直近二日の高値、安値のブレイクアウト戦略EA検証[MT4]

公開日： 2024/09/27 : 無料配布EA(MT4 用) MT4, 無料ea

目次/もくじ

もともと昔から「日の高値、安値のブレイクアウト」、もしくは「高値・安値に数pips幅を持たせたラインのブレイクアウト」は戦略としては有名だったのですが、久しぶりに改めて検証してみると、特定の通貨ぺアに絞れば比較的使えるケースもあるんじゃないかと思う今日この頃です。

ただし、通貨ペアはUSDJPY, EURJPY, GBPJPY.などの対JPYに絞った方が賢明です。

これは、おそらく日本円の主体性のなさに、相場の優位性というか偏りのようなものが発生する要因が内在しているのではないかと思います。

バックテスト結果

2019/1/1~2019/12/31 GBPJPY (時間枠は任意) スプレッド:2 PF:1.66 DD:0.38 勝率:47.73%

2019/1/1~2019/12/31 GBPJPY (時間枠は任意) スプレッド:30 PF:1.66 DD:0.38 勝率:47.62%

2019/1/1~2019/12/31 USDJPY (時間枠は任意)

トレード回数はそれほど多くないですが、PF=1.8なのでまずまずでしょう。広いスプレッド(2pips~3pips)でも問題なく耐えられるというのも強いメリットだと思います。

forex-mt4-mt5-ea — Nikkei225 2019/1/1~2019/12/31 PF:1.57 勝率:47.5%

デイブレイクアウト手法の問題は、”どこの時間帯で一日をくくるか”というところにあります。日本時間でデイブレイクアウトをする場合、その相場に参加しているトレーダーの大多数が日本時間で活動している裁量トレーダーだという前提があります。

しかし、そもそも大多数のトレーダーが特定のGMTで活動しているわけでも、起きている時間に裁量でトレードしているわけでもないので、その仮説というか前提は比較的脆いものだと思います。

「結果が出ているからいいじゃないか」というのはもちろんそうなのですが、おそらく他の何か要因が関係しているような気がします。

EA入手方法

EAのダウンロード

現在、EAを持て余したプログラマによる EA無料使い放題企画をしています。EAのパスコードは企画参加者に配布しています。
詳しくはこちら

※無料配布は予告なく終了する可能性があります。

指定の通貨ペア＆時間枠でしか稼働しない処理をしていることがあります。

その場合は、EAの設定の共有タブにこのページへのリンクがあるので、それで確認するとスムーズです。

MT4の取扱説明書~ダウンロードから自動売買まで~

バックテスト履歴

2019/1/1~2019/12/31 GBPJPY (時間枠は任意)

