You are on page 1of 90

2014/3/22

Strategy Tester: TAIGUN

Strategy Tester Report


TAIGUN
Alpari-ECN-Demo (Build 509)
Sy mbol

EURUSD (Euro v s US Dollar)

Period

5 Minutes (M5) 2010.01.01 00:00 - 2013.12.31 22:00 (2010.01.01 - 2013.12.30)

Model

Ev ery tick (the most precise method based on all av ailable least timeframes)

Parameters

Lots=0.01; Slippage=4; MaxSpread=5; MM=true; Risk =5; Magic=59872465; Buy Order_Limit_0=12; Buy Order_Stop_0=55; SellOrder_Limit_0=12;
SellOrder_Stop_0=70; Buy ToreilClose_pips_0=5; Buy ToreilClose_Percent_0=5; SellToreilClose_pips_0=5; SellToreilClose_Percent_0=5;

Bars in test
Mismatched
charts errors

301744 Tick s modelled

76385348 Modelling quality

99.90%

Initial deposit 10000.00


Total net
profit

42529.08 Gross profit

Profit factor
A bsolute
drawdown
Total trades

98839.30 Gross loss

1.76 Expected pay off

-56310.22

22.87

36.93 Maximal drawdown

6022.28 (14.37%) Relativ e drawdown

1860 Short positions (won %)


Profit trades (% of total)

14.37% (6022.28)

1185 (95.78%) Long positions (won %)

675 (88.89%)

1735 (93.28%) Loss trades (% of total)

125 (6.72%)

Largest profit trade

306.00 loss trade

A v erage profit trade

56.97 loss trade

-1904.00
-450.48

Maximum consecutiv e wins (profit in money )

172 (6421.91) consecutiv e losses (loss in money )

6 (-833.87)

Maximal consecutiv e profit (count of wins)

6421.91 (172) consecutiv e loss (count of losses)

-2247.05 (3)

