1 Introduction

From paper Binary Q1 or (Alternate link) and also Binary Q1 (Extention) or (Alternate link). Both papers test the accuracy of various statistical models and gain a high ROI per annum. However, as stated in the paper there has a concern which is don’t know highest or lowest price came first, therefore the paper compared all possible outcomes. Finally the Hi-Lo and Lo-Hi models made highest returns. The research on this paper will be applicable to the real-life.

In order to test the timeline of daily highest and lowest price when I am writing Real Time Trading System (Trial), here I created this file to read the tick-data-history to test the ROI (Return On Investment) per annum. Kindly refer to section Reference for further information.

2 Data

2.1 Read Data

I use more than 3 years data (from week 1 2015 until week 27 2018)¹ for the question as experiment, 1st year data is burn-in data for statistical modelling and prediction purpose while following 2 years data for forecasting and staking. There have 52 trading weeks within a year.

There will be a certain spread charged by operators but the OHLC dataset does not provide the information for the course of the exchange rate. The tick-data history will be similar with rebirth model in soccer betting for normal FOREX trading market. The financial betting market similar with pre-match soccer betting.

I gathered the 3 datasets from below websites:

1st Dataset - quantmod::getSymbols(src = 'yahoo'): which contains OHLCV data price (timezone in GMT). The place orders function required highest or lowest price come first, therefore I gathered the data via FXCMTickData.
2nd Dataset - FXCMTickData : which contain the timeline of highest and lowest price within a day (timezone in UTC). The daily dataset used for forecast daily price.
3rd Dataset - TFX::queryFX(): which shows the current price. The place orders function required data history, therefore I gathered the data via FXCMTickData.

There will probably occurs inconsistancy of data price among 3 datasets, however there will be cost few years time to gather all real time price via TFX::queryFX(). Otherwise all data gather via 1 channel (queryFX()) will be perfect. However, you can feel free to read futher in this paper where verified the consistancy of datasets.

The will be another research project for Real Time High Frequency Trading where collect the real-time data and also high-frquency trading for tick-data. You are feel free to browse over Real Time FXCM.

Below is the dataset gather via getSymbols(src = 'yahoo').

## read saved dataset.
mbase <- readRDS('./data/USDJPY/USDJPY.rds')

## [1] "mbase : [911 x 6]"

Table Summary
Category	Freq
Index	Min. :2015-01-05
Index	1st Qu.:2015-11-19
Index	Median :2016-10-03
Index	Mean :2016-10-03
Index	3rd Qu.:2017-08-18
Index	Max. :2018-07-05
USDJPY.Open	Min. : 99.89
USDJPY.Open	1st Qu.:109.33
USDJPY.Open	Median :112.59
USDJPY.Open	Mean :113.21
USDJPY.Open	3rd Qu.:118.97
USDJPY.Open	Max. :125.60
USDJPY.High	Min. :100.4
USDJPY.High	1st Qu.:109.6
USDJPY.High	Median :112.9
USDJPY.High	Mean :113.6
USDJPY.High	3rd Qu.:119.4
USDJPY.High	Max. :125.8
USDJPY.Low	Min. : 99.57
USDJPY.Low	1st Qu.:108.90
USDJPY.Low	Median :112.15
USDJPY.Low	Mean :112.79
USDJPY.Low	3rd Qu.:118.67
USDJPY.Low	Max. :124.97
USDJPY.Close	Min. : 99.91
USDJPY.Close	1st Qu.:109.32
USDJPY.Close	Median :112.58
USDJPY.Close	Mean :113.21
USDJPY.Close	3rd Qu.:118.97
USDJPY.Close	Max. :125.63
USDJPY.Volume	Min. :0
USDJPY.Volume	1st Qu.:0
USDJPY.Volume	Median :0
USDJPY.Volume	Mean :0
USDJPY.Volume	3rd Qu.:0
USDJPY.Volume	Max. :0
USDJPY.Adjusted	Min. : 99.91
USDJPY.Adjusted	1st Qu.:109.32
USDJPY.Adjusted	Median :112.58
USDJPY.Adjusted	Mean :113.21
USDJPY.Adjusted	3rd Qu.:118.97
USDJPY.Adjusted	Max. :125.63

Table 2.1.1 : 1st dataset - summary of daily price dataset.

2.2 Tidy Data

For 2nd dataset, here I gather the tick data via FXCMTickData, there are more than million rows dataset (million rows per file while there are 52 files over 52 weeks) while I tidy and filter only highest and lowest bid/ask price. From the table below we can know the timeline which is weather highest or lowest price came first.

## read tick data.
HL_tick_data <- read_HL_tick_data()
dtID <- unique(HL_tick_data$Date)

## arrange the sequence of highest and lowest price.
HL_tick_data %<>% tbl_df %>% mutate(sq = rep(1:4, length(dtID)))

## Print dataset
HL_tick_data

## # A tibble: 4,228 x 5
##    Date       DateTime              Bid   Ask    sq
##    <date>     <dttm>              <dbl> <dbl> <int>
##  1 2014-12-28 2014-12-28 22:00:00  120.   NA      1
##  2 2014-12-28 2014-12-28 22:36:35   NA   120.     2
##  3 2014-12-28 2014-12-28 22:52:18   NA   120.     3
##  4 2014-12-28 2014-12-28 23:42:36  120.   NA      4
##  5 2014-12-29 2014-12-29 05:10:03   NA   120.     1
##  6 2014-12-29 2014-12-29 05:10:04  120.   NA      2
##  7 2014-12-29 2014-12-29 19:18:16   NA   121.     3
##  8 2014-12-29 2014-12-29 19:36:59  121.   NA      4
##  9 2014-12-30 2014-12-30 00:02:23   NA   121.     1
## 10 2014-12-30 2014-12-30 00:29:35  121.   NA      2
## # ... with 4,218 more rows

Table 2.2.1 : 2nd dataset - daily high-low price tick-data.

For 3rd dataset, due to there is a real-time data, the Real Time Trading System (Trial) web application only stored the real-time bid/ask transaction price but not collect all tick-data in seconds. However, you are feel free to gather from DataCollection.

3 Statistical Modelling

3.1 Forecast Daily Hi-Lo Price

I tried to apply Lasso, Elastic Net and Ridge models to test the accuracy of prediction via shinyApp.

\[\begin{equation} \sigma^2_{t} = \omega + \sum_{i=1}^{\rho}(\alpha_{i} + \gamma_{i} I_{t-i}) \varepsilon_{t-i}^{2} + \sum_{j=1}^{q}\beta_{j}\sigma^{2}_{t-j}\ \cdots\ Equation\ 3.1.1 \end{equation}\]

Here I directly apply GJR-GARCH² model due to I had compared few statistical models and got the best fitted model. Kindly refer to Binary Q1 for the paper.

Auto Arima models (Adjusted and use the optimal AR and MA parameters)
Exponential Time Series (27 ETS models)
Univariate Garch models (GARCH, T-GARCH, GJR-GARCH, eGARCH, etc altogather 12 models.)
Exponential Weighted Moving Average
~~Monte Carlo Markov Chain~~
~~Bayesian Time Series~~
~~Midas~~

Source presentation 3.1.1 : Univariate Garch 2012 (powerpoint)

Here I wrote another extention page for Q1 which is analyse the multiple currencies and also models from minutes to daily. You are feel free to browse over Binary Q1 (Extention). The paper compare and get the optimal predictive model based on the various number of observations.

3.2 GARCH Order

The rugarch package not only provides various GARCH models but also contains below 3 to suite our needs :

variance.model
mean.model
distribution.model

Kindly refer to rugarch包与R语言中的garch族模型 for more information.

Source presentation 3.2.1 : Univariate Garch 2012 (powerpoint)

Source presentation 3.2.2 : Univariate Garch 2012 (powerpoint)

Source presentation 3.2.3 : Univariate Garch 2012 (powerpoint)

Due to above presentation compares the infocriteria of the GARCH order, here I directly set garchOrder(1,1) in my model.

3.3 ARMA Order

For ARMA order, kindly refer to GARCH模型中的ARMA(p,d,q)参数最优化³ for more information. I used old function which is calC() but not calc_fx() in this paper.

Here I read my saved dataset where forecast 1 trading day advanced for daily Hi-Lo price. Kindly refer to Real Time Trading System (Trial) for more information.

##      LatestDate.GMT Lst.Open Lst.High Lst.Low Lst.Close ForecastDate.GMT
##   1:     2016-01-04  120.317  120.448 118.720   120.311              T+1
##   2:     2016-01-05  119.474  119.680 118.801   119.467              T+1
##   3:     2016-01-06  119.100  119.150 118.260   119.102              T+1
##   4:     2016-01-07  118.609  118.753 117.364   118.610              T+1
##   5:     2016-01-08  117.530  118.710 117.512   117.540              T+1
##  ---                                                                    
## 647:     2018-06-28  110.442  110.871 110.388   110.486              T+1
## 648:     2018-07-01  110.745  111.053 110.606   110.710              T+1
## 649:     2018-07-02  110.887  111.126 110.510   110.871              T+1
## 650:     2018-07-03  110.400  110.546 110.282   110.408              T+1
## 651:     2018-07-04  110.497  110.703 110.295   110.502              T+1
##      Fct.Open Fct.High  Fct.Low Fct.Close
##   1: 120.4105 120.2905 119.2893  120.3278
##   2: 119.4793 120.1193 119.2821  119.4786
##   3: 119.0646 119.7417 119.2809  119.0649
##   4: 118.6654 119.4668 119.2840  118.7410
##   5: 117.5048 119.6253 119.2871  117.5493
##  ---                                     
## 647: 110.4233 110.9678 109.8558  110.4686
## 648: 110.8265 111.0962 110.5146  110.7449
## 649: 110.7930 110.9810 110.4011  110.7755
## 650: 110.4582 110.4743 110.0168  110.4741
## 651: 110.5188 110.7678 110.3163  110.5095

Table 3.3.1 : Forecast high-low daily price.

pred.data %>% dplyr::filter(LatestDate.GMT == '2017-01-12') %>% 
  kable(caption = 'Data Error') %>% 
  kable_styling(bootstrap_options = c('striped', 'hover', 'condensed', 'responsive')) %>%
  scroll_box(width = '100%')

Data Error
LatestDate.GMT	Lst.Open	Lst.High	Lst.Low	Lst.Close	ForecastDate.GMT	Fct.Open	Fct.High	Fct.Low	Fct.Close
2017-01-12	115.055	115.219	113.76	NA	T+1	115.1867	110.5123	113.6786	NA

Table 3.3.2 : Forecast daily price missing close price.

~~Due to the day 2017-01-12 unable forecast the closed price.⁴, here I omit the transaction on that day.~~

Below I combine the daily price dataset with forecast Hi-Lo price.

## filter data.
pred.data %<>% dplyr::filter(LatestDate.GMT != '2017-01-12')

## Copied dataset.
mbase <- data.frame(Date = index(mbase), mbase) %>% tbl_df
pred.data %<>% tbl_df

## Add `Date` column as forecasted Date.
pred.data$Date <- lead(pred.data$LatestDate.GMT)
pred.data$Date[length(pred.data$Date)] <- data.table::last(pred.data$LatestDate.GMT) + days(1)

pred.data %<>% select(Date, Fct.Open, Fct.High, Fct.Low, Fct.Close) %>% data.table

## Merge dataset.
pred <- merge(tbl_df(mbase), pred.data, by = 'Date') %>% 
  tbl_df %>% select(-USDJPY.Volume, -USDJPY.Adjusted)
rm(pred.data)

## Print dataset.
pred %>% data.table

##            Date USDJPY.Open USDJPY.High USDJPY.Low USDJPY.Close Fct.Open
##   1: 2016-01-05     119.474     119.680    118.801      119.467 120.4105
##   2: 2016-01-06     119.100     119.150    118.260      119.102 119.4793
##   3: 2016-01-07     118.609     118.753    117.364      118.610 119.0646
##   4: 2016-01-08     117.530     118.710    117.512      117.540 118.6654
##   5: 2016-01-11     117.073     117.992    117.009      117.080 117.5048
##  ---                                                                    
## 646: 2018-07-01     110.745     111.053    110.606      110.710 110.4233
## 647: 2018-07-02     110.887     111.126    110.510      110.871 110.8265
## 648: 2018-07-03     110.400     110.546    110.282      110.408 110.7930
## 649: 2018-07-04     110.497     110.703    110.295      110.502 110.4582
## 650: 2018-07-05     110.555     110.778    110.384      110.579 110.5188
##      Fct.High  Fct.Low Fct.Close
##   1: 120.2905 119.2893  120.3278
##   2: 120.1193 119.2821  119.4786
##   3: 119.7417 119.2809  119.0649
##   4: 119.4668 119.2840  118.7410
##   5: 119.6253 119.2871  117.5493
##  ---                            
## 646: 110.9678 109.8558  110.4686
## 647: 111.0962 110.5146  110.7449
## 648: 110.9810 110.4011  110.7755
## 649: 110.4743 110.0168  110.4741
## 650: 110.7678 110.3163  110.5095

Table 3.3.3 : Tidy dataset for forecast high-low daily price.

Below I test if the dataset scrapped from quantmod::getSymbols(src = 'yahoo') equal to FXCMTickData. Unfortunately the data gathered is not tally each other.

mb.dateID <- unique(mbase$Date)
td.dateID <- unique(HL_tick_data$Date)

## Check the start and end date
data.frame(MB = range(mb.dateID), 
           TD = range(td.dateID)) %>% 
  kable(caption = 'Data Range') %>% 
  kable_styling(bootstrap_options = c('striped', 'hover', 'condensed', 'responsive'), full_width = FALSE, position = 'float_left') %>%
  footnote(general = 'Date range of 1st and 2nd dataset.',
           general_title = 'Table 3.3.4 : ', footnote_as_chunk = TRUE)

Data Range
MB	TD
2015-01-05	2014-12-28
2018-07-05	2018-07-06
Table 3.3.4 : Date range of 1st and 2nd dataset.

Table 3.3.4 shows the date range for both MB (mbase dataset) and TD (tick-data).

Below shows all dates NOT in each dataset. Unfortunately the inconsistancy of dataset gathered from getSymbols(src = 'yahoo') will caused whole predictive models bias, it will affect the staking amount and evetually effect the ROI. The dataset used to working fine few years ago. There will be another research which gather only dataset from operator to solve the issue.

## Check if dateID not in another dataset.
mb.dateID[!mb.dateID %in% td.dateID]

##  [1] "2015-12-25" "2016-01-01" "2016-02-03" "2016-02-04" "2016-02-05"
##  [6] "2016-02-19" "2016-04-20" "2016-04-21" "2016-05-04" "2016-05-05"
## [11] "2016-11-17" "2016-11-18" "2016-12-26" "2017-01-02" "2017-04-17"
## [16] "2017-04-18" "2017-04-19" "2017-04-20" "2017-04-26" "2017-04-27"
## [21] "2017-05-16" "2017-05-17" "2017-05-18" "2017-05-23" "2017-05-24"
## [26] "2017-05-25" "2017-06-29" "2017-08-08" "2017-08-09" "2017-08-10"
## [31] "2017-12-25"

td.dateID[!td.dateID %in% mb.dateID]

##   [1] "2014-12-28" "2014-12-29" "2014-12-30" "2014-12-31" "2015-01-02"
##   [6] "2015-01-04" "2015-01-11" "2015-01-18" "2015-01-25" "2015-02-01"
##  [11] "2015-02-08" "2015-02-15" "2015-02-22" "2015-03-01" "2015-03-08"
##  [16] "2015-03-15" "2015-03-22" "2015-04-03" "2015-04-10" "2015-04-17"
##  [21] "2015-04-24" "2015-05-01" "2015-05-08" "2015-05-15" "2015-05-22"
##  [26] "2015-05-29" "2015-06-05" "2015-06-12" "2015-06-19" "2015-06-26"
##  [31] "2015-07-03" "2015-07-10" "2015-07-17" "2015-07-24" "2015-07-31"
##  [36] "2015-08-07" "2015-08-14" "2015-08-21" "2015-08-28" "2015-09-04"
##  [41] "2015-09-11" "2015-09-21" "2015-09-25" "2015-10-02" "2015-10-09"
##  [46] "2015-10-16" "2015-10-23" "2015-10-25" "2015-11-01" "2015-11-08"
##  [51] "2015-11-15" "2015-11-22" "2015-11-29" "2015-12-06" "2015-12-13"
##  [56] "2015-12-20" "2015-12-27" "2016-01-03" "2016-01-10" "2016-01-17"
##  [61] "2016-01-24" "2016-01-31" "2016-02-07" "2016-02-14" "2016-02-21"
##  [66] "2016-02-28" "2016-03-06" "2016-03-13" "2016-03-20" "2016-04-01"
##  [71] "2016-04-08" "2016-04-29" "2016-05-13" "2016-05-20" "2016-05-27"
##  [76] "2016-06-03" "2016-06-17" "2016-06-24" "2016-07-01" "2016-07-08"
##  [81] "2016-07-15" "2016-07-22" "2016-07-29" "2016-08-05" "2016-08-12"
##  [86] "2016-08-19" "2016-08-26" "2016-09-02" "2016-09-09" "2016-09-16"
##  [91] "2016-09-23" "2016-09-30" "2016-10-07" "2016-10-14" "2016-10-21"
##  [96] "2016-10-28" "2016-10-30" "2016-11-06" "2016-11-13" "2016-11-20"
## [101] "2016-11-27" "2016-12-04" "2016-12-11" "2016-12-18" "2017-01-08"
## [106] "2017-01-15" "2017-01-22" "2017-01-29" "2017-02-05" "2017-02-12"
## [111] "2017-02-19" "2017-02-26" "2017-03-05" "2017-03-12" "2017-03-19"
## [116] "2017-03-31" "2017-04-07" "2017-04-14" "2017-05-05" "2017-05-12"
## [121] "2017-06-02" "2017-06-09" "2017-06-16" "2017-06-23" "2017-07-07"
## [126] "2017-07-10" "2017-07-14" "2017-07-21" "2017-07-28" "2017-08-04"
## [131] "2017-08-18" "2017-08-25" "2017-09-01" "2017-09-08" "2017-09-15"
## [136] "2017-09-22" "2017-09-29" "2017-10-06" "2017-10-13" "2017-10-20"
## [141] "2017-10-27" "2017-10-29" "2017-11-05" "2017-11-12" "2017-11-16"
## [146] "2017-11-17" "2017-11-19" "2017-11-26" "2017-12-03" "2017-12-10"
## [151] "2017-12-17" "2018-01-07" "2018-01-14" "2018-01-21" "2018-01-28"
## [156] "2018-02-04" "2018-02-11" "2018-02-18" "2018-02-25" "2018-03-04"
## [161] "2018-03-11" "2018-03-18" "2018-03-30" "2018-04-06" "2018-04-13"
## [166] "2018-04-20" "2018-04-27" "2018-05-04" "2018-05-11" "2018-05-18"
## [171] "2018-05-25" "2018-06-01" "2018-06-08" "2018-06-15" "2018-06-22"
## [176] "2018-06-29" "2018-07-06"

Graph 3.3.1A : Forecast daily highest price vs real daily highest price.

Graph 3.3.1B : Forecast daily lowest price vs real daily lowest price.

Graph 3.3.1A and Graph 3.3.1B above compare the real price and forecast price. Following section will be compare the MSE (Mean Squared Error).

3.4 Mean Squared Error

## Mean Squared Error : Comparison of accuracy.
## https://cran.r-project.org/web/packages/kableExtra/vignettes/awesome_table_in_html.html
data.frame(
  Category = c('High = ', 'Low = ', 'Close = '), 
  MSE = c(mean((pred$Fct.High - pred$USDJPY.High)^2), 
          mean((pred$Fct.Low - pred$USDJPY.Low)^2), 
          mean((pred$Fct.Close - pred$USDJPY.Close)^2))) %>% 
  kable(caption = 'Mean Squared Error') %>% 
  kable_styling(bootstrap_options = c('striped', 'hover', 'condensed', 'responsive'), full_width = FALSE, position = 'float_right') %>%
  footnote(general = 'MSE of prediction.',
           general_title = 'Table 3.4.1 : ', footnote_as_chunk = TRUE)

Mean Squared Error
Category	MSE
High =	7.747397e+00
Low =	2.978715e+00
Close =	5.109613e+45
Table 3.4.1 : MSE of prediction.

\[\begin{equation} \frac{1}{n}\sum_{t=1}^{n}e_t^2\ \cdots\ Equation\ 3.4.1 \end{equation}\]

Table 3.4.1 at the right-hand-side shows the accuracy of the predictive model. You can also refer to previous studies where compare the accuracy of predicted Open, High, Low and Close price. For accuracy comparison of statistical models, you might refer to GARCH模型中的ARMA(p,d,q)参数最优化 or previous papers for further information.

3.5 Univariate Preditive Error

GARCH模型中的ARMA(p,d,q)参数最优化 compare the accuracy of gjrGARCH and Fi-gjrGARCH model while Multivariate GARCH Models states the statistical predictive error based on univariate and also use more sophistical methods for modelling. This paper I still keep using univariate gjrGARCH in mentioned paper which is not the most accurate.

rx <- pred %>% 
    mutate(diff = Fct.High - Fct.Low) %>% 
    dplyr::filter(diff <= 0)

rx %>% 
  kable(caption = 'Preditive Error for Univariate gjrGARCH') %>% 
  kable_styling(bootstrap_options = c('striped', 'hover', 'condensed', 'responsive')) %>% 
  scroll_box(width = '100%', height = '400px')

Preditive Error for Univariate gjrGARCH
Date	USDJPY.Open	USDJPY.High	USDJPY.Low	USDJPY.Close	Fct.Open	Fct.High	Fct.Low	Fct.Close	diff
2016-01-12	117.681	118.044	117.240	117.650	1.171339e+02	119.0219	119.3000	116.9629	-0.2780746
2016-01-14	117.400	118.161	117.310	117.425	1.179043e+02	118.4667	119.2978	117.8541	-0.8311305
2016-01-18	117.010	117.434	116.931	116.990	1.181351e+02	118.3154	119.2928	118.4108	-0.9773810
2016-01-21	117.208	117.458	116.478	117.134	1.199554e+02	117.5371	119.2944	117.8787	-1.7573325
2016-01-22	117.925	118.637	117.560	117.924	1.199577e+02	117.6585	119.2953	119.9502	-1.6368143
2016-02-05	116.852	117.359	116.520	116.866	1.180415e+02	118.1581	119.3698	117.9851	-1.2117020
2016-02-08	116.949	117.520	115.583	116.950	1.168444e+02	117.4420	119.3698	116.6408	-1.9278555
2016-02-09	115.650	115.650	114.271	115.668	1.171419e+02	117.6197	119.3706	117.1808	-1.7508385
2016-02-10	115.185	115.185	114.280	115.191	1.155623e+02	117.7806	119.3673	115.5699	-1.5867182
2016-02-11	113.239	113.463	111.081	113.252	1.151618e+02	118.4888	119.3701	115.1483	-0.8813181
2016-02-12	112.483	113.123	111.756	112.497	1.129761e+02	113.3569	119.3690	113.2425	-6.0120831
2016-02-15	113.675	114.547	113.278	113.670	1.123695e+02	113.2573	119.3751	112.3796	-6.1177970
2016-02-26	113.138	113.930	112.560	113.118	1.122336e+02	113.4592	119.4133	112.1477	-5.9540510
2016-03-04	113.680	114.160	113.145	113.670	1.137034e+02	117.5681	119.4274	113.7193	-1.8592487
2016-03-09	112.680	113.143	112.240	112.660	1.134781e+02	117.4694	119.4193	113.2852	-1.9499012
2016-03-16	113.101	113.809	113.021	113.105	1.141090e+02	118.1152	119.4041	114.1218	-1.2888529
2016-03-17	112.794	112.934	110.690	112.752	1.130076e+02	118.8986	119.4034	113.0037	-0.5048306
2016-08-01	102.307	102.795	100.814	102.359	1.022195e+02	102.0382	102.1766	102.2235	-0.1383941
2017-01-11	115.875	116.835	115.681	115.872	1.160022e+02	110.5080	110.9077	115.9959	-0.3996907
2017-01-13	114.696	115.388	114.284	114.664	1.157538e+02	110.5116	115.7639	115.8447	-5.2523310
2017-01-16	114.262	114.449	113.696	114.227	1.145294e+02	110.5143	114.3947	114.4934	-3.8803575
2017-01-17	114.126	114.276	112.740	114.152	1.147558e+02	110.5104	113.5376	114.7966	-3.0272510
2017-01-18	112.908	113.555	112.645	112.878	1.109776e+02	110.5160	112.6626	113.7212	-2.1466118
2017-01-19	114.738	115.521	114.423	114.762	1.130362e+02	110.5222	112.3528	113.0464	-1.8306428
2017-01-20	114.894	115.370	114.546	114.980	1.144277e+02	110.5251	114.5155	115.0250	-3.9904485
2017-01-23	113.853	114.036	112.975	113.810	1.151915e+02	110.5264	114.4629	114.6422	-3.9364849
2017-01-24	112.838	113.468	112.580	112.780	1.136470e+02	110.5234	112.9166	113.6450	-2.3932058
2017-01-27	114.425	115.336	114.401	114.455	1.135213e+02	110.5411	113.0391	113.0678	-2.4979858
2017-01-30	114.683	114.915	113.764	114.668	1.140289e+02	110.5438	114.4871	114.0604	-3.9433415
2017-01-31	113.694	113.932	112.083	113.650	1.149510e+02	110.5442	112.8122	114.9324	-2.2680153
2017-02-01	112.768	113.915	112.768	112.743	1.134872e+02	110.5504	112.0495	113.4452	-1.4990946
2017-02-02	113.243	113.243	112.077	113.311	1.131072e+02	110.5579	112.6554	113.0148	-2.0974911
2017-02-03	112.779	113.232	112.324	112.789	1.130144e+02	110.5637	111.8952	113.0989	-1.3315011
2017-02-06	112.647	112.771	112.028	112.639	1.128467e+02	110.5701	112.3621	112.8554	-1.7919846
2017-02-07	111.798	112.559	111.599	111.827	1.125949e+02	110.5676	111.9942	112.3721	-1.4266635
2017-02-08	112.402	112.520	111.649	112.387	1.119267e+02	110.5795	111.5925	111.9399	-1.0129843
2017-03-20	112.665	112.884	112.467	112.674	1.132525e+02	110.5782	112.5796	113.3871	-2.0013980
2017-09-26	112.434	113.237	112.286	112.377	1.118084e+02	110.7772	111.4461	112.4466	-0.6689662
2017-11-10	113.369	113.624	113.236	113.375	1.135208e+02	111.6006	113.2703	113.9353	-1.6697543
2017-11-13	113.690	113.705	113.246	113.686	1.133465e+02	111.6151	113.2375	113.4610	-1.6224095
2017-12-25	113.295	113.345	113.211	113.308	1.132881e+02	113.3202	113.4133	113.3343	-0.0931218
2018-03-06	106.276	106.453	105.853	106.250	1.054694e+02	109.9114	112.2725	105.4518	-2.3611057
2018-03-07	105.614	106.180	105.511	105.537	1.062154e+02	110.0522	112.2719	106.2335	-2.2196650
2018-03-08	106.169	106.254	105.898	106.186	1.058257e+02	109.7437	112.2648	105.7642	-2.5210451
2018-03-09	106.403	107.029	106.359	106.406	1.060927e+02	110.0195	112.2578	106.1154	-2.2382255
2018-03-12	106.886	106.966	106.374	106.891	1.064310e+02	110.4027	112.2540	106.4393	-1.8513493
2018-03-13	106.318	107.275	106.263	106.260	1.068864e+02	106.8678	112.2470	108.9610	-5.3791502
2018-03-14	106.549	106.734	106.084	106.508	1.064317e+02	107.3842	112.2462	106.3746	-4.8619286
2018-03-15	106.154	106.172	105.790	106.155	1.089557e+02	109.7607	112.2427	108.9263	-2.4820144
2018-03-16	106.328	106.328	105.607	106.309	1.085514e+02	109.9671	112.2387	108.5851	-2.2716455
2018-03-19	105.968	106.298	105.681	105.969	1.086904e+02	106.4472	112.2275	108.6635	-5.7803439
2018-03-20	106.038	106.583	105.984	105.996	1.060489e+02	106.2405	112.1758	106.1186	-5.9353123
2018-03-21	106.480	106.512	106.139	106.469	1.061152e+02	106.7519	112.1760	106.0640	-5.4240734
2018-03-22	105.917	105.961	105.283	105.929	1.065849e+02	106.6064	112.1886	106.5544	-5.5822150
2018-03-23	104.979	105.279	104.667	104.968	1.061759e+02	105.8900	112.1936	106.1328	-6.3035351
2018-03-25	104.840	105.244	104.736	104.859	-2.371204e+78	105.3385	112.1950	105.2540	-6.8564635
2018-03-26	105.546	105.888	105.459	105.500	1.049677e+02	105.4038	112.1988	105.1239	-6.7950154
2018-03-28	106.799	106.926	106.259	106.812	1.056440e+02	106.4399	112.2014	105.7129	-5.7615173
2018-03-29	106.474	106.504	106.116	106.479	1.069839e+02	107.0609	112.2038	106.9786	-5.1429149
2018-04-02	105.805	106.590	105.695	105.799	1.066031e+02	106.6086	112.2066	106.4075	-5.5979435
2018-04-03	106.429	106.680	105.995	106.436	1.061274e+02	106.5891	112.2067	106.0000	-5.6176632
2018-04-04	106.784	107.481	106.716	106.774	1.064474e+02	106.7083	112.2099	106.4452	-5.5015465
2018-04-11	106.814	107.412	106.703	106.829	1.071110e+02	107.1233	112.2176	107.1168	-5.0942802
2018-04-17	107.028	107.378	107.007	107.016	1.071073e+02	107.2334	112.2190	107.1576	-4.9856513
2018-04-19	107.440	107.848	107.405	107.432	1.073801e+02	107.5344	112.2210	107.3638	-4.6866485
2018-04-22	107.843	108.630	107.733	107.869	1.074633e+02	107.9125	112.2219	107.4549	-4.3094062
2018-05-07	108.940	109.331	108.858	108.943	1.091211e+02	109.4594	112.2245	109.1240	-2.7650701
2018-05-08	109.039	109.821	109.001	109.024	1.090087e+02	109.3054	112.2237	109.0137	-2.9182971
2018-06-20	110.344	110.749	109.886	110.352	1.101077e+02	110.3268	111.1784	110.0121	-0.8515311

Table 3.5.1 [69 x 10] : Preditive HiLo Error for Univariate gjrGARCH.

rx <- pred %>% 
    mutate(Range = ifelse(Fct.Close > Fct.High | Fct.Close < Fct.Low, 0, 1)) %>% 
    dplyr::filter(Range == 0)

rx %>% 
  kable(caption = 'Preditive Error for Univariate gjrGARCH') %>% 
  kable_styling(bootstrap_options = c('striped', 'hover', 'condensed', 'responsive')) %>% 
  scroll_box(width = '100%', height = '400px')

