Odpowiedz
Zgłoś do moderatora
Re: system pana pawla rejczaka
Autor: oskar_banach
[89.108.206.*]
2009-08-28 13:35
Witam Panie Pawle!
Od jakiegoś czasu śledzę bardzo uważnie Pana pracę i jestem pod sporym wrażeniem. staram się przeanalizować pańskiego sygnały systemu i waśnie znalazłem niezwykle cenne informacje, te tutaj. Czy można Pana prosić o ich uaktualnienie? Zależy mi na jak największej ilości danych, wszelkie informacje które jest Pan w stanie przekazać mogą okazać się przydatne. Liczę, że pomoże mi Pan tak jak koledze 3 lata temu :)
Z góry bardzo dziękuję!
Odpowiedz
Zgłoś do moderatora
Re: system pana pawla rejczaka
Autor: PawelRejczak
[82.139.56.*]
2009-09-02 12:08
Załączam listę wszystkich transakcji systemu:
trade data cena zysk zysk/prow zysk skum.
Sell 2001-09-04 1129 0 -3 -3
Buy 2001-09-05 1138 -9 -12 -15
Sell 2001-09-07 1148 10 7 -8
Buy 2001-09-12 1086 62 59 51
Sell 2001-09-14 1076 -10 -13 38
Buy 2001-10-05 1002 74 71 109
Sell 2001-10-17 1180 178 175 284
Buy 2001-10-22 1206 -26 -29 255
Sell 2001-10-23 1223 17 14 269
Buy 2001-10-24 1232 -9 -12 257
Sell 2001-10-25 1216 -16 -19 238
Buy 2001-10-26 1287 -71 -74 164
Sell 2001-11-02 1264 -23 -26 138
Buy 2001-11-08 1269 -5 -8 130
Sell 2001-11-12 1246 -23 -26 104
Buy 2001-11-13 1307 -61 -64 40
Sell 2001-11-19 1333 26 23 63
Buy 2001-11-22 1310 23 20 83
Sell 2001-11-23 1276 -34 -37 46
Buy 2001-11-27 1295 -19 -22 24
Sell 2001-11-30 1251 -44 -47 -23
Buy 2001-12-03 1248 3 0 -23
Sell 2001-12-05 1284 36 33 10
Buy 2001-12-18 1197 87 84 94
Sell 2001-12-31 1201 4 1 95
Buy 2002-01-02 1197 4 1 96
Sell 2002-01-14 1354 157 154 250
Buy 2002-01-15 1371 -17 -20 230
Sell 2002-01-21 1383 12 9 239
Buy 2002-01-22 1409 -26 -29 210
Sell 2002-01-28 1436 27 24 234
Buy 2002-02-01 1435 1 -2 232
Sell 2002-02-11 1382 -53 -56 176
Buy 2002-02-20 1340 42 39 215
Sell 2002-02-21 1346 6 3 218
Buy 2002-02-25 1352 -6 -9 209
Sell 2002-03-04 1394 42 39 248
Buy 2002-03-07 1400 -6 -9 239
Sell 2002-03-11 1392 -8 -11 228
Buy 2002-03-22 1341 51 48 276
Sell 2002-03-25 1344 3 0 276
Buy 2002-04-05 1330 14 11 287
Sell 2002-04-08 1325 -5 -8 279
Buy 2002-04-09 1353 -28 -31 248
Sell 2002-04-11 1343 -10 -13 235
Buy 2002-04-22 1331 12 9 244
Sell 2002-04-23 1321 -10 -13 231
Buy 2002-04-25 1323 -2 -5 226
Sell 2002-04-30 1327 4 1 227
Buy 2002-05-16 1323 4 1 228
Sell 2002-05-21 1375 52 49 277
Buy 2002-05-27 1395 -20 -23 254
Sell 2002-05-28 1386 -9 -12 242
Buy 2002-06-03 1380 6 3 245
Sell 2002-06-04 1376 -4 -7 238
Buy 2002-06-11 1369 7 4 242
Sell 2002-06-13 1359 -10 -13 229
Buy 2002-06-21 1297 62 59 288
Sell 2002-06-24 1286 -11 -14 274
Buy 2002-07-03 1196 90 87 361
Sell 2002-07-04 1186 -10 -13 348
Buy 2002-07-05 1203 -17 -20 328
Sell 2002-07-08 1189 -14 -17 311
Buy 2002-07-09 1204 -15 -18 293
Sell 2002-07-10 1182 -22 -25 268
Buy 2002-07-17 1165 17 14 282
Sell 2002-07-18 1164 -1 -4 278
Buy 2002-07-24 1108 56 53 331
Sell 2002-07-25 1079 -29 -32 299
Buy 2002-07-26 1072 7 4 303
Sell 2002-07-30 1049 -23 -26 277
Buy 2002-07-31 1070 -21 -24 253
Sell 2002-08-05 1049 -21 -24 229
Buy 2002-08-06 1053 -4 -7 222
Sell 2002-08-07 1059 6 3 225
Buy 2002-08-13 1071 -12 -15 210
Sell 2002-08-20 1090 19 16 226
Buy 2002-08-21 1088 2 -1 225
Sell 2002-08-28 1135 47 44 269
Buy 2002-09-10 1068 67 64 333
