MCNP_EA V.mafr.3.64

This configuration is much like the 3.56 version, but we’re preventing the EA from trading when the daily ADX is not showing a trend. The rationale is that by the time the ADX is showing a trend, the prices may have settled in a somewhat stable pattern and the recent statistical behaviour may be reasonably predictive. It doesn’t completely eliminate drawdowns (nothing will), but the max drawdown decreased to 11% at the same risk level (10%) and over the same period as 3.56.











Strategy Tester Report
MCNP_EA V.mafr.3.64
CMSFX-Demo (Build 226)

Symbol EURUSDc (Euro vs US Dollar)
Period 5 Minutes (M5) 2005.11.16 00:00 – 2010.09.29 23:55 (2005.11.16 – 2010.09.30)
Model Every tick (the most precise method based on all available least timeframes)
Parameters magic=1111; CI_Mult=3; CI_Exit=3; MaxRisk=0.01; VST=0.05; MinSL=15; MinTP=15; MinPos=0.1; MaxPos=1000; LotSize=100000; Lambda=0.996; PointMult=10; MFt=0.5; Pfrac=1; minPN=0.4; DCCA_Trigger=0; DCCA=0; SessionFilter=1; DaysFilter=1; AllowMultOrd=1; MaxOrders=10; forecast=48; nHist=1000; HO_Skip1=3; HO_Skip2=5; maxBars_i=100000; BVB=500; Expire=0; mintestbars=296910; TF=1; DF=0; VF=1; V_adder=0; MF=1; DisplayHistogram=0; Remove_Outliers=0; Outlier_sigmas=4; hedging=true;
Bars in test 358493 Ticks modelled 34884521 Modelling quality 90.00%
Mismatched charts errors 0
Initial deposit 500000.00
Total net profit 438691.33 Gross profit 652288.78 Gross loss -213597.45
Profit factor 3.05 Expected payoff 3916.89
Absolute drawdown 3244.50 Maximal drawdown 107232.73 (10.81%) Relative drawdown 10.81% (107232.73)
Total trades 112 Short positions (won %) 52 (78.85%) Long positions (won %) 60 (75.00%)
Profit trades (% of total) 86 (76.79%) Loss trades (% of total) 26 (23.21%)
Largest profit trade 40668.80 loss trade -9895.20
Average profit trade 7584.75 loss trade -8215.29
Maximum consecutive wins (profit in money) 29 (216216.16) consecutive losses (loss in money) 10 (-96075.70)
Maximal consecutive profit (count of wins) 216216.16 (29) consecutive loss (count of losses) -96075.70 (10)
Average consecutive wins 9 consecutive losses 3

# Time Type Order Size Price S / L T / P Profit Balance
1 2009.12.01 16:35 sell 1 10.30 1.51070 0.00000 0.00000
2 2009.12.01 16:35 modify 1 10.30 1.51070 1.51557 1.50700
3 2009.12.01 16:40 sell 2 10.20 1.51080 0.00000 0.00000
4 2009.12.01 16:40 modify 2 10.20 1.51080 1.51571 1.50701
5 2009.12.01 17:15 sell 3 11.50 1.51060 0.00000 0.00000
6 2009.12.01 17:15 modify 3 11.50 1.51060 1.51494 1.50730
7 2009.12.01 17:20 sell 4 11.50 1.51050 0.00000 0.00000
8 2009.12.01 17:20 modify 4 11.50 1.51050 1.51485 1.50731
9 2009.12.02 07:08 t/p 4 11.50 1.50731 1.51485 1.50731 3667.83 503667.83
10 2009.12.02 07:08 t/p 3 11.50 1.50730 1.51494 1.50730 3794.33 507462.15
11 2009.12.02 07:12 t/p 2 10.20 1.50701 1.51571 1.50701 3865.20 511327.35
12 2009.12.02 07:12 t/p 1 10.30 1.50700 1.51557 1.50700 3810.40 515137.75
13 2009.12.17 19:30 buy 5 34.30 1.43609 0.00000 0.00000
14 2009.12.17 19:30 modify 5 34.30 1.43609 1.43459 1.44549
