[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 Short 17/05/00 25/05/00 137,8 Close short signal
  Out 25/05/00 26/05/00 0,0 Enter short signal
2 Short 26/05/00 31/05/00 -54,6 Enter long signal
3 Long 31/05/00 06/06/00 9,1 Enter short signal
4 Short 06/06/00 08/06/00 -45,9 Enter long signal
5 Long 08/06/00 14/06/00 -11,4 Enter short signal
6 Short 14/06/00 23/06/00 104,0 Close short signal
  Out 23/06/00 26/06/00 0,0 Enter short signal
7 Short 26/06/00 30/06/00 93,7 Close short signal
  Out 30/06/00 03/07/00 0,0 Enter short signal
8 Short 03/07/00 04/07/00 -55,4 Enter long signal
9 Long 04/07/00 11/07/00 29,1 Enter short signal
10 Short 11/07/00 12/07/00 -81,7 Enter long signal
11 Long 12/07/00 14/07/00 -15,4 Enter short signal
12 Short 14/07/00 17/07/00 -17,0 Enter long signal
13 Long 17/07/00 19/07/00 -10,1 Enter short signal
14 Short 19/07/00 21/07/00 -18,2 Enter long signal
15 Long 21/07/00 24/07/00 -8,2 Enter short signal
16 Short 24/07/00 28/07/00 -2,6 Close short signal
  Out 28/07/00 31/07/00 0,0 Enter long signal
17 Long 31/07/00 04/08/00 103,7 Close long signal
  Out 04/08/00 07/08/00 0,0 Enter long signal
18 Long 07/08/00 08/08/00 15,8 Enter short signal
19 Short 08/08/00 09/08/00 -13,0 Enter long signal
20 Long 09/08/00 16/08/00 33,0 Close long signal
  Out 16/08/00 17/08/00 0,0 Enter short signal
21 Short 17/08/00 22/08/00 -44,6 Enter long signal
22 Long 22/08/00 28/08/00 40,9 Close long signal
  Out 28/08/00 29/08/00 0,0 Enter long signal
23 Long 29/08/00 30/08/00 -45,3 Close long signal
  Out 30/08/00 31/08/00 0,0 Enter short signal
24 Short 31/08/00 05/09/00 -7,9 Enter long signal
25 Long 05/09/00 06/09/00 -1,9 Enter short signal
26 Open Short 06/09/00 07/09/00 17,1  
      Total: 150,8  

РАО ЕЭС (график)
торговая система MA&RSI (14&8)
№ position enter date close date
+/-
order to close
1 Short 19/06/00 30/06/00 167,4 Close short signal
  Out 30/06/00 06/07/00 0,0 Enter long signal
2 Long 06/07/00 26/07/00 12,8 Enter short signal
3 Short 26/07/00 28/07/00 -53,3 Enter long signal
4 Long 28/07/00 17/08/00 203,2 Close long signal
  Out 17/08/00 07/09/00 0,0 Enter short signal
5 Open Short 07/09/00 07/09/00 -2,7  
      Total: 327,4  

НК Лукойл (график)
торговая система DM&CCI (24&18)
№
position
 enter date close date
+/-
order to close
1 Short 19/06/00 23/06/00 10,6 Close short signal
  Out 23/06/00 26/06/00 0,0 Enter short signal
2 Short 26/06/00 30/06/00 29,5 Close short signal
  Out 30/06/00 03/07/00 0,0 Enter short signal
3 Short 03/07/00 01/08/00 -100,0 Enter long signal
4 Long 01/08/00 17/08/00 75,6 Close long signal
  Out 17/08/00 18/08/00 0,0 Enter long signal
5 Long 18/08/00 30/08/00 49,8 Close long signal
  Out 30/08/00 31/08/00 0,0 Enter long signal
6 Open Long 31/08/00 07/09/00 -23,1  
      Total: 42,3  

НК Лукойл (график)
торговая система MA&RSI (13&13)
№ position enter date close date
+/-
order to close
1 Short 14/06/00 19/06/00 -70,0 Maximum loss stop
  Out 19/06/00 03/07/00 0,0 Enter long signal
2 Long 03/07/00 05/07/00 -15,0 Enter short signal
3 Short 05/07/00 06/07/00 -17,7 Enter long signal
4 Long 06/07/00 11/07/00 -18,5 Enter short signal
5 Short 11/07/00 12/07/00 -21,0 Enter long signal
6 Long 12/07/00 18/07/00 -9,2 Enter short signal
7 Short 18/07/00 19/07/00 -9,2 Enter long signal
8 Long 19/07/00 17/08/00 145,5 Close long signal
  Out 17/08/00 07/09/00 0,0 Enter short signal
9 Open Short 07/09/00 07/09/00 -2,0  
      Total: -17,0  