Preditive Error for Univariate gjrGARCH
Date	USDJPY.Open	USDJPY.High	USDJPY.Low	USDJPY.Close	Fct.Open	Fct.High	Fct.Low	Fct.Close
2016-01-05	119.474	119.680	118.801	119.467	1.204105e+02	120.2905	119.28930	1.203278e+02
2016-01-07	118.609	118.753	117.364	118.610	1.190646e+02	119.7417	119.28095	1.190649e+02
2016-01-08	117.530	118.710	117.512	117.540	1.186654e+02	119.4668	119.28404	1.187410e+02
2016-01-11	117.073	117.992	117.009	117.080	1.175048e+02	119.6253	119.28705	1.175493e+02
2016-01-12	117.681	118.044	117.240	117.650	1.171339e+02	119.0219	119.29998	1.169629e+02
2016-01-13	117.831	118.363	117.780	117.830	1.176806e+02	119.4734	119.29687	1.177372e+02
2016-01-14	117.400	118.161	117.310	117.425	1.179043e+02	118.4667	119.29785	1.178541e+02
2016-01-15	118.223	118.256	116.650	118.203	1.172975e+02	120.1428	119.29299	1.173248e+02
2016-01-18	117.010	117.434	116.931	116.990	1.181351e+02	118.3154	119.29283	1.184108e+02
2016-01-21	117.208	117.458	116.478	117.134	1.199554e+02	117.5371	119.29440	1.178787e+02
2016-01-22	117.925	118.637	117.560	117.924	1.199577e+02	117.6585	119.29527	1.199502e+02
2016-01-25	118.560	118.844	118.182	118.572	1.180532e+02	120.1534	119.29588	1.180728e+02
2016-01-29	118.930	121.661	118.520	118.930	1.199500e+02	120.1466	119.29111	1.184693e+02
2016-02-01	121.342	121.402	120.699	121.340	1.187472e+02	121.8955	119.28828	1.188890e+02
2016-02-02	120.854	121.000	120.200	120.840	1.212201e+02	120.2369	119.37606	1.215636e+02
2016-02-05	116.852	117.359	116.520	116.866	1.180415e+02	118.1581	119.36982	1.179851e+02
2016-02-08	116.949	117.520	115.583	116.950	1.168444e+02	117.4420	119.36983	1.166408e+02
2016-02-09	115.650	115.650	114.271	115.668	1.171419e+02	117.6197	119.37056	1.171808e+02
2016-02-10	115.185	115.185	114.280	115.191	1.155623e+02	117.7806	119.36727	1.155699e+02
2016-02-11	113.239	113.463	111.081	113.252	1.151618e+02	118.4888	119.37014	1.151483e+02
2016-02-12	112.483	113.123	111.756	112.497	1.129761e+02	113.3569	119.36899	1.132425e+02
2016-02-15	113.675	114.547	113.278	113.670	1.123695e+02	113.2573	119.37513	1.123796e+02
2016-02-19	113.271	113.272	112.731	113.250	1.147310e+02	114.3513	113.49092	1.143935e+02
2016-02-23	112.953	112.971	111.789	112.971	1.124546e+02	113.7093	112.97687	1.125245e+02
2016-02-24	111.911	112.220	111.112	111.880	1.131695e+02	112.9533	111.83891	1.132103e+02
2016-02-26	113.138	113.930	112.560	113.118	1.122336e+02	113.4592	119.41327	1.121477e+02
2016-03-02	113.920	114.541	113.736	113.930	1.132065e+02	113.9205	112.14329	1.121172e+02
2016-03-03	113.491	114.260	113.460	113.466	1.141882e+02	118.0556	113.97478	1.138755e+02
2016-03-04	113.680	114.160	113.145	113.670	1.137034e+02	117.5681	119.42738	1.137193e+02
2016-03-09	112.680	113.143	112.240	112.660	1.134781e+02	117.4694	119.41926	1.132852e+02
2016-03-11	112.839	113.911	112.830	112.860	1.132965e+02	118.3474	113.37283	1.133331e+02
2016-03-15	113.827	113.927	112.670	113.830	1.138588e+02	119.2102	113.87708	1.138725e+02
2016-03-16	113.101	113.809	113.021	113.105	1.141090e+02	118.1152	119.40406	1.141218e+02
2016-03-17	112.794	112.934	110.690	112.752	1.130076e+02	118.8986	119.40339	1.130037e+02
2016-03-22	112.144	112.186	111.412	112.139	1.115238e+02	117.7981	111.59526	1.115176e+02
2016-04-10	108.312	108.420	107.664	108.311	1.084021e+02	116.4069	108.46018	1.083571e+02
2016-04-12	108.671	109.381	108.540	108.640	1.079416e+02	108.6600	108.11356	1.079566e+02
2016-04-13	109.414	109.533	108.901	109.420	1.087493e+02	116.5494	108.73918	1.085916e+02
2016-04-21	109.481	111.530	109.280	109.437	1.099109e+02	109.8330	109.43066	1.098751e+02
2016-04-27	111.516	111.853	107.950	111.520	1.108108e+02	117.4401	111.19533	1.110706e+02
2016-05-01	106.465	106.788	106.196	106.453	1.075310e+02	114.4607	107.50192	1.074747e+02
2016-05-09	108.370	109.261	108.317	108.331	1.072117e+02	116.1785	108.15941	1.073600e+02
2016-05-10	109.210	109.210	108.440	109.194	1.085179e+02	116.9952	108.33604	1.083310e+02
2016-05-12	109.122	109.454	108.514	109.100	1.083034e+02	117.0079	108.42641	1.084150e+02
2016-05-17	109.026	109.819	108.753	108.950	1.090570e+02	117.0066	109.14964	1.090800e+02
2016-05-22	110.066	110.066	109.340	110.050	1.099273e+02	117.0668	110.17649	1.098986e+02
2016-05-29	110.762	111.420	110.720	110.770	1.093641e+02	117.0292	109.70904	1.094018e+02
2016-06-07	107.242	107.261	106.606	107.254	1.072276e+02	107.8730	107.52371	1.072731e+02
2016-06-08	106.804	106.864	106.278	106.780	1.076409e+02	107.2610	106.61411	1.076436e+02
2016-06-12	106.482	106.626	105.745	106.504	1.073823e+02	107.2200	106.47347	1.073866e+02
2016-06-19	104.659	104.833	104.300	104.648	1.048329e+02	104.5617	104.10239	1.048136e+02
2016-06-28	102.690	102.786	102.190	102.701	1.013915e+02	113.5542	101.26541	1.012485e+02
2016-06-30	103.053	103.148	102.456	103.073	1.022789e+02	113.4490	102.88435	1.022669e+02
2016-07-04	102.520	102.521	101.460	102.518	1.019806e+02	112.9301	102.44074	1.019598e+02
2016-07-11	102.503	104.793	102.465	102.524	1.001126e+02	102.7447	100.64963	1.004375e+02
2016-07-12	104.732	104.846	103.963	104.756	1.027253e+02	104.9662	102.41537	1.023703e+02
2016-07-14	105.160	106.305	105.150	105.191	1.036660e+02	105.8950	103.99194	1.037290e+02
2016-07-26	104.833	106.510	104.833	104.849	1.054931e+02	105.3071	103.83101	1.056387e+02
2016-07-27	104.936	105.149	104.521	104.951	1.043491e+02	106.5100	104.77668	1.043480e+02
2016-07-28	104.772	104.806	102.278	104.745	1.051606e+02	104.7254	104.25145	1.052063e+02
2016-08-01	102.307	102.795	100.814	102.359	1.022195e+02	102.0382	102.17661	1.022235e+02
2016-08-03	101.319	101.663	100.867	101.337	1.006473e+02	101.5460	100.92745	1.006059e+02
2016-08-08	102.283	102.517	101.800	102.288	1.017217e+02	102.6270	101.91948	1.017132e+02
2016-08-11	101.812	102.269	100.862	101.808	1.009178e+02	101.3822	101.02960	1.009545e+02
2016-08-15	101.251	101.251	99.573	101.240	1.011768e+02	101.2411	100.85558	1.013252e+02
2016-08-17	99.893	100.472	99.652	99.906	9.976146e+01	100.9727	99.83072	9.976095e+01
2016-08-21	100.541	100.926	100.225	100.554	1.000215e+02	100.3069	100.16064	9.999052e+01
2016-08-31	103.307	103.994	103.082	103.302	1.028015e+02	103.4569	103.05315	1.027613e+02
2016-09-05	103.527	103.806	102.048	103.510	1.041375e+02	104.0110	103.29167	1.041380e+02
2016-09-12	101.756	102.410	101.472	101.751	1.028754e+02	102.5793	101.94139	1.028031e+02
2016-09-18	102.331	102.363	101.581	102.307	1.016396e+02	102.3950	101.87188	1.018497e+02
2016-09-19	101.905	102.048	101.573	101.846	1.023871e+02	102.3630	101.36719	1.023782e+02
2016-09-27	100.475	100.812	100.423	100.468	1.002824e+02	100.9760	100.22757	9.979007e+01
2016-09-29	101.187	101.687	100.756	101.199	1.007434e+02	101.8100	100.85863	1.007217e+02
2016-10-04	102.842	103.583	102.682	102.880	1.015676e+02	109.7725	101.69505	1.016112e+02
2016-10-17	103.859	104.190	103.689	103.851	1.040284e+02	104.3520	103.87046	1.038180e+02
2016-11-01	104.829	105.120	104.457	104.820	1.045201e+02	105.1682	104.54845	1.045087e+02
2016-11-25	113.273	113.890	112.610	113.292	1.124095e+02	113.5890	112.64051	1.122854e+02
2016-11-29	111.705	113.300	111.705	111.690	1.127768e+02	112.6591	111.55826	1.127039e+02
2016-12-02	113.902	114.158	113.334	113.909	1.148876e+02	114.8119	113.94930	1.149185e+02
2016-12-06	113.882	114.167	113.515	113.863	1.133557e+02	114.8501	113.46064	1.133332e+02
2016-12-07	114.082	114.384	113.519	114.052	1.141544e+02	114.1124	113.40569	1.141438e+02
2016-12-16	118.268	118.398	117.926	118.241	1.170918e+02	118.8266	117.85790	1.175458e+02
2016-12-20	117.044	118.231	117.000	117.037	1.182737e+02	117.8405	117.41729	1.180001e+02
2016-12-22	117.618	117.851	117.317	117.604	1.181771e+02	118.0552	117.43699	1.182134e+02
2016-12-23	117.560	117.560	117.176	117.542	1.175915e+02	117.8586	117.37406	1.172250e+02
2016-12-26	117.313	117.313	117.001	117.310	1.172673e+02	117.5681	117.18284	1.175935e+02
2016-12-27	117.183	117.601	117.183	117.192	1.107531e+02	117.3215	116.74639	1.174492e+02
2017-01-03	117.488	118.593	117.286	117.495	1.108060e+02	117.4931	116.74117	1.166882e+02
2017-01-06	115.318	116.744	115.263	115.265	1.170907e+02	117.0930	115.17869	1.171657e+02
2017-01-09	117.159	117.524	116.183	117.150	1.108753e+02	116.7520	115.32214	1.151178e+02
2017-01-11	115.875	116.835	115.681	115.872	1.160022e+02	110.5080	110.90773	1.159959e+02
2017-01-13	114.696	115.388	114.284	114.664	1.157538e+02	110.5116	115.76395	1.158447e+02
2017-01-16	114.262	114.449	113.696	114.227	1.145294e+02	110.5143	114.39469	1.144934e+02
2017-01-17	114.126	114.276	112.740	114.152	1.147558e+02	110.5104	113.53761	1.147966e+02
2017-01-18	112.908	113.555	112.645	112.878	1.109776e+02	110.5160	112.66259	1.137212e+02
2017-01-19	114.738	115.521	114.423	114.762	1.130362e+02	110.5222	112.35284	1.130464e+02
2017-01-20	114.894	115.370	114.546	114.980	1.144277e+02	110.5251	114.51551	1.150250e+02
2017-01-23	113.853	114.036	112.975	113.810	1.151915e+02	110.5264	114.46286	1.146422e+02
2017-01-24	112.838	113.468	112.580	112.780	1.136470e+02	110.5234	112.91659	1.136450e+02
2017-01-27	114.425	115.336	114.401	114.455	1.135213e+02	110.5411	113.03913	1.130678e+02
2017-01-30	114.683	114.915	113.764	114.668	1.140289e+02	110.5438	114.48714	1.140604e+02
2017-01-31	113.694	113.932	112.083	113.650	1.149510e+02	110.5442	112.81222	1.149324e+02
2017-02-01	112.768	113.915	112.768	112.743	1.134872e+02	110.5504	112.04950	1.134452e+02
2017-02-02	113.243	113.243	112.077	113.311	1.131072e+02	110.5579	112.65541	1.130148e+02
2017-02-03	112.779	113.232	112.324	112.789	1.130144e+02	110.5637	111.89521	1.130989e+02
2017-02-06	112.647	112.771	112.028	112.639	1.128467e+02	110.5701	112.36212	1.128554e+02
2017-02-07	111.798	112.559	111.599	111.827	1.125949e+02	110.5676	111.99422	1.123721e+02
2017-02-08	112.402	112.520	111.649	112.387	1.119267e+02	110.5795	111.59245	1.119399e+02
2017-02-13	113.970	114.135	113.452	113.914	1.133315e+02	113.9906	113.39922	1.132473e+02
2017-02-14	113.673	114.433	113.271	113.705	1.142276e+02	114.1492	113.43160	1.141844e+02
2017-02-24	112.676	112.950	112.064	112.682	1.133713e+02	113.3156	112.57386	1.133921e+02
2017-03-07	113.916	114.141	113.739	113.917	1.136974e+02	113.8656	113.61876	1.139655e+02
2017-03-20	112.665	112.884	112.467	112.674	1.132525e+02	110.5782	112.57962	1.133871e+02
2017-03-28	111.188	111.296	110.755	111.226	1.108421e+02	110.5600	110.31948	1.108461e+02
2017-04-20	109.368	109.383	108.943	109.375	1.087041e+02	110.5981	108.76484	1.087224e+02
2017-04-26	111.175	111.591	111.052	111.191	1.109776e+02	114.2454	111.01805	1.109709e+02
2017-04-30	111.303	111.900	111.303	111.302	1.108528e+02	111.5897	111.55957	1.112584e+02
2017-05-11	113.814	113.946	113.213	113.809	1.140786e+02	113.9558	113.63549	1.142211e+02
2017-05-15	113.648	113.757	112.981	113.642	1.132890e+02	113.9788	113.36774	1.132042e+02
2017-05-23	111.936	112.111	111.707	111.957	1.109440e+02	113.9738	111.05377	1.109214e+02
2017-05-25	111.716	111.794	110.887	111.730	1.113975e+02	113.9644	111.68964	1.113937e+02
2017-05-31	110.769	111.446	110.769	110.796	1.110870e+02	113.9537	110.55642	-1.822429e+24
2017-06-01	111.460	111.699	110.342	111.437	1.105362e+02	113.9513	110.73542	1.106243e+02
2017-06-05	110.380	110.437	109.242	110.381	1.102679e+02	113.9559	110.44339	1.102188e+02
2017-06-11	110.308	110.316	109.676	110.288	1.098979e+02	113.9460	109.86264	1.098607e+02
2017-06-15	111.047	111.404	110.661	110.952	1.096929e+02	113.9348	112.63790	1.097667e+02
2017-06-25	111.255	111.711	111.222	111.239	1.116754e+02	111.4224	111.20914	1.114986e+02
2017-06-26	111.903	112.438	111.468	111.858	1.111264e+02	111.8163	111.22200	1.111238e+02
2017-07-03	113.369	113.370	112.779	113.386	1.124001e+02	113.4239	112.54332	1.124085e+02
2017-07-12	113.304	113.514	112.874	113.335	1.140079e+02	113.9186	112.85831	1.140745e+02
2017-07-17	112.600	112.617	111.701	112.581	1.123697e+02	112.8243	112.36611	1.121960e+02
2017-08-10	109.090	109.379	108.797	109.106	1.101064e+02	110.1632	109.35053	1.102432e+02
2017-08-15	110.573	110.941	110.573	110.596	1.099298e+02	113.7011	109.75463	1.096039e+02
2017-08-16	109.983	110.312	109.634	109.999	1.109813e+02	111.0133	110.53241	1.104412e+02
2017-08-21	109.074	109.530	109.052	108.944	1.095076e+02	109.3806	108.67014	1.093827e+02
2017-08-22	109.756	109.806	108.999	109.731	1.091809e+02	109.5802	109.03443	1.089123e+02
2017-08-24	109.500	109.797	109.123	109.514	1.090310e+02	113.6575	109.02569	1.089677e+02
2017-08-30	110.468	110.645	109.952	110.460	1.096426e+02	110.4865	109.79983	1.096692e+02
2017-08-31	110.117	110.369	109.580	110.129	1.104483e+02	110.6410	109.60492	1.108410e+02
2017-09-03	109.777	109.908	109.397	109.795	1.104546e+02	110.2892	109.59259	1.104523e+02
2017-09-17	111.153	111.581	111.124	111.197	1.099296e+02	111.2947	109.78810	1.097757e+02
2017-09-18	111.487	111.862	111.272	111.496	1.110282e+02	111.6023	111.46193	1.110728e+02
2017-09-26	112.434	113.237	112.286	112.377	1.118084e+02	110.7772	111.44612	1.124466e+02
2017-09-27	112.854	113.190	112.481	112.860	1.125013e+02	113.2893	112.50105	1.124775e+02
2017-10-12	112.244	112.249	111.699	112.239	1.123833e+02	112.3807	112.13537	1.124210e+02
2017-10-15	111.877	112.076	111.651	111.882	1.122064e+02	112.1289	111.56435	1.122592e+02
2017-11-10	113.369	113.624	113.236	113.375	1.135208e+02	111.6006	113.27034	1.139353e+02
2017-11-13	113.690	113.705	113.246	113.686	1.133465e+02	111.6151	113.23748	1.134610e+02
2017-11-14	113.600	113.907	113.310	113.585	1.135783e+02	113.6092	113.17646	1.136233e+02
2017-11-24	111.259	111.572	111.259	111.254	1.121415e+02	111.4082	111.14298	1.121588e+02
2017-11-27	111.649	111.649	110.847	111.671	1.122717e+02	111.6365	111.33888	1.122648e+02
2017-12-08	113.197	113.585	113.123	113.173	1.123804e+02	113.5431	112.39668	1.123534e+02
2017-12-11	113.527	113.681	113.241	113.543	1.131035e+02	113.8103	113.12711	1.130811e+02
2017-12-12	113.550	113.739	113.374	113.540	1.135455e+02	113.5218	113.10399	1.135551e+02
2017-12-13	113.513	113.527	112.966	113.545	1.135917e+02	113.5286	113.48159	1.131179e+02
2017-12-14	112.746	112.873	112.473	112.782	1.135312e+02	113.5275	113.01981	1.135626e+02
2017-12-19	112.590	113.026	112.511	112.568	1.126985e+02	112.7850	112.24653	1.128676e+02
2017-12-25	113.295	113.345	113.211	113.308	1.132881e+02	113.3202	113.41332	1.133343e+02
2017-12-28	113.222	113.264	112.667	113.217	1.132134e+02	113.4818	113.22886	1.132159e+02
2018-01-04	112.606	112.854	112.507	112.607	1.122742e+02	112.4603	112.31628	1.122544e+02
2018-01-11	111.426	111.871	111.334	111.444	1.127915e+02	112.7302	111.23804	1.127769e+02
2018-01-17	110.347	110.909	110.208	110.388	1.107012e+02	111.0334	110.73524	1.106592e+02
2018-01-22	110.697	111.148	110.614	110.684	1.111804e+02	111.0692	110.42947	1.112010e+02
2018-01-25	109.306	109.462	108.590	109.326	1.102574e+02	110.2357	108.81480	1.102410e+02
2018-01-29	108.648	109.189	108.511	108.639	1.098181e+02	109.8435	108.21693	1.098547e+02
2018-02-02	109.387	110.467	109.304	109.406	1.092735e+02	109.6837	109.28919	1.092197e+02
2018-02-22	107.630	107.757	106.649	107.555	1.075116e+02	108.0684	107.52287	1.074937e+02
2018-03-01	106.643	107.193	106.567	106.640	1.075988e+02	107.7021	106.66641	1.077437e+02
2018-03-06	106.276	106.453	105.853	106.250	1.054694e+02	109.9114	112.27250	1.054518e+02
2018-03-07	105.614	106.180	105.511	105.537	1.062154e+02	110.0522	112.27188	1.062335e+02
2018-03-08	106.169	106.254	105.898	106.186	1.058257e+02	109.7437	112.26479	1.057642e+02
2018-03-09	106.403	107.029	106.359	106.406	1.060927e+02	110.0195	112.25776	1.061154e+02
2018-03-12	106.886	106.966	106.374	106.891	1.064310e+02	110.4027	112.25402	1.064393e+02
2018-03-13	106.318	107.275	106.263	106.260	1.068864e+02	106.8678	112.24696	1.089610e+02
2018-03-14	106.549	106.734	106.084	106.508	1.064317e+02	107.3842	112.24617	1.063746e+02
2018-03-15	106.154	106.172	105.790	106.155	1.089557e+02	109.7607	112.24275	1.089263e+02
2018-03-16	106.328	106.328	105.607	106.309	1.085514e+02	109.9671	112.23874	1.085851e+02
2018-03-19	105.968	106.298	105.681	105.969	1.086904e+02	106.4472	112.22750	1.086635e+02
2018-03-20	106.038	106.583	105.984	105.996	1.060489e+02	106.2405	112.17577	1.061186e+02
2018-03-21	106.480	106.512	106.139	106.469	1.061152e+02	106.7519	112.17600	1.060640e+02
2018-03-22	105.917	105.961	105.283	105.929	1.065849e+02	106.6064	112.18857	1.065544e+02
2018-03-23	104.979	105.279	104.667	104.968	1.061759e+02	105.8900	112.19356	1.061328e+02
2018-03-25	104.840	105.244	104.736	104.859	-2.371204e+78	105.3385	112.19497	1.052540e+02
2018-03-26	105.546	105.888	105.459	105.500	1.049677e+02	105.4038	112.19878	1.051239e+02
2018-03-27	105.522	106.324	105.431	105.493	1.056698e+02	106.1071	105.61172	1.053908e+02
2018-03-28	106.799	106.926	106.259	106.812	1.056440e+02	106.4399	112.20139	1.057129e+02
2018-03-29	106.474	106.504	106.116	106.479	1.069839e+02	107.0609	112.20378	1.069786e+02
2018-04-01	106.318	106.446	105.962	106.312	1.067382e+02	106.4234	106.17705	1.067413e+02
2018-04-02	105.805	106.590	105.695	105.799	1.066031e+02	106.6086	112.20658	1.064075e+02
2018-04-03	106.429	106.680	105.995	106.436	1.061274e+02	106.5891	112.20675	1.060000e+02
2018-04-04	106.784	107.481	106.716	106.774	1.064474e+02	106.7083	112.20989	1.064452e+02
2018-04-11	106.814	107.412	106.703	106.829	1.071110e+02	107.1233	112.21758	1.071168e+02
2018-04-15	107.488	107.505	107.136	107.498	1.073084e+02	110.6866	107.39906	1.071891e+02
2018-04-17	107.028	107.378	107.007	107.016	1.071073e+02	107.2334	112.21904	1.071576e+02
2018-04-19	107.440	107.848	107.405	107.432	1.073801e+02	107.5344	112.22102	1.073638e+02
2018-04-22	107.843	108.630	107.733	107.869	1.074633e+02	107.9125	112.22190	1.074549e+02
2018-04-24	108.802	109.374	108.789	108.803	1.087776e+02	111.3496	108.79896	1.087183e+02
2018-05-01	109.846	109.998	109.652	109.872	1.093279e+02	109.9105	109.37096	1.093360e+02
2018-05-03	109.119	109.261	108.649	109.096	1.098841e+02	109.8780	108.86835	1.098941e+02
2018-05-06	109.139	109.382	108.757	109.146	1.092306e+02	109.1920	108.72659	1.092076e+02
2018-05-07	108.940	109.331	108.858	108.943	1.091211e+02	109.4594	112.22448	1.091240e+02
2018-05-08	109.039	109.821	109.001	109.024	1.090087e+02	109.3054	112.22367	1.090137e+02
2018-05-09	109.826	109.987	109.332	109.847	1.089762e+02	109.9226	109.07330	1.090585e+02
2018-05-15	110.283	110.379	110.043	110.297	1.097015e+02	110.4616	109.71590	1.096350e+02
2018-05-21	111.007	111.171	110.801	110.978	1.108701e+02	111.4024	110.88708	1.108704e+02
2018-05-23	109.909	109.913	108.976	109.869	1.108829e+02	110.8361	109.50223	1.109121e+02
2018-05-24	109.330	109.721	109.119	109.312	1.100299e+02	109.8620	108.99522	1.099818e+02
2018-05-29	108.449	109.060	108.399	108.394	1.093773e+02	109.3370	108.45294	1.094118e+02
2018-06-03	109.598	109.749	109.373	109.598	1.087844e+02	109.8968	108.85207	1.087129e+02
2018-06-18	110.169	110.193	109.559	110.138	1.106902e+02	110.5732	110.08983	1.106269e+02
2018-06-19	110.081	110.244	109.870	110.071	1.101929e+02	110.1499	109.45053	1.104104e+02
2018-06-20	110.344	110.749	109.886	110.352	1.101077e+02	110.3268	111.17836	1.100121e+02

Table 3.5.2 [213 x 10] : Preditive Cl Error for Univariate gjrGARCH.

Table 3.5.1 states the forecast highest price lower than forecast lowest price where Table 3.5.2 states forecast closing price not in the range of forecast highest and lowest price. Betting Strategy in next section will omit the error and only trade on the high winning opportunities.

4 Betting Strategy

4.1 Kelly Criterion

\[\begin{equation} f = \frac{Edge}{Odds} = \frac{p^∗ x−(1−p^∗)}{x} \ \cdots Equation\ 4.1.1 \end{equation}\]

The section 1 inside Application of Kelly Criterion model in Sportsbook Investment shows the ROI for betting on sportsbook, where section 2 will be started during spared time after FOREX market.

For the betting strategy, here I need to do correction from Binary Q1 as stated in section Introduction. Below I tidy the dataset to match the bid/ask price for close a transaction.

As we know from previous paper, the closing price will be settled price (closed transaction) if the forecast price has no occured within a day (from 12:00:01 AM until next day 12:00:00 AM, due to system calculate the price spend a minute, therefore the opening price will not in count.). There will be 2 limit orders (but and sell) placed after 12:00:00AM. Once one among the order limit stand (opened transaction), another limit order will be automatically turned to be closed transaction request. Therefore there will only transaction within a trading day unless no any order limit placed stand.

## Here I combine real-time dataset with the daily dataset.
pred <- merge(HL_tick_data, pred,  by = 'Date') %>% 
  tbl_df %>% 
  arrange(DateTime)

## Tidy dataset.
## bid price for sell, ask price for buy orders. bid price always lower than ask price due to banker need to earn vigorish/spread margins. We need to see bid price if we wanna sell and ask price when we wanna buy.
pred %<>% group_by(Date) %>% 
    dplyr::filter(Bid == max(Bid, na.rm = TRUE)|Ask == min(Ask, na.rm = TRUE)) %>% 
    dplyr::select(DateTime, Date, USDJPY.High, USDJPY.Low, USDJPY.Close, sq, Bid, Ask, Fct.High, Fct.Low, Fct.Close) %>% 
    rename(High = USDJPY.High, Low = USDJPY.Low, Close = USDJPY.Close) %>% tbl_df

pred %<>% mutate(
        Fct.High = round(Fct.High, 3), 
        Fct.Low = round(Fct.Low, 3), 
        Fct.Close = round(Fct.Close, 3), 
        Sell = ifelse((Fct.High <= High & 
                       Fct.High >= Low & 
                       Fct.High > Fct.Low) &        # Here I filter the 
                      (Fct.Close > Fct.High |       #  both HiLo and Cl 
                       Fct.Close < Fct.Low), 1, 0), #  predictive error.
        Buy = ifelse((Fct.Low >= Low & 
                      Fct.Low <= High & 
                      Fct.Low < Fct.High) &         # Here I filter the 
                     (Fct.Close > Fct.High |        #  both HiLo and Cl 
                      Fct.Close < Fct.Low), 1, 0))  #  predictive error.

## follow the seq to determine the buy or sell limit order stand within a day. Then the other side will be automatically switch to close transaction limit order but not placed another limit order.
pred <- ldply(split(pred, pred$Date), function(x) {
    x %<>% mutate(Trans = ifelse(!is.na(Bid), 'sell', 'buy'), 
                  Trans = ifelse(Sell == 1|Buy == 1, Trans, 0))
  
  if(x[1,]$Trans == 'sell'|x[1,]$Trans == 'buy') #if open transaction.
    x[nrow(x),]$Trans <- 'close'                 #  then close transaction.
  
  x }) %>% tbl_df

pred$.id <- NULL
pred %<>% mutate(Trans = factor(Trans))

Topic 2.1.4 Staking Model in paper Binary Q1 states that the financial market unable to know the payout rate in advanced, therefore use the forecasted pice based on statistical models. I use the amount calculated by Kelly Criterion as the stakes (possible loss or terms as stop-loss in financial market), variance of forecasted Hi/Lo and also Closed price. However it doesn’t make sense in financial market.

Hedge Fund Market Wizards has a good discussion on this in Ed Thorp’s chapter.

Kelly Criterion has highest long-term growth rate, but gives you higher drawdowns and risk of ruin.

In gambling you know your theoretical odds, but in trading your win rate is only an estimate.

If you estimate your win rate incorrectly, the profits you’d miss out on by underestimating are less than the losses you’d incur by being overconfident.

If there’s large uncertainty about your win rate (e.g. trend following systems) Kelly may be inappropriate.

“Suppose you have 1MM and your max allowable drawdown is 200K - then from the Kelly perspective you don’t have 1MM, you have 200K in capital.”

If you bet .5 K.C. you get .75 of the returns with .5 of the volatility - half Kelly is better psychologically.

Source quote 4.1.1 : Kelly Criterion in Forex primordia • Jul 22, 2017, 7:07 PM

EXAMPLE Let’s look at a trading example.

Say, you have a EURUSD trading strategy that wins approximately 70% of the time. The StopLoss in your strategy is 40 pips and the TakeProfit is 20 pips (spread accounted for).

This means that your B and P parameters are as follows:

B = 20 pips / 40 pips = 0.5 P = 70% = 0.7 Let’s input these values into Kelly’s formula and see what we get:

K = ( PxB – (1–P) ) / B K = ( 0.7 x 0.5 – (1–0.7) ) / 0.5 = 0.1

This means that the optimal risk for this trading strategy that will maximize your profits in the long term is 10%.

If you want to be a bit more conservative, then go with the Half-Kelly of 5%.

Whatever you do, don’t invest more than 10% per trade – it’s pointless.

If you invest more than 20% then you will turn this great strategy into one that will ruin your account.

That’s how you apply the Kelly Criterion in practice.

Source quote 4.1.2 : ForexBoat:Kelly Criterion ⁵

4.2 Staking Model

Chapter 20 Against the Odds: The Mathematics of Gambling ⁶ elaborates the odds price, edge, Kelly Criterion staking model, portfolio, Entropy and also day trading.

\[\begin{eqnarray} g_t(f) &=& \frac{1}{t} \ln \left( \frac{B_t}{B_0} \right) \\ &=& \frac{1}{t} \ln \left( \prod_{i=1}^t [1+r +f(Z_t -r)\varepsilon] \right) \\ &=& \frac{1}{t} \sum_{i=1}^t \ln \left( [1+r +f(Z_t -r)\varepsilon] \right) \end{eqnarray} \ \cdots Equation\ 4.2.1 \]

By applying the law of central limit theorem for large data, here we get:

\[\begin{equation} g(f) = \lim_{t \rightarrow \infty} g_t(f) = E[\ln(1+r + f (Z-r)\varepsilon)] \ \cdots Equation\ 4.2.2 \end{equation}\]

and \(\varepsilon_{i}\) is a weight function where applied statistical models to forecast the price. I used some models and eventually concludes the GJR-GARCH model generated highest ROI. The weight function doesn’t same with different currencies since it using substraction among 2 forecast prices but not in ratio⁷.

\[\begin{equation} \varepsilon = h(x)_{1} - v \ \cdots Equation\ 4.2.3 \end{equation}\]

\(v\) is a switch function to determine the settled price.

\[\begin{equation} v \left\{\begin{matrix} h(x)_{2} & if(Lo <= h(x)_{2} <= Hi) & \\ Cl & otherwise \end{matrix}\right. \ \cdots Equation\ 4.2.4 \end{equation}\]

where \(Hi\), \(Lo\) and \(Cl\) are the daily highest, lowest and closed price.

Binary Q1 applied a more sophisticated model as stated above to compares all possible outcomes of predicted price and ROI. Due to the financial betting only allows player place bets and awaiting for the settlement (unless placed another bet at other predicted price), there will be no any limit order and close transaction request (similar with FOREX trading market can place more than 1 limit order to lock the profit).

The staking model in previous papers (includes Binary Q1 (Extention)) have only MISTAKE which is wrote for real FOREX trading market but not financial betting since I only think of spread betting but forgot the normal betting :

Forecast highest price to sell and forecast lowest price to buy to maximise the profit : I wrote 2nd forecast price as settled price if it was between the daily Hi-Lo range (otherwise daily closed price will be settled price). There will be only applicable to FOREX trading market but NOT financial betting market.
However it will be more easily since the settled price will be only daily closed price.

