[анализ акций]
РАО ЕЭС
DM&CCI MA&RSI 
НК Лукойл
DM&CCI MA&RSI 
Ростелеком
DM&CCI MA&RSI 
Сургутнефтегаз
DM&CCI MA&RSI 
 
РАО ЕЭС, торговая система DM&CCI (график)
торговая система DM&CCI (2&8)
№
position
 enter date close date
+/-
order to close
1 Long 07/10/99 13/10/99 2,74 Enter short signal
2 Short 13/10/99 14/10/99 -4,23 Enter long signal
3 Long 14/10/99 15/10/99 -7,30 Enter short signal
4 Short 15/10/99 19/10/99 -1,94 Close short signal
Out 19/10/99 20/10/99 0,00 Enter long signal
5 Long 20/10/99 21/10/99 -3,86 Maximum loss stop
Out 21/10/99 22/10/99 0,00 Enter long signal
6 Long 22/10/99 26/10/99 -1,88 Maximum loss stop
Out 26/10/99 27/10/99 0,00 Enter short signal
7 Short 27/10/99 28/10/99 -1,07 Maximum loss stop
Out 28/10/99 29/10/99 0,00 Enter long signal
8 Long 29/10/99 02/11/99 -1,24 Enter short signal
9 Short 02/11/99 05/11/99 -3,34 Enter long signal
10 Long 05/11/99 12/11/99 16,20 Close long signal
Out 12/11/99 15/11/99 0,00 Enter long signal
11 Long 15/11/99 24/11/99 9,46 Close long signal
Out 24/11/99 25/11/99 0,00 Enter short signal
12 Short 25/11/99 26/11/99 1,19 Enter long signal
13 Long 26/11/99 29/11/99 -1,22 Enter short signal
14 Short 29/11/99 02/12/99 3,93 Enter long signal
15 Long 02/12/99 07/12/99 -5,85 Enter short signal
16 Short 07/12/99 14/12/99 2,37 Enter long signal
17 Long 14/12/99 23/12/99 34,22 Close long signal
Out 23/12/99 24/12/99 0,00 Enter long signal
18 Long 24/12/99 29/12/99 -3,46 Enter short signal
19 Short 29/12/99 30/12/99 -4,69 Maximum loss stop
Out 30/12/99 31/12/99 0,00 Enter long signal
20 Open Long 31/12/99 31/12/99 -0,10
Total: 29,90%

РАО ЕЭС (график)
торговая система MA&RSI (14&8)
№ position enter date close date
+/-
order to close
1 Long 04/10/99 18/10/99 -2,14 Enter short signal
2 Short 18/10/99 19/10/99 -5,59 Enter long signal
3 Long 19/10/99 21/10/99 -1,39 Enter short signal
4 Short 21/10/99 22/10/99 -3,31 Enter long signal
5 Long 22/10/99 26/10/99 -1,87 Enter short signal
6 Short 26/10/99 05/11/99 -1,05 Enter long signal
7 Long 05/11/99 24/11/99 28,34 Close long signal
Out 24/11/99 30/11/99 0,00 Enter short signal
8 Short 30/11/99 02/12/99 -1,01 Maximum loss stop
Out 02/12/99 03/12/99 0,00 Enter long signal
9 Long 03/12/99 06/12/99 -1,38 Enter short signal
10 Short 06/12/99 14/12/99 8,85 Close short signal
Out 14/12/99 15/12/99 0,00 Enter long signal
11 Long 15/12/99 16/12/99 -3,77 Maximum loss stop
Out 16/12/99 31/12/99 0,00
Total: 15,6%

