194	4.15	1.42136	1.50477	1.33847	107.90	208898.20
592	2009.09.02 17:15	close	193	4.15	1.42555	1.50939	1.33519	-1350.41	207547.79
593	2009.09.02 18:45	close	192	4.15	1.42746	1.50986	1.33506	-2072.51	205475.28
594	2009.09.02 18:45	close	190	4.15	1.42746	1.49504	1.35264	-1499.81	203975.47
595	2009.09.03 13:45	buy	199	4.08	1.43465	0.00000	0.00000
596	2009.09.03 13:45	modify	199	4.08	1.43465	1.38855	1.48045
597	2009.09.03 14:00	close	199	4.08	1.43257	1.38855	1.48045	-848.64	203126.83
598	2009.09.03 15:00	sell	200	4.06	1.42897	0.00000	0.00000
599	2009.09.03 15:00	modify	200	4.06	1.42897	1.47697	1.38097
600	2009.09.03 16:30	close	200	4.06	1.42568	1.47697	1.38097	1335.74	204462.57
601	2009.09.04 15:00	sell	201	4.09	1.42187	0.00000	0.00000
602	2009.09.04 15:00	modify	201	4.09	1.42187	1.45962	1.38412
603	2009.09.04 15:15	sell	202	4.09	1.42044	0.00000	0.00000
604	2009.09.04 15:15	modify	202	4.09	1.42044	1.46919	1.37169
605	2009.09.04 15:30	sell	203	4.09	1.42088	0.00000	0.00000
606	2009.09.04 15:30	modify	203	4.09	1.42088	1.46963	1.37213
607	2009.09.04 16:15	close	203	4.09	1.42278	1.46963	1.37213	-777.10	203685.47
608	2009.09.04 16:15	close	202	4.09	1.42278	1.46919	1.37169	-957.06	202728.41
609	2009.09.04 16:45	close	201	4.09	1.42305	1.45962	1.38412	-482.62	202245.79
610	2009.09.04 18:00	buy	204	4.04	1.42786	0.00000	0.00000
611	2009.09.04 18:00	modify	204	4.04	1.42786	1.37896	1.47646
612	2009.09.04 18:30	buy	205	4.04	1.43070	0.00000	0.00000
613	2009.09.04 18:30	modify	205	4.04	1.43070	1.36315	1.49795
614	2009.09.04 21:15	buy	206	4.04	1.42973	0.00000	0.00000
615	2009.09.04 21:15	modify	206	4.04	1.42973	1.02518	1.83398
616	2009.09.07 00:00	buy	207	4.04	1.43074	0.00000	0.00000
617	2009.09.07 00:00	modify	207	4.04	1.43074	1.36319	1.49799
618	2009.09.07 08:00	buy	208	4.04	1.43220	0.00000	0.00000
619	2009.09.07 08:00	modify	208	4.04	1.43220	1.41070	1.45340
620	2009.09.07 09:15	close	208	4.04	1.43484	1.41070	1.45340	1066.56	203312.35
621	2009.09.07 09:15	close	207	4.04	1.43484	1.36319	1.49799	1656.40	204968.75
622	2009.09.07 09:15	close	206	4.04	1.43484	1.02518	1.83398	2059.19	207027.94
623	2009.09.07 09:15	close	205	4.04	1.43484	1.36315	1.49795	1667.31	208695.24
624	2009.09.07 12:45	close	204	4.04	1.43543	1.37896	1.47646	3053.03	211748.27
625	2009.09.08 08:30	buy	209	4.23	1.43699	0.00000	0.00000
626	2009.09.08 08:30	modify	209	4.23	1.43699	1.41344	1.46024
627	2009.09.08 08:45	buy	210	4.23	1.43827	0.00000	0.00000
628	2009.09.08 08:45	modify	210	4.23	1.43827	1.40862	1.46762
629	2009.09.08 09:45	close	210	4.23	1.44014	1.40862	1.46762	791.01	212539.28
630	2009.09.08 10:15	buy	211	4.23	1.44302	0.00000	0.00000
631	2009.09.08 10:15	modify	211	4.23	1.44302	1.38782	1.49792
632	2009.09.08 11:45	close	211	4.23	1.44464	1.38782	1.49792	685.26	213224.54
633	2009.09.08 12:15	buy	212	4.23	1.44806	0.00000	0.00000
634	2009.09.08 12:15	modify	212	4.23	1.44806	1.36601	1.52981
635	2009.09.08 15:45	buy	213	4.23	1.44648	0.00000	0.00000
636	2009.09.08 15:45	modify	213	4.23	1.44648	1.35698	1.53568
637	2009.09.08 17:00	close	213	4.23	1.45137	1.35698	1.53568	2068.47	215293.01