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	01.02 00:20	buy stop	1	0.01	152.511	152.020	153.494
2	01.02 10:02	buy	1	0.01	152.511	152.020	153.494
3	01.02 11:50	s/l	1	0.01	152.020	152.020	153.494	-4.55	9995.45
4	01.02 11:50	buy stop	2	0.01	152.511	152.020	153.494
5	01.02 18:46	buy	2	0.01	152.511	152.020	153.494
6	01.03 16:40	s/l	2	0.01	152.020	152.020	153.494	-4.56	9990.89
7	01.03 16:40	buy stop	3	0.01	152.735	152.300	153.605
8	01.04 00:00	delete	3	0.01	152.735	152.300	153.605
9	01.08 11:40	buy stop	4	0.01	153.637	153.171	154.569
10	01.09 00:00	delete	4	0.01	153.637	153.171	154.569
11	01.09 03:20	buy stop	5	0.01	153.669	153.269	154.469
12	01.10 00:00	delete	5	0.01	153.669	153.269	154.469
13	01.12 00:15	sell stop	6	0.01	150.191	150.598	149.377
14	01.15 00:00	delete	6	0.01	150.191	150.598	149.377
15	01.16 00:02	buy stop	7	0.01	152.807	152.369	153.683
16	01.16 02:20	buy	7	0.01	152.807	152.369	153.683
17	01.16 10:50	s/l	7	0.01	152.369	152.369	153.683	-4.06	9986.83
18	01.16 10:50	buy stop	8	0.01	152.807	152.369	153.683
19	01.17 00:00	delete	8	0.01	152.807	152.369	153.683
20	01.17 00:00	buy stop	9	0.01	153.099	152.573	154.152
21	01.17 17:45	buy	9	0.01	153.099	152.573	154.152
22	01.17 20:50	t/p	9	0.01	154.152	152.573	154.152	9.76	9996.59
23	01.19 08:45	buy stop	10	0.01	154.579	154.099	155.539
24	01.22 00:00	delete	10	0.01	154.579	154.099	155.539
25	01.22 01:20	sell stop	11	0.01	153.109	153.767	151.794
26	01.23 00:00	delete	11	0.01	153.109	153.767	151.794
27	01.23 11:20	buy stop	12	0.01	155.250	154.329	157.092
28	01.24 00:00	delete	12	0.01	155.250	154.329	157.092
29	01.24 00:00	buy stop	13	0.01	155.403	154.566	157.077
30	01.24 17:20	buy	13	0.01	155.403	154.566	157.077
31	01.25 21:07	s/l	13	0.01	154.566	154.566	157.077	-7.78	9988.82
32	01.25 21:07	buy stop	14	0.01	155.705	154.916	157.284
33	01.26 00:00	delete	14	0.01	155.705	154.916	157.284
34	01.26 00:00	buy stop	15	0.01	156.084	155.254	157.744
35	01.29 00:00	delete	15	0.01	156.084	155.254	157.744
36	01.30 13:50	sell stop	16	0.01	152.823	153.422	151.625
37	01.31 00:00	delete	16	0.01	152.823	153.422	151.625
38	02.02 22:50	buy stop	17	0.01	156.442	155.495	158.337
39	02.05 00:00	delete	17	0.01	156.442	155.495	158.337
40	02.05 00:00	buy stop	18	0.01	156.608	156.013	157.798
41	02.06 00:00	delete	18	0.01	156.608	156.013	157.798
42	02.07 00:00	sell stop	19	0.01	151.201	152.054	149.495
43	02.08 00:00	delete	19	0.01	151.201	152.054	149.495
44	02.08 00:00	buy stop	20	0.01	153.123	152.224	154.921
45	02.08 14:15	buy	20	0.01	153.123	152.224	154.921
46	02.08 18:15	s/l	20	0.01	152.224	152.224	154.921	-8.34	9980.48
47	02.08 18:15	buy stop	21	0.01	153.123	152.224	154.921
48	02.09 00:00	delete	21	0.01	153.123	152.224	154.921
49	02.14 02:32	sell stop	22	0.01	148.975	149.797	147.331
50	02.14 05:20	sell	22	0.01	148.975	149.797	147.331
51	02.14 21:20	s/l	22	0.01	149.797	149.797	147.331	-7.62	9972.86
