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88

ТАБЛИЦА 8-1. аАТИаИКА ФИЛЬТРАЦИИ

100 тиков 1340 Период индикатора: % 0(14) Уровень покупки: 20 Уровень продажи: 80

Тикер

% средний

% средний

% средний

доход

доход

доход

доход

доход

доход

(свечи)

(свечи)

(индикаторы) (индикаторы)

(фильтр)

(фильтр)

47.690/40

1.1923

82.100/38

2.1605

89.040/19

4.6863

19.840/34

0.5835

-35.800/34

-1.0529

8.9700/14

0.6407

-9.690/40

-0.2423

9.7800/30

0.3260

8.0500/17

0.4735

6.8700/41

0.1676

12.320/30

0.4107

-59.940/14

-4.2814

9.3800/33

0.2842

42.320/27

1.5674

21.980/10

2.1980

-34.440/48

=

-0.7175

27.650/33

0.8379

19.660/15

1.3107

47.330/38

1.2455

-32.510/35

-0.9289

10.760/7 =

1.5371

48.740/42

1.1605

57.680/36

1.6022

4.0900/12

0.3408

-105.26/35

-3.0074

92.000/34

2.7059

-17.930/12

-1.4942

81.570/43

1.8970

38.510/29

1.3279

113.36/16

7.0850

-16.960/29

=

-0.5848

26.750/31

0.8629

108.53/20

5.4265

-21.860/33

-0.6624

-82.550/21

=

-3.9310

-44.550/11

=

-4.0500

44.410/43

1.0328

-23.130/27

=

-0.8567

52.120/15

3.4747

24.620/39

0.6313

-14.760/30

=

-0.4920

190.74/18

10.597

83.770/46

1.8211

40.060/26

1.5408

25.070/14

1.7907

-77.760/44

=

-1.7673

131.07/36

3.6408

-31.490/16

-1.9681

52.780/48

1.0996

-22.200/28

-0.7929

29.140/16

1.8213

114.57/38

3.0150

9.1300/36

0.2536

30.540/14

2.1814

41.450/36

1.1514

54.950/33

1.6652

-31.740/5 =

-6.3480

9.0000/36

0.2500

-44.460/27

=

-1.6467

-49.100/9 = •

-5.4556

58.150/45

1.2922

-58.090/32

=

-1.8153

-8.7100/12

-0.7258

18.560/35

0.5303

3.8700/29

0.1334

-35.480/14

-2.5343

39.360/40

0.9840

-40.970/38

=

-1.0782

42.240/21

2.0114

38.770/37

1.0478

233.73/33

7.0827

67.140/14

4.7957

53.650/48

1.1177

55.500/36

1.5417

43.730/19

2.3016

54.160/41

1.3210

65.230/28

2.3296

70.600/19

3.7158

16.320/44

0.3709

13.080/28

0.4671

-4.3100/16

-0.2694

20.010/51

0.3924

-49.560/25

-1.9824

-8.2400/19

=

-0.4337

-42.050/43

=

-0.9779

12.360/33

0.3745

38.810/19

2.0426

-10.930/33

=

-0.3312

-68.300/23

-2.9696

11.540/12

0.9617

-15.960/42

-0.3800

86.830/36

2.4119

-2.3100/14

=

-0.1650

-25.940/45

=

-0.5764

-46.350/29

-1.5983

14.070/12

1.1725

30.880/37

0.8346

41.410/29

1.4279

75.850/14

5.4179

-36.790/28

-1.3139

-55.110/21

=

-2.6243

-45.950/13

-3.5346

-146.10/29

=

-5.0379

-15.670/32

-0.4897

-16.120/9 =

-1.7911

-3.4000/30

=

-0.1133

26.600/31

0.8581

32.730/10

3.2730

-12.940/32

=

-0.4044

-25.660/25

-1.0264

-62.480/6 =

-10.413

-58.800/32

=

-1.8375

16.150/28

0.5768

-85.530/9 =

-9.503

29.690/40

0.7423

64.750/32

2.0234

-4.0700/15

-0.2713

44.220/36

1.2283

45.310/35

1.2946

132.12/18

7.3400

91.740/41

2.2376

23.440/27

0.8681

84.600/21

4.0286

67.350/39

1.7269

-23.430/25

-0.9372

-32.300/14

=

-2.3071

8.8000/23

0.3826

-14.610/29

-0.5038

-43/7 =

-6.1429

-25.110/27

-0.9300

21.580/31

0.6961

24.930/11

2.2664

83.550/44

1.8989