A v erage consecutiv e wins

22 consecutiv e losses

Time

Ty pe

Order

Size

Price

S/L

T/P

2010.01.04 17:15

buy

0.50

1.44143

0.00000

0.00000

Profit

Balance

2010.01.04 17:15

modify

0.50

1.44143

1.43593

1.44263

2010.01.04 17:21

close

0.50

1.44198

1.43593

1.44263

2010.01.05 20:27

sell

0.50

1.43715

0.00000

0.00000

27.50

10027.50

2010.01.05 20:27

modify

0.50

1.43715

1.44415

1.43595

2010.01.05 20:32

sell

0.47

1.43718

0.00000

0.00000

2010.01.05 20:32

modify

0.47

1.43718

1.44418

1.43598

2010.01.05 20:35

sell

0.45

1.43716

0.00000

0.00000

2010.01.05 20:35

modify

0.45

1.43716

1.44416

1.43596

10

2010.01.05 20:36

close

0.47

1.43691

1.44418

11

2010.01.05 20:37

close

0.45

1.43683

1.44416

1.43598

12.69

10040.19

1.43596

14.85

12

2010.01.05 20:37

close

0.50

1.43683

10055.04

1.44415

1.43595

16.00

10071.04

13

2010.01.08 20:01

buy

0.50

14

2010.01.08 20:01

modify

0.50

1.44079

0.00000

0.00000

1.44079

1.43529

1.44199

15

2010.01.08 20:08

close

16

2010.01.08 20:15

buy

0.50

1.44141

1.43529

1.44199

31.00

10102.04

0.50

1.44082

0.00000

0.00000

17

2010.01.08 20:15

modify

18

2010.01.08 20:19

close

0.50

1.44082

1.43532

1.44202

0.50

1.44132

1.43532

19

2010.01.08 21:46

1.44202

25.00

10127.04

buy

0.50

1.44075

0.00000

0.00000

20
21

2010.01.08 21:46

modify

0.50

1.44075

1.43525

1.44195

2010.01.10 21:01

close

0.50

1.44138

1.43525

1.44195

31.50

10158.54

22

2010.01.11 02:15

buy

0.50

1.44725

0.00000

0.00000

23

2010.01.11 02:15

modify

0.50

1.44725

1.44175

1.44845

24

2010.01.11 02:23

close

0.50

1.44763

1.44175

1.44845

19.00

10177.54

25

2010.01.11 04:40

buy

0.50

1.45061

0.00000

0.00000

26

2010.01.11 04:40

modify

0.50

1.45061

1.44511

1.45181

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

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2014/3/22

Strategy Tester: TAIGUN

26

2010.01.11 04:40

modify

0.50

1.45061

1.44511

1.45181

27

2010.01.11 05:11

close

0.50

1.45113

1.44511

1.45181

28

2010.01.11 10:25

buy

10

0.51

1.45037

0.00000

0.00000

29

2010.01.11 10:25

modify

10

0.51

1.45037

1.44487

1.45157

30

2010.01.11 10:27

close

10

0.51

1.45102

1.44487

1.45157

31

2010.01.11 13:00

buy

11

0.51

1.45213

0.00000

0.00000

32

2010.01.11 13:00

modify

11

0.51

1.45213

1.44663

1.45333

33

2010.01.11 13:05

buy

12

0.48

1.45212

0.00000

0.00000

34

2010.01.11 13:05

modify

12

0.48

1.45212

1.44662

1.45332

35

2010.01.11 13:09

close

12

0.48

1.45277

1.44662

36

2010.01.11 13:09

close

11

0.51

1.45277

37

2010.01.13 14:30

buy

13

0.51

1.45462

38

2010.01.13 14:30

modify

13

0.51

39

2010.01.13 14:30

close

13

0.51

40

2010.01.15 12:38

sell

14

41

2010.01.15 12:38

modify

42

2010.01.15 12:39

close

43

2010.01.15 14:24

44
45

26.00

10203.54

33.15

10236.69

1.45332

31.20

10267.89

1.44663

1.45333

32.64

10300.53

0.00000

0.00000

1.45462

1.44912

1.45582

1.45506

1.44912

1.45582

22.44

10322.97

0.51

1.43918

0.00000

0.00000

14

0.51

1.43918

1.44618

1.43798

14

0.51

1.43872

1.44618

1.43798

23.46

10346.43

sell

15

0.51

1.43889

0.00000

0.00000

2010.01.15 14:24

modify

15

0.51

1.43889

1.44589

1.43769

2010.01.15 14:25

close

15

0.51

1.43842

1.44589

1.43769

23.97

10370.40

46

2010.01.15 14:25

sell

16

0.51

1.43893

0.00000

0.00000

47

2010.01.15 14:25

modify

16

0.51

1.43893

1.44593

1.43773

48

2010.01.15 14:26

close

16

0.51

1.43850

1.44593

1.43773

21.93

10392.33

49

2010.01.19 14:40

sell

17

0.51

1.42949

0.00000

0.00000

50

2010.01.19 14:40

modify

17

0.51

1.42949

1.43649

1.42829

51

2010.01.19 14:41

close

17

0.51

1.42921

1.43649

1.42829

14.28

10406.61

52

2010.01.19 14:45

sell

18

0.52

1.42973

0.00000

0.00000

53

2010.01.19 14:45

modify

18

0.52

1.42973

1.43673

1.42853

54

2010.01.19 14:46

close

18

0.52

1.42928

1.43673

1.42853

23.40

10430.01

55

2010.01.19 17:45

sell

19

0.52

1.42823

0.00000

0.00000

56

2010.01.19 17:45

modify

19

0.52

1.42823

1.43523

1.42703

57

2010.01.19 17:50

sell

20

0.49

1.42837

0.00000

0.00000

58

2010.01.19 17:50

modify

20

0.49

1.42837

1.43537

1.42717

59

2010.01.19 17:55

sell

21

0.46

1.42856

0.00000

0.00000

60

2010.01.19 17:55

modify

21

0.46

1.42856

1.43556

1.42736

61

2010.01.19 18:00

sell

22

0.44

1.42923

0.00000

0.00000

62

2010.01.19 18:00

modify

22

0.44

1.42923

1.43623

1.42803

63

2010.01.19 18:05

close

22

0.44

1.42896

1.43623

1.42803

11.88

10441.89

64

2010.01.19 18:12

close

21

0.46

1.42788

1.43556

1.42736

31.28

10473.17

65

2010.01.19 18:12

close

20

0.49

1.42788

1.43537

1.42717

24.01

10497.18

66

2010.01.19 18:12

close

19

0.52

1.42788

1.43523

1.42703

18.20

10515.38

67

2010.01.20 09:10

sell

23

0.52

1.42052

0.00000

0.00000

68

2010.01.20 09:10

modify

23

0.52

1.42052

1.42752

1.41932

69

2010.01.20 09:10

close

23

0.52

1.42020

1.42752

1.41932

16.64

10532.02

70

2010.01.20 09:15

sell

24

0.52

1.42118

0.00000

0.00000

71

2010.01.20 09:15

modify

24

0.52

1.42118

1.42818

1.41998

72

2010.01.20 09:16

close

24

0.52

1.42085

1.42818

1.41998

17.16

10549.18

73

2010.01.20 18:00

sell

25

0.52

1.41132

0.00000

0.00000

74

2010.01.20 18:00

modify

25

0.52

1.41132

1.41832

1.41012

75

2010.01.20 18:00

close

25

0.52

1.41079

1.41832

1.41012

27.56

10576.74

76

2010.01.20 19:50

sell

26

0.52

1.41086

0.00000

0.00000

77

2010.01.20 19:50

modify

26

0.52

1.41086

1.41786

1.40966

78

2010.01.20 20:01

close

26

0.52

1.41042

1.41786

1.40966

22.88

10599.62

79

2010.01.20 22:00

sell

27

0.52

1.41052

0.00000

0.00000

80

2010.01.20 22:00

modify

27

0.52

1.41052

1.41752

1.40932

81

2010.01.20 22:03

close

27

0.52

1.41002

1.41752

1.40932

26.00

10625.62

82

2010.01.20 22:50

sell

28

0.53

1.41063

0.00000

0.00000

83

2010.01.20 22:50

modify

28

0.53

1.41063

1.41763

1.40943

84

2010.01.20 23:22

close

28

0.53

1.41021

1.41763

1.40943

22.26

10647.88

85

2010.01.21 12:00

sell

29

0.53

1.40622

0.00000

0.00000

86

2010.01.21 12:00

modify

29

0.53

1.40622

1.41322

1.40502

87

2010.01.21 13:39

close

29

0.53

1.40911

1.41322

1.40502

-153.17

10494.71

88

2010.01.31 21:45

sell

30

0.52

1.38658

0.00000

0.00000

89

2010.01.31 21:45

modify

30

0.52

1.38658

1.39358

1.38538

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

2/90

2014/3/22

Strategy Tester: TAIGUN


90

2010.01.31 21:46

close

30

0.52

1.38625

1.39358

1.38538

91

2010.02.03 23:46

sell

31

0.52

1.38960

0.00000

0.00000

92

2010.02.03 23:46

modify

31

0.52

1.38960

1.39660

1.38840

93

2010.02.03 23:46

close

31

0.52

1.38930

1.39660

1.38840

94

2010.02.04 10:30

sell

32

0.52

1.38541

0.00000

0.00000

95

2010.02.04 10:30

modify

32

0.52

1.38541

1.39241

1.38421

96

2010.02.04 10:32

close

32

0.52

1.38510

1.39241

1.38421

97

2010.02.04 23:22

sell

33

0.52

1.37353

0.00000

0.00000

98

2010.02.04 23:22

modify

33

0.52

1.37353

1.38053

1.37233

99

2010.02.04 23:25

close

33

0.52

1.37315

1.38053

1.37233

100

2010.02.04 23:25

sell

34

0.52

1.37352

0.00000

0.00000

101

2010.02.04 23:25

modify

34

0.52

1.37352

1.38052

1.37232

102

2010.02.04 23:33

close

34

0.52

1.37298

1.38052

1.37232

103

2010.02.04 23:50

sell

35

0.52

1.37369

0.00000

0.00000

104

2010.02.04 23:50

modify

35

0.52

1.37369

1.38069

1.37249

105

2010.02.04 23:55

sell

36

0.50

1.37388

0.00000

0.00000

106

2010.02.04 23:55

modify

36

0.50

1.37388

1.38088

1.37268

107

2010.02.05 00:03

close

36

0.50

1.37351

1.38088

108

2010.02.05 00:04

close

35

0.52

1.37338

1.38069

109

2010.02.05 00:15

sell

37

0.53

1.37427

0.00000

0.00000

110

2010.02.05 00:15

modify

37

0.53

1.37427

1.38127

1.37307

111

2010.02.05 00:21

close

37

0.53

1.37381

1.38127

1.37307

112

2010.02.05 03:00

sell

38

0.53

1.37193

0.00000

0.00000

113

2010.02.05 03:00

modify

38

0.53

1.37193

1.37893

1.37073

114

2010.02.05 03:00

close

38

0.53

1.37139

1.37893

1.37073

115

2010.02.05 03:05

sell

39

0.53

1.37204

0.00000

0.00000

116

2010.02.05 03:05

modify

39

0.53

1.37204

1.37904

1.37084

117

2010.02.05 03:05

close

39

0.53

1.37167

1.37904

1.37084

118

2010.02.05 03:10

sell

40

0.53

1.37213

0.00000

0.00000

119

2010.02.05 03:10

modify

40

0.53

1.37213

1.37913

1.37093

120

2010.02.05 03:11

close

40

0.53

1.37170

1.37913

1.37093

121

2010.02.05 03:15

sell

41

0.53

1.37206

0.00000

0.00000

122

2010.02.05 03:15

modify

41

0.53

1.37206

1.37906

1.37086

123

2010.02.05 03:16

close

41

0.53

1.37161

1.37906

1.37086

124

2010.02.05 03:20

sell

42

0.53

1.37213

0.00000

0.00000

125

2010.02.05 03:20

modify

42

0.53

1.37213

1.37913

1.37093

126

2010.02.05 03:25

close

42

0.53

1.37170

1.37913

1.37093

127

2010.02.05 19:55

sell

43

0.53

1.36343

0.00000

0.00000

128

2010.02.05 19:55

modify

43

0.53

1.36343

1.37043

1.36223

129

2010.02.05 20:00

sell

44

0.51

1.36342

0.00000

0.00000

130

2010.02.05 20:00

modify

44

0.51

1.36342

1.37042

1.36222

131

2010.02.05 20:04

close

44

0.51

1.36292

1.37042

132

2010.02.05 20:04

close

43

0.53

1.36292

1.37043

133

2010.02.05 20:07

sell

45

0.54

1.36364

0.00000

0.00000

134

2010.02.05 20:07

modify

45

0.54

1.36364

1.37064

1.36244

135

2010.02.05 21:44

close

45

0.54

1.36745

1.37064

1.36244

136

2010.02.09 19:53

buy

46

0.53

1.37702

0.00000

0.00000

137

2010.02.09 19:53

modify

46

0.53

1.37702

1.37152

1.37822

138

2010.02.09 19:58

close

46

0.53

1.37747

1.37152

1.37822

139

2010.02.09 23:30

buy

47

0.53

1.37870

0.00000

0.00000

140

2010.02.09 23:30

modify

47

0.53

1.37870

1.37320

1.37990

141

2010.02.10 00:20

close

47

0.53

1.37926

1.37320

1.37990

142

2010.02.10 16:50

sell

48

0.53

1.37184

0.00000

0.00000

143

2010.02.10 16:50

modify

48

0.53

1.37184

1.37884

1.37064

144

2010.02.10 16:51

close

48

0.53

1.37137

1.37884

1.37064

145

2010.02.10 16:56

sell

49

0.53

1.37193

0.00000

0.00000

146

2010.02.10 16:56

modify

49

0.53

1.37193

1.37893

1.37073

147

2010.02.10 16:58

close

49

0.53

1.37149

1.37893

1.37073

148

2010.02.11 17:10

sell

50

0.53

1.36603

0.00000

0.00000

149

2010.02.11 17:10

modify

50

0.53

1.36603

1.37303

1.36483

150

2010.02.11 17:12

close

50

0.53

1.36560

1.37303

1.36483

151

2010.02.11 17:15

sell

51

0.53

1.36604

0.00000

0.00000

152

2010.02.11 17:15

modify

51

0.53

1.36604

1.37304

1.36484

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

17.16

10511.87

15.60

10527.47

16.12

10543.59

19.76

10563.35

28.08

10591.43

1.37268

18.50

10609.93

1.37249

16.12

10626.05

24.38

10650.43

28.62

10679.05

19.61

10698.66

22.79

10721.45

23.85

10745.30

22.79

10768.09

1.36222

25.50

10793.59

1.36223

27.03

10820.62

-205.74

10614.88

23.85

10638.73

29.68

10668.41

24.91

10693.32

23.32

10716.64

22.79

10739.43

3/90

2014/3/22

Strategy Tester: TAIGUN

152

2010.02.11 17:15

modify

51

0.53

1.36604

1.37304

1.36484

153

2010.02.11 17:20

close

51

0.53

1.36561

1.37304

1.36484

154

2010.02.11 17:52

sell

52

0.53

1.36644

0.00000

0.00000

155

2010.02.11 17:52

modify

52

0.53

1.36644

1.37344

1.36524

156

2010.02.11 17:54

close

52

0.53

1.36597

1.37344

1.36524

157

2010.02.11 17:55

sell

53

0.53

1.36663

0.00000

0.00000

158

2010.02.11 17:55

modify

53

0.53

1.36663

1.37363

1.36543

159

2010.02.11 18:00

sell

54

0.51

1.36752

0.00000

0.00000

160

2010.02.11 18:00

modify

54

0.51

1.36752

1.37452

1.36632

161

2010.02.11 18:00

close

54

0.51

1.36728

1.37452

162

2010.02.11 18:05

close

53

0.53

1.36635

163

2010.02.12 12:15

sell

55

0.54

1.35645

164

2010.02.12 12:15

modify

55

0.54

165

2010.02.12 12:15

close

55

0.54

166

2010.02.12 12:20

sell

56

167

2010.02.12 12:20

modify

168

2010.02.12 12:23

169

2010.02.12 12:30

170
171

22.79

10762.22

24.91

10787.13

1.36632

12.24

10799.37

1.37363

1.36543

14.84

10814.21

0.00000

0.00000

1.35645

1.36345

1.35525

1.35592

1.36345

1.35525

28.62

10842.83

0.54

1.35643

0.00000

0.00000

56

0.54

1.35643

1.36343

1.35523

close

56

0.54

1.35609

1.36343

1.35523

18.36

10861.19

sell

57

0.54

1.35715

0.00000

0.00000

2010.02.12 12:30

modify

57

0.54

1.35715

1.36415

1.35595

2010.02.12 12:30

close

57

0.54

1.35672

1.36415

1.35595

23.22

10884.41

172

2010.02.12 13:05

sell

58

0.54

1.35779

0.00000

0.00000

173

2010.02.12 13:05

modify

58

0.54

1.35779

1.36479

1.35659

174

2010.02.12 13:07

close

58

0.54

1.35737

1.36479

1.35659

22.68

10907.09

175

2010.02.12 13:10

sell

59

0.54

1.35790

0.00000

0.00000

176

2010.02.12 13:10

modify

59

0.54

1.35790

1.36490

1.35670

177

2010.02.12 13:11

close

59

0.54

1.35737

1.36490

1.35670

28.62

10935.71

178

2010.02.12 13:19

sell

60

0.54

1.35784

0.00000

0.00000

179

2010.02.12 13:19

modify

60

0.54

1.35784

1.36484

1.35664

180

2010.02.12 13:20

close

60

0.54

1.35739

1.36484

1.35664

24.30

10960.01

181

2010.02.12 13:30

sell

61

0.54

1.35798

0.00000

0.00000

182

2010.02.12 13:30

modify

61

0.54

1.35798

1.36498

1.35678

183

2010.02.12 13:30

close

61

0.54

1.35752

1.36498

1.35678

24.84

10984.85

184

2010.02.12 13:38

sell

62

0.54

1.35845

0.00000

0.00000

185

2010.02.12 13:38

modify

62

0.54

1.35845

1.36545

1.35725

186

2010.02.12 13:39

close

62

0.54

1.35816

1.36545

1.35725

15.66

11000.51

187

2010.02.12 13:40

sell

63

0.55

1.35868

0.00000

0.00000

188

2010.02.12 13:40

modify

63

0.55

1.35868

1.36568

1.35748

189

2010.02.12 13:40

close

63

0.55

1.35830

1.36568

1.35748

20.90

11021.41

190

2010.02.12 13:45

sell

64

0.55

1.35971

0.00000

0.00000

191

2010.02.12 13:45

modify

64

0.55

1.35971

1.36671

1.35851

192

2010.02.12 13:46

close

64

0.55

1.35927

1.36671

1.35851

24.20

11045.61

193

2010.02.16 20:00

buy

65

0.55

1.37549

0.00000

0.00000

194

2010.02.16 20:00

modify

65

0.55

1.37549

1.36999

1.37669

195

2010.02.16 20:08

close

65

0.55

1.37618

1.36999

1.37669

37.95

11083.56

196

2010.02.17 20:15

sell

66

0.55

1.36167

0.00000

0.00000

197

2010.02.17 20:15

modify

66

0.55

1.36167

1.36867

1.36047

198

2010.02.17 20:16

close

66

0.55

1.36120

1.36867

1.36047

25.85

11109.41

199

2010.02.17 23:42

sell

67

0.55

1.36053

0.00000

0.00000

200

2010.02.17 23:42

modify

67

0.55

1.36053

1.36753

1.35933

201

2010.02.17 23:46

sell

68

0.52

1.36062

0.00000

0.00000

202

2010.02.17 23:46

modify

68

0.52

1.36062

1.36762

1.35942

203

2010.02.17 23:50

close

68

0.52

1.36032

1.36762

1.35942

15.60

11125.01

204

2010.02.17 23:51

close

67

0.55

1.36036

1.36753

1.35933

9.35

11134.36

205

2010.02.18 00:05

sell

69

0.55

1.36110

0.00000

0.00000

206

2010.02.18 00:05

modify

69

0.55

1.36110

1.36810

1.35990

207

2010.02.18 00:07

close

69

0.55

1.36077

1.36810

1.35990

18.15

11152.51

208

2010.02.18 03:25

sell

70

0.55

1.35759

0.00000

0.00000

209

2010.02.18 03:25

modify

70

0.55

1.35759

1.36459

1.35639

210

2010.02.18 03:30

sell

71

0.52

1.35771

0.00000

0.00000

211

2010.02.18 03:30

modify

71

0.52

1.35771

1.36471

1.35651

212

2010.02.18 03:32

close

71

0.52

1.35735

1.36471

1.35651

18.72

11171.23

213

2010.02.18 03:34

close

70

0.55

1.35711

1.36459

1.35639

26.40

11197.63

214

2010.02.18 03:50

sell

72

0.55

1.35802

0.00000

0.00000

215

2010.02.18 03:50

modify

72

0.55

1.35802

1.36502

1.35682

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

4/90

2014/3/22

Strategy Tester: TAIGUN

215

2010.02.18 03:50

modify

72

0.55

1.35802

1.36502

1.35682

216

2010.02.18 03:57

close

72

0.55

1.35764

1.36502

1.35682

217

2010.02.18 06:07

sell

73

0.56

1.35826

0.00000

0.00000

218

2010.02.18 06:07

modify

73

0.56

1.35826

1.36526

1.35706

219

2010.02.18 06:07

close

73

0.56

1.35799

1.36526

1.35706

220

2010.02.18 06:11

sell

74

0.56

1.35821

0.00000

0.00000

221

2010.02.18 06:11

modify

74

0.56

1.35821

1.36521

1.35701

222

2010.02.18 06:13

close

74

0.56

1.35786

1.36521

1.35701

223

2010.02.18 06:17

sell

75

0.56

1.35832

0.00000

0.00000

224

2010.02.18 06:17

modify

75

0.56

1.35832

1.36532

1.35712

225

2010.02.18 06:18

close

75

0.56

1.35807

1.36532

1.35712

226

2010.02.19 01:30

sell

76

0.56

1.34927

0.00000

0.00000

227

2010.02.19 01:30

modify

76

0.56

1.34927

1.35627

1.34807

228

2010.02.19 01:30

close

76

0.56

1.34900

1.35627

1.34807

229

2010.02.19 02:20

sell

77

0.56

1.34981

0.00000

0.00000

230

2010.02.19 02:20

modify

77

0.56

1.34981

1.35681

1.34861

231

2010.02.19 02:25

sell

78

0.53

1.35052

0.00000

0.00000

232

2010.02.19 02:25

modify

78

0.53

1.35052

1.35752

1.34932

233

2010.02.19 02:26

close

78

0.53

1.35022

1.35752

234

2010.02.19 02:29

close

77

0.56

1.34938

1.35681

235

2010.02.19 07:55

sell

79

0.56

1.34813

0.00000

0.00000

236

2010.02.19 07:55

modify

79

0.56

1.34813

1.35513

1.34693

237

2010.02.19 07:56

close

79

0.56

1.34777

1.35513

1.34693

238

2010.02.19 08:02

sell

80

0.56

1.34822

0.00000

0.00000

239

2010.02.19 08:02

modify

80

0.56

1.34822

1.35522

1.34702

240

2010.02.19 08:06

close

80

0.56

1.34774

1.35522

1.34702

241

2010.02.22 04:35

buy

81

0.56

1.36366

0.00000

0.00000

242

2010.02.22 04:35

modify

81

0.56

1.36366

1.35816

1.36486

243

2010.02.22 04:50

buy

82

0.53

1.36361

0.00000

0.00000

244

2010.02.22 04:50

modify

82

0.53

1.36361

1.35811

1.36481

245

2010.02.22 04:55

buy

83

0.51

1.36360

0.00000

0.00000

246

2010.02.22 04:55

modify

83

0.51

1.36360

1.35810

1.36480

247

2010.02.22 05:10

buy

84

0.48

1.36354

0.00000

0.00000

248

2010.02.22 05:10

modify

84

0.48

1.36354

1.35804

1.36474

249

2010.02.22 05:15

buy

85

0.46

1.36350

0.00000

0.00000

250

2010.02.22 05:15

modify

85

0.46

1.36350

1.35800

1.36470

251

2010.02.22 05:20

buy

86

0.43

1.36346

0.00000

0.00000

252

2010.02.22 05:20

modify

86

0.43

1.36346

1.35796

1.36466

253

2010.02.22 07:14

close

86

0.43

1.36076

1.35796

254

2010.02.22 07:14

close

85

0.46

1.36076

1.35800

255

2010.02.22 07:14

close

84

0.48

1.36076

256

2010.02.22 07:14

close

83

0.51

257

2010.02.22 07:14

close

82

258

2010.02.22 07:14

close

259

2010.02.23 09:10

260
261

20.90

11218.53

15.12

11233.65

19.60

11253.25

14.00

11267.25

15.12

11282.37

1.34932

15.90

11298.27

1.34861

24.08

11322.35

20.16

11342.51

26.88

11369.39

1.36466

-116.10

11253.29

1.36470

-126.04

11127.25

1.35804

1.36474

-133.44

10993.81

1.36076

1.35810

1.36480

-144.84

10848.97

0.53

1.36076

1.35811

1.36481

-151.05

10697.92

81

0.56

1.36076

1.35816

1.36486

-162.40

10535.52

buy

87

0.52

1.36608

0.00000

0.00000

2010.02.23 09:10

modify

87

0.52

1.36608

1.36058

1.36728

2010.02.23 09:12

close

87

0.52

1.36674

1.36058

1.36728

34.32

10569.84

262

2010.02.23 09:19

buy

88

0.52

1.36579

0.00000

0.00000

263

2010.02.23 09:19

modify

88

0.52

1.36579

1.36029

1.36699

264

2010.02.23 09:20

buy

89

0.50

1.36582

0.00000

0.00000

265

2010.02.23 09:20

modify

89

0.50

1.36582

1.36032

1.36702

266

2010.02.23 10:23

close

89

0.50

1.36155

1.36032

1.36702

-213.50

10356.34

267

2010.02.23 10:23

close

88

0.52

1.36155

1.36029

1.36699

-220.48

10135.86

268

2010.02.23 23:20

sell

90

0.50

1.35182

0.00000

0.00000

269

2010.02.23 23:20

modify

90

0.50

1.35182

1.35882

1.35062

270

2010.02.23 23:23

close

90

0.50

1.35131

1.35882

1.35062

25.50

10161.36

271

2010.02.23 23:30

sell

91

0.50

1.35182

0.00000

0.00000

272

2010.02.23 23:30

modify

91

0.50

1.35182

1.35882

1.35062

273

2010.02.23 23:35

sell

92

0.48

1.35188

0.00000

0.00000

274

2010.02.23 23:35

modify

92

0.48

1.35188

1.35888

1.35068

275

2010.02.23 23:40

sell

93

0.45

1.35188

0.00000

0.00000

276

2010.02.23 23:40

modify

93

0.45

1.35188

1.35888

1.35068

277

2010.02.24 00:07

close

93

0.45

1.35153

1.35888

1.35068

15.75

10177.11

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

5/90

2014/3/22

Strategy Tester: TAIGUN

278

2010.02.24 00:07

close

92

0.48

1.35153

1.35888

1.35068

16.80

10193.91

279

2010.02.24 00:07

close

91

0.50

1.35153

1.35882

1.35062

14.50

10208.41

280

2010.02.25 06:55

sell

94

0.51

1.34765

0.00000

0.00000

281

2010.02.25 06:55

modify

94

0.51

1.34765

1.35465

1.34645

282

2010.02.25 06:56

close

94

0.51

1.34716

1.35465

1.34645

24.99

10233.40

283

2010.03.01 14:05

sell

95

0.51

1.35408

0.00000

0.00000

284

2010.03.01 14:05

modify

95

0.51

1.35408

1.36108

1.35288

285

2010.03.01 14:10

close

95

0.51

1.35380

1.36108

1.35288

14.28

10247.68

286

2010.03.01 17:05

sell

96

0.51

1.35237

0.00000

0.00000

287

2010.03.01 17:05

modify

96

0.51

1.35237

1.35937

1.35117

288

2010.03.01 17:06

close

96

0.51

1.35206

1.35937

1.35117

15.81

10263.49

289

2010.03.01 17:10

sell

97

0.51

1.35249

0.00000

0.00000

290

2010.03.01 17:10

modify

97

0.51

1.35249

1.35949

1.35129

291

2010.03.01 17:13

close

97

0.51

1.35202

1.35949

1.35129

23.97

10287.46

292

2010.03.01 17:19

sell

98

0.51

1.35263

0.00000

0.00000

293

2010.03.01 17:19

modify

98

0.51

1.35263

1.35963

1.35143

294

2010.03.01 17:20

sell

99

0.48

1.35269

0.00000

0.00000

295

2010.03.01 17:20

modify

99

0.48

1.35269

1.35969

1.35149

296

2010.03.01 17:20

close

99

0.48

1.35240

1.35969

1.35149

13.92

10301.38

297

2010.03.01 17:21

close

98

0.51

1.35218

1.35963

1.35143

22.95

10324.33

298

2010.03.01 17:45

sell

100

0.51

1.35269

0.00000

0.00000

299

2010.03.01 17:45

modify

100

0.51

1.35269

1.35969

1.35149

300

2010.03.01 17:50

sell

101

0.48

1.35320

0.00000

0.00000

301

2010.03.01 17:50

modify

101

0.48

1.35320

1.36020

1.35200

302

2010.03.01 17:51

close

101

0.48

1.35290

1.36020

1.35200

14.40

10338.73

303

2010.03.01 19:52

close

100

0.51

1.35708

1.35969

1.35149

-223.89

10114.84

304

2010.03.03 19:25

buy

102

0.50

1.37067

0.00000

0.00000

305

2010.03.03 19:25

modify

102

0.50

1.37067

1.36517

1.37187

306

2010.03.04 03:16

close

102

0.50

1.36832

1.36517

1.37187

-117.50

9997.34

307

2010.03.04 19:55

sell

103

0.49

1.35766

0.00000

0.00000

308

2010.03.04 19:55

modify

103

0.49

1.35766

1.36466

1.35646

309

2010.03.04 20:02

close

103

0.49

1.35738

1.36466

1.35646

13.72

10011.06

310

2010.03.04 21:00

sell

104

0.50

1.35899

0.00000

0.00000

311

2010.03.04 21:00

modify

104

0.50

1.35899

1.36599

1.35779

312

2010.03.04 21:00

close

104

0.50

1.35854

1.36599

1.35779

22.50

10033.56

313

2010.03.12 12:26

buy

105

0.50

1.37647

0.00000

0.00000

314

2010.03.12 12:26

modify

105

0.50

1.37647

1.37097

1.37767

315

2010.03.12 12:30

buy

106

0.47

1.37621

0.00000

0.00000

316

2010.03.12 12:30

modify

106

0.47

1.37621

1.37071

1.37741

317

2010.03.12 12:37

buy

107

0.45

1.37620

0.00000

0.00000

318

2010.03.12 12:37

modify

107

0.45

1.37620

1.37070

1.37740

319

2010.03.12 12:40

buy

108

0.42

1.37610

0.00000

0.00000

320

2010.03.12 12:40

modify

108

0.42

1.37610

1.37060

1.37730

321

2010.03.12 12:50

close

108

0.42

1.37688

1.37060

1.37730

32.76

10066.32

322

2010.03.12 12:50

close

107

0.45

1.37688

1.37070

1.37740

30.60

10096.92

323

2010.03.12 12:50

close

106

0.47

1.37688

1.37071

1.37741

31.49

10128.41

324

2010.03.12 12:50

close

105

0.50

1.37688

1.37097

1.37767

20.50

10148.91

325

2010.03.12 13:20

buy

109

0.50

1.37615

0.00000

0.00000

326

2010.03.12 13:20

modify

109

0.50

1.37615

1.37065

1.37735

327

2010.03.12 13:27

close

109

0.50

1.37681

1.37065

1.37735

33.00

10181.91

328

2010.03.15 17:20

sell

110

0.50

1.36691

0.00000

0.00000

329

2010.03.15 17:20

modify

110

0.50

1.36691

1.37391

1.36571

330

2010.03.15 17:23

close

110

0.50

1.36649

1.37391

1.36571

21.00

10202.91

331

2010.03.15 17:40

sell

111

0.51

1.36686

0.00000

0.00000

332

2010.03.15 17:40

modify

111

0.51

1.36686

1.37386

1.36566

333

2010.03.15 17:41

close

111

0.51

1.36654

1.37386

1.36566

16.32

10219.23

334

2010.03.15 17:56

sell

112

0.51

1.36719

0.00000

0.00000

335

2010.03.15 17:56

modify

112

0.51

1.36719

1.37419

1.36599

336

2010.03.15 17:57

close

112

0.51

1.36689

1.37419

1.36599

15.30

10234.53

337

2010.03.15 18:03

sell

113

0.51

1.36723

0.00000

0.00000

338

2010.03.15 18:03

modify

113

0.51

1.36723

1.37423

1.36603

339

2010.03.15 18:05

sell

114

0.48

1.36722

0.00000

0.00000

340

2010.03.15 18:05

modify

114

0.48

1.36722

1.37422

1.36602

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

6/90

2014/3/22

Strategy Tester: TAIGUN

340

2010.03.15 18:05

modify

114

0.48

1.36722

1.37422

1.36602

341

2010.03.15 18:06

close

114

0.48

1.36679

1.37422

1.36602

20.64

10255.17

342

2010.03.15 18:06

close

113

0.51

1.36679

1.37423

1.36603

22.44

10277.61

343

2010.03.15 18:51

sell

115

0.51

1.36733

0.00000

0.00000

344

2010.03.15 18:51

modify

115

0.51

1.36733

1.37433

1.36613

345

2010.03.15 19:01

close

115

0.51

1.36689

1.37433

1.36613

22.44

10300.05

346

2010.03.18 09:29

sell

116

0.51

1.36781

0.00000

0.00000

347

2010.03.18 09:29

modify

116

0.51

1.36781

1.37481

1.36661

348

2010.03.18 09:29

close

116

0.51

1.36737

1.37481

1.36661

22.44

10322.49

349

2010.03.18 09:30

sell

117

0.51

1.36784

0.00000

0.00000

350

2010.03.18 09:30

modify

117

0.51

1.36784

1.37484

1.36664

351

2010.03.18 09:31

close

117

0.51

1.36752

1.37484

1.36664

16.32

10338.81

352

2010.03.18 09:36

sell

118

0.51

1.36792

0.00000

0.00000

353

2010.03.18 09:36

modify

118

0.51

1.36792

1.37492

1.36672

354

2010.03.18 09:40

sell

119

0.49

1.36793

0.00000

0.00000

355

2010.03.18 09:40

modify

119

0.49

1.36793

1.37493

1.36673

356

2010.03.18 10:35

close

119

0.49

1.36766

1.37493

1.36673

13.23

10352.04

357

2010.03.18 10:35

close

118

0.51

1.36766

1.37492

1.36672

13.26

10365.30

358

2010.03.18 17:10

sell

120

0.51

1.36236

0.00000

0.00000

359

2010.03.18 17:10

modify

120

0.51

1.36236

1.36936

1.36116

360

2010.03.18 17:13

close

120

0.51

1.36204

1.36936

1.36116

16.32

10381.62

361

2010.03.18 17:15

sell

121

0.51

1.36240

0.00000

0.00000

362

2010.03.18 17:15

modify

121

0.51

1.36240

1.36940

1.36120

363

2010.03.18 17:15

close

121

0.51

1.36194

1.36940

1.36120

23.46

10405.08

364

2010.03.18 17:35

sell

122

0.52

1.36269

0.00000

0.00000

365

2010.03.18 17:35

modify

122

0.52

1.36269

1.36969

1.36149

366

2010.03.18 17:37

close

122

0.52

1.36233

1.36969

1.36149

18.72

10423.80

367

2010.03.18 17:42

sell

123

0.52

1.36272

0.00000

0.00000

368

2010.03.18 17:42

modify

123

0.52

1.36272

1.36972

1.36152

369

2010.03.18 17:45

sell

124

0.49

1.36272

0.00000

0.00000

370

2010.03.18 17:45

modify

124

0.49

1.36272

1.36972

1.36152

371

2010.03.18 17:50

close

124

0.49

1.36225

1.36972

1.36152

23.03

10446.83

372

2010.03.18 17:50

close

123

0.52

1.36225

1.36972

1.36152

24.44

10471.27

373

2010.03.18 17:54

sell

125

0.52

1.36286

0.00000

0.00000

374

2010.03.18 17:54

modify

125

0.52

1.36286

1.36986

1.36166

375

2010.03.18 17:56

close

125

0.52

1.36253

1.36986

1.36166

17.16

10488.43

376

2010.03.18 17:59

sell

126

0.52

1.36304

0.00000

0.00000

377

2010.03.18 17:59

modify

126

0.52

1.36304

1.37004

1.36184

378

2010.03.18 18:00

sell

127

0.49

1.36310

0.00000

0.00000

379

2010.03.18 18:00

modify

127

0.49

1.36310

1.37010

1.36190

380

2010.03.18 18:00

close

127

0.49

1.36277

1.37010

1.36190

16.17

10504.60

381

2010.03.18 18:01

close

126

0.52

1.36279

1.37004

1.36184

13.00

10517.60

382

2010.03.18 23:09

sell

128

0.52

1.36110

0.00000

0.00000

383

2010.03.18 23:09

modify

128

0.52

1.36110

1.36810

1.35990

384

2010.03.18 23:10

sell

129

0.49

1.36110

0.00000

0.00000

385

2010.03.18 23:10

modify

129

0.49

1.36110

1.36810

1.35990

386

2010.03.18 23:15

sell

130

0.47

1.36119

0.00000

0.00000

387

2010.03.18 23:15

modify

130

0.47

1.36119

1.36819

1.35999

388

2010.03.18 23:21

sell

131

0.45

1.36120

0.00000

0.00000

389

2010.03.18 23:21

modify

131

0.45

1.36120

1.36820

1.36000

390

2010.03.18 23:28

sell

132

0.42

1.36120

0.00000

0.00000

391

2010.03.18 23:28

modify

132

0.42

1.36120

1.36820

1.36000

392

2010.03.18 23:46

close

132

0.42

1.36107

1.36820

1.36000

5.46

10523.06

393

2010.03.18 23:46

close

131

0.45

1.36107

1.36820

1.36000

5.85

10528.91

394

2010.03.18 23:46

close

130

0.47

1.36107

1.36819

1.35999

5.64

10534.55

395

2010.03.19 00:07

close

129

0.49

1.36062

1.36810

1.35990

23.52

10558.07

396

2010.03.19 00:07

close

128

0.52

1.36062

1.36810

1.35990

24.96

10583.03

397

2010.03.19 16:05

sell

133

0.52

1.35287

0.00000

0.00000

398

2010.03.19 16:05

modify

133

0.52

1.35287

1.35987

1.35167

399

2010.03.19 16:06

close

133

0.52

1.35256

1.35987

1.35167

16.12

10599.15

400

2010.03.19 16:30

sell

134

0.52

1.35286

0.00000

0.00000

401

2010.03.19 16:30

modify

134

0.52

1.35286

1.35986

1.35166

402

2010.03.19 16:31

close

134

0.52

1.35232

1.35986

1.35166

28.08

10627.23

403

2010.03.19 16:46

sell

135

0.53

1.35284

0.00000

0.00000

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

7/90

2014/3/22

Strategy Tester: TAIGUN

403

2010.03.19 16:46

sell

135

0.53

1.35284

0.00000

0.00000

404

2010.03.19 16:46

modify

135

0.53

1.35284

1.35984

1.35164

405

2010.03.19 16:50

sell

136

0.50

1.35309

0.00000

0.00000

406

2010.03.19 16:50

modify

136

0.50

1.35309

1.36009

1.35189

407

2010.03.19 16:55

sell

137

0.47

1.35324

0.00000

0.00000

408

2010.03.19 16:55

modify

137

0.47

1.35324

1.36024

1.35204

409

2010.03.19 16:55

close

137

0.47

1.35293

1.36024

1.35204

410

2010.03.19 17:10

sell

138

0.47

1.35417

0.00000

0.00000

411

2010.03.19 17:10

modify

138

0.47

1.35417

1.36117

1.35297

412

2010.03.19 17:10

close

138

0.47

1.35385

1.36117

413

2010.03.19 20:59

close

136

0.50

1.35276

1.36009

414

2010.03.21 21:15

close

135

0.53

1.35259

415

2010.03.24 06:55

sell

139

0.53

416

2010.03.24 06:55

modify

139

417

2010.03.24 07:00

sell

140

418

2010.03.24 07:00

modify

419

2010.03.24 07:00

420

14.57

10641.80

1.35297

15.04

10656.84

1.35189

16.50

10673.34

1.35984

1.35164

13.25

10686.59

1.34272

0.00000

0.00000

0.53

1.34272

1.34972

1.34152

0.50

1.34320

0.00000

0.00000

140

0.50

1.34320

1.35020

1.34200

close

140

0.50

1.34278

1.35020

1.34200

21.00

10707.59

2010.03.24 07:03

close

139

0.53

1.34240

1.34972

1.34152

16.96

10724.55

421

2010.03.24 07:25

sell

141

0.53

1.34319

0.00000

0.00000

422

2010.03.24 07:25

modify

141

0.53

1.34319

1.35019

1.34199

423

2010.03.24 07:25

close

141

0.53

1.34273

1.35019

1.34199

24.38

10748.93

424

2010.03.24 08:05

sell

142

0.53

1.34321

0.00000

0.00000

425

2010.03.24 08:05

modify

142

0.53

1.34321

1.35021

1.34201

426

2010.03.24 08:35

close

142

0.53

1.34275

1.35021

1.34201

24.38

10773.31

427

2010.03.24 14:04

sell

143

0.53

1.33615

0.00000

0.00000

428

2010.03.24 14:04

modify

143

0.53

1.33615

1.34315

1.33495

429

2010.03.24 14:05

close

143

0.53

1.33568

1.34315

1.33495

24.91

10798.22

430

2010.03.24 14:07

sell

144

0.53

1.33614

0.00000

0.00000

431

2010.03.24 14:07

modify

144

0.53

1.33614

1.34314

1.33494

432

2010.03.24 14:10

sell

145

0.51

1.33666

0.00000

0.00000

433

2010.03.24 14:10

modify

145

0.51

1.33666

1.34366

1.33546

434

2010.03.24 14:10

close

145

0.51

1.33630

1.34366

1.33546

18.36

10816.58

435

2010.03.24 14:15

sell

146

0.51

1.33687

0.00000

0.00000

436

2010.03.24 14:15

modify

146

0.51

1.33687

1.34387

1.33567

437

2010.03.24 14:15

close

146

0.51

1.33644

1.34387

1.33567

21.93

10838.51

438

2010.03.24 14:20

sell

147

0.51

1.33722

0.00000

0.00000

439

2010.03.24 14:20

modify

147

0.51

1.33722

1.34422

1.33602

440

2010.03.24 14:25

close

147

0.51

1.33684

1.34422

1.33602

19.38

10857.89

441

2010.03.24 14:46

close

144

0.53

1.33583

1.34314

1.33494

16.43

10874.32

442

2010.03.24 21:58

sell

148

0.54

1.33256

0.00000

0.00000

443

2010.03.24 21:58

modify

148