638	2009.09.08 20:45	buy	214	4.23	1.44929	0.00000	0.00000
639	2009.09.08 20:45	modify	214	4.23	1.44929	1.35334	1.54494
640	2009.09.08 21:00	buy	215	4.23	1.44902	0.00000	0.00000
641	2009.09.08 21:00	modify	215	4.23	1.44902	1.36592	1.53182
642	2009.09.08 23:00	close	215	4.23	1.44777	1.36592	1.53182	-528.75	214764.26
643	2009.09.09 14:30	close	214	4.23	1.45487	1.35334	1.54494	2354.84	217119.10
644	2009.09.09 14:30	close	212	4.23	1.45487	1.36601	1.52981	2875.13	219994.23
645	2009.09.09 14:30	close	209	4.23	1.45487	1.41344	1.46024	7557.74	227551.97
646	2009.09.10 15:30	sell	216	4.55	1.45445	0.00000	0.00000
647	2009.09.10 15:30	modify	216	4.55	1.45445	1.49840	1.41050
648	2009.09.10 15:45	sell	217	4.55	1.45107	0.00000	0.00000
649	2009.09.10 15:45	modify	217	4.55	1.45107	1.50072	1.40142
650	2009.09.10 16:00	close	217	4.55	1.45345	1.50072	1.40142	-1082.90	226469.07
651	2009.09.10 16:00	close	216	4.55	1.45345	1.49840	1.41050	455.00	226924.07
652	2009.09.14 16:00	buy	218	4.54	1.46231	0.00000	0.00000
653	2009.09.14 16:00	modify	218	4.54	1.46231	1.40766	1.51666
654	2009.09.14 20:00	close	218	4.54	1.46010	1.40766	1.51666	-1003.34	225920.73
655	2009.09.17 16:00	buy	219	4.52	1.47410	0.00000	0.00000
656	2009.09.17 16:00	modify	219	4.52	1.47410	1.43495	1.51295
657	2009.09.17 16:15	buy	220	4.52	1.47385	0.00000	0.00000
658	2009.09.17 16:15	modify	220	4.52	1.47385	1.43470	1.51270
659	2009.09.17 18:45	close	220	4.52	1.47233	1.43470	1.51270	-687.04	225233.69
660	2009.09.17 19:00	close	219	4.52	1.47146	1.43495	1.51295	-1193.28	224040.41
661	2009.09.21 14:45	sell	221	4.48	1.46148	0.00000	0.00000
662	2009.09.21 14:45	modify	221	4.48	1.46148	1.51183	1.41113
663	2009.09.21 15:30	close	221	4.48	1.46388	1.51183	1.41113	-1075.20	222965.21
664	2009.09.22 09:30	buy	222	4.46	1.47804	0.00000	0.00000
665	2009.09.22 09:30	modify	222	4.46	1.47804	1.42194	1.53384
666	2009.09.22 09:45	buy	223	4.46	1.47823	0.00000	0.00000
667	2009.09.22 09:45	modify	223	4.46	1.47823	1.41683	1.53933
668	2009.09.22 10:00	buy	224	4.46	1.47799	0.00000	0.00000
669	2009.09.22 10:00	modify	224	4.46	1.47799	1.41659	1.53909
670	2009.09.22 13:45	buy	225	4.46	1.47878	0.00000	0.00000
671	2009.09.22 13:45	modify	225	4.46	1.47878	1.40768	1.54958
672	2009.09.22 14:00	buy	226	4.46	1.47848	0.00000	0.00000
673	2009.09.22 14:00	modify	226	4.46	1.47848	1.40738	1.54928
674	2009.09.22 16:00	close	226	4.46	1.47847	1.40738	1.54928	-4.46	222960.75
675	2009.09.22 19:00	buy	227	4.46	1.47814	0.00000	0.00000
676	2009.09.22 19:00	modify	227	4.46	1.47814	1.42084	1.53514
677	2009.09.22 21:30	close	227	4.46	1.47980	1.42084	1.53514	740.36	223701.11
678	2009.09.23 01:30	close	225	4.46	1.48263	1.40768	1.54958	1711.30	225412.42
679	2009.09.23 01:30	close	224	4.46	1.48263	1.41659	1.53909	2063.64	227476.06
680	2009.09.23 01:30	close	223	4.46	1.48263	1.41683	1.53933	1956.60	229432.66
681	2009.09.23 01:30	close	222	4.46	1.48263	1.42194	1.53384	2041.34	231474.00
682	2009.09.24 16:45	sell	228	4.63	1.46898	0.00000	0.00000
683	2009.09.24 16:45	modify	228	4.63	1.46898	1.53113	1.40683
684	2009.09.24 20:00	close	228	4.63	1.46398	1.53113	1.40683	2315.00	233789.00