15 2009.12.17 19:58 s/l 5 34.30 1.43459 1.43459 1.44549 -5145.00 509992.75
16 2009.12.22 17:15 buy 6 2.60 1.42599 0.00000 0.00000
17 2009.12.22 17:15 modify 6 2.60 1.42599 1.40617 1.44159
18 2009.12.22 17:20 buy 7 3.20 1.42559 0.00000 0.00000
19 2009.12.22 17:20 modify 7 3.20 1.42559 1.40972 1.44335
20 2009.12.22 17:25 buy 8 2.70 1.42559 0.00000 0.00000
21 2009.12.22 17:25 modify 8 2.70 1.42559 1.40687 1.44347
22 2009.12.22 17:30 buy 9 3.00 1.42579 0.00000 0.00000
23 2009.12.22 17:30 modify 9 3.00 1.42579 1.40888 1.44332
24 2009.12.22 17:35 buy 10 3.50 1.42659 0.00000 0.00000
25 2009.12.22 17:35 modify 10 3.50 1.42659 1.41219 1.44530
26 2009.12.22 17:40 buy 11 3.50 1.42639 0.00000 0.00000
27 2009.12.22 17:40 modify 11 3.50 1.42639 1.41200 1.44486
28 2009.12.22 17:45 buy 12 3.20 1.42619 0.00000 0.00000
29 2009.12.22 17:45 modify 12 3.20 1.42619 1.41041 1.44436
30 2009.12.22 17:50 buy 13 3.30 1.42669 0.00000 0.00000
31 2009.12.22 17:50 modify 13 3.30 1.42669 1.41115 1.44560
32 2009.12.22 17:55 buy 14 3.20 1.42649 0.00000 0.00000
33 2009.12.22 17:55 modify 14 3.20 1.42649 1.41046 1.44520
34 2009.12.22 18:00 buy 15 3.60 1.42729 0.00000 0.00000
35 2009.12.22 18:00 modify 15 3.60 1.42729 1.41325 1.44644
36 2009.12.29 07:33 t/p 6 2.60 1.44159 1.40617 1.44159 4056.21 514048.96
37 2009.12.29 11:47 t/p 7 3.20 1.44335 1.40972 1.44335 5683.46 519732.42
38 2009.12.29 11:47 t/p 9 3.00 1.44332 1.40888 1.44332 5259.25 524991.67
39 2009.12.29 11:47 t/p 8 2.70 1.44347 1.40687 1.44347 4827.82 529819.49
40 2009.12.29 11:55 t/p 12 3.20 1.44436 1.41041 1.44436 5814.66 535634.16
41 2009.12.29 12:54 t/p 11 3.50 1.44486 1.41200 1.44486 6464.79 542098.94
42 2009.12.29 12:55 t/p 14 3.20 1.44520 1.41046 1.44520 5987.46 548086.41
43 2009.12.29 12:55 t/p 10 3.50 1.44530 1.41219 1.44530 6548.79 554635.19
44 2010.01.05 05:50 t/p 13 3.30 1.44560 1.41115 1.44560 6240.84 560876.04
45 2010.01.05 05:56 t/p 15 3.60 1.44644 1.41325 1.44644 6894.59 567770.63
46 2010.05.05 18:40 sell 16 10.10 1.28310 0.00000 0.00000
47 2010.05.05 18:40 modify 16 10.10 1.28310 1.28874 1.27926
48 2010.05.05 18:45 sell 17 22.70 1.28260 0.00000 0.00000
49 2010.05.05 18:45 modify 17 22.70 1.28260 1.28510 1.27575
50 2010.05.05 18:50 sell 18 29.80 1.28210 0.00000 0.00000
51 2010.05.05 18:50 modify 18 29.80 1.28210 1.28401 1.27308
52 2010.05.05 18:55 sell 19 35.90 1.28160 0.00000 0.00000
53 2010.05.05 18:55 modify 19 35.90 1.28160 1.28318 1.27119
54 2010.05.05 19:05 sell 20 13.20 1.28220 0.00000 0.00000
55 2010.05.05 19:05 modify 20 13.20 1.28220 1.28650 1.27710
56 2010.05.05 21:01 t/p 16 10.10 1.27926 1.28874 1.27926 3878.40 571649.03
57 2010.05.06 00:22 s/l 19 35.90 1.28318 1.28318 1.27119 -5678.52 565970.51
58 2010.05.06 00:28 s/l 18 29.80 1.28401 1.28401 1.27308 -5697.04 560273.47
59 2010.05.06 02:54 s/l 17 22.70 1.28510 1.28510 1.27575 -5678.99 554594.47
60 2010.05.06 06:20 t/p 20 13.20 1.27710 1.28650 1.27710 6729.68 561324.15
61 2010.05.10 07:00 sell 21 7.40 1.29770 0.00000 0.00000
62 2010.05.10 07:00 modify 21 7.40 1.29770 1.30526 1.29052