The paper Binary Q1 compares all outcome :

Hi-Cl + Lo-Cl generate highest ROI in financial betting market.⁸
Hi-Lo or Lo-Hi will be best betting strategy for noarmal FOREX market.

Return on Investment
.id	StartDate	LatestDate	InitFund	LatestFund	Profit	RR
fundAutoArimaHICL	2015-01-02	2017-01-20	1000	1401.694	401.6938	140.17%
fundAutoArimaLOCL	2015-01-02	2017-01-20	1000	1499.818	499.8177	149.98%
Combine	2015-01-02	2017-01-20	2000	2901.512	901.5115	145.08%

Table 4.2.1 : betting strategy for financial betting.

No               .id  StartDate LatestDate InitFund  LatesFund    Profit        RR
07 fundAutoArimaHILO 2015-01-02 2017-01-20     1000   1637.251 637.25113 163.7251%
10 fundAutoArimaLOHI 2015-01-02 2017-01-20     1000   1716.985 716.98492 171.6985%

Table 4.2.2 : betting strategy for normal FOREX market.

Kindly refer to 2.1.5 Return of Investment in binary Q1 for full table. However, the paper does not filter the univariate preditive error.

4.3 Optimal Edge

I don’t pretend to know the optimal edge for staking. Here I need to compare above models with normal Kelly model.

I used to use ~~Edge1 = ifelse(fB1 > 0, B1, ifelse(fS1 > 0, S1, 0))~~ to measure the edge for staking while it might be wrong due to I put the edge for selling as secondary edge for Buy as well. Here I use Edge1a = ifelse(fB1 > 0, B1, 0) and Edge1b = ifelse(fS1 > 0, S1, 0) to seperates the edge for Buy and Sell. It means that the buy action will be primary and sell action will be secondary where the edge for both buy and sell will stand. Therefore most of the observation will overcame probabilities 0.5.

4.4 Application of Kelly Criterion to Normal FOREX Market

Previous paper using the forecast HiLo price and forecast closing price as settlement, the stakes will be the edge for pnorm(Hi, mean(Lo), sd(Lo)) and vice verse. It will be \(\frac{\sigma_{Hi}}{\sigma_{Lo}}\) or \(\frac{\sigma_{Lo}}{\sigma_{Hi}}\) but missing the difference of pips between buy/sell price and closed price.

In this paper will count the difference of pips and also leverage ratio. The risk management on leverage will be counted into the staking model.

The papers The Kelly Criterion and the Stock Market and Beat the Market - A Scientific Stock Market System states the application of Kelly criterion onto the stock market. Kindly refer to the paper in Reference for further knowledge.

4.5 Application of Kelly Criterion to Financial Betting Market

Previous paper use Kelly model to placed a certain amount and awaiting for settlement. The forecast closed price will be the settled price if it was within the range of HiLo in the day. There is not workable due to traders not allowed to placed an close transaction limit order in financial betting market.

Due to there has no dataset for financial betting, therefore I do not have the payout rate or odds price for ~~minutely, hourly and~~ daily betting. The sample dataset and research might refer to Application of Kelly Criterion model in Sportsbook Investment where collected AH (Asian-Handicap) and OU (Over-Under) odds price of couple of bookmakers and placed bets⁹.

I tune a bit in this paper which is set the forecast closed price cannot be settled price. There will be another research which is collect odds price from operators to test the ROI.

5 Return of Investment

5.1 Normal FOREX Market

sim_staking(pred) %>% 
  dplyr::select(Date, Edge1a, Edge1b, Edge2a, Edge2b, Buy, Sell, Trans, BR, Profit, Bal) %>% 
  kable(caption = 'ROI for Normal FOREX Market') %>% 
  kable_styling(bootstrap_options = c('striped', 'hover', 'condensed', 'responsive')) %>%
  scroll_box(width = '100%', height = '400px')