-80.230/30

-2.6743

-107.71/12

=

-8.9758

39.060/38

1.0279

88.670/32

2.7709

16.060/14

1.1471

-9.810/38

-0.2582

-35.270/32

-1.1022

97.200/17

5.7176

-27.660/42

-0.6586

-29.680/23

-1.2904

11.810/16

0.7381

-21.150/31

-0.6823

-3.5600/28

-0.1271

-10.480/10

-1.0480

41.300/41

1.0073

61.480/31

1.9832

9.1300/14

0.6521

62.090/39

1.5921

48.970/31

1.5797

161.86/20

8.0930

-18/22

-0.8182

-106.32/26

-4.0892

9.2400/10

0.9240

-74.760/38

-1.9674

-35.580/28

-1.2707

-45.430/20

=

-2.2715

11.380/31

0.3671

12.030/31

0.3881

14.910/11

1.3555

-25.540/43

-0.5940

32.710/33

0.9912

4/15

0.2667

19.640/33

0.5952

-23.540/28

0.8407

-14.590/13

=

-1.1223

46.850/31

1.5113

34.280/26

1.3185

35.360/13

2.7200

74.590/33

2.2603

25.560/36

0.7100

49.630/15

3.3087

16.830/35

0.4809

-37.890/28

-1.3532

-13.870/13

-1.0669



ТАБЛИЦА 8-1. аАТИаИКА ФИЛЬТРАЦИИ (ОКОНЧАНИЕ)

MCIC

SKY SLB SO T

69.950/41 -34.090/34 64.830/39 131.97/40 35.690/40 147.67/37 65.940/36 46.860/35 43.720/47 -42.780/31 -25.090/27 35.660/31 -166.31/29 -37.080/37 -5.2100/34 59.350/27 48.670/40 94.990/43 88.500/31 20.980/42 67.470/43 20.710/41 -9.540/39 8.6600/38 -11.320/33 -3.4300/35 -78/23 31.440/34 147.34/36 -18.000/35 5.4200/33 115.95/35 60.960/32 -30.310/30 29.830/38 63.830/35 -0.8200/52 12.000/34 4.5100/43 -8.5400/40 -73.810/32

= 1.7061 =-1.0026 = 1.6623 = 3.2993 = 0.8922 = 3.9911 = 1.8317 = 1.3389 = 0.9302 =-1.3800 =-0.9293 = 1.1503 =-5.7348 =-1.0022 =-0.1532 = 2.1981 = 1.2168 = 2.2091 = 2.8548 = 0.4995 = 1.5691 = 0.5051 =-0.2446 = 0.2279 =-0.3430 =-0.0980 =-3.3913 = 0.9247 = 4.0928 =-0.5143 = 0.1642 = 3.3129 = 1.9050 =-1.0103 = 0.7850 = 1.8237 =-0.0158 = 0.3529 = 0.1049 =-0.2135 =-2.3066

31.310/31 -61.820/24 40.910/42 -93.690/25 -33.790/30 -10.350/32 26.110/28 15.470/31 60.820/35 -44.460/22 -24.230/25 16.720/30 -54.080/22 52.680/35 -95.790/22 -39.070/30 -64.410/29 35.510/32 61.500/17 -14.600/33 -54.640/36 -17.510/30 -65.700/24 65.150/36 126.96/39 2.8500/25 58.960/29 170.86/41 151.03/30 -29.300/26 -45.240/35 -26.990/29 71.950/36 -253.25/22 -36.960/26 92.380/37 41.210/36 -78.470/28 -25.080/28 -35.710/27 63.880/33

• 1.0100 -2.5758 = 0.9740 =-3.7476 =-1.1263 =-0.3234 = 0.9325 = 0.4990 = 1.7377 =-2.0209 =-0.9692 = 0.5573 =-2.4582 = 1.5051 =-4.3541 =-1.3023 =-2.2210 = 1.1097 = 3.6176 =-0.4424 =-1.5178 =-0.5837 =-2.7375 = 1.8097 = 3.2554 = 0.1140 = 2.0331 = 4.1673 = 5.0343 =-1.1269 =-1.2926 =-0.9307 = 1.9986 =-11.511 =-1.4215 = 2.4968

• 1.1447 =-2.8025 =-0.8957 =-1.3226 = 1.9358

-16.390/16 = -102.14/11 = 56.080/18 -6.4000/16 = -7.3300/17 = 142.83/17 = 37.920/20 = 51.840/13 = 25.260/17 = -26.960/7 = -49.560/9 = 58.970/17 -69.310/6 = 42.920/13 35.700/12 10.510/11 • -8.0600/19 = 6.8300/11 = -18.870/10 = 41.410/17 = 47.540/12 = 36.190/15 = -26.360/13 = -5.6200/17 = 39.730/9 = 0.9200/12 = -32.240/9 = 72.490/19 • 112.80/7 = 15.590/15 = 35.420/9 = 118.08/17 = -84.110/14 = -71.730/14 = 14.430/10 • 50.080/13 73.800/17 -24.860/8 = -58.990/11 27.000/10 8.9600/17 =

