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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 15/05/00 17/05/00 0 Enter short signal
1 Short 17/05/00 25/05/00 142,38 Close short signal
Out 25/05/00 26/05/00 0 Enter short signal
2 Short 26/05/00 31/05/00 -50,5 Enter long signal
3 Long 31/05/00 06/06/00 13,55 Enter short signal
4 Short 06/06/00 08/06/00 -42,24 Enter long signal
5 Long 08/06/00 14/06/00 -7,38 Enter short signal
6 Short 14/06/00 23/06/00 110,75 Close short signal
Out 23/06/00 26/06/00 0 Enter short signal
7 Short 26/06/00 30/06/00 101 Close short signal
Out 30/06/00 03/07/00 0 Enter short signal
8 Short 03/07/00 04/07/00 -52,14 Enter long signal
9 Long 04/07/00 11/07/00 35,01 Enter short signal
10 Short 11/07/00 12/07/00 -80,03 Enter long signal
11 Long 12/07/00 14/07/00 -11,44 Enter short signal
12 Short 14/07/00 17/07/00 -13,2 Enter long signal
13 Long 17/07/00 19/07/00 -6,02 Enter short signal
14 Short 19/07/00 21/07/00 -14,62 Enter long signal
15 Long 21/07/00 24/07/00 -4,19 Enter short signal
16 Short 24/07/00 28/07/00 1,68 Close short signal
Out 28/07/00 31/07/00 0 Enter long signal
17 Long 31/07/00 04/08/00 115,49 Close long signal
Out 04/08/00 07/08/00 0 Enter long signal
18 Long 07/08/00 08/08/00 21,89 Enter short signal
19 Short 08/08/00 09/08/00 -8,92 Enter long signal
20 Long 09/08/00 16/08/00 40,77 Close long signal
Out 16/08/00 17/08/00 0 Enter short signal
21 Short 17/08/00 22/08/00 -43,28 Enter long signal
22 Long 22/08/00 28/08/00 49,64 Close long signal
Out 28/08/00 29/08/00 0 Enter long signal
23 Long 29/08/00 30/08/00 -44,46 Close long signal
Out 30/08/00 31/08/00 0 Enter short signal
24 Short 31/08/00 05/09/00 -3,71 Enter long signal
25 Long 05/09/00 06/09/00 2,95 Enter short signal
26 Open Short 06/09/00 14/09/00 134,96
Total: 387,94

РАО ЕЭС (график)
торговая система MA&RSI (14&8)
position enter date close date
+/-
order to close
Out 15/05/00 19/06/00 0 Enter short signal
1 Short 19/06/00 30/06/00 172,07 Close short signal
Out 30/06/00 06/07/00 0 Enter long signal
2 Long 06/07/00 26/07/00 17,63 Enter short signal
3 Short 26/07/00 28/07/00 -49,18 Enter long signal
4 Long 28/07/00 17/08/00 211,02 Close long signal
Out 17/08/00 07/09/00 0 Enter short signal
5 Short 07/09/00 14/09/00 124,63 Close short signal
Out 14/09/00 14/09/00 0
Total: 476,17

НК Лукойл (график)
торговая система DM&CCI (24&18)
position
enter date close date
+/-
order to close
Out 15/05/00 19/06/00 0 Enter short signal
1 Short 19/06/00 23/06/00 14,65 Close short signal
Out 23/06/00 26/06/00 0 Enter short signal
2 Short 26/06/00 30/06/00 33,77 Close short signal
Out 30/06/00 03/07/00 0 Enter short signal
3 Short 03/07/00 01/08/00 -97,05 Enter long signal
4 Long 01/08/00 17/08/00 80,6 Close long signal
Out 17/08/00 18/08/00 0 Enter long signal
5 Long 18/08/00 30/08/00 54,95 Close long signal
Out 30/08/00 31/08/00 0 Enter long signal
6 Long 31/08/00 11/09/00 -74,47 Enter short signal
7 Open Short 11/09/00 14/09/00 16,77
Total: 29,22

НК Лукойл (график)
торговая система MA&RSI (13&13)
position enter date close date
+/-
order to close
Out 15/05/00 14/06/00 0 Enter short signal
1 Short 14/06/00 19/06/00 -70 Maximum loss stop
Out 19/06/00 03/07/00 0 Enter long signal
2 Long 03/07/00 05/07/00 -11,29 Enter short signal
3 Short 05/07/00 06/07/00 -14,11 Enter long signal
4 Long 06/07/00 11/07/00 -15,05 Enter short signal
5 Short 11/07/00 12/07/00 -17,79 Enter long signal
6 Long 12/07/00 18/07/00 -5,92 Enter short signal
7 Short 18/07/00 19/07/00 -5,92 Enter long signal
8 Long 19/07/00 17/08/00 153,05 Close long signal
Out 17/08/00 07/09/00 0 Enter short signal
9 Open Short 07/09/00 14/09/00 66,34
Total: 79,31