НК Лукойл (график)
торговая система DM&CCI (24&18)
№
position
 enter date close date
+/-
order to close
1 Short 28/09/99 08/10/99 -2,48 Maximum loss stop
Out 08/10/99 11/10/99 0,00 Enter long signal
2 Long 11/10/99 18/10/99 -0,07 Close long signal
Out 18/10/99 19/10/99 0,00 Enter long signal
3 Long 19/10/99 21/10/99 -1,46 Close long signal
Out 21/10/99 22/10/99 0,00 Enter long signal
4 Long 22/10/99 25/10/99 -1,44 Maximum loss stop
Out 25/10/99 26/10/99 0,00 Enter long signal
5 Long 26/10/99 27/10/99 -1,45 Maximum loss stop
Out 27/10/99 28/10/99 0,00 Enter long signal
6 Long 28/10/99 18/11/99 13,36 Close long signal
Out 18/11/99 19/11/99 0,00 Enter long signal
7 Long 19/11/99 24/11/99 -1,54 Close long signal
Out 24/11/99 25/11/99 0,00 Enter long signal
8 Long 25/11/99 29/11/99 -3,97 Maximum loss stop
Out 29/11/99 30/11/99 0,00 Enter long signal
9 Long 30/11/99 10/12/99 -1,39 Maximum loss stop
Out 10/12/99 14/12/99 0,00 Enter long signal
10 Long 14/12/99 29/12/99 20,35 Close long signal
Out 29/12/99 30/12/99 0,00 Enter long signal
11 Open Long 30/12/99 31/12/99 25,48
Total: 45,38%

НК Лукойл (график)
торговая система MA&RSI (13&13)
№ position enter date close date
+/-
order to close
1 Long 08/10/99 18/11/99 26,07 Close long signal
Out 18/11/99 29/11/99 0,00 Enter short signal
2 Short 29/11/99 03/12/99 -2,50 Enter long signal
3 Long 03/12/99 06/12/99 -1,46 Enter short signal
4 Short 06/12/99 15/12/99 -2,31 Enter long signal
5 Long 15/12/99 16/12/99 -1,01 Maximum loss stop
Out  16/12/99 31/12/99 0,00
Total: 18,79%

Ростелеком (график)
торговая система DM&CCI (6&8)
№
position
 enter date close date
+/-
order to close
1 Short 06/10/99 08/10/99 -4,10 Enter long signal
2 Long 08/10/99 13/10/99 1,91 Close long signal
Out 13/10/99 14/10/99 0,00 Enter long signal
3 Long 14/10/99 15/10/99 -9,69 Enter short signal
4 Short 15/10/99 19/10/99 -0,20 Close short signal
Out 19/10/99 20/10/99 0,00 Enter long signal
5 Long 20/10/99 21/10/99 -1,93 Maximum loss stop
Out 21/10/99 22/10/99 0,00 Enter short signal
6 Short 22/10/99 28/10/99 -0,20 Enter long signal
7 Long 28/10/99 03/11/99 -0,20 Enter short signal
8 Short 03/11/99 04/11/99 -3,07 Enter long signal
9 Long 04/11/99 15/11/99 33,85 Close long signal
Out 15/11/99 16/11/99 0,00 Enter long signal
10 Long 16/11/99 18/11/99 -1,36 Close long signal
Out 18/11/99 19/11/99 0,00 Enter long signal
11 Long 19/11/99 24/11/99 7,63 Close long signal
Out 24/11/99 25/11/99 0,00 Enter long signal
12 Long 25/11/99 29/11/99 -2,28 Maximum loss stop
Out 29/11/99 30/11/99 0,00 Enter short signal
13 Short 30/11/99 01/12/99 -3,20 Maximum loss stop
Out 01/12/99 02/12/99 0,00 Enter long signal
14 Long 02/12/99 07/12/99 -4,12 Enter short signal
15 Short 07/12/99 14/12/99 7,60 Close short signal
Out 14/12/99 15/12/99 0,00 Enter long signal
16 Long 15/12/99 16/12/99 -1,64 Maximum loss stop
Out 16/12/99 17/12/99 0,00 Enter long signal
17 Long 17/12/99 23/12/99 27,17 Close long signal
Out 23/12/99 24/12/99 0,00 Enter long signal
18 Long 24/12/99 29/12/99 -1,80 Maximum loss stop
Out 29/12/99 30/12/99 0,00 Enter long signal
19 Open Long 30/12/99 31/12/99 11,88
Total: 56,23%