=-1.0244 • -9.285 = 3.1156 =-0.4000 =-0.4312 = 8.4018 = 1.8960 = 3.9877 = 1.4859

-3.8514

-5.5067 = 3.4688

-11.552 3.3015 = 2.9750 = 0.9555 =-0.4242 = 0.6209 =-1.8870 = 2.4359 = 3.9617 = 2.4127 =-2.0277 =-0.3306 4.4144 = 0.0767

-3.5822 = 3.8153 16.114 = 1.0393 3.9356 = 6.9459 =-6.0079 =-5.1236 = 1.4430 = 3.8523 = 4.3412

-3.1075 =-5.3627 = 2.7000 = 0.5271

Сделка и доход (в среднем)

37.1/ 0.40

30.1/ 0.02

13.7/ 0.60



ТАБЛИЦА 8-2. аАТИаИКА ФИЛЬТРАЦИИ

30 тиков 1340

Период индикатора: %D(14) Уровень покупки: 30 Уровень продажи: 70

Тикер

доход (свечи)

30.880/27 -29.060/21 86.480/27 -30.040/15 55.940/25 -36.410/19 6.8900/29 -20.660/27 -20.810/13 -21.500/15 9.3900/12 3.2600/18 -42.200/19 2.9300/22 39.790/18 36.270/24 -4.2100/21 16.580/25 35.220/25 9.2600/20 -52.900/16 -14.220/15 -10.910/26 -40.380/12 10.840/21 -25.700/27 58.920/21 89.440/27 -18.250/24 20.390/21

% средний

% средний

% средний

Сделка и доход (в среднем)

доход

доход

доход

доход

доход

(свечи)

(индикаторы) (индикаторы )

(фильтр)

(фильтр)

1.1437

62.420/26

" 2.4008

29.450/16

1.8406

-1.3838

-11.820/27

-0.4378

-45.670/10

-4.5670

3.2030

-53.460/21

-2.5457

62.140/13

4.7800

=

-2.0027

-33.640/28

-1.2014

1.1800/10

0.1180

2.2376

1.4100/25

0.0564

-33.110/9 =

-3.6789

-1.9163

5.0700/24

= 0.2113

-26.550/8 =

-3.3188

0.2376

-2.2900/24

=-0.0954

25.320/16

1.5825

-0.7652

-51/17

-2.1900/15

-0.1460

-1.6008

-33.760/20

=-1.6880

-12.650/10

-1.2650

==

-1.4333

22.630/27

= 0.8381

-11.380/9 = •

-1.2644

0.7825

23.900/26

= 0.9192

-8.8700/5 - •

-1.7740

0.1811

-8.4400/25

=-0.3376

50.980/11

4.6345

-2.2211

-40.190/22

=-1.8268

-15.560/11

=

-1.4145

0.1332

33.430/21

- 1.5919

19.250/10

1.9250

2.2106

-18.600/19

=-0.9789

49.110/13

3.7777

1.5113

-23.820/21

=-1.1343

51.770/10

5.1770

-0.2005

-45.480/22

-2.0673

-35.450/7 =

-5.0643

0.6632

-2.8300/21

=-0.1348

-0.2900/15

-0.0193

1.4088

-25.220/24

-1.0508

10.860/10

--

1.0860

0.4630

-27.940/21

=-1.3305

-25.820/5 =

-5.1640

-3.3063

-22.080/19

-1.1621

-30.250/8 =

-3.7813

-0.9480

-15.740/29

=-0.5428

-49/7 =

-0.4196

-62.430/18

=-3.4683

-7.8700/12

-0.6558

-3.3650

-50.950/23

=-2.2152

10.050/7 =

1.4357

0.5162

-9.600/27

=-0.3556

20.510/14

1.4650

-0.9519

95.040/29

= 3.2772

30.390/10

3.0390

2.8057

13.280/27

= 0.4919

43.640/12

3.6367

3.3126

61.730/32

= 1.9291

57.200/14

4.0857

=

-0.7604

-39.700/22

=-1.8045

7.8100/10

0.7810

0.9710

42.430/23

= 1.8448

71.520/11

6.5018

1/ 0.02

23.7/ -0.46

,6/ 0.23

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