63 2010.05.10 07:05 sell 22 8.40 1.29480 0.00000 0.00000
64 2010.05.10 07:05 modify 22 8.40 1.29480 1.30152 1.28893
65 2010.05.10 07:10 sell 23 8.80 1.29620 0.00000 0.00000
66 2010.05.10 07:10 modify 23 8.80 1.29620 1.30259 1.28993
67 2010.05.10 07:45 s/l 22 8.40 1.30152 1.30152 1.28893 -5644.80 555679.35
68 2010.05.10 07:49 s/l 23 8.80 1.30259 1.30259 1.28993 -5623.20 550056.15
69 2010.05.10 08:15 s/l 21 7.40 1.30526 1.30526 1.29052 -5594.40 544461.75
70 2010.05.10 09:10 sell 24 6.20 1.30320 0.00000 0.00000
71 2010.05.10 09:10 modify 24 6.20 1.30320 1.31199 1.29430
72 2010.05.10 09:15 sell 25 10.20 1.30370 0.00000 0.00000
73 2010.05.10 09:15 modify 25 10.20 1.30370 1.30906 1.29526
74 2010.05.10 12:19 t/p 25 10.20 1.29526 1.30906 1.29526 8608.80 553070.55
75 2010.05.10 12:20 t/p 24 6.20 1.29430 1.31199 1.29430 5518.00 558588.55
76 2010.05.10 17:15 buy 26 14.60 1.27719 0.00000 0.00000
77 2010.05.10 17:15 modify 26 14.60 1.27719 1.27336 1.27962
78 2010.05.10 17:24 t/p 26 14.60 1.27962 1.27336 1.27962 3547.80 562136.35
79 2010.05.11 17:10 sell 27 18.60 1.27340 0.00000 0.00000
80 2010.05.11 17:10 modify 27 18.60 1.27340 1.27643 1.26903
81 2010.05.11 17:15 sell 28 18.20 1.27330 0.00000 0.00000
82 2010.05.11 17:15 modify 28 18.20 1.27330 1.27639 1.26905
83 2010.05.11 17:20 sell 29 16.60 1.27320 0.00000 0.00000
84 2010.05.11 17:20 modify 29 16.60 1.27320 1.27659 1.26905
85 2010.05.11 17:25 sell 30 13.90 1.27260 0.00000 0.00000
86 2010.05.11 17:25 modify 30 13.90 1.27260 1.27663 1.26902
87 2010.05.11 17:30 sell 31 14.60 1.27320 0.00000 0.00000
88 2010.05.11 17:30 modify 31 14.60 1.27320 1.27706 1.26920
89 2010.05.11 17:35 sell 32 20.30 1.27300 0.00000 0.00000
90 2010.05.11 17:35 modify 32 20.30 1.27300 1.27577 1.26903
91 2010.05.11 17:40 sell 33 24.80 1.27230 0.00000 0.00000
92 2010.05.11 17:40 modify 33 24.80 1.27230 1.27457 1.26892
93 2010.05.11 17:45 sell 34 24.20 1.27220 0.00000 0.00000
94 2010.05.11 17:45 modify 34 24.20 1.27220 1.27452 1.26899
95 2010.05.11 18:05 sell 35 16.30 1.27330 0.00000 0.00000
96 2010.05.11 18:05 modify 35 16.30 1.27330 1.27676 1.26985
97 2010.05.11 18:10 sell 36 15.50 1.27340 0.00000 0.00000
98 2010.05.11 18:10 modify 36 15.50 1.27340 1.27702 1.27029
99 2010.05.11 18:36 t/p 36 15.50 1.27029 1.27702 1.27029 4820.50 566956.85
100 2010.05.11 18:40 t/p 35 16.30 1.26985 1.27676 1.26985 5623.50 572580.35
101 2010.05.11 19:04 t/p 31 14.60 1.26920 1.27706 1.26920 5840.00 578420.35
102 2010.05.11 19:05 t/p 28 18.20 1.26905 1.27639 1.26905 7735.00 586155.35
103 2010.05.11 19:05 t/p 29 16.60 1.26905 1.27659 1.26905 6889.00 593044.35
104 2010.05.11 19:05 t/p 27 18.60 1.26903 1.27643 1.26903 8128.20 601172.55
105 2010.05.11 19:05 t/p 30 13.90 1.26902 1.27663 1.26902 4976.20 606148.75
106 2010.05.11 19:05 t/p 32 20.30 1.26903 1.27577 1.26903 8059.10 614207.85
107 2010.05.11 19:05 t/p 34 24.20 1.26899 1.27452 1.26899 7768.20 621976.05
108 2010.05.11 19:05 t/p 33 24.80 1.26892 1.27457 1.26892 8382.40 630358.45
109 2010.05.12 11:25 sell 37 9.10 1.26750 0.00000 0.00000