Ростелеком (график)
торговая система MA&RSI (4&7)
№
position
 enter date
close date
+/-
order to close
1 Short 07/10/99 08/10/99 -5,38 Enter long signal
2 Long 08/10/99 15/10/99 -5,13 Enter short signal
3 Short 15/10/99 20/10/99 -6,99 Enter long signal
4 Long 20/10/99 21/10/99 -1,93 Maximum loss stop
Out 21/10/99 27/10/99 0,00 Enter short signal
5 Short 27/10/99 28/10/99 -3,77 Enter long signal
6 Long 28/10/99 03/11/99 -0,20 Enter short signal
7 Short 03/11/99 04/11/99 -3,07 Enter long signal
8 Long 04/11/99 25/11/99 60,66 Enter short signal
9 Short 25/11/99 26/11/99 -2,97 Enter long signal
10 Long 26/11/99 29/11/99 -4,92 Enter short signal
11 Short 29/11/99 02/12/99 0,51 Enter long signal
12 Long 02/12/99 07/12/99 -4,12 Enter short signal
13 Short 07/12/99 15/12/99 -3,54 Enter long signal
14 Long 15/12/99 16/12/99 -1,64 Maximum loss stop
Out 16/12/99 29/12/99 0,00 Enter short signal
15 Short 29/12/99 30/12/99 -4,54 Enter long signal
16 Open Long 30/12/99 31/12/99 11,88
Total: 24,83%

Сургутнефтегаз (график)
торговая система DM&CCI (24&18)
№
position
 enter date close date
+/-
order to close
1 Short 08/10/99 11/10/99 -4,84 Enter long signal
2 Long 11/10/99 12/10/99 -4,02 Maximum loss stop
Out 12/10/99 14/10/99 0,00 Enter long signal
3 Long 14/10/99 15/10/99 -4,32 Close long signal
Out 15/10/99 18/10/99 0,00 Enter long signal
4 Long 18/10/99 03/11/99 0,73 Close long signal
Out 03/11/99 04/11/99 0,00 Enter long signal
5 Long 04/11/99 18/11/99 16,00 Close long signal
Out 18/11/99 19/11/99 0,00 Enter long signal
6 Long 19/11/99 24/11/99 -2,45 Close long signal
Out 24/11/99 25/11/99 0,00 Enter long signal
7 Long 25/11/99 29/11/99 -2,94 Maximum loss stop
Out 29/11/99 30/11/99 0,00 Enter long signal
8 Long 30/11/99 08/12/99 -1,25 Maximum loss stop
Out 08/12/99 09/12/99 0,00 Enter long signal
9 Long 09/12/99 10/12/99 -1,27 Maximum loss stop
Out 10/12/99 14/12/99 0,00 Enter long signal
10 Long 14/12/99 29/12/99 45,22 Close long signal
Out 29/12/99 30/12/99 0,00 Enter long signal
11 Open Long 30/12/99 31/12/99 19,18
Total: 60,04%

Сургутнефтегаз (график)
торговая система MA&RSI (12&11)
№ position enter date close date
+/-
order to close
1 Long 27/09/99 29/09/99 -2,03 Maximum loss stop
Out 29/09/99 03/11/99 0,00 Enter short signal
2 Short 03/11/99 04/11/99 -1,43 Maximum loss stop
Out 04/11/99 05/11/99 0,00 Enter long signal
3 Long 05/11/99 18/11/99 11,33 Close long signal
Out 18/11/99 29/11/99 0,00 Enter short signal
4 Short 29/11/99 03/12/99 -2,71 Enter long signal
5 Long 03/12/99 07/12/99 -5,14 Enter short signal
6 Short 07/12/99 15/12/99 -9,66 Enter long signal
7 Long 15/12/99 29/12/99 31,95 Close long signal
Out 29/12/99 31/12/99 0,00
Total: 22,31%

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