52	02.14 21:20	sell stop	23	0.01	148.975	149.797	147.331
53	02.15 00:00	delete	23	0.01	148.975	149.797	147.331
54	02.15 00:00	sell stop	24	0.01	147.962	148.995	145.897
55	02.16 00:00	delete	24	0.01	147.962	148.995	145.897
56	02.16 00:45	buy stop	25	0.01	150.184	149.554	151.444
57	02.19 00:00	delete	25	0.01	150.184	149.554	151.444
58	02.19 08:20	sell stop	26	0.01	148.777	149.371	147.590
59	02.20 00:00	delete	26	0.01	148.777	149.371	147.590
60	02.21 13:10	buy stop	27	0.01	150.382	149.724	151.699
61	02.21 17:20	buy	27	0.01	150.382	149.724	151.699
62	02.22 01:15	s/l	27	0.01	149.724	149.724	151.699	-6.12	9966.74
63	02.22 01:15	buy stop	28	0.01	150.934	150.174	152.454
64	02.23 00:00	delete	28	0.01	150.934	150.174	152.454
65	02.23 02:50	sell stop	29	0.01	148.538	149.260	147.095
66	02.26 00:00	delete	29	0.01	148.538	149.260	147.095
67	02.27 00:00	buy stop	30	0.01	150.010	149.505	151.021
68	02.28 00:00	delete	30	0.01	150.010	149.505	151.021
69	02.28 00:16	sell stop	31	0.01	148.836	149.324	147.860
70	02.28 07:46	sell	31	0.01	148.836	149.324	147.860
71	02.28 14:45	t/p	31	0.01	147.860	149.324	147.860	9.05	9975.79
72	03.05 00:15	sell stop	32	0.01	144.982	145.714	143.518
73	03.06 00:00	delete	32	0.01	144.982	145.714	143.518
74	03.07 00:20	buy stop	33	0.01	148.011	147.282	149.469
75	03.08 00:00	delete	33	0.01	148.011	147.282	149.469
76	03.08 00:00	sell stop	34	0.01	146.231	146.900	144.893
77	03.09 00:00	delete	34	0.01	146.231	146.900	144.893
78	03.09 00:00	buy stop	35	0.01	147.659	147.014	148.949
79	03.09 14:10	buy	35	0.01	147.659	147.014	148.949
80	03.13 12:20	t/p	35	0.01	148.949	147.014	148.949	11.95	9987.74
81	03.14 16:20	buy stop	36	0.01	149.380	148.572	150.996
82	03.15 00:00	delete	36	0.01	149.380	148.572	150.996
83	03.15 00:00	sell stop	37	0.01	147.750	148.458	146.335
84	03.15 11:40	sell	37	0.01	147.750	148.458	146.335
85	03.19 12:15	s/l	37	0.01	148.458	148.458	146.335	-6.99	9980.74
86	03.19 12:15	sell stop	38	0.01	147.247	147.741	146.260
87	03.20 00:00	delete	38	0.01	147.247	147.741	146.260
88	03.21 00:00	buy stop	39	0.01	149.792	149.183	151.011
89	03.21 20:10	buy	39	0.01	149.792	149.183	151.011
90	03.22 14:40	s/l	39	0.01	149.183	149.183	151.011	-5.66	9975.09
91	03.22 14:40	buy stop	40	0.01	150.306	149.629	151.661
92	03.23 00:00	delete	40	0.01	150.306	149.629	151.661
93	03.26 01:20	sell stop	41	0.01	147.670	148.321	146.369
94	03.27 00:00	delete	41	0.01	147.670	148.321	146.369
95	03.27 15:02	buy stop	42	0.01	150.108	148.994	152.337
96	03.28 00:00	delete	42	0.01	150.108	148.994	152.337
97	03.28 00:00	buy stop	43	0.01	150.495	149.714	152.057
98	03.28 21:20	buy	43	0.01	150.495	149.714	152.057
99	03.29 10:20	s/l	43	0.01	149.714	149.714	152.057	-7.26	9967.83
100	04.02 01:15	sell stop	44	0.01	148.812	149.134	148.169
101	04.02 18:45	sell	44	0.01	148.812	149.134	148.169
102	04.03 09:20	s/l	44	0.01	149.134	149.134	148.169	-3.10	9964.74
103	04.04 12:20	buy stop	45	0.01	149.958	149.226	151.423