110 2010.05.12 11:25 modify 37 9.10 1.26750 1.27442 1.26248
111 2010.05.12 11:30 sell 38 9.20 1.26770 0.00000 0.00000
112 2010.05.12 11:30 modify 38 9.20 1.26770 1.27455 1.26280
113 2010.05.12 11:35 sell 39 11.40 1.26740 0.00000 0.00000
114 2010.05.12 11:35 modify 39 11.40 1.26740 1.27295 1.26257
115 2010.05.12 11:45 sell 40 9.80 1.26800 0.00000 0.00000
116 2010.05.12 11:45 modify 40 9.80 1.26800 1.27441 1.26251
117 2010.05.12 11:50 sell 41 8.80 1.26750 0.00000 0.00000
118 2010.05.12 11:50 modify 41 8.80 1.26750 1.27466 1.26230
119 2010.05.12 12:55 sell 42 7.70 1.26740 0.00000 0.00000
120 2010.05.12 12:55 modify 42 7.70 1.26740 1.27555 1.26165
121 2010.05.12 15:30 t/p 38 9.20 1.26280 1.27455 1.26280 4508.00 634866.45
122 2010.05.12 15:57 t/p 39 11.40 1.26257 1.27295 1.26257 5506.20 640372.65
123 2010.05.12 15:57 t/p 40 9.80 1.26251 1.27441 1.26251 5380.20 645752.85
124 2010.05.12 17:58 t/p 37 9.10 1.26248 1.27442 1.26248 4568.20 650321.05
125 2010.05.12 17:58 t/p 41 8.80 1.26230 1.27466 1.26230 4576.00 654897.05
126 2010.05.12 20:36 t/p 42 7.70 1.26165 1.27555 1.26165 4427.50 659324.55
127 2010.05.17 08:30 buy 43 30.40 1.22999 0.00000 0.00000
128 2010.05.17 08:30 modify 43 30.40 1.22999 1.22782 1.23597
129 2010.05.17 08:35 buy 44 15.90 1.22899 0.00000 0.00000
130 2010.05.17 08:35 modify 44 15.90 1.22899 1.22484 1.23526
131 2010.05.17 08:38 s/l 43 30.40 1.22782 1.22782 1.23597 -6596.80 652727.75
132 2010.05.17 08:45 buy 45 13.40 1.22819 0.00000 0.00000
133 2010.05.17 08:45 modify 45 13.40 1.22819 1.22331 1.23507
134 2010.05.17 08:50 buy 46 10.00 1.22859 0.00000 0.00000
135 2010.05.17 08:50 modify 46 10.00 1.22859 1.22209 1.23474
136 2010.05.17 08:55 buy 47 8.30 1.22829 0.00000 0.00000
137 2010.05.17 08:55 modify 47 8.30 1.22829 1.22040 1.23381
138 2010.05.17 09:00 buy 48 7.50 1.22829 0.00000 0.00000
139 2010.05.17 09:00 modify 48 7.50 1.22829 1.21960 1.23377
140 2010.05.17 09:15 buy 49 12.00 1.22979 0.00000 0.00000
141 2010.05.17 09:15 modify 49 12.00 1.22979 1.22433 1.23481
142 2010.05.17 11:22 t/p 48 7.50 1.23377 1.21960 1.23377 4110.00 656837.75
143 2010.05.17 11:22 t/p 47 8.30 1.23381 1.22040 1.23381 4581.60 661419.35
144 2010.05.17 11:47 t/p 46 10.00 1.23474 1.22209 1.23474 6150.00 667569.35
145 2010.05.17 11:48 t/p 49 12.00 1.23481 1.22433 1.23481 6024.00 673593.35
146 2010.05.17 11:48 t/p 45 13.40 1.23507 1.22331 1.23507 9219.20 682812.55
147 2010.05.17 11:48 t/p 44 15.90 1.23526 1.22484 1.23526 9969.30 692781.85
148 2010.05.19 14:05 buy 50 15.60 1.23039 0.00000 0.00000
149 2010.05.19 14:05 modify 50 15.60 1.23039 1.22594 1.23350
150 2010.05.19 14:06 t/p 50 15.60 1.23350 1.22594 1.23350 4851.60 697633.45
151 2010.05.26 16:25 sell 51 13.40 1.22250 0.00000 0.00000
152 2010.05.26 16:25 modify 51 13.40 1.22250 1.22772 1.21888
153 2010.05.26 16:30 sell 52 15.40 1.22200 0.00000 0.00000
154 2010.05.26 16:30 modify 52 15.40 1.22200 1.22654 1.21808
155 2010.05.26 16:35 sell 53 11.00 1.22240 0.00000 0.00000
156 2010.05.26 16:35 modify 53 11.00 1.22240 1.22875 1.21815