685	2009.09.30 11:30	buy	229	4.68	1.46706	0.00000	0.00000
686	2009.09.30 11:30	modify	229	4.68	1.46706	1.42011	1.51371
687	2009.09.30 14:00	close	229	4.68	1.46419	1.42011	1.51371	-1343.16	232445.84
688	2009.09.30 14:30	sell	230	4.65	1.46161	0.00000	0.00000
689	2009.09.30 14:30	modify	230	4.65	1.46161	1.50616	1.41706
690	2009.09.30 15:15	close	230	4.65	1.46186	1.50616	1.41706	-116.25	232329.59
691	2009.10.01 08:00	sell	231	4.65	1.45594	0.00000	0.00000
692	2009.10.01 08:00	modify	231	4.65	1.45594	1.50979	1.40209
693	2009.10.01 08:15	sell	232	4.65	1.45544	0.00000	0.00000
694	2009.10.01 08:15	modify	232	4.65	1.45544	1.51334	1.39754
695	2009.10.01 08:30	sell	233	4.65	1.45643	0.00000	0.00000
696	2009.10.01 08:30	modify	233	4.65	1.45643	1.51488	1.39798
697	2009.10.01 09:15	close	233	4.65	1.45916	1.51488	1.39798	-1269.45	231060.14
698	2009.10.01 09:15	close	232	4.65	1.45916	1.51334	1.39754	-1729.80	229330.34
699	2009.10.01 09:15	close	231	4.65	1.45916	1.50979	1.40209	-1497.30	227833.04
700	2009.10.01 15:00	sell	234	4.56	1.45669	0.00000	0.00000
701	2009.10.01 15:00	modify	234	4.56	1.45669	1.53079	1.38259
702	2009.10.01 15:30	sell	235	4.56	1.45705	0.00000	0.00000
703	2009.10.01 15:30	modify	235	4.56	1.45705	1.52340	1.39070
704	2009.10.01 18:30	close	235	4.56	1.45448	1.52340	1.39070	1171.92	229004.96
705	2009.10.01 18:30	close	234	4.56	1.45448	1.53079	1.38259	1007.76	230012.72
706	2009.10.02 15:45	buy	236	4.60	1.45722	0.00000	0.00000
707	2009.10.02 15:45	modify	236	4.60	1.45722	1.40807	1.50607
708	2009.10.02 16:15	buy	237	4.60	1.46169	0.00000	0.00000
709	2009.10.02 16:15	modify	237	4.60	1.46169	1.38314	1.53994
710	2009.10.02 16:30	buy	238	4.60	1.46315	0.00000	0.00000
711	2009.10.02 16:30	modify	238	4.60	1.46315	1.38460	1.54140
712	2009.10.02 17:15	close	238	4.60	1.45933	1.38460	1.54140	-1757.20	228255.52
713	2009.10.02 17:45	close	237	4.60	1.45859	1.38314	1.53994	-1426.00	226829.52
714	2009.10.02 17:45	close	236	4.60	1.45859	1.40807	1.50607	630.20	227459.72
715	2009.10.08 15:45	sell	239	4.55	1.47414	0.00000	0.00000
716	2009.10.08 15:45	modify	239	4.55	1.47414	1.51019	1.43809
717	2009.10.08 16:30	close	239	4.55	1.47469	1.51019	1.43809	-250.25	227209.47
718	2009.10.09 18:15	sell	240	4.54	1.46863	0.00000	0.00000
719	2009.10.09 18:15	modify	240	4.54	1.46863	1.51713	1.42013
720	2009.10.09 19:00	close	240	4.54	1.47050	1.51713	1.42013	-848.98	226360.49
721	2009.10.13 13:15	buy	241	4.53	1.48654	0.00000	0.00000
722	2009.10.13 13:15	modify	241	4.53	1.48654	1.43169	1.54109
723	2009.10.13 15:00	close	241	4.53	1.48363	1.43169	1.54109	-1318.23	225042.26
724	2009.10.14 01:00	buy	242	4.50	1.48469	0.00000	0.00000
725	2009.10.14 01:00	modify	242	4.50	1.48469	1.44654	1.52254
726	2009.10.14 01:15	buy	243	4.50	1.48458	0.00000	0.00000
727	2009.10.14 01:15	modify	243	4.50	1.48458	1.44643	1.52243
728	2009.10.14 01:30	close	243	4.50	1.48435	1.44643	1.52243	-103.50	224938.76
729	2009.10.14 01:30	close	242	4.50	1.48435	1.44654	1.52254	-153.00	224785.76
730	2009.10.15 13:30	sell	244	4.50	1.48792	0.00000	0.00000
731	2009.10.15 13:30	modify	244	4.50	1.48792	1.53377	1.44207
732	2009.10.15 13:45	sell	245	4.50	1.48754	0.00000	0.00000