0.54

1.33256

1.33956

1.33136

444

2010.03.24 21:59

close

148

0.54

1.33213

1.33956

1.33136

23.22

10897.54

445

2010.03.24 23:00

sell

149

0.54

1.33281

0.00000

0.00000

446

2010.03.24 23:00

modify

149

0.54

1.33281

1.33981

1.33161

447

2010.03.24 23:40

close

149

0.54

1.33263

1.33981

1.33161

9.72

10907.26

448

2010.03.28 22:45

buy

150

0.54

1.34523

0.00000

0.00000

449

2010.03.28 22:45

modify

150

0.54

1.34523

1.33973

1.34643

450

2010.03.28 22:50

buy

151

0.51

1.34473

0.00000

0.00000

451

2010.03.28 22:50

modify

151

0.51

1.34473

1.33923

1.34593

452

2010.03.28 22:55

buy

152

0.48

1.34454

0.00000

0.00000

453

2010.03.28 22:55

modify

152

0.48

1.34454

1.33904

1.34574

454

2010.03.28 23:00

buy

153

0.46

1.34458

0.00000

0.00000

455

2010.03.28 23:00

modify

153

0.46

1.34458

1.33908

1.34578

456

2010.03.28 23:05

buy

154

0.44

1.34463

0.00000

0.00000

457

2010.03.28 23:05

modify

154

0.44

1.34463

1.33913

1.34583

458

2010.03.28 23:10

buy

155

0.41

1.34406

0.00000

0.00000

459

2010.03.28 23:10

modify

155

0.41

1.34406

1.33856

1.34526

460

2010.03.29 06:36

t/p

155

0.41

1.34526

1.33856

1.34526

49.20

10956.46

461

2010.03.29 06:36

close

154

0.44

1.34528

1.33913

1.34583

28.60

10985.06

462

2010.03.29 06:36

close

153

0.46

1.34528

1.33908

1.34578

32.20

11017.26

463

2010.03.29 06:36

close

152

0.48

1.34528

1.33904

1.34574

35.52

11052.78

464

2010.03.29 06:36

close

151

0.51

1.34528

1.33923

1.34593

28.05

11080.83

465

2010.03.29 06:36

close

150

0.54

1.34528

1.33973

1.34643

2.70

11083.53

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

8/90

2014/3/22

Strategy Tester: TAIGUN

466

2010.03.30 16:38

sell

156

0.55

1.34241

0.00000

0.00000

467

2010.03.30 16:38

modify

156

0.55

1.34241

1.34941

1.34121

468

2010.03.30 16:39

close

156

0.55

1.34207

1.34941

1.34121

469

2010.03.30 16:43

sell

157

0.55

1.34241

0.00000

0.00000

470

2010.03.30 16:43

modify

157

0.55

1.34241

1.34941

1.34121

471

2010.03.30 16:45

close

157

0.55

1.34213

1.34941

1.34121

472

2010.03.30 18:45

sell

158

0.55

1.34195

0.00000

0.00000

473

2010.03.30 18:45

modify

158

0.55

1.34195

1.34895

1.34075

474

2010.03.30 18:46

close

158

0.55

1.34150

1.34895

1.34075

475

2010.03.30 18:52

sell

159

0.55

1.34194

0.00000

0.00000

476

2010.03.30 18:52

modify

159

0.55

1.34194

1.34894

1.34074

477

2010.03.30 18:55

sell

160

0.52

1.34203

0.00000

0.00000

478

2010.03.30 18:55

modify

160

0.52

1.34203

1.34903

1.34083

479

2010.03.30 18:57

close

160

0.52

1.34178

1.34903

480

2010.03.30 18:58

close

159

0.55

1.34165

1.34894

481

2010.03.31 18:21

buy

161

0.55

1.35260

0.00000

0.00000

482

2010.03.31 18:21

modify

161

0.55

1.35260

1.34710

1.35380

483

2010.03.31 18:28

buy

162

0.52

1.35235

0.00000

0.00000

484

2010.03.31 18:28

modify

162

0.52

1.35235

1.34685

1.35355

485

2010.03.31 18:40

buy

163

0.50

1.35218

0.00000

0.00000

486

2010.03.31 18:40

modify

163

0.50

1.35218

1.34668

1.35338

487

2010.04.01 00:04

close

163

0.50

1.35309

1.34668

488

2010.04.01 00:04

close

162

0.52

1.35309

1.34685

489

2010.04.01 00:04

close

161

0.55

1.35309

490

2010.04.01 18:51

buy

164

0.56

491

2010.04.01 18:51

modify

164

492

2010.04.01 18:59

close

164

493

2010.04.01 21:27

buy

494

2010.04.01 21:27

495

2010.04.01 21:32

496

18.70

11102.23

15.40

11117.63

24.75

11142.38

1.34083

13.00

11155.38

1.34074

15.95

11171.33

1.35338

45.50

11216.83

1.35355

38.48

11255.31

1.34710

1.35380

26.95

11282.26

1.35627

0.00000

0.00000

0.56

1.35627

1.35077

1.35747

0.56

1.35697

1.35077

1.35747

39.20

11321.46

165

0.56

1.35802

0.00000

0.00000

modify

165

0.56

1.35802

1.35252

1.35922

buy

166

0.53

1.35788

0.00000

0.00000

2010.04.01 21:32

modify

166

0.53

1.35788

1.35238

1.35908

497

2010.04.01 21:40

close

166

0.53

1.35852

1.35238

1.35908

33.92

11355.38

498

2010.04.01 21:40

close

165

0.56

1.35852

1.35252

1.35922

28.00

11383.38

499

2010.04.02 17:00

sell

167

0.56

1.34876

0.00000

0.00000

500

2010.04.02 17:00

modify

167

0.56

1.34876

1.35576

1.34756

501

2010.04.02 17:00

close

167

0.56

1.34817

1.35576

1.34756

33.04

11416.42

502

2010.04.02 18:45

sell

168

0.57

1.34861

0.00000

0.00000

503

2010.04.02 18:45

modify

168

0.57

1.34861

1.35561

1.34741

504

2010.04.04 21:24

close

168

0.57

1.34823

1.35561

1.34741

21.66

11438.08

505

2010.04.06 04:23

sell

169

0.57

1.34327

0.00000

0.00000

506

2010.04.06 04:23

modify

169

0.57

1.34327

1.35027

1.34207

507

2010.04.06 04:25

sell

170

0.54

1.34332

0.00000

0.00000

508

2010.04.06 04:25

modify

170

0.54

1.34332

1.35032

1.34212

509

2010.04.06 04:31

close

170

0.54

1.34310

1.35032

1.34212

11.88

11449.96

510

2010.04.06 04:35

close

169

0.57

1.34262

1.35027

1.34207

37.05

11487.01

511

2010.04.09 18:05

buy

171

0.57

1.34635

0.00000

0.00000

512

2010.04.09 18:05

modify

171

0.57

1.34635

1.34085

1.34755

513

2010.04.09 18:25

close

171

0.57

1.34685

1.34085

1.34755

28.50

11515.51

514

2010.04.12 06:05

buy

172

0.57

1.36512

0.00000

0.00000

515

2010.04.12 06:05

modify

172

0.57

1.36512

1.35962

1.36632

516

2010.04.12 09:52

close

172

0.57

1.36014

1.35962

1.36632

-283.86

11231.65

517

2010.04.15 12:20

sell

173

0.56

1.35533

0.00000

0.00000

518

2010.04.15 12:20

modify

173

0.56

1.35533

1.36233

1.35413

519

2010.04.15 12:20

close

173

0.56

1.35509

1.36233

1.35413

13.44

11245.09

520

2010.04.15 12:25

sell

174

0.56

1.35537

0.00000

0.00000

521

2010.04.15 12:25

modify

174

0.56

1.35537

1.36237

1.35417

522

2010.04.15 12:26

close

174

0.56

1.35491

1.36237

1.35417

25.76

11270.85

523

2010.04.15 13:00

sell

175

0.56

1.35581

0.00000

0.00000

524

2010.04.15 13:00

modify

175

0.56

1.35581

1.36281

1.35461

525

2010.04.15 13:02

close

175

0.56

1.35537

1.36281

1.35461

24.64

11295.49

526

2010.04.22 11:54

sell

176

0.56

1.33494

0.00000

0.00000

527

2010.04.22 11:54

modify

176

0.56

1.33494

1.34194

1.33374

528

2010.04.22 11:55

close

176

0.56

1.33469

1.34194

1.33374

14.00

11309.49

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

9/90

2014/3/22

Strategy Tester: TAIGUN

528

2010.04.22 11:55

close

176

0.56

1.33469

1.34194

1.33374

529

2010.04.22 12:05

sell

177

0.56

1.33510

0.00000

0.00000

14.00

11309.49

530

2010.04.22 12:05

modify

177

0.56

1.33510

1.34210

1.33390

531

2010.04.22 12:07

close

177

0.56

1.33483

1.34210

1.33390

532

2010.04.22 16:15

sell

178

0.56

1.33083

0.00000

0.00000

15.12

11324.61

533

2010.04.22 16:15

modify

178

0.56

1.33083

1.33783

1.32963

534

2010.04.22 16:16

close

178

0.56

1.33035

1.33783

1.32963

535

2010.04.22 17:05

sell

179

0.56

1.33076

0.00000

0.00000

26.88

11351.49

536

2010.04.22 17:05

modify

179

0.56

1.33076

1.33776

1.32956

537

2010.04.22 17:10

sell

180

0.53

1.33130

0.00000

0.00000

538

2010.04.22 17:10

modify

180

0.53

1.33130

1.33830

1.33010

539

2010.04.22 17:11

close

180

0.53

1.33095

1.33830

1.33010

540

2010.04.22 17:15

sell

181

0.53

1.33118

0.00000

0.00000

18.55

11370.04

541

2010.04.22 17:15

modify

181

0.53

1.33118

1.33818

1.32998

542

2010.04.22 17:30

close

181

0.53

1.33088

1.33818

543

2010.04.22 17:37

close

179

0.56

1.33045

1.33776

1.32998

15.90

11385.94

1.32956

17.36

11403.30

544

2010.04.23 03:55

sell

182

0.57

1.32274

0.00000

0.00000

545

2010.04.23 03:55

modify

182

0.57

1.32274

1.32974

1.32154

546

2010.04.23 03:59

close

182

0.57

1.32230

1.32974

1.32154

547

2010.04.23 04:15

sell

183

0.57

1.32277

0.00000

0.00000

25.08

11428.38

548

2010.04.23 04:15

modify

183

0.57

1.32277

1.32977

1.32157

549

2010.04.23 04:19

close

183

0.57

1.32246

1.32977

1.32157

550

2010.04.23 04:20

sell

184

0.57

1.32288

0.00000

0.00000

17.67

11446.05

551

2010.04.23 04:20

modify

184

0.57

1.32288

1.32988

1.32168

552

2010.04.23 04:27

sell

185

0.54

1.32315

0.00000

0.00000

553

2010.04.23 04:27

modify

185

0.54

1.32315

1.33015

1.32195

554

2010.04.23 04:30

sell

186

0.51

1.32324

0.00000

0.00000

555

2010.04.23 04:30

modify

186

0.51

1.32324

1.33024

1.32204

556

2010.04.23 04:35

sell

187

0.48

1.32350

0.00000

0.00000

557

2010.04.23 04:35

modify

187

0.48

1.32350

1.33050

1.32230

558

2010.04.23 04:40

sell

188

0.46

1.32355

0.00000

0.00000

559

2010.04.23 04:40

modify

188

0.46

1.32355

1.33055

1.32235

560

2010.04.23 04:42

close

188

0.46

1.32326

1.33055

561

2010.04.23 04:45

close

187

0.48

1.32313

1.33050

1.32235

13.34

11459.39

1.32230

17.76

562

2010.04.23 04:48

sell

189

0.48

1.32352

0.00000

0.00000

11477.15

563

2010.04.23 04:48

modify

189

0.48

1.32352

1.33052

1.32232

564

2010.04.23 04:55

sell

190

0.46

1.32368

0.00000

0.00000

565

2010.04.23 04:55

modify

190

0.46

1.32368

1.33068

1.32248

566

2010.04.23 05:02

close

190

0.46

1.32326

1.33068

567

2010.04.23 05:04

close

189

0.48

1.32317

1.33052

1.32248

19.32

11496.47

1.32232

16.80

568

2010.04.23 05:09

close

186

0.51

1.32288

11513.27

1.33024

1.32204

18.36

569

2010.04.23 05:09

close

185

0.54

11531.63

1.32288

1.33015

1.32195

14.58

570

2010.04.23 06:09

close

184

11546.21

0.57

1.32234

1.32988

1.32168

30.78

571

2010.04.23 19:50

buy

11576.99

191

0.57

1.33702

0.00000

0.00000

572

2010.04.23 19:50

573

2010.04.23 19:52

modify

191

0.57

1.33702

1.33152

1.33822

close

191

0.57

1.33752

1.33152

574

1.33822

28.50

11605.49

2010.04.27 13:46

sell

192

0.58

1.33079

0.00000

0.00000

575

2010.04.27 13:46

modify

192

0.58

1.33079

1.33779

1.32959

576

2010.04.27 13:51

close

192

0.58

1.33042

1.33779

1.32959

21.46

11626.95

577

2010.04.27 17:30

sell

193

0.58

1.32590

0.00000

0.00000

578

2010.04.27 17:30

modify

193

0.58

1.32590

1.33290

1.32470

579

2010.04.27 17:30

close

193

0.58

1.32563

1.33290

1.32470

15.66

11642.61

580

2010.04.27 17:36

sell

194

0.58

1.32587

0.00000

0.00000

581

2010.04.27 17:36

modify

194

0.58

1.32587

1.33287

1.32467

582

2010.04.27 17:36

close

194

0.58

1.32543

1.33287

1.32467

25.52

11668.13

583

2010.04.27 23:22

sell

195

0.58

1.31776

0.00000

0.00000

584

2010.04.27 23:22

modify

195

0.58

1.31776

1.32476

1.31656

585

2010.04.27 23:25

sell

196

0.55

1.31806

0.00000

0.00000

586

2010.04.27 23:25

modify

196

0.55

1.31806

1.32506

1.31686

587

2010.04.27 23:30

close

196

0.55

1.31776

1.32506

1.31686

16.50

11684.63

588

2010.04.27 23:33

close

195

0.58

1.31731

1.32476

1.31656

26.10

11710.73

589

2010.04.27 23:55

sell

197

0.58

1.31819

0.00000

0.00000

590

2010.04.27 23:55

modify

197

0.58

1.31819

1.32519

1.31699

591

2010.04.27 23:58

close

197

0.58

1.31769

1.32519

1.31699

29.00

11739.73

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

10/90

2014/3/22

Strategy Tester: TAIGUN

591

2010.04.27 23:58

close

197

0.58

1.31769

1.32519

1.31699

592

2010.04.28 00:26

sell

198

0.58

1.31833

0.00000

0.00000

593

2010.04.28 00:26

modify

198

0.58

1.31833

1.32533

1.31713

594

2010.04.28 00:29

close

198

0.58

1.31786

1.32533

1.31713

595

2010.04.28 01:36

sell

199

0.58

1.31869

0.00000

0.00000

596

2010.04.28 01:36

modify

199

0.58

1.31869

1.32569

1.31749

597

2010.04.28 01:38

close

199

0.58

1.31832

1.32569

1.31749

598

2010.05.03 05:05

sell

200

0.58

1.32322

0.00000

0.00000

599

2010.05.03 05:05

modify

200

0.58

1.32322

1.33022

1.32202

600

2010.05.03 05:09

close

200

0.58

1.32295

1.33022

1.32202

601

2010.05.03 05:20

sell

201

0.59

1.32326

0.00000

0.00000

602

2010.05.03 05:20

modify

201

0.59

1.32326

1.33026

1.32206

603

2010.05.03 05:21

close

201

0.59

1.32302

1.33026

1.32206

604

2010.05.03 05:35

sell

202

0.59

1.32322

0.00000

0.00000

605

2010.05.03 05:35

modify

202

0.59

1.32322

1.33022

1.32202

606

2010.05.03 05:35

close

202

0.59

1.32301

1.33022

1.32202

607

2010.05.03 16:15

sell

203

0.59

1.31920

0.00000

0.00000

608

2010.05.03 16:15

modify

203

0.59

1.31920

1.32620

1.31800

609

2010.05.03 16:15

close

203

0.59

1.31887

1.32620

1.31800

610

2010.05.03 16:20

sell

204

0.59

1.31927

0.00000

0.00000

611

2010.05.03 16:20

modify

204

0.59

1.31927

1.32627

1.31807

612

2010.05.03 16:25

sell

205

0.56

1.31947

0.00000

0.00000

613

2010.05.03 16:25

modify

205

0.56

1.31947

1.32647

1.31827

614

2010.05.03 16:26

close

205

0.56

1.31914

1.32647

1.31827

615

2010.05.03 16:30

sell

206

0.56

1.31947

0.00000

0.00000

616

2010.05.03 16:30

modify

206

0.56

1.31947

1.32647

1.31827

617

2010.05.03 16:30

close

206

0.56

1.31912

1.32647

618

2010.05.03 16:34

close

204

0.59

1.31883

1.32627

619

2010.05.03 17:00

sell

207

0.59

1.31971

0.00000

0.00000

620

2010.05.03 17:00

modify

207

0.59

1.31971

1.32671

1.31851

621

2010.05.03 17:01

close

207

0.59

1.31924

1.32671

1.31851

622

2010.05.05 00:15

sell

208

0.59

1.29897

0.00000

0.00000

623

2010.05.05 00:15

modify

208

0.59

1.29897

1.30597

1.29777

624

2010.05.05 00:16

close

208

0.59

1.29872

1.30597

1.29777

625

2010.05.05 03:10

sell

209

0.59

1.29652

0.00000

0.00000

626

2010.05.05 03:10

modify

209

0.59

1.29652

1.30352

1.29532

627

2010.05.05 03:15

sell

210

0.56

1.29674

0.00000

0.00000

628

2010.05.05 03:15

modify

210

0.56

1.29674

1.30374

1.29554

629

2010.05.05 03:16

close

210

0.56

1.29649

1.30374

630

2010.05.05 03:23

close

209

0.59

1.29621

1.30352

631

2010.05.05 05:45

sell

211

0.59

1.29629

0.00000

0.00000

632

2010.05.05 05:45

modify

211

0.59

1.29629

1.30329

1.29509

633

2010.05.05 05:50

sell

212

0.56

1.29678

0.00000

0.00000

634

2010.05.05 05:50

modify

212

0.56

1.29678

1.30378

1.29558

635

2010.05.05 05:53

close

212

0.56

1.29649

1.30378

1.29558

636

2010.05.05 05:55

sell

213

0.56

1.29682

0.00000

0.00000

637

2010.05.05 05:55

modify

213

0.56

1.29682

1.30382

1.29562

638

2010.05.05 06:00

close

213

0.56

1.29650

1.30382

1.29562

639

2010.05.05 06:02

sell

214

0.56

1.29718

0.00000

0.00000

640

2010.05.05 06:02

modify

214

0.56

1.29718

1.30418

1.29598

641

2010.05.05 06:02

close

214

0.56

1.29661

1.30418

642

2010.05.05 06:30

close

211

0.59

1.29906

1.30329

643

2010.05.05 14:50

sell

215

0.59

1.28704

0.00000

0.00000

644

2010.05.05 14:50

modify

215

0.59

1.28704

1.29404

1.28584

645

2010.05.05 14:50

close

215

0.59

1.28666

1.29404

1.28584

646

2010.05.05 14:55

sell

216

0.59

1.28707

0.00000

0.00000

647

2010.05.05 14:55

modify

216

0.59

1.28707

1.29407

1.28587

648

2010.05.05 14:55

close

216

0.59

1.28663

1.29407

1.28587

649

2010.05.05 15:41

sell

217

0.59

1.28724

0.00000

0.00000

650

2010.05.05 15:41

modify

217

0.59

1.28724

1.29424

1.28604

651

2010.05.05 15:41

close

217

0.59

1.28691

1.29424

1.28604

652

2010.05.05 15:48

sell

218

0.59

1.28847

0.00000

0.00000

653

2010.05.05 15:48

modify

218

0.59

1.28847

1.29547

1.28727

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

29.00

11739.73

27.26

11766.99

21.46

11788.45

15.66

11804.11

14.16

11818.27

12.39

11830.66

19.47

11850.13

18.48

11868.61

1.31827

19.60

11888.21

1.31807

25.96

11914.17

27.73

11941.90

14.75

11956.65

1.29554

14.00

11970.65

1.29532

18.29

11988.94

16.24

12005.18

17.92

12023.10

1.29598

31.92

12055.02

1.29509

-163.43

11891.59

22.42

11914.01

25.96

11939.97

19.47

11959.44

11/90

2014/3/22

Strategy Tester: TAIGUN

654

2010.05.05 15:48

close

218

0.59

1.28818

1.29547

1.28727

655

2010.05.05 15:51

sell

219

0.59

1.28872

0.00000

0.00000

656

2010.05.05 15:51

modify

219

0.59

1.28872

1.29572

1.28752

657

2010.05.05 15:51

close

219

0.59

1.28830

1.29572

1.28752

658

2010.05.05 15:56

sell

220

0.60

1.28876

0.00000

0.00000

659

2010.05.05 15:56

modify

220

0.60

1.28876

1.29576

1.28756

660

2010.05.05 15:56

close

220

0.60

1.28833

1.29576

1.28756

661

2010.05.05 16:00

sell

221

0.60

1.28904

0.00000

0.00000

662

2010.05.05 16:00

modify

221

0.60

1.28904

1.29604

1.28784

663

2010.05.05 16:12

close

221

0.60

1.28872

1.29604

1.28784

664

2010.05.05 23:36

sell

222

0.60

1.28220

0.00000

0.00000

665

2010.05.05 23:36

modify

222

0.60

1.28220

1.28920

1.28100

666

2010.05.05 23:39

close

222

0.60

1.28195

1.28920

1.28100

667

2010.05.05 23:41

sell

223

0.60

1.28217

0.00000

0.00000

668

2010.05.05 23:41

modify

223

0.60

1.28217

1.28917

1.28097

669

2010.05.05 23:48

close

223

0.60

1.28181

1.28917

1.28097

670

2010.05.06 00:20

sell

224

0.60

1.28258

0.00000

0.00000

671

2010.05.06 00:20

modify

224

0.60

1.28258

1.28958

1.28138

672

2010.05.06 02:53

close

224

0.60

1.28543

1.28958

1.28138

673

2010.05.06 07:55

sell

225

0.59

1.28059

0.00000

0.00000

674

2010.05.06 07:55

modify

225

0.59

1.28059

1.28759

1.27939

675

2010.05.06 07:55

close

225

0.59

1.28009

1.28759

1.27939

676

2010.05.06 13:45

sell

226

0.59

1.27463

0.00000

0.00000

677

2010.05.06 13:45

modify

226

0.59

1.27463

1.28163

1.27343

678

2010.05.06 13:45

close

226

0.59

1.27403

1.28163

1.27343

679

2010.05.06 14:00

sell

227

0.59

1.27498

0.00000

0.00000

680

2010.05.06 14:00

modify

227

0.59

1.27498

1.28198

1.27378

681

2010.05.06 14:00

close

227

0.59

1.27455

1.28198

1.27378

682

2010.05.06 16:15

sell

228

0.60

1.27269

0.00000

0.00000

683

2010.05.06 16:15

modify

228

0.60

1.27269

1.27969

1.27149

684

2010.05.06 16:15

close

228

0.60

1.27237

1.27969

1.27149

685

2010.05.06 16:20

sell

229

0.60

1.27265

0.00000

0.00000

686

2010.05.06 16:20

modify

229

0.60

1.27265

1.27965

1.27145

687

2010.05.06 16:21

close

229

0.60

1.27218

1.27965

1.27145

688

2010.05.06 21:12

sell

230

0.60

1.26559

0.00000

0.00000

689

2010.05.06 21:12

modify

230

0.60

1.26559

1.27259

1.26439

690

2010.05.06 21:13

close

230

0.60

1.26511

1.27259

1.26439

691

2010.05.06 21:15

sell

231

0.60

1.26555

0.00000

0.00000

692

2010.05.06 21:15

modify

231

0.60

1.26555

1.27255

1.26435

693

2010.05.06 21:17

close

231

0.60

1.26523

1.27255

1.26435

694

2010.05.06 21:20

sell

232

0.60

1.26583

0.00000

0.00000

695

2010.05.06 21:20

modify

232

0.60

1.26583

1.27283

1.26463

696

2010.05.06 21:20

close

232

0.60

1.26529

1.27283

1.26463

697

2010.05.07 02:00

sell

233

0.60

1.26478

0.00000

0.00000

698

2010.05.07 02:00

modify

233

0.60

1.26478

1.27178

1.26358

699

2010.05.07 02:22

close

233

0.60

1.26815

1.27178

1.26358

700

2010.05.09 22:55

buy

234

0.59

1.28736

0.00000

0.00000

701

2010.05.09 22:55

modify

234

0.59

1.28736

1.28186

1.28856

702

2010.05.09 23:05

close

234

0.59

1.28808

1.28186

1.28856

703

2010.05.10 04:45

buy

235

0.59

1.29273

0.00000

0.00000

704

2010.05.10 04:45

modify

235

0.59

1.29273

1.28723

1.29393

705

2010.05.10 04:46

close

235

0.59

1.29334

1.28723

1.29393

706

2010.05.10 04:50

buy

236

0.60

1.29268

0.00000

0.00000

707

2010.05.10 04:50

modify

236

0.60

1.29268

1.28718

1.29388

708

2010.05.10 04:55

buy

237

0.56

1.29224

0.00000

0.00000

709

2010.05.10 04:55

modify

237

0.56

1.29224

1.28674

1.29344

710

2010.05.10 05:00

buy

238

0.53

1.29204

0.00000

0.00000

711

2010.05.10 05:00

modify

238

0.53

1.29204

1.28654

1.29324

712

2010.05.10 05:05

buy

239

0.51

1.29202

0.00000

0.00000

713

2010.05.10 05:05

modify

239

0.51

1.29202

1.28652

1.29322

714

2010.05.10 05:41

close

239

0.51

1.29277

1.28652

715

2010.05.10 05:41

close

238

0.53

1.29277

1.28654

716

2010.05.10 05:41

close

237

0.56

1.29277

1.28674

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

17.11

11976.55

24.78

12001.33

25.80

12027.13

19.20

12046.33

15.00

12061.33

21.60

12082.93

-171.00

11911.93

29.50

11941.43

35.40

11976.83

25.37

12002.20

19.20

12021.40

28.20

12049.60

28.80

12078.40

19.20

12097.60

32.40

12130.00

-202.20

11927.80

42.48

11970.28

35.99

12006.27

1.29322

38.25

12044.52

1.29324

38.69

12083.21

1.29344

29.68

12112.89

12/90

2014/3/22

Strategy Tester: TAIGUN

717

2010.05.10 05:41

close

236

0.60

1.29277

1.28718

1.29388

718

2010.05.10 09:50

buy

240

0.60

1.30325

0.00000

0.00000

5.40

12118.29

719

2010.05.10 09:50

modify

240

0.60

1.30325

1.29775

1.30445

720

2010.05.10 09:55

buy

241

0.57

1.30193

0.00000

0.00000

721

2010.05.10 09:55

modify

241

0.57

1.30193

1.29643

1.30313

722

2010.05.10 09:57

t/p

241

0.57

1.30313

1.29643

723

2010.05.10 09:57

close

240

0.60

1.30314

1.29775

1.30313

68.40

12186.69

1.30445

-6.60

724

2010.05.10 10:01

buy

242

0.60

1.30194

0.00000

0.00000

12180.09

725

2010.05.10 10:01

modify

242

0.60

1.30194

1.29644

1.30314

726

2010.05.10 10:01

close

242

0.60

1.30267

1.29644

1.30314

727

2010.05.10 10:05

buy

243

0.61

1.30188

0.00000

0.00000

43.80

12223.89

728

2010.05.10 10:05

modify

243

0.61

1.30188

1.29638

1.30308

729

2010.05.10 10:10

buy

244

0.57

1.30128

0.00000

0.00000

730

2010.05.10 10:10

modify

244

0.57

1.30128

1.29578

1.30248

731

2010.05.10 11:38

s/l

243

0.61

1.29638

1.29638

732

2010.05.10 12:17

s/l

244

0.57

1.29578

1.29578

1.30308

-335.50

11888.39

1.30248

-313.50

733

2010.05.10 15:55

sell

245

0.57

1.28698

0.00000

0.00000

11574.89

734

2010.05.10 15:55

modify

245

0.57

1.28698

1.29398

1.28578

735

2010.05.10 15:57

close

245

0.57

1.28645

1.29398

1.28578

736

2010.05.11 07:15

sell

246

0.58

1.27367

0.00000

0.00000

30.21

11605.10

737

2010.05.11 07:15

modify

246

0.58

1.27367

1.28067

1.27247

738

2010.05.11 07:20

close

246

0.58

1.27322

1.28067

1.27247

739

2010.05.11 12:10

sell

247

0.58

1.27056

0.00000

0.00000

26.10

11631.20

740

2010.05.11 12:10

modify

247

0.58

1.27056

1.27756

1.26936

741

2010.05.11 12:10

close

247

0.58

1.27003

1.27756

1.26936

742

2010.05.12 00:05

sell

248

0.58

1.26483

0.00000

0.00000

30.74

11661.94

743

2010.05.12 00:05

modify

248

0.58

1.26483

1.27183

1.26363

744

2010.05.12 00:08

close

248

0.58

1.26466

1.27183

1.26363

745

2010.05.12 00:13

sell

249

0.58

1.26507

0.00000

0.00000

9.86

11671.80

746

2010.05.12 00:13

modify

249

0.58

1.26507

1.27207

1.26387

747

2010.05.12 00:15

sell

250

0.55

1.26534

0.00000

0.00000

748

2010.05.12 00:15

modify

250

0.55

1.26534

1.27234

1.26414

749

2010.05.12 00:18

close

250

0.55

1.26506

1.27234

1.26414

15.40

11687.20

750

2010.05.12 00:20

sell

251

0.55

1.26556

0.00000

0.00000

751

2010.05.12 00:20

modify

251

0.55

1.26556

1.27256

1.26436

752

2010.05.12 00:25

sell

252

0.52

1.26611

0.00000

0.00000

753

2010.05.12 00:25

modify

252

0.52

1.26611

1.27311

1.26491

754

2010.05.12 00:29

close

252

0.52

1.26509

1.27311

755

2010.05.12 00:29

close

251

0.55

1.26509

1.27256

1.26491

53.04

11740.24

1.26436

25.85

756

2010.05.12 00:29

close

249

0.58

1.26509

11766.09

1.27207

1.26387

-1.16

757

2010.05.13 10:25

sell

253

0.58

11764.93

1.26046

0.00000

0.00000

758

2010.05.13 10:25

modify

253

759

2010.05.13 10:25

close

253

0.58

1.26046

1.26746

1.25926

0.58

1.25998

1.26746

760

2010.05.13 14:35

sell

1.25926

27.84

11792.77

254

0.58

1.25713

0.00000

0.00000

761

2010.05.13 14:35

762

2010.05.13 14:35

modify

254

0.58

1.25713

1.26413

1.25593

close

254

0.58

1.25661

1.26413

1.25593

30.16

11822.93

763
764

2010.05.13 14:41

sell

255

0.59

1.25819

0.00000

0.00000

2010.05.13 14:41

modify

255

0.59

1.25819

1.26519

1.25699

765

2010.05.13 14:42

close

255

0.59

1.25795

1.26519

1.25699

14.16

11837.09

766

2010.05.13 22:50

sell

256

0.59

1.25360

0.00000

0.00000

767

2010.05.13 22:50

modify

256

0.59

1.25360

1.26060

1.25240

768

2010.05.13 22:55

sell

257

0.56

1.25361

0.00000

0.00000

769

2010.05.13 22:55

modify

257

0.56

1.25361

1.26061

1.25241

770

2010.05.13 23:00

sell

258

0.53

1.25375

0.00000

0.00000

771

2010.05.13 23:00

modify

258

0.53

1.25375

1.26075

1.25255

772

2010.05.13 23:05

sell

259

0.50

1.25372

0.00000

0.00000

773

2010.05.13 23:05

modify

259

0.50

1.25372

1.26072

1.25252

774

2010.05.13 23:05

close

258

0.53

1.25350

1.26075

1.25255

13.25

11850.34

775

2010.05.13 23:10

close

259

0.50

1.25342

1.26072

1.25252

15.00

11865.34

776

2010.05.13 23:13

close

257

0.56

1.25310

1.26061

1.25241

28.56

11893.90

777

2010.05.13 23:13

close

256

0.59

1.25310

1.26060

1.25240

29.50

11923.40

778

2010.05.13 23:30

sell

260

0.59

1.25385

0.00000

0.00000

779

2010.05.13 23:30

modify

260

0.59

1.25385

1.26085

1.25265

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

13/90

2014/3/22

779

2010.05.13 23:30

modify

260

780

2010.05.13 23:33

close

781

2010.05.14 11:25

sell

782

2010.05.14 11:25

783

2010.05.14 11:27

784

Strategy Tester: TAIGUN


0.59

1.25385

1.26085

1.25265

260

0.59

1.25353

1.26085

1.25265

261

0.59

1.24782

0.00000

0.00000

modify

261

0.59

1.24782

1.25482

1.24662

close

261

0.59

1.24727

1.25482

1.24662

2010.05.14 11:33

sell

262

0.59

1.24783

0.00000

0.00000

785

2010.05.14 11:33

modify

262

0.59

1.24783

1.25483

1.24663

786

2010.05.14 11:33

close

262

0.59

1.24736

1.25483

1.24663

787

2010.05.14 11:44

sell

263

0.60

1.24807

0.00000

0.00000

788

2010.05.14 11:44

modify

263

0.60

1.24807

1.25507

1.24687

789

2010.05.14 11:44

close

263

0.60

1.24763

1.25507

1.24687

790

2010.05.14 11:46

sell

264

0.60

1.24811

0.00000

0.00000

791

2010.05.14 11:46

modify

264

0.60

1.24811

1.25511

1.24691

792

2010.05.14 11:50

sell

265

0.56

1.24853

0.00000

0.00000

793

2010.05.14 11:50

modify

265

0.56

1.24853

1.25553

1.24733

794

2010.05.14 11:52

close

265

0.56

1.24783

1.25553

795

2010.05.14 11:52

close

264

0.60

1.24783

1.25511

796

2010.05.14 11:55

sell

266

0.60

1.24858

0.00000

0.00000

797

2010.05.14 11:55

modify

266

0.60

1.24858

1.25558

1.24738

798

2010.05.14 11:56

close

266

0.60

1.24815

1.25558

1.24738

799

2010.05.14 12:10

sell

267

0.60

1.24905

0.00000

0.00000

800

2010.05.14 12:10

modify

267

0.60

1.24905

1.25605

1.24785

801

2010.05.14 12:11

close

267

0.60

1.24879

1.25605

1.24785

802

2010.05.14 17:00

sell

268

0.60

1.24262

0.00000

0.00000

803

2010.05.14 17:00

modify

268

0.60

1.24262

1.24962

1.24142

804

2010.05.14 17:03

close

268

0.60

1.24229

1.24962

1.24142

805

2010.05.16 22:15

sell

269

0.60

1.23687

0.00000

0.00000

806

2010.05.16 22:15

modify

269

0.60

1.23687

1.24387

1.23567

807

2010.05.16 22:15

close

269

0.60

1.23639

1.24387

1.23567

808

2010.05.16 23:00

sell

270

0.60

1.23705

0.00000

0.00000

809

2010.05.16 23:00

modify

270

0.60

1.23705

1.24405

1.23585

810

2010.05.16 23:00

close

270

0.60

1.23660

1.24405

1.23585

811

2010.05.17 06:40

sell

271

0.61

1.23071

0.00000

0.00000

812

2010.05.17 06:40

modify

271

0.61

1.23071

1.23771

1.22951

813

2010.05.17 06:40

close

271

0.61

1.23020

1.23771

1.22951

814

2010.05.17 07:10

sell

272

0.61

1.23156

0.00000

0.00000

815

2010.05.17 07:10

modify

272

0.61

1.23156

1.23856

1.23036

816

2010.05.17 07:11

close

272

0.61

1.23106

1.23856

1.23036

817

2010.05.17 07:15

sell

273

0.61

1.23148

0.00000

0.00000

818

2010.05.17 07:15

modify

273

0.61

1.23148

1.23848

1.23028

819

2010.05.17 07:15

close

273

0.61

1.23105

1.23848

1.23028

820

2010.05.17 07:20

sell

274

0.61

1.23146

0.00000

0.00000

821

2010.05.17 07:20

modify

274

0.61

1.23146

1.23846

1.23026

822

2010.05.17 07:21

close

274

0.61

1.23110

1.23846

1.23026

823

2010.05.18 23:05

sell

275

0.61

1.21839

0.00000

0.00000

824

2010.05.18 23:05

modify

275

0.61

1.21839

1.22539

1.21719

825

2010.05.18 23:07

close

275

0.61

1.21796

1.22539

1.21719

826

2010.05.18 23:20

sell

276

0.61

1.21862

0.00000

0.00000

827

2010.05.18 23:20

modify

276

0.61

1.21862

1.22562

1.21742

828

2010.05.18 23:20

close

276

0.61

1.21838

1.22562

1.21742

829

2010.05.18 23:25

sell

277

0.61

1.21869

0.00000

0.00000

830

2010.05.18 23:25

modify

277

0.61

1.21869

1.22569

1.21749

831

2010.05.18 23:25

close

277

0.61

1.21843

1.22569

1.21749

832

2010.05.18 23:30

sell

278

0.61

1.21890

0.00000

0.00000

833

2010.05.18 23:30

modify

278

0.61

1.21890

1.22590

1.21770

834

2010.05.18 23:35

sell

279

0.58

1.21913

0.00000

0.00000

835

2010.05.18 23:35

modify

279

0.58

1.21913

1.22613

1.21793

836

2010.05.18 23:40

close

279

0.58

1.21876

1.22613

837

2010.05.18 23:41

close

278

0.61

1.21858

1.22590

838

2010.05.19 01:29

sell

280

0.62

1.21846

0.00000

0.00000

839

2010.05.19 01:29

modify

280

0.62

1.21846

1.22546

1.21726

840

2010.05.19 01:35

close

280

0.62

1.21796

1.22546

1.21726

841

2010.05.19 02:05

sell

281

0.62

1.21894

0.00000

0.00000

842

2010.05.19 02:05

modify

281

0.62

1.21894

1.22594

1.21774

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

18.88

11942.28

32.45

11974.73

27.73

12002.46

26.40

12028.86

1.24733

39.20

12068.06

1.24691

16.80

12084.86

25.80

12110.66

15.60

12126.26

19.80

12146.06

28.80

12174.86

27.00

12201.86

31.11

12232.97

30.50

12263.47

26.23

12289.70

21.96

12311.66

26.23

12337.89

14.64

12352.53

15.86

12368.39

1.21793

21.46

12389.85

1.21770

19.52

12409.37

31.00

12440.37

14/90

2014/3/22

Strategy Tester: TAIGUN

842

2010.05.19 02:05

modify

281

0.62

1.21894

1.22594

1.21774

843

2010.05.19 02:06

close

281

0.62

1.21871

1.22594

1.21774

844

2010.05.19 02:10

sell

282

0.62

1.21904

0.00000

0.00000

845

2010.05.19 02:10

modify

282

0.62

1.21904

1.22604

1.21784

846

2010.05.19 02:13

close

282

0.62

1.21854

1.22604

1.21784

847

2010.05.19 02:50

sell

283

0.62

1.21941

0.00000

0.00000

848

2010.05.19 02:50

modify

283

0.62

1.21941

1.22641

1.21821

849

2010.05.19 03:10

sell

284

0.58

1.22102

0.00000

0.00000

850

2010.05.19 03:10

modify

284

0.58

1.22102

1.22802

1.21982

851

2010.05.19 03:11

close

284

0.58

1.22065

1.22802

1.21982

852

2010.05.19 03:16

sell

285

0.58

1.22107

0.00000

0.00000

853

2010.05.19 03:16

modify

285

0.58

1.22107

1.22807

1.21987

854

2010.05.19 03:20

sell

286

0.55

1.22155

0.00000

0.00000

855

2010.05.19 03:20

modify

286

0.55

1.22155

1.22855

1.22035

856

2010.05.19 03:21

close

286

0.55

1.22127

1.22855

1.22035

857

2010.05.19 03:25

sell

287

0.55

1.22154

0.00000

0.00000

858

2010.05.19 03:25

modify

287

0.55

1.22154

1.22854

1.22034

859

2010.05.19 03:25

close

287

0.55

1.22104

1.22854

1.22034

860

2010.05.19 03:31

sell

288

0.55

1.22169

0.00000

0.00000

861

2010.05.19 03:31

modify

288

0.55

1.22169

1.22869

1.22049

862

2010.05.19 03:46

close

288

0.55

1.22100

1.22869

863

2010.05.19 03:47

close

285

0.58

1.22078

1.22807

864

2010.05.19 03:54

close

283

0.62

1.21897

865

2010.05.19 22:21

buy

289

0.63

866

2010.05.19 22:21

modify

289

867

2010.05.19 22:25

buy

290

868

2010.05.19 22:25

modify

869

2010.05.19 22:33

close

870

2010.05.19 22:33

871

14.26

12454.63

31.00

12485.63

21.46

12507.09

15.40

12522.49

27.50

12549.99

1.22049

37.95

12587.94

1.21987

16.82

12604.76

1.22641

1.21821

27.28

12632.04

1.24028

0.00000

0.00000

0.63

1.24028

1.23478

1.24148

0.59

1.24009

0.00000

0.00000

290

0.59

1.24009

1.23459

1.24129

290

0.59

1.24092

1.23459

1.24129

48.97

12681.01

close

289

0.63

1.24092

1.23478

1.24148

40.32

12721.33

2010.05.19 22:45

buy

291

0.63

1.23973

0.00000

0.00000

872

2010.05.19 22:45

modify

291

0.63

1.23973

1.23423

1.24093

873

2010.05.20 00:52

s/l

291

0.63

1.23423

1.23423

1.24093

-346.50

12374.83

874

2010.05.20 20:03

buy

292

0.61

1.25047

0.00000

0.00000

875

2010.05.20 20:03

modify

292

0.61

1.25047

1.24497

1.25167

876

2010.05.20 20:03

close

292

0.61

1.25114

1.24497

1.25167

40.87

12415.70

877

2010.05.20 20:05

buy

293

0.62

1.25052

0.00000

0.00000

878

2010.05.20 20:05

modify

293

0.62

1.25052

1.24502

1.25172

879

2010.05.20 20:10

buy

294

0.58

1.25046

0.00000

0.00000

880

2010.05.20 20:10

modify

294

0.58

1.25046

1.24496

1.25166

881

2010.05.20 20:45

buy

295

0.54