ROI for Normal FOREX Market
Date	Edge1a	Edge1b	Edge2a	Edge2b	Buy	Sell	Trans	BR	Profit	Bal
2016-01-05	0.000000	9.728813	9.844852	0.000000	0	0	sell	10000.00	0.000000	10000.00
2016-01-05	0.000000	9.728813	9.844852	0.000000	0	0	close	10000.00	0.000000	10000.00
2016-01-06	0.000000	9.728381	9.839840	0.000000	0	0	0	10000.00	0.000000	10000.00
2016-01-06	0.000000	9.728381	9.839840	0.000000	0	0	0	10000.00	0.000000	10000.00
2016-01-07	0.000000	9.728319	9.827605	0.000000	0	0	0	10000.00	0.000000	10000.00
2016-01-07	0.000000	9.728319	9.827605	0.000000	0	0	0	10000.00	0.000000	10000.00
2016-01-08	0.000000	9.728504	9.817595	0.000000	0	0	0	10000.00	0.000000	10000.00
2016-01-08	0.000000	9.728504	9.817595	0.000000	0	0	0	10000.00	0.000000	10000.00
2016-01-11	0.000000	9.728689	9.823462	0.000000	0	0	0	10000.00	0.000000	10000.00
2016-01-11	0.000000	9.728689	9.823462	0.000000	0	0	0	10000.00	0.000000	10000.00
2016-01-12	0.000000	9.729490	9.799335	0.000000	0	0	0	10000.00	0.000000	10000.00
2016-01-12	0.000000	9.729490	9.799335	0.000000	0	0	0	10000.00	0.000000	10000.00
2016-01-13	0.000000	9.729305	9.817824	0.000000	0	0	0	10000.00	0.000000	10000.00
2016-01-13	0.000000	9.729305	9.817824	0.000000	0	0	0	10000.00	0.000000	10000.00
2016-01-14	0.000000	9.729367	9.772787	0.000000	0	0	0	10000.00	0.000000	10000.00
2016-01-14	0.000000	9.729367	9.772787	0.000000	0	0	0	10000.00	0.000000	10000.00
2016-01-15	0.000000	9.729059	9.840563	0.000000	0	0	0	10000.00	0.000000	10000.00
2016-01-15	0.000000	9.729059	9.840563	0.000000	0	0	0	10000.00	0.000000	10000.00
2016-01-18	0.000000	9.729059	9.764760	0.000000	0	0	0	10000.00	0.000000	10000.00
2016-01-18	0.000000	9.729059	9.764760	0.000000	0	0	0	10000.00	0.000000	10000.00
2016-01-19	0.000000	9.729182	9.840743	0.000000	0	0	0	10000.00	0.000000	10000.00
2016-01-19	0.000000	9.729182	9.840743	0.000000	0	0	0	10000.00	0.000000	10000.00
2016-01-20	0.000000	9.728998	9.840533	0.000000	0	0	0	10000.00	0.000000	10000.00
2016-01-20	0.000000	9.728998	9.840533	0.000000	0	0	0	10000.00	0.000000	10000.00
2016-01-21	0.000000	9.729121	9.718500	0.000000	0	0	0	10000.00	0.000000	10000.00
2016-01-21	0.000000	9.729121	9.718500	0.000000	0	0	0	10000.00	0.000000	10000.00
2016-01-22	0.000000	9.729182	9.726261	0.000000	0	0	0	10000.00	0.000000	10000.00
2016-01-22	0.000000	9.729182	9.726261	0.000000	0	0	0	10000.00	0.000000	10000.00
2016-01-25	0.000000	9.729244	9.840863	0.000000	0	0	0	10000.00	0.000000	10000.00
2016-01-25	0.000000	9.729244	9.840863	0.000000	0	0	0	10000.00	0.000000	10000.00
2016-01-26	0.000000	9.729428	9.841131	0.000000	0	0	0	10000.00	0.000000	10000.00
2016-01-26	0.000000	9.729428	9.841131	0.000000	0	0	0	10000.00	0.000000	10000.00
2016-01-27	0.000000	9.729121	9.840833	0.000000	0	0	0	10000.00	0.000000	10000.00
2016-01-27	0.000000	9.729121	9.840833	0.000000	0	0	0	10000.00	0.000000	10000.00
2016-01-28	0.000000	9.729059	9.840833	0.000000	0	0	0	10000.00	0.000000	10000.00
2016-01-28	0.000000	9.729059	9.840833	0.000000	0	0	0	10000.00	0.000000	10000.00
2016-01-29	0.000000	9.728936	9.840683	0.000000	1	0	buy	10000.00	0.000000	10000.00
2016-01-29	0.000000	9.728936	9.840683	0.000000	0	0	close	10000.00	0.000000	10000.00
2016-02-01	0.000000	9.728751	9.878162	0.000000	0	0	0	10000.00	0.000000	10000.00
2016-02-01	0.000000	9.728751	9.878162	0.000000	0	0	0	10000.00	0.000000	10000.00
2016-02-02	0.000000	9.734122	9.843333	0.000000	0	1	sell	10000.00	9.734122	10009.73
2016-02-02	0.000000	9.735095	9.844306	0.000000	0	0	close	10009.73	0.000000	10019.47
2016-02-08	0.000000	9.734732	9.713235	0.000000	0	0	0	10009.73	0.000000	10019.47
2016-02-08	0.000000	9.734732	9.713235	0.000000	0	0	0	10009.73	0.000000	10019.47
2016-02-09	0.000000	9.734792	9.724819	0.000000	0	0	0	10009.73	0.000000	10019.47
2016-02-09	0.000000	9.734792	9.724819	0.000000	0	0	0	10009.73	0.000000	10019.47
2016-02-10	0.000000	9.734550	9.734912	0.000000	0	0	0	10009.73	0.000000	10019.47
2016-02-10	0.000000	9.734550	9.734912	0.000000	0	0	0	10009.73	0.000000	10019.47
2016-02-11	0.000000	9.734732	9.774895	0.000000	0	0	0	10009.73	0.000000	10019.47
2016-02-11	0.000000	9.734732	9.774895	0.000000	0	0	0	10009.73	0.000000	10019.47
2016-02-12	0.000000	9.734671	9.371786	0.000000	0	0	0	10009.73	0.000000	10019.47
2016-02-12	0.000000	9.734671	9.371786	0.000000	0	0	0	10009.73	0.000000	10019.47
2016-02-15	0.000000	9.735034	9.363555	0.000000	0	0	0	10009.73	0.000000	10019.47
2016-02-15	0.000000	9.735034	9.363555	0.000000	0	0	0	10009.73	0.000000	10019.47
2016-02-16	0.000000	9.262861	9.479739	0.000000	0	0	0	10009.73	0.000000	10019.47
2016-02-16	0.000000	9.262861	9.479739	0.000000	0	0	0	10009.73	0.000000	10019.47
2016-02-17	0.000000	9.299186	9.508445	0.000000	0	0	0	10009.73	0.000000	10019.47
2016-02-17	0.000000	9.299186	9.508445	0.000000	0	0	0	10009.73	0.000000	10019.47
2016-02-18	0.000000	9.282376	9.475946	0.000000	0	0	0	10009.73	0.000000	10019.47
2016-02-18	0.000000	9.282376	9.475946	0.000000	0	0	0	10009.73	0.000000	10019.47
2016-02-22	0.000000	9.230580	9.346770	0.000000	0	0	0	10009.73	0.000000	10019.47
2016-02-22	0.000000	9.230580	9.346770	0.000000	0	0	0	10009.73	0.000000	10019.47
2016-02-23	0.000000	9.247413	9.401629	0.000000	0	0	0	10009.73	0.000000	10019.47
2016-02-23	0.000000	9.247413	9.401629	0.000000	0	0	0	10009.73	0.000000	10019.47
2016-02-24	0.000000	9.213973	9.339346	0.000000	0	0	sell	10009.73	0.000000	10019.47
2016-02-24	0.000000	9.213973	9.339346	0.000000	0	0	close	10009.73	0.000000	10019.47
2016-02-25	9.212683	0.000000	9.296459	0.000000	0	0	0	10009.73	0.000000	10019.47
2016-02-25	9.212683	0.000000	9.296459	0.000000	0	0	0	10009.73	0.000000	10019.47
2016-02-26	0.000000	9.737321	9.380303	0.000000	0	0	0	10009.73	0.000000	10019.47
2016-02-26	0.000000	9.737321	9.380303	0.000000	0	0	0	10009.73	0.000000	10019.47
2016-02-29	0.000000	9.239378	9.735710	0.000000	0	0	0	10009.73	0.000000	10019.47
2016-02-29	0.000000	9.239378	9.735710	0.000000	0	0	0	10009.73	0.000000	10019.47
2016-03-01	0.000000	9.245846	9.427990	0.000000	0	0	0	10009.73	0.000000	10019.47
2016-03-01	0.000000	9.245846	9.427990	0.000000	0	0	0	10009.73	0.000000	10019.47
2016-03-02	0.000000	9.219235	9.420043	0.000000	0	1	sell	10009.73	9.219235	10028.69
2016-03-02	0.000000	9.220156	9.420964	0.000000	0	0	close	10018.95	0.000000	10037.91
2016-03-03	0.000000	9.305341	9.752215	0.000000	0	0	sell	10018.95	0.000000	10037.91
2016-03-03	0.000000	9.305341	9.752215	0.000000	0	0	close	10018.95	0.000000	10037.91
2016-03-04	0.000000	9.739079	9.722402	0.000000	0	0	0	10018.95	0.000000	10037.91
2016-03-04	0.000000	9.739079	9.722402	0.000000	0	0	0	10018.95	0.000000	10037.91
2016-03-07	0.000000	9.251656	9.448514	0.000000	0	0	0	10018.95	0.000000	10037.91
2016-03-07	0.000000	9.251656	9.448514	0.000000	0	0	0	10018.95	0.000000	10037.91
2016-03-08	0.000000	9.287363	9.709950	0.000000	0	0	0	10018.95	0.000000	10037.91
2016-03-08	0.000000	9.287363	9.709950	0.000000	0	0	0	10018.95	0.000000	10037.91
2016-03-09	0.000000	9.738601	9.715941	0.000000	0	0	0	10018.95	0.000000	10037.91
2016-03-09	0.000000	9.738601	9.715941	0.000000	0	0	0	10018.95	0.000000	10037.91
2016-03-10	0.000000	9.237434	9.693992	0.000000	0	0	0	10018.95	0.000000	10037.91
2016-03-10	0.000000	9.237434	9.693992	0.000000	0	0	0	10018.95	0.000000	10037.91
2016-03-11	0.000000	9.268214	9.768371	0.000000	1	0	buy	10018.95	0.000000	10037.91
2016-03-11	0.000000	9.268214	9.768371	0.000000	0	0	close	10018.95	0.000000	10037.91
2016-03-14	0.000000	9.230470	9.687248	0.000000	0	0	0	10018.95	0.000000	10037.91
2016-03-14	0.000000	9.230470	9.687248	0.000000	0	0	0	10018.95	0.000000	10037.91
2016-03-15	0.000000	9.298783	9.809262	0.000000	0	0	sell	10018.95	0.000000	10037.91
2016-03-15	0.000000	9.298783	9.809262	0.000000	0	0	close	10018.95	0.000000	10037.91
2016-03-16	0.000000	9.737702	9.755589	0.000000	0	0	0	10018.95	0.000000	10037.91
2016-03-16	0.000000	9.737702	9.755589	0.000000	0	0	0	10018.95	0.000000	10037.91
2016-03-17	0.000000	9.737642	9.795713	0.000000	0	0	0	10018.95	0.000000	10037.91
2016-03-17	0.000000	9.737642	9.795713	0.000000	0	0	0	10018.95	0.000000	10037.91
2016-03-18	9.225426	0.000000	9.720068	0.000000	0	0	0	10018.95	0.000000	10037.91
2016-03-18	9.225426	0.000000	9.720068	0.000000	0	0	0	10018.95	0.000000	10037.91
2016-03-21	9.216103	0.000000	9.256506	0.000000	0	0	0	10018.95	0.000000	10037.91
2016-03-21	9.216103	0.000000	9.256506	0.000000	0	0	0	10018.95	0.000000	10037.91
2016-03-22	0.000000	9.212692	9.736876	0.000000	1	0	buy	10018.95	0.000000	10037.91
2016-03-22	0.000000	9.212692	9.736876	0.000000	0	0	close	10018.95	0.000000	10037.91
2016-03-23	9.212835	0.000000	9.670357	0.000000	0	0	0	10018.95	0.000000	10037.91
2016-03-23	9.212835	0.000000	9.670357	0.000000	0	0	0	10018.95	0.000000	10037.91
2016-03-24	0.000000	9.225032	9.769278	0.000000	0	0	0	10018.95	0.000000	10037.91
2016-03-24	0.000000	9.225032	9.769278	0.000000	0	0	0	10018.95	0.000000	10037.91
2016-03-25	0.000000	9.222390	9.749200	0.000000	0	0	0	10018.95	0.000000	10037.91
2016-03-25	0.000000	9.222390	9.749200	0.000000	0	0	0	10018.95	0.000000	10037.91
2016-03-27	0.000000	9.247972	9.778622	0.000000	0	0	0	10018.95	0.000000	10037.91
2016-03-27	0.000000	9.247972	9.778622	0.000000	0	0	0	10018.95	0.000000	10037.91
2016-03-28	0.000000	9.265870	9.774267	0.000000	0	0	0	10018.95	0.000000	10037.91
2016-03-28	0.000000	9.265870	9.774267	0.000000	0	0	0	10018.95	0.000000	10037.91
2016-03-29	0.000000	9.252033	9.780886	0.000000	0	0	0	10018.95	0.000000	10037.91
2016-03-29	0.000000	9.252033	9.780886	0.000000	0	0	0	10018.95	0.000000	10037.91
2016-03-30	0.000000	9.222193	9.722789	0.000000	0	0	0	10018.95	0.000000	10037.91
2016-03-30	0.000000	9.222193	9.722789	0.000000	0	0	0	10018.95	0.000000	10037.91
2016-03-31	0.000000	9.223092	9.769809	0.000000	0	0	0	10018.95	0.000000	10037.91
2016-03-31	0.000000	9.223092	9.769809	0.000000	0	0	0	10018.95	0.000000	10037.91
2016-04-03	0.000000	9.216193	9.723883	0.000000	0	0	0	10018.95	0.000000	10037.91
2016-04-03	0.000000	9.216193	9.723883	0.000000	0	0	0	10018.95	0.000000	10037.91
2016-04-04	9.212311	0.000000	9.726377	0.000000	0	0	0	10018.95	0.000000	10037.91
2016-04-04	9.212311	0.000000	9.726377	0.000000	0	0	0	10018.95	0.000000	10037.91
2016-04-05	9.243104	0.000000	9.702475	0.000000	0	0	0	10018.95	0.000000	10037.91
2016-04-05	9.243104	0.000000	9.702475	0.000000	0	0	0	10018.95	0.000000	10037.91
2016-04-06	9.256400	0.000000	9.688606	0.000000	0	0	0	10018.95	0.000000	10037.91
2016-04-06	9.256400	0.000000	9.688606	0.000000	0	0	0	10018.95	0.000000	10037.91
2016-04-07	9.381802	0.000000	9.637482	0.000000	0	0	0	10018.95	0.000000	10037.91
2016-04-07	9.381802	0.000000	9.637482	0.000000	0	0	0	10018.95	0.000000	10037.91
2016-04-10	9.334603	0.000000	9.638437	0.000000	0	0	0	10018.95	0.000000	10037.91
2016-04-10	9.334603	0.000000	9.638437	0.000000	0	0	0	10018.95	0.000000	10037.91
2016-04-11	9.384453	0.000000	0.000000	9.249313	0	0	0	10018.95	0.000000	10037.91
2016-04-11	9.384453	0.000000	0.000000	9.249313	0	0	0	10018.95	0.000000	10037.91
2016-04-12	9.361402	0.000000	0.000000	9.238918	0	0	buy	10018.95	0.000000	10037.91
2016-04-12	9.361402	0.000000	0.000000	9.238918	0	0	close	10018.95	0.000000	10037.91
2016-04-13	9.314333	0.000000	9.649613	0.000000	0	0	0	10018.95	0.000000	10037.91
2016-04-13	9.314333	0.000000	9.649613	0.000000	0	0	0	10018.95	0.000000	10037.91
2016-04-14	9.310012	0.000000	9.659410	0.000000	0	0	0	10018.95	0.000000	10037.91
2016-04-14	9.310012	0.000000	9.659410	0.000000	0	0	0	10018.95	0.000000	10037.91
2016-04-17	9.294615	0.000000	9.664123	0.000000	0	0	0	10018.95	0.000000	10037.91
2016-04-17	9.294615	0.000000	9.664123	0.000000	0	0	0	10018.95	0.000000	10037.91
2016-04-18	9.384619	0.000000	9.615012	0.000000	0	0	0	10018.95	0.000000	10037.91
2016-04-18	9.384619	0.000000	9.615012	0.000000	0	0	0	10018.95	0.000000	10037.91
2016-04-19	9.313141	0.000000	9.694484	0.000000	0	0	0	10018.95	0.000000	10037.91
2016-04-19	9.313141	0.000000	9.694484	0.000000	0	0	0	10018.95	0.000000	10037.91
2016-04-24	9.292044	0.000000	9.741794	0.000000	0	0	0	10018.95	0.000000	10037.91
2016-04-24	9.292044	0.000000	9.741794	0.000000	0	0	0	10018.95	0.000000	10037.91
2016-04-25	9.223561	0.000000	9.705553	0.000000	0	0	0	10018.95	0.000000	10037.91
2016-04-25	9.223561	0.000000	9.705553	0.000000	0	0	0	10018.95	0.000000	10037.91
2016-04-26	9.216925	0.000000	9.728155	0.000000	0	0	0	10018.95	0.000000	10037.91
2016-04-26	9.216925	0.000000	9.728155	0.000000	0	0	0	10018.95	0.000000	10037.91
2016-04-27	9.213024	0.000000	9.714023	0.000000	1	0	buy	10018.95	9.213024	10047.12
2016-04-27	9.213943	0.000000	9.714942	0.000000	0	0	close	10028.16	0.000000	10056.33
2016-04-28	9.366648	0.000000	9.751283	0.000000	0	0	0	10028.16	0.000000	10056.33
2016-04-28	9.366648	0.000000	9.751283	0.000000	0	0	0	10028.16	0.000000	10056.33
2016-05-01	9.413165	0.000000	9.470205	0.000000	0	0	0	10028.16	0.000000	10056.33
2016-05-01	9.413165	0.000000	9.470205	0.000000	0	0	0	10028.16	0.000000	10056.33
2016-05-02	9.541642	0.000000	9.632558	0.000000	0	0	0	10028.16	0.000000	10056.33
2016-05-02	9.541642	0.000000	9.632558	0.000000	0	0	0	10028.16	0.000000	10056.33
2016-05-03	9.529196	0.000000	9.467861	0.000000	0	0	0	10028.16	0.000000	10056.33
2016-05-03	9.529196	0.000000	9.467861	0.000000	0	0	0	10028.16	0.000000	10056.33
2016-05-08	9.484948	0.000000	9.644500	0.000000	0	0	0	10028.16	0.000000	10056.33
2016-05-08	9.484948	0.000000	9.644500	0.000000	0	0	0	10028.16	0.000000	10056.33
2016-05-09	9.358743	0.000000	9.620866	0.000000	0	0	0	10028.16	0.000000	10056.33
2016-05-09	9.358743	0.000000	9.620866	0.000000	0	0	0	10028.16	0.000000	10056.33
2016-05-10	9.344931	0.000000	9.684063	0.000000	0	0	0	10028.16	0.000000	10056.33
2016-05-10	9.344931	0.000000	9.684063	0.000000	0	0	0	10028.16	0.000000	10056.33
2016-05-11	9.333505	0.000000	9.628685	0.000000	0	0	0	10028.16	0.000000	10056.33
2016-05-11	9.333505	0.000000	9.628685	0.000000	0	0	0	10028.16	0.000000	10056.33
2016-05-12	9.338079	0.000000	9.685003	0.000000	0	0	0	10028.16	0.000000	10056.33
2016-05-12	9.338079	0.000000	9.685003	0.000000	0	0	0	10028.16	0.000000	10056.33
2016-05-15	9.345084	0.000000	9.644737	0.000000	0	0	0	10028.16	0.000000	10056.33
2016-05-15	9.345084	0.000000	9.644737	0.000000	0	0	0	10028.16	0.000000	10056.33
2016-05-16	9.340729	0.000000	9.650220	0.000000	0	0	0	10028.16	0.000000	10056.33
2016-05-16	9.340729	0.000000	9.650220	0.000000	0	0	0	10028.16	0.000000	10056.33
2016-05-17	9.287982	0.000000	9.684930	0.000000	0	0	sell	10028.16	0.000000	10056.33
2016-05-17	9.287982	0.000000	9.684930	0.000000	0	0	close	10028.16	0.000000	10056.33
2016-05-18	9.312874	0.000000	9.667155	0.000000	0	0	0	10028.16	0.000000	10056.33
2016-05-18	9.312874	0.000000	9.667155	0.000000	0	0	0	10028.16	0.000000	10056.33
2016-05-19	9.258315	0.000000	9.717848	0.000000	0	0	0	10028.16	0.000000	10056.33
2016-05-19	9.258315	0.000000	9.717848	0.000000	0	0	0	10028.16	0.000000	10056.33
2016-05-22	9.236556	0.000000	9.689239	0.000000	0	0	0	10028.16	0.000000	10056.33
2016-05-22	9.236556	0.000000	9.689239	0.000000	0	0	0	10028.16	0.000000	10056.33
2016-05-23	9.277777	0.000000	9.679405	0.000000	0	0	0	10028.16	0.000000	10056.33
2016-05-23	9.277777	0.000000	9.679405	0.000000	0	0	0	10028.16	0.000000	10056.33
2016-05-24	9.297353	0.000000	9.685075	0.000000	0	0	0	10028.16	0.000000	10056.33
2016-05-24	9.297353	0.000000	9.685075	0.000000	0	0	0	10028.16	0.000000	10056.33
2016-05-25	9.261414	0.000000	9.703600	0.000000	0	0	0	10028.16	0.000000	10056.33
2016-05-25	9.261414	0.000000	9.703600	0.000000	0	0	0	10028.16	0.000000	10056.33
2016-05-26	9.267558	0.000000	9.666778	0.000000	0	0	0	10028.16	0.000000	10056.33
2016-05-26	9.267558	0.000000	9.666778	0.000000	0	0	0	10028.16	0.000000	10056.33
2016-05-29	9.256726	0.000000	9.686516	0.000000	0	0	0	10028.16	0.000000	10056.33
2016-05-29	9.256726	0.000000	9.686516	0.000000	0	0	0	10028.16	0.000000	10056.33
2016-05-30	9.221455	0.000000	9.749184	0.000000	0	0	0	10028.16	0.000000	10056.33
2016-05-30	9.221455	0.000000	9.749184	0.000000	0	0	0	10028.16	0.000000	10056.33
2016-05-31	9.222777	0.000000	9.692369	0.000000	0	0	0	10028.16	0.000000	10056.33
2016-05-31	9.222777	0.000000	9.692369	0.000000	0	0	0	10028.16	0.000000	10056.33
2016-06-01	9.302302	0.000000	9.713612	0.000000	0	0	0	10028.16	0.000000	10056.33
2016-06-01	9.302302	0.000000	9.713612	0.000000	0	0	0	10028.16	0.000000	10056.33
2016-06-02	9.330906	0.000000	9.606460	0.000000	0	0	0	10028.16	0.000000	10056.33
2016-06-02	9.330906	0.000000	9.606460	0.000000	0	0	0	10028.16	0.000000	10056.33
2016-06-05	9.518269	0.000000	9.678306	0.000000	0	0	0	10028.16	0.000000	10056.33
2016-06-05	9.518269	0.000000	9.678306	0.000000	0	0	0	10028.16	0.000000	10056.33
2016-06-06	9.488588	0.000000	0.000000	9.308939	0	0	0	10028.16	0.000000	10056.33
2016-06-06	9.488588	0.000000	0.000000	9.308939	0	0	0	10028.16	0.000000	10056.33
2016-06-07	9.411279	0.000000	0.000000	9.279546	0	0	0	10028.16	0.000000	10056.33
2016-06-07	9.411279	0.000000	0.000000	9.279546	0	0	0	10028.16	0.000000	10056.33
2016-06-08	9.491162	0.000000	0.000000	9.320424	0	0	sell	10028.16	0.000000	10056.33
2016-06-08	9.491162	0.000000	0.000000	9.320424	0	0	close	10028.16	0.000000	10056.33
2016-06-09	9.505264	0.000000	0.000000	9.350652	0	0	0	10028.16	0.000000	10056.33
2016-06-09	9.505264	0.000000	0.000000	9.350652	0	0	0	10028.16	0.000000	10056.33
2016-06-12	9.503669	0.000000	0.000000	9.323424	0	0	sell	10028.16	0.000000	10056.33
2016-06-12	9.503669	0.000000	0.000000	9.323424	0	0	close	10028.16	0.000000	10056.33
2016-06-13	9.562807	0.000000	0.000000	9.369893	0	0	0	10028.16	0.000000	10056.33
2016-06-13	9.562807	0.000000	0.000000	9.369893	0	0	0	10028.16	0.000000	10056.33
2016-06-14	9.575901	0.000000	0.000000	9.398713	0	0	0	10028.16	0.000000	10056.33
2016-06-14	9.575901	0.000000	0.000000	9.398713	0	0	0	10028.16	0.000000	10056.33
2016-06-15	9.585636	0.000000	0.000000	9.391353	0	0	0	10028.16	0.000000	10056.33
2016-06-15	9.585636	0.000000	0.000000	9.391353	0	0	0	10028.16	0.000000	10056.33
2016-06-16	9.742387	0.000000	0.000000	9.448881	0	0	0	10028.16	0.000000	10056.33
2016-06-16	9.742387	0.000000	0.000000	9.448881	0	0	0	10028.16	0.000000	10056.33
2016-06-19	9.695911	0.000000	0.000000	9.552341	0	1	sell	10028.16	0.000000	10056.33
2016-06-19	9.695911	0.000000	0.000000	9.552341	0	0	close	10028.16	0.000000	10056.33
2016-06-20	9.693767	0.000000	0.000000	9.528235	0	0	0	10028.16	0.000000	10056.33
2016-06-20	9.693767	0.000000	0.000000	9.528235	0	0	0	10028.16	0.000000	10056.33
2016-06-21	9.729099	0.000000	0.000000	9.536544	0	0	0	10028.16	0.000000	10056.33
2016-06-21	9.729099	0.000000	0.000000	9.536544	0	0	0	10028.16	0.000000	10056.33
2016-06-22	9.666063	0.000000	0.000000	9.534314	0	0	0	10028.16	0.000000	10056.33
2016-06-22	9.666063	0.000000	0.000000	9.534314	0	0	0	10028.16	0.000000	10056.33
2016-06-23	9.713850	0.000000	0.000000	9.423454	0	0	0	10028.16	0.000000	10056.33
2016-06-23	9.713850	0.000000	0.000000	9.423454	0	0	0	10028.16	0.000000	10056.33
2016-06-26	9.876183	0.000000	0.000000	9.468297	0	0	0	10028.16	0.000000	10056.33
2016-06-26	9.876183	0.000000	0.000000	9.468297	0	0	0	10028.16	0.000000	10056.33
2016-06-27	9.833418	0.000000	9.267256	0.000000	0	0	0	10028.16	0.000000	10056.33
2016-06-27	9.833418	0.000000	9.267256	0.000000	0	0	0	10028.16	0.000000	10056.33
2016-06-28	9.837332	0.000000	9.390175	0.000000	0	0	0	10028.16	0.000000	10056.33
2016-06-28	9.837332	0.000000	9.390175	0.000000	0	0	0	10028.16	0.000000	10056.33
2016-06-29	9.788827	0.000000	9.284760	0.000000	0	0	0	10028.16	0.000000	10056.33
2016-06-29	9.788827	0.000000	9.284760	0.000000	0	0	0	10028.16	0.000000	10056.33
2016-06-30	9.769876	0.000000	9.381302	0.000000	1	0	buy	10028.16	9.769876	10066.10
2016-06-30	9.770849	0.000000	9.382276	0.000000	0	0	close	10037.93	0.000000	10075.87
2016-07-03	9.828464	0.000000	9.308323	0.000000	0	0	0	10037.93	0.000000	10075.87
2016-07-03	9.828464	0.000000	9.308323	0.000000	0	0	0	10037.93	0.000000	10075.87
2016-07-04	9.792698	0.000000	9.340382	0.000000	1	0	buy	10037.93	9.792698	10085.66
2016-07-04	9.793672	0.000000	9.341357	0.000000	0	0	close	10047.72	0.000000	10095.45
2016-07-05	9.846327	0.000000	9.301384	0.000000	0	0	0	10047.72	0.000000	10095.45
2016-07-05	9.846327	0.000000	9.301384	0.000000	0	0	0	10047.72	0.000000	10095.45
2016-07-06	9.869936	0.000000	9.267017	0.000000	0	0	0	10047.72	0.000000	10095.45
2016-07-06	9.869936	0.000000	9.267017	0.000000	0	0	0	10047.72	0.000000	10095.45
2016-07-07	9.861658	0.000000	0.000000	9.799075	0	0	0	10047.72	0.000000	10095.45
2016-07-07	9.861658	0.000000	0.000000	9.799075	0	0	0	10047.72	0.000000	10095.45
2016-07-10	9.874372	0.000000	0.000000	9.804089	0	0	0	10047.72	0.000000	10095.45
2016-07-10	9.874372	0.000000	0.000000	9.804089	0	0	0	10047.72	0.000000	10095.45
2016-07-11	9.856705	0.000000	0.000000	9.700070	0	0	buy	10047.72	0.000000	10095.45
2016-07-11	9.856705	0.000000	0.000000	9.700070	0	0	close	10047.72	0.000000	10095.45
2016-07-12	9.794872	0.000000	0.000000	9.518248	0	0	0	10047.72	0.000000	10095.45
2016-07-12	9.794872	0.000000	0.000000	9.518248	0	0	0	10047.72	0.000000	10095.45
2016-07-13	9.711054	0.000000	0.000000	9.537600	0	0	0	10047.72	0.000000	10095.45
2016-07-13	9.711054	0.000000	0.000000	9.537600	0	0	0	10047.72	0.000000	10095.45
2016-07-14	9.705363	0.000000	0.000000	9.434689	0	0	buy	10047.72	0.000000	10095.45
2016-07-14	9.705363	0.000000	0.000000	9.434689	0	0	close	10047.72	0.000000	10095.45
2016-07-17	9.645788	0.000000	0.000000	9.432295	0	0	0	10047.72	0.000000	10095.45
2016-07-17	9.645788	0.000000	0.000000	9.432295	0	0	0	10047.72	0.000000	10095.45
2016-07-18	9.640415	0.000000	0.000000	9.415835	0	0	0	10047.72	0.000000	10095.45
2016-07-18	9.640415	0.000000	0.000000	9.415835	0	0	0	10047.72	0.000000	10095.45
2016-07-19	9.589772	0.000000	0.000000	9.381979	0	0	0	10047.72	0.000000	10095.45
2016-07-19	9.589772	0.000000	0.000000	9.381979	0	0	0	10047.72	0.000000	10095.45
2016-07-20	9.562429	0.000000	0.000000	9.359385	0	0	0	10047.72	0.000000	10095.45
2016-07-20	9.562429	0.000000	0.000000	9.359385	0	0	0	10047.72	0.000000	10095.45
2016-07-21	9.625281	0.000000	0.000000	9.302314	0	0	0	10047.72	0.000000	10095.45
2016-07-21	9.625281	0.000000	0.000000	9.302314	0	0	0	10047.72	0.000000	10095.45
2016-07-24	9.591619	0.000000	0.000000	9.392110	0	0	0	10047.72	0.000000	10095.45
2016-07-24	9.591619	0.000000	0.000000	9.392110	0	0	0	10047.72	0.000000	10095.45
2016-07-25	9.567334	0.000000	0.000000	9.361561	0	0	0	10047.72	0.000000	10095.45
2016-07-25	9.567334	0.000000	0.000000	9.361561	0	0	0	10047.72	0.000000	10095.45
2016-07-26	9.716060	0.000000	0.000000	9.487487	0	1	sell	10047.72	0.000000	10095.45
2016-07-26	9.716060	0.000000	0.000000	9.487487	0	0	close	10047.72	0.000000	10095.45
2016-07-27	9.648494	0.000000	0.000000	9.381476	1	0	buy	10047.72	9.648494	10105.10
2016-07-27	9.649453	0.000000	0.000000	9.382436	0	0	close	10057.36	0.000000	10114.74
2016-07-28	9.688403	0.000000	0.000000	9.540788	0	1	sell	10057.36	0.000000	10114.74
2016-07-28	9.688403	0.000000	0.000000	9.540788	0	0	close	10057.36	0.000000	10114.74
2016-07-31	9.808900	0.000000	0.000000	9.527649	0	0	0	10057.36	0.000000	10114.74
2016-07-31	9.808900	0.000000	0.000000	9.527649	0	0	0	10057.36	0.000000	10114.74
2016-08-01	9.806396	0.000000	0.000000	9.746871	0	0	0	10057.36	0.000000	10114.74
2016-08-01	9.806396	0.000000	0.000000	9.746871	0	0	0	10057.36	0.000000	10114.74
2016-08-02	9.868316	0.000000	0.000000	9.692207	0	0	0	10057.36	0.000000	10114.74
2016-08-02	9.868316	0.000000	0.000000	9.692207	0	0	0	10057.36	0.000000	10114.74
2016-08-03	9.850311	0.000000	0.000000	9.774579	1	0	buy	10057.36	9.850311	10124.59
2016-08-03	9.851289	0.000000	0.000000	9.775558	0	0	close	10067.21	0.000000	10134.44
2016-08-04	9.848960	0.000000	0.000000	9.769283	0	0	0	10067.21	0.000000	10134.44
2016-08-04	9.848960	0.000000	0.000000	9.769283	0	0	0	10067.21	0.000000	10134.44
2016-08-07	9.856078	0.000000	0.000000	9.748268	0	0	0	10067.21	0.000000	10134.44
2016-08-07	9.856078	0.000000	0.000000	9.748268	0	0	0	10067.21	0.000000	10134.44
2016-08-08	9.817993	0.000000	0.000000	9.710142	1	0	buy	10067.21	9.817993	10144.25
2016-08-08	9.818967	0.000000	0.000000	9.711116	0	0	close	10077.02	0.000000	10154.06
2016-08-09	9.832736	0.000000	0.000000	9.718528	0	0	0	10077.02	0.000000	10154.06
2016-08-09	9.832736	0.000000	0.000000	9.718528	0	0	0	10077.02	0.000000	10154.06
2016-08-10	9.853759	0.000000	0.000000	9.755669	0	0	0	10077.02	0.000000	10154.06
2016-08-10	9.853759	0.000000	0.000000	9.755669	0	0	0	10077.02	0.000000	10154.06
2016-08-11	9.849326	0.000000	0.000000	9.784999	1	0	buy	10077.02	9.849326	10163.91
2016-08-11	9.850302	0.000000	0.000000	9.785975	0	0	close	10086.86	0.000000	10173.76
2016-08-14	9.863565	0.000000	0.000000	9.735595	0	0	0	10086.86	0.000000	10173.76
2016-08-14	9.863565	0.000000	0.000000	9.735595	0	0	0	10086.86	0.000000	10173.76
2016-08-15	9.855199	0.000000	0.000000	9.792951	0	1	sell	10086.86	0.000000	10173.76
2016-08-15	9.855199	0.000000	0.000000	9.792951	0	0	close	10086.86	0.000000	10173.76
2016-08-16	9.883941	0.000000	0.000000	9.799696	0	0	0	10086.86	0.000000	10173.76
2016-08-16	9.883941	0.000000	0.000000	9.799696	0	0	0	10086.86	0.000000	10173.76
2016-08-17	9.878117	0.000000	0.000000	9.805446	0	0	sell	10086.86	0.000000	10173.76
2016-08-17	9.878117	0.000000	0.000000	9.805446	0	0	close	10086.86	0.000000	10173.76
2016-08-18	9.886190	0.000000	0.000000	9.837968	0	0	0	10086.86	0.000000	10173.76
2016-08-18	9.886190	0.000000	0.000000	9.837968	0	0	0	10086.86	0.000000	10173.76
2016-08-21	9.871764	0.000000	0.000000	9.832321	0	1	sell	10086.86	0.000000	10173.76
2016-08-21	9.871764	0.000000	0.000000	9.832321	0	0	close	10086.86	0.000000	10173.76
2016-08-22	9.874099	0.000000	0.000000	9.810894	0	0	0	10086.86	0.000000	10173.76
2016-08-22	9.874099	0.000000	0.000000	9.810894	0	0	0	10086.86	0.000000	10173.76
2016-08-23	9.881234	0.000000	0.000000	9.836213	0	0	0	10086.86	0.000000	10173.76
2016-08-23	9.881234	0.000000	0.000000	9.836213	0	0	0	10086.86	0.000000	10173.76
2016-08-24	9.875966	0.000000	0.000000	9.826238	0	0	0	10086.86	0.000000	10173.76
2016-08-24	9.875966	0.000000	0.000000	9.826238	0	0	0	10086.86	0.000000	10173.76
2016-08-25	9.873606	0.000000	0.000000	9.824509	0	0	0	10086.86	0.000000	10173.76
2016-08-25	9.873606	0.000000	0.000000	9.824509	0	0	0	10086.86	0.000000	10173.76
2016-08-28	9.875091	0.000000	0.000000	9.792076	0	0	0	10086.86	0.000000	10173.76
2016-08-28	9.875091	0.000000	0.000000	9.792076	0	0	0	10086.86	0.000000	10173.76
2016-08-29	9.825691	0.000000	0.000000	9.728953	0	0	0	10086.86	0.000000	10173.76
2016-08-29	9.825691	0.000000	0.000000	9.728953	0	0	0	10086.86	0.000000	10173.76
2016-08-30	9.828589	0.000000	0.000000	9.699678	0	0	0	10086.86	0.000000	10173.76
2016-08-30	9.828589	0.000000	0.000000	9.699678	0	0	0	10086.86	0.000000	10173.76
2016-08-31	9.766668	0.000000	0.000000	9.651032	0	0	buy	10086.86	0.000000	10173.76
2016-08-31	9.766668	0.000000	0.000000	9.651032	0	0	close	10086.86	0.000000	10173.76
2016-09-01	9.770730	0.000000	0.000000	9.604297	0	0	0	10086.86	0.000000	10173.76
2016-09-01	9.770730	0.000000	0.000000	9.604297	0	0	0	10086.86	0.000000	10173.76
2016-09-04	9.780980	0.000000	0.000000	9.582401	0	0	0	10086.86	0.000000	10173.76
2016-09-04	9.780980	0.000000	0.000000	9.582401	0	0	0	10086.86	0.000000	10173.76
2016-09-05	9.753203	0.000000	0.000000	9.605816	0	0	sell	10086.86	0.000000	10173.76
2016-09-05	9.753203	0.000000	0.000000	9.605816	0	0	close	10086.86	0.000000	10173.76
2016-09-06	9.825162	0.000000	0.000000	9.622909	0	0	0	10086.86	0.000000	10173.76
2016-09-06	9.825162	0.000000	0.000000	9.622909	0	0	0	10086.86	0.000000	10173.76
2016-09-07	9.845604	0.000000	0.000000	9.345078	0	0	0	10086.86	0.000000	10173.76
2016-09-07	9.845604	0.000000	0.000000	9.345078	0	0	0	10086.86	0.000000	10173.76
2016-09-08	9.848390	0.000000	0.000000	9.222931	0	0	0	10086.86	0.000000	10173.76
2016-09-08	9.848390	0.000000	0.000000	9.222931	0	0	0	10086.86	0.000000	10173.76
2016-09-11	9.825578	0.000000	0.000000	9.684203	0	0	0	10086.86	0.000000	10173.76
2016-09-11	9.825578	0.000000	0.000000	9.684203	0	0	0	10086.86	0.000000	10173.76
2016-09-12	9.819071	0.000000	0.000000	9.715347	0	0	sell	10086.86	0.000000	10173.76
2016-09-12	9.819071	0.000000	0.000000	9.715347	0	0	close	10086.86	0.000000	10173.76
2016-09-13	9.839287	0.000000	0.000000	9.733695	0	0	0	10086.86	0.000000	10173.76
2016-09-13	9.839287	0.000000	0.000000	9.733695	0	0	0	10086.86	0.000000	10173.76
2016-09-14	9.813251	0.000000	0.000000	9.660468	0	0	0	10086.86	0.000000	10173.76
2016-09-14	9.813251	0.000000	0.000000	9.660468	0	0	0	10086.86	0.000000	10173.76
2016-09-15	9.818712	0.000000	0.000000	9.704933	0	0	0	10086.86	0.000000	10173.76
2016-09-15	9.818712	0.000000	0.000000	9.704933	0	0	0	10086.86	0.000000	10173.76
2016-09-18	9.821786	0.000000	0.000000	9.727528	1	0	buy	10086.86	9.821786	10183.58
2016-09-18	9.822759	0.000000	0.000000	9.728500	0	0	close	10096.67	0.000000	10193.39
2016-09-19	9.840852	0.000000	0.000000	9.730570	0	0	0	10096.67	0.000000	10193.39
2016-09-19	9.840852	0.000000	0.000000	9.730570	0	0	0	10096.67	0.000000	10193.39
2016-09-20	9.844141	0.000000	0.000000	9.750173	0	0	0	10096.67	0.000000	10193.39
2016-09-20	9.844141	0.000000	0.000000	9.750173	0	0	0	10096.67	0.000000	10193.39
2016-09-21	9.863522	0.000000	0.000000	9.699662	0	0	0	10096.67	0.000000	10193.39
2016-09-21	9.863522	0.000000	0.000000	9.699662	0	0	0	10096.67	0.000000	10193.39
2016-09-22	9.874737	0.000000	0.000000	9.810001	0	0	0	10096.67	0.000000	10193.39
2016-09-22	9.874737	0.000000	0.000000	9.810001	0	0	0	10096.67	0.000000	10193.39
2016-09-25	9.867416	0.000000	0.000000	9.220078	0	0	0	10096.67	0.000000	10193.39
2016-09-25	9.867416	0.000000	0.000000	9.220078	0	0	0	10096.67	0.000000	10193.39
2016-09-26	9.874875	0.000000	0.000000	9.801734	0	0	0	10096.67	0.000000	10193.39
2016-09-26	9.874875	0.000000	0.000000	9.801734	0	0	0	10096.67	0.000000	10193.39
2016-09-27	9.871334	0.000000	0.000000	9.806284	0	0	0	10096.67	0.000000	10193.39
2016-09-27	9.871334	0.000000	0.000000	9.806284	0	0	0	10096.67	0.000000	10193.39
2016-09-28	9.867780	0.000000	0.000000	9.813452	0	0	0	10096.67	0.000000	10193.39
2016-09-28	9.867780	0.000000	0.000000	9.813452	0	0	0	10096.67	0.000000	10193.39
2016-09-29	9.856090	0.000000	0.000000	9.764044	0	0	sell	10096.67	0.000000	10193.39
2016-09-29	9.856090	0.000000	0.000000	9.764044	0	0	close	10096.67	0.000000	10193.39
2016-10-02	9.862316	0.000000	0.000000	9.770894	0	0	0	10096.67	0.000000	10193.39
2016-10-02	9.862316	0.000000	0.000000	9.770894	0	0	0	10096.67	0.000000	10193.39
2016-10-03	9.847860	0.000000	0.000000	9.772804	0	0	0	10096.67	0.000000	10193.39
2016-10-03	9.847860	0.000000	0.000000	9.772804	0	0	0	10096.67	0.000000	10193.39
2016-10-04	9.829452	0.000000	0.000000	9.220571	0	0	0	10096.67	0.000000	10193.39
2016-10-04	9.829452	0.000000	0.000000	9.220571	0	0	0	10096.67	0.000000	10193.39
2016-10-05	9.784281	0.000000	0.000000	9.642002	0	0	0	10096.67	0.000000	10193.39
2016-10-05	9.784281	0.000000	0.000000	9.642002	0	0	0	10096.67	0.000000	10193.39
2016-10-06	9.740104	0.000000	0.000000	9.589154	0	0	0	10096.67	0.000000	10193.39
2016-10-06	9.740104	0.000000	0.000000	9.589154	0	0	0	10096.67	0.000000	10193.39
2016-10-09	9.773412	0.000000	0.000000	9.620163	0	0	0	10096.67	0.000000	10193.39
2016-10-09	9.773412	0.000000	0.000000	9.620163	0	0	0	10096.67	0.000000	10193.39
2016-10-10	9.788804	0.000000	0.000000	9.631338	0	0	0	10096.67	0.000000	10193.39
2016-10-10	9.788804	0.000000	0.000000	9.631338	0	0	0	10096.67	0.000000	10193.39
2016-10-11	9.764888	0.000000	0.000000	9.612334	0	0	0	10096.67	0.000000	10193.39
2016-10-11	9.764888	0.000000	0.000000	9.612334	0	0	0	10096.67	0.000000	10193.39
2016-10-12	9.748544	0.000000	0.000000	9.566985	0	0	0	10096.67	0.000000	10193.39
2016-10-12	9.748544	0.000000	0.000000	9.566985	0	0	0	10096.67	0.000000	10193.39
2016-10-13	9.735223	0.000000	0.000000	9.554816	0	0	0	10096.67	0.000000	10193.39
2016-10-13	9.735223	0.000000	0.000000	9.554816	0	0	0	10096.67	0.000000	10193.39
2016-10-16	9.737581	0.000000	0.000000	9.568213	0	0	0	10096.67	0.000000	10193.39
2016-10-16	9.737581	0.000000	0.000000	9.568213	0	0	0	10096.67	0.000000	10193.39
2016-10-17	9.718361	0.000000	0.000000	9.577560	0	0	sell	10096.67	0.000000	10193.39
2016-10-17	9.718361	0.000000	0.000000	9.577560	0	0	close	10096.67	0.000000	10193.39
2016-10-18	9.731837	0.000000	0.000000	9.591560	0	0	0	10096.67	0.000000	10193.39
2016-10-18	9.731837	0.000000	0.000000	9.591560	0	0	0	10096.67	0.000000	10193.39
2016-10-19	9.765662	0.000000	0.000000	9.613088	0	0	0	10096.67	0.000000	10193.39
2016-10-19	9.765662	0.000000	0.000000	9.613088	0	0	0	10096.67	0.000000	10193.39
2016-10-20	9.754523	0.000000	0.000000	9.601460	0	0	0	10096.67	0.000000	10193.39
2016-10-20	9.754523	0.000000	0.000000	9.601460	0	0	0	10096.67	0.000000	10193.39
2016-10-23	9.746579	0.000000	0.000000	9.590787	0	0	0	10096.67	0.000000	10193.39
2016-10-23	9.746579	0.000000	0.000000	9.590787	0	0	0	10096.67	0.000000	10193.39
2016-10-24	9.726813	0.000000	0.000000	9.582161	0	0	0	10096.67	0.000000	10193.39
2016-10-24	9.726813	0.000000	0.000000	9.582161	0	0	0	10096.67	0.000000	10193.39
2016-10-25	9.696041	0.000000	0.000000	9.532177	0	0	0	10096.67	0.000000	10193.39
2016-10-25	9.696041	0.000000	0.000000	9.532177	0	0	0	10096.67	0.000000	10193.39
2016-10-26	9.711235	0.000000	0.000000	9.567336	0	0	0	10096.67	0.000000	10193.39
2016-10-26	9.711235	0.000000	0.000000	9.567336	0	0	0	10096.67	0.000000	10193.39
2016-10-27	9.688174	0.000000	0.000000	9.506166	0	0	0	10096.67	0.000000	10193.39
2016-10-27	9.688174	0.000000	0.000000	9.506166	0	0	0	10096.67	0.000000	10193.39
2016-10-31	9.638982	0.000000	0.000000	9.477721	0	0	0	10096.67	0.000000	10193.39
2016-10-31	9.638982	0.000000	0.000000	9.477721	0	0	0	10096.67	0.000000	10193.39
2016-11-01	9.670716	0.000000	0.000000	9.504902	0	0	sell	10096.67	0.000000	10193.39
2016-11-01	9.670716	0.000000	0.000000	9.504902	0	0	close	10096.67	0.000000	10193.39
2016-11-02	9.678911	0.000000	0.000000	9.509234	0	0	0	10096.67	0.000000	10193.39
2016-11-02	9.678911	0.000000	0.000000	9.509234	0	0	0	10096.67	0.000000	10193.39
2016-11-03	9.779542	0.000000	0.000000	9.594473	0	0	0	10096.67	0.000000	10193.39
2016-11-03	9.779542	0.000000	0.000000	9.594473	0	0	0	10096.67	0.000000	10193.39
2016-11-04	9.787622	0.000000	0.000000	9.657094	0	0	0	10096.67	0.000000	10193.39