733	2009.10.15 13:45	modify	245	4.50	1.48754	1.53904	1.43604
734	2009.10.15 14:30	close	245	4.50	1.48858	1.53904	1.43604	-468.00	224317.76
735	2009.10.15 14:30	close	244	4.50	1.48858	1.53377	1.44207	-297.00	224020.76
736	2009.10.19 02:45	sell	246	4.48	1.48359	0.00000	0.00000
737	2009.10.19 02:45	modify	246	4.48	1.48359	1.52919	1.43799
738	2009.10.19 04:15	close	246	4.48	1.48590	1.52919	1.43799	-1034.88	222985.88
739	2009.10.21 15:45	buy	247	4.46	1.49970	0.00000	0.00000
740	2009.10.21 15:45	modify	247	4.46	1.49970	1.44495	1.55415
741	2009.10.21 19:30	close	247	4.46	1.50373	1.44495	1.55415	1797.38	224783.26
742	2009.10.21 21:45	buy	248	4.50	1.49955	0.00000	0.00000
743	2009.10.21 21:45	modify	248	4.50	1.49955	1.42985	1.56895
744	2009.10.21 22:00	buy	249	4.50	1.49991	0.00000	0.00000
745	2009.10.21 22:00	modify	249	4.50	1.49991	1.43021	1.56931
746	2009.10.22 02:45	close	249	4.50	1.50306	1.43021	1.56931	1399.95	226183.21
747	2009.10.22 02:45	close	248	4.50	1.50306	1.42985	1.56895	1561.95	227745.16
748	2009.10.22 04:30	buy	250	4.55	1.50125	0.00000	0.00000
749	2009.10.22 04:30	modify	250	4.55	1.50125	1.46785	1.53435
750	2009.10.22 09:00	close	250	4.55	1.49733	1.46785	1.53435	-1783.60	225961.56
751	2009.10.26 16:45	sell	251	4.52	1.49591	0.00000	0.00000
752	2009.10.26 16:45	modify	251	4.52	1.49591	1.54351	1.44831
753	2009.10.26 17:00	sell	252	4.52	1.49398	0.00000	0.00000
754	2009.10.26 17:00	modify	252	4.52	1.49398	1.54793	1.44003
755	2009.10.26 17:15	close	252	4.52	1.49040	1.54793	1.44003	1618.16	227579.72
756	2009.10.26 17:30	sell	253	4.52	1.49052	0.00000	0.00000
757	2009.10.26 17:30	modify	253	4.52	1.49052	1.57147	1.40957
758	2009.10.26 19:45	close	253	4.52	1.48493	1.57147	1.40957	2526.68	230106.40
759	2009.10.26 19:45	close	251	4.52	1.48493	1.54351	1.44831	4962.96	235069.36
760	2009.10.27 04:15	sell	254	4.70	1.48819	0.00000	0.00000
761	2009.10.27 04:15	modify	254	4.70	1.48819	1.57254	1.40384
762	2009.10.27 04:30	sell	255	4.70	1.48861	0.00000	0.00000
763	2009.10.27 04:30	modify	255	4.70	1.48861	1.57121	1.40601
764	2009.10.27 06:00	sell	256	4.70	1.48870	0.00000	0.00000
765	2009.10.27 06:00	modify	256	4.70	1.48870	1.52400	1.45340
766	2009.10.27 06:45	sell	257	4.70	1.48956	0.00000	0.00000
767	2009.10.27 06:45	modify	257	4.70	1.48956	1.51551	1.46361
768	2009.10.27 07:00	sell	258	4.70	1.48963	0.00000	0.00000
769	2009.10.27 07:00	modify	258	4.70	1.48963	1.51558	1.46368
770	2009.10.27 07:30	sell	259	4.70	1.49046	0.00000	0.00000
771	2009.10.27 07:30	modify	259	4.70	1.49046	1.52121	1.45971
772	2009.10.27 09:00	close	259	4.70	1.48888	1.52121	1.45971	742.60	235811.96
773	2009.10.27 09:00	close	258	4.70	1.48888	1.51558	1.46368	352.50	236164.46
774	2009.10.27 09:00	close	257	4.70	1.48888	1.51551	1.46361	319.60	236484.06
775	2009.10.27 14:45	close	256	4.70	1.48544	1.52400	1.45340	1532.20	238016.26
776	2009.10.27 14:45	close	255	4.70	1.48544	1.57121	1.40601	1489.90	239506.16
777	2009.10.27 14:45	close	254	4.70	1.48544	1.57254	1.40384	1292.50	240798.66
778	2009.10.29 14:00	buy	260	4.82	1.47962	0.00000	0.00000
779	2009.10.29 14:00	modify	260	4.82	1.47962	1.42667	1.53227