104	04.04 17:45	buy	45	0.01	149.958	149.226	151.423
105	04.09 16:20	t/p	45	0.01	151.423	149.226	151.423	13.55	9978.29
106	04.10 00:00	buy stop	46	0.01	151.492	150.991	152.494
107	04.10 09:20	buy	46	0.01	151.492	150.991	152.494
108	04.12 16:50	t/p	46	0.01	152.494	150.991	152.494	9.29	9987.58
109	04.16 00:00	buy stop	47	0.01	153.851	153.215	155.123
110	04.17 00:00	delete	47	0.01	153.851	153.215	155.123
111	04.19 14:15	sell stop	48	0.01	152.058	152.843	150.488
112	04.19 20:10	sell	48	0.01	152.058	152.843	150.488
113	04.27 13:50	t/p	48	0.01	150.488	152.843	150.488	13.71	10001.29
114	05.01 00:00	sell stop	49	0.01	149.836	150.340	148.829
115	05.01 12:02	sell	49	0.01	149.836	150.340	148.829
116	05.03 12:15	t/p	49	0.01	148.829	150.340	148.829	9.13	10010.41
117	05.07 00:20	sell stop	50	0.01	147.058	147.676	145.822
118	05.08 00:00	delete	50	0.01	147.058	147.676	145.822
119	05.09 00:00	sell stop	51	0.01	147.050	147.563	146.024
120	05.10 00:00	delete	51	0.01	147.050	147.563	146.024
121	05.10 14:20	buy stop	52	0.01	149.195	148.447	150.692
122	05.11 00:00	delete	52	0.01	149.195	148.447	150.692
123	05.15 16:15	buy stop	53	0.01	149.068	148.492	150.221
124	05.15 19:40	buy	53	0.01	149.068	148.492	150.221
125	05.16 12:15	s/l	53	0.01	148.492	148.492	150.221	-5.35	10005.07
126	05.16 12:15	buy stop	54	0.01	149.197	148.787	150.018
127	05.17 00:00	delete	54	0.01	149.197	148.787	150.018
128	05.17 00:00	sell stop	55	0.01	148.181	148.623	147.298
129	05.18 00:00	delete	55	0.01	148.181	148.623	147.298
130	05.18 16:20	buy stop	56	0.01	149.834	149.298	150.906
131	05.21 00:00	delete	56	0.01	149.834	149.298	150.906
132	05.21 00:00	buy stop	57	0.01	150.008	149.549	150.926
133	05.22 00:00	delete	57	0.01	150.008	149.549	150.926
134	05.22 10:10	sell stop	58	0.01	148.812	149.234	147.969
135	05.22 17:50	sell	58	0.01	148.812	149.234	147.969
136	05.23 06:07	t/p	58	0.01	147.969	149.234	147.969	7.71	10012.78
137	05.25 03:20	sell stop	59	0.01	145.688	146.477	144.110
138	05.25 15:07	sell	59	0.01	145.688	146.477	144.110
139	05.29 10:46	t/p	59	0.01	144.110	146.477	144.110	14.21	10026.99
140	05.30 09:20	sell stop	60	0.01	143.194	144.451	140.680
141	05.31 00:00	delete	60	0.01	143.194	144.451	140.680
142	06.01 00:00	buy stop	61	0.01	145.311	144.717	146.499
143	06.01 12:45	buy	61	0.01	145.311	144.717	146.499
144	06.04 03:15	t/p	61	0.01	146.499	144.717	146.499	10.99	10037.98
145	06.05 00:00	buy stop	62	0.01	146.898	146.367	147.960
146	06.05 11:46	buy	62	0.01	146.898	146.367	147.960
147	06.05 15:20	s/l	62	0.01	146.367	146.367	147.960	-4.92	10033.06
148	06.05 15:20	buy stop	63	0.01	146.898	146.367	147.960
149	06.05 20:45	buy	63	0.01	146.898	146.367	147.960
150	06.06 12:50	t/p	63	0.01	147.960	146.367	147.960	9.84	10042.90
151	06.07 14:45	buy stop	64	0.01	148.004	147.422	149.169
152	06.08 00:00	delete	64	0.01	148.004	147.422	149.169
153	06.08 00:00	buy stop	65	0.01	148.115	147.510	149.326