2016-11-04	9.787622	0.000000	0.000000	9.657094	0	0	0	10096.67	0.000000	10193.39
2016-11-07	9.776841	0.000000	0.000000	9.660899	0	0	0	10096.67	0.000000	10193.39
2016-11-07	9.776841	0.000000	0.000000	9.660899	0	0	0	10096.67	0.000000	10193.39
2016-11-08	9.733723	0.000000	0.000000	9.560738	0	0	0	10096.67	0.000000	10193.39
2016-11-08	9.733723	0.000000	0.000000	9.560738	0	0	0	10096.67	0.000000	10193.39
2016-11-09	9.676857	0.000000	0.000000	9.527602	0	0	0	10096.67	0.000000	10193.39
2016-11-09	9.676857	0.000000	0.000000	9.527602	0	0	0	10096.67	0.000000	10193.39
2016-11-10	9.792205	0.000000	0.000000	9.480337	0	0	0	10096.67	0.000000	10193.39
2016-11-10	9.792205	0.000000	0.000000	9.480337	0	0	0	10096.67	0.000000	10193.39
2016-11-11	9.647618	0.000000	0.000000	9.340014	0	0	0	10096.67	0.000000	10193.39
2016-11-11	9.647618	0.000000	0.000000	9.340014	0	0	0	10096.67	0.000000	10193.39
2016-11-14	9.591012	0.000000	0.000000	9.339182	0	0	0	10096.67	0.000000	10193.39
2016-11-14	9.591012	0.000000	0.000000	9.339182	0	0	0	10096.67	0.000000	10193.39
2016-11-15	9.463144	0.000000	9.227332	0.000000	0	0	0	10096.67	0.000000	10193.39
2016-11-15	9.463144	0.000000	9.227332	0.000000	0	0	0	10096.67	0.000000	10193.39
2016-11-16	9.391351	0.000000	9.219962	0.000000	0	0	0	10096.67	0.000000	10193.39
2016-11-16	9.391351	0.000000	9.219962	0.000000	0	0	0	10096.67	0.000000	10193.39
2016-11-21	9.262068	0.000000	9.233304	0.000000	0	0	0	10096.67	0.000000	10193.39
2016-11-21	9.262068	0.000000	9.233304	0.000000	0	0	0	10096.67	0.000000	10193.39
2016-11-22	9.233379	0.000000	9.244074	0.000000	0	0	0	10096.67	0.000000	10193.39
2016-11-22	9.233379	0.000000	9.244074	0.000000	0	0	0	10096.67	0.000000	10193.39
2016-11-23	9.241517	0.000000	9.251349	0.000000	0	0	0	10096.67	0.000000	10193.39
2016-11-23	9.241517	0.000000	9.251349	0.000000	0	0	0	10096.67	0.000000	10193.39
2016-11-24	9.222326	0.000000	9.362012	0.000000	0	0	0	10096.67	0.000000	10193.39
2016-11-24	9.222326	0.000000	9.362012	0.000000	0	0	0	10096.67	0.000000	10193.39
2016-11-25	0.000000	9.242371	9.399966	0.000000	0	1	sell	10096.67	9.242371	10202.63
2016-11-25	0.000000	9.243285	9.400880	0.000000	0	0	close	10105.91	0.000000	10211.87
2016-11-28	0.000000	9.231304	9.431984	0.000000	0	0	0	10105.91	0.000000	10211.87
2016-11-28	0.000000	9.231304	9.431984	0.000000	0	0	0	10105.91	0.000000	10211.87
2016-11-29	0.000000	9.221158	9.326850	0.000000	0	0	buy	10105.91	0.000000	10211.87
2016-11-29	0.000000	9.221158	9.326850	0.000000	0	0	close	10105.91	0.000000	10211.87
2016-11-30	0.000000	9.221366	9.382593	0.000000	0	0	0	10105.91	0.000000	10211.87
2016-11-30	0.000000	9.221366	9.382593	0.000000	0	0	0	10105.91	0.000000	10211.87
2016-12-01	0.000000	9.228302	9.438970	0.000000	0	0	0	10105.91	0.000000	10211.87
2016-12-01	0.000000	9.228302	9.438970	0.000000	0	0	0	10105.91	0.000000	10211.87
2016-12-02	0.000000	9.312224	9.509622	0.000000	0	0	sell	10105.91	0.000000	10211.87
2016-12-02	0.000000	9.312224	9.509622	0.000000	0	0	close	10105.91	0.000000	10211.87
2016-12-05	0.000000	9.284264	9.446346	0.000000	0	0	0	10105.91	0.000000	10211.87
2016-12-05	0.000000	9.284264	9.446346	0.000000	0	0	0	10105.91	0.000000	10211.87
2016-12-06	0.000000	9.281789	9.513050	0.000000	0	0	0	10105.91	0.000000	10211.87
2016-12-06	0.000000	9.281789	9.513050	0.000000	0	0	0	10105.91	0.000000	10211.87
2016-12-07	0.000000	9.278685	9.446613	0.000000	0	1	sell	10105.91	9.278685	10221.14
2016-12-07	0.000000	9.279601	9.447530	0.000000	0	0	close	10115.17	0.000000	10230.41
2016-12-08	0.000000	9.284313	9.474968	0.000000	0	0	0	10115.17	0.000000	10230.41
2016-12-08	0.000000	9.284313	9.474968	0.000000	0	0	0	10115.17	0.000000	10230.41
2016-12-09	0.000000	9.243164	9.470555	0.000000	0	0	0	10115.17	0.000000	10230.41
2016-12-09	0.000000	9.243164	9.470555	0.000000	0	0	0	10115.17	0.000000	10230.41
2016-12-12	9.239482	0.000000	9.560729	0.000000	0	0	0	10115.17	0.000000	10230.41
2016-12-12	9.239482	0.000000	9.560729	0.000000	0	0	0	10115.17	0.000000	10230.41
2016-12-13	0.000000	9.409764	9.630078	0.000000	0	0	0	10115.17	0.000000	10230.41
2016-12-13	0.000000	9.409764	9.630078	0.000000	0	0	0	10115.17	0.000000	10230.41
2016-12-14	0.000000	9.370387	9.563817	0.000000	0	0	0	10115.17	0.000000	10230.41
2016-12-14	0.000000	9.370387	9.563817	0.000000	0	0	0	10115.17	0.000000	10230.41
2016-12-15	0.000000	9.374870	9.553914	0.000000	0	0	0	10115.17	0.000000	10230.41
2016-12-15	0.000000	9.374870	9.553914	0.000000	0	0	0	10115.17	0.000000	10230.41
2016-12-16	0.000000	9.638818	9.801947	0.000000	0	0	0	10115.17	0.000000	10230.41
2016-12-16	0.000000	9.638818	9.801947	0.000000	0	0	0	10115.17	0.000000	10230.41
2016-12-19	0.000000	9.643875	9.781005	0.000000	0	0	0	10115.17	0.000000	10230.41
2016-12-19	0.000000	9.643875	9.781005	0.000000	0	0	0	10115.17	0.000000	10230.41
2016-12-20	0.000000	9.602894	9.748996	0.000000	1	0	buy	10115.17	0.000000	10230.41
2016-12-20	0.000000	9.602894	9.748996	0.000000	0	0	close	10115.17	0.000000	10230.41
2016-12-21	0.000000	9.555759	9.772020	0.000000	0	0	0	10115.17	0.000000	10230.41
2016-12-21	0.000000	9.555759	9.772020	0.000000	0	0	0	10115.17	0.000000	10230.41
2016-12-22	0.000000	9.604561	9.761716	0.000000	0	0	sell	10115.17	0.000000	10230.41
2016-12-22	0.000000	9.604561	9.761716	0.000000	0	0	close	10115.17	0.000000	10230.41
2016-12-23	0.000000	9.599300	9.750147	0.000000	0	0	sell	10115.17	0.000000	10230.41
2016-12-23	0.000000	9.599300	9.750147	0.000000	0	0	close	10115.17	0.000000	10230.41
2016-12-27	0.000000	9.545366	9.715587	0.000000	0	0	buy	10115.17	0.000000	10230.41
2016-12-27	0.000000	9.545366	9.715587	0.000000	0	0	close	10115.17	0.000000	10230.41
2016-12-28	0.000000	9.547117	9.734595	0.000000	0	0	0	10115.17	0.000000	10230.41
2016-12-28	0.000000	9.547117	9.734595	0.000000	0	0	0	10115.17	0.000000	10230.41
2016-12-29	0.000000	9.619082	9.747291	0.000000	0	0	0	10115.17	0.000000	10230.41
2016-12-29	0.000000	9.619082	9.747291	0.000000	0	0	0	10115.17	0.000000	10230.41
2016-12-30	9.229351	0.000000	9.697092	0.000000	0	0	0	10115.17	0.000000	10230.41
2016-12-30	9.229351	0.000000	9.697092	0.000000	0	0	0	10115.17	0.000000	10230.41
2017-01-03	0.000000	9.544928	9.727078	0.000000	0	1	sell	10115.17	9.544928	10239.96
2017-01-03	0.000000	9.545870	9.728020	0.000000	0	0	close	10124.71	0.000000	10249.49
2017-01-04	0.000000	9.594527	9.791836	0.000000	0	0	0	10124.71	0.000000	10249.49
2017-01-04	0.000000	9.594527	9.791836	0.000000	0	0	0	10124.71	0.000000	10249.49
2017-01-05	0.000000	9.571339	9.769860	0.000000	0	0	0	10124.71	0.000000	10249.49
2017-01-05	0.000000	9.571339	9.769860	0.000000	0	0	0	10124.71	0.000000	10249.49
2017-01-06	0.000000	9.408845	9.700673	0.000000	0	0	0	10124.71	0.000000	10249.49
2017-01-06	0.000000	9.408845	9.700673	0.000000	0	0	0	10124.71	0.000000	10249.49
2017-01-09	0.000000	9.421016	9.675681	0.000000	0	1	sell	10124.71	9.421016	10258.91
2017-01-09	0.000000	9.421945	9.676609	0.000000	0	0	close	10134.12	0.000000	10268.32
2017-01-10	9.229935	0.000000	9.731042	0.000000	0	0	0	10134.12	0.000000	10268.32
2017-01-10	9.229935	0.000000	9.731042	0.000000	0	0	0	10134.12	0.000000	10268.32
2017-01-11	9.227703	0.000000	9.228262	0.000000	0	0	0	10134.12	0.000000	10268.32
2017-01-11	9.227703	0.000000	9.228262	0.000000	0	0	0	10134.12	0.000000	10268.32
2017-01-13	0.000000	9.460394	9.228331	0.000000	0	0	0	10134.12	0.000000	10268.32
2017-01-13	0.000000	9.460394	9.228331	0.000000	0	0	0	10134.12	0.000000	10268.32
2017-01-16	0.000000	9.346843	9.228365	0.000000	0	0	0	10134.12	0.000000	10268.32
2017-01-16	0.000000	9.346843	9.228365	0.000000	0	0	0	10134.12	0.000000	10268.32
2017-01-17	0.000000	9.289038	9.228297	0.000000	0	0	0	10134.12	0.000000	10268.32
2017-01-17	0.000000	9.289038	9.228297	0.000000	0	0	0	10134.12	0.000000	10268.32
2017-01-18	0.000000	9.246875	9.228399	0.000000	0	0	0	10134.12	0.000000	10268.32
2017-01-18	0.000000	9.246875	9.228399	0.000000	0	0	0	10134.12	0.000000	10268.32
2017-01-19	0.000000	9.236822	9.228504	0.000000	0	0	0	10134.12	0.000000	10268.32
2017-01-19	0.000000	9.236822	9.228504	0.000000	0	0	0	10134.12	0.000000	10268.32
2017-01-20	0.000000	9.356041	9.228556	0.000000	0	0	0	10134.12	0.000000	10268.32
2017-01-20	0.000000	9.356041	9.228556	0.000000	0	0	0	10134.12	0.000000	10268.32
2017-01-23	0.000000	9.351985	9.228574	0.000000	0	0	0	10134.12	0.000000	10268.32
2017-01-23	0.000000	9.351985	9.228574	0.000000	0	0	0	10134.12	0.000000	10268.32
2017-01-24	0.000000	9.257096	9.228521	0.000000	0	0	0	10134.12	0.000000	10268.32
2017-01-24	0.000000	9.257096	9.228521	0.000000	0	0	0	10134.12	0.000000	10268.32
2017-01-25	0.000000	9.244753	9.378936	0.000000	0	0	0	10134.12	0.000000	10268.32
2017-01-25	0.000000	9.244753	9.378936	0.000000	0	0	0	10134.12	0.000000	10268.32
2017-01-26	0.000000	9.264988	9.421880	0.000000	0	0	0	10134.12	0.000000	10268.32
2017-01-26	0.000000	9.264988	9.421880	0.000000	0	0	0	10134.12	0.000000	10268.32
2017-01-27	0.000000	9.262615	9.228841	0.000000	0	0	0	10134.12	0.000000	10268.32
2017-01-27	0.000000	9.262615	9.228841	0.000000	0	0	0	10134.12	0.000000	10268.32
2017-01-30	0.000000	9.353817	9.228895	0.000000	0	0	0	10134.12	0.000000	10268.32
2017-01-30	0.000000	9.353817	9.228895	0.000000	0	0	0	10134.12	0.000000	10268.32
2017-01-31	0.000000	9.252660	9.228895	0.000000	0	0	0	10134.12	0.000000	10268.32
2017-01-31	0.000000	9.252660	9.228895	0.000000	0	0	0	10134.12	0.000000	10268.32
2017-02-01	0.000000	9.229662	9.229004	0.000000	0	0	0	10134.12	0.000000	10268.32
2017-02-01	0.000000	9.229662	9.229004	0.000000	0	0	0	10134.12	0.000000	10268.32
2017-02-02	0.000000	9.246581	9.229152	0.000000	0	0	0	10134.12	0.000000	10268.32
2017-02-02	0.000000	9.246581	9.229152	0.000000	0	0	0	10134.12	0.000000	10268.32
2017-02-03	0.000000	9.227083	9.229264	0.000000	0	0	0	10134.12	0.000000	10268.32
2017-02-03	0.000000	9.227083	9.229264	0.000000	0	0	0	10134.12	0.000000	10268.32
2017-02-06	0.000000	9.237075	9.229377	0.000000	0	0	0	10134.12	0.000000	10268.32
2017-02-06	0.000000	9.237075	9.229377	0.000000	0	0	0	10134.12	0.000000	10268.32
2017-02-07	0.000000	9.228659	9.229339	0.000000	0	0	0	10134.12	0.000000	10268.32
2017-02-07	0.000000	9.228659	9.229339	0.000000	0	0	0	10134.12	0.000000	10268.32
2017-02-08	0.000000	9.224105	9.229548	0.000000	0	0	0	10134.12	0.000000	10268.32
2017-02-08	0.000000	9.224105	9.229548	0.000000	0	0	0	10134.12	0.000000	10268.32
2017-02-09	0.000000	9.224390	9.443176	0.000000	0	0	0	10134.12	0.000000	10268.32
2017-02-09	0.000000	9.224390	9.443176	0.000000	0	0	0	10134.12	0.000000	10268.32
2017-02-10	0.000000	9.225646	9.441048	0.000000	0	0	0	10134.12	0.000000	10268.32
2017-02-10	0.000000	9.225646	9.441048	0.000000	0	0	0	10134.12	0.000000	10268.32
2017-02-13	0.000000	9.281082	9.438658	0.000000	0	1	sell	10134.12	9.281082	10277.60
2017-02-13	0.000000	9.281996	9.439572	0.000000	0	0	close	10143.38	0.000000	10286.87
2017-02-14	0.000000	9.283845	9.453614	0.000000	1	0	buy	10143.38	0.000000	10286.87
2017-02-14	0.000000	9.283845	9.453614	0.000000	0	0	close	10143.38	0.000000	10286.87
2017-02-15	0.000000	9.250354	9.482982	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-02-15	0.000000	9.250354	9.482982	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-02-16	0.000000	9.251250	9.529267	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-02-16	0.000000	9.251250	9.529267	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-02-17	0.000000	9.271192	9.451652	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-02-17	0.000000	9.271192	9.451652	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-02-20	0.000000	9.248010	9.384967	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-02-20	0.000000	9.248010	9.384967	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-02-21	0.000000	9.252762	9.375758	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-02-21	0.000000	9.252762	9.375758	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-02-22	0.000000	9.244012	9.420704	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-02-22	0.000000	9.244012	9.420704	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-02-23	0.000000	9.250586	9.413683	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-02-23	0.000000	9.250586	9.413683	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-02-24	0.000000	9.244625	9.381660	0.000000	0	0	sell	10143.38	0.000000	10286.87
2017-02-24	0.000000	9.244625	9.381660	0.000000	0	0	close	10143.38	0.000000	10286.87
2017-02-27	0.000000	9.233213	9.348451	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-02-27	0.000000	9.233213	9.348451	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-02-28	0.000000	9.232260	9.311599	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-02-28	0.000000	9.232260	9.311599	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-03-01	0.000000	9.226038	9.344112	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-03-01	0.000000	9.226038	9.344112	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-03-02	0.000000	9.250625	9.456473	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-03-02	0.000000	9.250625	9.456473	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-03-03	0.000000	9.313314	9.496797	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-03-03	0.000000	9.313314	9.496797	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-03-06	0.000000	9.330982	9.484155	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-03-06	0.000000	9.330982	9.484155	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-03-07	0.000000	9.294789	9.428563	0.000000	0	0	buy	10143.38	0.000000	10286.87
2017-03-07	0.000000	9.294789	9.428563	0.000000	0	0	close	10143.38	0.000000	10286.87
2017-03-08	0.000000	9.302532	9.451117	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-03-08	0.000000	9.302532	9.451117	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-03-09	0.000000	9.291965	9.514406	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-03-09	0.000000	9.291965	9.514406	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-03-10	0.000000	9.347232	9.526210	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-03-10	0.000000	9.347232	9.526210	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-03-13	0.000000	9.381042	9.578704	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-03-13	0.000000	9.381042	9.578704	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-03-14	0.000000	9.354272	9.528279	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-03-14	0.000000	9.354272	9.528279	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-03-15	0.000000	9.368807	9.561835	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-03-15	0.000000	9.368807	9.561835	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-03-16	0.000000	9.355880	9.523150	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-03-16	0.000000	9.355880	9.523150	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-03-17	0.000000	9.256243	9.389127	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-03-17	0.000000	9.256243	9.389127	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-03-20	0.000000	9.244832	9.230443	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-03-20	0.000000	9.244832	9.230443	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-03-21	0.000000	9.236774	9.345249	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-03-21	0.000000	9.236774	9.345249	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-03-22	0.000000	9.226774	9.339081	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-03-22	0.000000	9.226774	9.339081	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-03-23	9.230503	0.000000	9.271406	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-03-23	9.230503	0.000000	9.271406	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-03-24	9.235645	0.000000	9.257889	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-03-24	9.235645	0.000000	9.257889	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-03-26	9.230057	0.000000	9.264218	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-03-26	9.230057	0.000000	9.264218	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-03-27	9.254945	0.000000	9.230140	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-03-27	9.254945	0.000000	9.230140	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-03-28	9.242984	0.000000	9.230103	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-03-28	9.242984	0.000000	9.230103	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-03-29	9.233059	0.000000	9.256484	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-03-29	9.233059	0.000000	9.256484	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-03-30	9.227985	0.000000	9.260645	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-03-30	9.227985	0.000000	9.260645	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-04-02	9.224731	0.000000	9.303093	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-04-02	9.224731	0.000000	9.303093	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-04-03	9.229472	0.000000	9.262695	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-04-03	9.229472	0.000000	9.262695	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-04-04	9.242984	0.000000	9.236686	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-04-04	9.242984	0.000000	9.236686	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-04-05	9.236298	0.000000	9.471181	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-04-05	9.236298	0.000000	9.471181	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-04-06	9.248987	0.000000	9.230598	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-04-06	9.248987	0.000000	9.230598	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-04-09	9.248649	0.000000	9.470551	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-04-09	9.248649	0.000000	9.470551	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-04-10	9.228586	0.000000	9.470551	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-04-10	9.228586	0.000000	9.470551	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-04-11	9.278982	0.000000	9.470192	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-04-11	9.278982	0.000000	9.470192	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-04-12	9.276667	0.000000	9.470282	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-04-12	9.276667	0.000000	9.470282	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-04-13	9.337267	0.000000	9.470282	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-04-13	9.337267	0.000000	9.470282	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-04-16	9.339459	0.000000	9.470372	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-04-16	9.339459	0.000000	9.470372	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-04-23	9.305155	0.000000	9.230833	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-04-23	9.305155	0.000000	9.230833	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-04-24	9.268892	0.000000	9.468035	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-04-24	9.268892	0.000000	9.468035	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-04-25	9.269390	0.000000	9.246055	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-04-25	9.269390	0.000000	9.246055	0.000000	0	0	0	10143.38	0.000000	10286.87
2017-04-30	0.000000	9.224868	9.265087	0.000000	0	1	sell	10143.38	9.224868	10296.09
2017-04-30	0.000000	9.225776	9.265995	0.000000	0	0	close	10152.60	0.000000	10305.31
2017-05-01	9.225485	0.000000	9.439419	0.000000	0	0	0	10152.60	0.000000	10305.31
2017-05-01	9.225485	0.000000	9.439419	0.000000	0	0	0	10152.60	0.000000	10305.31
2017-05-02	0.000000	9.226186	9.438447	0.000000	0	0	0	10152.60	0.000000	10305.31
2017-05-02	0.000000	9.226186	9.438447	0.000000	0	0	0	10152.60	0.000000	10305.31
2017-05-03	0.000000	9.227613	9.437564	0.000000	0	0	0	10152.60	0.000000	10305.31
2017-05-03	0.000000	9.227613	9.437564	0.000000	0	0	0	10152.60	0.000000	10305.31
2017-05-04	0.000000	9.244650	9.436593	0.000000	0	0	0	10152.60	0.000000	10305.31
2017-05-04	0.000000	9.244650	9.436593	0.000000	0	0	0	10152.60	0.000000	10305.31
2017-05-07	0.000000	9.231276	9.435359	0.000000	0	0	0	10152.60	0.000000	10305.31
2017-05-07	0.000000	9.231276	9.435359	0.000000	0	0	0	10152.60	0.000000	10305.31
2017-05-08	0.000000	9.239904	9.434479	0.000000	0	0	0	10152.60	0.000000	10305.31
2017-05-08	0.000000	9.239904	9.434479	0.000000	0	0	0	10152.60	0.000000	10305.31
2017-05-09	0.000000	9.269691	9.434127	0.000000	0	0	0	10152.60	0.000000	10305.31
2017-05-09	0.000000	9.269691	9.434127	0.000000	0	0	0	10152.60	0.000000	10305.31
2017-05-10	0.000000	9.286684	9.435624	0.000000	0	0	0	10152.60	0.000000	10305.31
2017-05-10	0.000000	9.286684	9.435624	0.000000	0	0	0	10152.60	0.000000	10305.31
2017-05-11	0.000000	9.296669	9.437387	0.000000	0	0	sell	10152.60	0.000000	10305.31
2017-05-11	0.000000	9.296669	9.437387	0.000000	0	0	close	10152.60	0.000000	10305.31
2017-05-14	0.000000	9.268852	9.438800	0.000000	0	0	0	10152.60	0.000000	10305.31
2017-05-14	0.000000	9.268852	9.438800	0.000000	0	0	0	10152.60	0.000000	10305.31
2017-05-15	0.000000	9.281190	9.439419	0.000000	1	0	buy	10152.60	0.000000	10305.31
2017-05-15	0.000000	9.281190	9.439419	0.000000	0	0	close	10152.60	0.000000	10305.31
2017-05-21	9.228367	0.000000	9.439772	0.000000	0	0	0	10152.60	0.000000	10305.31
2017-05-21	9.228367	0.000000	9.439772	0.000000	0	0	0	10152.60	0.000000	10305.31
2017-05-22	9.235278	0.000000	9.439684	0.000000	0	0	0	10152.60	0.000000	10305.31
2017-05-22	9.235278	0.000000	9.439684	0.000000	0	0	0	10152.60	0.000000	10305.31
2017-05-28	9.231855	0.000000	9.437652	0.000000	0	0	0	10152.60	0.000000	10305.31
2017-05-28	9.231855	0.000000	9.437652	0.000000	0	0	0	10152.60	0.000000	10305.31
2017-05-29	9.227153	0.000000	9.437829	0.000000	0	0	0	10152.60	0.000000	10305.31
2017-05-29	9.227153	0.000000	9.437829	0.000000	0	0	0	10152.60	0.000000	10305.31
2017-05-30	9.237338	0.000000	9.437123	0.000000	0	0	0	10152.60	0.000000	10305.31
2017-05-30	9.237338	0.000000	9.437123	0.000000	0	0	0	10152.60	0.000000	10305.31
2017-05-31	9.236890	0.000000	9.437211	0.000000	0	0	0	10152.60	0.000000	10305.31
2017-05-31	9.236890	0.000000	9.437211	0.000000	0	0	0	10152.60	0.000000	10305.31
2017-06-01	9.232684	0.000000	9.436946	0.000000	1	0	buy	10152.60	9.232684	10314.54
2017-06-01	9.233592	0.000000	9.437854	0.000000	0	0	close	10161.81	0.000000	10323.76
2017-06-04	9.249391	0.000000	9.436707	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-06-04	9.249391	0.000000	9.436707	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-06-05	9.240934	0.000000	9.438295	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-06-05	9.240934	0.000000	9.438295	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-06-06	9.308838	0.000000	9.437854	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-06-06	9.308838	0.000000	9.437854	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-06-07	9.296011	0.000000	9.438118	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-06-07	9.296011	0.000000	9.438118	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-06-08	9.297405	0.000000	9.437765	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-06-08	9.297405	0.000000	9.437765	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-06-11	9.262681	0.000000	9.437413	0.000000	0	0	sell	10161.81	0.000000	10323.76
2017-06-11	9.262681	0.000000	9.437413	0.000000	0	0	close	10161.81	0.000000	10323.76
2017-06-12	9.274499	0.000000	9.437413	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-06-12	9.274499	0.000000	9.437413	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-06-13	9.259269	0.000000	9.436972	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-06-13	9.259269	0.000000	9.436972	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-06-14	9.320600	0.000000	9.436707	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-06-14	9.320600	0.000000	9.436707	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-06-15	0.000000	9.248693	9.436443	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-06-15	0.000000	9.248693	9.436443	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-06-18	9.237002	0.000000	9.436003	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-06-18	9.237002	0.000000	9.436003	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-06-19	9.232205	0.000000	9.435386	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-06-19	9.232205	0.000000	9.435386	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-06-20	9.226408	0.000000	9.434770	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-06-20	9.226408	0.000000	9.434770	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-06-21	9.229588	0.000000	9.434066	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-06-21	9.229588	0.000000	9.434066	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-06-22	9.228965	0.000000	9.433451	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-06-22	9.228965	0.000000	9.433451	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-06-25	9.227088	0.000000	9.259130	0.000000	0	0	buy	10161.81	0.000000	10323.76
2017-06-25	9.227088	0.000000	9.259130	0.000000	0	0	close	10161.81	0.000000	10323.76
2017-06-26	9.227006	0.000000	9.278525	0.000000	0	0	buy	10161.81	0.000000	10323.76
2017-06-26	9.227006	0.000000	9.278525	0.000000	0	0	close	10161.81	0.000000	10323.76
2017-06-27	9.226412	0.000000	9.326342	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-06-27	9.226412	0.000000	9.326342	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-06-28	0.000000	9.227715	9.321840	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-06-28	0.000000	9.227715	9.321840	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-07-02	0.000000	9.226804	9.327479	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-07-02	0.000000	9.226804	9.327479	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-07-03	0.000000	9.245390	9.392446	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-07-03	0.000000	9.245390	9.392446	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-07-04	0.000000	9.255799	9.411708	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-07-04	0.000000	9.255799	9.411708	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-07-05	0.000000	9.255226	9.414204	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-07-05	0.000000	9.255226	9.414204	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-07-06	0.000000	9.260571	9.413860	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-07-06	0.000000	9.260571	9.413860	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-07-09	0.000000	9.270351	9.451684	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-07-09	0.000000	9.270351	9.451684	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-07-11	0.000000	9.314996	9.465810	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-07-11	0.000000	9.314996	9.465810	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-07-12	0.000000	9.257297	9.435034	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-07-12	0.000000	9.257297	9.435034	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-07-13	0.000000	9.265814	9.398922	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-07-13	0.000000	9.265814	9.398922	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-07-16	0.000000	9.237022	9.408106	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-07-16	0.000000	9.237022	9.408106	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-07-17	0.000000	9.239918	9.344568	0.000000	1	0	buy	10161.81	0.000000	10323.76
2017-07-17	0.000000	9.239918	9.344568	0.000000	0	0	close	10161.81	0.000000	10323.76
2017-07-18	0.000000	9.226905	9.336896	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-07-18	0.000000	9.226905	9.336896	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-07-19	0.000000	9.226398	9.307835	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-07-19	0.000000	9.226398	9.307835	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-07-20	9.226862	0.000000	9.311072	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-07-20	9.226862	0.000000	9.311072	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-07-23	9.228444	0.000000	9.286020	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-07-23	9.228444	0.000000	9.286020	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-07-24	9.238621	0.000000	9.246695	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-07-24	9.238621	0.000000	9.246695	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-07-25	9.233929	0.000000	9.273169	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-07-25	9.233929	0.000000	9.273169	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-07-26	0.000000	9.227872	9.300883	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-07-26	0.000000	9.227872	9.300883	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-07-27	9.236503	0.000000	9.270664	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-07-27	9.236503	0.000000	9.270664	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-07-30	9.233887	0.000000	9.254295	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-07-30	9.233887	0.000000	9.254295	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-07-31	9.237153	0.000000	9.236508	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-07-31	9.237153	0.000000	9.236508	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-08-01	9.249795	0.000000	9.231918	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-08-01	9.249795	0.000000	9.231918	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-08-02	9.247104	0.000000	9.240403	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-08-02	9.247104	0.000000	9.240403	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-08-03	9.261111	0.000000	9.238999	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-08-03	9.261111	0.000000	9.238999	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-08-06	9.271805	0.000000	9.418785	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-08-06	9.271805	0.000000	9.418785	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-08-07	9.237693	0.000000	9.241238	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-08-07	9.237693	0.000000	9.241238	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-08-13	9.322104	0.000000	0.000000	9.230639	0	0	0	10161.81	0.000000	10323.76
2017-08-13	9.322104	0.000000	0.000000	9.230639	0	0	0	10161.81	0.000000	10323.76
2017-08-14	9.303727	0.000000	9.416189	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-08-14	9.303727	0.000000	9.416189	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-08-15	9.267726	0.000000	9.416017	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-08-15	9.267726	0.000000	9.416017	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-08-16	9.238433	0.000000	9.243490	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-08-16	9.238433	0.000000	9.243490	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-08-17	9.276893	0.000000	9.228891	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-08-17	9.276893	0.000000	9.228891	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-08-20	9.334958	0.000000	9.413515	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-08-20	9.334958	0.000000	9.413515	0.000000	0	0	0	10161.81	0.000000	10323.76
2017-08-21	9.333382	0.000000	0.000000	9.231859	0	1	sell	10161.81	0.000000	10323.76
2017-08-21	9.333382	0.000000	0.000000	9.231859	0	0	close	10161.81	0.000000	10323.76
2017-08-22	9.308579	0.000000	0.000000	9.228790	1	0	buy	10161.81	9.308579	10333.06
2017-08-22	9.309493	0.000000	0.000000	9.229704	0	0	close	10171.11	0.000000	10342.36
2017-08-23	9.347062	0.000000	9.413310	0.000000	0	0	0	10171.11	0.000000	10342.36
2017-08-23	9.347062	0.000000	9.413310	0.000000	0	0	0	10171.11	0.000000	10342.36
2017-08-24	9.310011	0.000000	9.413224	0.000000	0	0	0	10171.11	0.000000	10342.36
2017-08-24	9.310011	0.000000	9.413224	0.000000	0	0	0	10171.11	0.000000	10342.36
2017-08-27	9.308526	0.000000	9.412794	0.000000	0	0	0	10171.11	0.000000	10342.36
2017-08-27	9.308526	0.000000	9.412794	0.000000	0	0	0	10171.11	0.000000	10342.36
2017-08-28	9.315058	0.000000	9.414860	0.000000	0	0	0	10171.11	0.000000	10342.36
2017-08-28	9.315058	0.000000	9.414860	0.000000	0	0	0	10171.11	0.000000	10342.36
2017-08-29	9.363019	0.000000	9.414774	0.000000	0	0	0	10171.11	0.000000	10342.36
2017-08-29	9.363019	0.000000	9.414774	0.000000	0	0	0	10171.11	0.000000	10342.36
2017-08-30	9.266502	0.000000	9.231555	0.000000	0	0	buy	10171.11	0.000000	10342.36
2017-08-30	9.266502	0.000000	9.231555	0.000000	0	0	close	10171.11	0.000000	10342.36
2017-08-31	9.276136	0.000000	9.234442	0.000000	0	0	sell	10171.11	0.000000	10342.36
2017-08-31	9.276136	0.000000	9.234442	0.000000	0	0	close	10171.11	0.000000	10342.36
2017-09-03	9.276760	0.000000	9.228931	0.000000	1	0	buy	10171.11	9.276760	10351.63
2017-09-03	9.277670	0.000000	9.229841	0.000000	0	0	close	10180.37	0.000000	10360.89
2017-09-04	9.285257	0.000000	9.417063	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-09-04	9.285257	0.000000	9.417063	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-09-05	9.317432	0.000000	9.228221	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-09-05	9.317432	0.000000	9.228221	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-09-06	9.344715	0.000000	0.000000	9.239172	0	0	0	10180.37	0.000000	10360.89
2017-09-06	9.344715	0.000000	0.000000	9.239172	0	0	0	10180.37	0.000000	10360.89
2017-09-07	9.377863	0.000000	0.000000	9.240735	0	0	0	10180.37	0.000000	10360.89
2017-09-07	9.377863	0.000000	0.000000	9.240735	0	0	0	10180.37	0.000000	10360.89
2017-09-10	9.461358	0.000000	0.000000	9.263453	0	0	0	10180.37	0.000000	10360.89
2017-09-10	9.461358	0.000000	0.000000	9.263453	0	0	0	10180.37	0.000000	10360.89
2017-09-11	9.378662	0.000000	0.000000	9.245471	0	0	0	10180.37	0.000000	10360.89
2017-09-11	9.378662	0.000000	0.000000	9.245471	0	0	0	10180.37	0.000000	10360.89
2017-09-12	9.315505	0.000000	9.228839	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-09-12	9.315505	0.000000	9.228839	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-09-13	9.270129	0.000000	9.237450	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-09-13	9.270129	0.000000	9.237450	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-09-14	9.246426	0.000000	9.240490	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-09-14	9.246426	0.000000	9.240490	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-09-17	9.267977	0.000000	9.255590	0.000000	0	0	buy	10180.37	0.000000	10360.89