1.24845

0.00000

0.00000

882

2010.05.20 20:45

modify

295

0.54

1.24845

1.24295

1.24965

883

2010.05.20 20:50

t/p

295

0.54

1.24965

1.24295

1.24965

64.80

12480.50

884

2010.05.20 21:05

buy

296

0.54

1.24820

0.00000

0.00000

885

2010.05.20 21:05

modify

296

0.54

1.24820

1.24270

1.24940

886

2010.05.20 23:11

t/p

296

0.54

1.24940

1.24270

1.24940

64.80

12545.30

887

2010.05.20 23:21

close

294

0.58

1.25111

1.24496

1.25166

37.70

12583.00

888

2010.05.20 23:21

close

293

0.62

1.25111

1.24502

1.25172

36.58

12619.58

889

2010.05.21 05:50

buy

297

0.63

1.26091

0.00000

0.00000

890

2010.05.21 05:50

modify

297

0.63

1.26091

1.25541

1.26211

891

2010.05.21 05:51

close

297

0.63

1.26154

1.25541

1.26211

39.69

12659.27

892

2010.05.24 15:30

sell

298

0.63

1.23913

0.00000

0.00000

893

2010.05.24 15:30

modify

298

0.63

1.23913

1.24613

1.23793

894

2010.05.24 15:32

close

298

0.63

1.23870

1.24613

1.23793

27.09

12686.36

895

2010.05.24 15:35

sell

299

0.63

1.23936

0.00000

0.00000

896

2010.05.24 15:35

modify

299

0.63

1.23936

1.24636

1.23816

897

2010.05.24 15:35

close

299

0.63

1.23891

1.24636

1.23816

28.35

12714.71

898

2010.05.24 15:40

sell

300

0.63

1.23948

0.00000

0.00000

899

2010.05.24 15:40

modify

300

0.63

1.23948

1.24648

1.23828

900

2010.05.24 15:45

sell

301

0.60

1.24045

0.00000

0.00000

901

2010.05.24 15:45

modify

301

0.60

1.24045

1.24745

1.23925

902

2010.05.24 15:48

close

301

0.60

1.23994

1.24745

1.23925

30.60

12745.31

903

2010.05.24 15:50

sell

302

0.60

1.24082

0.00000

0.00000

904

2010.05.24 15:50

modify

302

0.60

1.24082

1.24782

1.23962

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

15/90

2014/3/22

Strategy Tester: TAIGUN

904

2010.05.24 15:50

modify

302

0.60

1.24082

1.24782

1.23962

905

2010.05.24 15:50

close

302

0.60

1.24024

1.24782

1.23962

906

2010.05.24 16:05

sell

303

0.60

1.24082

0.00000

0.00000

907

2010.05.24 16:05

modify

303

0.60

1.24082

1.24782

1.23962

908

2010.05.24 16:07

close

303

0.60

1.24022

1.24782

1.23962

909

2010.05.24 16:11

sell

304

0.60

1.24093

0.00000

0.00000

910

2010.05.24 16:11

modify

304

0.60

1.24093

1.24793

1.23973

911

2010.05.24 16:12

close

304

0.60

1.24050

1.24793

912

2010.05.24 18:51

close

300

0.63

1.23901

1.24648

913

2010.05.25 12:05

sell

305

0.64

1.22257

0.00000

0.00000

914

2010.05.25 12:05

modify

305

0.64

1.22257

1.22957

1.22137

915

2010.05.25 12:06

close

305

0.64

1.22211

1.22957

1.22137

916

2010.05.25 12:10

sell

306

0.64

1.22254

0.00000

0.00000

917

2010.05.25 12:10

modify

306

0.64

1.22254

1.22954

1.22134

918

2010.05.25 12:14

close

306

0.64

1.22207

1.22954

1.22134

919

2010.05.25 12:26

sell

307

0.64

1.22327

0.00000

0.00000

920

2010.05.25 12:26

modify

307

0.64

1.22327

1.23027

1.22207

921

2010.05.25 12:28

close

307

0.64

1.22285

1.23027

1.22207

922

2010.05.25 12:41

sell

308

0.64

1.22350

0.00000

0.00000

923

2010.05.25 12:41

modify

308

0.64

1.22350

1.23050

1.22230

924

2010.05.25 12:42

close

308

0.64

1.22299

1.23050

1.22230

925

2010.05.25 22:35

buy

309

0.64

1.23419

0.00000

0.00000

926

2010.05.25 22:35

modify

309

0.64

1.23419

1.22869

1.23539

927

2010.05.25 22:39

close

309

0.64

1.23469

1.22869

1.23539

928

2010.05.25 23:02

buy

310

0.65

1.23417

0.00000

0.00000

929

2010.05.25 23:02

modify

310

0.65

1.23417

1.22867

1.23537

930

2010.05.25 23:15

close

310

0.65

1.23478

1.22867

1.23537

931

2010.05.25 23:35

buy

311

0.65

1.23369

0.00000

0.00000

932

2010.05.25 23:35

modify

311

0.65

1.23369

1.22819

1.23489

933

2010.05.25 23:38

close

311

0.65

1.23434

1.22819

1.23489

934

2010.05.26 17:40

sell

312

0.65

1.22371

0.00000

0.00000

935

2010.05.26 17:40

modify

312

0.65

1.22371

1.23071

1.22251

936

2010.05.26 17:41

close

312

0.65

1.22353

1.23071

1.22251

937

2010.05.26 17:45

sell

313

0.65

1.22401

0.00000

0.00000

938

2010.05.26 17:45

modify

313

0.65

1.22401

1.23101

1.22281

939

2010.05.26 17:46

close

313

0.65

1.22368

1.23101

1.22281

940

2010.05.27 00:03

sell

314

0.65

1.21868

0.00000

0.00000

941

2010.05.27 00:03

modify

314

0.65

1.21868

1.22568

1.21748

942

2010.05.27 00:05

sell

315

0.62

1.21885

0.00000

0.00000

943

2010.05.27 00:05

modify

315

0.62

1.21885

1.22585

1.21765

944

2010.05.27 00:10

sell

316

0.59

1.21911

0.00000

0.00000

945

2010.05.27 00:10

modify

316

0.59

1.21911

1.22611

1.21791

946

2010.05.27 00:12

close

316

0.59

1.21858

1.22611

947

2010.05.27 00:16

close

315

0.62

1.21873

1.22585

948

2010.05.27 00:18

close

314

0.65

1.21834

949

2010.05.27 08:01

buy

317

0.65

950

2010.05.27 08:01

modify

317

0.65

951

2010.05.27 08:02

close

317

952

2010.05.27 08:05

buy

953

2010.05.27 08:05

954

2010.05.27 08:07

955

34.80

12780.11

36.00

12816.11

1.23973

25.80

12841.91

1.23828

29.61

12871.52

29.44

12900.96

30.08

12931.04

26.88

12957.92

32.64

12990.56

32.00

13022.56

39.65

13062.21

42.25

13104.46

11.70

13116.16

21.45

13137.61

1.21791

31.27

13168.88

1.21765

7.44

13176.32

1.22568

1.21748

22.10

13198.42

1.22755

0.00000

0.00000

1.22755

1.22205

1.22875

0.65

1.22801

1.22205

1.22875

29.90

13228.32

318

0.66

1.22758

0.00000

0.00000

modify

318

0.66

1.22758

1.22208

1.22878

close

318

0.66

1.22820

1.22208

1.22878

40.92

13269.24

2010.05.27 08:10

buy

319

0.66

1.22758

0.00000

0.00000

956

2010.05.27 08:10

modify

319

0.66

1.22758

1.22208

1.22878

957

2010.05.27 08:10

close

319

0.66

1.22823

1.22208

1.22878

42.90

13312.14

958

2010.05.27 08:17

buy

320

0.66

1.22752

0.00000

0.00000

959

2010.05.27 08:17

modify

320

0.66

1.22752

1.22202

1.22872

960

2010.05.27 09:19

close

320

0.66

1.22802

1.22202

1.22872

33.00

13345.14

961

2010.05.27 19:05

buy

321

0.66

1.23615

0.00000

0.00000

962

2010.05.27 19:05

modify

321

0.66

1.23615

1.23065

1.23735

963

2010.05.27 19:10

buy

322

0.63

1.23550

0.00000

0.00000

964

2010.05.27 19:10

modify

322

0.63

1.23550

1.23000

1.23670

965

2010.05.27 19:18

buy

323

0.59

1.23535

0.00000

0.00000

966

2010.05.27 19:18

modify

323

0.59

1.23535

1.22985

1.23655

967

2010.05.27 20:01

close

323

0.59

1.23636

1.22985

1.23655

59.59

13404.73

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

16/90

2014/3/22

Strategy Tester: TAIGUN

967

2010.05.27 20:01

close

323

0.59

1.23636

1.22985

1.23655

59.59

13404.73

968

2010.05.27 20:01

close

322

0.63

1.23636

1.23000

1.23670

54.18

13458.91

969

2010.05.27 20:01

close

321

0.66

1.23636

1.23065

1.23735

13.86

13472.77

970

2010.05.28 11:05

buy

324

0.67

1.24009

0.00000

0.00000

971

2010.05.28 11:05

modify

324

0.67

1.24009

1.23459

1.24129

972

2010.05.28 11:49

close

324

0.67

1.24061

1.23459

1.24129

34.84

13507.61

973

2010.05.28 21:45

sell

325

0.67

1.22806

0.00000

0.00000

974

2010.05.28 21:45

modify

325

0.67

1.22806

1.23506

1.22686

975

2010.05.28 21:50

sell

326

0.64

1.22809

0.00000

0.00000

976

2010.05.28 21:50

modify

326

0.64

1.22809

1.23509

1.22689

977

2010.05.30 21:00

close

326

0.64

1.22755

1.23509

1.22689

34.56

13542.17

978

2010.05.30 21:00

close

325

0.67

1.22755

1.23506

1.22686

34.17

13576.34

979

2010.06.01 11:07

sell

327

0.67

1.21560

0.00000

0.00000

980

2010.06.01 11:07

modify

327

0.67

1.21560

1.22260

1.21440

981

2010.06.01 11:07

close

327

0.67

1.21514

1.22260

1.21440

30.82

13607.16

982

2010.06.01 12:40

sell

328

0.68

1.21761

0.00000

0.00000

983

2010.06.01 12:40

modify

328

0.68

1.21761

1.22461

1.21641

984

2010.06.01 12:46

sell

329

0.64

1.21815

0.00000

0.00000

985

2010.06.01 12:46

modify

329

0.64

1.21815

1.22515

1.21695

986

2010.06.01 12:46

close

329

0.64

1.21787

1.22515

1.21695

17.92

13625.08

987

2010.06.01 12:49

close

328

0.68

1.21715

1.22461

1.21641

31.28

13656.36

988

2010.06.01 13:00

sell

330

0.68

1.21813

0.00000

0.00000

989

2010.06.01 13:00

modify

330

0.68

1.21813

1.22513

1.21693

990

2010.06.01 13:00

close

330

0.68

1.21768

1.22513

1.21693

30.60

13686.96

991

2010.06.03 02:45

buy

331

0.68

1.22807

0.00000

0.00000

992

2010.06.03 02:45

modify

331

0.68

1.22807

1.22257

1.22927

993

2010.06.03 02:50

buy

332

0.64

1.22802

0.00000

0.00000

994

2010.06.03 02:50

modify

332

0.64

1.22802

1.22252

1.22922

995

2010.06.03 03:04

close

332

0.64

1.22865

1.22252

1.22922

40.32

13727.28

996

2010.06.03 03:04

close

331

0.68

1.22865

1.22257

1.22927

39.44

13766.72

997

2010.06.03 18:16

sell

333

0.68

1.21817

0.00000

0.00000

998

2010.06.03 18:16

modify

333

0.68

1.21817

1.22517

1.21697

999

2010.06.03 18:18

close

333

0.68

1.21772

1.22517

1.21697

30.60

13797.32

1000

2010.06.03 18:21

sell

334

0.68

1.21819

0.00000

0.00000

1001

2010.06.03 18:21

modify

334

0.68

1.21819

1.22519

1.21699

1002

2010.06.03 18:21

close

334

0.68

1.21769

1.22519

1.21699

34.00

13831.32

1003

2010.06.03 18:25

sell

335

0.69

1.21829

0.00000

0.00000

1004

2010.06.03 18:25

modify

335

0.69

1.21829

1.22529

1.21709

1005

2010.06.03 18:25

close

335

0.69

1.21785

1.22529

1.21709

30.36

13861.68

1006

2010.06.03 18:41

sell

336

0.69

1.21895

0.00000

0.00000

1007

2010.06.03 18:41

modify

336

0.69

1.21895

1.22595

1.21775

1008

2010.06.03 18:41

close

336

0.69

1.21849

1.22595

1.21775

31.74

13893.42

1009

2010.06.03 18:45

sell

337

0.69

1.21900

0.00000

0.00000

1010

2010.06.03 18:45

modify

337

0.69

1.21900

1.22600

1.21780

1011

2010.06.03 18:46

close

337

0.69

1.21871

1.22600

1.21780

20.01

13913.43

1012

2010.06.03 22:15

sell

338

0.69

1.21663

0.00000

0.00000

1013

2010.06.03 22:15

modify

338

0.69

1.21663

1.22363

1.21543

1014

2010.06.03 22:21

sell

339

0.65

1.21707

0.00000

0.00000

1015

2010.06.03 22:21

modify

339

0.65

1.21707

1.22407

1.21587

1016

2010.06.03 22:24

close

339

0.65

1.21683

1.22407

1.21587

15.60

13929.03

1017

2010.06.03 22:37

close

338

0.69

1.21637

1.22363

1.21543

17.94

13946.97

1018

2010.06.04 14:25

sell

340

0.69

1.20685

0.00000

0.00000

1019

2010.06.04 14:25

modify

340

0.69

1.20685

1.21385

1.20565

1020

2010.06.04 14:25

close

340

0.69

1.20632

1.21385

1.20565

36.57

13983.54

1021

2010.06.07 04:55

sell

341

0.69

1.19120

0.00000

0.00000

1022

2010.06.07 04:55

modify

341

0.69

1.19120

1.19820

1.19000

1023

2010.06.07 05:01

sell

342

0.66

1.19165

0.00000

0.00000

1024

2010.06.07 05:01

modify

342

0.66

1.19165

1.19865

1.19045

1025

2010.06.07 05:06

sell

343

0.61

1.19298

0.00000

0.00000

1026

2010.06.07 05:06

modify

343

0.61

1.19298

1.19998

1.19178

1027

2010.06.07 05:06

close

343

0.61

1.19237

1.19998

1.19178

37.21

14020.75

1028

2010.06.07 05:11

sell

344

0.62

1.19288

0.00000

0.00000

1029

2010.06.07 05:11

modify

344

0.62

1.19288

1.19988

1.19168

1030

2010.06.07 05:13

close

344

0.62

1.19259

1.19988

1.19168

17.98

14038.73

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

17/90

2014/3/22

Strategy Tester: TAIGUN

1030

2010.06.07 05:13

close

344

0.62

1.19259

1.19988

1.19168

1031

2010.06.07 05:15

sell

345

0.62

1.19288

0.00000

0.00000

17.98

14038.73

1032

2010.06.07 05:15

modify

345

0.62

1.19288

1.19988

1.19168

1033

2010.06.07 05:23

close

345

0.62

1.19258

1.19988

1034

2010.06.07 05:42

close

342

0.66

1.19153

1.19865

1.19168

18.60

14057.33

1.19045

7.92

14065.25

1035

2010.06.07 06:17

close

341

0.69

1.19074

1036

2010.06.09 17:00

buy

346

0.70

1.20312

1.19820

1.19000

31.74

14096.99

0.00000

0.00000

1037

2010.06.09 17:00

modify

346

0.70

1038

2010.06.09 18:58

close

346

0.70

1.20312

1.19762

1.20432

1.19842

1.19762

1039

2010.06.10 06:40

buy

347

1.20432

-329.00

13767.99

0.68

1.20366

0.00000

0.00000

1040

2010.06.10 06:40

modify

1041

2010.06.10 06:49

close

347

0.68

1.20366

1.19816

1.20486

347

0.68

1.20421

1.19816

1042

2010.06.10 15:45

1.20486

37.40

13805.39

buy

348

0.69

1.20931

0.00000

0.00000

1043

2010.06.10 15:45

modify

348

0.69

1.20931

1.20381

1.21051

1044

2010.06.10 15:50

close

348

0.69

1.20976

1.20381

1.21051

31.05

13836.44

1045

2010.06.14 02:00

buy

349

0.69

1.21695

0.00000

0.00000

1046

2010.06.14 02:00

modify

349

0.69

1.21695

1.21145

1.21815

1047

2010.06.14 02:05

buy

350

0.65

1.21687

0.00000

0.00000

1048

2010.06.14 02:05

modify

350

0.65

1.21687

1.21137

1.21807

1049

2010.06.14 02:09

close

350

0.65

1.21742

1.21137

1.21807

35.75

13872.19

1050

2010.06.14 02:09

close

349

0.69

1.21742

1.21145

1.21815

32.43

13904.62

1051

2010.06.14 02:45

buy

351

0.69

1.21681

0.00000

0.00000

1052

2010.06.14 02:45

modify

351

0.69

1.21681

1.21131

1.21801

1053

2010.06.14 02:57

close

351

0.69

1.21745

1.21131

1.21801

44.16

13948.78

1054

2010.06.14 11:05

buy

352

0.69

1.22283

0.00000

0.00000

1055

2010.06.14 11:05

modify

352

0.69

1.22283

1.21733

1.22403

1056

2010.06.14 11:05

close

352

0.69

1.22332

1.21733

1.22403

33.81

13982.59

1057

2010.06.14 11:10

buy

353

0.69

1.22238

0.00000

0.00000

1058

2010.06.14 11:10

modify

353

0.69

1.22238

1.21688

1.22358

1059

2010.06.14 11:11

close

353

0.69

1.22290

1.21688

1.22358

35.88

14018.47

1060

2010.06.14 11:25

buy

354

0.70

1.22235

0.00000

0.00000

1061

2010.06.14 11:25

modify

354

0.70

1.22235

1.21685

1.22355

1062

2010.06.14 11:35

close

354

0.70

1.22281

1.21685

1.22355

32.20

14050.67

1063

2010.06.14 16:55

buy

355

0.70

1.22724

0.00000

0.00000

1064

2010.06.14 16:55

modify

355

0.70

1.22724

1.22174

1.22844

1065

2010.06.14 18:00

close

355

0.70

1.22179

1.22174

1.22844

-381.50

13669.17

1066

2010.06.15 19:05

buy

356

0.68

1.23300

0.00000

0.00000

1067

2010.06.15 19:05

modify

356

0.68

1.23300

1.22750

1.23420

1068

2010.06.15 19:11

buy

357

0.64

1.23293

0.00000

0.00000

1069

2010.06.15 19:11

modify

357

0.64

1.23293

1.22743

1.23413

1070

2010.06.15 19:18

close

357

0.64

1.23357

1.22743

1.23413

40.96

13710.13

1071

2010.06.15 19:18

close

356

0.68

1.23357

1.22750

1.23420

38.76

13748.89

1072

2010.06.17 12:15

buy

358

0.68

1.23627

0.00000

0.00000

1073

2010.06.17 12:15

modify

358

0.68

1.23627

1.23077

1.23747

1074

2010.06.17 12:32

close

358

0.68

1.23690

1.23077

1.23747

42.84

13791.73

1075

2010.06.21 21:55

sell

359

0.68

1.23231

0.00000

0.00000

1076

2010.06.21 21:55

modify

359

0.68

1.23231

1.23931

1.23111

1077

2010.06.21 21:56

close

359

0.68

1.23183

1.23931

1.23111

32.64

13824.37

1078

2010.06.21 22:05

sell

360

0.69

1.23232

0.00000

0.00000

1079

2010.06.21 22:05

modify

360

0.69

1.23232

1.23932

1.23112

1080

2010.06.21 22:13

close

360

0.69

1.23200

1.23932

1.23112

22.08

13846.45

1081

2010.06.24 17:40

buy

361

0.69

1.23468

0.00000

0.00000

1082

2010.06.24 17:40

modify

361

0.69

1.23468

1.22918

1.23588

1083

2010.06.24 17:50

close

361

0.69

1.23532

1.22918

1.23588

44.16

13890.61

1084

2010.06.25 19:24

buy

362

0.69

1.23753

0.00000

0.00000

1085

2010.06.25 19:24

modify

362

0.69

1.23753

1.23203

1.23873

1086

2010.06.25 19:27

close

362

0.69

1.23816

1.23203

1.23873

43.47

13934.08

1087

2010.06.25 19:31

buy

363

0.69

1.23752

0.00000

0.00000

1088

2010.06.25 19:31

modify

363

0.69

1.23752

1.23202

1.23872

1089

2010.06.25 19:33

close

363

0.69

1.23796

1.23202

1.23872

30.36

13964.44

1090

2010.06.25 20:40

buy

364

0.69

1.23748

0.00000

0.00000

1091

2010.06.25 20:40

modify

364

0.69

1.23748

1.23198

1.23868

1092

2010.06.25 20:42

close

364

0.69

1.23809

1.23198

1.23868

42.09

14006.53

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

18/90

2014/3/22

Strategy Tester: TAIGUN

1093

2010.06.28 18:50

sell

365

0.70

1.22930

0.00000

0.00000

1094

2010.06.28 18:50

modify

365

0.70

1.22930

1.23630

1.22810

1095

2010.06.28 18:52

close

365

0.70

1.22887

1.23630

1.22810

1096

2010.06.28 19:05

sell

366

0.70

1.22936

0.00000

0.00000

1097

2010.06.28 19:05

modify

366

0.70

1.22936

1.23636

1.22816

1098

2010.06.28 19:09

close

366

0.70

1.22900

1.23636

1.22816

1099

2010.06.29 12:10

sell

367

0.70

1.22037

0.00000

0.00000

1100

2010.06.29 12:10

modify

367

0.70

1.22037

1.22737

1.21917

1101

2010.06.29 12:10

close

367

0.70

1.21993

1.22737

1.21917

1102

2010.06.29 12:25

sell

368

0.70

1.22045

0.00000

0.00000

1103

2010.06.29 12:25

modify

368

0.70

1.22045

1.22745

1.21925

1104

2010.06.29 12:26

close

368

0.70

1.21996

1.22745

1.21925

1105

2010.06.29 12:31

sell

369

0.70

1.22051

0.00000

0.00000

1106

2010.06.29 12:31

modify

369

0.70

1.22051

1.22751

1.21931

1107

2010.06.29 12:31

close

369

0.70

1.22021

1.22751

1.21931

1108

2010.06.29 12:35

sell

370

0.70

1.22075

0.00000

0.00000

1109

2010.06.29 12:35

modify

370

0.70

1.22075

1.22775

1.21955

1110

2010.06.29 12:35

close

370

0.70

1.22046

1.22775

1.21955

1111

2010.06.29 12:42

sell

371

0.70

1.22118

0.00000

0.00000

1112

2010.06.29 12:42

modify

371

0.70

1.22118

1.22818

1.21998

1113

2010.06.29 12:43

close

371

0.70

1.22097

1.22818

1.21998

1114

2010.06.30 11:45

buy

372

0.70

1.22794

0.00000

0.00000

1115

2010.06.30 11:45

modify

372

0.70

1.22794

1.22244

1.22914

1116

2010.06.30 11:50

buy

373

0.67

1.22746

0.00000

0.00000

1117

2010.06.30 11:50

modify

373

0.67

1.22746

1.22196

1.22866

1118

2010.06.30 11:55

buy

374

0.63

1.22730

0.00000

0.00000

1119

2010.06.30 11:55

modify

374

0.63

1.22730

1.22180

1.22850

1120

2010.06.30 14:06

close

374

0.63

1.22821

1.22180

1121

2010.06.30 14:06

close

373

0.67

1.22821

1.22196

1122

2010.06.30 14:06

close

372

0.70

1.22821

1123

2010.07.01 16:30

buy

375

0.71

1.24402

1124

2010.07.01 16:30

modify

375

0.71

1125

2010.07.01 16:35

close

375

0.71

1126

2010.07.01 21:44

buy

376

1127

2010.07.01 21:44

modify

1128

2010.07.01 21:45

buy

1129

2010.07.01 21:45

1130

30.10

14036.63

25.20

14061.83

30.80

14092.63

34.30

14126.93

21.00

14147.93

20.30

14168.23

14.70

14182.93

1.22850

57.33

14240.26

1.22866

50.25

14290.51

1.22244

1.22914

18.90

14309.41

0.00000

0.00000

1.24402

1.23852

1.24522

1.24463

1.23852

1.24522

43.31

14352.72

0.71

1.25105

0.00000

0.00000

376

0.71

1.25105

1.24555

1.25225

377

0.68

1.25105

0.00000

0.00000

modify

377

0.68

1.25105

1.24555

1.25225

2010.07.01 21:48

close

377

0.68

1.25166

1.24555

1.25225

41.48

14394.20

1131

2010.07.01 21:48

close

376

0.71

1.25166

1.24555

1.25225

43.31

14437.51

1132

2010.07.01 22:25

buy

378

0.72

1.25051

0.00000

0.00000

1133

2010.07.01 22:25

modify

378

0.72

1.25051

1.24501

1.25171

1134

2010.07.01 22:37

buy

379

0.68

1.25040

0.00000

0.00000

1135

2010.07.01 22:37

modify

379

0.68

1.25040

1.24490

1.25160

1136

2010.07.01 22:42

buy

380

0.64

1.25030

0.00000

0.00000

1137

2010.07.01 22:42

modify

380

0.64

1.25030

1.24480

1.25150

1138

2010.07.01 22:51

close

380

0.64

1.25115

1.24480

1.25150

54.40

14491.91

1139

2010.07.01 22:51

close

379

0.68

1.25115

1.24490

1.25160

51.00

14542.91

1140

2010.07.01 22:51

close

378

0.72

1.25115

1.24501

1.25171

46.08

14588.99

1141

2010.07.02 04:15

buy

381

0.72

1.25094

0.00000

0.00000

1142

2010.07.02 04:15

modify

381

0.72

1.25094

1.24544

1.25214

1143

2010.07.02 04:36

close

381

0.72

1.25157

1.24544

1.25214

45.36

14634.35

1144

2010.07.02 15:40

buy

382

0.73

1.25806

0.00000

0.00000

1145

2010.07.02 15:40

modify

382

0.73

1.25806

1.25256

1.25926

1146

2010.07.02 17:41

close

382

0.73

1.25289

1.25256

1.25926

-377.41

14256.94

1147

2010.07.06 17:20

buy

383

0.71

1.26364

0.00000

0.00000

1148

2010.07.06 17:20

modify

383

0.71

1.26364

1.25814

1.26484

1149

2010.07.06 17:24

close

383

0.71

1.26425

1.25814

1.26484

43.31

14300.25

1150

2010.07.06 17:45

buy

384

0.71

1.26325

0.00000

0.00000

1151

2010.07.06 17:45

modify

384

0.71

1.26325

1.25775

1.26445

1152

2010.07.07 00:05

close

384

0.71

1.26101

1.25775

1.26445

-159.04

14141.21

1153

2010.07.09 14:16

sell

385

0.70

1.26357

0.00000

0.00000

1154

2010.07.09 14:16

modify

385

0.70

1.26357

1.27057

1.26237

1155

2010.07.09 14:16

close

385

0.70

1.26326

1.27057

1.26237

21.70

14162.91

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

19/90

2014/3/22

Strategy Tester: TAIGUN

1155

2010.07.09 14:16

close

385

0.70

1.26326

1.27057

1.26237

1156

2010.07.09 14:20

sell

386

0.70

1.26365

0.00000

0.00000

21.70

14162.91

1157

2010.07.09 14:20

modify

386

0.70

1.26365

1.27065

1.26245

1158

2010.07.09 14:49

close

386

0.70

1.26331

1.27065

1.26245

1159

2010.07.13 17:15

buy

387

0.70

1.27030

0.00000

0.00000

23.80

14186.71

1160

2010.07.13 17:15

modify

387

0.70

1.27030

1.26480

1.27150

1161

2010.07.13 17:18

close

387

0.70

1.27077

1.26480

1.27150

1162

2010.07.13 17:21

buy

388

0.71

1.27029

0.00000

0.00000

32.90

14219.61

1163

2010.07.13 17:21

modify

388

0.71

1.27029

1.26479

1.27149

1164

2010.07.13 17:25

buy

389

0.67

1.27024

0.00000

0.00000

1165

2010.07.13 17:25

modify

389

0.67

1.27024

1.26474

1.27144

1166

2010.07.13 17:38

close

389

0.67

1.27087

1.26474

1167

2010.07.13 17:38

close

388

0.71

1.27087

1.26479

1.27144

42.21

14261.82

1.27149

41.18

1168

2010.07.13 22:36

buy

390

0.71

1.27189

0.00000

0.00000

14303.00

1169

2010.07.13 22:36

modify

390

0.71

1.27189

1.26639

1.27309

1170

2010.07.13 22:44

buy

391

0.67

1.27190

0.00000

0.00000

1171

2010.07.13 22:44

modify

391

0.67

1.27190

1.26640

1.27310

1172

2010.07.13 22:51

buy

392

0.64

1.27174

0.00000

0.00000

1173

2010.07.13 22:51

modify

392

0.64

1.27174

1.26624

1.27294

1174

2010.07.13 22:56

buy

393

0.61

1.27174

0.00000

0.00000

1175

2010.07.13 22:56

modify

393

0.61

1.27174

1.26624

1.27294

1176

2010.07.13 23:42

close

393

0.61

1.27248

1.26624

1177

2010.07.13 23:42

close

392

0.64

1.27248

1.26624

1.27294

45.14

14348.14

1.27294

47.36

1178

2010.07.13 23:42

close

391

0.67

1.27248

14395.50

1.26640

1.27310

38.86

1179

2010.07.13 23:42

close

390

0.71

14434.36

1.27248

1.26639

1.27309

41.89

14476.25

1180

2010.07.14 16:55

buy

394

1181

2010.07.14 16:55

modify

394

0.72

1.27507

0.00000

0.00000

0.72

1.27507

1.26957

1182

2010.07.14 17:00

close

1.27627

394

0.72

1.27569

1.26957

1183

2010.07.15 16:20

1.27627

44.64

14520.89

buy

395

0.72

1.28757

0.00000

0.00000

1184
1185

2010.07.15 16:20

modify

395

0.72

1.28757

1.28207

1.28877

2010.07.15 17:00

close

395

0.72

1.28827

1.28207

1.28877

50.40

14571.29

1186

2010.07.15 21:50

buy

396

0.72

1.29279

0.00000

0.00000

1187

2010.07.15 21:50

modify

396

0.72

1.29279

1.28729

1.29399

1188

2010.07.15 21:52

close

396

0.72

1.29329

1.28729

1.29399

36.00

14607.29

1189

2010.07.15 22:25

buy

397

0.73

1.29236

0.00000

0.00000

1190

2010.07.15 22:25

modify

397

0.73

1.29236

1.28686

1.29356

1191

2010.07.15 22:30

buy

398

0.69

1.29221

0.00000

0.00000

1192

2010.07.15 22:30

modify

398

0.69

1.29221

1.28671

1.29341

1193

2010.07.15 22:35

buy

399

0.65

1.29234

0.00000

0.00000

1194

2010.07.15 22:35

modify

399

0.65

1.29234

1.28684

1.29354

1195

2010.07.15 22:50

buy

400

0.62

1.29221

0.00000

0.00000

1196

2010.07.15 22:50

modify

400

0.62

1.29221

1.28671

1.29341

1197

2010.07.15 22:56

close

400

0.62

1.29271

1.28671

1.29341

31.00

14638.29

1198

2010.07.15 22:56

close

399

0.65

1.29271

1.28684

1.29354

24.05

14662.34

1199

2010.07.15 22:56

close

398

0.69

1.29271

1.28671

1.29341

34.50

14696.84

1200

2010.07.15 22:56

close

397

0.73

1.29271

1.28686

1.29356

25.55

14722.39

1201

2010.07.16 11:00

buy

401

0.73

1.29555

0.00000

0.00000

1202

2010.07.16 11:00

modify

401

0.73

1.29555

1.29005

1.29675

1203

2010.07.16 11:06

close

401

0.73

1.29620

1.29005

1.29675

47.45

14769.84

1204

2010.07.16 13:00

buy

402

0.73

1.29771

0.00000

0.00000

1205

2010.07.16 13:00

modify

402

0.73

1.29771

1.29221

1.29891

1206

2010.07.16 13:01

close

402

0.73

1.29823

1.29221

1.29891

37.96

14807.80

1207

2010.07.20 13:35

sell

403

0.74

1.28723

0.00000

0.00000

1208

2010.07.20 13:35

modify

403

0.74

1.28723

1.29423

1.28603

1209

2010.07.20 13:37

close

403

0.74

1.28695

1.29423

1.28603

20.72

14828.52

1210

2010.07.20 13:41

sell

404

0.74

1.28741

0.00000

0.00000

1211

2010.07.20 13:41

modify

404

0.74

1.28741

1.29441

1.28621

1212

2010.07.20 13:41

close

404

0.74

1.28693

1.29441

1.28621

35.52

14864.04

1213

2010.07.20 13:45

sell

405

0.74

1.28848

0.00000

0.00000

1214

2010.07.20 13:45

modify

405

0.74

1.28848

1.29548

1.28728

1215

2010.07.20 13:46

close

405

0.74

1.28815

1.29548

1.28728

24.42

14888.46

1216

2010.07.20 13:50

sell

406

0.74

1.28848

0.00000

0.00000

1217

2010.07.20 13:50

modify

406

0.74

1.28848

1.29548

1.28728

1218

2010.07.20 14:00

close

406

0.74

1.28805

1.29548

1.28728

31.82

14920.28

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

20/90

2014/3/22

Strategy Tester: TAIGUN

1218

2010.07.20 14:00

close

406

0.74

1.28805

1.29548

1.28728

1219

2010.07.20 14:20

sell

407

0.74

1.28897

0.00000

0.00000

31.82

14920.28

1220

2010.07.20 14:20

modify

407

0.74

1.28897

1.29597

1.28777

1221

2010.07.20 14:20

close

407

0.74

1.28868

1.29597

1.28777

1222

2010.07.20 14:25

sell

408

0.74

1.28938

0.00000

0.00000

21.46

14941.74

1223

2010.07.20 14:25

modify

408

0.74

1.28938

1.29638

1.28818

1224

2010.07.20 14:26

close

408

0.74

1.28883

1.29638

1.28818

1225

2010.07.20 14:41

sell

409

0.74

1.28942

0.00000

0.00000

40.70

14982.44

1226

2010.07.20 14:41

modify

409

0.74

1.28942

1.29642

1.28822

1227

2010.07.20 14:43

close

409

0.74

1.28894

1.29642

1.28822

1228

2010.07.20 14:45

sell

410

0.75

1.28936

0.00000

0.00000

35.52

15017.96

1229

2010.07.20 14:45

modify

410

0.75

1.28936

1.29636

1.28816

1230

2010.07.20 14:47

close

410

0.75

1.28892

1.29636

1.28816

1231

2010.07.21 14:20

sell

411

0.75

1.28196

0.00000

0.00000

33.00

15050.96

1232

2010.07.21 14:20

modify

411

0.75

1.28196

1.28896

1.28076

1233

2010.07.21 14:34

close

411

0.75

1.28147

1.28896

1.28076

1234

2010.07.21 20:05

sell

412

0.75

1.27671

0.00000

0.00000

36.75

15087.71

1235

2010.07.21 20:05

modify

412

0.75

1.27671

1.28371

1.27551

1236

2010.07.21 20:10

sell

413

0.71

1.27682

0.00000

0.00000

1237

2010.07.21 20:10

modify

413

0.71

1.27682

1.28382

1.27562

1238

2010.07.21 20:15

sell

414

0.67

1.27697

0.00000

0.00000

1239

2010.07.21 20:15

modify

414

0.67

1.27697

1.28397

1.27577

1240

2010.07.21 20:20

sell

415

0.64

1.27731

0.00000

0.00000

1241

2010.07.21 20:20

modify

415

0.64

1.27731

1.28431

1.27611

1242

2010.07.21 20:21

close

415

0.64

1.27693

1.28431

1243

2010.07.21 20:28

close

414

0.67

1.27666

1.28397

1.27611

24.32

15112.03

1.27577

20.77

1244

2010.07.21 20:32

close

413

0.71

1.27633

15132.80

1.28382

1.27562

34.79

1245

2010.07.21 20:32

close

412

0.75

15167.59

1.27633

1.28371

1.27551

28.50

1246

2010.07.21 22:22

sell

416

15196.09

0.75

1.27690

0.00000

0.00000

1247

2010.07.21 22:22

modify

1248

2010.07.21 22:24

close

416

0.75

1.27690

1.28390

1.27570

416

0.75

1.27667

1.28390

1.27570

17.25

15213.34

1249

2010.07.21 22:29

1250

2010.07.21 22:29

sell

417

0.76

1.27685

0.00000

0.00000

modify

417

0.76

1.27685

1.28385

1251

2010.07.21 22:33

1.27565

close

417

0.76

1.27655

1.28385

1252

1.27565

22.80

15236.14

2010.07.21 23:01

sell

418

0.76

1.27687

0.00000

0.00000

1253

2010.07.21 23:01

modify

418

0.76

1.27687

1.28387

1.27567

1254

2010.07.21 23:05

sell

419

0.72

1.27692

0.00000

0.00000

1255

2010.07.21 23:05

modify

419

0.72

1.27692

1.28392

1.27572

1256

2010.07.21 23:09

close

419

0.72

1.27659

1.28392

1.27572

23.76

15259.90

1257

2010.07.21 23:09

close

418

0.76

1.27659

1.28387

1.27567

21.28

15281.18

1258

2010.07.22 13:25

buy

420

0.76

1.28503

0.00000

0.00000

1259

2010.07.22 13:25

modify

420

0.76

1.28503

1.27953

1.28623

1260

2010.07.22 13:39

close

420

0.76

1.28556

1.27953

1.28623

40.28

15321.46

1261

2010.07.22 16:03

buy

421

0.76

1.28955

0.00000

0.00000

1262

2010.07.22 16:03

modify

421

0.76

1.28955

1.28405

1.29075

1263

2010.07.22 16:06

buy

422

0.72

1.28949

0.00000

0.00000

1264

2010.07.22 16:06

modify

422

0.72

1.28949

1.28399

1.29069

1265

2010.07.22 16:07

close

422

0.72

1.29005

1.28399

1.29069

40.32

15361.78

1266

2010.07.22 16:07

close

421

0.76

1.29005

1.28405

1.29075

38.00

15399.78

1267

2010.07.22 17:00

buy

423

0.76

1.28919

0.00000

0.00000

1268

2010.07.22 17:00

modify

423

0.76

1.28919

1.28369

1.29039

1269

2010.07.22 17:02

close

423

0.76

1.28966

1.28369

1.29039

35.72

15435.50

1270

2010.07.23 15:26

sell

424

0.77

1.28469

0.00000

0.00000

1271

2010.07.23 15:26

modify

424

0.77

1.28469

1.29169

1.28349

1272

2010.07.23 15:26

close

424

0.77

1.28424

1.29169

1.28349

34.65

15470.15

1273

2010.07.23 15:30

sell

425

0.77

1.28483

0.00000

0.00000

1274

2010.07.23 15:30

modify

425

0.77

1.28483

1.29183

1.28363

1275

2010.07.23 15:30

close

425

0.77

1.28438

1.29183

1.28363

34.65

15504.80

1276

2010.07.26 18:10

buy

426

0.77

1.29848

0.00000

0.00000

1277

2010.07.26 18:10

modify

426

0.77

1.29848

1.29298

1.29968

1278

2010.07.26 18:12

close

426

0.77

1.29898

1.29298

1.29968

38.50

15543.30

1279

2010.07.26 18:15

buy

427

0.77

1.29844

0.00000

0.00000

1280

2010.07.26 18:15

modify

427

0.77

1.29844

1.29294

1.29964

1281

2010.07.26 18:21

close

427

0.77

1.29907

1.29294

1.29964

48.51

15591.81

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

21/90

2014/3/22

Strategy Tester: TAIGUN

1281

2010.07.26 18:21

close

427

0.77

1.29907

1.29294

1.29964

1282

2010.07.26 18:32

buy

428

0.77

1.29832

0.00000

0.00000

48.51

15591.81

1283

2010.07.26 18:32

modify

428

0.77

1.29832

1.29282

1.29952

1284

2010.07.26 18:34

close

428

0.77

1.29878

1.29282

1.29952

1285

2010.07.26 20:50

buy

429

0.78

1.29867

0.00000

0.00000

35.42

15627.23

1286

2010.07.26 20:50

modify

429

0.78

1.29867

1.29317

1.29987

1287

2010.07.26 20:55

buy

430

0.74

1.29856

0.00000

0.00000

1288

2010.07.26 20:55

modify

430

0.74

1.29856

1.29306

1.29976

1289

2010.07.26 20:58

close

430

0.74

1.29922

1.29306

1.29976

48.84

15676.07

1290

2010.07.26 20:58

close

429

0.78

1.29922

1291

2010.07.29 11:50

buy

431

0.78

1.30703

1.29317

1.29987

42.90

15718.97

0.00000

0.00000

1292

2010.07.29 11:50

modify

431

0.78

1293

2010.07.29 11:55

buy

432

0.74

1.30703

1.30153

1.30823

1.30702

0.00000

1294

2010.07.29 11:55

modify

432

0.00000

0.74

1.30702

1.30152

1295

2010.07.29 12:00

buy

1.30822

433

0.70

1.30694

0.00000

1296

2010.07.29 12:00

0.00000

modify

433

0.70

1.30694

1.30144

1.30814

1297
1298

2010.07.29 12:05

buy

434

0.67

1.30682

0.00000

0.00000

2010.07.29 12:05

modify

434

0.67

1.30682

1.30132

1.30802

1299

2010.07.29 12:07

close

434

0.67

1.30743

1.30132

1.30802

40.87

15759.84

1300

2010.07.29 12:07

close

433

0.70

1.30743

1.30144

1.30814

34.30

15794.14

1301

2010.07.29 12:07

close

432

0.74

1.30743

1.30152

1.30822

30.34

15824.48

1302

2010.07.29 12:07

close

431

0.78

1.30743

1.30153

1.30823

31.20

15855.68

1303

2010.07.29 12:25

buy

435

0.79

1.30668

0.00000

0.00000

1304

2010.07.29 12:25

modify

435

0.79

1.30668

1.30118

1.30788

1305

2010.07.29 12:30

close

435

0.79

1.30722

1.30118

1.30788

42.66

15898.34

1306

2010.07.30 11:20

sell

436

0.79

1.30144

0.00000

0.00000

1307

2010.07.30 11:20

modify

436

0.79

1.30144

1.30844

1.30024

1308

2010.07.30 11:25

close

436

0.79

1.30120

1.30844

1.30024

18.96

15917.30

1309

2010.08.02 16:10

buy

437

0.79

1.31649

0.00000

0.00000

1310

2010.08.02 16:10

modify

437

0.79

1.31649

1.31099

1.31769

1311

2010.08.02 16:20

close

437

0.79

1.31710

1.31099

1.31769

48.19

15965.49

1312

2010.08.02 22:01

buy

438

0.79

1.31722

0.00000