157 2010.05.26 16:45 sell 54 18.20 1.22150 0.00000 0.00000
158 2010.05.26 16:45 modify 54 18.20 1.22150 1.22533 1.21718
159 2010.05.26 16:50 sell 55 24.60 1.22210 0.00000 0.00000
160 2010.05.26 16:50 modify 55 24.60 1.22210 1.22494 1.21733
161 2010.05.26 17:05 sell 56 17.10 1.22220 0.00000 0.00000
162 2010.05.26 17:05 modify 56 17.10 1.22220 1.22628 1.21731
163 2010.05.26 17:10 sell 57 23.40 1.22270 0.00000 0.00000
164 2010.05.26 17:10 modify 57 23.40 1.22270 1.22568 1.21750
165 2010.05.26 17:15 sell 58 27.30 1.22190 0.00000 0.00000
166 2010.05.26 17:15 modify 58 27.30 1.22190 1.22445 1.21730
167 2010.05.26 17:20 sell 59 20.20 1.22200 0.00000 0.00000
168 2010.05.26 17:20 modify 59 20.20 1.22200 1.22545 1.21745
169 2010.05.26 17:25 sell 60 28.70 1.22200 0.00000 0.00000
170 2010.05.26 17:25 modify 60 28.70 1.22200 1.22443 1.21769
171 2010.05.26 18:37 t/p 51 13.40 1.21888 1.22772 1.21888 4850.80 702484.25
172 2010.05.26 19:28 t/p 53 11.00 1.21815 1.22875 1.21815 4675.00 707159.25
173 2010.05.26 19:28 t/p 52 15.40 1.21808 1.22654 1.21808 6036.80 713196.05
174 2010.05.26 19:36 t/p 60 28.70 1.21769 1.22443 1.21769 12369.70 725565.75
175 2010.05.26 20:22 t/p 57 23.40 1.21750 1.22568 1.21750 12168.00 737733.75
176 2010.05.26 20:22 t/p 59 20.20 1.21745 1.22545 1.21745 9191.00 746924.75
177 2010.05.26 20:23 t/p 55 24.60 1.21733 1.22494 1.21733 11734.20 758658.95
178 2010.05.26 20:23 t/p 56 17.10 1.21731 1.22628 1.21731 8361.90 767020.85
179 2010.05.26 20:23 t/p 58 27.30 1.21730 1.22445 1.21730 12558.00 779578.85
180 2010.05.26 20:26 t/p 54 18.20 1.21718 1.22533 1.21718 7862.40 787441.25
181 2010.07.27 11:05 buy 61 10.00 1.30039 0.00000 0.00000
182 2010.07.27 11:05 modify 61 10.00 1.30039 1.29248 1.31122
183 2010.07.27 11:15 buy 62 10.80 1.30199 0.00000 0.00000
184 2010.07.27 11:15 modify 62 10.80 1.30199 1.29469 1.31217
185 2010.07.28 08:55 sell 63 20.90 1.30030 0.00000 0.00000
186 2010.07.28 08:55 modify 63 20.90 1.30030 1.30408 1.29769
187 2010.07.28 09:00 sell 64 20.10 1.30080 0.00000 0.00000
188 2010.07.28 09:00 modify 64 20.10 1.30080 1.30471 1.29766
189 2010.07.28 12:47 t/p 63 20.90 1.29769 1.30408 1.29769 5454.90 792896.15
190 2010.07.28 12:47 t/p 64 20.10 1.29766 1.30471 1.29766 6311.40 799207.55
191 2010.08.02 12:50 t/p 61 10.00 1.31122 1.29248 1.31122 10830.70 810038.25
192 2010.08.02 13:05 t/p 62 10.80 1.31217 1.29469 1.31217 10995.16 821033.41
193 2010.08.05 17:00 buy 65 31.60 1.31609 0.00000 0.00000
194 2010.08.05 17:00 modify 65 31.60 1.31609 1.31349 1.31817
195 2010.08.05 17:05 buy 66 34.80 1.31569 0.00000 0.00000
196 2010.08.05 17:05 modify 66 34.80 1.31569 1.31333 1.31829
197 2010.08.05 17:10 buy 67 22.60 1.31529 0.00000 0.00000
198 2010.08.05 17:10 modify 67 22.60 1.31529 1.31166 1.31772
199 2010.08.05 17:15 buy 68 23.70 1.31539 0.00000 0.00000
200 2010.08.05 17:15 modify 68 23.70 1.31539 1.31193 1.31802
201 2010.08.05 17:20 buy 69 22.10 1.31559 0.00000 0.00000
202 2010.08.05 17:20 modify 69 22.10 1.31559 1.31187 1.31777
203 2010.08.05 17:25 buy 70 26.60 1.31609 0.00000 0.00000