Sell 2002-09-11 1064 -4 -7 326
Buy 2002-09-16 1073 -9 -12 314
Sell 2002-09-17 1083 10 7 321
Buy 2002-09-20 1073 10 7 328
Sell 2002-09-24 1043 -30 -33 295
Buy 2002-09-25 1055 -12 -15 280
Sell 2002-09-30 1021 -34 -37 243
Buy 2002-10-03 1031 -10 -13 230
Sell 2002-10-09 1032 1 -2 228
Buy 2002-10-10 1046 -14 -17 211
Sell 2002-10-17 1110 64 61 272
Buy 2002-10-18 1134 -24 -27 245
Sell 2002-10-21 1141 7 4 249
Buy 2002-10-25 1153 -12 -15 234
Sell 2002-10-30 1168 15 12 246
Buy 2002-10-31 1185 -17 -20 226
Sell 2002-11-04 1188 3 0 226
Buy 2002-11-12 1145 43 40 266
Sell 2002-11-15 1142 -3 -6 260
Buy 2002-11-19 1147 -5 -8 252
Sell 2002-11-20 1145 -2 -5 247
Buy 2002-11-21 1178 -33 -36 211
Sell 2002-11-28 1235 57 54 265
Buy 2002-12-02 1235 0 -3 262
Sell 2002-12-06 1227 -8 -11 251
Buy 2002-12-16 1208 19 16 267
Sell 2002-12-17 1200 -8 -11 256
Buy 2002-12-27 1170 30 27 283
Sell 2003-01-07 1229 59 56 339
Buy 2003-01-08 1243 -14 -17 322
Sell 2003-01-10 1197 -46 -49 273
Buy 2003-01-13 1241 -44 -47 226
Sell 2003-01-15 1238 -3 -6 220
Buy 2003-01-29 1123 115 112 332
Sell 2003-01-30 1099 -24 -27 305
Buy 2003-02-06 1102 -3 -6 299
Sell 2003-02-14 1103 1 -2 297
Buy 2003-02-20 1118 -15 -18 279
Sell 2003-02-24 1109 -9 -12 267
Buy 2003-02-28 1086 23 20 287
Sell 2003-03-04 1075 -11 -14 273
Buy 2003-03-05 1080 -5 -8 265
Sell 2003-03-12 1103 23 20 285
Buy 2003-03-17 1100 3 0 285
Sell 2003-03-26 1123 23 20 305
Buy 2003-04-02 1117 6 3 308
Sell 2003-04-10 1157 40 37 345
Buy 2003-04-17 1132 25 22 367
Sell 2003-04-24 1129 -3 -6 361
Buy 2003-04-28 1128 1 -2 359
Sell 2003-04-29 1127 -1 -4 355
Buy 2003-05-02 1138 -11 -14 341
Sell 2003-05-07 1142 4 1 342
Buy 2003-05-09 1151 -9 -12 330
Sell 2003-05-12 1147 -4 -7 323
Buy 2003-05-14 1153 -6 -9 314
Sell 2003-05-19 1157 4 1 315
Buy 2003-05-20 1169 -12 -15 300
Sell 2003-05-22 1168 -1 -4 296
Buy 2003-05-29 1180 -12 -15 281
Sell 2003-06-02 1192 12 9 290
Buy 2003-06-04 1209 -17 -20 270
Sell 2003-06-05 1199 -10 -13 257
Buy 2003-06-06 1215 -16 -19 238
Sell 2003-06-09 1212 -3 -6 232
Buy 2003-06-12 1213 -1 -4 228
Sell 2003-06-27 1239 26 23 251
Buy 2003-07-03 1236 3 0 251
Sell 2003-07-21 1355 119 116 367
Buy 2003-07-25 1339 16 13 380
Sell 2003-07-30 1355 16 13 393
Buy 2003-08-07 1354 1 -2 391
Sell 2003-08-13 1428 74 71 462
Buy 2003-08-14 1450 -22 -25 437
Sell 2003-08-18 1442 -8 -11 426
Buy 2003-08-21 1478 -36 -39 387
Sell 2003-09-03 1710 232 229 616
Buy 2003-09-11 1561 149 146 762
Sell 2003-09-12 1523 -38 -41 721
Buy 2003-09-16 1539 -16 -19 702
Sell 2003-09-17 1549 10 7 709
Buy 2003-09-24 1545 4 1 710
Sell 2003-09-29 1525 -20 -23 687
Buy 2003-10-03 1549 -24 -27 660
Sell 2003-10-13 1652 103 100 760
Buy 2003-10-14 1682 -30 -33 727
Sell 2003-10-16 1673 -9 -12 715
Buy 2003-10-28 1554 119 116 831
Sell 2003-10-29 1568 14 11 842
Buy 2003-10-30 1624 -56 -59 783
Sell 2003-11-03 1582 -42 -45 738
Buy 2003-11-06 1594 -12 -15 723
Sell 2003-11-07 1585 -9 -12 711
Buy 2003-12-01 1478 107 104 815
Sell 2003-12-04 1491 13 10 825
Buy 2003-12-08 1498 -7 -10 815
Sell 2003-12-15 1589 91 88 903
Buy 2003-12-18 1576 13 10 913
Sell 2003-12-29 1602 26 23 936
Buy 2004-01-02 1602 0 -3 933
Sell 2004-01-08 1699 97 94 1027
Buy 2004-01-13 1721 -22 -25 1002
Sell 2004-01-14 1678 -43 -46 956
Buy 2004-01-15 1696 -18 -21 935
