giovedì 30 giugno 2011

30 giugno 2011 Il trading system ha girato verso l'alto.


Oggi il trading system sull'indice Ftse mib che opera con 1 o 5 minifib a girato verso l'alto.

Fino a ieri consigliava l'acquisto di un solo minifib, invece visto che è stata superata in chiusura anche la media mobile delle chiusure a 20 giorni ne ha comprati 5.

L'ultimo minifib che il sistema aveva lasciato aperto è stato chiuso in utile.

e adesso vedremo cosa fa (magari è un falso segnale.....) ma io visti i risultati ho fiducia.
vedi le caratteristiche trading system minifib





Questi i risultati dell'ultimo anno:
segnali trading system
Long/Shortaperturaprez acqprez venchiusuraUtil/PerdTotale
Long2010-09-0120369.9620660.912010-09-06290.95290.95
Short2010-09-2320505.220262.82010-09-30-242.448.55
Short2010-09-2320505.220262.82010-09-30-242.4-193.85
Short2010-09-2320391.2720262.82010-10-01-128.47-322.32
Short2010-09-2320391.2720262.82010-10-01-128.47-450.79
Short2010-09-2320510.0220262.82010-10-05-247.22-698.01
Long2010-10-1321145.2621258.592010-10-18113.33-584.68
Long2010-10-1321145.2621425.792010-10-20280.53-304.15
Long2010-10-1321145.2621425.792010-10-20280.53-23.62
Long2010-10-1321145.2621425.792010-10-20280.53256.91
Long2010-10-1321145.2621425.792010-10-20280.53537.44
Short2010-11-1120880.3820855.962010-11-18-24.42513.02
Short2010-11-1120880.3820855.962010-11-18-24.42488.6
Short2010-11-1120773.1220855.962010-11-1982.84571.44
Short2010-11-1120773.1220855.962010-11-1982.84654.28
Short2010-11-1120120.820855.962010-12-03735.161389.44
Long2010-12-0320120.820393.952010-12-08273.151662.59
Short2010-12-3020542.0620173.292011-01-07-368.771293.82
Short2010-12-3020542.0620173.292011-01-07-368.77925.05
Short2010-12-3020058.1820173.292011-01-10115.111040.16
Short2010-12-3020058.1820173.292011-01-10115.111155.27
Short2010-12-3020339.0520173.292011-01-11-165.76989.51
Long2011-01-1221116.3921344.142011-01-17227.751217.26
Long2011-01-1221116.3922230.22011-02-211113.812331.07
Long2011-01-1221116.3922230.22011-02-211113.813444.88
Long2011-01-1221116.3922230.22011-02-211113.814558.69
Long2011-01-1221116.3922230.22011-02-211113.815672.5
Short2011-02-2122466.5722230.22011-02-28-236.375436.13
Short2011-02-2122466.5722230.22011-02-28-236.375199.76
Short2011-02-2122466.5722230.22011-02-28-236.374963.39
Short2011-02-2122466.5722230.22011-02-28-236.374727.02
Short2011-02-2122466.5722230.22011-02-28-236.374490.65
Long2011-02-2822466.5722154.232011-03-03-312.344178.31
Short2011-03-1121197.121863.022011-03-18665.924844.23
Short2011-03-1121197.121863.022011-03-18665.925510.15
Short2011-03-1121527.1121863.022011-03-21335.915846.06
Short2011-03-1121527.1121863.022011-03-21335.916181.97
Short2011-03-1121556.8221863.022011-03-22306.26488.17
Long2011-03-2221556.8221984.992011-03-25428.176916.34
Short2011-04-1421502.4521833.722011-04-20331.277247.61
Short2011-04-1421502.4521833.722011-04-20331.277578.88
Short2011-04-1421932.7821833.722011-04-26-99.067479.82
Short2011-04-1421932.7821833.722011-04-26-99.067380.76
Short2011-04-1422238.1621833.722011-04-27-404.446976.32
Long2011-04-2722238.1621915.322011-05-04-322.846653.48
Long2011-04-2722238.1621915.322011-05-04-322.846330.64
Long2011-04-2722238.1621915.322011-05-04-322.846007.8
Long2011-04-2722238.1621915.322011-05-04-322.845684.96
Long2011-04-2722238.1621741.022011-05-05-497.145187.82
Short2011-05-0522031.1621741.022011-05-11-290.144897.68
Short2011-05-0522031.1621741.022011-05-11-290.144607.54
Short2011-05-0521787.6921741.022011-05-12-46.674560.87
Short2011-05-0521787.6921741.022011-05-12-46.674514.2
Short2011-05-0521109.7521741.022011-05-31631.275145.47
Long2011-05-3121109.7520809.922011-06-03-299.834845.64
Short2011-06-0820358.9120277.282011-06-14-81.634764.01
Short2011-06-0819918.5220277.282011-06-15358.765122.77
Short2011-06-0819918.5220277.282011-06-15358.765481.53
Short2011-06-0819918.5220277.282011-06-15358.765840.29
Short2011-06-0820174.9720277.282011-06-30102.315942.6
Long2011-06-3020174.9700000-00-0005942.6
Long2011-06-3020174.9700000-00-0005942.6
Long2011-06-3020174.9700000-00-0005942.6
Long2011-06-3020174.9700000-00-0005942.6
Long2011-06-3020174.9700000-00-0005942.6

Nessun commento:

Posta un commento