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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
Out 03/04/00 05/04/00 0,00 Enter short signal
1 Short 05/04/00 10/04/00 -72,10 Enter long signal
2 Long 10/04/00 13/04/00 -43,63 Enter short signal
3 Short 13/04/00 14/04/00 5,80 Enter long signal
4 Long 14/04/00 17/04/00 -70,98 Enter short signal
5 Short 17/04/00 19/04/00 14,14 Close short signal
Out 19/04/00 20/04/00 0,00 Enter short signal
6 Short 20/04/00 21/04/00 -40,04 Enter long signal
7 Long 21/04/00 03/05/00 61,94 Close long signal
Out 03/05/00 04/05/00 0,00 Enter short signal
8 Short 04/05/00 06/05/00 -21,60 Enter long signal
9 Long 06/05/00 10/05/00 -20,24 Enter short signal
10 Short 10/05/00 25/05/00 232,63 Close short signal
Out 25/05/00 26/05/00 0,00 Enter short signal
11 Short 26/05/00 31/05/00 -50,23 Enter long signal
12 Long 31/05/00 06/06/00 8,33 Enter short signal
13 Short 06/06/00 08/06/00 -42,22 Enter long signal
14 Long 08/06/00 14/06/00 -10,49 Enter short signal
15 Short 14/06/00 23/06/00 95,59 Close short signal
Out 23/06/00 26/06/00 0,00 Enter short signal
16 Short 26/06/00 30/06/00 86,10 Close short signal
Out 30/06/00 03/07/00 0,00 Enter short signal
17 Short 03/07/00 04/07/00 -50,94 Enter long signal
18 Open Long 04/07/00 06/07/00 40,50
Total: 122,56

РАО ЕЭС (график)
торговая система MA&RSI (14&8)
№ position enter date close date
+/-
order to close
Out 03/04/00 26/04/00 0,00 Enter long signal
1 Long 26/04/00 12/05/00 -58,42 Enter short signal
2 Short 12/05/00 26/05/00 222,84 Close short signal
Out 26/05/00 01/06/00 0,00 Enter long signal
3 Long 01/06/00 07/06/00 -81,51 Maximum loss stop
Out 07/06/00 19/06/00 0,00 Enter short signal
4 Short 19/06/00 30/06/00 181,27 Close short signal
Out 30/06/00 06/07/00 0,00 Enter long signal
5 Open Long 06/07/00 06/07/00 -2,52
Total: 261,66

НК Лукойл (график)
торговая система DM&CCI (24&18)
№
position
 enter date close date
+/-
order to close
Out 03/04/00 10/05/00 0,00 Enter short signal
1 Short 10/05/00 26/05/00 101,88 Close short signal
Out 26/05/00 29/05/00 0,00 Enter short signal
2 Short 29/05/00 02/06/00 -77,13 Maximum loss stop
Out 02/06/00 05/06/00 0,00 Enter short signal
3 Short 05/06/00 23/06/00 79,51 Close short signal
Out 23/06/00 26/06/00 0,00 Enter short signal
4 Short 26/06/00 30/06/00 32,20 Close short signal
Out 30/06/00 03/07/00 0,00 Enter short signal
5 Open Short 03/07/00 06/07/00 -5,71
Total: 130,75

НК Лукойл (график)
торговая система MA&RSI (13&13)
№ position enter date close date
+/-
order to close
Out 03/04/00 27/04/00 0,00 Enter long signal
1 Long 27/04/00 17/05/00 13,18 Enter short signal
2 Short 17/05/00 25/05/00 121,16 Close short signal
Out 25/05/00 31/05/00 0,00 Enter long signal
3 Long 31/05/00 14/06/00 -22,64 Enter short signal
4 Short 14/06/00 19/06/00 -77,82 Maximum loss stop
Out 19/06/00 03/07/00 0,00 Enter long signal
5 Long 03/07/00 05/07/00 -16,63 Enter short signal
6 Short 05/07/00 06/07/00 -19,62 Enter long signal
7 Open Long 06/07/00 06/07/00 -1,99
Total: -4,36