Sell 2004-01-16 1676 -20 -23 912
Buy 2004-01-20 1705 -29 -32 880
Sell 2004-01-21 1676 -29 -32 848
Buy 2004-01-22 1716 -40 -43 805
Sell 2004-01-27 1700 -16 -19 786
Buy 2004-02-02 1660 40 37 823
Sell 2004-02-03 1635 -25 -28 795
Buy 2004-02-04 1638 -3 -6 789
Sell 2004-02-13 1754 116 113 902
Buy 2004-02-16 1765 -11 -14 888
Sell 2004-02-19 1759 -6 -9 879
Buy 2004-02-20 1744 15 12 891
Sell 2004-02-23 1721 -23 -26 865
Buy 2004-02-27 1711 10 7 872
Sell 2004-03-04 1781 70 67 939
Buy 2004-03-05 1802 -21 -24 915
Sell 2004-03-09 1795 -7 -10 905
Buy 2004-03-12 1760 35 32 937
Sell 2004-03-15 1749 -11 -14 923
Buy 2004-03-16 1743 6 3 926
Sell 2004-03-18 1752 9 6 932
Buy 2004-03-24 1766 -14 -17 915
Sell 2004-03-26 1759 -7 -10 905
Buy 2004-03-29 1776 -17 -20 885
Sell 2004-03-31 1777 1 -2 883
Buy 2004-04-02 1788 -11 -14 869
Sell 2004-04-06 1822 34 31 900
Buy 2004-04-08 1833 -11 -14 886
Sell 2004-04-16 1860 27 24 910
Buy 2004-04-19 1874 -14 -17 893
Sell 2004-04-22 1853 -21 -24 869
Buy 2004-05-05 1784 69 66 935
Sell 2004-05-06 1730 -54 -57 878
Buy 2004-05-13 1674 56 53 931
Sell 2004-05-21 1675 1 -2 929
Buy 2004-05-24 1694 -19 -22 907
Sell 2004-05-25 1647 -47 -50 857
Buy 2004-05-26 1684 -37 -40 817
Sell 2004-06-01 1692 8 5 822
Buy 2004-06-02 1713 -21 -24 798
Sell 2004-06-04 1688 -25 -28 770
Buy 2004-06-18 1649 39 36 806
Sell 2004-06-24 1711 62 59 865
Buy 2004-06-25 1724 -13 -16 849
Sell 2004-06-30 1723 -1 -4 845
Buy 2004-07-07 1690 33 30 875
Sell 2004-07-09 1690 0 -3 872
Buy 2004-07-12 1714 -24 -27 845
Sell 2004-07-15 1662 -52 -55 790
Buy 2004-07-16 1673 -11 -14 776
Sell 2004-07-27 1685 12 9 785
Buy 2004-08-03 1679 6 3 788
Sell 2004-08-06 1672 -7 -10 778
Buy 2004-08-13 1636 36 33 811
Sell 2004-08-17 1630 -6 -9 802
Buy 2004-08-24 1691 -61 -64 738
Sell 2004-08-25 1706 15 12 750
Buy 2004-08-27 1715 -9 -12 738
Sell 2004-08-30 1706 -9 -12 726
Buy 2004-08-31 1722 -16 -19 707
Sell 2004-09-01 1714 -8 -11 696
Buy 2004-09-02 1744 -30 -33 663
Sell 2004-09-14 1782 38 35 698
Buy 2004-09-15 1800 -18 -21 677
Sell 2004-09-21 1815 15 12 689
Buy 2004-09-28 1800 15 12 701
Sell 2004-09-30 1805 5 2 703
Buy 2004-10-01 1810 -5 -8 695
Sell 2004-10-07 1857 47 44 739
Buy 2004-10-15 1788 69 66 805
Sell 2004-10-18 1777 -11 -14 791
Buy 2004-10-19 1793 -16 -19 772
Sell 2004-10-22 1796 3 0 772
Buy 2004-10-27 1807 -11 -14 758
Sell 2004-10-28 1812 5 2 760
Buy 2004-10-29 1821 -9 -12 748
Sell 2004-11-04 1837 16 13 761
Buy 2004-11-09 1833 4 1 762
Sell 2004-11-15 1836 3 0 762
Buy 2004-11-19 1843 -7 -10 752
Sell 2004-11-22 1803 -40 -43 709
Buy 2004-11-25 1818 -15 -18 691
Sell 2004-12-06 1889 71 68 759
Buy 2004-12-07 1907 -18 -21 738
Sell 2004-12-09 1885 -22 -25 713
Buy 2004-12-16 1911 -26 -29 684
Sell 2004-12-21 1939 28 25 709
Buy 2004-12-27 1946 -7 -10 699
Sell 2004-12-28 1936 -10 -13 686
Buy 2004-12-29 1951 -15 -18 668
Sell 2005-01-03 1973 22 19 687
Buy 2005-01-14 1914 59 56 743
Sell 2005-01-17 1911 -3 -6 737
Buy 2005-01-25 1860 51 48 785
Sell 2005-02-14 1958 98 95 880
Buy 2005-02-15 1970 -12 -15 865
Sell 2005-02-22 2031 61 58 923
Buy 2005-02-24 2061 -30 -33 890
Sell 2005-02-28 2091 30 27 917
Buy 2005-03-01 2104 -13 -16 901
Sell 2005-03-02 2052 -52 -55 846
Buy 2005-03-09 2058 -6 -9 837
Sell 2005-03-10 2052 -6 -9 828
Buy 2005-03-22 1950 102 99 927
