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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 0,0 Enter short signal
1 Short 17/05/00 25/05/00 131,0 Close short signal
Out 25/05/00 26/05/00 0,0 Enter short signal
2 Short 26/05/00 29/05/00 -79,2 Maximum loss stop
Out 29/05/00 30/05/00 0,0 Enter short signal
3 Short 30/05/00 31/05/00 -33,8 Enter long signal
4 Long 31/05/00 06/06/00 2,4 Enter short signal
5 Short 06/06/00 08/06/00 -48,8 Enter long signal
6 Long 08/06/00 14/06/00 -16,4 Enter short signal
7 Short 14/06/00 23/06/00 89,7 Close short signal
Out 23/06/00 26/06/00 0,0 Enter short signal
8 Short 26/06/00 30/06/00 79,2 Close short signal
Out 30/06/00 03/07/00 0,0 Enter short signal
9 Short 03/07/00 04/07/00 -57,0 Enter long signal
10 Long 04/07/00 11/07/00 19,8 Enter short signal
11 Short 11/07/00 12/07/00 -79,7 Enter long signal
12 Long 12/07/00 14/07/00 -19,8 Enter short signal
13 Short 14/07/00 17/07/00 -21,0 Enter long signal
14 Long 17/07/00 19/07/00 -14,7 Enter short signal
15 Short 19/07/00 21/07/00 -21,6 Enter long signal
16 Long 21/07/00 24/07/00 -12,7 Enter short signal
17 Short 24/07/00 28/07/00 -7,8 Close short signal
Out 28/07/00 31/07/00 0,0 Enter long signal
18 Long 31/07/00 04/08/00 83,6 Close long signal
Out 04/08/00 07/08/00 0,0 Enter long signal
19 Long 07/08/00 08/08/00 7,5 Enter short signal
20 Short 08/08/00 09/08/00 -17,0 Enter long signal
21 Long 09/08/00 16/08/00 22,0 Close long signal
Out 16/08/00 17/08/00 0,0 Enter short signal
22 Short 17/08/00 22/08/00 -43,4 Enter long signal
23 Long 22/08/00 28/08/00 28,3 Close long signal
Out 28/08/00 29/08/00 0,0 Enter long signal
24 Long 29/08/00 30/08/00 -43,5 Close long signal
Out 30/08/00 31/08/00 0,0 Enter short signal
25 Short 31/08/00 05/09/00 -12,2 Enter long signal
26 Long 05/09/00 06/09/00 -7,1 Enter short signal
27 Short 06/09/00 20/09/00 182,2 Close short signal
Out 20/09/00 21/09/00 0,0 Enter short signal
28 Open Short 21/09/00 21/09/00 -5,5
Total: 105,0

РАО ЕЭС (график)
торговая система MA&RSI (14&8)
position enter date close date
+/-
order to close
Out 15/05/00 19/06/00 0,0 Enter short signal
1 Short 19/06/00 30/06/00 160,4 Close short signal
Out 30/06/00 06/07/00 0,0 Enter long signal
2 Long 06/07/00 26/07/00 5,7 Enter short signal
3 Short 26/07/00 28/07/00 -59,3 Enter long signal
4 Long 28/07/00 17/08/00 191,7 Close long signal
Out 17/08/00 07/09/00 0,0 Enter short signal
5 Short 07/09/00 14/09/00 105,6 Close short signal
Out 14/09/00 21/09/00 0,0
Total: 404,2

НК Лукойл (график)
торговая система DM&CCI (24&18)
position
enter date close date
+/-
order to close
Out 15/05/00 19/06/00 0,0 Enter short signal
1 Short 19/06/00 23/06/00 4,6 Close short signal
Out 23/06/00 26/06/00 0,0 Enter short signal
2 Short 26/06/00 30/06/00 23,1 Close short signal
Out 30/06/00 03/07/00 0,0 Enter short signal
3 Short 03/07/00 01/08/00 -104,4 Enter long signal
4 Long 01/08/00 17/08/00 68,3 Close long signal
Out 17/08/00 18/08/00 0,0 Enter long signal
5 Long 18/08/00 30/08/00 42,4 Close long signal
Out 30/08/00 31/08/00 0,0 Enter long signal
6 Long 31/08/00 11/09/00 -80,4 Enter short signal
7 Open Short 11/09/00 21/09/00 73,2
Total: 26,7

НК Лукойл (график)
торговая система MA&RSI (13&13)
position enter date close date
+/-
order to close
Out 15/05/00 14/06/00 0,0 Enter short signal
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 -20,4 Enter short signal
3 Short 05/07/00 06/07/00 -22,9 Enter long signal
4 Long 06/07/00 11/07/00 -23,4 Enter short signal
5 Short 11/07/00 12/07/00 -25,7 Enter long signal
6 Long 12/07/00 18/07/00 -14,0 Enter short signal
7 Short 18/07/00 19/07/00 -13,8 Enter long signal
8 Long 19/07/00 17/08/00 134,6 Close long signal
Out 17/08/00 07/09/00 0,0 Enter short signal
9 Short 07/09/00 19/09/00 104,3 Close short signal
Out 19/09/00 21/09/00 0,0
Total: 48,7