0.00000

1313

2010.08.02 22:01

modify

438

0.79

1.31722

1.31172

1.31842

1314

2010.08.02 22:06

buy

439

0.75

1.31724

0.00000

0.00000

1315

2010.08.02 22:06

modify

439

0.75

1.31724

1.31174

1.31844

1316

2010.08.02 22:10

buy

440

0.71

1.31718

0.00000

0.00000

1317

2010.08.02 22:10

modify

440

0.71

1.31718

1.31168

1.31838

1318

2010.08.02 22:16

buy

441

0.68

1.31712

0.00000

0.00000

1319

2010.08.02 22:16

modify

441

0.68

1.31712

1.31162

1.31832

1320

2010.08.02 22:26

buy

442

0.64

1.31699

0.00000

0.00000

1321

2010.08.02 22:26

modify

442

0.64

1.31699

1.31149

1.31819

1322

2010.08.02 22:32

buy

443

0.61

1.31701

0.00000

0.00000

1323

2010.08.02 22:32

modify

443

0.61

1.31701

1.31151

1.31821

1324

2010.08.02 23:05

close

443

0.61

1.31760

1.31151

1.31821

35.99

16001.48

1325

2010.08.02 23:05

close

442

0.64

1.31760

1.31149

1.31819

39.04

16040.52

1326

2010.08.02 23:05

close

441

0.68

1.31760

1.31162

1.31832

32.64

16073.16

1327

2010.08.02 23:05

close

440

0.71

1.31760

1.31168

1.31838

29.82

16102.98

1328

2010.08.02 23:05

close

439

0.75

1.31760

1.31174

1.31844

27.00

16129.98

1329

2010.08.02 23:05

close

438

0.79

1.31760

1.31172

1.31842

30.02

16160.00

1330

2010.08.03 11:25

buy

444

0.80

1.32321

0.00000

0.00000

1331

2010.08.03 11:25

modify

444

0.80

1.32321

1.31771

1.32441

1332

2010.08.03 11:33

close

444

0.80

1.32367

1.31771

1.32441

36.80

16196.80

1333

2010.08.03 11:40

buy

445

0.80

1.32303

0.00000

0.00000

1334

2010.08.03 11:40

modify

445

0.80

1.32303

1.31753

1.32423

1335

2010.08.03 12:35

close

445

0.80

1.32354

1.31753

1.32423

40.80

16237.60

1336

2010.08.06 15:40

buy

446

0.81

1.32868

0.00000

0.00000

1337

2010.08.06 15:40

modify

446

0.81

1.32868

1.32318

1.32988

1338

2010.08.06 15:45

buy

447

0.76

1.32814

0.00000

0.00000

1339

2010.08.06 15:45

modify

447

0.76

1.32814

1.32264

1.32934

1340

2010.08.06 15:50

buy

448

0.72

1.32763

0.00000

0.00000

1341

2010.08.06 15:50

modify

448

0.72

1.32763

1.32213

1.32883

1342

2010.08.06 15:55

close

448

0.72

1.32880

1.32213

1.32883

84.24

16321.84

1343

2010.08.06 15:55

close

447

0.76

1.32880

1.32264

1.32934

50.16

16372.00

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

22/90

2014/3/22

Strategy Tester: TAIGUN

1344

2010.08.06 15:55

close

446

0.81

1.32880

1.32318

1.32988

1345

2010.08.06 15:57

buy

449

0.81

1.32763

0.00000

0.00000

9.72

16381.72

1346

2010.08.06 15:57

modify

449

0.81

1.32763

1.32213

1.32883

1347

2010.08.06 16:00

close

449

0.81

1.32814

1.32213

1.32883

1348

2010.08.06 16:22

buy

450

0.82

1.32738

0.00000

0.00000

41.31

16423.03

1349

2010.08.06 16:22

modify

450

0.82

1.32738

1.32188

1.32858

1350

2010.08.06 16:26

buy

451

0.77

1.32742

0.00000

0.00000

1351

2010.08.06 16:26

modify

451

0.77

1.32742

1.32192

1.32862

1352

2010.08.06 16:32

buy

452

0.73

1.32720

0.00000

0.00000

1353

2010.08.06 16:32

modify

452

0.73

1.32720

1.32170

1.32840

1354

2010.08.06 16:35

buy

453

0.70

1.32715

0.00000

0.00000

1355

2010.08.06 16:35

modify

453

0.70

1.32715

1.32165

1.32835

1356

2010.08.06 17:18

close

453

0.70

1.32793

1.32165

1357

2010.08.06 17:18

close

452

0.73

1.32793

1.32170

1.32835

54.60

16477.63

1.32840

53.29

1358

2010.08.06 17:18

close

451

0.77

1.32793

16530.92

1.32192

1.32862

39.27

1359

2010.08.06 17:18

close

450

0.82

16570.19

1.32793

1.32188

1.32858

45.10

1360

2010.08.10 05:40

sell

454

16615.29

0.83

1.31569

0.00000

0.00000

1361

2010.08.10 05:40

modify

1362

2010.08.10 05:42

close

454

0.83

1.31569

1.32269

1.31449

454

0.83

1.31544

1.32269

1363

2010.08.10 06:35

1.31449

20.75

16636.04

sell

455

0.83

1.31660

0.00000

0.00000

1364
1365

2010.08.10 06:35

modify

455

0.83

1.31660

1.32360

1.31540

2010.08.10 06:37

close

455

0.83

1.31615

1.32360

1.31540

37.35

16673.39

1366
1367

2010.08.10 06:43

sell

456

0.83

1.31678

0.00000

0.00000

2010.08.10 06:43

modify

456

0.83

1.31678

1.32378

1.31558

1368

2010.08.10 06:44

close

456

0.83

1.31631

1.32378

1.31558

39.01

16712.40

1369

2010.08.10 16:20

sell

457

0.83

1.31024

0.00000

0.00000

1370

2010.08.10 16:20

modify

457

0.83

1.31024

1.31724

1.30904

1371

2010.08.10 16:22

close

457

0.83

1.30981

1.31724

1.30904

35.69

16748.09

1372

2010.08.10 16:25

sell

458

0.83

1.31033

0.00000

0.00000

1373

2010.08.10 16:25

modify

458

0.83

1.31033

1.31733

1.30913

1374

2010.08.10 16:34

sell

459

0.79

1.31047

0.00000

0.00000

1375

2010.08.10 16:34

modify

459

0.79

1.31047

1.31747

1.30927

1376

2010.08.10 16:34

close

459

0.79

1.31008

1.31747

1.30927

30.81

16778.90

1377

2010.08.10 16:40

sell

460

0.79

1.31067

0.00000

0.00000

1378

2010.08.10 16:40

modify

460

0.79

1.31067

1.31767

1.30947

1379

2010.08.10 16:45

sell

461

0.75

1.31108

0.00000

0.00000

1380

2010.08.10 16:45

modify

461

0.75

1.31108

1.31808

1.30988

1381

2010.08.10 16:48

close

461

0.75

1.31075

1.31808

1.30988

24.75

16803.65

1382

2010.08.10 16:52

close

460

0.79

1.31031

1.31767

1.30947

28.44

16832.09

1383

2010.08.10 17:00

sell

462

0.79

1.31156

0.00000

0.00000

1384

2010.08.10 17:00

modify

462

0.79

1.31156

1.31856

1.31036

1385

2010.08.10 17:00

close

462

0.79

1.31126

1.31856

1.31036

23.70

16855.79

1386

2010.08.10 17:59

close

458

0.83

1.31005

1.31733

1.30913

23.24

16879.03

1387

2010.08.11 09:00

sell

463

0.84

1.30747

0.00000

0.00000

1388

2010.08.11 09:00

modify

463

0.84

1.30747

1.31447

1.30627

1389

2010.08.11 09:00

close

463

0.84

1.30704

1.31447

1.30627

36.12

16915.15

1390

2010.08.11 12:05

sell

464

0.84

1.30210

0.00000

0.00000

1391

2010.08.11 12:05

modify

464

0.84

1.30210

1.30910

1.30090

1392

2010.08.11 12:05

close

464

0.84

1.30177

1.30910

1.30090

27.72

16942.87

1393

2010.08.11 12:35

sell

465

0.84

1.30292

0.00000

0.00000

1394

2010.08.11 12:35

modify

465

0.84

1.30292

1.30992

1.30172

1395

2010.08.11 12:36

close

465

0.84

1.30260

1.30992

1.30172

26.88

16969.75

1396

2010.08.11 16:25

sell

466

0.84

1.29063

0.00000

0.00000

1397

2010.08.11 16:25

modify

466

0.84

1.29063

1.29763

1.28943

1398

2010.08.11 16:25

close

466

0.84

1.29027

1.29763

1.28943

30.24

16999.99

1399

2010.08.11 16:30

sell

467

0.84

1.29072

0.00000

0.00000

1400

2010.08.11 16:30

modify

467

0.84

1.29072

1.29772

1.28952

1401

2010.08.11 16:35

sell

468

0.80

1.29110

0.00000

0.00000

1402

2010.08.11 16:35

modify

468

0.80

1.29110

1.29810

1.28990

1403

2010.08.11 16:35

close

468

0.80

1.29081

1.29810

1.28990

23.20

17023.19

1404

2010.08.11 16:38

close

467

0.84

1.29035

1.29772

1.28952

31.08

17054.27

1405

2010.08.11 19:05

sell

469

0.85

1.28848

0.00000

0.00000

1406

2010.08.11 19:05

modify

469

0.85

1.28848

1.29548

1.28728

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

23/90

2014/3/22

Strategy Tester: TAIGUN

1406

2010.08.11 19:05

modify

469

0.85

1.28848

1.29548

1.28728

1407

2010.08.11 19:17

close

469

0.85

1.28818

1.29548

1.28728

1408

2010.08.11 23:23

sell

470

0.85

1.28494

0.00000

0.00000

1409

2010.08.11 23:23

modify

470

0.85

1.28494

1.29194

1.28374

1410

2010.08.11 23:25

sell

471

0.81

1.28494

0.00000

0.00000

1411

2010.08.11 23:25

modify

471

0.81

1.28494

1.29194

1.28374

1412

2010.08.11 23:27

close

471

0.81

1.28462

1.29194

1413

2010.08.11 23:27

close

470

0.85

1.28462

1414

2010.08.11 23:30

sell

472

0.85

1.28508

1415

2010.08.11 23:30

modify

472

0.85

1416

2010.08.11 23:35

sell

473

0.81

1417

2010.08.11 23:35

modify

473

1418

2010.08.11 23:40

close

1419

2010.08.11 23:52

1420
1421

25.50

17079.77

1.28374

25.92

17105.69

1.29194

1.28374

27.20

17132.89

0.00000

0.00000

1.28508

1.29208

1.28388

1.28544

0.00000

0.00000

0.81

1.28544

1.29244

1.28424

473

0.81

1.28512

1.29244

1.28424

25.92

17158.81

sell

474

0.81

1.28555

0.00000

0.00000

2010.08.11 23:52

modify

474

0.81

1.28555

1.29255

1.28435

2010.08.11 23:55

sell

475

0.77

1.28561

0.00000

0.00000

1422

2010.08.11 23:55

modify

475

0.77

1.28561

1.29261

1.28441

1423

2010.08.11 23:59

close

475

0.77

1.28491

1.29261

1.28441

53.90

17212.71

1424

2010.08.11 23:59

close

474

0.81

1.28491

1.29255

1.28435

51.84

17264.55

1425

2010.08.11 23:59

close

472

0.85

1.28491

1.29208

1.28388

14.45

17279.00

1426

2010.08.12 00:10

sell

476

0.86

1.28636

0.00000

0.00000

1427

2010.08.12 00:10

modify

476

0.86

1.28636

1.29336

1.28516

1428

2010.08.12 00:15

sell

477

0.81

1.28660

0.00000

0.00000

1429

2010.08.12 00:15

modify

477

0.81

1.28660

1.29360

1.28540

1430

2010.08.12 00:20

sell

478

0.77

1.28662

0.00000

0.00000

1431

2010.08.12 00:20

modify

478

0.77

1.28662

1.29362

1.28542

1432

2010.08.12 00:25

close

478

0.77

1.28623

1.29362

1.28542

30.03

17309.03

1433

2010.08.12 00:25

close

477

0.81

1.28623

1.29360

1.28540

29.97

17339.00

1434

2010.08.12 00:26

close

476

0.86

1.28605

1.29336

1.28516

26.66

17365.66

1435

2010.08.12 00:35

sell

479

0.86

1.28670

0.00000

0.00000

1436

2010.08.12 00:35

modify

479

0.86

1.28670

1.29370

1.28550

1437

2010.08.12 00:40

sell

480

0.82

1.28672

0.00000

0.00000

1438

2010.08.12 00:40

modify

480

0.82

1.28672

1.29372

1.28552

1439

2010.08.12 00:45

sell

481

0.77

1.28728

0.00000

0.00000

1440

2010.08.12 00:45

modify

481

0.77

1.28728

1.29428

1.28608

1441

2010.08.12 01:05

close

481

0.77

1.28692

1.29428

1.28608

27.72

17393.38

1442

2010.08.12 01:30

close

480

0.82

1.28627

1.29372

1.28552

36.90

17430.28

1443

2010.08.12 01:30

close

479

0.86

1.28627

1.29370

1.28550

36.98

17467.26

1444

2010.08.12 02:35

sell

482

0.87

1.28845

0.00000

0.00000

1445

2010.08.12 02:35

modify

482

0.87

1.28845

1.29545

1.28725

1446

2010.08.12 02:41

close

482

0.87

1.28801

1.29545

1.28725

38.28

17505.54

1447

2010.08.12 13:32

sell

483

0.87

1.28355

0.00000

0.00000

1448

2010.08.12 13:32

modify

483

0.87

1.28355

1.29055

1.28235

1449

2010.08.12 13:52

close

483

0.87

1.28308

1.29055

1.28235

40.89

17546.43

1450

2010.08.13 16:05

sell

484

0.87

1.27745

0.00000

0.00000

1451

2010.08.13 16:05

modify

484

0.87

1.27745

1.28445

1.27625

1452

2010.08.13 16:06

close

484

0.87

1.27701

1.28445

1.27625

38.28

17584.71

1453

2010.08.13 16:11

sell

485

0.87

1.27744

0.00000

0.00000

1454

2010.08.13 16:11

modify

485

0.87

1.27744

1.28444

1.27624

1455

2010.08.13 16:12

close

485

0.87

1.27715

1.28444

1.27624

25.23

17609.94

1456

2010.08.13 16:18

sell

486

0.88

1.27755

0.00000

0.00000

1457

2010.08.13 16:18

modify

486

0.88

1.27755

1.28455

1.27635

1458

2010.08.13 16:18

close

486

0.88

1.27727

1.28455

1.27635

24.64

17634.58

1459

2010.08.13 16:20

sell

487

0.88

1.27761

0.00000

0.00000

1460

2010.08.13 16:20

modify

487

0.88

1.27761

1.28461

1.27641

1461

2010.08.13 16:21

close

487

0.88

1.27724

1.28461

1.27641

32.56

17667.14

1462

2010.08.13 16:25

sell

488

0.88

1.27768

0.00000

0.00000

1463

2010.08.13 16:25

modify

488

0.88

1.27768

1.28468

1.27648

1464

2010.08.13 16:30

sell

489

0.83

1.27777

0.00000

0.00000

1465

2010.08.13 16:30

modify

489

0.83

1.27777

1.28477

1.27657

1466

2010.08.13 16:33

close

489

0.83

1.27746

1.28477

1.27657

25.73

17692.87

1467

2010.08.13 16:34

close

488

0.88

1.27736

1.28468

1.27648

28.16

17721.03

1468

2010.08.13 16:36

sell

490

0.88

1.27780

0.00000

0.00000

1469

2010.08.13 16:36

modify

490

0.88

1.27780

1.28480

1.27660

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

24/90

2014/3/22

Strategy Tester: TAIGUN

1469

2010.08.13 16:36

modify

490

0.88

1.27780

1.28480

1.27660

1470

2010.08.13 16:40

sell

491

0.84

1.27797

0.00000

0.00000

1471

2010.08.13 16:40

modify

491

0.84

1.27797

1.28497

1.27677

1472

2010.08.13 16:45

sell

492

0.79

1.27835

0.00000

0.00000

1473

2010.08.13 16:45

modify

492

0.79

1.27835

1.28535

1.27715

1474

2010.08.13 16:47

close

492

0.79

1.27799

1.28535

1.27715

1475

2010.08.13 16:50

sell

493

0.79

1.27846

0.00000

0.00000

1476

2010.08.13 16:50

modify

493

0.79

1.27846

1.28546

1.27726

1477

2010.08.13 16:55

sell

494

0.75

1.27861

0.00000

0.00000

1478

2010.08.13 16:55

modify

494

0.75

1.27861

1.28561

1.27741

1479

2010.08.13 16:56

close

494

0.75

1.27823

1.28561

1480

2010.08.13 16:57

close

493

0.79

1.27811

1.28546

1481

2010.08.13 17:12

close

491

0.84

1.27759

1482

2010.08.13 17:37

close

490

0.88

1.27743

1483

2010.08.20 12:05

sell

495

0.89

1484

2010.08.20 12:05

modify

495

1485

2010.08.20 12:11

close

1486

2010.08.20 16:30

sell

1487

2010.08.20 16:30

1488

2010.08.20 16:34

1489

28.44

17749.47

1.27741

28.50

17777.97

1.27726

27.65

17805.62

1.28497

1.27677

31.92

17837.54

1.28480

1.27660

32.56

17870.10

1.27149

0.00000

0.00000

0.89

1.27149

1.27849

1.27029

495

0.89

1.27120

1.27849

1.27029

25.81

17895.91

496

0.89

1.26948

0.00000

0.00000

modify

496

0.89

1.26948

1.27648

1.26828

close

496

0.89

1.26898

1.27648

1.26828

44.50

17940.41

2010.08.20 16:36

sell

497

0.89

1.26952

0.00000

0.00000

1490

2010.08.20 16:36

modify

497

0.89

1.26952

1.27652

1.26832

1491

2010.08.20 16:40

sell

498

0.85

1.26965

0.00000

0.00000

1492

2010.08.20 16:40

modify

498

0.85

1.26965

1.27665

1.26845

1493

2010.08.20 16:45

sell

499

0.80

1.26999

0.00000

0.00000

1494

2010.08.20 16:45

modify

499

0.80

1.26999

1.27699

1.26879

1495

2010.08.20 16:50

sell

500

0.76

1.27019

0.00000

0.00000

1496

2010.08.20 16:50

modify

500

0.76

1.27019

1.27719

1.26899

1497

2010.08.20 16:55

sell

501

0.71

1.27038

0.00000

0.00000

1498

2010.08.20 16:55

modify

501

0.71

1.27038

1.27738

1.26918

1499

2010.08.20 17:00

sell

502

0.67

1.27074

0.00000

0.00000

1500

2010.08.20 17:00

modify

502

0.67

1.27074

1.27774

1.26954

1501

2010.08.20 17:11

sell

503

0.63

1.27107

0.00000

0.00000

1502

2010.08.20 17:11

modify

503

0.63

1.27107

1.27807

1.26987

1503

2010.08.20 17:13

close

503

0.63

1.27075

1.27807

1.26987

20.16

17960.57

1504

2010.08.20 17:20

close

502

0.67

1.27052

1.27774

1.26954

14.74

17975.31

1505

2010.08.22 21:02

close

501

0.71

1.26997

1.27738

1.26918

29.11

18004.42

1506

2010.08.22 21:22

close

500

0.76

1.27006

1.27719

1.26899

9.88

18014.30

1507

2010.08.22 21:23

close

499

0.80

1.26961

1.27699

1.26879

30.40

18044.70

1508

2010.08.22 23:21

close

498

0.85

1.26944

1.27665

1.26845

17.85

18062.55

1509

2010.08.22 23:24

close

497

0.89

1.26909

1.27652

1.26832

38.27

18100.82

1510

2010.09.01 12:20

buy

504

0.90

1.27911

0.00000

0.00000

1511

2010.09.01 12:20

modify

504

0.90

1.27911

1.27361

1.28031

1512

2010.09.01 12:20

close

504

0.90

1.27961

1.27361

1.28031

45.00

18145.82

1513

2010.09.01 14:25

buy

505

0.90

1.28161

0.00000

0.00000

1514

2010.09.01 14:25

modify

505

0.90

1.28161

1.27611

1.28281

1515

2010.09.01 14:30

buy

506

0.85

1.28128

0.00000

0.00000

1516

2010.09.01 14:30

modify

506

0.85

1.28128

1.27578

1.28248

1517

2010.09.01 14:31

close

506

0.85

1.28210

1.27578

1.28248

69.70

18215.52

1518

2010.09.01 14:31

close

505

0.90

1.28210

1.27611

1.28281

44.10

18259.62

1519

2010.09.01 15:05

buy

507

0.91

1.28050

0.00000

0.00000

1520

2010.09.01 15:05

modify

507

0.91

1.28050

1.27500

1.28170

1521

2010.09.01 15:35

close

507

0.91

1.28100

1.27500

1.28170

45.50

18305.12

1522

2010.09.07 01:35

sell

508

0.91

1.28168

0.00000

0.00000

1523

2010.09.07 01:35

modify

508

0.91

1.28168

1.28868

1.28048

1524

2010.09.07 01:38

close

508

0.91

1.28123

1.28868

1.28048

40.95

18346.07

1525

2010.09.07 01:40

sell

509

0.91

1.28172

0.00000

0.00000

1526

2010.09.07 01:40

modify

509

0.91

1.28172

1.28872

1.28052

1527

2010.09.07 01:42

close

509

0.91

1.28150

1.28872

1.28052

20.02

18366.09

1528

2010.09.07 02:05

sell

510

0.91

1.28163

0.00000

0.00000

1529

2010.09.07 02:05

modify

510

0.91

1.28163

1.28863

1.28043

1530

2010.09.07 02:05

close

510

0.91

1.28137

1.28863

1.28043

23.66

18389.75

1531

2010.09.07 04:06

sell

511

0.91

1.28119

0.00000

0.00000

1532

2010.09.07 04:06

modify

511

0.91

1.28119

1.28819

1.27999

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

25/90

2014/3/22

Strategy Tester: TAIGUN

1532

2010.09.07 04:06

modify

511

0.91

1.28119

1.28819

1.27999

1533

2010.09.07 04:10

sell

512

0.87

1.28135

0.00000

0.00000

1534

2010.09.07 04:10

modify

512

0.87

1.28135

1.28835

1.28015

1535

2010.09.07 04:11

close

512

0.87

1.28107

1.28835

1.28015

24.36

18414.11

1536

2010.09.07 04:17

close

511

0.91

1.28091

1.28819

1.27999

25.48

18439.59

1537

2010.09.07 12:56

sell

513

0.92

1.27598

0.00000

0.00000

1538

2010.09.07 12:56

modify

513

0.92

1.27598

1.28298

1.27478

1539

2010.09.07 12:56

close

513

0.92

1.27552

1.28298

1.27478

42.32

18481.91

1540

2010.09.07 13:10

sell

514

0.92

1.27604

0.00000

0.00000

1541

2010.09.07 13:10

modify

514

0.92

1.27604

1.28304

1.27484

1542

2010.09.07 13:15

sell

515

0.87

1.27638

0.00000

0.00000

1543

2010.09.07 13:15

modify

515

0.87

1.27638

1.28338

1.27518

1544

2010.09.07 13:16

close

515

0.87

1.27605

1.28338

1.27518

28.71

18510.62

1545

2010.09.07 13:21

close

514

0.92

1.27577

1.28304

1.27484

24.84

18535.46

1546

2010.09.07 13:24

sell

516

0.92

1.27644

0.00000

0.00000

1547

2010.09.07 13:24

modify

516

0.92

1.27644

1.28344

1.27524

1548

2010.09.07 13:27

close

516

0.92

1.27595

1.28344

1.27524

45.08

18580.54

1549

2010.09.07 17:00

sell

517

0.92

1.27308

0.00000

0.00000

1550

2010.09.07 17:00

modify

517

0.92

1.27308

1.28008

1.27188

1551

2010.09.07 17:01

close

517

0.92

1.27279

1.28008

1.27188

26.68

18607.22

1552

2010.09.07 17:05

sell

518

0.93

1.27297

0.00000

0.00000

1553

2010.09.07 17:05

modify

518

0.93

1.27297

1.27997

1.27177

1554

2010.09.07 17:08

close

518

0.93

1.27248

1.27997

1.27177

45.57

18652.79

1555

2010.09.07 22:45

sell

519

0.93

1.26863

0.00000

0.00000

1556

2010.09.07 22:45

modify

519

0.93

1.26863

1.27563

1.26743

1557

2010.09.07 22:48

close

519

0.93

1.26841

1.27563

1.26743

20.46

18673.25

1558

2010.09.07 23:50

sell

520

0.93

1.26871

0.00000

0.00000

1559

2010.09.07 23:50

modify

520

0.93

1.26871

1.27571

1.26751

1560

2010.09.07 23:55

sell

521

0.88

1.26897

0.00000

0.00000

1561

2010.09.07 23:55

modify

521

0.88

1.26897

1.27597

1.26777

1562

2010.09.08 00:00

sell

522

0.83

1.26910

0.00000

0.00000

1563

2010.09.08 00:00

modify

522

0.83

1.26910

1.27610

1.26790

1564

2010.09.08 00:15

sell

523

0.79

1.26952

0.00000

0.00000

1565

2010.09.08 00:15

modify

523

0.79

1.26952

1.27652

1.26832

1566

2010.09.08 00:28

close

523

0.79

1.26931

1.27652

1.26832

16.59

18689.84

1567

2010.09.08 01:04

close

522

0.83

1.26871

1.27610

1.26790

32.37

18722.21

1568

2010.09.08 01:04

close

521

0.88

1.26871

1.27597

1.26777

22.88

18745.09

1569

2010.09.08 01:05

close

520

0.93

1.26825

1.27571

1.26751

42.78

18787.87

1570

2010.09.13 03:55

buy

524

0.93

1.27829

0.00000

0.00000

1571

2010.09.13 03:55

modify

524

0.93

1.27829

1.27279

1.27949

1572

2010.09.13 03:57

close

524

0.93

1.27877

1.27279

1.27949

44.64

18832.51

1573

2010.09.13 08:10

buy

525

0.94

1.28024

0.00000

0.00000

1574

2010.09.13 08:10

modify

525

0.94

1.28024

1.27474

1.28144

1575

2010.09.13 08:12

close

525

0.94

1.28070

1.27474

1.28144

43.24

18875.75

1576

2010.09.13 08:15

buy

526

0.94

1.28024

0.00000

0.00000

1577

2010.09.13 08:15

modify

526

0.94

1.28024

1.27474

1.28144

1578

2010.09.13 08:21

close

526

0.94

1.28078

1.27474

1.28144

50.76

18926.51

1579

2010.09.13 08:23

buy

527

0.94

1.28023

0.00000

0.00000

1580

2010.09.13 08:23

modify

527

0.94

1.28023

1.27473

1.28143

1581

2010.09.13 08:31

close

527

0.94

1.28089

1.27473

1.28143

62.04

18988.55

1582

2010.09.13 17:00

buy

528

0.94

1.28592

0.00000

0.00000

1583

2010.09.13 17:00

modify

528

0.94

1.28592

1.28042

1.28712

1584

2010.09.13 17:08

close

528

0.94

1.28655

1.28042

1.28712

59.22

19047.77

1585

2010.09.13 19:00

buy

529

0.95

1.28618

0.00000

0.00000

1586

2010.09.13 19:00

modify

529

0.95

1.28618

1.28068

1.28738

1587

2010.09.13 19:06

buy

530

0.90

1.28620

0.00000

0.00000

1588

2010.09.13 19:06

modify

530

0.90

1.28620

1.28070

1.28740

1589

2010.09.13 19:20

close

530

0.90

1.28665

1.28070

1.28740

40.50

19088.27

1590

2010.09.13 19:20

close

529

0.95

1.28665

1.28068

1.28738

44.65

19132.92

1591

2010.09.16 12:21

buy

531

0.95

1.30713

0.00000

0.00000

1592

2010.09.16 12:21

modify

531

0.95

1.30713

1.30163

1.30833

1593

2010.09.16 12:21

close

531

0.95

1.30774

1.30163

1.30833

57.95

19190.87

1594

2010.09.16 12:25

buy

532

0.95

1.30711

0.00000

0.00000

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

26/90

2014/3/22

Strategy Tester: TAIGUN

1595

2010.09.16 12:25

modify

532

0.95

1.30711

1.30161

1.30831

1596
1597

2010.09.16 12:30

buy

533

0.91

1.30700

0.00000

0.00000

2010.09.16 12:30

modify

533

0.91

1.30700

1.30150

1.30820

1598

2010.09.16 12:31

close

533

0.91

1.30752

1.30150

1.30820

47.32

19238.19

1599

2010.09.16 12:31

close

532

0.95

1.30752

1.30161

1.30831

38.95

19277.14

1600

2010.09.21 22:10

buy

534

0.96

1.32476

0.00000

0.00000

1601

2010.09.21 22:10

modify

534

0.96

1.32476

1.31926

1.32596

1602

2010.09.21 22:18

buy

535

0.91

1.32475

0.00000

0.00000

1603

2010.09.21 22:18

modify

535

0.91

1.32475

1.31925

1.32595

1604

2010.09.21 22:28

buy

536

0.86

1.32471

0.00000

0.00000

1605

2010.09.21 22:28

modify

536

0.86

1.32471

1.31921

1.32591

1606

2010.09.21 22:36

close

536

0.86

1.32537

1.31921

1.32591

56.76

19333.90

1607

2010.09.21 22:36

close

535

0.91

1.32537

1.31925

1.32595

56.42

19390.32

1608

2010.09.21 22:36

close

534

0.96

1.32537

1.31926

1.32596

58.56

19448.88

1609

2010.09.22 04:36

buy

537

0.97

1.32894

0.00000

0.00000

1610

2010.09.22 04:36

modify

537

0.97

1.32894

1.32344

1.33014

1611

2010.09.22 04:38

close

537

0.97

1.32945

1.32344

1.33014

49.47

19498.35

1612

2010.09.22 06:02

buy

538

0.97

1.32863

0.00000

0.00000

1613

2010.09.22 06:02

modify

538

0.97

1.32863

1.32313

1.32983

1614

2010.09.22 06:17

close

538

0.97

1.32938

1.32313

1.32983

72.75

19571.10

1615

2010.09.22 11:15

buy

539

0.97

1.33648

0.00000

0.00000

1616

2010.09.22 11:15

modify

539

0.97

1.33648

1.33098

1.33768

1617

2010.09.22 11:17

close

539

0.97

1.33704

1.33098

1.33768

54.32

19625.42

1618

2010.09.22 12:11

buy

540

0.98

1.33619

0.00000

0.00000

1619

2010.09.22 12:11

modify

540

0.98

1.33619

1.33069

1.33739

1620

2010.09.22 12:15

buy

541

0.93

1.33604

0.00000

0.00000

1621

2010.09.22 12:15

modify

541

0.93

1.33604

1.33054

1.33724

1622

2010.09.22 12:16

close

541

0.93

1.33656

1.33054

1.33724

48.36

19673.78

1623

2010.09.22 12:16

close

540

0.98

1.33656

1.33069

1.33739

36.26

19710.04

1624

2010.09.24 17:05

buy

542

0.98

1.34688

0.00000

0.00000

1625

2010.09.24 17:05

modify

542

0.98

1.34688

1.34138

1.34808

1626

2010.09.24 17:09

close

542

0.98

1.34733

1.34138

1.34808

44.10

19754.14

1627

2010.09.24 17:11

buy

543

0.98

1.34687

0.00000

0.00000

1628

2010.09.24 17:11

modify

543

0.98

1.34687

1.34137

1.34807

1629

2010.09.24 17:20

close

543

0.98

1.34736

1.34137

1.34807

48.02

19802.16

1630

2010.09.28 18:05

buy

544

0.99

1.35678

0.00000

0.00000

1631

2010.09.28 18:05

modify

544

0.99

1.35678

1.35128

1.35798

1632

2010.09.28 18:10

buy

545

0.93

1.35653

0.00000

0.00000

1633

2010.09.28 18:10

modify

545

0.93

1.35653

1.35103

1.35773

1634

2010.09.28 18:12

close

545

0.93

1.35714

1.35103

1.35773

56.73

19858.89

1635

2010.09.28 18:12

close

544

0.99

1.35714

1.35128

1.35798

35.64

19894.53

1636

2010.09.28 18:17

buy

546

0.99

1.35659

0.00000

0.00000

1637

2010.09.28 18:17

modify

546

0.99

1.35659

1.35109

1.35779

1638

2010.09.28 18:20

close

546

0.99

1.35709

1.35109

1.35779

49.50

19944.03

1639

2010.09.28 18:29

buy

547

0.99

1.35657

0.00000

0.00000

1640

2010.09.28 18:29

modify

547

0.99

1.35657

1.35107

1.35777

1641

2010.09.28 18:36

buy

548

0.94

1.35645

0.00000

0.00000

1642

2010.09.28 18:36

modify

548

0.94

1.35645

1.35095

1.35765

1643

2010.09.28 19:09

close

548

0.94

1.35720

1.35095

1.35765

70.50

20014.53

1644

2010.09.28 19:09

close

547

0.99

1.35720

1.35107

1.35777

62.37

20076.90

1645

2010.09.28 21:45

buy

549

1.00

1.35777

0.00000

0.00000

1646

2010.09.28 21:45

modify

549

1.00

1.35777

1.35227

1.35897

1647

2010.09.28 21:56

close

549

1.00

1.35842

1.35227

1.35897

65.00

20141.90

1648

2010.09.28 22:05

buy

550

1.00

1.35762

0.00000

0.00000

1649

2010.09.28 22:05

modify

550

1.00

1.35762

1.35212

1.35882

1650

2010.09.28 22:33

close

550

1.00

1.35805

1.35212

1.35882

43.00

20184.90

1651

2010.10.01 11:00

buy

551

1.00

1.37233

0.00000

0.00000

1652

2010.10.01 11:00

modify

551

1.00

1.37233

1.36683

1.37353

1653

2010.10.01 11:02

close

551

1.00

1.37301

1.36683

1.37353

68.00

20252.90

1654

2010.10.01 11:05

buy

552

1.01

1.37224

0.00000

0.00000

1655

2010.10.01 11:05

modify

552

1.01

1.37224

1.36674

1.37344

1656

2010.10.01 11:08

close

552

1.01

1.37289

1.36674

1.37344

65.65

20318.55

1657

2010.10.01 11:11

buy

553

1.01

1.37231

0.00000

0.00000

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

27/90

2014/3/22

Strategy Tester: TAIGUN

1657

2010.10.01 11:11

buy

553

1.01

1.37231

0.00000

0.00000

1658

2010.10.01 11:11

modify

553

1.01

1.37231

1.36681

1.37351

1659

2010.10.01 11:12

close

553

1.01

1.37295

1.36681

1.37351

1660

2010.10.01 11:45

buy

554

1.01

1.37222

0.00000

0.00000

1661

2010.10.01 11:45

modify

554

1.01

1.37222

1.36672

1.37342

1662

2010.10.01 11:48

close

554

1.01

1.37283

1.36672

1.37342

1663

2010.10.01 12:15

buy

555

1.02

1.37217

0.00000

0.00000

1664

2010.10.01 12:15

modify

555

1.02

1.37217

1.36667

1.37337

1665

2010.10.01 12:27

close

555

1.02

1.37263

1.36667

1.37337

1666

2010.10.01 12:45

buy

556

1.02

1.37167

0.00000

0.00000

1667

2010.10.01 12:45

modify

556

1.02

1.37167

1.36617

1.37287

1668

2010.10.01 12:46

close

556

1.02

1.37237

1.36617

1.37287

1669

2010.10.03 21:56

buy

557

1.02

1.37878

0.00000

0.00000

1670

2010.10.03 21:56

modify

557

1.02

1.37878

1.37328

1.37998

1671

2010.10.03 22:00

buy

558

0.97

1.37870

0.00000

0.00000

1672

2010.10.03 22:00

modify

558

0.97

1.37870

1.37320

1.37990

1673

2010.10.04 00:08

close

558

0.97

1.37563

1.37320

1674

2010.10.04 00:08

close

557

1.02

1.37563

1.37328

1675

2010.10.04 10:25

sell

559

0.99

1.36964

0.00000

0.00000

1676

2010.10.04 10:25

modify

559

0.99

1.36964

1.37664

1.36844

1677

2010.10.04 10:30

close

559

0.99

1.36915

1.37664

1.36844

1678

2010.10.05 11:06

buy

560

0.99

1.37656

0.00000

0.00000

1679

2010.10.05 11:06

modify

560

0.99

1.37656

1.37106

1.37776

1680

2010.10.05 11:08

close

560

0.99

1.37707

1.37106

1.37776

1681

2010.10.05 11:25

buy

561

1.00

1.37652

0.00000

0.00000

1682

2010.10.05 11:25

modify

561

1.00

1.37652

1.37102

1.37772

1683

2010.10.05 11:30

buy

562

0.95

1.37655

0.00000

0.00000

1684

2010.10.05 11:30

modify

562

0.95

1.37655

1.37105

1.37775

1685

2010.10.05 11:32

close

562

0.95

1.37717

1.37105

1686

2010.10.05 11:32

close

561

1.00

1.37717

1.37102

1687

2010.10.05 14:05

buy

563

1.00

1.37809

0.00000

0.00000

1688

2010.10.05 14:05

modify

563

1.00

1.37809

1.37259

1.37929

1689

2010.10.05 14:05

close

563

1.00

1.37876

1.37259

1.37929

1690

2010.10.05 19:35

buy

564

1.01

1.38376

0.00000

0.00000

1691

2010.10.05 19:35

modify

564

1.01

1.38376

1.37826

1.38496

1692

2010.10.05 20:06

close

564

1.01

1.38427

1.37826

1.38496

1693

2010.10.06 17:15

buy

565

1.01

1.39154

0.00000

0.00000

1694

2010.10.06 17:15

modify

565

1.01

1.39154

1.38604

1.39274

1695

2010.10.06 17:20

buy

566

0.96

1.39147

0.00000

0.00000

1696

2010.10.06 17:20

modify

566

0.96

1.39147

1.38597

1.39267

1697

2010.10.06 17:26

close

566

0.96

1.39215

1.38597

1698

2010.10.06 17:26

close

565

1.01

1.39215

1699

2010.10.06 20:30

buy

567

1.02

1.39266

1700

2010.10.06 20:30

modify

567

1.02

1701

2010.10.06 20:45

close

567

1.02

1702

2010.10.07 08:50

buy

568

1703

2010.10.07 08:50

modify

568

1704

2010.10.07 08:50

close

1705

2010.10.07 08:55

1706
1707

64.64

20383.19

61.61

20444.80

46.92

20491.72

71.40

20563.12

1.37990

-297.79

20265.33

1.37998

-321.30

19944.03

48.51

19992.54

50.49

20043.03

1.37775

58.90

20101.93

1.37772

65.00

20166.93

67.00

20233.93

51.51

20285.44

1.39267

65.28

20350.72

1.38604

1.39274

61.61

20412.33

0.00000

0.00000

1.39266

1.38716

1.39386

1.39315

1.38716

1.39386

49.98

20462.31

1.02

1.39624

0.00000

0.00000

1.02

1.39624

1.39074

1.39744

568

1.02

1.39672

1.39074

1.39744

48.96

20511.27

buy

569

1.02

1.39602

0.00000

0.00000

2010.10.07 08:55

modify

569

1.02

1.39602

1.39052

1.39722

2010.10.07 08:56

close

569

1.02

1.39674

1.39052

1.39722

73.44

20584.71

1708

2010.10.07 09:00

buy

570

1.02

1.39606

0.00000

0.00000

1709

2010.10.07 09:00

modify

570

1.02

1.39606

1.39056

1.39726

1710

2010.10.07 09:02

close

570

1.02

1.39674

1.39056

1.39726

69.36

20654.07

1711

2010.10.07 09:51

buy

571

1.03

1.39596

0.00000

0.00000

1712

2010.10.07 09:51

modify

571

1.03

1.39596

1.39046

1.39716

1713

2010.10.07 09:52

close

571

1.03

1.39660

1.39046

1.39716

65.92

20719.99

1714

2010.10.07 18:06

sell

572

1.03

1.38995

0.00000

0.00000

1715

2010.10.07 18:06

modify

572

1.03

1.38995

1.39695

1.38875

1716

2010.10.07 18:10

sell

573

0.98

1.38995

0.00000

0.00000

1717

2010.10.07 18:10

modify

573

0.98

1.38995

1.39695

1.38875

1718

2010.10.08 02:20

close

573

0.98

1.39317

1.39695

1.38875

-315.56

20404.43

1719

2010.10.08 02:20

close

572

1.03

1.39317

1.39695

1.38875

-331.66

20072.77

1720

2010.10.12 09:50

sell

574

1.00

1.38247

0.00000

0.00000

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

28/90

2014/3/22

Strategy Tester: TAIGUN

1720

2010.10.12 09:50

sell

574

1.00

1.38247

0.00000

0.00000

1721

2010.10.12 09:50

modify

574

1.00

1.38247

1.38947

1.38127

1722

2010.10.12 09:52

close

574

1.00

1.38216

1.38947

1.38127

1723

2010.10.14 04:00

buy

575

1.00

1.40674

0.00000

0.00000

1724

2010.10.14 04:00

modify

575

1.00

1.40674

1.40124

1.40794

1725

2010.10.14 04:07

close

575

1.00

1.40721

1.40124

1.40794

1726

2010.10.14 04:30

buy

576

1.00

1.40662

0.00000

0.00000

1727

2010.10.14 04:30

modify

576

1.00

1.40662

1.40112

1.40782

1728

2010.10.14 04:37

buy

577

0.95

1.40652

0.00000

0.00000

1729

2010.10.14 04:37

modify

577

0.95

1.40652

1.40102

1.40772

1730

2010.10.14 04:38

close

577

0.95

1.40710

1.40102

1731

2010.10.14 04:38

close

576

1.00

1.40710

1.40112

1732

2010.10.15 19:50

sell

578

1.01

1.39695

0.00000

0.00000

1733

2010.10.15 19:50

modify

578

1.01

1.39695

1.40395

1.39575

1734

2010.10.15 19:55

sell

579

0.95

1.39758

0.00000

0.00000

1735

2010.10.15 19:55

modify

579

0.95

1.39758

1.40458

1.39638

1736

2010.10.15 19:57

close

579

0.95

1.39706

1.40458

1.39638

1737

2010.10.15 21:00

sell

580

0.96

1.39765

0.00000

0.00000

1738

2010.10.15 21:00

modify

580

0.96

1.39765

1.40465

1.39645

1739

2010.10.15 21:02

close

580

0.96

1.39718

1.40465

1.39645

1740

2010.10.15 21:22

sell

581

0.95

1.39819

0.00000

0.00000

1741

2010.10.15 21:22

modify

581

0.95

1.39819

1.40519

1.39699

1742

2010.10.15 21:24

close

581

0.95

1.39782

1.40519

1.39699

1743

2010.10.15 21:25

sell

582

0.96

1.39819

0.00000

0.00000

1744

2010.10.15 21:25

modify

582

0.96

1.39819

1.40519

1.39699

1745

2010.10.15 21:26

close

582

0.96

1.39773

1.40519

1746

2010.10.17 21:43

close

578

1.01

1.39648

1747

2010.10.18 04:36