154	06.11 00:00	delete	65	0.01	148.115	147.510	149.326
155	06.11 01:16	sell stop	66	0.01	146.091	146.765	144.743
156	06.12 00:00	delete	66	0.01	146.091	146.765	144.743
157	06.12 00:00	buy stop	67	0.01	147.844	147.177	149.179
158	06.12 11:02	buy	67	0.01	147.844	147.177	149.179
159	06.12 16:50	s/l	67	0.01	147.177	147.177	149.179	-6.19	10036.71
160	06.12 16:50	buy stop	68	0.01	147.844	147.177	149.179
161	06.12 18:50	buy	68	0.01	147.844	147.177	149.179
162	06.14 15:45	s/l	68	0.01	147.177	147.177	149.179	-6.20	10030.51
163	06.18 00:00	sell stop	69	0.01	146.292	146.680	145.517
164	06.18 10:45	sell	69	0.01	146.292	146.680	145.517
165	06.19 07:15	t/p	69	0.01	145.517	146.680	145.517	7.08	10037.60
166	06.20 16:46	sell stop	70	0.01	144.384	145.427	142.298
167	06.21 00:00	delete	70	0.01	144.384	145.427	142.298
168	06.25 00:00	buy stop	71	0.01	146.649	146.037	147.873
169	06.26 00:00	delete	71	0.01	146.649	146.037	147.873
170	06.26 00:00	sell stop	72	0.01	144.695	145.438	143.209
171	06.27 00:00	delete	72	0.01	144.695	145.438	143.209
172	06.29 00:00	sell stop	73	0.01	143.768	144.223	142.858
173	07.02 00:00	delete	73	0.01	143.768	144.223	142.858
174	07.02 15:20	buy stop	74	0.01	146.329	145.335	148.317
175	07.03 00:00	delete	74	0.01	146.329	145.335	148.317
176	07.03 00:00	buy stop	75	0.01	146.490	145.837	147.796
177	07.04 00:00	delete	75	0.01	146.490	145.837	147.796
178	07.06 00:00	buy stop	76	0.01	146.870	146.304	148.002
179	07.09 00:00	buy	76	0.01	146.870	146.304	148.002
180	07.09 18:50	s/l	76	0.01	146.304	146.304	148.002	-5.25	10032.35
181	07.10 00:15	buy stop	77	0.01	147.613	146.852	149.135
182	07.10 10:50	buy	77	0.01	147.613	146.852	149.135
183	07.11 04:02	s/l	77	0.01	146.852	146.852	149.135	-7.07	10025.28
184	07.11 04:02	buy stop	78	0.01	147.792	147.295	148.786
185	07.11 19:40	buy	78	0.01	147.792	147.295	148.786
186	07.12 13:50	t/p	78	0.01	148.786	147.295	148.786	9.21	10034.49
187	07.13 02:20	buy stop	79	0.01	148.898	148.335	150.024
188	07.16 00:00	delete	79	0.01	148.898	148.335	150.024
189	07.16 00:00	sell stop	80	0.01	147.640	148.183	146.554
190	07.17 00:00	delete	80	0.01	147.640	148.183	146.554
191	07.17 00:00	buy stop	81	0.01	149.312	148.849	150.239
192	07.18 00:00	delete	81	0.01	149.312	148.849	150.239
193	07.19 00:20	sell stop	82	0.01	146.865	147.547	145.501
194	07.19 11:45	sell	82	0.01	146.865	147.547	145.501
195	07.24 04:20	t/p	82	0.01	145.501	147.547	145.501	12.11	10046.60
196	07.24 16:50	sell stop	83	0.01	145.659	146.036	144.905
197	07.25 00:00	delete	83	0.01	145.659	146.036	144.905
198	07.25 00:00	sell stop	84	0.01	145.437	145.875	144.561
199	07.26 00:00	delete	84	0.01	145.437	145.875	144.561
200	07.26 08:20	buy stop	85	0.01	146.506	146.128	147.262
201	07.27 00:00	delete	85	0.01	146.506	146.128	147.262
202	07.30 03:45	sell stop	86	0.01	145.252	145.529	144.698
203	07.31 00:00	delete	86	0.01	145.252	145.529	144.698