Sell 2005-04-04 1961 11 8 935
Buy 2005-04-21 1883 78 75 1010
Sell 2005-04-26 1910 27 24 1034
Buy 2005-05-04 1863 47 44 1078
Sell 2005-05-06 1854 -9 -12 1066
Buy 2005-05-16 1827 27 24 1090
Sell 2005-05-17 1818 -9 -12 1078
Buy 2005-05-18 1856 -38 -41 1037
Sell 2005-05-24 1879 23 20 1057
Buy 2005-05-25 1884 -5 -8 1049
Sell 2005-05-31 1905 21 18 1067
Buy 2005-06-02 1912 -7 -10 1057
Sell 2005-06-14 1973 61 58 1115
Buy 2005-06-15 1988 -15 -18 1097
Sell 2005-06-21 2001 13 10 1107
Buy 2005-06-22 2020 -19 -22 1085
Sell 2005-06-29 2021 1 -2 1083
Buy 2005-06-30 2024 -3 -6 1077
Sell 2005-07-05 2059 35 32 1109
Buy 2005-07-12 2073 -14 -17 1092
Sell 2005-07-18 2082 9 6 1098
Buy 2005-07-19 2105 -23 -26 1072
Sell 2005-07-21 2099 -6 -9 1063
Buy 2005-07-26 2108 -9 -12 1051
Sell 2005-08-03 2193 85 82 1133
Buy 2005-08-04 2221 -28 -31 1102
Sell 2005-08-09 2222 1 -2 1100
Buy 2005-08-24 2193 29 26 1126
Sell 2005-08-25 2165 -28 -31 1095
Buy 2005-08-29 2192 -27 -30 1065
Sell 2005-09-07 2301 109 106 1171
Buy 2005-09-09 2307 -6 -9 1162
Sell 2005-09-20 2466 159 156 1318
Buy 2005-09-22 2470 -4 -7 1311
Sell 2005-09-23 2426 -44 -47 1264
Buy 2005-09-26 2440 -14 -17 1247
Sell 2005-09-28 2462 22 19 1266
Buy 2005-10-03 2500 -38 -41 1225
Sell 2005-10-05 2486 -14 -17 1208
Buy 2005-10-11 2413 73 70 1278
Sell 2005-10-12 2381 -32 -35 1243
Buy 2005-10-21 2317 64 61 1304
Sell 2005-10-25 2316 -1 -4 1300
Buy 2005-10-26 2352 -36 -39 1261
Sell 2005-11-07 2402 50 47 1308
Buy 2005-11-10 2418 -16 -19 1289
Sell 2005-11-22 2472 54 51 1340
Buy 2005-11-28 2488 -16 -19 1321
Sell 2005-12-02 2530 42 39 1360
Buy 2005-12-06 2561 -31 -34 1326
Sell 2005-12-09 2539 -22 -25 1301
Buy 2005-12-14 2576 -37 -40 1261
Sell 2005-12-30 2694 118 115 1376
Buy 2006-01-02 2683 11 8 1384
Sell 2006-01-09 2873 190 187 1571
Buy 2006-01-11 2881 -8 -11 1560
Sell 2006-01-12 2843 -38 -41 1519
Buy 2006-01-16 2814 29 26 1545
Sell 2006-01-24 2883 69 66 1611
Buy 2006-01-25 2979 -96 -99 1512
Sell 2006-01-26 2940 -39 -42 1470
Buy 2006-01-03 2828 112 109 1579
Sell 2006-01-07 2780 -48 -51 1528
Buy 2006-01-07 2837 -57 -60 1468
Sell 2006-01-10 2785 -52 -55 1413
Buy 2006-02-13 2790 -5 -8 1405
Sell 2006-02-16 2781 -9 -12 1393
Buy 2006-02-17 2786 -5 -8 1385
Sell 2006-02-28 2915 129 126 1511
Buy 2006-03-03 2920 -5 -8 1503
Sell 2006-03-06 2854 -66 -69 1434
Buy 2006-03-15 2779 75 72 1506
Sell 2006-03-21 2778 -1 -4 1502
Buy 2006-03-24 2828 -50 -53 1449
Sell 2006-03-28 2821 -7 -10 1439
Buy 2006-03-29 2804 17 14 1453
Sell 2006-04-05 2872 68 65 1518
Buy 2006-04-07 2932 -60 -63 1455
Sell 2006-04-11 2940 8 5 1460
Buy 2006-04-12 2942 -2 -5 1455
Sell 2006-04-26 3180 238 235 1690
Buy 2006-05-04 3220 -40 -43 1647
Sell 2006-05-09 3255 35 32 1679
Buy 2006-05-11 3288 -33 -36 1643
Sell 2006-05-12 3251 -37 -40 1603
Buy 2006-05-23 2945 306 303 1906
Sell 2006-05-24 2814 -131 -134 1772
Buy 2006-05-25 2867 -53 -56 1716
Sell 2006-05-30 2812 -55 -58 1658
Buy 2006-05-31 2797 15 12 1670
Sell 2006-06-07 2810 13 10 1680
Buy 2006-06-27 2656 154 151 1831
Sell 2006-07-03 2775 119 116 1947
Buy 2006-07-04 2879 -104 -107 1840
Sell 2006-07-05 2804 -75 -78 1762
Buy 2006-07-06 2850 -46 -49 1713
Sell 2006-07-13 3002 152 149 1862
Buy 2006-07-18 2929 73 70 1932
Sell 2006-07-19 2889 -40 -43 1889
Buy 2006-07-20 3044 -155 -158 1731