204 2010.08.05 17:25 modify 70 26.60 1.31609 1.31300 1.31819
205 2010.08.05 17:30 buy 71 27.60 1.31659 0.00000 0.00000
206 2010.08.05 17:30 modify 71 27.60 1.31659 1.31362 1.31827
207 2010.08.05 17:35 buy 72 34.10 1.31689 0.00000 0.00000
208 2010.08.05 17:35 modify 72 34.10 1.31689 1.31448 1.31851
209 2010.08.05 17:47 t/p 67 22.60 1.31772 1.31166 1.31772 5491.80 826525.21
210 2010.08.05 17:47 t/p 69 22.10 1.31777 1.31187 1.31777 4817.80 831343.01
211 2010.08.05 17:58 t/p 68 23.70 1.31802 1.31193 1.31802 6233.10 837576.11
212 2010.08.05 17:59 t/p 65 31.60 1.31817 1.31349 1.31817 6572.80 844148.91
213 2010.08.05 17:59 t/p 70 26.60 1.31819 1.31300 1.31819 5586.00 849734.91
214 2010.08.05 17:59 t/p 71 27.60 1.31827 1.31362 1.31827 4636.80 854371.71
215 2010.08.05 17:59 t/p 66 34.80 1.31829 1.31333 1.31829 9048.00 863419.71
216 2010.08.05 20:00 t/p 72 34.10 1.31851 1.31448 1.31851 5524.20 868943.91
217 2010.08.09 08:40 buy 73 57.90 1.32849 0.00000 0.00000
218 2010.08.09 08:40 modify 73 57.90 1.32849 1.32699 1.34146
219 2010.08.09 08:45 buy 74 9.00 1.32889 0.00000 0.00000
220 2010.08.09 08:45 modify 74 9.00 1.32889 1.31921 1.33829
221 2010.08.09 08:50 buy 75 57.90 1.32889 0.00000 0.00000
222 2010.08.09 08:50 modify 75 57.90 1.32889 1.32739 1.34111
223 2010.08.09 08:55 buy 76 9.20 1.32919 0.00000 0.00000
224 2010.08.09 08:55 modify 76 9.20 1.32919 1.31979 1.33815
225 2010.08.09 10:13 s/l 75 57.90 1.32739 1.32739 1.34111 -8685.00 860258.91
226 2010.08.09 10:18 s/l 73 57.90 1.32699 1.32699 1.34146 -8685.00 851573.91
227 2010.08.10 00:10 sell 77 56.80 1.32100 0.00000 0.00000
228 2010.08.10 00:10 modify 77 56.80 1.32100 1.32250 1.31384
229 2010.08.10 00:15 sell 78 56.80 1.32090 0.00000 0.00000
230 2010.08.10 00:15 modify 78 56.80 1.32090 1.32240 1.31452
231 2010.08.10 00:50 s/l 76 9.20 1.31979 1.31979 1.33815 -8647.89 842926.02
232 2010.08.10 00:51 s/l 74 9.00 1.31921 1.31921 1.33829 -8711.89 834214.13
233 2010.08.10 02:25 sell 79 12.10 1.31810 0.00000 0.00000
234 2010.08.10 02:25 modify 79 12.10 1.31810 1.32498 1.31341
235 2010.08.10 03:01 t/p 78 56.80 1.31452 1.32240 1.31452 36238.40 870452.53
236 2010.08.10 03:21 t/p 77 56.80 1.31384 1.32250 1.31384 40668.80 911121.33
237 2010.08.10 04:00 sell 80 15.60 1.31460 0.00000 0.00000
238 2010.08.10 04:00 modify 80 15.60 1.31460 1.32044 1.30842
239 2010.08.10 04:05 sell 81 13.60 1.31460 0.00000 0.00000
240 2010.08.10 04:05 modify 81 13.60 1.31460 1.32130 1.30875
241 2010.08.10 07:00 buy 82 10.20 1.31619 0.00000 0.00000
242 2010.08.10 07:00 modify 82 10.20 1.31619 1.30730 1.32181
243 2010.08.10 08:15 buy 83 11.00 1.31769 0.00000 0.00000
244 2010.08.10 08:15 modify 83 11.00 1.31769 1.30944 1.32393
245 2010.08.10 08:35 buy 84 10.10 1.31809 0.00000 0.00000
246 2010.08.10 08:35 modify 84 10.10 1.31809 1.30905 1.32401
247 2010.08.10 12:13 t/p 79 12.10 1.31341 1.32498 1.31341 5674.90 916796.23
248 2010.08.10 13:54 s/l 83 11.00 1.30944 1.30944 1.32393 -9075.00 907721.23
249 2010.08.10 14:01 s/l 84 10.10 1.30905 1.30905 1.32401 -9130.40 898590.83