sell

583

1.02

1.38903

1748

2010.10.18 04:36

modify

583

1.02

1749

2010.10.18 04:37

close

583

1750

2010.10.18 04:50

sell

584

1751

2010.10.18 04:50

modify

1752

2010.10.18 04:52

close

1753

2010.10.18 06:45

1754
1755

31.00

20103.77

47.00

20150.77

1.40772

55.10

20205.87

1.40782

48.00

20253.87

49.40

20303.27

45.12

20348.39

35.15

20383.54

1.39699

44.16

20427.70

1.40395

1.39575

47.47

20475.17

0.00000

0.00000

1.38903

1.39603

1.38783

1.02

1.38870

1.39603

1.38783

33.66

20508.83

1.02

1.38933

0.00000

0.00000

584

1.02

1.38933

1.39633

1.38813

584

1.02

1.38907

1.39633

1.38813

26.52

20535.35

sell

585

1.02

1.38942

0.00000

0.00000

2010.10.18 06:45

modify

585

1.02

1.38942

1.39642

1.38822

2010.10.18 06:46

close

585

1.02

1.38896

1.39642

1.38822

46.92

20582.27

1756

2010.10.18 09:20

sell

586

1.02

1.38811

0.00000

0.00000

1757

2010.10.18 09:20

modify

586

1.02

1.38811

1.39511

1.38691

1758

2010.10.18 09:20

close

586

1.02

1.38791

1.39511

1.38691

20.40

20602.67

1759

2010.10.18 09:26

sell

587

1.03

1.38867

0.00000

0.00000

1760

2010.10.18 09:26

modify

587

1.03

1.38867

1.39567

1.38747

1761

2010.10.18 09:30

sell

588

0.97

1.38872

0.00000

0.00000

1762

2010.10.18 09:30

modify

588

0.97

1.38872

1.39572

1.38752

1763

2010.10.18 09:35

sell

589

0.92

1.38889

0.00000

0.00000

1764

2010.10.18 09:35

modify

589

0.92

1.38889

1.39589

1.38769

1765

2010.10.18 09:35

close

589

0.92

1.38848

1.39589

1.38769

37.72

20640.39

1766

2010.10.18 09:40

sell

590

0.92

1.38886

0.00000

0.00000

1767

2010.10.18 09:40

modify

590

0.92

1.38886

1.39586

1.38766

1768

2010.10.18 09:40

close

590

0.92

1.38858

1.39586

1.38766

25.76

20666.15

1769

2010.10.18 09:45

sell

591

0.92

1.38901

0.00000

0.00000

1770

2010.10.18 09:45

modify

591

0.92

1.38901

1.39601

1.38781

1771

2010.10.18 10:26

close

591

0.92

1.39198

1.39601

1.38781

-273.24

20392.91

1772

2010.10.18 10:26

close

588

0.97

1.39198

1.39572

1.38752

-316.22

20076.69

1773

2010.10.18 10:26

close

587

1.03

1.39198

1.39567

1.38747

-340.93

19735.76

1774

2010.10.18 18:15

buy

592

0.98

1.39761

0.00000

0.00000

1775

2010.10.18 18:15

modify

592

0.98

1.39761

1.39211

1.39881

1776

2010.10.18 18:17

close

592

0.98

1.39802

1.39211

1.39881

40.18

19775.94

1777

2010.10.19 16:00

sell

593

0.98

1.38247

0.00000

0.00000

1778

2010.10.19 16:00

modify

593

0.98

1.38247

1.38947

1.38127

1779

2010.10.19 16:05

close

593

0.98

1.38204

1.38947

1.38127

42.14

19818.08

1780

2010.10.19 21:55

sell

594

0.99

1.37389

0.00000

0.00000

1781

2010.10.19 21:55

modify

594

0.99

1.37389

1.38089

1.37269

1782

2010.10.19 22:01

close

594

0.99

1.37360

1.38089

1.37269

28.71

19846.79

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

29/90

2014/3/22

Strategy Tester: TAIGUN

1783

2010.10.19 22:45

sell

595

0.99

1.37447

0.00000

0.00000

1784

2010.10.19 22:45

modify

595

0.99

1.37447

1.38147

1.37327

1785

2010.10.19 22:50

sell

596

0.94

1.37457

0.00000

0.00000

1786

2010.10.19 22:50

modify

596

0.94

1.37457

1.38157

1.37337

1787

2010.10.19 22:51

close

596

0.94

1.37435

1.38157

1.37337

20.68

19867.47

1788

2010.10.19 22:54

close

595

0.99

1.37413

1.38147

1.37327

33.66

19901.13

1789

2010.10.20 00:35

sell

597

0.99

1.37413

0.00000

0.00000

1790

2010.10.20 00:35

modify

597

0.99

1.37413

1.38113

1.37293

1791

2010.10.20 00:39

close

597

0.99

1.37369

1.38113

1.37293

43.56

19944.69

1792

2010.10.20 01:05

sell

598

0.99

1.37510

0.00000

0.00000

1793

2010.10.20 01:05

modify

598

0.99

1.37510

1.38210

1.37390

1794

2010.10.20 01:11

close

598

0.99

1.37479

1.38210

1.37390

30.69

19975.38

1795

2010.10.20 16:40

buy

599

0.99

1.39494

0.00000

0.00000

1796

2010.10.20 16:40

modify

599

0.99

1.39494

1.38944

1.39614

1797

2010.10.20 16:41

close

599

0.99

1.39562

1.38944

1.39614

67.32

20042.70

1798

2010.10.21 00:20

buy

600

1.00

1.39511

0.00000

0.00000

1799

2010.10.21 00:20

modify

600

1.00

1.39511

1.38961

1.39631

1800

2010.10.21 01:17

close

600

1.00

1.39577

1.38961

1.39631

66.00

20108.70

1801

2010.10.21 10:00

buy

601

1.00

1.40075

0.00000

0.00000

1802

2010.10.21 10:00

modify

601

1.00

1.40075

1.39525

1.40195

1803

2010.10.21 10:03

close

601

1.00

1.40141

1.39525

1.40195

66.00

20174.70

1804

2010.10.21 10:16

buy

602

1.00

1.40028

0.00000

0.00000

1805

2010.10.21 10:16

modify

602

1.00

1.40028

1.39478

1.40148

1806

2010.10.21 10:20

close

602

1.00

1.40073

1.39478

1.40148

45.00

20219.70

1807

2010.10.21 12:16

buy

603

1.01

1.40114

0.00000

0.00000

1808

2010.10.21 12:16

modify

603

1.01

1.40114

1.39564

1.40234

1809

2010.10.21 12:25

close

603

1.01

1.40187

1.39564

1.40234

73.73

20293.43

1810

2010.10.26 20:55

sell

604

1.01

1.38585

0.00000

0.00000

1811

2010.10.26 20:55

modify

604

1.01

1.38585

1.39285

1.38465

1812

2010.10.26 20:56

close

604

1.01

1.38553

1.39285

1.38465

32.32

20325.75

1813

2010.10.26 21:00

sell

605

1.01

1.38586

0.00000

0.00000

1814

2010.10.26 21:00

modify

605

1.01

1.38586

1.39286

1.38466

1815

2010.10.26 21:01

close

605

1.01

1.38537

1.39286

1.38466

49.49

20375.24

1816

2010.10.26 21:07

sell

606

1.01

1.38617

0.00000

0.00000

1817

2010.10.26 21:07

modify

606

1.01

1.38617

1.39317

1.38497

1818

2010.10.26 21:10

close

606

1.01

1.38585

1.39317

1.38497

32.32

20407.56

1819

2010.10.26 21:12

sell

607

1.02

1.38613

0.00000

0.00000

1820

2010.10.26 21:12

modify

607

1.02

1.38613

1.39313

1.38493

1821

2010.10.26 21:12

close

607

1.02

1.38585

1.39313

1.38493

28.56

20436.12

1822

2010.10.27 04:55

sell

608

1.02

1.38249

0.00000

0.00000

1823

2010.10.27 04:55

modify

608

1.02

1.38249

1.38949

1.38129

1824

2010.10.27 04:55

close

608

1.02

1.38215

1.38949

1.38129

34.68

20470.80

1825

2010.10.27 08:13

sell

609

1.02

1.38088

0.00000

0.00000

1826

2010.10.27 08:13

modify

609

1.02

1.38088

1.38788

1.37968

1827

2010.10.27 08:14

close

609

1.02

1.38037

1.38788

1.37968

52.02

20522.82

1828

2010.10.27 08:15

sell

610

1.02

1.38087

0.00000

0.00000

1829

2010.10.27 08:15

modify

610

1.02

1.38087

1.38787

1.37967

1830

2010.10.27 08:54

close

610

1.02

1.38055

1.38787

1.37967

32.64

20555.46

1831

2010.10.28 17:46

buy

611

1.02

1.39202

0.00000

0.00000

1832

2010.10.28 17:46

modify

611

1.02

1.39202

1.38652

1.39322

1833

2010.10.28 17:49

close

611

1.02

1.39267

1.38652

1.39322

66.30

20621.76

1834

2010.10.29 10:41

sell

612

1.03

1.38375

0.00000

0.00000

1835

2010.10.29 10:41

modify

612

1.03

1.38375

1.39075

1.38255

1836

2010.10.29 10:43

close

612

1.03

1.38322

1.39075

1.38255

54.59

20676.35

1837

2010.10.29 10:49

sell

613

1.03

1.38387

0.00000

0.00000

1838

2010.10.29 10:49

modify

613

1.03

1.38387

1.39087

1.38267

1839

2010.10.29 10:50

sell

614

0.98

1.38378

0.00000

0.00000

1840

2010.10.29 10:50

modify

614

0.98

1.38378

1.39078

1.38258

1841

2010.10.29 10:50

close

614

0.98

1.38337

1.39078

1.38258

40.18

20716.53

1842

2010.10.29 10:50

close

613

1.03

1.38337

1.39087

1.38267

51.50

20768.03

1843

2010.11.01 04:10

buy

615

1.03

1.39726

0.00000

0.00000

1844

2010.11.01 04:10

modify

615

1.03

1.39726

1.39176

1.39846

1845

2010.11.01 04:15

buy

616

0.98

1.39718

0.00000

0.00000

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

30/90

2014/3/22

Strategy Tester: TAIGUN

1845

2010.11.01 04:15

buy

616

0.98

1.39718

0.00000

0.00000

1846

2010.11.01 04:15

modify

616

0.98

1.39718

1.39168

1.39838

1847

2010.11.01 04:33

close

616

0.98

1.39772

1.39168

1.39838

52.92

20820.95

1848

2010.11.01 04:33

close

615

1.03

1.39772

1.39176

1.39846

47.38

20868.33

1849

2010.11.01 17:36

sell

617

1.04

1.38933

0.00000

0.00000

1850

2010.11.01 17:36

modify

617

1.04

1.38933

1.39633

1.38813

1851

2010.11.01 17:38

close

617

1.04

1.38902

1.39633

1.38813

32.24

20900.57

1852

2010.11.01 17:40

sell

618

1.04

1.38932

0.00000

0.00000

1853

2010.11.01 17:40

modify

618

1.04

1.38932

1.39632

1.38812

1854

2010.11.01 17:45

sell

619

0.99

1.38966

0.00000

0.00000

1855

2010.11.01 17:45

modify

619

0.99

1.38966

1.39666

1.38846

1856

2010.11.01 18:04

close

619

0.99

1.38921

1.39666

1.38846

44.55

20945.12

1857

2010.11.01 18:15

close

618

1.04

1.38883

1.39632

1.38812

50.96

20996.08

1858

2010.11.02 14:40

buy

620

1.04

1.40135

0.00000

0.00000

1859

2010.11.02 14:40

modify

620

1.04

1.40135

1.39585

1.40255

1860

2010.11.02 14:43

close

620

1.04

1.40198

1.39585

1.40255

65.52

21061.60

1861

2010.11.02 14:55

buy

621

1.05

1.40128

0.00000

0.00000

1862

2010.11.02 14:55

modify

621

1.05

1.40128

1.39578

1.40248

1863

2010.11.02 15:03

close

621

1.05

1.40190

1.39578

1.40248

65.10

21126.70

1864

2010.11.03 22:25

buy

622

1.05

1.41221

0.00000

0.00000

1865

2010.11.03 22:25

modify

622

1.05

1.41221

1.40671

1.41341

1866

2010.11.03 22:27

close

622

1.05

1.41273

1.40671

1.41341

54.60

21181.30

1867

2010.11.03 22:32

buy

623

1.05

1.41221

0.00000

0.00000

1868

2010.11.03 22:32

modify

623

1.05

1.41221

1.40671

1.41341

1869

2010.11.03 22:33

close

623

1.05

1.41282

1.40671

1.41341

64.05

21245.35

1870

2010.11.03 22:45

buy

624

1.06

1.41221

0.00000

0.00000

1871

2010.11.03 22:45

modify

624

1.06

1.41221

1.40671

1.41341

1872

2010.11.03 22:52

buy

625

1.00

1.41219

0.00000

0.00000

1873

2010.11.03 22:52

modify

625

1.00

1.41219

1.40669

1.41339

1874

2010.11.03 22:56

buy

626

0.95

1.41220

0.00000

0.00000

1875

2010.11.03 22:56

modify

626

0.95

1.41220

1.40670

1.41340

1876

2010.11.03 23:03

close

626

0.95

1.41283

1.40670

1.41340

59.85

21305.20

1877

2010.11.03 23:03

close

625

1.00

1.41283

1.40669

1.41339

64.00

21369.20

1878

2010.11.03 23:03

close

624

1.06

1.41283

1.40671

1.41341

65.72

21434.92

1879

2010.11.04 11:00

buy

627

1.07

1.42235

0.00000

0.00000

1880

2010.11.04 11:00

modify

627

1.07

1.42235

1.41685

1.42355

1881

2010.11.04 11:05

buy

628

1.01

1.42211

0.00000

0.00000

1882

2010.11.04 11:05

modify

628

1.01

1.42211

1.41661

1.42331

1883

2010.11.04 11:10

buy

629

0.96

1.42174

0.00000

0.00000

1884

2010.11.04 11:10

modify

629

0.96

1.42174

1.41624

1.42294

1885

2010.11.04 11:21

close

629

0.96

1.42269

1.41624

1.42294

91.20

21526.12

1886

2010.11.04 11:21

close

628

1.01

1.42269

1.41661

1.42331

58.58

21584.70

1887

2010.11.04 11:21

close

627

1.07

1.42269

1.41685

1.42355

36.38

21621.08

1888

2010.11.04 15:20

buy

630

1.08

1.42379

0.00000

0.00000

1889

2010.11.04 15:20

modify

630

1.08

1.42379

1.41829

1.42499

1890

2010.11.04 15:36

close

630

1.08

1.42427

1.41829

1.42499

51.84

21672.92

1891

2010.11.05 18:00

sell

631

1.08

1.40674

0.00000

0.00000

1892

2010.11.05 18:00

modify

631

1.08

1.40674

1.41374

1.40554

1893

2010.11.05 18:00

close

631

1.08

1.40622

1.41374

1.40554

56.16

21729.08

1894

2010.11.07 21:11

sell

632

1.08

1.40430

0.00000

0.00000

1895

2010.11.07 21:11

modify

632

1.08

1.40430

1.41130

1.40310

1896

2010.11.07 21:15

sell

633

1.03

1.40443

0.00000

0.00000

1897

2010.11.07 21:15

modify

633

1.03

1.40443

1.41143

1.40323

1898

2010.11.07 21:16

close

633

1.03

1.40407

1.41143

1.40323

37.08

21766.16

1899

2010.11.07 21:19

close

632

1.08

1.40398

1.41130

1.40310

34.56

21800.72

1900

2010.11.07 21:20

sell

634

1.09

1.40441

0.00000

0.00000

1901

2010.11.07 21:20

modify

634

1.09

1.40441

1.41141

1.40321

1902

2010.11.07 21:21

close

634

1.09

1.40392

1.41141

1.40321

53.41

21854.13

1903

2010.11.07 21:25

sell

635

1.09

1.40443

0.00000

0.00000

1904

2010.11.07 21:25

modify

635

1.09

1.40443

1.41143

1.40323

1905

2010.11.07 21:30

sell

636

1.03

1.40452

0.00000

0.00000

1906

2010.11.07 21:30

modify

636

1.03

1.40452

1.41152

1.40332

1907

2010.11.07 21:35

sell

637

0.98

1.40477

0.00000

0.00000

1908

2010.11.07 21:35

modify

637

0.98

1.40477

1.41177

1.40357

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

31/90

2014/3/22

Strategy Tester: TAIGUN

1908

2010.11.07 21:35

modify

637

0.98

1.40477

1.41177

1.40357

1909

2010.11.07 21:39

close

637

0.98

1.40437

1.41177

1.40357

1910

2010.11.07 21:55

sell

638

0.98

1.40496

0.00000

0.00000

1911

2010.11.07 21:55

modify

638

0.98

1.40496

1.41196

1.40376

1912

2010.11.07 23:16

close

638

0.98

1.40447

1.41196

1913

2010.11.07 23:58

close

636

1.03

1.40807

1.41152

1914

2010.11.07 23:58

close

635

1.09

1.40807

1915

2010.11.08 05:11

sell

639

1.05

1916

2010.11.08 05:11

modify

639

1917

2010.11.08 05:15

sell

640

1918

2010.11.08 05:15

modify

1919

2010.11.08 05:20

1920

39.20

21893.33

1.40376

48.02

21941.35

1.40332

-365.65

21575.70

1.41143

1.40323

-396.76

21178.94

1.39582

0.00000

0.00000

1.05

1.39582

1.40282

1.39462

1.00

1.39625

0.00000

0.00000

640

1.00

1.39625

1.40325

1.39505

sell

641

0.95

1.39639

0.00000

0.00000

2010.11.08 05:20

modify

641

0.95

1.39639

1.40339

1.39519

1921

2010.11.08 05:28

sell

642

0.89

1.39686

0.00000

0.00000

1922

2010.11.08 05:28

modify

642

0.89

1.39686

1.40386

1.39566

1923

2010.11.08 05:30

sell

643

0.84

1.39707

0.00000

0.00000

1924

2010.11.08 05:30

modify

643

0.84

1.39707

1.40407

1.39587

1925

2010.11.08 05:30

close

643

0.84

1.39674

1.40407

1.39587

27.72

21206.66

1926

2010.11.08 05:31

close

642

0.89

1.39654

1.40386

1.39566

28.48

21235.14

1927

2010.11.08 05:48

close

641

0.95

1.39601

1.40339

1.39519

36.10

21271.24

1928

2010.11.08 05:51

close

640

1.00

1.39589

1.40325

1.39505

36.00

21307.24

1929

2010.11.08 05:58

close

639

1.05

1.39528

1.40282

1.39462

56.70

21363.94

1930

2010.11.08 07:35

sell

644

1.06

1.39664

0.00000

0.00000

1931

2010.11.08 07:35

modify

644

1.06

1.39664

1.40364

1.39544

1932

2010.11.08 07:40

sell

645

1.01

1.39743

0.00000

0.00000

1933

2010.11.08 07:40

modify

645

1.01

1.39743

1.40443

1.39623

1934

2010.11.08 07:41

close

645

1.01

1.39660

1.40443

1.39623

83.83

21447.77

1935

2010.11.08 07:41

close

644

1.06

1.39660

1.40364

1.39544

4.24

21452.01

1936

2010.11.08 12:30

sell

646

1.07

1.39244

0.00000

0.00000

1937

2010.11.08 12:30

modify

646

1.07

1.39244

1.39944

1.39124

1938

2010.11.08 12:30

close

646

1.07

1.39188

1.39944

1.39124

59.92

21511.93

1939

2010.11.08 12:35

sell

647

1.07

1.39273

0.00000

0.00000

1940

2010.11.08 12:35

modify

647

1.07

1.39273

1.39973

1.39153

1941

2010.11.08 12:37

close

647

1.07

1.39224

1.39973

1.39153

52.43

21564.36

1942

2010.11.08 16:55

sell

648

1.07

1.39179

0.00000

0.00000

1943

2010.11.08 16:55

modify

648

1.07

1.39179

1.39879

1.39059

1944

2010.11.08 16:55

close

648

1.07

1.39146

1.39879

1.39059

35.31

21599.67

1945

2010.11.09 01:50

sell

649

1.07

1.38861

0.00000

0.00000

1946

2010.11.09 01:50

modify

649

1.07

1.38861

1.39561

1.38741

1947

2010.11.09 01:53

close

649

1.07

1.38832

1.39561

1.38741

31.03

21630.70

1948

2010.11.09 06:20

sell

650

1.08

1.38689

0.00000

0.00000

1949

2010.11.09 06:20

modify

650

1.08

1.38689

1.39389

1.38569

1950

2010.11.09 06:21

close

650

1.08

1.38644

1.39389

1.38569

48.60

21679.30

1951

2010.11.09 06:25

sell

651

1.08

1.38694

0.00000

0.00000

1952

2010.11.09 06:25

modify

651

1.08

1.38694

1.39394

1.38574

1953

2010.11.09 06:26

close

651

1.08

1.38663

1.39394

1.38574

33.48

21712.78

1954

2010.11.09 22:20

sell

652

1.08

1.37813

0.00000

0.00000

1955

2010.11.09 22:20

modify

652

1.08

1.37813

1.38513

1.37693

1956

2010.11.09 22:21

close

652

1.08

1.37787

1.38513

1.37693

28.08

21740.86

1957

2010.11.10 00:12

sell

653

1.08

1.37772

0.00000

0.00000

1958

2010.11.10 00:12

modify

653

1.08

1.37772

1.38472

1.37652

1959

2010.11.10 00:13

close

653

1.08

1.37726

1.38472

1.37652

49.68

21790.54

1960

2010.11.10 01:20

sell

654

1.08

1.37820

0.00000

0.00000

1961

2010.11.10 01:20

modify

654

1.08

1.37820

1.38520

1.37700

1962

2010.11.10 01:22

close

654

1.08

1.37788

1.38520

1.37700

34.56

21825.10

1963

2010.11.10 01:26

sell

655

1.09

1.37832

0.00000

0.00000

1964

2010.11.10 01:26

modify

655

1.09

1.37832

1.38532

1.37712

1965

2010.11.10 01:30

sell

656

1.03

1.37882

0.00000

0.00000

1966

2010.11.10 01:30

modify

656

1.03

1.37882

1.38582

1.37762

1967

2010.11.10 01:35

sell

657

0.98

1.37887

0.00000

0.00000

1968

2010.11.10 01:35

modify

657

0.98

1.37887

1.38587

1.37767

1969

2010.11.10 01:35

close

657

0.98

1.37861

1.38587

1.37767

25.48

21850.58

1970

2010.11.10 01:38

close

656

1.03

1.37845

1.38582

1.37762

38.11

21888.69

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

32/90

2014/3/22

Strategy Tester: TAIGUN

1971

2010.11.10 01:40

sell

658

1.03

1.37886

0.00000

0.00000

1972

2010.11.10 01:40

modify

658

1.03

1.37886

1.38586

1.37766

1973

2010.11.10 01:44

close

658

1.03

1.37813

1.38586

1.37766

75.19

21963.88

1974

2010.11.10 01:44

close

655

1.09

1.37813

1.38532

1.37712

20.71

21984.59

1975

2010.11.10 04:40

sell

659

1.09

1.37667

0.00000

0.00000

1976

2010.11.10 04:40

modify

659

1.09

1.37667

1.38367

1.37547

1977

2010.11.10 04:40

close

659

1.09

1.37615

1.38367

1.37547

56.68

22041.27

1978

2010.11.10 05:35

sell

660

1.10

1.37661

0.00000

0.00000

1979

2010.11.10 05:35

modify

660

1.10

1.37661

1.38361

1.37541

1980

2010.11.10 06:06

close

660

1.10

1.37630

1.38361

1.37541

34.10

22075.37

1981

2010.11.10 16:39

sell

661

1.10

1.37222

0.00000

0.00000

1982

2010.11.10 16:39

modify

661

1.10

1.37222

1.37922

1.37102

1983

2010.11.10 16:40

sell

662

1.04

1.37225

0.00000

0.00000

1984

2010.11.10 16:40

modify

662

1.04

1.37225

1.37925

1.37105

1985

2010.11.10 16:40

close

662

1.04

1.37178

1.37925

1.37105

48.88

22124.25

1986

2010.11.10 16:40

close

661

1.10

1.37178

1.37922

1.37102

48.40

22172.65

1987

2010.11.10 16:55

sell

663

1.10

1.37263

0.00000

0.00000

1988

2010.11.10 16:55

modify

663

1.10

1.37263

1.37963

1.37143

1989

2010.11.10 16:56

close

663

1.10

1.37209

1.37963

1.37143

59.40

22232.05

1990

2010.11.10 17:00

sell

664

1.11

1.37270

0.00000

0.00000

1991

2010.11.10 17:00

modify

664

1.11

1.37270

1.37970

1.37150

1992

2010.11.10 17:15

close

664

1.11

1.37239

1.37970

1.37150

34.41

22266.46

1993

2010.11.11 19:35

sell

665

1.11

1.36635

0.00000

0.00000

1994

2010.11.11 19:35

modify

665

1.11

1.36635

1.37335

1.36515

1995

2010.11.11 19:38

close

665

1.11

1.36590

1.37335

1.36515

49.95

22316.41

1996

2010.11.11 20:21

sell

666

1.11

1.36665

0.00000

0.00000

1997

2010.11.11 20:21

modify

666

1.11

1.36665

1.37365

1.36545

1998

2010.11.11 20:21

close

666

1.11

1.36622

1.37365

1.36545

47.73

22364.14

1999

2010.11.11 21:45

sell

667

1.11

1.36673

0.00000

0.00000

2000

2010.11.11 21:45

modify

667

1.11

1.36673

1.37373

1.36553

2001

2010.11.11 21:46

close

667

1.11

1.36646

1.37373

1.36553

29.97

22394.11

2002

2010.11.11 21:50

sell

668

1.11

1.36679

0.00000

0.00000

2003

2010.11.11 21:50

modify

668

1.11

1.36679

1.37379

1.36559

2004

2010.11.11 21:53

close

668

1.11

1.36644

1.37379

1.36559

38.85

22432.96

2005

2010.11.11 21:56

sell

669

1.12

1.36678

0.00000

0.00000

2006

2010.11.11 21:56

modify

669

1.12

1.36678

1.37378

1.36558

2007

2010.11.11 22:04

close

669

1.12

1.36649

1.37378

1.36558

32.48

22465.44

2008

2010.11.16 19:15

sell

670

1.12

1.34899

0.00000

0.00000

2009

2010.11.16 19:15

modify

670

1.12

1.34899

1.35599

1.34779

2010

2010.11.16 19:17

close

670

1.12

1.34866

1.35599

1.34779

36.96

22502.40

2011

2010.11.16 19:20

sell

671

1.12

1.34899

0.00000

0.00000

2012

2010.11.16 19:20

modify

671

1.12

1.34899

1.35599

1.34779

2013

2010.11.16 19:26

close

671

1.12

1.34878

1.35599

1.34779

23.52

22525.92

2014

2010.11.16 20:05

sell

672

1.12

1.34953

0.00000

0.00000

2015

2010.11.16 20:05

modify

672

1.12

1.34953

1.35653

1.34833

2016

2010.11.16 20:07

close

672

1.12

1.34927

1.35653

1.34833

29.12

22555.04

2017

2010.11.18 13:20

buy

673

1.12

1.36389

0.00000

0.00000

2018

2010.11.18 13:20

modify

673

1.12

1.36389

1.35839

1.36509

2019

2010.11.18 13:36

close

673

1.12

1.36435

1.35839

1.36509

51.52

22606.56

2020

2010.11.19 12:25

buy

674

1.13

1.36986

0.00000

0.00000

2021

2010.11.19 12:25

modify

674

1.13

1.36986

1.36436

1.37106

2022

2010.11.19 13:51

close

674

1.13

1.36621

1.36436

1.37106

-412.45

22194.11

2023

2010.11.22 19:15

sell

675

1.10

1.36041

0.00000

0.00000

2024

2010.11.22 19:15

modify

675

1.10

1.36041

1.36741

1.35921

2025

2010.11.22 19:20

sell

676

1.05

1.36094

0.00000

0.00000

2026

2010.11.22 19:20

modify

676

1.05

1.36094

1.36794

1.35974

2027

2010.11.22 19:27

close

676

1.05

1.36068

1.36794

1.35974

27.30

22221.41

2028

2010.11.22 19:50

sell

677

1.04

1.36239

0.00000

0.00000

2029

2010.11.22 19:50

modify

677

1.04

1.36239

1.36939

1.36119

2030

2010.11.22 19:51

close

677

1.04

1.36209

1.36939

1.36119

31.20

22252.61

2031

2010.11.22 23:56

close

675

1.10

1.36008

1.36741

1.35921

36.30

22288.91

2032

2010.11.23 04:20

sell

678

1.11

1.35868

0.00000

0.00000

2033

2010.11.23 04:20

modify

678

1.11

1.35868

1.36568

1.35748

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

33/90

2014/3/22

Strategy Tester: TAIGUN

2033

2010.11.23 04:20

modify

678

1.11

1.35868

1.36568

1.35748

2034

2010.11.23 04:21

close

678

1.11

1.35834

1.36568

1.35748

2035

2010.11.23 18:00

sell

679

1.11

1.33929

0.00000

0.00000

2036

2010.11.23 18:00

modify

679

1.11

1.33929

1.34629

1.33809

2037

2010.11.23 18:05

sell

680

1.05

1.33946

0.00000

0.00000

2038

2010.11.23 18:05

modify

680

1.05

1.33946

1.34646

1.33826

2039

2010.11.23 18:13

sell

681

0.99

1.34041

0.00000

0.00000

2040

2010.11.23 18:13

modify

681

0.99

1.34041

1.34741

1.33921

2041

2010.11.23 18:15

close

681

0.99

1.34017

1.34741

2042

2010.11.23 18:23

close

680

1.05

1.33912

1.34646

2043

2010.11.23 18:48

close

679

1.11

1.33901

2044

2010.11.23 23:50

sell

682

1.12

2045

2010.11.23 23:50

modify

682

2046

2010.11.23 23:55

sell

683

2047

2010.11.23 23:55

modify

2048

2010.11.24 00:00

2049

2010.11.24 00:00

2050

2010.11.24 00:02

2051

37.74

22326.65

1.33921

23.76

22350.41

1.33826

35.70

22386.11

1.34629

1.33809

31.08

22417.19

1.33847

0.00000

0.00000

1.12

1.33847

1.34547

1.33727

1.06

1.33851

0.00000

0.00000

683

1.06

1.33851

1.34551

1.33731

sell

684

1.00

1.33867

0.00000

0.00000

modify

684

1.00

1.33867

1.34567

1.33747

close

684

1.00

1.33805

1.34567

1.33747

62.00

22479.19

2010.11.24 00:02

close

683

1.06

1.33805

1.34551

1.33731

48.76

22527.95

2052

2010.11.24 00:02

close

682

1.12

1.33805

1.34547

1.33727

47.04

22574.99

2053

2010.11.24 00:25

sell

685

1.12

1.33877

0.00000

0.00000

2054

2010.11.24 00:25

modify

685

1.12

1.33877

1.34577

1.33757

2055

2010.11.24 00:45

sell

686

1.06

1.34027

0.00000

0.00000

2056

2010.11.24 00:45

modify

686

1.06

1.34027

1.34727

1.33907

2057

2010.11.24 00:53

close

686

1.06

1.33979

1.34727

1.33907

50.88

22625.87

2058

2010.11.24 00:59

close

685

1.12

1.33846

1.34577

1.33757

34.72

22660.59

2059

2010.11.24 01:40

sell

687

1.13

1.34049

0.00000

0.00000

2060

2010.11.24 01:40

modify

687

1.13

1.34049

1.34749

1.33929

2061

2010.11.24 01:45

sell

688

1.07

1.34057

0.00000

0.00000

2062

2010.11.24 01:45

modify

688

1.07

1.34057

1.34757

1.33937

2063

2010.11.24 01:55

close

688

1.07

1.34022

1.34757

1.33937

37.45

22698.04

2064

2010.11.24 02:01

close

687

1.13

1.34005

1.34749

1.33929

49.72

22747.76

2065

2010.11.24 11:05

sell

689

1.13

1.33364

0.00000

0.00000

2066

2010.11.24 11:05

modify

689

1.13

1.33364

1.34064

1.33244

2067

2010.11.24 11:13

sell

690

1.07

1.33388

0.00000

0.00000

2068

2010.11.24 11:13

modify

690

1.07

1.33388

1.34088

1.33268

2069

2010.11.24 11:26

sell

691

1.00

1.33569

0.00000

0.00000

2070

2010.11.24 11:26

modify

691

1.00

1.33569

1.34269

1.33449

2071

2010.11.24 11:41

close

691

1.00

1.33530

1.34269

1.33449

39.00

22786.76

2072

2010.11.24 11:53

close

690

1.07

1.33354

1.34088

1.33268

36.38

22823.14

2073

2010.11.24 11:54

close

689

1.13

1.33319

1.34064

1.33244

50.85

22873.99

2074

2010.11.26 14:42

sell

692

1.14

1.32469

0.00000

0.00000

2075

2010.11.26 14:42

modify

692

1.14

1.32469

1.33169

1.32349

2076

2010.11.26 15:02

close

692

1.14

1.32420

1.33169

1.32349

55.86

22929.85

2077

2010.11.29 16:15

sell

693

1.14

1.31088

0.00000

0.00000

2078

2010.11.29 16:15

modify

693

1.14

1.31088

1.31788

1.30968

2079

2010.11.29 16:16

close

693

1.14

1.31050

1.31788

1.30968

43.32

22973.17

2080

2010.11.29 19:15

sell

694

1.14

1.31059

0.00000

0.00000

2081

2010.11.29 19:15

modify

694

1.14

1.31059

1.31759

1.30939

2082

2010.11.29 19:30

sell

695

1.08

1.31168

0.00000

0.00000

2083

2010.11.29 19:30

modify

695

1.08

1.31168

1.31868

1.31048

2084

2010.11.29 19:35

sell

696

1.02

1.31168

0.00000

0.00000

2085

2010.11.29 19:35

modify

696

1.02

1.31168

1.31868

1.31048

2086

2010.11.29 19:40

sell

697

0.97

1.31191

0.00000

0.00000

2087

2010.11.29 19:40

modify

697

0.97

1.31191

1.31891

1.31071

2088

2010.11.29 19:45

sell

698

0.92

1.31195

0.00000

0.00000

2089

2010.11.29 19:45

modify

698

0.92

1.31195

1.31895

1.31075

2090

2010.11.29 19:55

close

698

0.92

1.31164

1.31895

1.31075

28.52

23001.69

2091

2010.11.29 19:55

close

697

0.97

1.31150

1.31891

1.31071

39.77

23041.46

2092

2010.11.29 19:56

close

696

1.02

1.31135

1.31868

1.31048

33.66

23075.12

2093

2010.11.29 19:56

close

695

1.08

1.31135

1.31868

1.31048

35.64

23110.76

2094

2010.11.29 20:05

sell

699

1.08

1.31200

0.00000

0.00000

2095

2010.11.29 20:05

modify

699

1.08

1.31200

1.31900

1.31080

2096

2010.11.29 20:10

sell

700

1.03

1.31209

0.00000

0.00000

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

34/90

2014/3/22

Strategy Tester: TAIGUN

2096

2010.11.29 20:10

sell

700

1.03

1.31209

0.00000

0.00000

2097

2010.11.29 20:10

modify

700

1.03

1.31209

1.31909

1.31089

2098

2010.11.29 20:16

sell

701

0.98

1.31199

0.00000

0.00000

2099

2010.11.29 20:16

modify

701

0.98

1.31199

1.31899

1.31079

2100

2010.11.29 20:20

sell

702

0.93

1.31209

0.00000

0.00000

2101

2010.11.29 20:20

modify

702

0.93

1.31209

1.31909

1.31089

2102

2010.11.29 20:27

sell

703

0.88

1.31216

0.00000

0.00000

2103

2010.11.29 20:27

modify

703

0.88

1.31216

1.31916

1.31096

2104

2010.11.29 20:30

sell

704

0.83

1.31227

0.00000

0.00000

2105

2010.11.29 20:30

modify

704

0.83

1.31227

1.31927

1.31107

2106

2010.11.29 22:00

close

704

0.83

1.31196

1.31927

1.31107

25.73

23136.49

2107

2010.11.29 22:03

close

703

0.88

1.31197

1.31916

1.31096

16.72

23153.21

2108

2010.11.29 22:04

close

702

0.93

1.31183

1.31909

1.31089

24.18

23177.39

2109

2010.11.29 22:04

close

700

1.03

1.31183

1.31909

1.31089

26.78

23204.17

2110

2010.11.29 22:04

close

701

0.98

1.31173

1.31899

1.31079

25.48

23229.65

2111

2010.11.29 22:04

close

699

1.08

1.31173

1.31900

1.31080

29.16

23258.81

2112

2010.11.29 23:58

close

694

1.14

1.31034

1.31759

1.30939

28.50

23287.31

2113

2010.11.30 10:56

sell

705

1.16

1.30381

0.00000

0.00000

2114

2010.11.30 10:56

modify

705

1.16

1.30381

1.31081

1.30261

2115

2010.11.30 10:58

close

705

1.16

1.30344

1.31081

1.30261

42.92

23330.23

2116

2010.11.30 11:38

sell

706

1.16

1.30387

0.00000

0.00000

2117

2010.11.30 11:38

modify

706

1.16

1.30387

1.31087

1.30267

2118

2010.11.30 11:40

sell

707

1.10

1.30437

0.00000

0.00000

2119

2010.11.30 11:40

modify

707

1.10

1.30437

1.31137

1.30317

2120

2010.11.30 11:45

sell

708

1.04

1.30450

0.00000

0.00000

2121

2010.11.30 11:45

modify

708

1.04

1.30450

1.31150

1.30330

2122

2010.11.30 11:45

close

708

1.04

1.30397

1.31150

1.30330

55.12

23385.35

2123

2010.11.30 11:45

close

707

1.10

1.30397

1.31137

1.30317

44.00

23429.35

2124

2010.11.30 11:50

close

706

1.16

1.30345

1.31087

1.30267

48.72

23478.07

2125

2010.11.30 15:00

sell

709

1.17

1.30166

0.00000

0.00000

2126

2010.11.30 15:00

modify

709

1.17

1.30166

1.30866

1.30046

2127

2010.11.30 15:04

close

709

1.17

1.30136

1.30866

1.30046

35.10

23513.17

2128

2010.12.01 13:20

buy

710

1.17

1.30943

0.00000

0.00000

2129

2010.12.01 13:20

modify

710

1.17

1.30943

1.30393

1.31063

2130

2010.12.01 13:27

close

710

1.17

1.30994

1.30393

1.31063

59.67

23572.84

2131

2010.12.02 11:35

buy

711

1.17

1.31746

0.00000

0.00000

2132

2010.12.02 11:35

modify

711

1.17

1.31746

1.31196

1.31866

2133

2010.12.02 11:40

close

711

1.17

1.31807

1.31196

1.31866

71.37

23644.21

2134

2010.12.02 11:55

buy

712

1.18

1.31667

0.00000

0.00000

2135

2010.12.02 11:55

modify

712

1.18

1.31667

1.31117

1.31787

2136

2010.12.02 12:47

close

712

1.18

1.31730

1.31117

1.31787

74.34

23718.55

2137

2010.12.02 18:09

buy

713

1.18

1.32026

0.00000

0.00000

2138

2010.12.02 18:09

modify

713

1.18

1.32026

1.31476

1.32146

2139

2010.12.02 18:10

buy

714

1.12

1.31997

0.00000

0.00000

2140

2010.12.02 18:10

modify

714

1.12

1.31997

1.31447

1.32117

2141

2010.12.02 19:16

close

714

1.12

1.32064

1.31447

1.32117

75.04

23793.59

2142

2010.12.02 19:16

close

713

1.18

1.32064

1.31476

1.32146

44.84

23838.43

2143

2010.12.03 19:11

buy

715

1.19

1.33668

0.00000

0.00000

2144

2010.12.03 19:11

modify

715

1.19

1.33668

1.33118

1.33788

2145

2010.12.03 19:15

buy

716

1.12

1.33632

0.00000

0.00000

2146

2010.12.03 19:15

modify

716

1.12

1.33632

1.33082

1.33752

2147

2010.12.03 19:36

close

716

1.12

1.33703

1.33082

1.33752

79.52

23917.95

2148

2010.12.03 19:36

close

715

1.19

1.33703

1.33118

1.33788

41.65

23959.60

2149

2010.12.06 00:05

buy

717

1.19

1.34011

0.00000

0.00000

2150

2010.12.06 00:05

modify

717

1.19

1.34011

1.33461

1.34131

2151

2010.12.06 02:02

close

717

1.19

1.33563

1.33461

1.34131

-533.12

23426.48

2152

2010.12.06 12:10

sell

718

1.17

1.32966

0.00000

0.00000

2153

2010.12.06 12:10

modify

718

1.17

1.32966

1.33666

1.32846

2154

2010.12.06 12:17

close

718

1.17

1.32933

1.33666

1.32846

38.61

23465.09

2155

2010.12.08 05:03

sell

719

1.17

1.32329

0.00000

0.00000

2156

2010.12.08 05:03

modify

719

1.17

1.32329

1.33029

1.32209

2157

2010.12.08 05:05

close

719

1.17

1.32292

1.33029

1.32209

43.29

23508.38

2158

2010.12.08 08:13

sell

720

1.17

1.32248

0.00000

0.00000

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

35/90

2014/3/22

Strategy Tester: TAIGUN

2159

2010.12.08 08:13

modify

720

1.17

1.32248

1.32948

1.32128

2160

2010.12.08 08:15

sell

721

1.11

1.32265

0.00000

0.00000

2161

2010.12.08 08:15

modify

721

1.11

1.32265

1.32965

1.32145

2162

2010.12.08 08:17

close

721

1.11

1.32232

1.32965

1.32145

36.63

23545.01

2163

2010.12.08 08:18

close

720

1.17

1.32217

1.32948

1.32128

36.27

23581.28

2164

2010.12.09 03:45

buy

722

1.17

1.33057

0.00000

0.00000

2165

2010.12.09 03:45

modify

722

1.17

1.33057

1.32507

1.33177

2166

2010.12.09 04:00

close

722

1.17

1.33101

1.32507

1.33177

51.48

23632.76

2167

2010.12.09 13:31

sell

723

1.18

1.32253

0.00000

0.00000

2168

2010.12.09 13:31

modify

723

1.18

1.32253

1.32953

1.32133

2169

2010.12.09 14:40

close

723

1.18

1.32223

1.32953

1.32133

35.40

23668.16

2170

2010.12.09 16:54

sell

724

1.18

1.32025

0.00000

0.00000

2171

2010.12.09 16:54

modify

724

1.18

1.32025

1.32725

1.31905

2172

2010.12.09 16:55

sell

725

1.12

1.32025

0.00000

0.00000

2173

2010.12.09 16:55

modify

725

1.12

1.32025

1.32725

1.31905

2174

2010.12.09 16:56

close

725

1.12

1.31979

1.32725

1.31905

51.52

23719.68

2175

2010.12.09 16:56

close

724

1.18

1.31979

1.32725

1.31905

54.28

23773.96

2176

2010.12.09 17:00

sell

726

1.18

1.32034

0.00000