780	2009.10.29 14:15	buy	261	4.82	1.47899	0.00000	0.00000
781	2009.10.29 14:15	modify	261	4.82	1.47899	1.42389	1.53379
782	2009.10.29 16:45	close	261	4.82	1.48245	1.42389	1.53379	1667.72	242466.38
783	2009.10.29 17:15	close	260	4.82	1.48315	1.42667	1.53227	1701.46	244167.84
784	2009.10.30 15:30	sell	262	4.88	1.47591	0.00000	0.00000
785	2009.10.30 15:30	modify	262	4.88	1.47591	1.52556	1.42626
786	2009.10.30 17:00	close	262	4.88	1.47556	1.52556	1.42626	170.80	244338.64
787	2009.11.02 16:15	buy	263	4.89	1.48169	0.00000	0.00000
788	2009.11.02 16:15	modify	263	4.89	1.48169	1.43904	1.52404
789	2009.11.02 16:30	buy	264	4.89	1.48377	0.00000	0.00000
790	2009.11.02 16:30	modify	264	4.89	1.48377	1.43172	1.53552
791	2009.11.02 16:45	buy	265	4.89	1.48317	0.00000	0.00000
792	2009.11.02 16:45	modify	265	4.89	1.48317	1.42857	1.53747
793	2009.11.02 17:00	close	265	4.89	1.48172	1.42857	1.53747	-709.05	243629.59
794	2009.11.02 18:30	close	264	4.89	1.48090	1.43172	1.53552	-1403.43	242226.16
795	2009.11.02 18:30	close	263	4.89	1.48090	1.43904	1.52404	-386.31	241839.85
796	2009.11.03 11:15	sell	266	4.84	1.46628	0.00000	0.00000
797	2009.11.03 11:15	modify	266	4.84	1.46628	1.54848	1.38408
798	2009.11.03 11:30	sell	267	4.84	1.46586	0.00000	0.00000
799	2009.11.03 11:30	modify	267	4.84	1.46586	1.54806	1.38366
800	2009.11.03 14:15	sell	268	4.84	1.46582	0.00000	0.00000
801	2009.11.03 14:15	modify	268	4.84	1.46582	1.55547	1.37617
802	2009.11.03 14:30	sell	269	4.84	1.46681	0.00000	0.00000
803	2009.11.03 14:30	modify	269	4.84	1.46681	1.55646	1.37716
804	2009.11.03 16:45	close	269	4.84	1.46911	1.55646	1.37716	-1113.20	240726.65
805	2009.11.03 16:45	close	268	4.84	1.46911	1.55547	1.37617	-1592.36	239134.29
806	2009.11.03 16:45	close	267	4.84	1.46911	1.54806	1.38366	-1573.00	237561.29
807	2009.11.03 19:45	close	266	4.84	1.47025	1.54848	1.38408	-1921.48	235639.81
808	2009.11.06 15:45	buy	270	4.71	1.48939	0.00000	0.00000
809	2009.11.06 15:45	modify	270	4.71	1.48939	1.44359	1.53489
810	2009.11.06 16:15	buy	271	4.71	1.49059	0.00000	0.00000
811	2009.11.06 16:15	modify	271	4.71	1.49059	1.44039	1.54049
812	2009.11.06 16:30	close	271	4.71	1.48735	1.44039	1.54049	-1526.04	234113.77
813	2009.11.06 16:30	close	270	4.71	1.48735	1.44359	1.53489	-960.84	233152.93
814	2009.11.10 17:15	sell	272	4.66	1.49441	0.00000	0.00000
815	2009.11.10 17:15	modify	272	4.66	1.49441	1.53496	1.45386
816	2009.11.10 19:00	close	272	4.66	1.49651	1.53496	1.45386	-978.60	232174.33
817	2009.11.11 09:30	buy	273	4.64	1.50358	0.00000	0.00000
818	2009.11.11 09:30	modify	273	4.64	1.50358	1.46508	1.54178
819	2009.11.11 14:45	close	273	4.64	1.50186	1.46508	1.54178	-798.08	231376.25
820	2009.11.11 17:15	sell	274	4.63	1.49702	0.00000	0.00000
821	2009.11.11 17:15	modify	274	4.63	1.49702	1.54077	1.45327
822	2009.11.11 23:00	close	274	4.63	1.49880	1.54077	1.45327	-824.14	230552.11
823	2009.11.13 17:00	buy	275	4.61	1.48880	0.00000	0.00000
824	2009.11.13 17:00	modify	275	4.61	1.48880	1.45040	1.52690
825	2009.11.13 18:15	close	275	4.61	1.49118	1.45040	1.52690	1097.18	231649.29
826	2009.11.16 18:30	sell	276	4.63	1.49054	0.00000	0.00000