2017-09-17	9.267977	0.000000	9.255590	0.000000	0	0	close	10180.37	0.000000	10360.89
2017-09-18	0.000000	9.228241	9.269310	0.000000	1	0	buy	10180.37	0.000000	10360.89
2017-09-18	0.000000	9.228241	9.269310	0.000000	0	0	close	10180.37	0.000000	10360.89
2017-09-19	9.228496	0.000000	9.281221	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-09-19	9.228496	0.000000	9.281221	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-09-20	9.228472	0.000000	9.271384	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-09-20	9.228472	0.000000	9.271384	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-09-21	0.000000	9.235226	9.346543	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-09-21	0.000000	9.235226	9.346543	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-09-24	9.228686	0.000000	9.334481	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-09-24	9.228686	0.000000	9.334481	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-09-25	9.229444	0.000000	9.333974	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-09-25	9.229444	0.000000	9.333974	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-09-26	0.000000	9.228225	9.238509	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-09-26	0.000000	9.228225	9.238509	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-09-27	0.000000	9.245835	9.383078	0.000000	1	0	buy	10180.37	0.000000	10360.89
2017-09-27	0.000000	9.245835	9.383078	0.000000	0	0	close	10180.37	0.000000	10360.89
2017-09-28	0.000000	9.240332	9.396030	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-09-28	0.000000	9.240332	9.396030	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-10-01	0.000000	9.237573	9.377281	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-10-01	0.000000	9.237573	9.377281	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-10-02	0.000000	9.249447	9.370748	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-10-02	0.000000	9.249447	9.370748	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-10-03	0.000000	9.250952	9.376794	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-10-03	0.000000	9.250952	9.376794	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-10-04	0.000000	9.237740	9.354703	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-10-04	0.000000	9.237740	9.354703	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-10-05	0.000000	9.239177	9.372112	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-10-05	0.000000	9.239177	9.372112	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-10-08	0.000000	9.248817	9.399058	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-10-08	0.000000	9.248817	9.399058	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-10-09	0.000000	9.244599	9.346694	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-10-09	0.000000	9.244599	9.346694	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-10-10	0.000000	9.232736	9.357567	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-10-10	0.000000	9.232736	9.357567	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-10-11	0.000000	9.236007	9.327599	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-10-11	0.000000	9.236007	9.327599	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-10-12	0.000000	9.235964	9.314767	0.000000	0	0	sell	10180.37	0.000000	10360.89
2017-10-12	0.000000	9.235964	9.314767	0.000000	0	0	close	10180.37	0.000000	10360.89
2017-10-15	0.000000	9.228525	9.298522	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-10-15	0.000000	9.228525	9.298522	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-10-16	0.000000	9.228964	9.291163	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-10-16	0.000000	9.228964	9.291163	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-10-17	0.000000	9.232572	9.323316	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-10-17	0.000000	9.232572	9.323316	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-10-18	0.000000	9.234504	9.361549	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-10-18	0.000000	9.234504	9.361549	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-10-19	0.000000	9.238922	9.370267	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-10-19	0.000000	9.238922	9.370267	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-10-22	0.000000	9.247957	9.410530	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-10-22	0.000000	9.247957	9.410530	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-10-23	0.000000	9.296620	9.451461	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-10-23	0.000000	9.296620	9.451461	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-10-24	0.000000	9.271387	9.442857	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-10-24	0.000000	9.271387	9.442857	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-10-25	0.000000	9.291605	9.467365	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-10-25	0.000000	9.291605	9.467365	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-10-26	0.000000	9.272472	9.455558	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-10-26	0.000000	9.272472	9.455558	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-10-30	0.000000	9.301300	9.487704	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-10-30	0.000000	9.301300	9.487704	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-10-31	0.000000	9.271731	9.430188	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-10-31	0.000000	9.271731	9.430188	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-11-01	0.000000	9.267169	9.404898	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-11-01	0.000000	9.267169	9.404898	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-11-02	0.000000	9.290852	9.470776	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-11-02	0.000000	9.290852	9.470776	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-11-03	0.000000	9.293005	9.457521	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-11-03	0.000000	9.293005	9.457521	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-11-06	0.000000	9.304972	9.487704	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-11-06	0.000000	9.304972	9.487704	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-11-07	0.000000	9.307249	9.511546	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-11-07	0.000000	9.307249	9.511546	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-11-08	0.000000	9.304470	9.464317	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-11-08	0.000000	9.304470	9.464317	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-11-09	0.000000	9.280777	9.439678	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-11-09	0.000000	9.280777	9.439678	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-11-10	0.000000	9.278655	9.269261	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-11-10	0.000000	9.278655	9.269261	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-11-13	0.000000	9.276933	9.269947	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-11-13	0.000000	9.276933	9.269947	0.000000	0	0	0	10180.37	0.000000	10360.89
2017-11-14	0.000000	9.273820	9.409930	0.000000	0	1	sell	10180.37	9.273820	10370.17
2017-11-14	0.000000	9.274729	9.410839	0.000000	0	0	close	10189.62	0.000000	10379.42
2017-11-15	0.000000	9.279091	9.429087	0.000000	0	0	0	10189.62	0.000000	10379.42
2017-11-15	0.000000	9.279091	9.429087	0.000000	0	0	0	10189.62	0.000000	10379.42
2017-11-20	0.000000	9.244952	9.395263	0.000000	0	0	0	10189.62	0.000000	10379.42
2017-11-20	0.000000	9.244952	9.395263	0.000000	0	0	0	10189.62	0.000000	10379.42
2017-11-21	0.000000	9.232765	9.323113	0.000000	0	0	0	10189.62	0.000000	10379.42
2017-11-21	0.000000	9.232765	9.323113	0.000000	0	0	0	10189.62	0.000000	10379.42
2017-11-22	0.000000	9.235610	9.342735	0.000000	0	0	0	10189.62	0.000000	10379.42
2017-11-22	0.000000	9.235610	9.342735	0.000000	0	0	0	10189.62	0.000000	10379.42
2017-11-23	9.229127	0.000000	9.313938	0.000000	0	0	0	10189.62	0.000000	10379.42
2017-11-23	9.229127	0.000000	9.313938	0.000000	0	0	0	10189.62	0.000000	10379.42
2017-11-24	9.230318	0.000000	9.261250	0.000000	0	0	buy	10189.62	0.000000	10379.42
2017-11-24	9.230318	0.000000	9.261250	0.000000	0	0	close	10189.62	0.000000	10379.42
2017-11-27	9.229231	0.000000	9.271894	0.000000	0	1	sell	10189.62	0.000000	10379.42
2017-11-27	9.229231	0.000000	9.271894	0.000000	0	0	close	10189.62	0.000000	10379.42
2017-11-28	9.235127	0.000000	9.278309	0.000000	0	0	0	10189.62	0.000000	10379.42
2017-11-28	9.235127	0.000000	9.278309	0.000000	0	0	0	10189.62	0.000000	10379.42
2017-11-29	9.232061	0.000000	9.261863	0.000000	0	0	0	10189.62	0.000000	10379.42
2017-11-29	9.232061	0.000000	9.261863	0.000000	0	0	0	10189.62	0.000000	10379.42
2017-11-30	9.229125	0.000000	9.302482	0.000000	0	0	0	10189.62	0.000000	10379.42
2017-11-30	9.229125	0.000000	9.302482	0.000000	0	0	0	10189.62	0.000000	10379.42
2017-12-01	0.000000	9.230832	9.322698	0.000000	0	0	0	10189.62	0.000000	10379.42
2017-12-01	0.000000	9.230832	9.322698	0.000000	0	0	0	10189.62	0.000000	10379.42
2017-12-04	0.000000	9.229985	9.356771	0.000000	0	0	0	10189.62	0.000000	10379.42
2017-12-04	0.000000	9.229985	9.356771	0.000000	0	0	0	10189.62	0.000000	10379.42
2017-12-05	0.000000	9.258573	9.374066	0.000000	0	0	0	10189.62	0.000000	10379.42
2017-12-05	0.000000	9.258573	9.374066	0.000000	0	0	0	10189.62	0.000000	10379.42
2017-12-06	0.000000	9.240682	9.346398	0.000000	0	0	0	10189.62	0.000000	10379.42
2017-12-06	0.000000	9.240682	9.346398	0.000000	0	0	0	10189.62	0.000000	10379.42
2017-12-07	0.000000	9.235086	9.346248	0.000000	0	0	0	10189.62	0.000000	10379.42
2017-12-07	0.000000	9.235086	9.346248	0.000000	0	0	0	10189.62	0.000000	10379.42
2017-12-08	0.000000	9.243544	9.405212	0.000000	0	0	buy	10189.62	0.000000	10379.42
2017-12-08	0.000000	9.243544	9.405212	0.000000	0	0	close	10189.62	0.000000	10379.42
2017-12-11	0.000000	9.272296	9.428214	0.000000	0	0	0	10189.62	0.000000	10379.42
2017-12-11	0.000000	9.272296	9.428214	0.000000	0	0	0	10189.62	0.000000	10379.42
2017-12-12	0.000000	9.271174	9.403431	0.000000	0	0	buy	10189.62	0.000000	10379.42
2017-12-12	0.000000	9.271174	9.403431	0.000000	0	0	close	10189.62	0.000000	10379.42
2017-12-13	0.000000	9.291242	9.404025	0.000000	0	0	sell	10189.62	0.000000	10379.42
2017-12-13	0.000000	9.291242	9.404025	0.000000	0	0	close	10189.62	0.000000	10379.42
2017-12-14	0.000000	9.267193	9.403940	0.000000	0	0	0	10189.62	0.000000	10379.42
2017-12-14	0.000000	9.267193	9.403940	0.000000	0	0	0	10189.62	0.000000	10379.42
2017-12-15	0.000000	9.244738	9.402923	0.000000	0	0	0	10189.62	0.000000	10379.42
2017-12-15	0.000000	9.244738	9.402923	0.000000	0	0	0	10189.62	0.000000	10379.42
2017-12-18	0.000000	9.236744	9.328791	0.000000	0	0	0	10189.62	0.000000	10379.42
2017-12-18	0.000000	9.236744	9.328791	0.000000	0	0	0	10189.62	0.000000	10379.42
2017-12-19	0.000000	9.239479	9.344375	0.000000	0	0	buy	10189.62	0.000000	10379.42
2017-12-19	0.000000	9.239479	9.344375	0.000000	0	0	close	10189.62	0.000000	10379.42
2017-12-20	0.000000	9.246905	9.364976	0.000000	0	0	0	10189.62	0.000000	10379.42
2017-12-20	0.000000	9.246905	9.364976	0.000000	0	0	0	10189.62	0.000000	10379.42
2017-12-21	0.000000	9.260282	9.389266	0.000000	0	0	0	10189.62	0.000000	10379.42
2017-12-21	0.000000	9.260282	9.389266	0.000000	0	0	0	10189.62	0.000000	10379.42
2017-12-22	0.000000	9.278204	9.405977	0.000000	0	0	0	10189.62	0.000000	10379.42
2017-12-22	0.000000	9.278204	9.405977	0.000000	0	0	0	10189.62	0.000000	10379.42
2017-12-26	0.000000	9.272198	9.400557	0.000000	0	0	0	10189.62	0.000000	10379.42
2017-12-26	0.000000	9.272198	9.400557	0.000000	0	0	0	10189.62	0.000000	10379.42
2017-12-27	0.000000	9.277325	9.400304	0.000000	0	0	0	10189.62	0.000000	10379.42
2017-12-27	0.000000	9.277325	9.400304	0.000000	0	0	0	10189.62	0.000000	10379.42
2017-12-28	0.000000	9.277428	9.400051	0.000000	0	0	sell	10189.62	0.000000	10379.42
2017-12-28	0.000000	9.277428	9.400051	0.000000	0	0	close	10189.62	0.000000	10379.42
2017-12-29	0.000000	9.252669	9.399714	0.000000	0	0	0	10189.62	0.000000	10379.42
2017-12-29	0.000000	9.252669	9.399714	0.000000	0	0	0	10189.62	0.000000	10379.42
2018-01-01	0.000000	9.249483	9.357390	0.000000	0	0	0	10189.62	0.000000	10379.42
2018-01-01	0.000000	9.249483	9.357390	0.000000	0	0	0	10189.62	0.000000	10379.42
2018-01-02	0.000000	9.252892	9.398451	0.000000	0	0	0	10189.62	0.000000	10379.42
2018-01-02	0.000000	9.252892	9.398451	0.000000	0	0	0	10189.62	0.000000	10379.42
2018-01-03	0.000000	9.234639	9.398031	0.000000	0	0	0	10189.62	0.000000	10379.42
2018-01-03	0.000000	9.234639	9.398031	0.000000	0	0	0	10189.62	0.000000	10379.42
2018-01-04	0.000000	9.241268	9.321043	0.000000	0	0	0	10189.62	0.000000	10379.42
2018-01-04	0.000000	9.241268	9.321043	0.000000	0	0	0	10189.62	0.000000	10379.42
2018-01-05	0.000000	9.245352	9.352846	0.000000	0	0	0	10189.62	0.000000	10379.42
2018-01-05	0.000000	9.245352	9.352846	0.000000	0	0	0	10189.62	0.000000	10379.42
2018-01-08	0.000000	9.248831	9.396939	0.000000	0	0	0	10189.62	0.000000	10379.42
2018-01-08	0.000000	9.248831	9.396939	0.000000	0	0	0	10189.62	0.000000	10379.42
2018-01-09	0.000000	9.249448	9.397023	0.000000	0	0	0	10189.62	0.000000	10379.42
2018-01-09	0.000000	9.249448	9.397023	0.000000	0	0	0	10189.62	0.000000	10379.42
2018-01-10	0.000000	9.242256	9.373422	0.000000	0	0	0	10189.62	0.000000	10379.42
2018-01-10	0.000000	9.242256	9.373422	0.000000	0	0	0	10189.62	0.000000	10379.42
2018-01-11	9.229644	0.000000	9.340292	0.000000	0	0	0	10189.62	0.000000	10379.42
2018-01-11	9.229644	0.000000	9.340292	0.000000	0	0	0	10189.62	0.000000	10379.42
2018-01-12	9.229307	0.000000	9.278415	0.000000	0	0	0	10189.62	0.000000	10379.42
2018-01-12	9.229307	0.000000	9.278415	0.000000	0	0	0	10189.62	0.000000	10379.42
2018-01-15	9.230743	0.000000	9.335462	0.000000	0	0	0	10189.62	0.000000	10379.42
2018-01-15	9.230743	0.000000	9.335462	0.000000	0	0	0	10189.62	0.000000	10379.42
2018-01-16	9.241517	0.000000	9.251699	0.000000	0	0	0	10189.62	0.000000	10379.42
2018-01-16	9.241517	0.000000	9.251699	0.000000	0	0	0	10189.62	0.000000	10379.42
2018-01-17	9.236325	0.000000	9.246876	0.000000	1	0	buy	10189.62	9.236325	10388.66
2018-01-17	9.237229	0.000000	9.247780	0.000000	0	0	close	10198.84	0.000000	10397.88
2018-01-18	9.252991	0.000000	9.243545	0.000000	0	0	0	10198.84	0.000000	10397.88
2018-01-18	9.252991	0.000000	9.243545	0.000000	0	0	0	10198.84	0.000000	10397.88
2018-01-19	9.235675	0.000000	9.273497	0.000000	0	0	0	10198.84	0.000000	10397.88
2018-01-19	9.235675	0.000000	9.273497	0.000000	0	0	0	10198.84	0.000000	10397.88
2018-01-22	9.244986	0.000000	9.248985	0.000000	0	0	buy	10198.84	0.000000	10397.88
2018-01-22	9.244986	0.000000	9.248985	0.000000	0	0	close	10198.84	0.000000	10397.88
2018-01-23	9.236478	0.000000	9.254333	0.000000	0	0	0	10198.84	0.000000	10397.88
2018-01-23	9.236478	0.000000	9.254333	0.000000	0	0	0	10198.84	0.000000	10397.88
2018-01-24	9.251020	0.000000	9.255026	0.000000	0	0	0	10198.84	0.000000	10397.88
2018-01-24	9.251020	0.000000	9.255026	0.000000	0	0	0	10198.84	0.000000	10397.88
2018-01-25	9.326841	0.000000	9.231161	0.000000	1	0	buy	10198.84	9.326841	10407.20
2018-01-25	9.327753	0.000000	9.232073	0.000000	0	0	close	10208.15	0.000000	10416.51
2018-01-26	9.334591	0.000000	0.000000	9.234978	0	0	0	10208.15	0.000000	10416.51
2018-01-26	9.334591	0.000000	0.000000	9.234978	0	0	0	10208.15	0.000000	10416.51
2018-01-29	9.371958	0.000000	0.000000	9.231193	0	0	0	10208.15	0.000000	10416.51
2018-01-29	9.371958	0.000000	0.000000	9.231193	0	0	0	10208.15	0.000000	10416.51
2018-01-30	9.338217	0.000000	0.000000	9.242292	0	0	0	10208.15	0.000000	10416.51
2018-01-30	9.338217	0.000000	0.000000	9.242292	0	0	0	10208.15	0.000000	10416.51
2018-01-31	9.349287	0.000000	0.000000	9.237115	0	0	0	10208.15	0.000000	10416.51
2018-01-31	9.349287	0.000000	0.000000	9.237115	0	0	0	10208.15	0.000000	10416.51
2018-02-01	9.328719	0.000000	9.261642	0.000000	0	0	0	10208.15	0.000000	10416.51
2018-02-01	9.328719	0.000000	9.261642	0.000000	0	0	0	10208.15	0.000000	10416.51
2018-02-02	9.297331	0.000000	0.000000	9.232229	0	0	buy	10208.15	0.000000	10416.51
2018-02-02	9.297331	0.000000	0.000000	9.232229	0	0	close	10208.15	0.000000	10416.51
2018-02-05	9.288594	0.000000	9.239037	0.000000	0	0	0	10208.15	0.000000	10416.51
2018-02-05	9.288594	0.000000	9.239037	0.000000	0	0	0	10208.15	0.000000	10416.51
2018-02-06	9.271748	0.000000	9.234080	0.000000	0	0	0	10208.15	0.000000	10416.51
2018-02-06	9.271748	0.000000	9.234080	0.000000	0	0	0	10208.15	0.000000	10416.51
2018-02-07	9.347440	0.000000	0.000000	9.232220	0	0	0	10208.15	0.000000	10416.51
2018-02-07	9.347440	0.000000	0.000000	9.232220	0	0	0	10208.15	0.000000	10416.51
2018-02-08	9.303976	0.000000	0.000000	9.231723	0	0	0	10208.15	0.000000	10416.51
2018-02-08	9.303976	0.000000	0.000000	9.231723	0	0	0	10208.15	0.000000	10416.51
2018-02-09	9.313452	0.000000	0.000000	9.232916	0	0	0	10208.15	0.000000	10416.51
2018-02-09	9.313452	0.000000	0.000000	9.232916	0	0	0	10208.15	0.000000	10416.51
2018-02-12	9.339364	0.000000	0.000000	9.238437	0	0	0	10208.15	0.000000	10416.51
2018-02-12	9.339364	0.000000	0.000000	9.238437	0	0	0	10208.15	0.000000	10416.51
2018-02-13	9.346410	0.000000	9.251527	0.000000	0	0	0	10208.15	0.000000	10416.51
2018-02-13	9.346410	0.000000	9.251527	0.000000	0	0	0	10208.15	0.000000	10416.51
2018-02-14	9.441473	0.000000	9.253811	0.000000	0	0	0	10208.15	0.000000	10416.51
2018-02-14	9.441473	0.000000	9.253811	0.000000	0	0	0	10208.15	0.000000	10416.51
2018-02-15	9.498299	0.000000	0.000000	9.292764	0	0	0	10208.15	0.000000	10416.51
2018-02-15	9.498299	0.000000	0.000000	9.292764	0	0	0	10208.15	0.000000	10416.51
2018-02-16	9.551464	0.000000	0.000000	9.350767	0	0	0	10208.15	0.000000	10416.51
2018-02-16	9.551464	0.000000	0.000000	9.350767	0	0	0	10208.15	0.000000	10416.51
2018-02-19	9.592412	0.000000	0.000000	9.432637	0	0	0	10208.15	0.000000	10416.51
2018-02-19	9.592412	0.000000	0.000000	9.432637	0	0	0	10208.15	0.000000	10416.51
2018-02-20	9.540646	0.000000	0.000000	9.372979	0	0	0	10208.15	0.000000	10416.51
2018-02-20	9.540646	0.000000	0.000000	9.372979	0	0	0	10208.15	0.000000	10416.51
2018-02-21	9.496613	0.000000	0.000000	9.311851	0	0	0	10208.15	0.000000	10416.51
2018-02-21	9.496613	0.000000	0.000000	9.311851	0	0	0	10208.15	0.000000	10416.51
2018-02-22	9.429154	0.000000	0.000000	9.286033	0	0	sell	10208.15	0.000000	10416.51
2018-02-22	9.429154	0.000000	0.000000	9.286033	0	0	close	10208.15	0.000000	10416.51
2018-02-23	9.494307	0.000000	0.000000	9.293997	0	0	0	10208.15	0.000000	10416.51
2018-02-23	9.494307	0.000000	0.000000	9.293997	0	0	0	10208.15	0.000000	10416.51
2018-02-26	9.503624	0.000000	0.000000	9.350162	0	0	0	10208.15	0.000000	10416.51
2018-02-26	9.503624	0.000000	0.000000	9.350162	0	0	0	10208.15	0.000000	10416.51
2018-02-27	9.516936	0.000000	0.000000	9.342687	0	0	0	10208.15	0.000000	10416.51
2018-02-27	9.516936	0.000000	0.000000	9.342687	0	0	0	10208.15	0.000000	10416.51
2018-02-28	9.474831	0.000000	0.000000	9.297455	0	0	0	10208.15	0.000000	10416.51
2018-02-28	9.474831	0.000000	0.000000	9.297455	0	0	0	10208.15	0.000000	10416.51
2018-03-01	9.504335	0.000000	0.000000	9.307968	0	0	sell	10208.15	0.000000	10416.51
2018-03-01	9.504335	0.000000	0.000000	9.307968	0	0	close	10208.15	0.000000	10416.51
2018-03-02	9.504601	0.000000	0.000000	9.338067	0	0	0	10208.15	0.000000	10416.51
2018-03-02	9.504601	0.000000	0.000000	9.338067	0	0	0	10208.15	0.000000	10416.51
2018-03-05	9.634430	0.000000	0.000000	9.232534	0	0	0	10208.15	0.000000	10416.51
2018-03-05	9.634430	0.000000	0.000000	9.232534	0	0	0	10208.15	0.000000	10416.51
2018-03-06	0.000000	9.241953	0.000000	9.230995	0	0	0	10208.15	0.000000	10416.51
2018-03-06	0.000000	9.241953	0.000000	9.230995	0	0	0	10208.15	0.000000	10416.51
2018-03-07	0.000000	9.241927	9.231051	0.000000	0	0	0	10208.15	0.000000	10416.51
2018-03-07	0.000000	9.241927	9.231051	0.000000	0	0	0	10208.15	0.000000	10416.51
2018-03-08	0.000000	9.241749	0.000000	9.231744	0	0	0	10208.15	0.000000	10416.51
2018-03-08	0.000000	9.241749	0.000000	9.231744	0	0	0	10208.15	0.000000	10416.51
2018-03-09	0.000000	9.241571	9.230983	0.000000	0	0	0	10208.15	0.000000	10416.51
2018-03-09	0.000000	9.241571	9.230983	0.000000	0	0	0	10208.15	0.000000	10416.51
2018-03-12	0.000000	9.241471	9.233927	0.000000	0	0	0	10208.15	0.000000	10416.51
2018-03-12	0.000000	9.241471	9.233927	0.000000	0	0	0	10208.15	0.000000	10416.51
2018-03-13	0.000000	9.241295	0.000000	9.368123	0	0	0	10208.15	0.000000	10416.51
2018-03-13	0.000000	9.241295	0.000000	9.368123	0	0	0	10208.15	0.000000	10416.51
2018-03-14	0.000000	9.241271	0.000000	9.329394	0	0	0	10208.15	0.000000	10416.51
2018-03-14	0.000000	9.241271	0.000000	9.329394	0	0	0	10208.15	0.000000	10416.51
2018-03-15	0.000000	9.241196	0.000000	9.231627	0	0	0	10208.15	0.000000	10416.51
2018-03-15	0.000000	9.241196	0.000000	9.231627	0	0	0	10208.15	0.000000	10416.51
2018-03-16	0.000000	9.241097	0.000000	9.230941	0	0	0	10208.15	0.000000	10416.51
2018-03-16	0.000000	9.241097	0.000000	9.230941	0	0	0	10208.15	0.000000	10416.51
2018-03-19	0.000000	9.240827	0.000000	9.402613	0	0	0	10208.15	0.000000	10416.51
2018-03-19	0.000000	9.240827	0.000000	9.402613	0	0	0	10208.15	0.000000	10416.51
2018-03-20	0.000000	9.239600	0.000000	9.420293	0	0	0	10208.15	0.000000	10416.51
2018-03-20	0.000000	9.239600	0.000000	9.420293	0	0	0	10208.15	0.000000	10416.51
2018-03-21	0.000000	9.239600	0.000000	9.377402	0	0	0	10208.15	0.000000	10416.51
2018-03-21	0.000000	9.239600	0.000000	9.377402	0	0	0	10208.15	0.000000	10416.51
2018-03-22	0.000000	9.239900	0.000000	9.389332	0	0	0	10208.15	0.000000	10416.51
2018-03-22	0.000000	9.239900	0.000000	9.389332	0	0	0	10208.15	0.000000	10416.51
2018-03-23	0.000000	9.240016	0.000000	9.450973	0	0	0	10208.15	0.000000	10416.51
2018-03-23	0.000000	9.240016	0.000000	9.450973	0	0	0	10208.15	0.000000	10416.51
2018-03-25	0.000000	9.240039	0.000000	9.500436	0	0	0	10208.15	0.000000	10416.51
2018-03-25	0.000000	9.240039	0.000000	9.500436	0	0	0	10208.15	0.000000	10416.51
2018-03-26	0.000000	9.240133	0.000000	9.494566	0	0	0	10208.15	0.000000	10416.51
2018-03-26	0.000000	9.240133	0.000000	9.494566	0	0	0	10208.15	0.000000	10416.51
2018-03-27	9.596493	0.000000	0.000000	9.431850	0	1	sell	10208.15	0.000000	10416.51
2018-03-27	9.596493	0.000000	0.000000	9.431850	0	0	close	10208.15	0.000000	10416.51
2018-03-28	0.000000	9.240180	0.000000	9.403204	0	0	0	10208.15	0.000000	10416.51
2018-03-28	0.000000	9.240180	0.000000	9.403204	0	0	0	10208.15	0.000000	10416.51
2018-03-29	0.000000	9.240251	0.000000	9.353122	0	0	0	10208.15	0.000000	10416.51
2018-03-29	0.000000	9.240251	0.000000	9.353122	0	0	0	10208.15	0.000000	10416.51
2018-04-01	9.547600	0.000000	0.000000	9.404641	1	0	buy	10208.15	9.547600	10426.06
2018-04-01	9.548533	0.000000	0.000000	9.405574	0	0	close	10217.67	0.000000	10435.59
2018-04-02	0.000000	9.241255	0.000000	9.390017	0	0	0	10217.67	0.000000	10435.59
2018-04-02	0.000000	9.241255	0.000000	9.390017	0	0	0	10217.67	0.000000	10435.59
2018-04-03	0.000000	9.241255	0.000000	9.391671	0	0	0	10217.67	0.000000	10435.59
2018-04-03	0.000000	9.241255	0.000000	9.391671	0	0	0	10217.67	0.000000	10435.59
2018-04-04	0.000000	9.241326	0.000000	9.381901	0	0	0	10217.67	0.000000	10435.59
2018-04-04	0.000000	9.241326	0.000000	9.381901	0	0	0	10217.67	0.000000	10435.59
2018-04-05	9.490363	0.000000	0.000000	9.306798	0	0	0	10217.67	0.000000	10435.59
2018-04-05	9.490363	0.000000	0.000000	9.306798	0	0	0	10217.67	0.000000	10435.59
2018-04-08	9.469855	0.000000	0.000000	9.323575	0	0	0	10217.67	0.000000	10435.59
2018-04-08	9.469855	0.000000	0.000000	9.323575	0	0	0	10217.67	0.000000	10435.59
2018-04-09	9.483985	0.000000	0.000000	9.340678	0	0	0	10217.67	0.000000	10435.59
2018-04-09	9.483985	0.000000	0.000000	9.340678	0	0	0	10217.67	0.000000	10435.59
2018-04-10	9.495683	0.000000	0.000000	9.322137	0	0	0	10217.67	0.000000	10435.59
2018-04-10	9.495683	0.000000	0.000000	9.322137	0	0	0	10217.67	0.000000	10435.59
2018-04-11	0.000000	9.241518	0.000000	9.349361	0	0	0	10217.67	0.000000	10435.59
2018-04-11	0.000000	9.241518	0.000000	9.349361	0	0	0	10217.67	0.000000	10435.59
2018-04-12	9.486553	0.000000	9.239548	0.000000	0	0	0	10217.67	0.000000	10435.59
2018-04-12	9.486553	0.000000	9.239548	0.000000	0	0	0	10217.67	0.000000	10435.59
2018-04-15	9.440761	0.000000	9.240014	0.000000	1	0	buy	10217.67	9.440761	10445.03
2018-04-15	9.441683	0.000000	9.240936	0.000000	0	0	close	10227.09	0.000000	10454.45
2018-04-16	9.458832	0.000000	0.000000	9.319000	0	0	0	10227.09	0.000000	10454.45
2018-04-16	9.458832	0.000000	0.000000	9.319000	0	0	0	10227.09	0.000000	10454.45
2018-04-17	0.000000	9.242463	0.000000	9.342112	0	0	0	10227.09	0.000000	10454.45
2018-04-17	0.000000	9.242463	0.000000	9.342112	0	0	0	10227.09	0.000000	10454.45
2018-04-18	9.481456	0.000000	9.238509	0.000000	0	0	0	10227.09	0.000000	10454.45
2018-04-18	9.481456	0.000000	9.238509	0.000000	0	0	0	10227.09	0.000000	10454.45
2018-04-19	0.000000	9.242512	0.000000	9.320885	0	0	0	10227.09	0.000000	10454.45
2018-04-19	0.000000	9.242512	0.000000	9.320885	0	0	0	10227.09	0.000000	10454.45
2018-04-22	0.000000	9.242536	0.000000	9.296857	0	0	0	10227.09	0.000000	10454.45
2018-04-22	0.000000	9.242536	0.000000	9.296857	0	0	0	10227.09	0.000000	10454.45
2018-04-23	9.407675	0.000000	0.000000	9.254485	0	0	0	10227.09	0.000000	10454.45
2018-04-23	9.407675	0.000000	0.000000	9.254485	0	0	0	10227.09	0.000000	10454.45
2018-04-24	9.330712	0.000000	9.262438	0.000000	0	0	sell	10227.09	0.000000	10454.45
2018-04-24	9.330712	0.000000	9.262438	0.000000	0	0	close	10227.09	0.000000	10454.45
2018-04-25	9.326459	0.000000	0.000000	9.236550	0	0	0	10227.09	0.000000	10454.45
2018-04-25	9.326459	0.000000	0.000000	9.236550	0	0	0	10227.09	0.000000	10454.45
2018-04-26	9.304908	0.000000	0.000000	9.236489	0	0	0	10227.09	0.000000	10454.45
2018-04-26	9.304908	0.000000	0.000000	9.236489	0	0	0	10227.09	0.000000	10454.45
2018-04-29	9.308623	0.000000	0.000000	9.235230	0	0	0	10227.09	0.000000	10454.45
2018-04-29	9.308623	0.000000	0.000000	9.235230	0	0	0	10227.09	0.000000	10454.45
2018-04-30	9.313181	0.000000	9.262228	0.000000	0	0	0	10227.09	0.000000	10454.45
2018-04-30	9.313181	0.000000	9.262228	0.000000	0	0	0	10227.09	0.000000	10454.45
2018-05-01	9.294406	0.000000	0.000000	9.232851	0	0	buy	10227.09	0.000000	10454.45
2018-05-01	9.294406	0.000000	0.000000	9.232851	0	0	close	10227.09	0.000000	10454.45
2018-05-02	9.270272	0.000000	9.232933	0.000000	0	0	0	10227.09	0.000000	10454.45
2018-05-02	9.270272	0.000000	9.232933	0.000000	0	0	0	10227.09	0.000000	10454.45
2018-05-03	9.325983	0.000000	0.000000	9.232927	0	0	sell	10227.09	0.000000	10454.45
2018-05-03	9.325983	0.000000	0.000000	9.232927	0	0	close	10227.09	0.000000	10454.45
2018-05-06	9.335739	0.000000	0.000000	9.242315	0	0	buy	10227.09	0.000000	10454.45
2018-05-06	9.335739	0.000000	0.000000	9.242315	0	0	close	10227.09	0.000000	10454.45
2018-05-07	0.000000	9.242584	0.000000	9.236912	0	0	0	10227.09	0.000000	10454.45
2018-05-07	0.000000	9.242584	0.000000	9.236912	0	0	0	10227.09	0.000000	10454.45
2018-05-08	0.000000	9.242584	0.000000	9.239760	0	0	0	10227.09	0.000000	10454.45
2018-05-08	0.000000	9.242584	0.000000	9.239760	0	0	0	10227.09	0.000000	10454.45
2018-05-09	9.312478	0.000000	0.000000	9.232829	0	0	buy	10227.09	0.000000	10454.45
2018-05-09	9.312478	0.000000	0.000000	9.232829	0	0	close	10227.09	0.000000	10454.45
2018-05-10	9.293606	0.000000	9.232799	0.000000	0	0	0	10227.09	0.000000	10454.45
2018-05-10	9.293606	0.000000	9.232799	0.000000	0	0	0	10227.09	0.000000	10454.45
2018-05-13	9.303444	0.000000	0.000000	9.236234	0	0	0	10227.09	0.000000	10454.45
2018-05-13	9.303444	0.000000	0.000000	9.236234	0	0	0	10227.09	0.000000	10454.45
2018-05-14	9.301932	0.000000	0.000000	9.233755	0	0	0	10227.09	0.000000	10454.45
2018-05-14	9.301932	0.000000	0.000000	9.233755	0	0	0	10227.09	0.000000	10454.45
2018-05-15	9.276025	0.000000	9.236646	0.000000	0	0	0	10227.09	0.000000	10454.45
2018-05-15	9.276025	0.000000	9.236646	0.000000	0	0	0	10227.09	0.000000	10454.45
2018-05-16	9.264130	0.000000	9.235050	0.000000	0	0	0	10227.09	0.000000	10454.45
2018-05-16	9.264130	0.000000	9.235050	0.000000	0	0	0	10227.09	0.000000	10454.45
2018-05-17	9.259241	0.000000	9.245070	0.000000	0	0	0	10227.09	0.000000	10454.45
2018-05-17	9.259241	0.000000	9.245070	0.000000	0	0	0	10227.09	0.000000	10454.45
2018-05-20	9.241992	0.000000	9.252299	0.000000	0	0	0	10227.09	0.000000	10454.45
2018-05-20	9.241992	0.000000	9.252299	0.000000	0	0	0	10227.09	0.000000	10454.45
2018-05-21	9.237171	0.000000	9.264659	0.000000	1	0	buy	10227.09	9.237171	10463.68
2018-05-21	9.238072	0.000000	9.265560	0.000000	0	0	close	10236.31	0.000000	10472.90
2018-05-22	9.240125	0.000000	9.256344	0.000000	0	0	0	10236.31	0.000000	10472.90
2018-05-22	9.240125	0.000000	9.256344	0.000000	0	0	0	10236.31	0.000000	10472.90
2018-05-23	9.287992	0.000000	9.245534	0.000000	0	0	sell	10236.31	0.000000	10472.90
2018-05-23	9.287992	0.000000	9.245534	0.000000	0	0	close	10236.31	0.000000	10472.90
2018-05-24	9.318419	0.000000	0.000000	9.233878	0	0	0	10236.31	0.000000	10472.90
2018-05-24	9.318419	0.000000	0.000000	9.233878	0	0	0	10236.31	0.000000	10472.90
2018-05-27	9.307967	0.000000	0.000000	9.234356	0	0	0	10236.31	0.000000	10472.90
2018-05-27	9.307967	0.000000	0.000000	9.234356	0	0	0	10236.31	0.000000	10472.90
2018-05-28	9.299024	0.000000	0.000000	9.234216	0	0	0	10236.31	0.000000	10472.90
2018-05-28	9.299024	0.000000	0.000000	9.234216	0	0	0	10236.31	0.000000	10472.90
2018-05-29	9.356590	0.000000	0.000000	9.240009	0	0	sell	10236.31	0.000000	10472.90
2018-05-29	9.356590	0.000000	0.000000	9.240009	0	0	close	10236.31	0.000000	10472.90
2018-05-30	9.348431	0.000000	0.000000	9.246636	0	0	0	10236.31	0.000000	10472.90
2018-05-30	9.348431	0.000000	0.000000	9.246636	0	0	0	10236.31	0.000000	10472.90
2018-05-31	9.359075	0.000000	0.000000	9.247968	0	0	0	10236.31	0.000000	10472.90
2018-05-31	9.359075	0.000000	0.000000	9.247968	0	0	0	10236.31	0.000000	10472.90
2018-06-03	9.327972	0.000000	0.000000	9.233778	0	0	0	10236.31	0.000000	10472.90
2018-06-03	9.327972	0.000000	0.000000	9.233778	0	0	0	10236.31	0.000000	10472.90
2018-06-04	9.292749	0.000000	0.000000	9.233728	0	0	0	10236.31	0.000000	10472.90
2018-06-04	9.292749	0.000000	0.000000	9.233728	0	0	0	10236.31	0.000000	10472.90
2018-06-05	9.283829	0.000000	9.234642	0.000000	0	0	0	10236.31	0.000000	10472.90
2018-06-05	9.283829	0.000000	9.234642	0.000000	0	0	0	10236.31	0.000000	10472.90
2018-06-06	9.272611	0.000000	9.235134	0.000000	0	0	0	10236.31	0.000000	10472.90
2018-06-06	9.272611	0.000000	9.235134	0.000000	0	0	0	10236.31	0.000000	10472.90
2018-06-07	9.269940	0.000000	9.279905	0.000000	0	0	0	10236.31	0.000000	10472.90
2018-06-07	9.269940	0.000000	9.279905	0.000000	0	0	0	10236.31	0.000000	10472.90
2018-06-10	9.312423	0.000000	0.000000	9.233913	0	0	0	10236.31	0.000000	10472.90
2018-06-10	9.312423	0.000000	0.000000	9.233913	0	0	0	10236.31	0.000000	10472.90
2018-06-11	9.290239	0.000000	9.234035	0.000000	0	0	0	10236.31	0.000000	10472.90
2018-06-11	9.290239	0.000000	9.234035	0.000000	0	0	0	10236.31	0.000000	10472.90
2018-06-12	9.257919	0.000000	9.285125	0.000000	0	0	0	10236.31	0.000000	10472.90
2018-06-12	9.257919	0.000000	9.285125	0.000000	0	0	0	10236.31	0.000000	10472.90
2018-06-13	9.252202	0.000000	9.241657	0.000000	0	0	0	10236.31	0.000000	10472.90
2018-06-13	9.252202	0.000000	9.241657	0.000000	0	0	0	10236.31	0.000000	10472.90
2018-06-14	9.270394	0.000000	9.236519	0.000000	0	0	0	10236.31	0.000000	10472.90
2018-06-14	9.270394	0.000000	9.236519	0.000000	0	0	0	10236.31	0.000000	10472.90
2018-06-17	9.248862	0.000000	9.248784	0.000000	0	0	0	10236.31	0.000000	10472.90
2018-06-17	9.248862	0.000000	9.248784	0.000000	0	0	0	10236.31	0.000000	10472.90
2018-06-18	9.260377	0.000000	9.239467	0.000000	0	0	sell	10236.31	0.000000	10472.90
2018-06-18	9.260377	0.000000	9.239467	0.000000	0	0	close	10236.31	0.000000	10472.90
2018-06-19	9.290793	0.000000	9.234217	0.000000	0	1	sell	10236.31	0.000000	10472.90
2018-06-19	9.290793	0.000000	9.234217	0.000000	0	0	close	10236.31	0.000000	10472.90
2018-06-20	9.234609	0.000000	9.235729	0.000000	0	0	0	10236.31	0.000000	10472.90
2018-06-20	9.234609	0.000000	9.235729	0.000000	0	0	0	10236.31	0.000000	10472.90
2018-06-21	9.266227	0.000000	9.244683	0.000000	0	0	0	10236.31	0.000000	10472.90
2018-06-21	9.266227	0.000000	9.244683	0.000000	0	0	0	10236.31	0.000000	10472.90
2018-06-24	9.272751	0.000000	9.234078	0.000000	0	0	0	10236.31	0.000000	10472.90
2018-06-24	9.272751	0.000000	9.234078	0.000000	0	0	0	10236.31	0.000000	10472.90
2018-06-25	9.292300	0.000000	9.233779	0.000000	0	0	0	10236.31	0.000000	10472.90
2018-06-25	9.292300	0.000000	9.233779	0.000000	0	0	0	10236.31	0.000000	10472.90
2018-06-26	9.280676	0.000000	9.233757	0.000000	0	0	0	10236.31	0.000000	10472.90
2018-06-26	9.280676	0.000000	9.233757	0.000000	0	0	0	10236.31	0.000000	10472.90
2018-06-27	9.293484	0.000000	9.238485	0.000000	0	0	0	10236.31	0.000000	10472.90
2018-06-27	9.293484	0.000000	9.238485	0.000000	0	0	0	10236.31	0.000000	10472.90
2018-06-28	9.264147	0.000000	9.236586	0.000000	0	0	0	10236.31	0.000000	10472.90
2018-06-28	9.264147	0.000000	9.236586	0.000000	0	0	0	10236.31	0.000000	10472.90
2018-07-01	9.270303	0.000000	9.249368	0.000000	0	0	0	10236.31	0.000000	10472.90
2018-07-01	9.270303	0.000000	9.249368	0.000000	0	0	0	10236.31	0.000000	10472.90
2018-07-02	9.246197	0.000000	9.253580	0.000000	0	0	0	10236.31	0.000000	10472.90
2018-07-02	9.246197	0.000000	9.253580	0.000000	0	0	0	10236.31	0.000000	10472.90
2018-07-03	9.249498	0.000000	9.249774	0.000000	0	0	0	10236.31	0.000000	10472.90
2018-07-03	9.249498	0.000000	9.249774	0.000000	0	0	0	10236.31	0.000000	10472.90
2018-07-04	9.263317	0.000000	9.237735	0.000000	0	0	0	10236.31	0.000000	10472.90
2018-07-04	9.263317	0.000000	9.237735	0.000000	0	0	0	10236.31	0.000000	10472.90
2018-07-05	9.252202	0.000000	9.243763	0.000000	0	0	0	10236.31	0.000000	10472.90
2018-07-05	9.252202	0.000000	9.243763	0.000000	0	0	0	10236.31	0.000000	10472.90