Ростелеком (график)
торговая система DM&CCI (6&8)
№
position
 enter date close date
+/-
order to close
Out 03/04/00 11/04/00 0,00 Enter short signal
1 Short 11/04/00 18/04/00 145,71 Close short signal
Out 18/04/00 19/04/00 0,00 Enter short signal
2 Short 19/04/00 20/04/00 -80,20 Maximum loss stop
Out 20/04/00 21/04/00 0,00 Enter short signal
3 Short 21/04/00 26/04/00 -69,61 Enter long signal
4 Long 26/04/00 27/04/00 -14,58 Enter short signal
5 Short 27/04/00 16/05/00 88,09 Close short signal
Out 16/05/00 17/05/00 0,00 Enter short signal
6 Short 17/05/00 25/05/00 149,54 Close short signal
Out 25/05/00 26/05/00 0,00 Enter short signal
7 Short 26/05/00 31/05/00 -85,47 Maximum loss stop
Out 31/05/00 01/06/00 0,00 Enter short signal
8 Short 01/06/00 02/06/00 -121,31 Enter long signal
9 Long 02/06/00 06/06/00 -84,55 Close long signal
Out 06/06/00 07/06/00 0,00 Enter short signal
10 Short 07/06/00 08/06/00 -67,18 Enter long signal
11 Long 08/06/00 14/06/00 -66,18 Enter short signal
12 Short 14/06/00 15/06/00 -12,32 Enter long signal
13 Long 15/06/00 19/06/00 -22,41 Enter short signal
14 Short 19/06/00 30/06/00 103,35 Close short signal
Out 30/06/00 03/07/00 0,00 Enter short signal
15 Open Short 03/07/00 06/07/00 2,04
Total: -135,08

Ростелеком (график)
торговая система MA&RSI (4&7)
№
position
 enter date
close date
+/-
order to close
Out 03/04/00 10/04/00 0,00 Enter long signal
1 Long 10/04/00 11/04/00 -69,63 Enter short signal
2 Short 11/04/00 19/04/00 112,83 Enter long signal
3 Long 19/04/00 24/04/00 21,36 Enter short signal
4 Short 24/04/00 25/04/00 -51,45 Enter long signal
5 Long 25/04/00 04/05/00 55,51 Enter short signal
6 Short 04/05/00 16/05/00 92,94 Enter long signal
7 Long 16/05/00 17/05/00 -69,68 Enter short signal
8 Short 17/05/00 25/05/00 152,68 Enter long signal
9 Long 25/05/00 06/06/00 141,48 Enter short signal
10 Short 06/06/00 08/06/00 -83,67 Enter long signal
11 Long 08/06/00 13/06/00 -51,53 Enter short signal
12 Short 13/06/00 16/06/00 -9,61 Enter long signal
13 Long 16/06/00 19/06/00 -73,38 Enter short signal
14 Short 19/06/00 30/06/00 158,91 Enter long signal
15 Long 30/06/00 05/07/00 -5,30 Enter short signal
16 Short 05/07/00 06/07/00 -53,14 Enter long signal
17 Open Long 06/07/00 06/07/00 -2,53
Total: 265,79

Сургутнефтегаз (график)
торговая система DM&CCI (24&18)
№
position
 enter date close date
+/-
order to close
Out 03/04/00 10/05/00 0,00 Enter long signal
1 Long 10/05/00 11/05/00 -15,11 Close long signal
Out 11/05/00 12/05/00 0,00 Enter long signal
2 Long 12/05/00 17/05/00 -7,12 Close long signal
Out 17/05/00 18/05/00 0,00 Enter long signal
3 Long 18/05/00 19/05/00 -102,27 Enter short signal
4 Short 19/05/00 26/05/00 -11,66 Close short signal
Out 26/05/00 29/05/00 0,00 Enter short signal
5 Short 29/05/00 02/06/00 -98,53 Enter long signal
6 Long 02/06/00 07/06/00 -55,28 Maximum loss stop
Out 07/06/00 08/06/00 0,00 Enter long signal
7 Long 08/06/00 14/06/00 -47,77 Enter short signal
8 Short 14/06/00 16/06/00 -20,31 Enter long signal
9 Long 16/06/00 19/06/00 -19,24 Enter short signal
10 Short 19/06/00 23/06/00 3,05 Close short signal
Out 23/06/00 26/06/00 0,00 Enter short signal
11 Short 26/06/00 30/06/00 16,77 Close short signal
Out 30/06/00 03/07/00 0,00 Enter short signal
12 Short 03/07/00 06/07/00 -30,52 Enter long signal
13 Open Long 06/07/00 06/07/00 -1,22
Total: -389,21

Сургутнефтегаз (график)
торговая система MA&RSI (12&11)
№ position enter date close date
+/-
order to close
Out 03/04/00 20/04/00 0,00 Enter long signal
1 Long 20/04/00 17/05/00 92,22 Enter short signal
2 Short 17/05/00 25/05/00 186,24 Close short signal
Out 25/05/00 30/05/00 0,00 Enter long signal
3 Long 30/05/00 13/06/00 10,67 Enter short signal
4 Short 13/06/00 03/07/00 24,93 Enter long signal
5 Open Long 03/07/00 06/07/00 54,66
Total: 368,72

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