Ростелеком (график)
торговая система DM&CCI (6&8)
position
enter date close date
+/-
order to close
Out 15/05/00 23/05/00 0,0 Enter short signal
1 Short 23/05/00 25/05/00 -96,2 Close short signal
Out 25/05/00 26/05/00 0,0 Enter short signal
2 Short 26/05/00 31/05/00 -66,5 Enter long signal
3 Long 31/05/00 06/06/00 19,1 Close long signal
Out 06/06/00 08/06/00 0,0 Enter long signal
4 Long 08/06/00 14/06/00 -70,6 Enter short signal
5 Short 14/06/00 15/06/00 -16,8 Enter long signal
6 Long 15/06/00 19/06/00 -26,5 Enter short signal
7 Short 19/06/00 30/06/00 96,0 Close short signal
Out 30/06/00 03/07/00 0,0 Enter short signal
8 Short 03/07/00 07/07/00 -22,8 Enter long signal
9 Long 07/07/00 11/07/00 5,8 Close long signal
Out 11/07/00 12/07/00 0,0 Enter long signal
10 Long 12/07/00 14/07/00 -4,9 Close long signal
Out 14/07/00 17/07/00 0,0 Enter long signal
11 Long 17/07/00 26/07/00 -62,1 Enter short signal
12 Short 26/07/00 31/07/00 -15,6 Close short signal
Out 31/07/00 01/08/00 0,0 Enter short signal
13 Short 01/08/00 03/08/00 -22,7 Enter long signal
14 Long 03/08/00 08/08/00 46,6 Close long signal
Out 08/08/00 09/08/00 0,0 Enter long signal
15 Long 09/08/00 16/08/00 -26,3 Close long signal
ONT> Out 16/08/00 17/08/00 0,0 Enter long signal
16 Long 17/08/00 21/08/00 -21,6 Enter short signal
17 Short 21/08/00 25/08/00 2,8 Close short signal
Out 25/08/00 28/08/00 0,0 Enter short signal
18 Short 28/08/00 29/08/00 -44,2 Enter long signal
19 Long 29/08/00 31/08/00 -41,1 Enter short signal
20 Short 31/08/00 05/09/00 8,1 Close short signal
Out 05/09/00 06/09/00 0,0 Enter short signal
21 Short 06/09/00 14/09/00 97,7 Close short signal
Out 14/09/00 15/09/00 0,0 Enter short signal
22 Short 15/09/00 20/09/00 60,9 Close short signal
Out 20/09/00 21/09/00 0,0 Enter short signal
23 Open Short 21/09/00 21/09/00 -4,0
Total: -205,0

Ростелеком (график)
торговая система MA&RSI (4&7)
position
enter date
close date
+/-
order to close
Out 15/05/00 25/05/00 0,0 Enter long signal
1 Long 25/05/00 06/06/00 107,0 Enter short signal
2 Short 06/06/00 08/06/00 -73,1 Enter long signal
3 Long 08/06/00 13/06/00 -46,9 Enter short signal
4 Short 13/06/00 16/06/00 -13,4 Enter long signal
5 Long 16/06/00 19/06/00 -63,1 Enter short signal
6 Short 19/06/00 30/06/00 117,7 Enter long signal
7 Long 30/06/00 05/07/00 -10,2 Enter short signal
8 Short 05/07/00 06/07/00 -46,8 Enter long signal
9 Long 06/07/00 17/07/00 70,5 Enter short signal
10 Short 17/07/00 18/07/00 -22,9 Enter long signal
11 Long 18/07/00 19/07/00 -36,4 Enter short signal
12 Short 19/07/00 20/07/00 -39,7 Enter long signal
13 Long 20/07/00 21/07/00 -24,3 Enter short signal
14 Short 21/07/00 24/07/00 -14,7 Enter long signal
15 Long 24/07/00 25/07/00 -32,4 Enter short signal
16 Short 25/07/00 31/07/00 23,4 Enter long signal
17 Long 31/07/00 10/08/00 67,2 Enter short signal
18 Short 10/08/00 14/08/00 -49,1 Enter long signal
19 Long 14/08/00 16/08/00 -34,8 Enter short signal
20 Short 16/08/00 25/08/00 20,1 Enter long signal
21 Long 25/08/00 28/08/00 -37,7 Enter short signal
22 Short 28/08/00 29/08/00 -53,0 Enter long signal
23 Long 29/08/00 30/08/00 -33,4 Enter short signal
24 Short 30/08/00 14/09/00 158,8 Enter long signal
25 Long 14/09/00 15/09/00 -52,8 Enter short signal
26 Open Short 15/09/00 21/09/00 79,8
Total: -40,0

Сургутнефтегаз (график)
торговая система DM&CCI (24&18)
position
enter date close date
+/-
order to close
Out 15/05/00 19/06/00 0,0 Enter short signal
1 Short 19/06/00 23/06/00 -1,1 Close short signal
Out 23/06/00 26/06/00 0,0 Enter short signal
2 Short 26/06/00 30/06/00 20,6 Close short signal
Out 30/06/00 03/07/00 0,0 Enter short signal
3 Short 03/07/00 13/07/00 -72,3 Maximum loss stop
Out 13/07/00 17/07/00 0,0 Enter long signal
4 Long 17/07/00 19/07/00 -31,0 Close long signal
Out 19/07/00 20/07/00 0,0 Enter long signal
5 Long 20/07/00 21/08/00 146,8 Close long signal
Out 21/08/00 22/08/00 0,0 Enter long signal
6 Long 22/08/00 31/08/00 66,4 Close long signal
Out 31/08/00 01/09/00 0,0 Enter long signal
7 Long 01/09/00 08/09/00 -79,1 Maximum loss stop
Out 08/09/00 11/09/00 0,0 Enter short signal
8 Open Short 11/09/00 21/09/00 123,5
Total: 173,8

Сургутнефтегаз (график)
торговая система MA&RSI (12&11)
position enter date close date
+/-
order to close
Out 15/05/00 13/06/00 0,0 Enter short signal
1 Short 13/06/00 03/07/00 13,2 Enter long signal
2 Long 03/07/00 01/09/00 344,4 Close long signal
Out 01/09/00 04/09/00 0,0 Enter short signal
3 Short 04/09/00 14/09/00 165,7 Close short signal
Out 14/09/00 21/09/00 0,0
Total: 523,4

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