Table 5.1.1 : ROI for normal FOREX market.

Graph 5.1.1A : ROI for normal FOREX market. (None)

Graph 5.1.1B : ROI for normal FOREX market. (Mixed Kelly model)

Graph 5.1.1C : ROI for normal FOREX market. (Normal Kelly model)

Graph 5.1.1D : ROI for normal FOREX market. (Adjusted Kelly model 1)

Graph 5.1.1E : ROI for normal FOREX market. (Adjusted Kelly model 2)

Graph 5.1.1F : ROI for normal FOREX market. (Adjusted Kelly model 3)

Graph 5.1.1G : ROI for normal FOREX market. (Adjusted Kelly model 4)

Graph 5.1.1H : ROI for normal FOREX market. (Adjusted Kelly model 5)

Graph 5.1.1G : ROI for normal FOREX market. (Adjusted Kelly model 6)

5.2 Financial Betting Market

sim_staking(pred, financial_bet = TRUE) %>% 
  #mutate(Trans = ifelse(!is.na(Bid), 'sell', 'buy')) %>% 
  dplyr::select(Date, Edge1a, Edge1b, Edge2a, Edge2b, Buy, Sell, Trans, BR, Profit, Bal) %>% 
  kable(caption = 'ROI for Financial Betting Market') %>% 
  kable_styling(bootstrap_options = c('striped', 'hover', 'condensed', 'responsive')) %>%
  scroll_box(width = '100%', height = '400px')

ROI for Financial Betting Market
Date	Edge1b	Edge2a	Buy	Sell	Trans	BR	Profit	Bal
2016-01-05	9.210853	9.210853	0	0	sell	10000.00	0.000000	10000.00
2016-01-05	9.210853	9.210853	0	0	close	10000.00	0.000000	10000.00
2016-01-06	9.210853	9.210853	0	0	0	10000.00	0.000000	10000.00
2016-01-06	9.210853	9.210853	0	0	0	10000.00	0.000000	10000.00
2016-01-07	9.210853	9.210853	0	0	0	10000.00	0.000000	10000.00
2016-01-07	9.210853	9.210853	0	0	0	10000.00	0.000000	10000.00
2016-01-08	9.210853	9.210853	0	0	0	10000.00	0.000000	10000.00
2016-01-08	9.210853	9.210853	0	0	0	10000.00	0.000000	10000.00
2016-01-11	9.210853	9.210853	0	0	0	10000.00	0.000000	10000.00
2016-01-11	9.210853	9.210853	0	0	0	10000.00	0.000000	10000.00
2016-01-12	9.210853	9.210853	0	0	0	10000.00	0.000000	10000.00
2016-01-12	9.210853	9.210853	0	0	0	10000.00	0.000000	10000.00
2016-01-13	9.210853	9.210853	0	0	0	10000.00	0.000000	10000.00
2016-01-13	9.210853	9.210853	0	0	0	10000.00	0.000000	10000.00
2016-01-14	9.210853	9.210853	0	0	0	10000.00	0.000000	10000.00
2016-01-14	9.210853	9.210853	0	0	0	10000.00	0.000000	10000.00
2016-01-15	9.210853	9.210853	0	0	0	10000.00	0.000000	10000.00
2016-01-15	9.210853	9.210853	0	0	0	10000.00	0.000000	10000.00
2016-01-18	9.210853	9.210853	0	0	0	10000.00	0.000000	10000.00
2016-01-18	9.210853	9.210853	0	0	0	10000.00	0.000000	10000.00
2016-01-19	9.210853	9.210853	0	0	0	10000.00	0.000000	10000.00
2016-01-19	9.210853	9.210853	0	0	0	10000.00	0.000000	10000.00
2016-01-20	9.210853	9.210853	0	0	0	10000.00	0.000000	10000.00
2016-01-20	9.210853	9.210853	0	0	0	10000.00	0.000000	10000.00
2016-01-21	9.210853	9.210853	0	0	0	10000.00	0.000000	10000.00
2016-01-21	9.210853	9.210853	0	0	0	10000.00	0.000000	10000.00
2016-01-22	9.210853	9.210853	0	0	0	10000.00	0.000000	10000.00
2016-01-22	9.210853	9.210853	0	0	0	10000.00	0.000000	10000.00
2016-01-25	9.210853	9.210853	0	0	0	10000.00	0.000000	10000.00
2016-01-25	9.210853	9.210853	0	0	0	10000.00	0.000000	10000.00
2016-01-26	9.210853	9.210853	0	0	0	10000.00	0.000000	10000.00
2016-01-26	9.210853	9.210853	0	0	0	10000.00	0.000000	10000.00
2016-01-27	9.210853	9.210853	0	0	0	10000.00	0.000000	10000.00
2016-01-27	9.210853	9.210853	0	0	0	10000.00	0.000000	10000.00
2016-01-28	9.210853	9.210853	0	0	0	10000.00	0.000000	10000.00
2016-01-28	9.210853	9.210853	0	0	0	10000.00	0.000000	10000.00
2016-01-29	9.210853	9.210853	1	0	buy	10000.00	0.000000	10000.00
2016-01-29	9.210853	9.210853	0	0	close	10000.00	0.000000	10000.00
2016-02-01	9.210853	9.210853	0	0	0	10000.00	0.000000	10000.00
2016-02-01	9.210853	9.210853	0	0	0	10000.00	0.000000	10000.00
2016-02-02	9.210853	9.210853	0	1	sell	10000.00	9.210853	10009.21
2016-02-02	9.211774	9.211774	0	0	close	10009.21	0.000000	10018.42
2016-02-08	9.211774	9.211774	0	0	0	10009.21	0.000000	10018.42
2016-02-08	9.211774	9.211774	0	0	0	10009.21	0.000000	10018.42
2016-02-09	9.211774	9.211774	0	0	0	10009.21	0.000000	10018.42
2016-02-09	9.211774	9.211774	0	0	0	10009.21	0.000000	10018.42
2016-02-10	9.211774	9.211774	0	0	0	10009.21	0.000000	10018.42
2016-02-10	9.211774	9.211774	0	0	0	10009.21	0.000000	10018.42
2016-02-11	9.211774	9.211774	0	0	0	10009.21	0.000000	10018.42
2016-02-11	9.211774	9.211774	0	0	0	10009.21	0.000000	10018.42
2016-02-12	9.211774	9.211774	0	0	0	10009.21	0.000000	10018.42
2016-02-12	9.211774	9.211774	0	0	0	10009.21	0.000000	10018.42
2016-02-15	9.211774	9.211774	0	0	0	10009.21	0.000000	10018.42
2016-02-15	9.211774	9.211774	0	0	0	10009.21	0.000000	10018.42
2016-02-16	9.211774	9.211774	0	0	0	10009.21	0.000000	10018.42
2016-02-16	9.211774	9.211774	0	0	0	10009.21	0.000000	10018.42
2016-02-17	9.211774	9.211774	0	0	0	10009.21	0.000000	10018.42
2016-02-17	9.211774	9.211774	0	0	0	10009.21	0.000000	10018.42
2016-02-18	9.211774	9.211774	0	0	0	10009.21	0.000000	10018.42
2016-02-18	9.211774	9.211774	0	0	0	10009.21	0.000000	10018.42
2016-02-22	9.211774	9.211774	0	0	0	10009.21	0.000000	10018.42
2016-02-22	9.211774	9.211774	0	0	0	10009.21	0.000000	10018.42
2016-02-23	9.211774	9.211774	0	0	0	10009.21	0.000000	10018.42
2016-02-23	9.211774	9.211774	0	0	0	10009.21	0.000000	10018.42
2016-02-24	9.211774	9.211774	0	0	sell	10009.21	0.000000	10018.42
2016-02-24	9.211774	9.211774	0	0	close	10009.21	0.000000	10018.42
2016-02-25	9.211774	9.211774	0	0	0	10009.21	0.000000	10018.42
2016-02-25	9.211774	9.211774	0	0	0	10009.21	0.000000	10018.42
2016-02-26	9.211774	9.211774	0	0	0	10009.21	0.000000	10018.42
2016-02-26	9.211774	9.211774	0	0	0	10009.21	0.000000	10018.42
2016-02-29	9.211774	9.211774	0	0	0	10009.21	0.000000	10018.42
2016-02-29	9.211774	9.211774	0	0	0	10009.21	0.000000	10018.42
2016-03-01	9.211774	9.211774	0	0	0	10009.21	0.000000	10018.42
2016-03-01	9.211774	9.211774	0	0	0	10009.21	0.000000	10018.42
2016-03-02	9.211774	9.211774	0	1	sell	10009.21	9.211774	10027.63
2016-03-02	9.212694	9.212694	0	0	close	10018.42	0.000000	10036.84
2016-03-03	9.212694	9.212694	0	0	sell	10018.42	0.000000	10036.84
2016-03-03	9.212694	9.212694	0	0	close	10018.42	0.000000	10036.84
2016-03-04	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-03-04	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-03-07	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-03-07	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-03-08	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-03-08	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-03-09	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-03-09	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-03-10	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-03-10	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-03-11	9.212694	9.212694	1	0	buy	10018.42	0.000000	10036.84
2016-03-11	9.212694	9.212694	0	0	close	10018.42	0.000000	10036.84
2016-03-14	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-03-14	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-03-15	9.212694	9.212694	0	0	sell	10018.42	0.000000	10036.84
2016-03-15	9.212694	9.212694	0	0	close	10018.42	0.000000	10036.84
2016-03-16	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-03-16	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-03-17	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-03-17	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-03-18	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-03-18	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-03-21	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-03-21	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-03-22	9.212694	9.212694	1	0	buy	10018.42	0.000000	10036.84
2016-03-22	9.212694	9.212694	0	0	close	10018.42	0.000000	10036.84
2016-03-23	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-03-23	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-03-24	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-03-24	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-03-25	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-03-25	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-03-27	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-03-27	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-03-28	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-03-28	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-03-29	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-03-29	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-03-30	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-03-30	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-03-31	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-03-31	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-04-03	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-04-03	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-04-04	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-04-04	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-04-05	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-04-05	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-04-06	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-04-06	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-04-07	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-04-07	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-04-10	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-04-10	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-04-11	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-04-11	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-04-12	9.212694	9.212694	0	0	buy	10018.42	0.000000	10036.84
2016-04-12	9.212694	9.212694	0	0	close	10018.42	0.000000	10036.84
2016-04-13	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-04-13	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-04-14	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-04-14	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-04-17	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-04-17	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-04-18	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-04-18	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-04-19	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-04-19	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-04-24	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-04-24	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-04-25	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-04-25	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-04-26	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-04-26	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-04-27	9.212694	9.212694	1	0	buy	10018.42	0.000000	10036.84
2016-04-27	9.212694	9.212694	0	0	close	10018.42	0.000000	10036.84
2016-04-28	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-04-28	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-05-01	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-05-01	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-05-02	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-05-02	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-05-03	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-05-03	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-05-08	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-05-08	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-05-09	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-05-09	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-05-10	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-05-10	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-05-11	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-05-11	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-05-12	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-05-12	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-05-15	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-05-15	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-05-16	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-05-16	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-05-17	9.212694	9.212694	0	0	sell	10018.42	0.000000	10036.84
2016-05-17	9.212694	9.212694	0	0	close	10018.42	0.000000	10036.84
2016-05-18	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-05-18	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-05-19	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-05-19	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-05-22	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-05-22	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-05-23	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-05-23	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-05-24	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-05-24	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-05-25	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-05-25	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-05-26	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-05-26	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-05-29	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-05-29	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-05-30	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-05-30	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-05-31	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-05-31	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-06-01	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-06-01	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-06-02	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-06-02	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-06-05	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-06-05	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-06-06	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-06-06	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-06-07	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-06-07	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-06-08	9.212694	9.212694	0	0	sell	10018.42	0.000000	10036.84
2016-06-08	9.212694	9.212694	0	0	close	10018.42	0.000000	10036.84
2016-06-09	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-06-09	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-06-12	9.212694	9.212694	0	0	sell	10018.42	0.000000	10036.84
2016-06-12	9.212694	9.212694	0	0	close	10018.42	0.000000	10036.84
2016-06-13	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-06-13	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-06-14	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-06-14	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-06-15	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-06-15	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-06-16	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-06-16	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-06-19	9.212694	9.212694	0	1	sell	10018.42	9.212694	10046.06
2016-06-19	9.213613	9.213613	0	0	close	10027.63	0.000000	10055.27
2016-06-20	9.213613	9.213613	0	0	0	10027.63	0.000000	10055.27
2016-06-20	9.213613	9.213613	0	0	0	10027.63	0.000000	10055.27
2016-06-21	9.213613	9.213613	0	0	0	10027.63	0.000000	10055.27
2016-06-21	9.213613	9.213613	0	0	0	10027.63	0.000000	10055.27
2016-06-22	9.213613	9.213613	0	0	0	10027.63	0.000000	10055.27
2016-06-22	9.213613	9.213613	0	0	0	10027.63	0.000000	10055.27
2016-06-23	9.213613	9.213613	0	0	0	10027.63	0.000000	10055.27
2016-06-23	9.213613	9.213613	0	0	0	10027.63	0.000000	10055.27
2016-06-26	9.213613	9.213613	0	0	0	10027.63	0.000000	10055.27
2016-06-26	9.213613	9.213613	0	0	0	10027.63	0.000000	10055.27
2016-06-27	9.213613	9.213613	0	0	0	10027.63	0.000000	10055.27
2016-06-27	9.213613	9.213613	0	0	0	10027.63	0.000000	10055.27
2016-06-28	9.213613	9.213613	0	0	0	10027.63	0.000000	10055.27
2016-06-28	9.213613	9.213613	0	0	0	10027.63	0.000000	10055.27
2016-06-29	9.213613	9.213613	0	0	0	10027.63	0.000000	10055.27
2016-06-29	9.213613	9.213613	0	0	0	10027.63	0.000000	10055.27
2016-06-30	9.213613	9.213613	1	0	buy	10027.63	0.000000	10055.27
2016-06-30	9.213613	9.213613	0	0	close	10027.63	0.000000	10055.27
2016-07-03	9.213613	9.213613	0	0	0	10027.63	0.000000	10055.27
2016-07-03	9.213613	9.213613	0	0	0	10027.63	0.000000	10055.27
2016-07-04	9.213613	9.213613	1	0	buy	10027.63	0.000000	10055.27
2016-07-04	9.213613	9.213613	0	0	close	10027.63	0.000000	10055.27
2016-07-05	9.213613	9.213613	0	0	0	10027.63	0.000000	10055.27
2016-07-05	9.213613	9.213613	0	0	0	10027.63	0.000000	10055.27
2016-07-06	9.213613	9.213613	0	0	0	10027.63	0.000000	10055.27
2016-07-06	9.213613	9.213613	0	0	0	10027.63	0.000000	10055.27
2016-07-07	9.213613	9.213613	0	0	0	10027.63	0.000000	10055.27
2016-07-07	9.213613	9.213613	0	0	0	10027.63	0.000000	10055.27
2016-07-10	9.213613	9.213613	0	0	0	10027.63	0.000000	10055.27
2016-07-10	9.213613	9.213613	0	0	0	10027.63	0.000000	10055.27
2016-07-11	9.213613	9.213613	0	0	buy	10027.63	0.000000	10055.27
2016-07-11	9.213613	9.213613	0	0	close	10027.63	0.000000	10055.27
2016-07-12	9.213613	9.213613	0	0	0	10027.63	0.000000	10055.27
2016-07-12	9.213613	9.213613	0	0	0	10027.63	0.000000	10055.27
2016-07-13	9.213613	9.213613	0	0	0	10027.63	0.000000	10055.27
2016-07-13	9.213613	9.213613	0	0	0	10027.63	0.000000	10055.27
2016-07-14	9.213613	9.213613	0	0	buy	10027.63	0.000000	10055.27
2016-07-14	9.213613	9.213613	0	0	close	10027.63	0.000000	10055.27
2016-07-17	9.213613	9.213613	0	0	0	10027.63	0.000000	10055.27
2016-07-17	9.213613	9.213613	0	0	0	10027.63	0.000000	10055.27
2016-07-18	9.213613	9.213613	0	0	0	10027.63	0.000000	10055.27
2016-07-18	9.213613	9.213613	0	0	0	10027.63	0.000000	10055.27
2016-07-19	9.213613	9.213613	0	0	0	10027.63	0.000000	10055.27
2016-07-19	9.213613	9.213613	0	0	0	10027.63	0.000000	10055.27
2016-07-20	9.213613	9.213613	0	0	0	10027.63	0.000000	10055.27
2016-07-20	9.213613	9.213613	0	0	0	10027.63	0.000000	10055.27
2016-07-21	9.213613	9.213613	0	0	0	10027.63	0.000000	10055.27
2016-07-21	9.213613	9.213613	0	0	0	10027.63	0.000000	10055.27
2016-07-24	9.213613	9.213613	0	0	0	10027.63	0.000000	10055.27
2016-07-24	9.213613	9.213613	0	0	0	10027.63	0.000000	10055.27
2016-07-25	9.213613	9.213613	0	0	0	10027.63	0.000000	10055.27
2016-07-25	9.213613	9.213613	0	0	0	10027.63	0.000000	10055.27
2016-07-26	9.213613	9.213613	0	1	sell	10027.63	9.213613	10064.48
2016-07-26	9.214531	9.214531	0	0	close	10036.84	0.000000	10073.69
2016-07-27	9.214531	9.214531	1	0	buy	10036.84	0.000000	10073.69
2016-07-27	9.214531	9.214531	0	0	close	10036.84	0.000000	10073.69
2016-07-28	9.214531	9.214531	0	1	sell	10036.84	9.214531	10082.91
2016-07-28	9.215448	9.215448	0	0	close	10046.05	0.000000	10092.12
2016-07-31	9.215448	9.215448	0	0	0	10046.05	0.000000	10092.12
2016-07-31	9.215448	9.215448	0	0	0	10046.05	0.000000	10092.12
2016-08-01	9.215448	9.215448	0	0	0	10046.05	0.000000	10092.12
2016-08-01	9.215448	9.215448	0	0	0	10046.05	0.000000	10092.12
2016-08-02	9.215448	9.215448	0	0	0	10046.05	0.000000	10092.12
2016-08-02	9.215448	9.215448	0	0	0	10046.05	0.000000	10092.12
2016-08-03	9.215448	9.215448	1	0	buy	10046.05	0.000000	10092.12
2016-08-03	9.215448	9.215448	0	0	close	10046.05	0.000000	10092.12
2016-08-04	9.215448	9.215448	0	0	0	10046.05	0.000000	10092.12
2016-08-04	9.215448	9.215448	0	0	0	10046.05	0.000000	10092.12
2016-08-07	9.215448	9.215448	0	0	0	10046.05	0.000000	10092.12
2016-08-07	9.215448	9.215448	0	0	0	10046.05	0.000000	10092.12
2016-08-08	9.215448	9.215448	1	0	buy	10046.05	0.000000	10092.12
2016-08-08	9.215448	9.215448	0	0	close	10046.05	0.000000	10092.12
2016-08-09	9.215448	9.215448	0	0	0	10046.05	0.000000	10092.12
2016-08-09	9.215448	9.215448	0	0	0	10046.05	0.000000	10092.12
2016-08-10	9.215448	9.215448	0	0	0	10046.05	0.000000	10092.12
2016-08-10	9.215448	9.215448	0	0	0	10046.05	0.000000	10092.12
2016-08-11	9.215448	9.215448	1	0	buy	10046.05	0.000000	10092.12
2016-08-11	9.215448	9.215448	0	0	close	10046.05	0.000000	10092.12
2016-08-14	9.215448	9.215448	0	0	0	10046.05	0.000000	10092.12
2016-08-14	9.215448	9.215448	0	0	0	10046.05	0.000000	10092.12
2016-08-15	9.215448	9.215448	0	1	sell	10046.05	9.215448	10101.33
2016-08-15	9.216364	9.216364	0	0	close	10055.27	0.000000	10110.54
2016-08-16	9.216364	9.216364	0	0	0	10055.27	0.000000	10110.54
2016-08-16	9.216364	9.216364	0	0	0	10055.27	0.000000	10110.54
2016-08-17	9.216364	9.216364	0	0	sell	10055.27	0.000000	10110.54
2016-08-17	9.216364	9.216364	0	0	close	10055.27	0.000000	10110.54
2016-08-18	9.216364	9.216364	0	0	0	10055.27	0.000000	10110.54
2016-08-18	9.216364	9.216364	0	0	0	10055.27	0.000000	10110.54
2016-08-21	9.216364	9.216364	0	1	sell	10055.27	9.216364	10119.76
2016-08-21	9.217280	9.217280	0	0	close	10064.48	0.000000	10128.97
2016-08-22	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-08-22	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-08-23	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-08-23	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-08-24	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-08-24	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-08-25	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-08-25	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-08-28	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-08-28	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-08-29	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-08-29	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-08-30	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-08-30	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-08-31	9.217280	9.217280	0	0	buy	10064.48	0.000000	10128.97
2016-08-31	9.217280	9.217280	0	0	close	10064.48	0.000000	10128.97
2016-09-01	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-09-01	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-09-04	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-09-04	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-09-05	9.217280	9.217280	0	0	sell	10064.48	0.000000	10128.97
2016-09-05	9.217280	9.217280	0	0	close	10064.48	0.000000	10128.97
2016-09-06	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-09-06	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-09-07	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-09-07	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-09-08	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-09-08	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-09-11	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-09-11	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-09-12	9.217280	9.217280	0	0	sell	10064.48	0.000000	10128.97
2016-09-12	9.217280	9.217280	0	0	close	10064.48	0.000000	10128.97
2016-09-13	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-09-13	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-09-14	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-09-14	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-09-15	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-09-15	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-09-18	9.217280	9.217280	1	0	buy	10064.48	0.000000	10128.97
2016-09-18	9.217280	9.217280	0	0	close	10064.48	0.000000	10128.97
2016-09-19	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-09-19	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-09-20	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-09-20	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-09-21	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-09-21	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-09-22	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-09-22	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-09-25	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-09-25	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-09-26	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-09-26	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-09-27	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-09-27	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-09-28	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-09-28	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-09-29	9.217280	9.217280	0	0	sell	10064.48	0.000000	10128.97
2016-09-29	9.217280	9.217280	0	0	close	10064.48	0.000000	10128.97
2016-10-02	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-10-02	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-10-03	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-10-03	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-10-04	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-10-04	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-10-05	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-10-05	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-10-06	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-10-06	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-10-09	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-10-09	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-10-10	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-10-10	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-10-11	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-10-11	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-10-12	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-10-12	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-10-13	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-10-13	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-10-16	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-10-16	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-10-17	9.217280	9.217280	0	0	sell	10064.48	0.000000	10128.97
2016-10-17	9.217280	9.217280	0	0	close	10064.48	0.000000	10128.97
2016-10-18	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-10-18	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-10-19	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-10-19	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-10-20	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-10-20	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-10-23	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-10-23	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-10-24	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-10-24	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-10-25	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-10-25	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-10-26	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-10-26	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-10-27	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-10-27	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-10-31	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-10-31	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-11-01	9.217280	9.217280	0	0	sell	10064.48	0.000000	10128.97
2016-11-01	9.217280	9.217280	0	0	close	10064.48	0.000000	10128.97
2016-11-02	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-11-02	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-11-03	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-11-03	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-11-04	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-11-04	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-11-07	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-11-07	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-11-08	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-11-08	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-11-09	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-11-09	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-11-10	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-11-10	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-11-11	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-11-11	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-11-14	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-11-14	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-11-15	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-11-15	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-11-16	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-11-16	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-11-21	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-11-21	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-11-22	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-11-22	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-11-23	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-11-23	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-11-24	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-11-24	9.217280	9.217280	0	0	0	10064.48	0.000000	10128.97
2016-11-25	9.217280	9.217280	0	1	sell	10064.48	9.217280	10138.19
2016-11-25	9.218195	9.218195	0	0	close	10073.69	0.000000	10147.40
2016-11-28	9.218195	9.218195	0	0	0	10073.69	0.000000	10147.40
2016-11-28	9.218195	9.218195	0	0	0	10073.69	0.000000	10147.40
2016-11-29	9.218195	9.218195	0	0	buy	10073.69	0.000000	10147.40
2016-11-29	9.218195	9.218195	0	0	close	10073.69	0.000000	10147.40
2016-11-30	9.218195	9.218195	0	0	0	10073.69	0.000000	10147.40
2016-11-30	9.218195	9.218195	0	0	0	10073.69	0.000000	10147.40
2016-12-01	9.218195	9.218195	0	0	0	10073.69	0.000000	10147.40
2016-12-01	9.218195	9.218195	0	0	0	10073.69	0.000000	10147.40
2016-12-02	9.218195	9.218195	0	0	sell	10073.69	0.000000	10147.40
2016-12-02	9.218195	9.218195	0	0	close	10073.69	0.000000	10147.40
2016-12-05	9.218195	9.218195	0	0	0	10073.69	0.000000	10147.40
2016-12-05	9.218195	9.218195	0	0	0	10073.69	0.000000	10147.40
2016-12-06	9.218195	9.218195	0	0	0	10073.69	0.000000	10147.40
2016-12-06	9.218195	9.218195	0	0	0	10073.69	0.000000	10147.40
2016-12-07	9.218195	9.218195	0	1	sell	10073.69	9.218195	10156.62
2016-12-07	9.219109	9.219109	0	0	close	10082.90	0.000000	10165.83
2016-12-08	9.219109	9.219109	0	0	0	10082.90	0.000000	10165.83
2016-12-08	9.219109	9.219109	0	0	0	10082.90	0.000000	10165.83
2016-12-09	9.219109	9.219109	0	0	0	10082.90	0.000000	10165.83
2016-12-09	9.219109	9.219109	0	0	0	10082.90	0.000000	10165.83
2016-12-12	9.219109	9.219109	0	0	0	10082.90	0.000000	10165.83
2016-12-12	9.219109	9.219109	0	0	0	10082.90	0.000000	10165.83
2016-12-13	9.219109	9.219109	0	0	0	10082.90	0.000000	10165.83
2016-12-13	9.219109	9.219109	0	0	0	10082.90	0.000000	10165.83
2016-12-14	9.219109	9.219109	0	0	0	10082.90	0.000000	10165.83
2016-12-14	9.219109	9.219109	0	0	0	10082.90	0.000000	10165.83
2016-12-15	9.219109	9.219109	0	0	0	10082.90	0.000000	10165.83
2016-12-15	9.219109	9.219109	0	0	0	10082.90	0.000000	10165.83
2016-12-16	9.219109	9.219109	0	0	0	10082.90	0.000000	10165.83
2016-12-16	9.219109	9.219109	0	0	0	10082.90	0.000000	10165.83
2016-12-19	9.219109	9.219109	0	0	0	10082.90	0.000000	10165.83
2016-12-19	9.219109	9.219109	0	0	0	10082.90	0.000000	10165.83
2016-12-20	9.219109	9.219109	1	0	buy	10082.90	0.000000	10165.83
2016-12-20	9.219109	9.219109	0	0	close	10082.90	0.000000	10165.83
2016-12-21	9.219109	9.219109	0	0	0	10082.90	0.000000	10165.83
2016-12-21	9.219109	9.219109	0	0	0	10082.90	0.000000	10165.83
2016-12-22	9.219109	9.219109	0	0	sell	10082.90	0.000000	10165.83
2016-12-22	9.219109	9.219109	0	0	close	10082.90	0.000000	10165.83
2016-12-23	9.219109	9.219109	0	0	sell	10082.90	0.000000	10165.83
2016-12-23	9.219109	9.219109	0	0	close	10082.90	0.000000	10165.83
2016-12-27	9.219109	9.219109	0	0	buy	10082.90	0.000000	10165.83
2016-12-27	9.219109	9.219109	0	0	close	10082.90	0.000000	10165.83
2016-12-28	9.219109	9.219109	0	0	0	10082.90	0.000000	10165.83
2016-12-28	9.219109	9.219109	0	0	0	10082.90	0.000000	10165.83
2016-12-29	9.219109	9.219109	0	0	0	10082.90	0.000000	10165.83
2016-12-29	9.219109	9.219109	0	0	0	10082.90	0.000000	10165.83
2016-12-30	9.219109	9.219109	0	0	0	10082.90	0.000000	10165.83
2016-12-30	9.219109	9.219109	0	0	0	10082.90	0.000000	10165.83
2017-01-03	9.219109	9.219109	0	1	sell	10082.90	9.219109	10175.05
2017-01-03	9.220022	9.220022	0	0	close	10092.11	0.000000	10184.26
2017-01-04	9.220022	9.220022	0	0	0	10092.11	0.000000	10184.26
2017-01-04	9.220022	9.220022	0	0	0	10092.11	0.000000	10184.26
2017-01-05	9.220022	9.220022	0	0	0	10092.11	0.000000	10184.26
2017-01-05	9.220022	9.220022	0	0	0	10092.11	0.000000	10184.26
2017-01-06	9.220022	9.220022	0	0	0	10092.11	0.000000	10184.26
2017-01-06	9.220022	9.220022	0	0	0	10092.11	0.000000	10184.26
2017-01-09	9.220022	9.220022	0	1	sell	10092.11	9.220022	10193.48
2017-01-09	9.220934	9.220934	0	0	close	10101.32	0.000000	10202.69
2017-01-10	9.220934	9.220934	0	0	0	10101.32	0.000000	10202.69
2017-01-10	9.220934	9.220934	0	0	0	10101.32	0.000000	10202.69
2017-01-11	9.220934	9.220934	0	0	0	10101.32	0.000000	10202.69
2017-01-11	9.220934	9.220934	0	0	0	10101.32	0.000000	10202.69
2017-01-13	9.220934	9.220934	0	0	0	10101.32	0.000000	10202.69
2017-01-13	9.220934	9.220934	0	0	0	10101.32	0.000000	10202.69
2017-01-16	9.220934	9.220934	0	0	0	10101.32	0.000000	10202.69
2017-01-16	9.220934	9.220934	0	0	0	10101.32	0.000000	10202.69
2017-01-17	9.220934	9.220934	0	0	0	10101.32	0.000000	10202.69
2017-01-17	9.220934	9.220934	0	0	0	10101.32	0.000000	10202.69
2017-01-18	9.220934	9.220934	0	0	0	10101.32	0.000000	10202.69
2017-01-18	9.220934	9.220934	0	0	0	10101.32	0.000000	10202.69
2017-01-19	9.220934	9.220934	0	0	0	10101.32	0.000000	10202.69
2017-01-19	9.220934	9.220934	0	0	0	10101.32	0.000000	10202.69
2017-01-20	9.220934	9.220934	0	0	0	10101.32	0.000000	10202.69
2017-01-20	9.220934	9.220934	0	0	0	10101.32	0.000000	10202.69
2017-01-23	9.220934	9.220934	0	0	0	10101.32	0.000000	10202.69
2017-01-23	9.220934	9.220934	0	0	0	10101.32	0.000000	10202.69
2017-01-24	9.220934	9.220934	0	0	0	10101.32	0.000000	10202.69
2017-01-24	9.220934	9.220934	0	0	0	10101.32	0.000000	10202.69
2017-01-25	9.220934	9.220934	0	0	0	10101.32	0.000000	10202.69
2017-01-25	9.220934	9.220934	0	0	0	10101.32	0.000000	10202.69
2017-01-26	9.220934	9.220934	0	0	0	10101.32	0.000000	10202.69
2017-01-26	9.220934	9.220934	0	0	0	10101.32	0.000000	10202.69
2017-01-27	9.220934	9.220934	0	0	0	10101.32	0.000000	10202.69
2017-01-27	9.220934	9.220934	0	0	0	10101.32	0.000000	10202.69
2017-01-30	9.220934	9.220934	0	0	0	10101.32	0.000000	10202.69
2017-01-30	9.220934	9.220934	0	0	0	10101.32	0.000000	10202.69
2017-01-31	9.220934	9.220934	0	0	0	10101.32	0.000000	10202.69
2017-01-31	9.220934	9.220934	0	0	0	10101.32	0.000000	10202.69
2017-02-01	9.220934	9.220934	0	0	0	10101.32	0.000000	10202.69
2017-02-01	9.220934	9.220934	0	0	0	10101.32	0.000000	10202.69
2017-02-02	9.220934	9.220934	0	0	0	10101.32	0.000000	10202.69
2017-02-02	9.220934	9.220934	0	0	0	10101.32	0.000000	10202.69
2017-02-03	9.220934	9.220934	0	0	0	10101.32	0.000000	10202.69
2017-02-03	9.220934	9.220934	0	0	0	10101.32	0.000000	10202.69
2017-02-06	9.220934	9.220934	0	0	0	10101.32	0.000000	10202.69
2017-02-06	9.220934	9.220934	0	0	0	10101.32	0.000000	10202.69
2017-02-07	9.220934	9.220934	0	0	0	10101.32	0.000000	10202.69
2017-02-07	9.220934	9.220934	0	0	0	10101.32	0.000000	10202.69
2017-02-08	9.220934	9.220934	0	0	0	10101.32	0.000000	10202.69
2017-02-08	9.220934	9.220934	0	0	0	10101.32	0.000000	10202.69
2017-02-09	9.220934	9.220934	0	0	0	10101.32	0.000000	10202.69
2017-02-09	9.220934	9.220934	0	0	0	10101.32	0.000000	10202.69
2017-02-10	9.220934	9.220934	0	0	0	10101.32	0.000000	10202.69
2017-02-10	9.220934	9.220934	0	0	0	10101.32	0.000000	10202.69
2017-02-13	9.220934	9.220934	0	1	sell	10101.32	9.220934	10211.91
2017-02-13	9.221846	9.221846	0	0	close	10110.53	0.000000	10221.12
2017-02-14	9.221846	9.221846	1	0	buy	10110.53	0.000000	10221.12
2017-02-14	9.221846	9.221846	0	0	close	10110.53	0.000000	10221.12
2017-02-15	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-02-15	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-02-16	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-02-16	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-02-17	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-02-17	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-02-20	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-02-20	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-02-21	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-02-21	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-02-22	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-02-22	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-02-23	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-02-23	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-02-24	9.221846	9.221846	0	0	sell	10110.53	0.000000	10221.12
2017-02-24	9.221846	9.221846	0	0	close	10110.53	0.000000	10221.12
2017-02-27	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-02-27	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-02-28	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-02-28	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-03-01	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-03-01	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-03-02	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-03-02	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-03-03	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-03-03	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-03-06	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-03-06	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-03-07	9.221846	9.221846	0	0	buy	10110.53	0.000000	10221.12
2017-03-07	9.221846	9.221846	0	0	close	10110.53	0.000000	10221.12
2017-03-08	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-03-08	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-03-09	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-03-09	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-03-10	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-03-10	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-03-13	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-03-13	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-03-14	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-03-14	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-03-15	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-03-15	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-03-16	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-03-16	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-03-17	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-03-17	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-03-20	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-03-20	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-03-21	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-03-21	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-03-22	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-03-22	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-03-23	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-03-23	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-03-24	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-03-24	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-03-26	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-03-26	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-03-27	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-03-27	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-03-28	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-03-28	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-03-29	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-03-29	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-03-30	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-03-30	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-04-02	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-04-02	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-04-03	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-04-03	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-04-04	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-04-04	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-04-05	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-04-05	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-04-06	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-04-06	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-04-09	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-04-09	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-04-10	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-04-10	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-04-11	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-04-11	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-04-12	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-04-12	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-04-13	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-04-13	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-04-16	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-04-16	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-04-23	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-04-23	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-04-24	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-04-24	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-04-25	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-04-25	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2017-04-30	9.221846	9.221846	0	1	sell	10110.53	9.221846	10230.34
2017-04-30	9.222756	9.222756	0	0	close	10119.74	0.000000	10239.55
2017-05-01	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-05-01	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-05-02	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-05-02	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-05-03	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-05-03	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-05-04	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-05-04	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-05-07	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-05-07	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-05-08	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-05-08	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-05-09	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-05-09	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-05-10	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-05-10	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-05-11	9.222756	9.222756	0	0	sell	10119.74	0.000000	10239.55
2017-05-11	9.222756	9.222756	0	0	close	10119.74	0.000000	10239.55
2017-05-14	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-05-14	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-05-15	9.222756	9.222756	1	0	buy	10119.74	0.000000	10239.55
2017-05-15	9.222756	9.222756	0	0	close	10119.74	0.000000	10239.55
2017-05-21	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-05-21	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-05-22	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-05-22	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-05-28	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-05-28	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-05-29	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-05-29	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-05-30	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-05-30	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-05-31	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-05-31	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-06-01	9.222756	9.222756	1	0	buy	10119.74	0.000000	10239.55
2017-06-01	9.222756	9.222756	0	0	close	10119.74	0.000000	10239.55
2017-06-04	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-06-04	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-06-05	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-06-05	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-06-06	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-06-06	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-06-07	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-06-07	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-06-08	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-06-08	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-06-11	9.222756	9.222756	0	0	sell	10119.74	0.000000	10239.55
2017-06-11	9.222756	9.222756	0	0	close	10119.74	0.000000	10239.55
2017-06-12	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-06-12	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-06-13	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-06-13	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-06-14	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-06-14	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-06-15	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-06-15	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-06-18	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-06-18	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-06-19	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-06-19	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-06-20	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-06-20	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-06-21	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-06-21	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-06-22	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-06-22	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-06-25	9.222756	9.222756	0	0	buy	10119.74	0.000000	10239.55
2017-06-25	9.222756	9.222756	0	0	close	10119.74	0.000000	10239.55
2017-06-26	9.222756	9.222756	0	0	buy	10119.74	0.000000	10239.55
2017-06-26	9.222756	9.222756	0	0	close	10119.74	0.000000	10239.55
2017-06-27	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-06-27	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-06-28	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-06-28	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-07-02	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-07-02	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-07-03	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-07-03	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-07-04	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-07-04	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-07-05	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-07-05	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-07-06	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-07-06	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-07-09	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-07-09	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-07-11	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-07-11	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-07-12	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-07-12	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-07-13	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-07-13	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-07-16	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-07-16	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-07-17	9.222756	9.222756	1	0	buy	10119.74	0.000000	10239.55
2017-07-17	9.222756	9.222756	0	0	close	10119.74	0.000000	10239.55
2017-07-18	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-07-18	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-07-19	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-07-19	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-07-20	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-07-20	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-07-23	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-07-23	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-07-24	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-07-24	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-07-25	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-07-25	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-07-26	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-07-26	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-07-27	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-07-27	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-07-30	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-07-30	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-07-31	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-07-31	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-08-01	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-08-01	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-08-02	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-08-02	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-08-03	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-08-03	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-08-06	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-08-06	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-08-07	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-08-07	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-08-13	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-08-13	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-08-14	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-08-14	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-08-15	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-08-15	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-08-16	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-08-16	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-08-17	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-08-17	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-08-20	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-08-20	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2017-08-21	9.222756	9.222756	0	1	sell	10119.74	9.222756	10248.78
2017-08-21	9.223666	9.223666	0	0	close	10128.95	0.000000	10257.99
2017-08-22	9.223666	9.223666	1	0	buy	10128.95	0.000000	10257.99
2017-08-22	9.223666	9.223666	0	0	close	10128.95	0.000000	10257.99
2017-08-23	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-08-23	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-08-24	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-08-24	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-08-27	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-08-27	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-08-28	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-08-28	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-08-29	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-08-29	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-08-30	9.223666	9.223666	0	0	buy	10128.95	0.000000	10257.99
2017-08-30	9.223666	9.223666	0	0	close	10128.95	0.000000	10257.99
2017-08-31	9.223666	9.223666	0	0	sell	10128.95	0.000000	10257.99
2017-08-31	9.223666	9.223666	0	0	close	10128.95	0.000000	10257.99
2017-09-03	9.223666	9.223666	1	0	buy	10128.95	0.000000	10257.99
2017-09-03	9.223666	9.223666	0	0	close	10128.95	0.000000	10257.99
2017-09-04	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-09-04	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-09-05	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-09-05	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-09-06	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-09-06	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-09-07	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-09-07	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-09-10	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-09-10	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-09-11	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-09-11	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-09-12	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-09-12	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-09-13	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-09-13	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-09-14	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-09-14	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-09-17	9.223666	9.223666	0	0	buy	10128.95	0.000000	10257.99
2017-09-17	9.223666	9.223666	0	0	close	10128.95	0.000000	10257.99
2017-09-18	9.223666	9.223666	1	0	buy	10128.95	0.000000	10257.99
2017-09-18	9.223666	9.223666	0	0	close	10128.95	0.000000	10257.99
2017-09-19	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-09-19	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-09-20	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-09-20	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-09-21	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-09-21	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-09-24	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-09-24	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-09-25	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-09-25	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-09-26	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-09-26	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-09-27	9.223666	9.223666	1	0	buy	10128.95	0.000000	10257.99
2017-09-27	9.223666	9.223666	0	0	close	10128.95	0.000000	10257.99
2017-09-28	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-09-28	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-10-01	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-10-01	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-10-02	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-10-02	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-10-03	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-10-03	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-10-04	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-10-04	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-10-05	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-10-05	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-10-08	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-10-08	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-10-09	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-10-09	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-10-10	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-10-10	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-10-11	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-10-11	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-10-12	9.223666	9.223666	0	0	sell	10128.95	0.000000	10257.99
2017-10-12	9.223666	9.223666	0	0	close	10128.95	0.000000	10257.99
2017-10-15	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-10-15	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-10-16	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-10-16	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-10-17	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-10-17	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-10-18	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-10-18	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-10-19	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-10-19	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-10-22	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-10-22	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-10-23	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-10-23	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-10-24	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-10-24	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-10-25	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-10-25	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-10-26	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-10-26	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-10-30	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-10-30	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-10-31	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-10-31	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-11-01	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-11-01	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-11-02	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-11-02	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-11-03	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-11-03	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-11-06	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-11-06	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-11-07	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-11-07	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-11-08	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-11-08	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-11-09	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-11-09	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-11-10	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-11-10	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-11-13	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-11-13	9.223666	9.223666	0	0	0	10128.95	0.000000	10257.99
2017-11-14	9.223666	9.223666	0	1	sell	10128.95	9.223666	10267.21
2017-11-14	9.224575	9.224575	0	0	close	10138.16	0.000000	10276.42
2017-11-15	9.224575	9.224575	0	0	0	10138.16	0.000000	10276.42
2017-11-15	9.224575	9.224575	0	0	0	10138.16	0.000000	10276.42
2017-11-20	9.224575	9.224575	0	0	0	10138.16	0.000000	10276.42
2017-11-20	9.224575	9.224575	0	0	0	10138.16	0.000000	10276.42
2017-11-21	9.224575	9.224575	0	0	0	10138.16	0.000000	10276.42
2017-11-21	9.224575	9.224575	0	0	0	10138.16	0.000000	10276.42
2017-11-22	9.224575	9.224575	0	0	0	10138.16	0.000000	10276.42
2017-11-22	9.224575	9.224575	0	0	0	10138.16	0.000000	10276.42
2017-11-23	9.224575	9.224575	0	0	0	10138.16	0.000000	10276.42
2017-11-23	9.224575	9.224575	0	0	0	10138.16	0.000000	10276.42
2017-11-24	9.224575	9.224575	0	0	buy	10138.16	0.000000	10276.42
2017-11-24	9.224575	9.224575	0	0	close	10138.16	0.000000	10276.42
2017-11-27	9.224575	9.224575	0	1	sell	10138.16	9.224575	10285.65
2017-11-27	9.225483	9.225483	0	0	close	10147.37	0.000000	10294.86
2017-11-28	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2017-11-28	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2017-11-29	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2017-11-29	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2017-11-30	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2017-11-30	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2017-12-01	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2017-12-01	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2017-12-04	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2017-12-04	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2017-12-05	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2017-12-05	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2017-12-06	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2017-12-06	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2017-12-07	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2017-12-07	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2017-12-08	9.225483	9.225483	0	0	buy	10147.37	0.000000	10294.86
2017-12-08	9.225483	9.225483	0	0	close	10147.37	0.000000	10294.86
2017-12-11	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2017-12-11	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2017-12-12	9.225483	9.225483	0	0	buy	10147.37	0.000000	10294.86
2017-12-12	9.225483	9.225483	0	0	close	10147.37	0.000000	10294.86
2017-12-13	9.225483	9.225483	0	0	sell	10147.37	0.000000	10294.86
2017-12-13	9.225483	9.225483	0	0	close	10147.37	0.000000	10294.86
2017-12-14	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2017-12-14	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2017-12-15	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2017-12-15	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2017-12-18	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2017-12-18	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2017-12-19	9.225483	9.225483	0	0	buy	10147.37	0.000000	10294.86
2017-12-19	9.225483	9.225483	0	0	close	10147.37	0.000000	10294.86
2017-12-20	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2017-12-20	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2017-12-21	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2017-12-21	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2017-12-22	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2017-12-22	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2017-12-26	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2017-12-26	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2017-12-27	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2017-12-27	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2017-12-28	9.225483	9.225483	0	0	sell	10147.37	0.000000	10294.86
2017-12-28	9.225483	9.225483	0	0	close	10147.37	0.000000	10294.86
2017-12-29	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2017-12-29	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-01-01	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-01-01	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-01-02	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-01-02	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-01-03	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-01-03	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-01-04	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-01-04	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-01-05	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-01-05	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-01-08	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-01-08	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-01-09	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-01-09	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-01-10	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-01-10	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-01-11	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-01-11	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-01-12	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-01-12	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-01-15	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-01-15	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-01-16	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-01-16	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-01-17	9.225483	9.225483	1	0	buy	10147.37	0.000000	10294.86
2018-01-17	9.225483	9.225483	0	0	close	10147.37	0.000000	10294.86
2018-01-18	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-01-18	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-01-19	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-01-19	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-01-22	9.225483	9.225483	0	0	buy	10147.37	0.000000	10294.86
2018-01-22	9.225483	9.225483	0	0	close	10147.37	0.000000	10294.86
2018-01-23	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-01-23	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-01-24	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-01-24	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-01-25	9.225483	9.225483	1	0	buy	10147.37	0.000000	10294.86
2018-01-25	9.225483	9.225483	0	0	close	10147.37	0.000000	10294.86
2018-01-26	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-01-26	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-01-29	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-01-29	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-01-30	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-01-30	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-01-31	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-01-31	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-02-01	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-02-01	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-02-02	9.225483	9.225483	0	0	buy	10147.37	0.000000	10294.86
2018-02-02	9.225483	9.225483	0	0	close	10147.37	0.000000	10294.86
2018-02-05	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-02-05	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-02-06	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-02-06	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-02-07	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-02-07	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-02-08	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-02-08	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-02-09	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-02-09	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-02-12	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-02-12	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-02-13	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-02-13	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-02-14	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-02-14	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-02-15	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-02-15	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-02-16	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-02-16	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-02-19	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-02-19	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-02-20	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-02-20	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-02-21	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-02-21	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-02-22	9.225483	9.225483	0	0	sell	10147.37	0.000000	10294.86
2018-02-22	9.225483	9.225483	0	0	close	10147.37	0.000000	10294.86
2018-02-23	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-02-23	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-02-26	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-02-26	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-02-27	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-02-27	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-02-28	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-02-28	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-03-01	9.225483	9.225483	0	0	sell	10147.37	0.000000	10294.86
2018-03-01	9.225483	9.225483	0	0	close	10147.37	0.000000	10294.86
2018-03-02	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-03-02	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-03-05	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-03-05	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-03-06	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-03-06	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-03-07	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-03-07	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-03-08	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-03-08	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-03-09	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-03-09	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-03-12	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-03-12	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-03-13	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-03-13	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-03-14	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-03-14	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-03-15	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-03-15	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-03-16	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-03-16	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-03-19	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-03-19	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-03-20	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-03-20	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-03-21	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-03-21	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-03-22	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-03-22	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-03-23	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-03-23	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-03-25	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-03-25	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-03-26	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-03-26	9.225483	9.225483	0	0	0	10147.37	0.000000	10294.86
2018-03-27	9.225483	9.225483	0	1	sell	10147.37	9.225483	10304.08
2018-03-27	9.226390	9.226390	0	0	close	10156.58	0.000000	10313.29
2018-03-28	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-03-28	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-03-29	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-03-29	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-04-01	9.226390	9.226390	1	0	buy	10156.58	0.000000	10313.29
2018-04-01	9.226390	9.226390	0	0	close	10156.58	0.000000	10313.29
2018-04-02	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-04-02	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-04-03	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-04-03	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-04-04	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-04-04	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-04-05	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-04-05	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-04-08	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-04-08	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-04-09	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-04-09	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-04-10	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-04-10	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-04-11	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-04-11	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-04-12	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-04-12	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-04-15	9.226390	9.226390	1	0	buy	10156.58	0.000000	10313.29
2018-04-15	9.226390	9.226390	0	0	close	10156.58	0.000000	10313.29
2018-04-16	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-04-16	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-04-17	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-04-17	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-04-18	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-04-18	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-04-19	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-04-19	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-04-22	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-04-22	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-04-23	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-04-23	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-04-24	9.226390	9.226390	0	0	sell	10156.58	0.000000	10313.29
2018-04-24	9.226390	9.226390	0	0	close	10156.58	0.000000	10313.29
2018-04-25	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-04-25	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-04-26	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-04-26	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-04-29	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-04-29	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-04-30	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-04-30	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-05-01	9.226390	9.226390	0	0	buy	10156.58	0.000000	10313.29
2018-05-01	9.226390	9.226390	0	0	close	10156.58	0.000000	10313.29
2018-05-02	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-05-02	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-05-03	9.226390	9.226390	0	0	sell	10156.58	0.000000	10313.29
2018-05-03	9.226390	9.226390	0	0	close	10156.58	0.000000	10313.29
2018-05-06	9.226390	9.226390	0	0	buy	10156.58	0.000000	10313.29
2018-05-06	9.226390	9.226390	0	0	close	10156.58	0.000000	10313.29
2018-05-07	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-05-07	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-05-08	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-05-08	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-05-09	9.226390	9.226390	0	0	buy	10156.58	0.000000	10313.29
2018-05-09	9.226390	9.226390	0	0	close	10156.58	0.000000	10313.29
2018-05-10	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-05-10	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-05-13	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-05-13	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-05-14	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-05-14	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-05-15	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-05-15	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-05-16	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-05-16	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-05-17	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-05-17	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-05-20	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-05-20	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-05-21	9.226390	9.226390	1	0	buy	10156.58	0.000000	10313.29
2018-05-21	9.226390	9.226390	0	0	close	10156.58	0.000000	10313.29
2018-05-22	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-05-22	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-05-23	9.226390	9.226390	0	0	sell	10156.58	0.000000	10313.29
2018-05-23	9.226390	9.226390	0	0	close	10156.58	0.000000	10313.29
2018-05-24	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-05-24	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-05-27	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-05-27	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-05-28	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-05-28	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-05-29	9.226390	9.226390	0	0	sell	10156.58	0.000000	10313.29
2018-05-29	9.226390	9.226390	0	0	close	10156.58	0.000000	10313.29
2018-05-30	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-05-30	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-05-31	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-05-31	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-06-03	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-06-03	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-06-04	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-06-04	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-06-05	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-06-05	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-06-06	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-06-06	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-06-07	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-06-07	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-06-10	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-06-10	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-06-11	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-06-11	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-06-12	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-06-12	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-06-13	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-06-13	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-06-14	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-06-14	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-06-17	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-06-17	9.226390	9.226390	0	0	0	10156.58	0.000000	10313.29
2018-06-18	9.226390	9.226390	0	0	sell	10156.58	0.000000	10313.29
2018-06-18	9.226390	9.226390	0	0	close	10156.58	0.000000	10313.29
2018-06-19	9.226390	9.226390	0	1	sell	10156.58	9.226390	10322.52
2018-06-19	9.227297	9.227297	0	0	close	10165.80	0.000000	10331.73
2018-06-20	9.227297	9.227297	0	0	0	10165.80	0.000000	10331.73
2018-06-20	9.227297	9.227297	0	0	0	10165.80	0.000000	10331.73
2018-06-21	9.227297	9.227297	0	0	0	10165.80	0.000000	10331.73
2018-06-21	9.227297	9.227297	0	0	0	10165.80	0.000000	10331.73
2018-06-24	9.227297	9.227297	0	0	0	10165.80	0.000000	10331.73
2018-06-24	9.227297	9.227297	0	0	0	10165.80	0.000000	10331.73
2018-06-25	9.227297	9.227297	0	0	0	10165.80	0.000000	10331.73
2018-06-25	9.227297	9.227297	0	0	0	10165.80	0.000000	10331.73
2018-06-26	9.227297	9.227297	0	0	0	10165.80	0.000000	10331.73
2018-06-26	9.227297	9.227297	0	0	0	10165.80	0.000000	10331.73
2018-06-27	9.227297	9.227297	0	0	0	10165.80	0.000000	10331.73
2018-06-27	9.227297	9.227297	0	0	0	10165.80	0.000000	10331.73
2018-06-28	9.227297	9.227297	0	0	0	10165.80	0.000000	10331.73
2018-06-28	9.227297	9.227297	0	0	0	10165.80	0.000000	10331.73
2018-07-01	9.227297	9.227297	0	0	0	10165.80	0.000000	10331.73
2018-07-01	9.227297	9.227297	0	0	0	10165.80	0.000000	10331.73
2018-07-02	9.227297	9.227297	0	0	0	10165.80	0.000000	10331.73
2018-07-02	9.227297	9.227297	0	0	0	10165.80	0.000000	10331.73
2018-07-03	9.227297	9.227297	0	0	0	10165.80	0.000000	10331.73
2018-07-03	9.227297	9.227297	0	0	0	10165.80	0.000000	10331.73
2018-07-04	9.227297	9.227297	0	0	0	10165.80	0.000000	10331.73
2018-07-04	9.227297	9.227297	0	0	0	10165.80	0.000000	10331.73
2018-07-05	9.227297	9.227297	0	0	0	10165.80	0.000000	10331.73
2018-07-05	9.227297	9.227297	0	0	0	10165.80	0.000000	10331.73

