RobinVOL 2.0 | year 2009 Backtest

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

Talk about RobinVOL 2.0 | year 2009 Backtest

Information, charts or examples contained in this review article are for illustration and educational purposes only. It should not be considered as an advice or endorsement to purchase or sell any security or financial instrument. We do not and cannot give any kind of financial advice. No employee or persons associated with us are registered or authorized to give financial advice. We do not trade on anyone's behalf, and we do not recommend any broker. On certain occasions, we have a material link to the product or service mentioned in the article. This may be in the form of compensation or remuneration.

Talk about RobinVOL 2.0 | year 2009 Backtest

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