204	08.02 00:00	buy stop	87	0.01	147.134	146.716	147.971
205	08.03 00:00	delete	87	0.01	147.134	146.716	147.971
206	08.07 09:50	sell stop	88	0.01	144.028	144.374	143.337
207	08.07 14:20	sell	88	0.01	144.028	144.374	143.337
208	08.08 10:37	t/p	88	0.01	143.337	144.374	143.337	6.30	10052.91
209	08.13 16:50	sell stop	89	0.01	140.919	141.734	139.290
210	08.14 00:00	delete	89	0.01	140.919	141.734	139.290
211	08.14 00:00	sell stop	90	0.01	140.224	141.022	138.629
212	08.15 00:00	delete	90	0.01	140.224	141.022	138.629
213	08.15 00:00	buy stop	91	0.01	142.458	141.723	143.928
214	08.16 00:00	delete	91	0.01	142.458	141.723	143.928
215	08.16 04:50	sell stop	92	0.01	139.881	140.817	138.009
216	08.17 00:00	delete	92	0.01	139.881	140.817	138.009
217	08.21 00:00	buy stop	93	0.01	141.205	140.954	141.708
218	08.21 06:45	buy	93	0.01	141.205	140.954	141.708
219	08.21 16:20	t/p	93	0.01	141.708	140.954	141.708	4.67	10057.58
220	08.24 00:00	buy stop	94	0.01	142.993	142.701	143.578
221	08.24 11:50	buy	94	0.01	142.993	142.701	143.578
222	08.27 05:20	s/l	94	0.01	142.701	142.701	143.578	-2.73	10054.85
223	08.27 05:20	buy stop	95	0.01	143.225	142.844	143.987
224	08.27 19:20	buy	95	0.01	143.225	142.844	143.987
225	08.29 08:50	s/l	95	0.01	142.844	142.844	143.987	-3.54	10051.31
226	08.29 08:50	buy stop	96	0.01	143.651	143.341	144.271
227	08.29 16:40	buy	96	0.01	143.651	143.341	144.271
228	08.29 16:50	t/p	96	0.01	144.271	143.341	144.271	5.75	10057.06
229	08.31 00:00	buy stop	97	0.01	145.668	144.999	147.007
230	09.03 00:00	delete	97	0.01	145.668	144.999	147.007
231	09.04 20:15	sell stop	98	0.01	142.821	143.261	141.941
232	09.05 00:00	delete	98	0.01	142.821	143.261	141.941
233	09.05 00:00	sell stop	99	0.01	142.577	142.971	141.790
234	09.06 00:00	delete	99	0.01	142.577	142.971	141.790
235	09.06 03:45	buy stop	100	0.01	144.950	143.794	147.263
236	09.07 00:00	delete	100	0.01	144.950	143.794	147.263
237	09.12 03:50	buy stop	101	0.01	145.912	145.118	147.501
238	09.13 00:00	delete	101	0.01	145.912	145.118	147.501
239	09.17 00:00	buy stop	102	0.01	147.003	146.622	147.766
240	09.17 14:50	buy	102	0.01	147.003	146.622	147.766
241	09.18 09:20	t/p	102	0.01	147.766	146.622	147.766	7.07	10064.13
242	09.18 12:32	buy stop	103	0.01	147.448	146.873	148.599
243	09.18 15:02	buy	103	0.01	147.448	146.873	148.599
244	09.20 14:15	t/p	103	0.01	148.599	146.873	148.599	10.66	10074.79
245	09.21 15:15	buy stop	104	0.01	149.271	148.300	151.214
246	09.24 00:00	delete	104	0.01	149.271	148.300	151.214
247	09.25 00:00	sell stop	105	0.01	146.929	147.607	145.573
248	09.26 00:00	delete	105	0.01	146.929	147.607	145.573
249	09.26 10:50	buy stop	106	0.01	149.008	148.399	150.226
250	09.26 17:50	buy	106	0.01	149.008	148.399	150.226
251	09.26 22:50	s/l	106	0.01	148.399	148.399	150.226	-5.64	10069.15
252	09.26 22:50	buy stop	107	0.01	149.008	148.399	150.226
253	09.27 00:00	delete	107	0.01	149.008	148.399	150.226