Sell 2006-07-25 3075 31 28 1759
Buy 2006-07-27 3149 -74 -77 1682
Sell 2006-07-31 3190 41 38 1720
Buy 2006-08-09 3065 125 122 1842
Sell 2006-08-10 3027 -38 -41 1801
Buy 2006-08-21 2978 49 46 1847
Sell 2006-08-24 2960 -18 -21 1826
Buy 2006-08-29 2958 2 -1 1825
Sell 2006-08-31 2999 41 38 1863
Buy 2006-09-04 3051 -52 -55 1808
Sell 2006-09-06 3056 5 2 1810
Buy 2006-09-18 3059 -3 -6 1804
Sell 2006-09-19 3011 -48 -51 1753
Buy 2006-09-28 2973 38 35 1788
Sell 2006-09-29 2929 -44 -47 1741
Buy 2006-10-04 2945 -16 -19 1722
Sell 2006-10-16 3173 228 225 1947
Buy 2006-10-18 3206 -33 -36 1911
Sell 2006-10-20 3238 32 29 1940
Buy 2006-10-26 3240 -2 -5 1935
Sell 2006-10-27 3196 -44 -47 1888
Buy 2006-11-03 3137 59 56 1944
Sell 2006-11-09 3242 105 102 2046
Buy 2006-11-20 3141 101 98 2144
Sell 2006-11-24 3208 67 64 2208
Buy 2006-11-28 3184 24 21 2229
Sell 2006-11-30 3231 47 44 2273
Buy 2006-12-01 3273 -42 -45 2228
Sell 2006-12-08 3386 113 110 2338
Buy 2006-12-13 3416 -30 -33 2305
Sell 2006-12-15 3437 21 18 2323
Buy 2006-12-27 3364 73 70 2393
Sell 2006-12-28 3354 -10 -13 2380
Buy 2007-01-02 3373 -19 -22 2358
Sell 2007-01-05 3263 -110 -113 2245
Buy 2007-01-10 3222 41 38 2283
Sell 2007-01-16 3306 84 81 2364
Buy 2007-01-18 3388 -82 -85 2279
Sell 2007-01-22 3454 66 63 2342
Buy 2007-01-31 3476 -22 -25 2317
Sell 2007-02-06 3546 70 67 2384
Buy 2007-02-13 3412 134 131 2515
Sell 2007-02-14 3410 -2 -5 2510
Buy 2007-02-19 3449 -39 -42 2468
Sell 2007-02-20 3411 -38 -41 2427
Buy 2007-02-21 3464 -53 -56 2371
Sell 2007-02-26 3498 34 31 2402
Buy 2007-03-05 3191 307 304 2706
Sell 2007-03-06 3183 -8 -11 2695
Buy 2007-03-08 3260 -77 -80 2615
Sell 2007-03-13 3240 -20 -23 2592
Buy 2007-03-16 3307 -67 -70 2522
Sell 2007-03-20 3316 9 6 2528
Buy 2007-03-21 3374 -58 -61 2467
Sell 2007-03-26 3472 98 95 2562
Buy 2007-03-29 3493 -21 -24 2538
Sell 2007-04-11 3523 30 27 2565
Buy 2007-04-13 3591 -68 -71 2494
Sell 2007-04-24 3602 11 8 2502
Buy 2007-04-30 3566 36 33 2535
Sell 2007-05-08 3622 56 53 2588
Buy 2007-05-11 3534 88 85 2673
Sell 2007-05-15 3472 -62 -65 2608
Buy 2007-05-18 3490 -18 -21 2587
Sell 2007-06-06 3732 242 239 2826
Buy 2007-06-13 3677 55 52 2878
Sell 2007-06-19 3741 64 61 2939
Buy 2007-06-21 3755 -14 -17 2922
Sell 2007-06-27 3721 -34 -37 2885
Buy 2007-07-02 3756 -35 -38 2847
Sell 2007-07-05 3826 70 67 2914
Buy 2007-07-06 3856 -30 -33 2881
Sell 2007-07-09 3864 8 5 2886
Buy 2007-07-19 3860 4 1 2887
Sell 2007-07-20 3834 -26 -29 2858
Buy 2007-07-23 3863 -29 -32 2826
Sell 2007-07-25 3802 -61 -64 2762
Buy 2007-08-01 3667 135 132 2894
Sell 2007-08-02 3649 -18 -21 2873
Buy 2007-08-06 3606 43 40 2913
Sell 2007-08-08 3626 20 17 2930
Buy 2007-08-17 3417 209 206 3136
Sell 2007-08-21 3365 -52 -55 3081
Buy 2007-08-22 3457 -92 -95 2986
Sell 2007-08-27 3587 130 127 3113
Buy 2007-08-29 3518 69 66 3179
Sell 2007-08-30 3522 4 1 3180
Buy 2007-09-04 3619 -97 -100 3080
Sell 2007-09-05 3589 -30 -33 3047
Buy 2007-09-12 3522 67 64 3111
Sell 2007-09-17 3589 67 64 3175
Buy 2007-09-18 3629 -40 -43 3132
Sell 2007-09-24 3781 152 149 3281
Buy 2007-09-27 3781 0 -3 3278
Sell 2007-09-28 3652 -129 -132 3146
Buy 2007-10-02 3776 -124 -127 3019
Sell 2007-10-16 3888 112 109 3128
Buy 2007-10-22 3840 48 45 3173
Sell 2007-10-26 3895 55 52 3225
Buy 2007-11-02 3867 28 25 3250