0.00000

2177

2010.12.09 17:00

modify

726

1.18

1.32034

1.32734

1.31914

2178

2010.12.09 20:44

close

726

1.18

1.32469

1.32734

1.31914

-513.30

23260.66

2179

2010.12.13 19:55

buy

727

1.16

1.34088

0.00000

0.00000

2180

2010.12.13 19:55

modify

727

1.16

1.34088

1.33538

1.34208

2181

2010.12.13 20:00

buy

728

1.10

1.34031

0.00000

0.00000

2182

2010.12.13 20:00

modify

728

1.10

1.34031

1.33481

1.34151

2183

2010.12.13 20:07

buy

729

1.04

1.34008

0.00000

0.00000

2184

2010.12.13 20:07

modify

729

1.04

1.34008

1.33458

1.34128

2185

2010.12.14 06:37

close

729

1.04

1.34104

1.33458

1.34128

99.84

23360.50

2186

2010.12.14 06:37

close

728

1.10

1.34104

1.33481

1.34151

80.30

23440.80

2187

2010.12.14 06:37

close

727

1.16

1.34104

1.33538

1.34208

18.56

23459.36

2188

2010.12.17 18:25

sell

730

1.17

1.31638

0.00000

0.00000

2189

2010.12.17 18:25

modify

730

1.17

1.31638

1.32338

1.31518

2190

2010.12.17 18:29

close

730

1.17

1.31606

1.32338

1.31518

37.44

23496.80

2191

2010.12.17 18:45

sell

731

1.17

1.31699

0.00000

0.00000

2192

2010.12.17 18:45

modify

731

1.17

1.31699

1.32399

1.31579

2193

2010.12.17 18:50

sell

732

1.11

1.31724

0.00000

0.00000

2194

2010.12.17 18:50

modify

732

1.11

1.31724

1.32424

1.31604

2195

2010.12.17 18:55

sell

733

1.05

1.31723

0.00000

0.00000

2196

2010.12.17 18:55

modify

733

1.05

1.31723

1.32423

1.31603

2197

2010.12.17 19:02

close

733

1.05

1.31692

1.32423

1.31603

32.55

23529.35

2198

2010.12.17 19:02

close

732

1.11

1.31692

1.32424

1.31604

35.52

23564.87

2199

2010.12.17 19:32

close

731

1.17

1.31661

1.32399

1.31579

44.46

23609.33

2200

2010.12.17 19:45

sell

734

1.18

1.31748

0.00000

0.00000

2201

2010.12.17 19:45

modify

734

1.18

1.31748

1.32448

1.31628

2202

2010.12.17 19:50

sell

735

1.11

1.31758

0.00000

0.00000

2203

2010.12.17 19:50

modify

735

1.11

1.31758

1.32458

1.31638

2204

2010.12.17 19:58

sell

736

1.06

1.31768

0.00000

0.00000

2205

2010.12.17 19:58

modify

736

1.06

1.31768

1.32468

1.31648

2206

2010.12.17 20:01

close

736

1.06

1.31735

1.32468

1.31648

34.98

23644.31

2207

2010.12.17 20:01

close

735

1.11

1.31723

1.32458

1.31638

38.85

23683.16

2208

2010.12.17 20:08

close

734

1.18

1.31705

1.32448

1.31628

50.74

23733.90

2209

2010.12.21 20:05

sell

737

1.18

1.30958

0.00000

0.00000

2210

2010.12.21 20:05

modify

737

1.18

1.30958

1.31658

1.30838

2211

2010.12.21 20:10

sell

738

1.12

1.30968

0.00000

0.00000

2212

2010.12.21 20:10

modify

738

1.12

1.30968

1.31668

1.30848

2213

2010.12.21 20:25

close

738

1.12

1.30932

1.31668

1.30848

40.32

23774.22

2214

2010.12.21 20:31

close

737

1.18

1.30922

1.31658

1.30838

42.48

23816.70

2215

2010.12.28 02:15

buy

739

1.19

1.32280

0.00000

0.00000

2216

2010.12.28 02:15

modify

739

1.19

1.32280

1.31730

1.32400

2217

2010.12.28 03:02

close

739

1.19

1.32342

1.31730

1.32400

73.78

23890.48

2218

2010.12.28 20:00

sell

740

1.19

1.31168

0.00000

0.00000

2219

2010.12.28 20:00

modify

740

1.19

1.31168

1.31868

1.31048

2220

2010.12.28 20:05

sell

741

1.13

1.31181

0.00000

0.00000

2221

2010.12.28 20:05

modify

741

1.13

1.31181

1.31881

1.31061

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

36/90

2014/3/22

Strategy Tester: TAIGUN

2221

2010.12.28 20:05

modify

741

1.13

1.31181

1.31881

1.31061

2222

2010.12.28 20:10

sell

742

1.07

1.31191

0.00000

0.00000

2223

2010.12.28 20:10

modify

742

1.07

1.31191

1.31891

1.31071

2224

2010.12.28 20:15

sell

743

1.01

1.31197

0.00000

0.00000

2225

2010.12.28 20:15

modify

743

1.01

1.31197

1.31897

1.31077

2226

2010.12.28 20:23

close

743

1.01

1.31162

1.31897

1.31077

35.35

23925.83

2227

2010.12.28 20:23

close

742

1.07

1.31162

1.31891

1.31071

31.03

23956.86

2228

2010.12.28 20:37

close

741

1.13

1.31147

1.31881

1.31061

38.42

23995.28

2229

2010.12.28 22:05

close

740

1.19

1.31143

1.31868

1.31048

29.75

24025.03

2230

2010.12.29 00:45

sell

744

1.20

1.31139

0.00000

0.00000

2231

2010.12.29 00:45

modify

744

1.20

1.31139

1.31839

1.31019

2232

2010.12.29 00:46

close

744

1.20

1.31097

1.31839

1.31019

50.40

24075.43

2233

2010.12.29 19:55

buy

745

1.20

1.32088

0.00000

0.00000

2234

2010.12.29 19:55

modify

745

1.20

1.32088

1.31538

1.32208

2235

2010.12.29 19:59

close

745

1.20

1.32131

1.31538

1.32208

51.60

24127.03

2236

2010.12.31 08:34

buy

746

1.20

1.33381

0.00000

0.00000

2237

2010.12.31 08:34

modify

746

1.20

1.33381

1.32831

1.33501

2238

2010.12.31 08:35

buy

747

1.14

1.33358

0.00000

0.00000

2239

2010.12.31 08:35

modify

747

1.14

1.33358

1.32808

1.33478

2240

2010.12.31 08:55

close

747

1.14

1.33418

1.32808

1.33478

68.40

24195.43

2241

2010.12.31 08:55

close

746

1.20

1.33418

1.32831

1.33501

44.40

24239.83

2242

2011.01.03 19:10

buy

748

1.21

1.33724

0.00000

0.00000

2243

2011.01.03 19:10

modify

748

1.21

1.33724

1.33174

1.33844

2244

2011.01.04 00:25

close

748

1.21

1.33408

1.33174

1.33844

-382.36

23857.47

2245

2011.01.04 18:36

sell

749

1.19

1.33205

0.00000

0.00000

2246

2011.01.04 18:36

modify

749

1.19

1.33205

1.33905

1.33085

2247

2011.01.04 18:51

close

749

1.19

1.33168

1.33905

1.33085

44.03

23901.50

2248

2011.01.05 17:11

sell

750

1.19

1.31712

0.00000

0.00000

2249

2011.01.05 17:11

modify

750

1.19

1.31712

1.32412

1.31592

2250

2011.01.05 17:16

sell

751

1.13

1.31722

0.00000

0.00000

2251

2011.01.05 17:16

modify

751

1.13

1.31722

1.32422

1.31602

2252

2011.01.05 17:20

sell

752

1.06

1.31784

0.00000

0.00000

2253

2011.01.05 17:20

modify

752

1.06

1.31784

1.32484

1.31664

2254

2011.01.05 17:25

sell

753

1.01

1.31790

0.00000

0.00000

2255

2011.01.05 17:25

modify

753

1.01

1.31790

1.32490

1.31670

2256

2011.01.05 17:30

sell

754

0.95

1.31837

0.00000

0.00000

2257

2011.01.05 17:30

modify

754

0.95

1.31837

1.32537

1.31717

2258

2011.01.05 17:33

close

754

0.95

1.31799

1.32537

1.31717

36.10

23937.60

2259

2011.01.05 17:45

sell

755

0.95

1.31838

0.00000

0.00000

2260

2011.01.05 17:45

modify

755

0.95

1.31838

1.32538

1.31718

2261

2011.01.05 17:50

sell

756

0.90

1.31838

0.00000

0.00000

2262

2011.01.05 17:50

modify

756

0.90

1.31838

1.32538

1.31718

2263

2011.01.05 17:55

sell

757

0.84

1.31888

0.00000

0.00000

2264

2011.01.05 17:55

modify

757

0.84

1.31888

1.32588

1.31768

2265

2011.01.05 17:59

close

757

0.84

1.31861

1.32588

1.31768

22.68

23960.28

2266

2011.01.05 18:00

close

756

0.90

1.31805

1.32538

1.31718

29.70

23989.98

2267

2011.01.05 18:00

close

755

0.95

1.31805

1.32538

1.31718

31.35

24021.33

2268

2011.01.05 18:03

close

753

1.01

1.31753

1.32490

1.31670

37.37

24058.70

2269

2011.01.05 18:03

close

752

1.06

1.31753

1.32484

1.31664

32.86

24091.56

2270

2011.01.05 18:31

close

751

1.13

1.31693

1.32422

1.31602

32.77

24124.33

2271

2011.01.05 18:31

close

750

1.19

1.31669

1.32412

1.31592

51.17

24175.50

2272

2011.01.07 00:27

sell

758

1.20

1.30112

0.00000

0.00000

2273

2011.01.07 00:27

modify

758

1.20

1.30112

1.30812

1.29992

2274

2011.01.07 00:32

close

758

1.20

1.30080

1.30812

1.29992

38.40

24213.90

2275

2011.01.13 02:10

buy

759

1.21

1.31181

0.00000

0.00000

2276

2011.01.13 02:10

modify

759

1.21

1.31181

1.30631

1.31301

2277

2011.01.13 02:15

buy

760

1.14

1.31173

0.00000

0.00000

2278

2011.01.13 02:15

modify

760

1.14

1.31173

1.30623

1.31293

2279

2011.01.13 05:53

close

760

1.14

1.30992

1.30623

1.31293

-206.34

24007.56

2280

2011.01.13 05:53

close

759

1.21

1.30992

1.30631

1.31301

-228.69

23778.87

2281

2011.01.13 18:20

buy

761

1.18

1.33539

0.00000

0.00000

2282

2011.01.13 18:20

modify

761

1.18

1.33539

1.32989

1.33659

2283

2011.01.13 18:28

close

761

1.18

1.33606

1.32989

1.33659

79.06

23857.93

2284

2011.01.13 19:50

buy

762

1.19

1.33501

0.00000

0.00000

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

37/90

2014/3/22

Strategy Tester: TAIGUN

2284

2011.01.13 19:50

buy

762

1.19

1.33501

0.00000

0.00000

2285

2011.01.13 19:50

modify

762

1.19

1.33501

1.32951

1.33621

2286

2011.01.13 19:59

buy

763

1.13

1.33485

0.00000

0.00000

2287

2011.01.13 19:59

modify

763

1.13

1.33485

1.32935

1.33605

2288

2011.01.13 20:00

buy

764

1.07

1.33488

0.00000

0.00000

2289

2011.01.13 20:00

modify

764

1.07

1.33488

1.32938

1.33608

2290

2011.01.13 20:08

close

764

1.07

1.33539

1.32938

1.33608

54.57

23912.50

2291

2011.01.13 20:08

close

763

1.13

1.33539

1.32935

1.33605

61.02

23973.52

2292

2011.01.13 20:08

close

762

1.19

1.33539

1.32951

1.33621

45.22

24018.74

2293

2011.01.13 20:35

buy

765

1.20

1.33486

0.00000

0.00000

2294

2011.01.13 20:35

modify

765

1.20

1.33486

1.32936

1.33606

2295

2011.01.13 21:01

close

765

1.20

1.33547

1.32936

1.33606

73.20

24091.94

2296

2011.01.14 09:40

buy

766

1.20

1.33924

0.00000

0.00000

2297

2011.01.14 09:40

modify

766

1.20

1.33924

1.33374

1.34044

2298

2011.01.14 09:45

buy

767

1.14

1.33880

0.00000

0.00000

2299

2011.01.14 09:45

modify

767

1.14

1.33880

1.33330

1.34000

2300

2011.01.14 09:50

buy

768

1.07

1.33837

0.00000

0.00000

2301

2011.01.14 09:50

modify

768

1.07

1.33837

1.33287

1.33957

2302

2011.01.14 10:02

close

768

1.07

1.33564

1.33287

1.33957

-292.11

23799.83

2303

2011.01.14 10:02

close

767

1.14

1.33564

1.33330

1.34000

-360.24

23439.59

2304

2011.01.14 10:02

close

766

1.20

1.33564

1.33374

1.34044

-432.00

23007.59

2305

2011.01.17 10:43

sell

769

1.15

1.32808

0.00000

0.00000

2306

2011.01.17 10:43

modify

769

1.15

1.32808

1.33508

1.32688

2307

2011.01.17 10:50

sell

770

1.08

1.32848

0.00000

0.00000

2308

2011.01.17 10:50

modify

770

1.08

1.32848

1.33548

1.32728

2309

2011.01.17 10:55

sell

771

1.03

1.32862

0.00000

0.00000

2310

2011.01.17 10:55

modify

771

1.03

1.32862

1.33562

1.32742

2311

2011.01.17 11:06

close

771

1.03

1.32805

1.33562

1.32742

58.71

23066.30

2312

2011.01.17 11:06

close

770

1.08

1.32805

1.33548

1.32728

46.44

23112.74

2313

2011.01.17 11:21

close

769

1.15

1.32774

1.33508

1.32688

39.10

23151.84

2314

2011.01.18 10:45

buy

772

1.15

1.33857

0.00000

0.00000

2315

2011.01.18 10:45

modify

772

1.15

1.33857

1.33307

1.33977

2316

2011.01.18 10:50

close

772

1.15

1.33918

1.33307

1.33977

70.15

23221.99

2317

2011.01.18 12:40

buy

773

1.16

1.33866

0.00000

0.00000

2318

2011.01.18 12:40

modify

773

1.16

1.33866

1.33316

1.33986

2319

2011.01.18 12:41

close

773

1.16

1.33915

1.33316

1.33986

56.84

23278.83

2320

2011.01.18 13:10

buy

774

1.16

1.33855

0.00000

0.00000

2321

2011.01.18 13:10

modify

774

1.16

1.33855

1.33305

1.33975

2322

2011.01.18 13:50

close

774

1.16

1.33922

1.33305

1.33975

77.72

23356.55

2323

2011.01.19 04:21

buy

775

1.16

1.34396

0.00000

0.00000

2324

2011.01.19 04:21

modify

775

1.16

1.34396

1.33846

1.34516

2325

2011.01.19 04:25

buy

776

1.10

1.34396

0.00000

0.00000

2326

2011.01.19 04:25

modify

776

1.10

1.34396

1.33846

1.34516

2327

2011.01.19 04:30

buy

777

1.05

1.34390

0.00000

0.00000

2328

2011.01.19 04:30

modify

777

1.05

1.34390

1.33840

1.34510

2329

2011.01.19 04:38

buy

778

0.99

1.34387

0.00000

0.00000

2330

2011.01.19 04:38

modify

778

0.99

1.34387

1.33837

1.34507

2331

2011.01.19 04:43

close

778

0.99

1.34445

1.33837

1.34507

57.42

23413.97

2332

2011.01.19 04:43

close

777

1.05

1.34445

1.33840

1.34510

57.75

23471.72

2333

2011.01.19 04:43

close

776

1.10

1.34445

1.33846

1.34516

53.90

23525.62

2334

2011.01.19 04:43

close

775

1.16

1.34445

1.33846

1.34516

56.84

23582.46

2335

2011.01.19 08:15

buy

779

1.17

1.34565

0.00000

0.00000

2336

2011.01.19 08:15

modify

779

1.17

1.34565

1.34015

1.34685

2337

2011.01.19 08:16

close

779

1.17

1.34609

1.34015

1.34685

51.48

23633.94

2338

2011.01.19 08:22

buy

780

1.18

1.34565

0.00000

0.00000

2339

2011.01.19 08:22

modify

780

1.18

1.34565

1.34015

1.34685

2340

2011.01.19 08:25

close

780

1.18

1.34618

1.34015

1.34685

62.54

23696.48

2341

2011.01.19 08:26

buy

781

1.18

1.34549

0.00000

0.00000

2342

2011.01.19 08:26

modify

781

1.18

1.34549

1.33999

1.34669

2343

2011.01.19 08:38

close

781

1.18

1.34604

1.33999

1.34669

64.90

23761.38

2344

2011.01.19 14:45

buy

782

1.18

1.34980

0.00000

0.00000

2345

2011.01.19 14:45

modify

782

1.18

1.34980

1.34430

1.35100

2346

2011.01.19 17:11

close

782

1.18

1.35032

1.34430

1.35100

61.36

23822.74

2347

2011.01.21 09:45

buy

783

1.19

1.35278

0.00000

0.00000

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

38/90

2014/3/22

Strategy Tester: TAIGUN

2347

2011.01.21 09:45

buy

783

1.19

1.35278

0.00000

0.00000

2348

2011.01.21 09:45

modify

783

1.19

1.35278

1.34728

1.35398

2349

2011.01.21 09:51

close

783

1.19

1.35327

1.34728

1.35398

2350

2011.01.21 10:14

buy

784

1.19

1.35257

0.00000

0.00000

2351

2011.01.21 10:14

modify

784

1.19

1.35257

1.34707

1.35377

2352

2011.01.21 10:16

close

784

1.19

1.35308

1.34707

1.35377

2353

2011.01.24 17:30

buy

785

1.19

1.36523

0.00000

0.00000

2354

2011.01.24 17:30

modify

785

1.19

1.36523

1.35973

1.36643

2355

2011.01.24 17:35

buy

786

1.13

1.36527

0.00000

0.00000

2356

2011.01.24 17:35

modify

786

1.13

1.36527

1.35977

1.36647

2357

2011.01.24 17:40

buy

787

1.06

1.36447

0.00000

0.00000

2358

2011.01.24 17:40

modify

787

1.06

1.36447

1.35897

1.36567

2359

2011.01.24 17:45

close

787

1.06

1.36549

1.35897

2360

2011.01.24 17:45

close

786

1.13

1.36549

1.35977

2361

2011.01.24 17:45

close

785

1.19

1.36549

2362

2011.01.24 18:00

buy

788

1.20

1.36436

2363

2011.01.24 18:00

modify

788

1.20

2364

2011.01.24 18:06

buy

789

1.14

2365

2011.01.24 18:06

modify

789

2366

2011.01.24 18:22

close

2367

2011.01.24 18:22

2368

2011.01.31 00:25

2369
2370

58.31

23881.05

60.69

23941.74

1.36567

108.12

24049.86

1.36647

24.86

24074.72

1.35973

1.36643

30.94

24105.66

0.00000

0.00000

1.36436

1.35886

1.36556

1.36393

0.00000

0.00000

1.14

1.36393

1.35843

1.36513

789

1.14

1.36462

1.35843

1.36513

78.66

24184.32

close

788

1.20

1.36462

1.35886

1.36556

31.20

24215.52

sell

790

1.21

1.35937

0.00000

0.00000

2011.01.31 00:25

modify

790

1.21

1.35937

1.36637

1.35817

2011.01.31 00:30

sell

791

1.14

1.35926

0.00000

0.00000

2371

2011.01.31 00:30

modify

791

1.14

1.35926

1.36626

1.35806

2372

2011.01.31 00:35

sell

792

1.09

1.35938

0.00000

0.00000

2373

2011.01.31 00:35

modify

792

1.09

1.35938

1.36638

1.35818

2374

2011.01.31 00:51

close

792

1.09

1.35903

1.36638

1.35818

38.15

24253.67

2375

2011.01.31 00:51

close

790

1.21

1.35903

1.36637

1.35817

41.14

24294.81

2376

2011.01.31 00:52

close

791

1.14

1.35892

1.36626

1.35806

38.76

24333.57

2377

2011.01.31 16:24

buy

793

1.21

1.36942

0.00000

0.00000

2378

2011.01.31 16:24

modify

793

1.21

1.36942

1.36392

1.37062

2379

2011.01.31 16:26

close

793

1.21

1.37004

1.36392

1.37062

75.02

24408.59

2380

2011.02.01 19:35

buy

794

1.22

1.38193

0.00000

0.00000

2381

2011.02.01 19:35

modify

794

1.22

1.38193

1.37643

1.38313

2382

2011.02.01 19:40

close

794

1.22

1.38241

1.37643

1.38313

58.56

24467.15

2383

2011.02.01 19:45

buy

795

1.22

1.38193

0.00000

0.00000

2384

2011.02.01 19:45

modify

795

1.22

1.38193

1.37643

1.38313

2385

2011.02.01 20:04

close

795

1.22

1.38255

1.37643

1.38313

75.64

24542.79

2386

2011.02.03 16:45

sell

796

1.22

1.36483

0.00000

0.00000

2387

2011.02.03 16:45

modify

796

1.22

1.36483

1.37183

1.36363

2388

2011.02.03 16:54

sell

797

1.16

1.36506

0.00000

0.00000

2389

2011.02.03 16:54

modify

797

1.16

1.36506

1.37206

1.36386

2390

2011.02.03 17:09

close

797

1.16

1.36469

1.37206

1.36386

42.92

24585.71

2391

2011.02.03 17:12

close

796

1.22

1.36438

1.37183

1.36363

54.90

24640.61

2392

2011.02.03 20:04

sell

798

1.23

1.36405

0.00000

0.00000

2393

2011.02.03 20:04

modify

798

1.23

1.36405

1.37105

1.36285

2394

2011.02.03 20:05

sell

799

1.16

1.36403

0.00000

0.00000

2395

2011.02.03 20:05

modify

799

1.16

1.36403

1.37103

1.36283

2396

2011.02.03 20:08

close

799

1.16

1.36368

1.37103

1.36283

40.60

24681.21

2397

2011.02.03 20:08

close

798

1.23

1.36368

1.37105

1.36285

45.51

24726.72

2398

2011.02.04 16:35

sell

800

1.23

1.35788

0.00000

0.00000

2399

2011.02.04 16:35

modify

800

1.23

1.35788

1.36488

1.35668

2400

2011.02.04 16:40

sell

801

1.17

1.35846

0.00000

0.00000

2401

2011.02.04 16:40

modify

801

1.17

1.35846

1.36546

1.35726

2402

2011.02.04 16:42

close

801

1.17

1.35811

1.36546

1.35726

40.95

24767.67

2403

2011.02.04 16:54

close

800

1.23

1.35758

1.36488

1.35668

36.90

24804.57

2404

2011.02.07 12:55

sell

802

1.24

1.35580

0.00000

0.00000

2405

2011.02.07 12:55

modify

802

1.24

1.35580

1.36280

1.35460

2406

2011.02.07 13:09

close

802

1.24

1.35549

1.36280

1.35460

38.44

24843.01

2407

2011.02.08 17:58

buy

803

1.24

1.36653

0.00000

0.00000

2408

2011.02.08 17:58

modify

803

1.24

1.36653

1.36103

1.36773

2409

2011.02.08 18:02

buy

804

1.17

1.36654

0.00000

0.00000

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

39/90

2014/3/22

Strategy Tester: TAIGUN

2410

2011.02.08 18:02

modify

804

1.17

1.36654

1.36104

1.36774

2411

2011.02.08 18:06

buy

805

1.11

1.36648

0.00000

0.00000

2412

2011.02.08 18:06

modify

805

1.11

1.36648

1.36098

1.36768

2413

2011.02.08 18:56

close

805

1.11

1.36348

1.36098

1.36768

-333.00

24510.01

2414

2011.02.08 18:56

close

804

1.17

1.36348

1.36104

1.36774

-358.02

24151.99

2415

2011.02.08 18:56

close

803

1.24

1.36348

1.36103

1.36773

-378.20

23773.79

2416

2011.02.09 19:52

buy

806

1.18

1.37196

0.00000

0.00000

2417

2011.02.09 19:52

modify

806

1.18

1.37196

1.36646

1.37316

2418

2011.02.09 19:56

buy

807

1.12

1.37196

0.00000

0.00000

2419

2011.02.09 19:56

modify

807

1.12

1.37196

1.36646

1.37316

2420

2011.02.09 20:02

close

807

1.12

1.37244

1.36646

1.37316

53.76

23827.55

2421

2011.02.09 20:02

close

806

1.18

1.37244

1.36646

1.37316

56.64

23884.19

2422

2011.02.09 20:10

buy

808

1.19

1.37186

0.00000

0.00000

2423

2011.02.09 20:10

modify

808

1.19

1.37186

1.36636

1.37306

2424

2011.02.09 20:15

buy

809

1.13

1.37186

0.00000

0.00000

2425

2011.02.09 20:15

modify

809

1.13

1.37186

1.36636

1.37306

2426

2011.02.09 20:50

close

809

1.13

1.37235

1.36636

1.37306

55.37

23939.56

2427

2011.02.09 20:50

close

808

1.19

1.37235

1.36636

1.37306

58.31

23997.87

2428

2011.02.10 10:30

sell

810

1.19

1.36457

0.00000

0.00000

2429

2011.02.10 10:30

modify

810

1.19

1.36457

1.37157

1.36337

2430

2011.02.10 10:35

sell

811

1.13

1.36496

0.00000

0.00000

2431

2011.02.10 10:35

modify

811

1.13

1.36496

1.37196

1.36376

2432

2011.02.10 10:40

sell

812

1.07

1.36507

0.00000

0.00000

2433

2011.02.10 10:40

modify

812

1.07

1.36507

1.37207

1.36387

2434

2011.02.10 10:45

close

812

1.07

1.36479

1.37207

1.36387

29.96

24027.83

2435

2011.02.10 10:46

close

811

1.13

1.36458

1.37196

1.36376

42.94

24070.77

2436

2011.02.10 10:49

close

810

1.19

1.36411

1.37157

1.36337

54.74

24125.51

2437

2011.02.10 16:10

sell

813

1.20

1.36139

0.00000

0.00000

2438

2011.02.10 16:10

modify

813

1.20

1.36139

1.36839

1.36019

2439

2011.02.10 16:10

close

813

1.20

1.36111

1.36839

1.36019

33.60

24159.11

2440

2011.02.10 16:15

sell

814

1.20

1.36143

0.00000

0.00000

2441

2011.02.10 16:15

modify

814

1.20

1.36143

1.36843

1.36023

2442

2011.02.10 16:17

close

814

1.20

1.36094

1.36843

1.36023

58.80

24217.91

2443

2011.02.10 16:24

sell

815

1.21

1.36141

0.00000

0.00000

2444

2011.02.10 16:24

modify

815

1.21

1.36141

1.36841

1.36021

2445

2011.02.10 19:10

close

815

1.21

1.36108

1.36841

1.36021

39.93

24257.84

2446

2011.02.11 11:40

sell

816

1.21

1.35318

0.00000

0.00000

2447

2011.02.11 11:40

modify

816

1.21

1.35318

1.36018

1.35198

2448

2011.02.11 11:45

close

816

1.21

1.35275

1.36018

1.35198

52.03

24309.87

2449

2011.02.11 12:53

sell

817

1.21

1.35320

0.00000

0.00000

2450

2011.02.11 12:53

modify

817

1.21

1.35320

1.36020

1.35200

2451

2011.02.11 12:55

sell

818

1.15

1.35348

0.00000

0.00000

2452

2011.02.11 12:55

modify

818

1.15

1.35348

1.36048

1.35228

2453

2011.02.11 12:59

close

818

1.15

1.35315

1.36048

1.35228

37.95

24347.82

2454

2011.02.11 13:02

close

817

1.21

1.35283

1.36020

1.35200

44.77

24392.59

2455

2011.02.14 14:05

sell

819

1.21

1.34647

0.00000

0.00000

2456

2011.02.14 14:05

modify

819

1.21

1.34647

1.35347

1.34527

2457

2011.02.14 14:12

close

819

1.21

1.34617

1.35347

1.34527

36.30

24428.89

2458

2011.02.17 03:25

buy

820

1.22

1.35885

0.00000

0.00000

2459

2011.02.17 03:25

modify

820

1.22

1.35885

1.35335

1.36005

2460

2011.02.17 06:38

close

820

1.22

1.35592

1.35335

1.36005

-357.46

24071.43

2461

2011.02.22 05:00

sell

821

1.20

1.35915

0.00000

0.00000

2462

2011.02.22 05:00

modify

821

1.20

1.35915

1.36615

1.35795

2463

2011.02.22 05:06

sell

822

1.14

1.35942

0.00000

0.00000

2464

2011.02.22 05:06

modify

822

1.14

1.35942

1.36642

1.35822

2465

2011.02.22 05:09

close

822

1.14

1.35911

1.36642

1.35822

35.34

24106.77

2466

2011.02.22 05:17

close

821

1.20

1.35890

1.36615

1.35795

30.00

24136.77

2467

2011.02.22 09:30

sell

823

1.20

1.35664

0.00000

0.00000

2468

2011.02.22 09:30

modify

823

1.20

1.35664

1.36364

1.35544

2469

2011.02.22 09:35

sell

824

1.14

1.35738

0.00000

0.00000

2470

2011.02.22 09:35

modify

824

1.14

1.35738

1.36438

1.35618

2471

2011.02.22 09:37

close

824

1.14

1.35706

1.36438

1.35618

36.48

24173.25

2472

2011.02.22 09:40

sell

825

1.14

1.35738

0.00000

0.00000

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

40/90

2014/3/22

Strategy Tester: TAIGUN

2472

2011.02.22 09:40

sell

825

1.14

1.35738

0.00000

0.00000

2473

2011.02.22 09:40

modify

825

1.14

1.35738

1.36438

1.35618

2474

2011.02.22 09:45

close

825

1.14

1.35706

1.36438

1.35618

2475

2011.02.22 09:47

sell

826

1.14

1.35730

0.00000

0.00000

2476

2011.02.22 09:47

modify

826

1.14

1.35730

1.36430

1.35610

2477

2011.02.22 09:50

sell

827

1.08

1.35727

0.00000

0.00000

2478

2011.02.22 09:50

modify

827

1.08

1.35727

1.36427

1.35607

2479

2011.02.22 09:55

close

827

1.08

1.35697

1.36427

2480

2011.02.22 09:55

close

826

1.14

1.35697

1.36430

2481

2011.02.22 10:09

close

823

1.20

1.35618

2482

2011.02.22 10:30

sell

828

1.21

2483

2011.02.22 10:30

modify

828

2484

2011.02.22 10:36

close

828

2485

2011.02.23 17:05

buy

2486

2011.02.23 17:05

2487

2011.02.23 17:10

2488

36.48

24209.73

1.35607

32.40

24242.13

1.35610

37.62

24279.75

1.36364

1.35544

55.20

24334.95

1.35765

0.00000

0.00000

1.21

1.35765

1.36465

1.35645

1.21

1.36216

1.36465

1.35645

-545.71

23789.24

829

1.18

1.37570

0.00000

0.00000

modify

829

1.18

1.37570

1.37020

1.37690

buy

830

1.12

1.37563

0.00000

0.00000

2011.02.23 17:10

modify

830

1.12

1.37563

1.37013

1.37683

2489

2011.02.23 17:12

close

830

1.12

1.37627

1.37013

1.37683

71.68

23860.92

2490

2011.02.23 17:12

close

829

1.18

1.37627

1.37020

1.37690

67.26

23928.18

2491

2011.02.25 16:20

sell

831

1.19

1.37516

0.00000

0.00000

2492

2011.02.25 16:20

modify

831

1.19

1.37516

1.38216

1.37396

2493

2011.02.25 16:25

sell

832

1.13

1.37535

0.00000

0.00000

2494

2011.02.25 16:25

modify

832

1.13

1.37535

1.38235

1.37415

2495

2011.02.25 18:37

close

832

1.13

1.37510

1.38235

1.37415

28.25

23956.43

2496

2011.02.25 19:28

close

831

1.19

1.37490

1.38216

1.37396

30.94

23987.37

2497

2011.02.28 13:00

buy

833

1.19

1.38289

0.00000

0.00000

2498

2011.02.28 13:00

modify

833

1.19

1.38289

1.37739

1.38409

2499

2011.02.28 13:11

close

833

1.19

1.38334

1.37739

1.38409

53.55

24040.92

2500

2011.02.28 14:50

buy

834

1.20

1.38324

0.00000

0.00000

2501

2011.02.28 14:50

modify

834

1.20

1.38324

1.37774

1.38444

2502

2011.02.28 14:53

close

834

1.20

1.38378

1.37774

1.38444

64.80

24105.72

2503

2011.02.28 14:57

buy

835

1.20

1.38322

0.00000

0.00000

2504

2011.02.28 14:57

modify

835

1.20

1.38322

1.37772

1.38442

2505

2011.02.28 15:01

buy

836

1.14

1.38311

0.00000

0.00000

2506

2011.02.28 15:01

modify

836

1.14

1.38311

1.37761

1.38431

2507

2011.02.28 15:06

buy

837

1.08

1.38309

0.00000

0.00000

2508

2011.02.28 15:06

modify

837

1.08

1.38309

1.37759

1.38429

2509

2011.02.28 15:20

close

837

1.08

1.38364

1.37759

1.38429

59.40

24165.12

2510

2011.02.28 15:20

close

836

1.14

1.38364

1.37761

1.38431

60.42

24225.54

2511

2011.02.28 15:20

close

835

1.20

1.38364

1.37772

1.38442

50.40

24275.94

2512

2011.03.02 12:30

buy

838

1.21

1.38207

0.00000

0.00000

2513

2011.03.02 12:30

modify

838

1.21

1.38207

1.37657

1.38327

2514

2011.03.02 12:52

close

838

1.21

1.38256

1.37657

1.38327

59.29

24335.23

2515

2011.03.08 15:50

sell

839

1.21

1.38953

0.00000

0.00000

2516

2011.03.08 15:50

modify

839

1.21

1.38953

1.39653

1.38833

2517

2011.03.08 15:55

sell

840

1.15

1.38973

0.00000

0.00000

2518

2011.03.08 15:55

modify

840

1.15

1.38973

1.39673

1.38853

2519

2011.03.08 16:00

sell

841

1.09

1.38990

0.00000

0.00000

2520

2011.03.08 16:00

modify

841

1.09

1.38990

1.39690

1.38870

2521

2011.03.08 16:05

close

841

1.09

1.38952

1.39690

1.38870

41.42

24376.65

2522

2011.03.08 16:08

sell

842

1.09

1.38982

0.00000

0.00000

2523

2011.03.08 16:08

modify

842

1.09

1.38982

1.39682

1.38862

2524

2011.03.08 16:10

sell

843

1.04

1.38982

0.00000

0.00000

2525

2011.03.08 16:10

modify

843

1.04

1.38982

1.39682

1.38862

2526

2011.03.08 16:16

close

843

1.04

1.38953

1.39682

1.38862

30.16

24406.81

2527

2011.03.08 16:16

close

842

1.09

1.38953

1.39682

1.38862

31.61

24438.42

2528

2011.03.08 16:17

close

840

1.15

1.38934

1.39673

1.38853

44.85

24483.27

2529

2011.03.08 16:18

close

839

1.21

1.38925

1.39653

1.38833

33.88

24517.15

2530

2011.03.10 08:55

sell

844

1.22

1.38388

0.00000

0.00000

2531

2011.03.10 08:55

modify

844

1.22

1.38388

1.39088

1.38268

2532

2011.03.10 09:00

sell

845

1.16

1.38388

0.00000

0.00000

2533

2011.03.10 09:00

modify

845

1.16

1.38388

1.39088

1.38268

2534

2011.03.10 09:06

close

845

1.16

1.38360

1.39088

1.38268

32.48

24549.63

2535

2011.03.10 09:06

close

844

1.22

1.38360

1.39088

1.38268

34.16

24583.79

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

41/90

2014/3/22

Strategy Tester: TAIGUN

2535

2011.03.10 09:06

close

844

1.22

1.38360

1.39088

1.38268

2536

2011.03.13 22:41

buy

846

1.22

1.39323

0.00000

0.00000

34.16

24583.79

2537

2011.03.13 22:41

modify

846

1.22

1.39323

1.38773

1.39443

2538

2011.03.13 22:48

close

846

1.22

1.39384

1.38773

1.39443

2539

2011.03.14 00:05

buy

847

1.23

1.39307

0.00000

0.00000

74.42

24658.21

2540

2011.03.14 00:05

modify

847

1.23

1.39307

1.38757

1.39427

2541

2011.03.14 01:26

close

847

1.23

1.39356

1.38757

1.39427

2542

2011.03.15 12:10

sell

848

1.23

1.38923

0.00000

0.00000

60.27

24718.48

2543

2011.03.15 12:10

modify

848

1.23

1.38923

1.39623

1.38803

2544

2011.03.15 12:31

close

848

1.23

1.38879

1.39623

1.38803

54.12

24772.60

2545

2011.03.17 11:25

buy

849

1.23

1.40123

0.00000

0.00000

2546

2011.03.17 11:25

modify

849

1.23

1.40123

1.39573

1.40243

2547

2011.03.17 11:30

buy

850

1.17

1.40104

0.00000

0.00000

2548

2011.03.17 11:30

modify

850

1.17

1.40104

1.39554

1.40224

2549

2011.03.17 11:32

close

850

1.17

1.40161

1.39554

2550

2011.03.17 11:32

close

849

1.23

1.40161

1.39573

1.40224

66.69

24839.29

1.40243

46.74

2551

2011.03.17 12:36

buy

851

1.24

1.40078

0.00000

0.00000

24886.03

2552

2011.03.17 12:36

modify

851

1.24

1.40078

1.39528

1.40198

2553

2011.03.17 12:43

close

851

1.24

1.40130

1.39528

1.40198

2554

2011.03.18 04:40

buy

852

1.24

1.40667

0.00000

0.00000

64.48

24950.51

2555

2011.03.18 04:40

modify

852

1.24

1.40667

1.40117

1.40787

2556

2011.03.18 04:44

close

852

1.24

1.40723

1.40117

1.40787

2557

2011.03.21 19:45

buy

853

1.25

1.42218

0.00000

0.00000

69.44

25019.95

2558

2011.03.21 19:45

modify

853

1.25

1.42218

1.41668

1.42338

2559

2011.03.21 19:53

buy

854

1.18

1.42198

0.00000

0.00000

2560

2011.03.21 19:53

modify

854

1.18

1.42198

1.41648

1.42318

2561

2011.03.21 21:13

close

854

1.18

1.42253

1.41648

2562

2011.03.21 21:13

close

853

1.25

1.42253

1.41668

1.42318

64.90

25084.85

1.42338

43.75

25128.60

2563

2011.03.24 17:00

buy

855

1.25

1.41752

0.00000

0.00000

2564

2011.03.24 17:00

modify

855

1.25

1.41752

1.41202

1.41872

2565

2011.03.24 17:02

close

855

1.25

1.41801

1.41202

1.41872

2566

2011.03.25 18:44

sell

856

1.25

1.40807

0.00000

0.00000

61.25

25189.85

2567

2011.03.25 18:44

modify

856

1.25

1.40807

1.41507

1.40687

2568

2011.03.25 18:54

close

856

1.25

1.40775

1.41507

1.40687

2569

2011.03.31 10:50

buy

857

1.26

1.42104

0.00000

0.00000

40.00

25229.85

2570

2011.03.31 10:50

modify

857

1.26

1.42104

1.41554

1.42224

2571

2011.03.31 10:59

buy

858

1.19

1.42079

0.00000

0.00000

2572

2011.03.31 10:59

modify

858

1.19

1.42079

1.41529

1.42199

2573

2011.03.31 11:00

buy

859

1.13

1.42075

0.00000

0.00000

2574

2011.03.31 11:00

modify

859

1.13

1.42075

1.41525

1.42195

2575

2011.03.31 11:23

close

859

1.13

1.42147

1.41525

2576

2011.03.31 11:23

close

858

1.19

1.42147

1.41529

1.42195

81.36

25311.21

1.42199

80.92

2577

2011.03.31 11:23

close

857

1.26

1.42147

25392.13

1.41554

1.42224

54.18

2578

2011.03.31 12:20

buy

860

1.27

25446.31

1.42049

0.00000

0.00000

2579

2011.03.31 12:20

modify

860

2580

2011.03.31 12:25

buy

861

1.27

1.42049

1.41499

1.42169

1.20

1.42051

0.00000

0.00000

2581

2011.03.31 12:25

modify

2582

2011.03.31 12:30

close

861

1.20

1.42051

1.41501

1.42171

861

1.20

1.42104

1.41501

2583

2011.03.31 12:30

1.42171

63.60

25509.91

close

860

1.27

1.42104

1.41499

1.42169

69.85

2584

25579.76

2011.04.01 14:31

sell

862

1.27

1.41171

0.00000

0.00000

2585

2011.04.01 14:31

modify

862

1.27

1.41171

1.41871

1.41051

2586

2011.04.01 15:10

close

862

1.27

1.41541

1.41871

1.41051

-469.90

25109.86

2587

2011.04.08 12:06

buy

863

1.25

1.44051

0.00000

0.00000

2588

2011.04.08 12:06

modify

863

1.25

1.44051

1.43501

1.44171

2589

2011.04.08 12:14

buy

864

1.19

1.44043

0.00000

0.00000

2590

2011.04.08 12:14

modify

864

1.19

1.44043

1.43493

1.44163

2591

2011.04.08 12:15

buy

865

1.12

1.44034

0.00000

0.00000

2592

2011.04.08 12:15

modify

865

1.12

1.44034

1.43484

1.44154

2593

2011.04.08 12:18

close

865

1.12

1.44092

1.43484

1.44154

64.96

25174.82

2594

2011.04.08 12:18

close

864

1.19

1.44092

1.43493

1.44163

58.31

25233.13

2595

2011.04.08 12:18

close

863

1.25

1.44092

1.43501

1.44171

51.25

25284.38

2596

2011.04.08 14:50

buy

866

1.26

1.44280

0.00000

0.00000

2597

2011.04.08 14:50

modify

866

1.26

1.44280

1.43730

1.44400

2598

2011.04.08 14:57

close

866

1.26

1.44332

1.43730

1.44400

65.52

25349.90

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

42/90

2014/3/22

Strategy Tester: TAIGUN

2598

2011.04.08 14:57

close

866

1.26

1.44332

1.43730

1.44400

2599

2011.04.10 21:05

buy

867

1.26

1.44689

0.00000

0.00000

65.52

25349.90

2600

2011.04.10 21:05

modify

867

1.26

1.44689

1.44139

1.44809

2601

2011.04.10 23:39

close

867

1.26

1.44750

1.44139

1.44809

2602

2011.04.12 14:05

buy

868

1.27

1.44897

0.00000

0.00000

76.86

25426.76

2603

2011.04.12 14:05

modify

868

1.27

1.44897

1.44347

1.45017

2604

2011.04.12 14:27

close

868

1.27

1.44960

1.44347

1.45017

2605

2011.04.14 12:17

sell

869

1.27

1.44063

0.00000

0.00000

80.01

25506.77

2606

2011.04.14 12:17

modify

869

1.27

1.44063

1.44763

1.43943

2607

2011.04.14 12:20