827	2009.11.16 18:30	modify	276	4.63	1.49054	1.54699	1.43409
828	2009.11.16 18:45	close	276	4.63	1.49428	1.54699	1.43409	-1731.62	229917.67
829	2009.11.16 19:15	buy	277	4.60	1.49598	0.00000	0.00000
830	2009.11.16 19:15	modify	277	4.60	1.49598	1.43938	1.55228
831	2009.11.16 20:15	close	277	4.60	1.50135	1.43938	1.55228	2470.20	232387.87
832	2009.11.18 11:00	buy	278	4.65	1.49597	0.00000	0.00000
833	2009.11.18 11:00	modify	278	4.65	1.49597	1.44652	1.54512
834	2009.11.18 11:30	close	278	4.65	1.49403	1.44652	1.54512	-902.10	231485.77
835	2009.11.18 14:30	buy	279	4.63	1.49491	0.00000	0.00000
836	2009.11.18 14:30	modify	279	4.63	1.49491	1.44326	1.54626
837	2009.11.18 14:45	close	279	4.63	1.49336	1.44326	1.54626	-717.65	230768.12
838	2009.11.18 19:00	buy	280	4.62	1.49550	0.00000	0.00000
839	2009.11.18 19:00	modify	280	4.62	1.49550	1.44260	1.54810
840	2009.11.18 19:15	buy	281	4.62	1.49478	0.00000	0.00000
841	2009.11.18 19:15	modify	281	4.62	1.49478	1.44188	1.54738
842	2009.11.18 21:00	close	281	4.62	1.49397	1.44188	1.54738	-374.22	230393.90
843	2009.11.18 21:00	close	280	4.62	1.49397	1.44260	1.54810	-706.86	229687.04
844	2009.11.19 09:15	sell	282	4.59	1.48580	0.00000	0.00000
845	2009.11.19 09:15	modify	282	4.59	1.48580	1.54085	1.43075
846	2009.11.19 11:45	sell	283	4.59	1.48770	0.00000	0.00000
847	2009.11.19 11:45	modify	283	4.59	1.48770	1.54850	1.42690
848	2009.11.19 15:15	close	283	4.59	1.48858	1.54850	1.42690	-403.92	229283.12
849	2009.11.19 15:15	close	282	4.59	1.48858	1.54085	1.43075	-1276.02	228007.10
850	2009.11.20 13:15	sell	284	4.56	1.48243	0.00000	0.00000
851	2009.11.20 13:15	modify	284	4.56	1.48243	1.54393	1.42093
852	2009.11.20 15:45	close	284	4.56	1.48570	1.54393	1.42093	-1491.12	226515.98
853	2009.11.25 12:45	buy	285	4.53	1.50879	0.00000	0.00000
854	2009.11.25 12:45	modify	285	4.53	1.50879	1.43879	1.57849
855	2009.11.25 15:45	close	285	4.53	1.50479	1.43879	1.57849	-1812.00	224703.98
856	2009.11.26 03:15	buy	286	4.49	1.51062	0.00000	0.00000
857	2009.11.26 03:15	modify	286	4.49	1.51062	1.45792	1.56302
858	2009.11.26 08:00	close	286	4.49	1.50715	1.45792	1.56302	-1558.03	223145.95
859	2009.11.27 08:30	sell	287	4.46	1.48626	0.00000	0.00000
860	2009.11.27 08:30	modify	287	4.46	1.48626	1.57491	1.39761
861	2009.11.27 08:45	sell	288	4.46	1.48389	0.00000	0.00000
862	2009.11.27 08:45	modify	288	4.46	1.48389	1.58079	1.38699
863	2009.11.27 10:30	close	288	4.46	1.48947	1.58079	1.38699	-2488.68	220657.27
864	2009.11.27 10:45	close	287	4.46	1.48979	1.57491	1.39761	-1574.38	219082.89
865	2009.12.03 15:30	sell	289	4.38	1.50711	0.00000	0.00000
866	2009.12.03 15:30	modify	289	4.38	1.50711	1.54531	1.46891
867	2009.12.03 15:45	close	289	4.38	1.50887	1.54531	1.46891	-770.88	218312.01
868	2009.12.04 14:45	sell	290	4.37	1.49884	0.00000	0.00000
869	2009.12.04 14:45	modify	290	4.37	1.49884	1.55539	1.44229
870	2009.12.04 15:15	sell	291	4.37	1.49482	0.00000	0.00000
871	2009.12.04 15:15	modify	291	4.37	1.49482	1.58412	1.40552
872	2009.12.04 15:30	sell	292	4.37	1.49484	0.00000	0.00000
873	2009.12.04 15:30	modify	292	4.37	1.49484	1.58414	1.40554