254	09.27 00:00	buy stop	108	0.01	149.079	148.671	149.895
255	09.28 00:00	delete	108	0.01	149.079	148.671	149.895
256	09.28 00:00	sell stop	109	0.01	147.580	148.147	146.446
257	09.28 16:50	sell	109	0.01	147.580	148.147	146.446
258	09.28 17:50	s/l	109	0.01	148.147	148.147	146.446	-5.25	10063.90
259	09.28 17:50	sell stop	110	0.01	147.580	148.147	146.446
260	10.01 00:00	delete	110	0.01	147.580	148.147	146.446
261	10.01 00:00	sell stop	111	0.01	147.523	148.075	146.419
262	10.02 00:00	delete	111	0.01	147.523	148.075	146.419
263	10.02 00:00	buy stop	112	0.01	149.409	148.781	150.665
264	10.03 00:00	delete	112	0.01	149.409	148.781	150.665
265	10.03 05:20	sell stop	113	0.01	147.178	147.942	145.651
266	10.04 00:00	delete	113	0.01	147.178	147.942	145.651
267	10.05 08:20	buy stop	114	0.01	148.619	148.153	149.551
268	10.05 09:45	buy	114	0.01	148.619	148.153	149.551
269	10.08 11:40	s/l	114	0.01	148.153	148.153	149.551	-4.35	10059.55
270	10.08 11:40	buy stop	115	0.01	149.252	148.658	150.441
271	10.09 00:00	delete	115	0.01	149.252	148.658	150.441
272	10.10 00:00	sell stop	116	0.01	147.332	148.031	145.934
273	10.11 00:00	delete	116	0.01	147.332	148.031	145.934
274	10.11 00:00	buy stop	117	0.01	149.289	148.666	150.536
275	10.12 00:00	delete	117	0.01	149.289	148.666	150.536
276	10.12 00:10	sell stop	118	0.01	147.797	148.281	146.830
277	10.12 16:50	sell	118	0.01	147.797	148.281	146.830
278	10.15 00:00	t/p	118	0.01	146.830	148.281	146.830	8.65	10068.20
279	10.16 00:00	sell stop	119	0.01	146.492	146.952	145.572
280	10.17 00:00	delete	119	0.01	146.492	146.952	145.572
281	10.17 11:15	buy stop	120	0.01	148.389	147.608	149.952
282	10.18 00:00	delete	120	0.01	148.389	147.608	149.952
283	10.19 16:45	sell stop	121	0.01	145.798	146.776	143.842
284	10.22 00:00	delete	121	0.01	145.798	146.776	143.842
285	10.23 00:00	buy stop	122	0.01	147.563	146.796	149.098
286	10.24 00:00	delete	122	0.01	147.563	146.796	149.098
287	10.24 00:00	sell stop	123	0.01	145.273	145.831	144.158
288	10.24 13:33	sell	123	0.01	145.273	145.831	144.158
289	10.25 03:20	t/p	123	0.01	144.158	145.831	144.158	10.23	10078.44
290	10.29 00:00	sell stop	124	0.01	142.756	143.458	141.353
291	10.30 00:00	delete	124	0.01	142.756	143.458	141.353
292	10.30 00:00	buy stop	125	0.01	144.387	143.855	145.451
293	10.31 00:00	delete	125	0.01	144.387	143.855	145.451
294	10.31 02:45	sell stop	126	0.01	143.198	143.787	142.021
295	11.01 00:00	delete	126	0.01	143.198	143.787	142.021
296	11.01 00:00	buy stop	127	0.01	145.117	144.359	146.633
297	11.01 04:02	buy	127	0.01	145.117	144.359	146.633
298	11.01 20:40	t/p	127	0.01	146.633	144.359	146.633	14.06	10092.50
299	11.06 12:20	buy stop	128	0.01	147.790	147.314	148.743
300	11.06 13:50	buy	128	0.01	147.790	147.314	148.743
301	11.07 03:50	t/p	128	0.01	148.743	147.314	148.743	8.83	10101.33
302	11.08 16:37	buy stop	129	0.01	149.214	148.765	150.113
303	11.08 17:40	buy	129	0.01	149.214	148.765	150.113