Sell 2007-11-07 3802 -65 -68 3182
Buy 2007-11-13 3625 177 174 3356
Sell 2007-11-14 3606 -19 -22 3334
Buy 2007-11-20 3566 40 37 3371
Sell 2007-11-26 3574 8 5 3376
Buy 2007-11-28 3548 26 23 3399
Sell 2007-12-03 3542 -6 -9 3390
Buy 2007-12-04 3572 -30 -33 3357
Sell 2007-12-11 3692 120 117 3474
Buy 2007-12-12 3706 -14 -17 3457
Sell 2007-12-13 3635 -71 -74 3383
Buy 2008-01-02 3506 129 126 3509
Sell 2008-01-04 3431 -75 -78 3431
Buy 2008-01-22 2799 632 629 4060
Sell 2008-01-31 2995 196 193 4253
Buy 2008-02-01 3067 -72 -75 4178
Sell 2008-02-05 3030 -37 -40 4138
Buy 2008-02-06 2973 57 54 4192
Sell 2008-02-07 2889 -84 -87 4105
Buy 2008-02-11 2968 -79 -82 4023
Sell 2008-02-14 3106 138 135 4158
Buy 2008-02-18 3140 -34 -37 4121
Sell 2008-02-19 3100 -40 -43 4078
Buy 2008-02-20 3118 -18 -21 4057
Sell 2008-02-21 3093 -25 -28 4029
Buy 2008-02-29 3014 79 76 4105
Sell 2008-03-04 2831 -183 -186 3919
Buy 2008-03-05 2897 -66 -69 3850
Sell 2008-03-06 2853 -44 -47 3803
Buy 2008-03-07 2856 -3 -6 3797
Sell 2008-03-13 2891 35 32 3829
Buy 2008-03-18 2836 55 52 3881
Sell 2008-03-28 2960 124 121 4002
Buy 2008-03-31 2992 -32 -35 3967
Sell 2008-04-02 2960 -32 -35 3932
Buy 2008-04-04 3038 -78 -81 3851
Sell 2008-04-08 2993 -45 -48 3803
Buy 2008-04-09 3027 -34 -37 3766
Sell 2008-04-10 2993 -34 -37 3729
Buy 2008-04-18 2959 34 31 3760
Sell 2008-04-21 2929 -30 -33 3727
Buy 2008-04-24 2883 46 43 3770
Sell 2008-04-29 2902 19 16 3786
Buy 2008-05-05 2929 -27 -30 3756
Sell 2008-05-13 3021 92 89 3845
Buy 2008-05-14 3063 -42 -45 3800
Sell 2008-05-15 3027 -36 -39 3761
Buy 2008-05-28 2947 80 77 3838
Sell 2008-05-29 2924 -23 -26 3812
Buy 2008-06-03 2911 13 10 3822
Sell 2008-06-04 2902 -9 -12 3810
Buy 2008-06-06 2954 -52 -55 3755
Sell 2008-06-09 2803 -151 -154 3601
Buy 2008-06-12 2721 82 79 3680
Sell 2008-06-16 2709 -12 -15 3665
Buy 2008-06-17 2739 -30 -33 3632
Sell 2008-06-18 2681 -58 -61 3571
Buy 2008-06-19 2694 -13 -16 3555
Sell 2008-06-23 2660 -34 -37 3518
Buy 2008-06-26 2662 -2 -5 3513
Sell 2008-06-27 2590 -72 -75 3438
Buy 2008-07-03 2544 46 43 3481
Sell 2008-07-04 2526 -18 -21 3460
Buy 2008-07-08 2508 18 15 3475
Sell 2008-07-11 2523 15 12 3487
Buy 2008-07-17 2488 35 32 3519
Sell 2008-07-24 2605 117 114 3633
Buy 2008-07-25 2604 1 -2 3631
Sell 2008-08-06 2741 137 134 3765
Buy 2008-08-12 2650 91 88 3853
Sell 2008-08-14 2624 -26 -29 3824
Buy 2008-08-22 2588 36 33 3857
Sell 2008-08-27 2537 -51 -54 3803
Buy 2008-08-28 2562 -25 -28 3775
Sell 2008-09-05 2548 -14 -17 3758
Buy 2008-09-09 2575 -27 -30 3728
Sell 2008-09-10 2488 -87 -90 3638
Buy 2008-09-18 2294 194 191 3829
Sell 2008-09-23 2383 89 86 3915
Buy 2008-09-25 2423 -40 -43 3872
Sell 2008-09-29 2426 3 0 3872
Buy 2008-09-30 2376 50 47 3919
Sell 2008-10-02 2370 -6 -9 3910
Buy 2008-10-08 2200 170 167 4077
Sell 2008-10-10 2024 -176 -179 3898
Buy 2008-10-27 1606 418 415 4313
Sell 2008-10-30 1758 152 149 4462
Buy 2008-10-31 1837 -79 -82 4380
Sell 2008-11-05 1857 20 17 4397
Buy 2008-11-06 1839 18 15 4412
Sell 2008-11-12 1784 -55 -58 4354
Buy 2008-11-20 1546 238 235 4589
Sell 2008-11-27 1747 201 198 4787
Buy 2008-12-02 1672 75 72 4859
Sell 2008-12-10 1810 138 135 4994
Buy 2008-12-16 1813 -3 -6 4988
Sell 2008-12-17 1801 -12 -15 4973
Buy 2008-12-19 1834 -33 -36 4937