250 2010.08.10 14:34 t/p 81 13.60 1.30875 1.32130 1.30875 7956.00 906546.83
251 2010.08.10 14:34 t/p 80 15.60 1.30842 1.32044 1.30842 9640.80 916187.63
252 2010.08.10 14:39 s/l 82 10.20 1.30730 1.30730 1.32181 -9067.80 907119.83
253 2010.08.11 21:50 buy 85 24.30 1.28449 0.00000 0.00000
254 2010.08.11 21:50 modify 85 24.30 1.28449 1.28076 1.28718
255 2010.08.11 21:55 buy 86 25.50 1.28459 0.00000 0.00000
256 2010.08.11 21:55 modify 86 25.50 1.28459 1.28104 1.28745
257 2010.08.11 22:00 buy 87 26.00 1.28449 0.00000 0.00000
258 2010.08.11 22:00 modify 87 26.00 1.28449 1.28100 1.28734
259 2010.08.11 22:05 buy 88 28.40 1.28449 0.00000 0.00000
260 2010.08.11 22:05 modify 88 28.40 1.28449 1.28129 1.28754
261 2010.08.11 22:10 buy 89 27.20 1.28439 0.00000 0.00000
262 2010.08.11 22:10 modify 89 27.20 1.28439 1.28105 1.28749
263 2010.08.11 22:15 buy 90 27.30 1.28449 0.00000 0.00000
264 2010.08.11 22:15 modify 90 27.30 1.28449 1.28117 1.28755
265 2010.08.11 22:20 buy 91 27.30 1.28469 0.00000 0.00000
266 2010.08.11 22:20 modify 91 27.30 1.28469 1.28137 1.28767
267 2010.08.11 22:25 buy 92 24.20 1.28489 0.00000 0.00000
268 2010.08.11 22:25 modify 92 24.20 1.28489 1.28115 1.28752
269 2010.08.11 22:30 buy 93 26.40 1.28499 0.00000 0.00000
270 2010.08.11 22:30 modify 93 26.40 1.28499 1.28156 1.28761
271 2010.08.11 22:35 buy 94 24.00 1.28479 0.00000 0.00000
272 2010.08.11 22:35 modify 94 24.00 1.28479 1.28101 1.28738
273 2010.08.12 00:46 t/p 85 24.30 1.28718 1.28076 1.28718 6537.56 913657.38
274 2010.08.12 00:46 t/p 87 26.00 1.28734 1.28100 1.28734 7410.92 921068.30
275 2010.08.12 00:46 t/p 94 24.00 1.28738 1.28101 1.28738 6216.84 927285.14
276 2010.08.12 00:47 t/p 86 25.50 1.28745 1.28104 1.28745 7293.90 934579.04
277 2010.08.12 00:47 t/p 89 27.20 1.28749 1.28105 1.28749 8432.96 943012.00
278 2010.08.12 00:48 t/p 88 28.40 1.28754 1.28129 1.28754 8663.00 951674.99
279 2010.08.12 00:48 t/p 90 27.30 1.28755 1.28117 1.28755 8354.76 960029.76
280 2010.08.12 00:48 t/p 92 24.20 1.28752 1.28115 1.28752 6365.45 966395.21
281 2010.08.12 00:48 t/p 93 26.40 1.28761 1.28156 1.28761 6917.73 973312.94
282 2010.08.12 00:48 t/p 91 27.30 1.28767 1.28137 1.28767 8136.36 981449.30
283 2010.08.12 08:00 buy 95 11.60 1.29249 0.00000 0.00000
284 2010.08.12 08:00 modify 95 11.60 1.29249 1.28399 1.29816
285 2010.08.12 09:04 s/l 95 11.60 1.28399 1.28399 1.29816 -9860.00 971589.30
286 2010.08.12 13:25 buy 96 16.90 1.28229 0.00000 0.00000
287 2010.08.12 13:25 modify 96 16.90 1.28229 1.27654 1.28605
288 2010.08.12 15:16 t/p 96 16.90 1.28605 1.27654 1.28605 6354.40 977943.70
289 2010.08.12 19:35 buy 97 22.10 1.28369 0.00000 0.00000
290 2010.08.12 19:35 modify 97 22.10 1.28369 1.27927 1.28845
291 2010.08.13 06:01 t/p 97 22.10 1.28845 1.27927 1.28845 10519.86 988463.56
292 2010.08.18 12:30 buy 98 13.30 1.28929 0.00000 0.00000
293 2010.08.18 12:30 modify 98 13.30 1.28929 1.28185 1.29413
294 2010.08.18 23:48 s/l 98 13.30 1.28185 1.28185 1.29413 -9895.20 978568.36
295 2010.08.31 19:20 sell 99 16.10 1.26680 0.00000 0.00000