Table 5.2.1 : ROI for financial betting market.

Graph 5.2.1A : ROI for financial betting market. (Normal Kelly model)

Graph 5.2.1B : ROI for financial betting market. (Adjusted Kelly model 1)

Graph 5.2.1C : ROI for financial betting market. (Adjusted Kelly model 2)

Graph 5.2.1D : ROI for financial betting market. (Adjusted Kelly model 3)

Graph 5.2.1E : ROI for financial betting market. (Adjusted Kelly model 4)

Graph 5.2.1F : ROI for financial betting market. (Adjusted Kelly model 5)

Graph 5.2.1G : ROI for financial betting market. (Adjusted Kelly model 6)

6 Conclusion

6.1 Conclusion and Future Works

I can use tick-data from FXCMTickData for this paper while it is weekly and not up-to-date, the getSymbols() able to get near real-time (15 minutes late) where suite for daily trading in Real Time Trading System (Trial) but there are a lot of trading date is not available.

Due to I had almost completed this paper and only noticed that I am using calC() but not calc_fx() for simulation. Therefore I wrote another paper to compare the accuacy of the arma ordered GARCH models via GARCH模型中的ARMA(p,d,q)参数最优化. There will be another paper for multivariate GARCH model upon completion of Q1App2 web application.

Therefore High Frequency Trading in another research Real Time FXCM where all data price gathered from real-time will be accurate.

6.2 Correction in Next Paper

\[\begin{equation} \varepsilon = h(x)_{1} - h(x)_{2} \ \cdots Equation\ 4.2.3 \end{equation}\]

where \(tp = abs(h(x)_{1} - h(x)_{2})\) and \(tp\) is take-profit pips. As mentioned, my previous paper using pnorm() without weighted the most recent price, here I try to use ppois() to overcame the weighted data issue¹⁰. However, there has a question for stop-loss in order to make the \(Equation\ 4.1.1\) stand. B = 20 pips / 40 pips = 0.5 where 20 pips take-profit and 40 pips stop-loss in Source quote 4.1.2 also provides an example for mentioned equation.

Here I compare both \(\sigma^2\) and VaR retrived from GARCH model to set as stop-loss pips.

## Both calC() and calc_fx() added new return value.
##   paper binary-Q1-FiGJRGARCH.Rmd already completed. All 
##   dataset need to re-simulate in order to get the VaR 
##   and sigma^2 values to set as stop-loss pips. Only 
##   based on the odds price we can calculate the staking 
##   amount.

calC <- function(..){
  ...
  ...
  ...
  tmp = list(latestPrice = latestPrice, forecastPrice = res, 
             fit = fit, AIC = infocriteria(fit))
  return(tmp)
}

calc_fx <- function(..){
  ...
  ...
  ...
  tmp = list(latestPrice = latestPrice, forecastPrice = res, 
             fit = fit, AIC = infocriteria(fit))
  return(tmp)
}

Here I forced to changed this paper to be blooper due to :

Existing saved simulated model files does not use most accurate Fi-gjrGARCH model.
Existing saved simulated model files does not include VaR and \(\sigma\) value in order to set as a stop-loss pips.
When I reviewd the coding, there are statistical error occured in univariate forecasting. Although it will not affect whole staking model by filter before placed order, the multivariate models might be test the accuracy at first in order to modify the staking model.
Existing staking model is wrong since loss bets count as 0 as shows in Table 5.1.1 and Table 5.2.1, it just a small error which can be corrected but the biggest problem is that whole predictive simulation need to do gain due to lack of stop-loss pips to correct the odds price in order to make Kelly criterion model stand.
Only know highest bid or lowest ask time in daily trading is not enough due to the stop-loss point might probably hit and close a transaction if based on the daily High-Low data.
I want to model a dynamic fractional Kelly criterion \(0.5 <= f <= 1\), and compare with optimalf(), normal Kelly models and also modified Kelly model¹¹ in section 2 Application of Kelly Criterion model in Sportsbook Investment to test the best fit betting strategy. It will occupied a long section in Optimal Edge but will test it in next paper.

dfm <- xts(tibble(bid = round(rnorm(100, mean = 1, sd = 0.1), 5)) %>% 
               mutate(ask = bid + 0.00003), order.by = now('Asia/Tokyo') - seconds(1:100))

ggplot(dfm, aes(index(dfm))) + 
    geom_line(aes(y = bid, colour = 'bid')) + 
    geom_line(aes(y = ask, colour = 'ask')) + 
    xlab('Time [Seconds]') + ylab('Currency X / Currency Y')

Graph 6.2.1 : Demo real-time bid ask price moving.

Above graph shows an example for open transaction, take-profit and stop-loss point. The Hi-Lo bid/ask price without whole course of price flutuation will not be able to know the exact ROI.

subset(dfm, bid == max(bid)|ask == min(ask))

##                         bid     ask
## 2018-08-11 00:12:59 0.75354 0.75357
## 2018-08-11 00:14:00 1.26085 1.26088

## randomly set as example
Hi <- dfm$bid %>% as.vector %>% sort(decreasing = TRUE) %>% .[2]
Lo <- dfm$ask %>% as.vector %>% sort %>% .[2]

## forecast highest and lowest price.  
s.fct.Hi <- dfm$bid %>% as.vector %>% sort(decreasing = TRUE) %>% .[3]
s.fct.Lo <- dfm$ask %>% as.vector %>% sort %>% .[3]

##odds price for buy transaction, tk = take-profit and sl = stop-loss.
buy.tk <- s.fct.Hi - s.fct.Lo #provided the univariate Hi > Lo
buy.sl <- s.fct.Lo - 0.1 #given that 0.01 is a calculated value.

##odds price for sell transaction, tk = take-profit and sl = stop-loss.
sell.tk <- s.fct.Hi - s.fct.Lo #provided the univariate Hi > Lo 
sell.sl <- s.fct.Hi + 0.1 #given that 0.01 is a calculated value.

The limit order of buy on 0.79947 or sell on 1.21656 will open transaction, and then :

If first ask price hit 0.79947, buy order limit open transaction.

If bid price first hit 0.69947, closed transaction and loss 0.1.
If bid price first hit 1.21656, closed transaction and gain 0.41709.
If bid price does not appear within the day, then the closing price will be the settled price.

If first bid price hit 1.21656, sell order limit open transaction.

If ask price first hit 1.31656, closed transaction and loss 0.1.
If ask price first hit 0.79947, closed transaction and gain 0.41709.
If ask price does not appear within the day, then the closing price will be the settled price.

From the example above, The daily highest price is 1.23547 and daily lowest price is 0.76519. The highest bid/ask price is not neccesary daily Hi-Lo price. We unable know if we buy first or sell first solely based on the Hi-Lo tick data and also the daily OHLCV dataset but a completed tick-data required.¹²

Here I also publish this paper in order to let other quantitative traders or enthursiasters know the ROI of previous paper is not accurate based on mentioned equations in Staking Model and the table Table 5.1.1 and Table 5.1.1.

7 Appendix

7.1 Documenting File Creation

It’s useful to record some information about how your file was created.

File creation date: 2018-07-13
File latest updated date: 2018-08-11
R version 3.5.1 (2018-07-02)
R version (short form): 3.5.1
rmarkdown package version: 1.10
File version: 1.0.1
Author Profile: ®γσ, Eng Lian Hu
GitHub: Source Code
Additional session information

[1] “2018-08-11 00:14:39 JST”

Category	session_info
version	R version 3.5.1 (2018-07-02)
system	x86_64, mingw32
ui	RTerm
language	en
collate	English_United States.1252
tz	Asia/Tokyo
date	2018-08-11

Category	Sys.info
sysname	Windows
release	8.1 x64
version	build 9600
nodename	AUTOBVT-TPMV8DU
machine	x86-64
login	Owner
user	Owner
effective_user	Owner

7.2 Reference

Powered by - Copyright® Intellectual Property Rights of Scibrokes®個人の経営企業

You are feel feel to get the data via FXCMTickData ↩
Kindly refer to GJR-GARCH 模型 for more information↩
You can read the paper by search inside section Reference ↩
armaSearch() error on method = ‘ML’↩
You may feel free to read the comment onto the article Q&A on Kelly criterion, stop-loss, take-profit and also leverage ratio as well.↩
Publised book Data Science: Theories, Models, Algorithms, and Analytics - Sanjiv Ranjan Das (2017-03-24).↩
The pips difference for USD/JPY different with others. Thereore there will need to compare among currencies.↩
Here I will conducting another research for financial betting.↩
The odds price offered by operators do not same with the probabilities of the result, similar with the exchange rate offered by different operators will be difference as well.↩
As the GARCH model has already forecast the most recent price.↩
The paper named Modified Kelly Criteria in Reference ↩
I initially think only use filted Hi-Lo tick-data to wrote this paper and also states completed tick-data will be in project Real Time FXCM in section Conclusion and Future Works. However due to noticed a lot of ommit and careless and new idea upon studied couples reference at the same time.↩

binary.com Interview Question I - Tick-Data-HiLo For Daily Trading (Blooper)

®γσ, Lian Hu ®

2018-08-11