874	2009.12.04 17:00	close	292	4.37	1.48881	1.58414	1.40554	2635.11	220947.12
875	2009.12.04 17:00	close	291	4.37	1.48881	1.58412	1.40552	2626.37	223573.49
876	2009.12.04 21:00	close	290	4.37	1.48248	1.55539	1.44229	7149.32	230722.81
877	2009.12.07 02:15	sell	293	4.61	1.48911	0.00000	0.00000
878	2009.12.07 02:15	modify	293	4.61	1.48911	1.61686	1.36136
879	2009.12.07 03:30	sell	294	4.61	1.48905	0.00000	0.00000
880	2009.12.07 03:30	modify	294	4.61	1.48905	1.61665	1.36145
881	2009.12.07 09:45	close	294	4.61	1.48004	1.61665	1.36145	4153.61	234876.42
882	2009.12.07 10:00	sell	295	4.61	1.47661	0.00000	0.00000
883	2009.12.07 10:00	modify	295	4.61	1.47661	1.54491	1.40831
884	2009.12.07 10:15	sell	296	4.61	1.47798	0.00000	0.00000
885	2009.12.07 10:15	modify	296	4.61	1.47798	1.55213	1.40383
886	2009.12.07 10:30	close	296	4.61	1.47928	1.55213	1.40383	-599.30	234277.12
887	2009.12.07 11:00	close	295	4.61	1.48040	1.54491	1.40831	-1747.19	232529.93
888	2009.12.07 11:30	close	293	4.61	1.48152	1.61686	1.36136	3498.99	236028.92
889	2009.12.11 15:00	sell	297	4.72	1.47083	0.00000	0.00000
890	2009.12.11 15:00	modify	297	4.72	1.47083	1.50428	1.43738
891	2009.12.11 15:30	sell	298	4.72	1.46591	0.00000	0.00000
892	2009.12.11 15:30	modify	298	4.72	1.46591	1.52451	1.40731
893	2009.12.11 15:45	sell	299	4.72	1.46561	0.00000	0.00000
894	2009.12.11 15:45	modify	299	4.72	1.46561	1.52746	1.40376
895	2009.12.11 16:15	close	299	4.72	1.46309	1.52746	1.40376	1189.44	237218.36
896	2009.12.11 16:45	close	298	4.72	1.46106	1.52451	1.40731	2289.20	239507.56
897	2009.12.11 16:45	close	297	4.72	1.46106	1.50428	1.43738	4611.44	244119.00
898	2009.12.14 01:45	sell	300	4.88	1.46389	0.00000	0.00000
899	2009.12.14 01:45	modify	300	4.88	1.46389	1.55864	1.36914
900	2009.12.14 02:30	sell	301	4.88	1.46440	0.00000	0.00000
901	2009.12.14 02:30	modify	301	4.88	1.46440	1.55915	1.36965
902	2009.12.14 04:30	close	301	4.88	1.46187	1.55915	1.36965	1234.64	245353.64
903	2009.12.14 04:30	close	300	4.88	1.46187	1.55864	1.36914	985.76	246339.40
904	2009.12.15 09:15	sell	302	4.93	1.45908	0.00000	0.00000
905	2009.12.15 09:15	modify	302	4.93	1.45908	1.49703	1.42113
906	2009.12.15 09:45	sell	303	4.93	1.45619	0.00000	0.00000
907	2009.12.15 09:45	modify	303	4.93	1.45619	1.51159	1.40079
908	2009.12.15 15:00	close	303	4.93	1.45414	1.51159	1.40079	1010.65	247350.05
909	2009.12.15 15:15	close	302	4.93	1.45488	1.49703	1.42113	2070.60	249420.65
910	2009.12.15 16:45	sell	304	4.99	1.45661	0.00000	0.00000
911	2009.12.15 16:45	modify	304	4.99	1.45661	1.52436	1.38886
912	2009.12.15 17:30	close	304	4.99	1.45237	1.52436	1.38886	2115.76	251536.41
913	2009.12.17 04:15	sell	305	5.03	1.43897	0.00000	0.00000
914	2009.12.17 04:15	modify	305	5.03	1.43897	1.53912	1.33882
915	2009.12.17 04:30	sell	306	5.03	1.44020	0.00000	0.00000
916	2009.12.17 04:30	modify	306	5.03	1.44020	1.54075	1.33965
917	2009.12.17 08:15	sell	307	5.03	1.44164	0.00000	0.00000
918	2009.12.17 08:15	modify	307	5.03	1.44164	1.54369	1.33959
919	2009.12.17 11:45	close	307	5.03	1.43382	1.54369	1.33959	3933.46	255469.87
920	2009.12.17 11:45	close	306	5.03	1.43382	1.54075	1.33965	3209.14	258679.01