Ростелеком (график)
торговая система DM&CCI (6&8)
№
position
 enter date close date
+/-
order to close
1 Short 23/05/00 25/05/00 -90,8 Close short signal
  Out 25/05/00 26/05/00 0,0 Enter short signal
2 Short 26/05/00 31/05/00 -61,9 Enter long signal
3 Long 31/05/00 06/06/00 24,6 Close long signal
  Out 06/06/00 08/06/00 0,0 Enter long signal
4 Long 08/06/00 14/06/00 -67,1 Enter short signal
5 Short 14/06/00 15/06/00 -12,5 Enter long signal
6 Long 15/06/00 19/06/00 -22,7 Enter short signal
7 Short 19/06/00 30/06/00 104,7 Close short signal
  Out 30/06/00 03/07/00 0,0 Enter short signal
8 Short 03/07/00 07/07/00 -18,7 Enter long signal
9 Long 07/07/00 11/07/00 11,2 Close long signal
  Out 11/07/00 12/07/00 0,0 Enter long signal
10 Long 12/07/00 14/07/00 0,0 Close long signal
  Out 14/07/00 17/07/00 0,0 Enter long signal
11 Long 17/07/00 26/07/00 -61,1 Enter short signal
12 Short 26/07/00 31/07/00 -11,9 Close short signal
  Out 31/07/00 01/08/00 0,0 Enter short signal
13 Short 01/08/00 03/08/00 -19,7 Enter long signal
14 Long 03/08/00 08/08/00 55,4 Close long signal
  Out 08/08/00 09/08/00 0,0 Enter long signal
15 Long 09/08/00 16/08/00 -23,8 Close long signal
  Out 16/08/00 17/08/00 0,0 Enter long signal
16 Long 17/08/00 21/08/00 -18,9 Enter short signal
17 Short 21/08/00 25/08/00 7,8 Close short signal
  Out 25/08/00 28/08/00 0,0 Enter short signal
18 Short 28/08/00 29/08/00 -44,5 Enter long signal
19 Long 29/08/00 31/08/00 -41,5 Enter short signal
20 Short 31/08/00 05/09/00 13,4 Close short signal
  Out 05/09/00 06/09/00 0,0 Enter short signal
21 Open Short 06/09/00 07/09/00 34,8  
      Total: -243,1  

Ростелеком (график)
торговая система MA&RSI (4&7)
№
position
 enter date
close date
+/-
order to close
Trade # Trade Type Entry Date Close Date Profit Reason For Close
  Out 15/05/00 25/05/00 0,0 Enter long signal
1 Long 25/05/00 06/06/00 113,7 Enter short signal
2 Short 06/06/00 08/06/00 -67,2 Enter long signal
3 Long 08/06/00 13/06/00 -41,4 Enter short signal
4 Short 13/06/00 16/06/00 -7,7 Enter long signal
5 Long 16/06/00 19/06/00 -59,0 Enter short signal
6 Short 19/06/00 30/06/00 127,7 Enter long signal
7 Long 30/06/00 05/07/00 -4,3 Enter short signal
8 Short 05/07/00 06/07/00 -42,7 Enter long signal
9 Long 06/07/00 17/07/00 80,5 Enter short signal
10 Short 17/07/00 18/07/00 -17,7 Enter long signal
11 Long 18/07/00 19/07/00 -32,3 Enter short signal
12 Short 19/07/00 20/07/00 -36,4 Enter long signal
13 Long 20/07/00 21/07/00 -20,1 Enter short signal
14 Short 21/07/00 24/07/00 -10,0 Enter long signal
15 Long 24/07/00 25/07/00 -29,5 Enter short signal
16 Short 25/07/00 31/07/00 31,5 Enter long signal
17 Long 31/07/00 10/08/00 80,3 Enter short signal
18 Short 10/08/00 14/08/00 -48,3 Enter long signal
19 Long 14/08/00 16/08/00 -32,9 Enter short signal
20 Short 16/08/00 25/08/00 28,6 Enter long signal
21 Long 25/08/00 28/08/00 -36,7 Enter short signal
22 Short 28/08/00 29/08/00 -54,6 Enter long signal
23 Long 29/08/00 30/08/00 -32,8 Enter short signal
24 Open Short 30/08/00 07/09/00 96,4  
      Total: -15,0  

Сургутнефтегаз (график)
торговая система DM&CCI (24&18)
№
position
 enter date close date
+/-
order to close
1 Short 19/06/00 23/06/00 4,9 Close short signal
  Out 23/06/00 26/06/00 0,0 Enter short signal
2 Short 26/06/00 30/06/00 26,9 Close short signal
  Out 30/06/00 03/07/00 0,0 Enter short signal
3 Short 03/07/00 14/07/00 -72,2 Maximum loss stop
  Out 14/07/00 17/07/00 0,0 Enter long signal
4 Long 17/07/00 19/07/00 -25,8 Close long signal
  Out 19/07/00 20/07/00 0,0 Enter long signal
5 Long 20/07/00 21/08/00 156,1 Close long signal
  Out 21/08/00 22/08/00 0,0 Enter long signal
6 Long 22/08/00 31/08/00 75,0 Close long signal
  Out 31/08/00 01/09/00 0,0 Enter long signal
7 Open Long 01/09/00 07/09/00 -68,5  
      Total: 96,4  

Сургутнефтегаз (график)
торговая система MA&RSI (12&11)
№ position enter date close date
+/-
order to close
1 Short 13/06/00 03/07/00 19,3 Enter long signal
2 Long 03/07/00 01/09/00 354,7 Close long signal
  Out 01/09/00 04/09/00 0,0 Enter short signal
3 Open Short 04/09/00 07/09/00 64,9  
      Total: 439,0  

[анализ акций]