304	11.08 21:45	s/l	129	0.01	148.765	148.765	150.113	-4.16	10097.17
305	11.08 21:45	buy stop	130	0.01	149.214	148.765	150.113
306	11.09 00:00	delete	130	0.01	149.214	148.765	150.113
307	11.09 00:00	buy stop	131	0.01	149.470	149.030	150.351
308	11.12 00:00	delete	131	0.01	149.470	149.030	150.351
309	11.13 05:50	sell stop	132	0.01	146.051	146.807	144.540
310	11.14 00:00	delete	132	0.01	146.051	146.807	144.540
311	11.20 00:20	sell stop	133	0.01	144.275	144.788	143.250
312	11.20 10:50	sell	133	0.01	144.275	144.788	143.250
313	11.20 13:02	s/l	133	0.01	144.788	144.788	143.250	-4.75	10092.42
314	11.20 13:02	sell stop	134	0.01	144.275	144.788	143.250
315	11.20 14:50	sell	134	0.01	144.275	144.788	143.250
316	11.21 13:20	s/l	134	0.01	144.788	144.788	143.250	-4.86	10087.57
317	11.21 13:20	sell stop	135	0.01	144.001	144.450	143.104
318	11.22 00:00	delete	135	0.01	144.001	144.450	143.104
319	11.23 10:15	buy stop	136	0.01	145.937	145.091	147.630
320	11.26 00:00	delete	136	0.01	145.937	145.091	147.630
321	11.27 08:45	buy stop	137	0.01	145.723	145.173	146.823
322	11.28 00:00	delete	137	0.01	145.723	145.173	146.823
323	11.28 06:20	sell stop	138	0.01	144.579	145.048	143.642
324	11.29 00:00	delete	138	0.01	144.579	145.048	143.642
325	11.29 09:50	buy stop	139	0.01	145.823	145.333	146.803
326	11.30 00:00	delete	139	0.01	145.823	145.333	146.803
327	11.30 10:45	sell stop	140	0.01	144.495	145.140	143.205
328	12.03 00:00	delete	140	0.01	144.495	145.140	143.205
329	12.05 10:40	sell stop	141	0.01	142.825	143.787	140.902
330	12.06 00:00	delete	141	0.01	142.825	143.787	140.902
331	12.07 00:00	sell stop	142	0.01	143.234	143.691	142.320
332	12.07 19:37	sell	142	0.01	143.234	143.691	142.320
333	12.07 22:37	s/l	142	0.01	143.691	143.691	142.320	-4.24	10083.33
334	12.07 22:37	sell stop	143	0.01	143.234	143.691	142.320
335	12.10 00:00	sell	143	0.01	143.234	143.691	142.320
336	12.10 10:07	s/l	143	0.01	143.691	143.691	142.320	-4.24	10079.09
337	12.11 10:15	sell stop	144	0.01	141.156	142.424	138.621
338	12.12 00:00	delete	144	0.01	141.156	142.424	138.621
339	12.14 03:20	buy stop	145	0.01	143.916	143.339	145.070
340	12.17 00:00	delete	145	0.01	143.916	143.339	145.070
341	12.17 13:45	sell stop	146	0.01	142.359	143.098	140.881
342	12.17 16:50	sell	146	0.01	142.359	143.098	140.881
343	12.20 18:45	t/p	146	0.01	140.881	143.098	140.881	13.39	10092.48
344	12.24 04:40	sell stop	147	0.01	140.220	140.684	139.293
345	12.24 20:15	sell	147	0.01	140.220	140.684	139.293
346	12.26 21:45	s/l	147	0.01	140.684	140.684	139.293	-4.51	10087.96
347	12.26 21:45	sell stop	148	0.01	139.967	140.400	139.101
348	12.27 00:00	delete	148	0.01	139.967	140.400	139.101
349	12.28 00:00	sell stop	149	0.01	139.706	140.252	138.614
350	12.28 10:02	sell	149	0.01	139.706	140.252	138.614
351	12.28 19:16	s/l	149	0.01	140.252	140.252	138.614	-5.06	10082.90
352	12.28 19:16	sell stop	150	0.01	139.706	140.252	138.614