Sell 2008-12-22 1765 -69 -72 4865
Buy 2008-12-29 1772 -7 -10 4855
Sell 2008-12-31 1781 9 6 4861
Buy 2009-01-05 1853 -72 -75 4786
Sell 2009-01-09 1854 1 -2 4784
Buy 2009-01-21 1643 211 208 4992
Sell 2009-01-22 1612 -31 -34 4958
Buy 2009-01-26 1630 -18 -21 4937
Sell 2009-01-27 1603 -27 -30 4907
Buy 2009-01-28 1666 -63 -66 4841
Sell 2009-01-29 1601 -65 -68 4773
Buy 2009-02-05 1498 103 100 4873
Sell 2009-02-09 1484 -14 -17 4856
Buy 2009-02-20 1400 84 81 4937
Sell 2009-02-23 1345 -55 -58 4879
Buy 2009-02-24 1366 -21 -24 4855
Sell 2009-02-25 1324 -42 -45 4810
Buy 2009-02-26 1385 -61 -64 4746
Sell 2009-03-09 1446 61 58 4804
Buy 2009-03-10 1493 -47 -50 4754
Sell 2009-03-12 1465 -28 -31 4723
Buy 2009-03-19 1484 -19 -22 4701
Sell 2009-03-24 1537 53 50 4751
Buy 2009-03-25 1566 -29 -32 4719
Sell 2009-03-27 1574 8 5 4724
Buy 2009-04-02 1604 -30 -33 4691
Sell 2009-04-16 1758 154 151 4842
Buy 2009-04-22 1696 62 59 4901
Sell 2009-04-28 1682 -14 -17 4884
Buy 2009-04-29 1721 -39 -42 4842
Sell 2009-05-05 1831 110 107 4949
Buy 2009-05-06 1858 -27 -30 4919
Sell 2009-05-07 1822 -36 -39 4880
Buy 2009-05-12 1844 -22 -25 4855
Sell 2009-05-13 1827 -17 -20 4835
Buy 2009-05-18 1809 18 15 4850
Sell 2009-05-21 1826 17 14 4864
Buy 2009-05-27 1844 -18 -21 4843
Sell 2009-05-28 1786 -58 -61 4782
Buy 2009-06-01 1855 -69 -72 4710
Sell 2009-06-05 1955 100 97 4807
Buy 2009-06-10 2007 -52 -55 4752
Sell 2009-06-12 1969 -38 -41 4711
Buy 2009-06-29 1847 122 119 4830
Sell 2009-07-02 1831 -16 -19 4811
Buy 2009-07-08 1778 53 50 4861
Sell 2009-07-09 1757 -21 -24 4837
Buy 2009-07-13 1756 1 -2 4835
Sell 2009-07-28 2045 289 286 5121
Buy 2009-07-30 2118 -73 -76 5045
Sell 2009-08-04 2119 1 -2 5043
Buy 2009-08-05 2164 -45 -48 4995
Sell 2009-08-11 2102 -62 -65 4930
Buy 2009-08-19 2061 41 38 4968
Sell 2009-08-26 2266 205 202 5170
Buy 2009-08-28 2294 -28 -31 5139
Sell 2009-09-01 2205 -89 -92 5047
Odpowiedz
Zgłoś do moderatora
Re: system pana pawla rejczaka
Autor: lorinser
[87.99.60.*]
2010-07-11 18:55
Analizując Pana system sprawdzałam dane historyczne, niestety nie zgadzają mi się one. Dla jakiego współczynnika oblicza Pan sygnały oraz co jest elementem bazowym (wartość FW20? )
Odpowiedz
Zgłoś do moderatora
Re: system pana pawla rejczaka
Autor: PawelRejczak
[82.139.56.*]
2010-08-20 00:54
Tak, obliczenia wg. danych kontynuacyjnych FW20 - zmiana serii następuje po sesji w trakcie której obrót kontraktów nowej serii jest wyższy od obrotu starej serii. Nie wszystko może zgadzać się dokładnie gdy czasem (rzadko) sygnał pada na zamknięciu sesji, gdy jest zmiana względem ostatniego kursu z godz. 16:10 - wtedy biorę kurs zamknięcia, a nie wynikający z sygnału. Poza tym współczynnik to 0.5 i jest stały przez cały czas.
Odpowiedz
Zgłoś do moderatora
Re: system pana pawla rejczaka
Autor: mario72k
[10.44.50.*]
2010-08-12 13:26
Dzień dobry
1. Czy można prosić o aktualizację (wskazania systemu po 1 września 2009 r)?
2. Czy rozważał Pan odstępstwa od wskazań wzoru jeśli nakazywałby np kupno tuż pod potencjalnym oporem lub sprzedaż tuż nad wsparciem? Czy zalety (bo nie zawsze opór czy wsparcie okazuje się silne i skuteczne) stosowania "na ślepo" są większe niż wady spowodowane czynnikiem ludzkim przesuwającym sygnał odpowiednio wyżej lub niżej żeby ominąć opór/wsparcie?