921	2009.12.17 17:45	close	305	5.03	1.43216	1.53912	1.33882	3425.43	262104.44
922	2009.12.18 17:00	sell	308	5.24	1.42740	0.00000	0.00000
923	2009.12.18 17:00	modify	308	5.24	1.42740	1.49605	1.35875
924	2009.12.18 19:00	close	308	5.24	1.43127	1.49605	1.35875	-2027.88	260076.56
925	2009.12.23 16:45	buy	309	5.20	1.43391	0.00000	0.00000
926	2009.12.23 16:45	modify	309	5.20	1.43391	1.37841	1.48911
927	2009.12.23 17:45	close	309	5.20	1.43155	1.37841	1.48911	-1227.20	258849.36
928	2009.12.23 21:00	buy	310	5.18	1.43353	0.00000	0.00000
929	2009.12.23 21:00	modify	310	5.18	1.43353	1.36723	1.49953
930	2009.12.24 10:45	close	310	5.18	1.43783	1.36723	1.49953	2207.20	261056.56
931	2009.12.29 08:30	buy	311	5.22	1.44088	0.00000	0.00000
932	2009.12.29 08:30	modify	311	5.22	1.44088	1.41408	1.46738
933	2009.12.29 08:45	buy	312	5.22	1.44144	0.00000	0.00000
934	2009.12.29 08:45	modify	312	5.22	1.44144	1.40844	1.47414
935	2009.12.29 09:00	buy	313	5.22	1.44175	0.00000	0.00000
936	2009.12.29 09:00	modify	313	5.22	1.44175	1.40720	1.47600
937	2009.12.29 09:30	close	313	5.22	1.44320	1.40720	1.47600	756.90	261813.46
938	2009.12.29 10:00	close	312	5.22	1.44331	1.40844	1.47414	976.14	262789.60
939	2009.12.29 12:15	buy	314	5.22	1.44137	0.00000	0.00000
940	2009.12.29 12:15	modify	314	5.22	1.44137	1.39997	1.48247
941	2009.12.29 13:00	close	314	5.22	1.44420	1.39997	1.48247	1477.26	264266.86
942	2009.12.29 13:00	close	311	5.22	1.44420	1.41408	1.46738	1733.04	265999.90
943	2009.12.29 17:15	sell	315	5.32	1.43742	0.00000	0.00000
944	2009.12.29 17:15	modify	315	5.32	1.43742	1.48932	1.38552
945	2009.12.29 17:30	sell	316	5.32	1.43520	0.00000	0.00000
946	2009.12.29 17:30	modify	316	5.32	1.43520	1.49215	1.37825
947	2009.12.29 17:45	sell	317	5.32	1.43441	0.00000	0.00000
948	2009.12.29 17:45	modify	317	5.32	1.43441	1.49756	1.37126
949	2009.12.29 19:15	close	317	5.32	1.43634	1.49756	1.37126	-1026.76	264973.14
950	2009.12.30 00:30	sell	318	5.32	1.43547	0.00000	0.00000
951	2009.12.30 00:30	modify	318	5.32	1.43547	1.49862	1.37232
952	2009.12.30 02:30	close	318	5.32	1.43177	1.49862	1.37232	1968.40	266941.54
953	2009.12.30 06:30	sell	319	5.32	1.43271	0.00000	0.00000
954	2009.12.30 06:30	modify	319	5.32	1.43271	1.46261	1.40281
955	2009.12.30 07:15	sell	320	5.32	1.43300	0.00000	0.00000
956	2009.12.30 07:15	modify	320	5.32	1.43300	1.46290	1.40310
957	2009.12.30 15:45	close	320	5.32	1.43008	1.46290	1.40310	1553.44	268494.98
958	2009.12.30 15:45	close	319	5.32	1.43008	1.46261	1.40281	1399.16	269894.14
959	2009.12.30 15:45	close	316	5.32	1.43008	1.49215	1.37825	2727.03	272621.17
960	2009.12.30 15:45	close	315	5.32	1.43008	1.48932	1.38552	3908.07	276529.24
961	2009.12.30 18:15	buy	321	5.53	1.43477	0.00000	0.00000
962	2009.12.30 18:15	modify	321	5.53	1.43477	1.39087	1.47837
963	2009.12.30 19:30	close	321	5.53	1.43303	1.39087	1.47837	-962.22	275567.02

谈论 RobinVOL 2.0 | year 2009 回测

本评论文章中包含的信息、图表或示例仅用于说明和教育目的。不应将其视为购买或出售任何证券或金融工具的建议或认可。我们不会也不能提供任何类型的财务建议。我们的任何员工或相关人员均未注册或被授权提供财务建议。我们不代表任何人进行交易，也不推荐任何经纪商。在某些情况下，我们与文章中提到的产品或服务有实质性链接。这可以是补偿或报酬的形式。

谈论 RobinVOL 2.0 | year 2009 回测

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