296 2010.08.31 19:20 modify 99 16.10 1.26680 1.27288 1.26216
297 2010.08.31 19:25 sell 100 14.90 1.26740 0.00000 0.00000
298 2010.08.31 19:25 modify 100 14.90 1.26740 1.27397 1.26263
299 2010.08.31 19:35 sell 101 14.70 1.26790 0.00000 0.00000
300 2010.08.31 19:35 modify 101 14.70 1.26790 1.27458 1.26325
301 2010.08.31 19:50 sell 102 15.20 1.26850 0.00000 0.00000
302 2010.08.31 19:50 modify 102 15.20 1.26850 1.27493 1.26344
303 2010.08.31 20:10 sell 103 14.20 1.26760 0.00000 0.00000
304 2010.08.31 20:10 modify 103 14.20 1.26760 1.27451 1.26276
305 2010.09.01 08:02 s/l 99 16.10 1.27288 1.27288 1.26216 -9789.74 968778.61
306 2010.09.01 08:37 s/l 100 14.90 1.27397 1.27397 1.26263 -9790.17 958988.44
307 2010.09.01 08:45 s/l 103 14.20 1.27451 1.27451 1.26276 -9813.03 949175.41
308 2010.09.01 08:45 s/l 101 14.70 1.27458 1.27458 1.26325 -9820.46 939354.94
309 2010.09.01 08:45 s/l 102 15.20 1.27493 1.27493 1.26344 -9774.49 929580.45
310 2010.09.23 13:40 buy 104 15.10 1.33359 0.00000 0.00000
311 2010.09.23 13:40 modify 104 15.10 1.33359 1.32743 1.33840
312 2010.09.23 17:00 buy 105 20.50 1.33559 0.00000 0.00000
313 2010.09.23 17:00 modify 105 20.50 1.33559 1.33105 1.33893
314 2010.09.23 17:05 buy 106 21.20 1.33569 0.00000 0.00000
315 2010.09.23 17:05 modify 106 21.20 1.33569 1.33131 1.33898
316 2010.09.23 17:10 buy 107 62.00 1.33589 0.00000 0.00000
317 2010.09.23 17:10 modify 107 62.00 1.33589 1.33439 1.33863
318 2010.09.23 17:15 buy 108 62.00 1.33609 0.00000 0.00000
319 2010.09.23 17:15 modify 108 62.00 1.33609 1.33459 1.33871
320 2010.09.23 17:52 s/l 108 62.00 1.33459 1.33459 1.33871 -9300.00 920280.45
321 2010.09.23 17:59 s/l 107 62.00 1.33439 1.33439 1.33863 -9300.00 910980.45
322 2010.09.23 19:39 s/l 106 21.20 1.33131 1.33131 1.33898 -9285.60 901694.85
323 2010.09.23 20:24 s/l 105 20.50 1.33105 1.33105 1.33893 -9307.00 892387.85
324 2010.09.24 08:20 t/p 104 15.10 1.33840 1.32743 1.33840 7263.28 899651.13
325 2010.09.28 08:40 buy 109 7.70 1.34189 0.00000 0.00000
326 2010.09.28 08:40 modify 109 7.70 1.34189 1.33015 1.35554
327 2010.09.28 08:45 buy 110 8.50 1.34219 0.00000 0.00000
328 2010.09.28 08:45 modify 110 8.50 1.34219 1.33156 1.35603
329 2010.09.28 08:50 buy 111 7.20 1.34199 0.00000 0.00000
330 2010.09.28 08:50 modify 111 7.20 1.34199 1.32948 1.35465
331 2010.09.28 08:55 buy 112 6.50 1.34199 0.00000 0.00000
332 2010.09.28 08:55 modify 112 6.50 1.34199 1.32820 1.35376
333 2010.09.28 14:32 t/p 112 6.50 1.35376 1.32820 1.35376 7650.50 907301.63
334 2010.09.28 14:39 t/p 111 7.20 1.35465 1.32948 1.35465 9115.20 916416.83
335 2010.09.28 15:20 t/p 109 7.70 1.35554 1.33015 1.35554 10510.50 926927.33
336 2010.09.28 15:21 t/p 110 8.50 1.35603 1.33156 1.35603 11764.00 938691.33
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One Response to MCNP_EA V.mafr.3.64

  1. matka says:

    I’m working on something similar, we can exchange ideas if you like. I think I can help with your testing, send me an email if you are interested.

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