3. Czy przy symulacji zmiany współczynnika 0,5 na mniejszy daje w miarę stałą poprawę efektów czy jest to przypadkowe (czasem poprawa czasem pogorszenie - bez wyraźnego wskazania)? ..... w sumie to na to pytanie sam postaram się sobie odpowiedzieć po przetransportowaniu danych do excela. Prosiłbym jednak o uzupełnienie sygnałów po 1 września 2009 do czasów obecnych;-)
Odpowiedz
Zgłoś do moderatora
Re: system pana pawla rejczaka
Autor: PawelRejczak
[82.139.56.*]
2010-08-20 01:00
Załączam listę transakcji:
Buy 2009-08-28 2294 -28 -31 5139
Sell 2009-09-01 2205 -89 -92 5047
Buy 2009-09-07 2188 17 14 5061
Sell 2009-09-10 2225 37 34 5095
Buy 2009-09-16 2153 72 69 5164
Sell 2009-09-17 2148 -5 -8 5156
Buy 2009-09-21 2179 -31 -34 5122
Sell 2009-09-25 2258 79 76 5198
Buy 2009-09-28 2302 -44 -47 5151
Sell 2009-09-29 2278 -24 -27 5124
Buy 2009-10-01 2267 11 8 5132
Sell 2009-10-02 2192 -75 -78 5054
Buy 2009-10-06 2231 -39 -42 5012
Sell 2009-10-07 2220 -11 -14 4998
Buy 2009-10-14 2291 -71 -74 4924
Sell 2009-10-15 2301 10 7 4931
Buy 2009-10-19 2329 -28 -31 4900
Sell 2009-10-26 2392 63 60 4960
Buy 2009-10-29 2327 65 62 5022
Sell 2009-10-30 2289 -38 -41 4981
Buy 2009-11-05 2256 33 30 5011
Sell 2009-11-06 2278 22 19 5030
Buy 2009-11-09 2352 -74 -77 4953
Sell 2009-11-18 2429 77 74 5027
Buy 2009-11-23 2417 12 9 5036
Sell 2009-11-24 2367 -50 -53 4983
Buy 2009-11-27 2313 54 51 5034
Sell 2009-12-03 2422 109 106 5140
Buy 2009-12-04 2420 2 -1 5139
Sell 2009-12-09 2409 -11 -14 5125
Buy 2009-12-16 2372 37 34 5159
Sell 2009-12-23 2388 16 13 5172
Buy 2009-12-28 2440 -52 -55 5117
Sell 2009-12-30 2429 -11 -14 5103
Buy 2010-01-04 2447 -18 -21 5082
Sell 2010-01-07 2458 11 8 5090
Buy 2010-01-08 2499 -41 -44 5046
Sell 2010-01-12 2466 -33 -36 5010
Buy 2010-01-13 2475 -9 -12 4998
Sell 2010-01-14 2476 1 -2 4996
Buy 2010-01-19 2491 -15 -18 4978
Sell 2010-01-21 2481 -10 -13 4965
Buy 2010-01-27 2414 67 64 5029
Sell 2010-01-28 2387 -27 -30 4999
Buy 2010-01-29 2387 0 -3 4996
Sell 2010-02-02 2373 -14 -17 4979
Buy 2010-02-15 2238 135 132 5111
Sell 2010-02-16 2231 -7 -10 5101
Buy 2010-02-19 2252 -21 -24 5077
Sell 2010-02-22 2253 1 -2 5075
Buy 2010-02-25 2245 8 5 5080
Sell 2010-03-08 2383 138 135 5215
Buy 2010-03-10 2403 -20 -23 5192
Sell 2010-03-15 2381 -22 -25 5167
Buy 2010-03-16 2427 -46 -49 5118
Sell 2010-03-19 2414 -13 -16 5102
Buy 2010-03-25 2472 -58 -61 5041
Sell 2010-03-29 2482 10 7 5048
Buy 2010-03-31 2512 -30 -33 5015
Sell 2010-04-07 2538 26 23 5038
Buy 2010-04-12 2569 -31 -34 5004
Sell 2010-04-15 2569 0 -3 5001
Buy 2010-04-16 2585 -16 -19 4982
Sell 2010-04-19 2517 -68 -71 4911
Buy 2010-04-26 2545 -28 -31 4880
Sell 2010-04-27 2515 -30 -33 4847
Buy 2010-04-29 2512 3 0 4847
Sell 2010-05-04 2504 -8 -11 4836
Buy 2010-05-07 2354 150 147 4983
Sell 2010-05-13 2429 75 72 5055
Buy 2010-05-17 2378 51 48 5103
Sell 2010-05-19 2350 -28 -31 5072
Buy 2010-05-26 2312 38 35 5107
Sell 2010-06-01 2368 56 53 5160
Buy 2010-06-02 2368 0 -3 5157
Sell 2010-06-04 2381 13 10 5167
Buy 2010-06-10 2342 39 36 5203
Sell 2010-06-11 2331 -11 -14 5189
Buy 2010-06-15 2399 -68 -71 5118
Sell 2010-06-16 2398 -1 -4 5114
Buy 2010-06-22 2410 -12 -15 5099
Sell 2010-06-23 2350 -60 -63 5036
Buy 2010-07-01 2279 71 68 5104
Sell 2010-07-08 2335 56 53 5157
Buy 2010-07-12 2346 -11 -14 5143
Sell 2010-07-20 2371 25 22 5165
Buy 2010-07-21 2414 -43 -46 5119
Sell 2010-07-28 2487 73 70 5189
Buy 2010-08-02 2528 -41 -44 5145
Sell 2010-08-05 2548 20 17 5162
Co do punktu 2. - oczywiście można pewne sygnały pomijać, ale wtedy nie jest to już w 100% mechaniczny system. Trudno też ocenić skuteczność, chyba że po prostu w połączeniu z innym mechanicznym systemem.
Mniejszy współczynnik (czyli mniejsza wartość potrzebna do odwrócenia) to więcej transakcji więc rośnie już koszt związany z prowizjami, ale za to "wygładza się" linia kapitału. Generalnie to 0.5 raczej optymalne.
Odpowiedz
Zgłoś do moderatora
Re: system pana pawla rejczaka
Autor: mario72k
[10.44.50.*]
2010-08-20 09:56
Bardzo dziękuję za odpowiedź.
Co do mojego sprawdzenia-symulacji chyba nie jestem w stanie jednak tego dokonać bo nie wiem czy uda mi się łatwo znaleźć dane dla codziennych poziomów: poziom otwarcia / max indeks w sesji / min index w sesji / poziom zamknięcia.
Jeśli nie znajdę łatwo (w krótkim czasie) to więcej trudu raczej nie planuję sobie zadawać poprzestanę na tym co już wiem.
Dziekuję
i pozdrawiam Pana
mariusz kiedos
Odpowiedz
Zgłoś do moderatora
Re: system pana pawla rejczaka
Autor: korjol
[91.94.42.*]
2010-11-18 20:48
Witam,
Czy jest Pan w stanie udostępnić te dane z tego wątku ale w pliku exelowskim? Nie bardzo umiem sobie poradzić z posortowaniem tych danych w exelu. Może ktoś z czytelników ma takowy plik. Proszę o kontakt na rkornat@(nospam)tlen.pl