Ростелеком (график)
торговая система DM&CCI (6&8)
position
enter date close date
+/-
order to close
Out 15/05/00 23/05/00 0 Enter short signal
1 Short 23/05/00 25/05/00 -87,16 Close short signal
Out 25/05/00 26/05/00 0 Enter short signal
2 Short 26/05/00 31/05/00 -58,71 Enter long signal
3 Long 31/05/00 06/06/00 28,3 Close long signal
Out 06/06/00 08/06/00 0 Enter long signal
4 Long 08/06/00 14/06/00 -64,61 Enter short signal
5 Short 14/06/00 15/06/00 -9,45 Enter long signal
6 Long 15/06/00 19/06/00 -20,02 Enter short signal
7 Short 19/06/00 30/06/00 110,86 Close short signal
Out 30/06/00 03/07/00 0 Enter short signal
8 Short 03/07/00 07/07/00 -15,71 Enter long signal
9 Long 07/07/00 11/07/00 15,17 Close long signal
Out 11/07/00 12/07/00 0 Enter long signal
10 Long 12/07/00 14/07/00 3,62 Close long signal
Out 14/07/00 17/07/00 0 Enter long signal
11 Long 17/07/00 26/07/00 -60,28 Enter short signal
12 Short 26/07/00 31/07/00 -9,13 Close short signal
Out 31/07/00 01/08/00 0 Enter short signal
13 Short 01/08/00 03/08/00 -17,42 Enter long signal
14 Long 03/08/00 08/08/00 61,83 Close long signal
Out 08/08/00 09/08/00 0 Enter long signal
15 Long 09/08/00 16/08/00 -21,72 Close long signal
Out 16/08/00 17/08/00 0 Enter long signal
16 Long 17/08/00 21/08/00 -16,71 Enter short signal
17 Short 21/08/00 25/08/00 11,7 Close short signal
Out 25/08/00 28/08/00 0 Enter short signal
18 Short 28/08/00 29/08/00 -44,39 Enter long signal
19 Long 29/08/00 31/08/00 -41,59 Enter short signal
20 Short 31/08/00 05/09/00 17,59 Close short signal
Out 05/09/00 06/09/00 0 Enter short signal
21 Short 06/09/00 14/09/00 128,37 Close short signal
Out 14/09/00 14/09/00 0
> Total: -89,46

Ростелеком (график)
торговая система MA&RSI (4&7)
position
enter date
close date
+/-
order to close
Out 15/05/00 25/05/00 0 Enter long signal
1 Long 25/05/00 06/06/00 118,14 Enter short signal
2 Short 06/06/00 08/06/00 -63,29 Enter long signal
3 Long 08/06/00 13/06/00 -37,67 Enter short signal
4 Short 13/06/00 16/06/00 -3,77 Enter long signal
5 Long 16/06/00 19/06/00 -56,09 Enter short signal
6 Short 19/06/00 30/06/00 134,62 Enter long signal
7 Long 30/06/00 05/07/00 0 Enter short signal
8 Short 05/07/00 06/07/00 -39,71 Enter long signal
9 Long 06/07/00 17/07/00 87,69 Enter short signal
10 Short 17/07/00 18/07/00 -13,85 Enter long signal
11 Long 18/07/00 19/07/00 -29,28 Enter short signal
12 Short 19/07/00 20/07/00 -33,78 Enter long signal
13 Long 20/07/00 21/07/00 -16,94 Enter short signal
14 Short 21/07/00 24/07/00 -6,35 Enter long signal
15 Long 24/07/00 25/07/00 -27,2 Enter short signal
16 Short 25/07/00 31/07/00 37,66 Enter long signal
17 Long 31/07/00 10/08/00 90,14 Enter short signal
18 Short 10/08/00 14/08/00 -47,33 Enter long signal
19 Long 14/08/00 16/08/00 -31,11 Enter short signal
20 Short 16/08/00 25/08/00 35,26 Enter long signal
21 Long 25/08/00 28/08/00 -35,46 Enter short signal
22 Short 28/08/00 29/08/00 -55,41 Enter long signal
23 Long 29/08/00 30/08/00 -31,95 Enter short signal
24 Short 30/08/00 14/09/00 211,64 Enter long signal
25 Open Long 14/09/00 14/09/00 0
Total: 185,96

Сургутнефтегаз (график)
торговая система DM&CCI (24&18)
position
enter date close date
+/-
order to close
Out 15/05/00 19/06/00 0 Enter short signal
1 Short 19/06/00 23/06/00 8,93 Close short signal
Out 23/06/00 26/06/00 0 Enter short signal
2 Short 26/06/00 30/06/00 31,19 Close short signal
Out 30/06/00 03/07/00 0 Enter short signal
3 Short 03/07/00 14/07/00 -72,81 Maximum loss stop
Out 14/07/00 17/07/00 0 Enter long signal
4 Long 17/07/00 19/07/00 -22,27 Close long signal
Out 19/07/00 20/07/00 0 Enter long signal
5 Long 20/07/00 21/08/00 162,43 Close long signal
Out 21/08/00 22/08/00 0 Enter long signal
6 Long 22/08/00 31/08/00 80,96 Close long signal
Out 31/08/00 01/09/00 0 Enter long signal
7 Long 01/09/00 08/09/00 -83,19 Maximum loss stop
Out 08/09/00 11/09/00 0 Enter short signal
8 Open Short 11/09/00 14/09/00 26,55
Total: 131,79

Сургутнефтегаз (график)
торговая система MA&RSI (12&11)
position enter date close date
+/-
order to close
Out 15/05/00 13/06/00 0 Enter short signal
1 Short 13/06/00 03/07/00 23,43 Enter long signal
2 Long 03/07/00 01/09/00 361,66 Close long signal
Out 01/09/00 04/09/00 0 Enter short signal
3 Short 04/09/00 14/09/00 184,68 Close short signal
Out 14/09/00 14/09/00 0
Total: 569,77

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