sell

870

1.20

1.44110

0.00000

0.00000

2608

2011.04.14 12:20

modify

870

1.20

1.44110

1.44810

1.43990

2609

2011.04.14 12:22

close

870

1.20

1.44079

1.44810

1.43990

2610

2011.04.14 12:35

sell

871

1.20

1.44117

0.00000

0.00000

37.20

25543.97

2611

2011.04.14 12:35

modify

871

1.20

1.44117

1.44817

1.43997

2612

2011.04.14 12:40

sell

872

1.14

1.44158

0.00000

0.00000

2613

2011.04.14 12:40

modify

872

1.14

1.44158

1.44858

1.44038

2614

2011.04.14 13:37

close

872

1.14

1.44126

1.44858

1.44038

36.48

25580.45

2615

2011.04.14 14:09

close

871

1.20

1.44484

2616

2011.04.14 14:09

close

869

1.27

1.44484

1.44817

1.43997

-440.40

25140.05

1.44763

1.43943

-534.67

24605.38

2617

2011.04.18 02:40

sell

873

1.23

2618

2011.04.18 02:40

modify

873

1.23

1.43826

0.00000

0.00000

1.43826

1.44526

2619

2011.04.18 02:45

sell

874

1.43706

1.16

1.43853

0.00000

2620

2011.04.18 02:45

modify

0.00000

874

1.16

1.43853

1.44553

2621

2011.04.18 02:46

1.43733

close

874

1.16

1.43823

1.44553

2622

1.43733

34.80

24640.18

2011.04.18 02:50

sell

875

1.16

1.43839

0.00000

0.00000

2623

2011.04.18 02:50

modify

875

1.16

1.43839

1.44539

1.43719

2624

2011.04.18 02:55

sell

876

1.10

1.43849

0.00000

0.00000

2625

2011.04.18 02:55

modify

876

1.10

1.43849

1.44549

1.43729

2626

2011.04.18 03:00

sell

877

1.05

1.43850

0.00000

0.00000

2627

2011.04.18 03:00

modify

877

1.05

1.43850

1.44550

1.43730

2628

2011.04.18 03:05

sell

878

0.99

1.43853

0.00000

0.00000

2629

2011.04.18 03:05

modify

878

0.99

1.43853

1.44553

1.43733

2630

2011.04.18 03:10

sell

879

0.94

1.43860

0.00000

0.00000

2631

2011.04.18 03:10

modify

879

0.94

1.43860

1.44560

1.43740

2632

2011.04.18 03:52

close

879

0.94

1.43828

1.44560

1.43740

30.08

24670.26

2633

2011.04.18 04:04

close

878

0.99

1.43826

1.44553

1.43733

26.73

24696.99

2634

2011.04.18 04:24

close

877

1.05

1.43807

1.44550

1.43730

45.15

24742.14

2635

2011.04.18 04:24

close

876

1.10

1.43807

1.44549

1.43729

46.20

24788.34

2636

2011.04.18 04:24

close

875

1.16

1.43807

1.44539

1.43719

37.12

24825.46

2637

2011.04.18 04:54

close

873

1.23

1.43791

1.44526

1.43706

43.05

24868.51

2638

2011.04.18 13:05

sell

880

1.24

1.43085

0.00000

0.00000

2639

2011.04.18 13:05

modify

880

1.24

1.43085

1.43785

1.42965

2640

2011.04.18 13:22

close

880

1.24

1.43039

1.43785

1.42965

57.04

24925.55

2641

2011.04.18 17:00

sell

881

1.24

1.42385

0.00000

0.00000

2642

2011.04.18 17:00

modify

881

1.24

1.42385

1.43085

1.42265

2643

2011.04.18 17:00

close

881

1.24

1.42349

1.43085

1.42265

44.64

24970.19

2644

2011.04.18 18:10

sell

882

1.24

1.42403

0.00000

0.00000

2645

2011.04.18 18:10

modify

882

1.24

1.42403

1.43103

1.42283

2646

2011.04.18 18:20

close

882

1.24

1.42360

1.43103

1.42283

53.32

25023.51

2647

2011.04.18 18:50

sell

883

1.25

1.42403

0.00000

0.00000

2648

2011.04.18 18:50

modify

883

1.25

1.42403

1.43103

1.42283

2649

2011.04.18 18:54

close

883

1.25

1.42377

1.43103

1.42283

32.50

25056.01

2650

2011.04.21 03:55

buy

884

1.25

1.45661

0.00000

0.00000

2651

2011.04.21 03:55

modify

884

1.25

1.45661

1.45111

1.45781

2652

2011.04.21 04:00

buy

885

1.18

1.45653

0.00000

0.00000

2653

2011.04.21 04:00

modify

885

1.18

1.45653

1.45103

1.45773

2654

2011.04.21 04:07

close

885

1.18

1.45720

1.45103

1.45773

79.06

25135.07

2655

2011.04.21 04:07

close

884

1.25

1.45720

1.45111

1.45781

73.75

25208.82

2656

2011.04.21 10:30

buy

886

1.26

1.46314

0.00000

0.00000

2657

2011.04.21 10:30

modify

886

1.26

1.46314

1.45764

1.46434

2658

2011.04.21 12:38

s/l

886

1.26

1.45764

1.45764

1.46434

-693.00

24515.82

2659

2011.04.26 10:22

buy

887

1.22

1.46131

0.00000

0.00000

2660

2011.04.26 10:22

modify

887

1.22

1.46131

1.45581

1.46251

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

43/90

2014/3/22

Strategy Tester: TAIGUN

2661

2011.04.26 10:25

buy

888

1.16

1.46129

0.00000

0.00000

2662

2011.04.26 10:25

modify

888

1.16

1.46129

1.45579

1.46249

2663

2011.04.26 10:30

buy

889

1.10

1.46126

0.00000

0.00000

2664

2011.04.26 10:30

modify

889

1.10

1.46126

1.45576

1.46246

2665

2011.04.26 10:35

buy

890

1.04

1.46094

0.00000

0.00000

2666

2011.04.26 10:35

modify

890

1.04

1.46094

1.45544

1.46214

2667

2011.04.26 10:43

buy

891

0.99

1.46104

0.00000

0.00000

2668

2011.04.26 10:43

modify

891

0.99

1.46104

1.45554

1.46224

2669

2011.04.26 10:45

buy

892

0.93

1.46095

0.00000

0.00000

2670

2011.04.26 10:45

modify

892

0.93

1.46095

1.45545

1.46215

2671

2011.04.26 10:52

close

892

0.93

1.46163

1.45545

1.46215

63.24

24579.06

2672

2011.04.26 10:52

close

891

0.99

1.46163

1.45554

1.46224

58.41

24637.47

2673

2011.04.26 10:52

close

890

1.04

1.46163

1.45544

1.46214

71.76

24709.23

2674

2011.04.26 10:52

close

889

1.10

1.46163

1.45576

1.46246

40.70

24749.93

2675

2011.04.26 10:52

close

888

1.16

1.46163

1.45579

1.46249

39.44

24789.37

2676

2011.04.26 10:52

close

887

1.22

1.46163

1.45581

1.46251

39.04

24828.41

2677

2011.04.26 11:15

buy

893

1.24

1.46070

0.00000

0.00000

2678

2011.04.26 11:15

modify

893

1.24

1.46070

1.45520

1.46190

2679

2011.04.26 11:20

buy

894

1.17

1.46070

0.00000

0.00000

2680

2011.04.26 11:20

modify

894

1.17

1.46070

1.45520

1.46190

2681

2011.04.26 11:35

close

894

1.17

1.46123

1.45520

1.46190

62.01

24890.42

2682

2011.04.26 11:35

close

893

1.24

1.46123

1.45520

1.46190

65.72

24956.14

2683

2011.04.27 00:30

buy

895

1.24

1.46773

0.00000

0.00000

2684

2011.04.27 00:30

modify

895

1.24

1.46773

1.46223

1.46893

2685

2011.04.27 00:33

close

895

1.24

1.46824

1.46223

1.46893

63.24

25019.38

2686

2011.04.27 00:50

buy

896

1.25

1.46742

0.00000

0.00000

2687

2011.04.27 00:50

modify

896

1.25

1.46742

1.46192

1.46862

2688

2011.04.27 00:52

close

896

1.25

1.46797

1.46192

1.46862

68.75

25088.13

2689

2011.05.02 16:25

buy

897

1.25

1.48704

0.00000

0.00000

2690

2011.05.02 16:25

modify

897

1.25

1.48704

1.48154

1.48824

2691

2011.05.02 16:45

close

897

1.25

1.48766

1.48154

1.48824

77.50

25165.63

2692

2011.05.03 16:55

buy

898

1.25

1.48543

0.00000

0.00000

2693

2011.05.03 16:55

modify

898

1.25

1.48543

1.47993

1.48663

2694

2011.05.03 17:10

close

898

1.25

1.48599

1.47993

1.48663

70.00

25235.63

2695

2011.05.04 14:40

buy

899

1.26

1.49035

0.00000

0.00000

2696

2011.05.04 14:40

modify

899

1.26

1.49035

1.48485

1.49155

2697

2011.05.04 15:54

s/l

899

1.26

1.48485

1.48485

1.49155

-693.00

24542.63

2698

2011.05.05 20:45

sell

900

1.22

1.45378

0.00000

0.00000

2699

2011.05.05 20:45

modify

900

1.22

1.45378

1.46078

1.45258

2700

2011.05.05 20:50

sell

901

1.16

1.45382

0.00000

0.00000

2701

2011.05.05 20:50

modify

901

1.16

1.45382

1.46082

1.45262

2702

2011.05.05 20:55

sell

902

1.10

1.45415

0.00000

0.00000

2703

2011.05.05 20:55

modify

902

1.10

1.45415

1.46115

1.45295

2704

2011.05.05 21:00

close

902

1.10

1.45380

1.46115

1.45295

38.50

24581.13

2705

2011.05.05 21:10

sell

903

1.10

1.45417

0.00000

0.00000

2706

2011.05.05 21:10

modify

903

1.10

1.45417

1.46117

1.45297

2707

2011.05.05 21:15

sell

904

1.04

1.45423

0.00000

0.00000

2708

2011.05.05 21:15

modify

904

1.04

1.45423

1.46123

1.45303

2709

2011.05.05 21:21

sell

905

0.99

1.45426

0.00000

0.00000

2710

2011.05.05 21:21

modify

905

0.99

1.45426

1.46126

1.45306

2711

2011.05.05 21:25

sell

906

0.93

1.45464

0.00000

0.00000

2712

2011.05.05 21:25

modify

906

0.93

1.45464

1.46164

1.45344

2713

2011.05.05 21:30

sell

907

0.87

1.45480

0.00000

0.00000

2714

2011.05.05 21:30

modify

907

0.87

1.45480

1.46180

1.45360

2715

2011.05.05 21:35

sell

908

0.83

1.45476

0.00000

0.00000

2716

2011.05.05 21:35

modify

908

0.83

1.45476

1.46176

1.45356

2717

2011.05.05 21:45

close

907

0.87

1.45450

1.46180

1.45360

26.10

24607.23

2718

2011.05.05 21:47

close

906

0.93

1.45411

1.46164

1.45344

49.29

24656.52

2719

2011.05.05 21:47

close

908

0.83

1.45412

1.46176

1.45356

53.12

24709.64

2720

2011.05.05 22:03

close

905

0.99

1.45390

1.46126

1.45306

35.64

24745.28

2721

2011.05.05 22:03

close

904

1.04

1.45390

1.46123

1.45303

34.32

24779.60

2722

2011.05.05 22:13

close

903

1.10

1.45383

1.46117

1.45297

37.40

24817.00

2723

2011.05.05 23:03

close

901

1.16

1.45353

1.46082

1.45262

33.64

24850.64

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

44/90

2014/3/22

Strategy Tester: TAIGUN

2723

2011.05.05 23:03

close

901

1.16

1.45353

1.46082

1.45262

2724

2011.05.05 23:25

sell

909

1.17

1.45505

0.00000

0.00000

33.64

24850.64

2725

2011.05.05 23:25

modify

909

1.17

1.45505

1.46205

1.45385

2726

2011.05.05 23:31

sell

910

1.10

1.45542

0.00000

0.00000

2727

2011.05.05 23:31

modify

910

1.10

1.45542

1.46242

1.45422

2728

2011.05.05 23:35

sell

911

1.05

1.45552

0.00000

0.00000

2729

2011.05.05 23:35

modify

911

1.05

1.45552

1.46252

1.45432

2730

2011.05.05 23:40

sell

912

0.98

1.45588

0.00000

0.00000

2731

2011.05.05 23:40

modify

912

0.98

1.45588

1.46288

1.45468

2732

2011.05.05 23:45

sell

913

0.92

1.45629

0.00000

0.00000

2733

2011.05.05 23:45

modify

913

0.92

1.45629

1.46329

1.45509

2734

2011.05.05 23:50

close

913

0.92

1.45599

1.46329

2735

2011.05.06 00:00

close

911

1.05

1.45493

1.46252

1.45509

27.60

24878.24

1.45432

61.95

2736

2011.05.06 00:00

close

910

1.10

1.45493

24940.19

1.46242

1.45422

53.90

2737

2011.05.06 00:00

close

912

0.98

24994.09

1.45494

1.46288

1.45468

92.12

2738

2011.05.06 00:10

sell

914

25086.21

1.10

1.45633

0.00000

0.00000

2739

2011.05.06 00:10

modify

2740

2011.05.06 00:15

sell

914

1.10

1.45633

1.46333

1.45513

915

1.04

1.45698

0.00000

2741

2011.05.06 00:15

0.00000

modify

915

1.04

1.45698

1.46398

2742

1.45578

2011.05.06 00:29

close

915

1.04

1.45649

1.46398

1.45578

50.96

25137.17

2743

2011.05.06 01:34

close

914

1.10

1.45601

1.46333

1.45513

35.20

25172.37

2744

2011.05.06 02:00

sell

916

1.09

1.45815

0.00000

0.00000

2745

2011.05.06 02:00

modify

916

1.09

1.45815

1.46515

1.45695

2746

2011.05.06 02:10

close

916

1.09

1.45788

1.46515

1.45695

29.43

25201.80

2747

2011.05.06 03:07

close

909

1.17

1.45471

1.46205

1.45385

39.78

25241.58

2748

2011.05.06 05:15

sell

917

1.18

1.45579

0.00000

0.00000

2749

2011.05.06 05:15

modify

917

1.18

1.45579

1.46279

1.45459

2750

2011.05.06 05:21

sell

918

1.12

1.45607

0.00000

0.00000

2751

2011.05.06 05:21

modify

918

1.12

1.45607

1.46307

1.45487

2752

2011.05.06 05:25

sell

919

1.05

1.45657

0.00000

0.00000

2753

2011.05.06 05:25

modify

919

1.05

1.45657

1.46357

1.45537

2754

2011.05.06 05:30

sell

920

0.99

1.45682

0.00000

0.00000

2755

2011.05.06 05:30

modify

920

0.99

1.45682

1.46382

1.45562

2756

2011.05.06 05:30

close

920

0.99

1.45735

1.46382

1.45562

-52.47

25189.11

2757

2011.05.06 05:30

close

919

1.05

1.45735

1.46357

1.45537

-81.90

25107.21

2758

2011.05.06 05:30

close

918

1.12

1.45735

1.46307

1.45487

-143.36

24963.85

2759

2011.05.06 05:30

close

917

1.18

1.45735

1.46279

1.45459

-184.08

24779.77

2760

2011.05.06 05:30

close

900

1.22

1.45735

1.46078

1.45258

-435.54

24344.23

2761

2011.05.06 09:45

sell

921

1.21

1.45493

0.00000

0.00000

2762

2011.05.06 09:45

modify

921

1.21

1.45493

1.46193

1.45373

2763

2011.05.06 09:46

close

921

1.21

1.45524

1.46193

1.45373

-37.51

24306.72

2764

2011.05.08 21:05

sell

922

1.21

1.43605

0.00000

0.00000

2765

2011.05.08 21:05

modify

922

1.21

1.43605

1.44305

1.43485

2766

2011.05.08 22:10

sell

923

1.14

1.43755

0.00000

0.00000

2767

2011.05.08 22:10

modify

923

1.14

1.43755

1.44455

1.43635

2768

2011.05.08 22:27

close

923

1.14

1.43695

1.44455

1.43635

68.40

24375.12

2769

2011.05.08 22:57

close

922

1.21

1.43571

1.44305

1.43485

41.14

24416.26

2770

2011.05.08 23:30

sell

924

1.22

1.43829

0.00000

0.00000

2771

2011.05.08 23:30

modify

924

1.22

1.43829

1.44529

1.43709

2772

2011.05.08 23:32

close

924

1.22

1.43796

1.44529

1.43709

40.26

24456.52

2773

2011.05.08 23:36

sell

925

1.22

1.43828

0.00000

0.00000

2774

2011.05.08 23:36

modify

925

1.22

1.43828

1.44528

1.43708

2775

2011.05.08 23:40

sell

926

1.15

1.43876

0.00000

0.00000

2776

2011.05.08 23:40

modify

926

1.15

1.43876

1.44576

1.43756

2777

2011.05.08 23:48

sell

927

1.09

1.43912

0.00000

0.00000

2778

2011.05.08 23:48

modify

927

1.09

1.43912

1.44612

1.43792

2779

2011.05.08 23:50

sell

928

1.03

1.43942

0.00000

0.00000

2780

2011.05.08 23:50

modify

928

1.03

1.43942

1.44642

1.43822

2781

2011.05.08 23:53

close

928

1.03

1.43912

1.44642

1.43822

30.90

24487.42

2782

2011.05.08 23:57

close

927

1.09

1.43884

1.44612

1.43792

30.52

24517.94

2783

2011.05.09 00:21

close

926

1.15

1.43817

1.44576

1.43756

67.85

24585.79

2784

2011.05.09 00:57

close

925

1.22

1.43783

1.44528

1.43708

54.90

24640.69

2785

2011.05.09 15:55

sell

929

1.23

1.43009

0.00000

0.00000

2786

2011.05.09 15:55

modify

929

1.23

1.43009

1.43709

1.42889

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

45/90

2014/3/22

Strategy Tester: TAIGUN

2786

2011.05.09 15:55

modify

929

1.23

1.43009

1.43709

1.42889

2787

2011.05.09 16:02

sell

930

1.16

1.43035

0.00000

0.00000

2788

2011.05.09 16:02

modify

930

1.16

1.43035

1.43735

1.42915

2789

2011.05.09 16:05

sell

931

1.10

1.43077

0.00000

0.00000

2790

2011.05.09 16:05

modify

931

1.10

1.43077

1.43777

1.42957

2791

2011.05.09 16:16

close

931

1.10

1.43048

1.43777

1.42957

31.90

24672.59

2792

2011.05.09 16:18

close

930

1.16

1.43002

1.43735

1.42915

38.28

24710.87

2793

2011.05.09 16:19

close

929

1.23

1.42972

1.43709

1.42889

45.51

24756.38

2794

2011.05.09 17:05

sell

932

1.23

1.43163

0.00000

0.00000

2795

2011.05.09 17:05

modify

932

1.23

1.43163

1.43863

1.43043

2796

2011.05.09 17:05

close

932

1.23

1.43125

1.43863

1.43043

46.74

24803.12

2797

2011.05.09 17:52

sell

933

1.24

1.43194

0.00000

0.00000

2798

2011.05.09 17:52

modify

933

1.24

1.43194

1.43894

1.43074

2799

2011.05.09 20:06

close

933

1.24

1.43631

1.43894

1.43074

-541.88

24261.24

2800

2011.05.11 19:18

sell

934

1.21

1.42057

0.00000

0.00000

2801

2011.05.11 19:18

modify

934

1.21

1.42057

1.42757

1.41937

2802

2011.05.11 19:21

sell

935

1.15

1.42056

0.00000

0.00000

2803

2011.05.11 19:21

modify

935

1.15

1.42056

1.42756

1.41936

2804

2011.05.11 19:25

sell

936

1.08

1.42111

0.00000

0.00000

2805

2011.05.11 19:25

modify

936

1.08

1.42111

1.42811

1.41991

2806

2011.05.11 19:28

close

936

1.08

1.42064

1.42811

1.41991

50.76

24312.00

2807

2011.05.11 19:35

close

935

1.15

1.42018

1.42756

1.41936

43.70

24355.70

2808

2011.05.11 19:35

close

934

1.21

1.42019

1.42757

1.41937

45.98

24401.68

2809

2011.05.11 22:20

sell

937

1.22

1.42047

0.00000

0.00000

2810

2011.05.11 22:20

modify

937

1.22

1.42047

1.42747

1.41927

2811

2011.05.11 23:00

sell

938

1.15

1.42111

0.00000

0.00000

2812

2011.05.11 23:00

modify

938

1.15

1.42111

1.42811

1.41991

2813

2011.05.11 23:05

sell

939

1.09

1.42111

0.00000

0.00000

2814

2011.05.11 23:05

modify

939

1.09

1.42111

1.42811

1.41991

2815

2011.05.11 23:12

sell

940

1.03

1.42117

0.00000

0.00000

2816

2011.05.11 23:12

modify

940

1.03

1.42117

1.42817

1.41997

2817

2011.05.11 23:28

close

940

1.03

1.42067

1.42817

1.41997

51.50

24453.18

2818

2011.05.11 23:28

close

939

1.09

1.42067

1.42811

1.41991

47.96

24501.14

2819

2011.05.11 23:28

close

938

1.15

1.42067

1.42811

1.41991

50.60

24551.74

2820

2011.05.12 00:00

close

937

1.22

1.42016

1.42747

1.41927

37.82

24589.56

2821

2011.05.12 00:30

sell

941

1.22

1.42189

0.00000

0.00000

2822

2011.05.12 00:30

modify

941

1.22

1.42189

1.42889

1.42069

2823

2011.05.12 00:35

sell

942

1.16

1.42186

0.00000

0.00000

2824

2011.05.12 00:35

modify

942

1.16

1.42186

1.42886

1.42066

2825

2011.05.12 00:40

sell

943

1.10

1.42194

0.00000

0.00000

2826

2011.05.12 00:40

modify

943

1.10

1.42194

1.42894

1.42074

2827

2011.05.12 00:46

sell

944

1.04

1.42230

0.00000

0.00000

2828

2011.05.12 00:46

modify

944

1.04

1.42230

1.42930

1.42110

2829

2011.05.12 00:55

close

944

1.04

1.42176

1.42930

1.42110

56.16

24645.72

2830

2011.05.12 00:56

close

943

1.10

1.42147

1.42894

1.42074

51.70

24697.42

2831

2011.05.12 00:56

close

942

1.16

1.42147

1.42886

1.42066

45.24

24742.66

2832

2011.05.12 00:56

close

941

1.22

1.42147

1.42889

1.42069

51.24

24793.90

2833

2011.05.12 11:44

sell

945

1.23

1.41649

0.00000

0.00000

2834

2011.05.12 11:44

modify

945

1.23

1.41649

1.42349

1.41529

2835

2011.05.12 11:45

sell

946

1.17

1.41652

0.00000

0.00000

2836

2011.05.12 11:45

modify

946

1.17

1.41652

1.42352

1.41532

2837

2011.05.12 11:46

close

946

1.17

1.41613

1.42352

1.41532

45.63

24839.53

2838

2011.05.12 11:46

close

945

1.23

1.41613

1.42349

1.41529

44.28

24883.81

2839

2011.05.12 11:50

sell

947

1.24

1.41729

0.00000

0.00000

2840

2011.05.12 11:50

modify

947

1.24

1.41729

1.42429

1.41609

2841

2011.05.12 11:57

sell

948

1.18

1.41742

0.00000

0.00000

2842

2011.05.12 11:57

modify

948

1.18

1.41742

1.42442

1.41622

2843

2011.05.12 11:59

close

948

1.18

1.41711

1.42442

1.41622

36.58

24920.39

2844

2011.05.12 11:59

close

947

1.24

1.41693

1.42429

1.41609

44.64

24965.03

2845

2011.05.12 12:01

sell

949

1.24

1.41745

0.00000

0.00000

2846

2011.05.12 12:01

modify

949

1.24

1.41745

1.42445

1.41625

2847

2011.05.12 12:04

close

949

1.24

1.41703

1.42445

1.41625

52.08

25017.11

2848

2011.05.13 09:25

buy

950

1.25

1.42975

0.00000

0.00000

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

46/90

2014/3/22

Strategy Tester: TAIGUN

2849

2011.05.13 09:25

modify

950

1.25

1.42975

1.42425

1.43095

2850

2011.05.13 09:27

close

950

1.25

1.43022

1.42425

1.43095

2851

2011.05.13 09:30

buy

951

1.25

1.42948

0.00000

0.00000

2852

2011.05.13 09:30

modify

951

1.25

1.42948

1.42398

1.43068

2853

2011.05.13 09:35

buy

952

1.19

1.42949

0.00000

0.00000

2854

2011.05.13 09:35

modify

952

1.19

1.42949

1.42399

1.43069

2855

2011.05.13 09:43

close

952

1.19

1.43001

1.42399

2856

2011.05.13 09:43

close

951

1.25

1.43001

1.42398

2857

2011.05.13 10:01

buy

953

1.26

1.42928

0.00000

0.00000

2858

2011.05.13 10:01

modify

953

1.26

1.42928

1.42378

1.43048

2859

2011.05.13 10:05

close

953

1.26

1.42982

1.42378

1.43048

2860

2011.05.13 10:17

buy

954

1.26

1.42914

0.00000

0.00000

2861

2011.05.13 10:17

modify

954

1.26

1.42914

1.42364

1.43034

2862

2011.05.13 10:20

buy

955

1.19

1.42858

0.00000

0.00000

2863

2011.05.13 10:20

modify

955

1.19

1.42858

1.42308

1.42978

2864

2011.05.13 10:26

close

955

1.19

1.42935

1.42308

2865

2011.05.13 10:26

close

954

1.26

1.42935

1.42364

2866

2011.05.13 10:50

buy

956

1.26

1.42844

0.00000

0.00000

2867

2011.05.13 10:50

modify

956

1.26

1.42844

1.42294

1.42964

2868

2011.05.13 10:55

buy

957

1.20

1.42846

0.00000

0.00000

2869

2011.05.13 10:55

modify

957

1.20

1.42846

1.42296

1.42966

2870

2011.05.13 10:56

close

957

1.20

1.42906

1.42296

2871

2011.05.13 10:56

close

956

1.26

1.42906

1.42294

2872

2011.05.13 11:00

buy

958

1.27

1.42846

0.00000

0.00000

2873

2011.05.13 11:00

modify

958

1.27

1.42846

1.42296

1.42966

2874

2011.05.13 11:06

buy

959

1.21

1.42826

0.00000

0.00000

2875

2011.05.13 11:06

modify

959

1.21

1.42826

1.42276

1.42946

2876

2011.05.13 11:10

buy

960

1.14

1.42826

0.00000

0.00000

2877

2011.05.13 11:10

modify

960

1.14

1.42826

1.42276

1.42946

2878

2011.05.13 11:51

close

960

1.14

1.42885

1.42276

2879

2011.05.13 11:51

close

959

1.21

1.42885

1.42276

2880

2011.05.13 11:51

close

958

1.27

1.42885

2881

2011.05.13 18:20

sell

961

1.28

2882

2011.05.13 18:20

modify

961

2883

2011.05.13 18:25

sell

2884

2011.05.13 18:25

modify

2885

2011.05.13 18:26

2886

58.75

25075.86

1.43069

61.88

25137.74

1.43068

66.25

25203.99

68.04

25272.03

1.42978

91.63

25363.66

1.43034

26.46

25390.12

1.42966

72.00

25462.12

1.42964

78.12

25540.24

1.42946

67.26

25607.50

1.42946

71.39

25678.89

1.42296

1.42966

49.53

25728.42

1.41155

0.00000

0.00000

1.28

1.41155

1.41855

1.41035

962

1.21

1.41263

0.00000

0.00000

962

1.21

1.41263

1.41963

1.41143

close

962

1.21

1.41219

1.41963

1.41143

53.24

25781.66

2011.05.13 18:35

close

961

1.28

1.41124

1.41855

1.41035

39.68

25821.34

2887

2011.05.16 00:05

sell

963

1.29

1.40847

0.00000

0.00000

2888

2011.05.16 00:05

modify

963

1.29

1.40847

1.41547

1.40727

2889

2011.05.16 00:05

close

963

1.29

1.40817

1.41547

1.40727

38.70

25860.04

2890

2011.05.16 01:55

sell

964

1.29

1.40824

0.00000

0.00000

2891

2011.05.16 01:55

modify

964

1.29

1.40824

1.41524

1.40704

2892

2011.05.16 02:00

close

964

1.29

1.40786

1.41524

1.40704

49.02

25909.06

2893

2011.05.16 02:10

sell

965

1.29

1.40887

0.00000

0.00000

2894

2011.05.16 02:10

modify

965

1.29

1.40887

1.41587

1.40767

2895

2011.05.16 02:16

close

965

1.29

1.40857

1.41587

1.40767

38.70

25947.76

2896

2011.05.16 02:26

sell

966

1.29

1.40936

0.00000

0.00000

2897

2011.05.16 02:26

modify

966

1.29

1.40936

1.41636

1.40816

2898

2011.05.16 02:30

sell

967

1.23

1.40933

0.00000

0.00000

2899

2011.05.16 02:30

modify

967

1.23

1.40933

1.41633

1.40813

2900

2011.05.16 02:35

sell

968

1.16

1.40934

0.00000

0.00000

2901

2011.05.16 02:35

modify

968

1.16

1.40934

1.41634

1.40814

2902

2011.05.16 02:37

close

968

1.16

1.40903

1.41634

1.40814

35.96

25983.72

2903

2011.05.16 02:37

close

967

1.23

1.40903

1.41633

1.40813

36.90

26020.62

2904

2011.05.16 02:37

close

966

1.29

1.40903

1.41636

1.40816

42.57

26063.19

2905

2011.05.16 02:41

sell

969

1.30

1.40933

0.00000

0.00000

2906

2011.05.16 02:41

modify

969

1.30

1.40933

1.41633

1.40813

2907

2011.05.16 02:45

sell

970

1.23

1.40966

0.00000

0.00000

2908

2011.05.16 02:45

modify

970

1.23

1.40966

1.41666

1.40846

2909

2011.05.16 02:50

sell

971

1.17

1.40957

0.00000

0.00000

2910

2011.05.16 02:50

modify

971

1.17

1.40957

1.41657

1.40837

2911

2011.05.16 02:56

sell

972

1.11

1.40957

0.00000

0.00000

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

47/90

2014/3/22

Strategy Tester: TAIGUN

2911

2011.05.16 02:56

sell

972

1.11

1.40957

0.00000

0.00000

2912

2011.05.16 02:56

modify

972

1.11

1.40957

1.41657

1.40837

2913

2011.05.16 03:00

close

970

1.23

1.40931

1.41666

1.40846

43.05

26106.24

2914

2011.05.16 03:00

close

972

1.11

1.40919

1.41657

1.40837

42.18

26148.42

2915

2011.05.16 03:00

close

971

1.17

1.40919

1.41657

1.40837

44.46

26192.88

2916

2011.05.16 03:01

close

969

1.30

1.40899

1.41633

1.40813

44.20

26237.08

2917

2011.05.16 16:16

buy

973

1.31

1.42127

0.00000

0.00000

2918

2011.05.16 16:16

modify

973

1.31

1.42127

1.41577

1.42247

2919

2011.05.16 16:19

close

973

1.31

1.42176

1.41577

1.42247

64.19

26301.27

2920

2011.05.16 16:55

buy

974

1.31

1.42116

0.00000

0.00000

2921

2011.05.16 16:55

modify

974

1.31

1.42116

1.41566

1.42236

2922

2011.05.16 17:41

close

974

1.31

1.42160

1.41566

1.42236

57.64

26358.91

2923

2011.05.19 18:30

buy

975

1.31

1.43036

0.00000

0.00000

2924

2011.05.19 18:30

modify

975

1.31

1.43036

1.42486

1.43156

2925

2011.05.19 18:49

close

975

1.31

1.43085

1.42486

1.43156

64.19

26423.10

2926

2011.05.20 13:01

sell

976

1.32

1.42526

0.00000

0.00000

2927

2011.05.20 13:01

modify

976

1.32

1.42526

1.43226

1.42406

2928

2011.05.20 13:05

sell

977

1.25

1.42528

0.00000

0.00000

2929

2011.05.20 13:05

modify

977

1.25

1.42528

1.43228

1.42408

2930

2011.05.20 13:09

close

977

1.25

1.42498

1.43228

1.42408

37.50

26460.60

2931

2011.05.20 13:09

close

976

1.32

1.42480

1.43226

1.42406

60.72

26521.32

2932

2011.05.20 13:10

sell

978

1.32

1.42532

0.00000

0.00000

2933

2011.05.20 13:10

modify

978

1.32

1.42532

1.43232

1.42412

2934

2011.05.20 13:18

close

978

1.32

1.42502

1.43232

1.42412

39.60

26560.92

2935

2011.05.20 16:30

sell

979

1.32

1.41970

0.00000

0.00000

2936

2011.05.20 16:30

modify

979

1.32

1.41970

1.42670

1.41850

2937

2011.05.20 16:40

sell

980

1.25

1.42089

0.00000

0.00000

2938

2011.05.20 16:40

modify

980

1.25

1.42089

1.42789

1.41969

2939

2011.05.20 16:45

sell

981

1.18

1.42111

0.00000

0.00000

2940

2011.05.20 16:45

modify

981

1.18

1.42111

1.42811

1.41991

2941

2011.05.20 16:46

close

980

1.25

1.42056

1.42789

1.41969

41.25

26602.17

2942

2011.05.20 16:46

close

981

1.18

1.42057

1.42811

1.41991

63.72

26665.89

2943

2011.05.20 16:52

close

979

1.32

1.41926

1.42670

1.41850

58.08

26723.97

2944

2011.05.23 00:20

sell

982

1.33

1.41257

0.00000

0.00000

2945

2011.05.23 00:20

modify

982

1.33

1.41257

1.41957

1.41137

2946

2011.05.23 00:33

close

982

1.33

1.41219

1.41957

1.41137

50.54

26774.51

2947

2011.05.23 10:30

sell

983

1.33

1.40056

0.00000

0.00000

2948

2011.05.23 10:30

modify

983

1.33

1.40056

1.40756

1.39936

2949

2011.05.23 10:32

close

983

1.33

1.40023

1.40756

1.39936

43.89

26818.40

2950

2011.05.23 10:35

sell

984

1.34

1.40057

0.00000

0.00000

2951

2011.05.23 10:35

modify

984

1.34

1.40057

1.40757

1.39937

2952

2011.05.23 10:40

sell

985

1.26

1.40102

0.00000

0.00000

2953

2011.05.23 10:40

modify

985

1.26

1.40102

1.40802

1.39982

2954

2011.05.23 10:42

close

985

1.26

1.40072

1.40802

1.39982

37.80

26856.20

2955

2011.05.23 10:48

sell

986

1.27

1.40089

0.00000

0.00000

2956

2011.05.23 10:48

modify

986

1.27

1.40089

1.40789

1.39969

2957

2011.05.23 10:50

sell

987

1.20

1.40116

0.00000

0.00000

2958

2011.05.23 10:50

modify

987

1.20

1.40116

1.40816

1.39996

2959

2011.05.23 10:53

close

987

1.20

1.40082

1.40816

1.39996

40.80

26897.00

2960

2011.05.23 10:54

close

986

1.27

1.40042

1.40789

1.39969

59.69

26956.69

2961

2011.05.23 11:00

close

984

1.34

1.40015

1.40757

1.39937

56.28

27012.97

2962

2011.05.23 11:15

sell

988

1.35

1.40112

0.00000

0.00000

2963

2011.05.23 11:15

modify

988

1.35

1.40112

1.40812

1.39992

2964

2011.05.23 11:20

sell

989

1.27

1.40189

0.00000

0.00000

2965

2011.05.23 11:20

modify

989

1.27

1.40189

1.40889

1.40069

2966

2011.05.23 11:23

close

989

1.27

1.40156

1.40889

1.40069

41.91

27054.88

2967

2011.05.23 11:36

sell

990

1.27

1.40297

0.00000

0.00000

2968

2011.05.23 11:36

modify

990

1.27

1.40297

1.40997

1.40177

2969

2011.05.23 11:40

sell

991

1.20

1.40330

0.00000

0.00000

2970

2011.05.23 11:40

modify

991

1.20

1.40330

1.41030

1.40210

2971

2011.05.23 11:45

sell

992

1.14

1.40336

0.00000

0.00000

2972

2011.05.23 11:45

modify

992

1.14

1.40336

1.41036

1.40216

2973

2011.05.23 11:53

close

992

1.14

1.40305

1.41036

1.40216

35.34

27090.22

2974

2011.05.23 12:00

sell

993

1.13

1.40369

0.00000

0.00000

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

48/90

2014/3/22

Strategy Tester: TAIGUN

2974

2011.05.23 12:00

sell

993

1.13

1.40369

0.00000

0.00000

2975

2011.05.23 12:00

modify

993

1.13

1.40369

1.41069

1.40249

2976

2011.05.23 12:05

close

993

1.13

1.40337

1.41069

1.40249

36.16

27126.38

2977

2011.05.23 12:10

close

991

1.20

1.40299

1.41030

1.40210

37.20

27163.58

2978

2011.05.23 12:11

close

990

1.27

1.40230

1.40997

1.40177

85.09

27248.67

2979

2011.05.23 12:17

close

988

1.35

1.40080

1.40812

1.39992

43.20

27291.87

2980

2011.05.23 13:50

sell

994

1.36

1.40312

0.00000

0.00000

2981

2011.05.23 13:50

modify

994

1.36

1.40312

1.41012

1.40192

2982

2011.05.23 13:53

close

994

1.36

1.40265

1.41012

1.40192

63.92

27355.79

2983

2011.05.23 13:55

sell

995

1.36

1.40317

0.00000

0.00000

2984

2011.05.23 13:55

modify

995

1.36

1.40317

1.41017

1.40197

2985

2011.05.23 14:19

close

995

1.36

1.40273

1.41017

1.40197

59.84

27415.63

2986

2011.05.26 08:51

buy

996

1.37

1.41654

0.00000

0.00000

2987

2011.05.26 08:51

modify

996

1.37

1.41654

1.41104

1.41774

2988

2011.05.26 10:00

close

996

1.37

1.41716

1.41104

1.41774

84.94

27500.57

2989

2011.05.27 05:23

buy

997

1.37

1.42449

0.00000

0.00000

2990

2011.05.27 05:23

modify

997

1.37

1.42449

1.41899

1.42569

2991

2011.05.27 05:27

close

997

1.37

1.42510

1.41899

1.42569

83.57

27584.14

2992

2011.05.27 05:55

buy

998

1.37

1.42442

0.00000

0.00000

2993

2011.05.27 05:55

modify

998

1.37

1.42442

1.41892

1.42562

2994

2011.05.27 06:01

close

998

1.37

1.42505

1.41892

1.42562

86.31

27670.45

2995

2011.05.29 22:05

buy

999

1.38

1.43071

0.00000

0.00000

2996

2011.05.29 22:05

modify

999

1.38

1.43071

1.42521

1.43191

2997

2011.05.29 22:10

buy

1000

1.31

1.43037

0.00000

0.00000

2998

2011.05.29 22:10

modify

1000

1.31

1.43037

1.42487

1.43157

2999

2011.05.29 22:18

buy

1001

1.23

1.43000

0.00000

0.00000

3000

2011.05.29 22:18

modify

1001

1.23

1.43000

1.42450

1.43120

3001

2011.05.30 04:03

close

1001

1.23

1.42837

1.42450

1.43120

-200.49

27469.96

3002

2011.05.30 04:03

close

1000

1.31

1.42837

1.42487

1.43157

-262.00

27207.96

3003

2011.05.30 04:03

close

999

1.38

1.42837

1.42521

1.43191

-322.92

26885.04

3004

2011.05.31 03:55

buy

1002

1.34

1.43754

0.00000

0.00000

3005

2011.05.31 03:55

modify

1002

1.34

1.43754

1.43204

1.43874

3006

2011.05.31 04:15

buy

1003

1.27

1.43723

0.00000

0.00000

3007

2011.05.31 04:15

modify

1003

1.27

1.43723

1.43173

1.43843

3008

2011.05.31 04:17

close

1003

1.27

1.43799

1.43173

1.43843

96.52

26981.56

3009

2011.05.31 04:17

close

1002

1.34

1.43799

1.43204

1.43874

60.30

27041.86

3010

2011.05.31 10:32

buy

1004

1.35

1.44038

0.00000

0.00000

3011

2011.05.31 10:32

modify

1004

1.35

1.44038

1.43488

1.44158

3012

2011.05.31 11:38

close

1004

1.35

1.44099

1.43488

1.44158

82.35

27124.21

3013

2011.06.01 22:35

sell

1005

1.35

1.43357

0.00000

0.00000

3014

2011.06.01 22:35

modify

1005

1.35

1.43357

1.44057

1.43237

3015

2011.06.01 22:40

sell

1006

1.28

1.43394

0.00000

0.00000

3016

2011.06.01 22:40

modify

1006

1.28

1.43394

1.44094

1.43274

3017

2011.06.01 22:49

sell

1007

1.22

1.43391

0.00000

0.00000

3018

2011.06.01 22:49

modify

1007

1.22

1.43391

1.44091

1.43271

3019

2011.06.01 23:00

sell

1008

1.15

1.43430

0.00000

0.00000

3020

2011.06.01 23:00

modify

1008

1.15

1.43430

1.44130

1.43310

3021

2011.06.01 23:08

close

1008

1.15

1.43401

1.44130

1.43310

33.35

27157.56

3022

2011.06.02 00:11

close

1007

1.22

1.43350

1.44091

1.43271

50.02

27207.58

3023

2011.06.02 00:11

close

1006

1.28

1.43350

1.44094

1.43274

56.32

27263.90

3024

2011.06.02 00:13

close

1005

1.35

1.43311

1.44057

1.43237

62.10

27326.00

3025

2011.06.02 12:00

buy

1009

1.36

1.44589

0.00000

0.00000

3026

2011.06.02 12:00

modify

1009

1.36

1.44589

1.44039

1.44709

3027

2011.06.02 12:05

close

1009

1.36

1.44650

1.44039

1.44709

82.96

27408.96

3028

2011.06.02 12:09

buy

1010

1.37

1.44590

0.00000

0.00000

3029

2011.06.02 12:09

modify

1010

1.37

1.44590

1.44040

1.44710

3030

2011.06.02 12:10

buy

1011

1.30

1.44592

0.00000

0.00000

3031

2011.06.02 12:10

modify

1011

1.30

1.44592

1.44042

1.44712

3032

2011.06.02 12:15

buy

1012

1.23

1.44589

0.00000

0.00000

3033

2011.06.02 12:15

modify

1012

1.23

1.44589

1.44039

1.44709

3034

2011.06.02 12:24

buy

1013

1.17

1.44587

0.00000

0.00000

3035

2011.06.02 12:24

modify

1013

1.17

1.44587

1.44037

1.44707

3036

2011.06.02 12:27

buy

1014

1.11

1.44587

0.00000

0.00000

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

49/90

2014/3/22

Strategy Tester: TAIGUN

3037

2011.06.02 12:27

modify

1014

1.11

1.44587

1.44037

1.44707

3038

2011.06.02 12:30

close

1014

1.11

1.44650

1.44037

1.44707

69.93

27478.89

3039

2011.06.02 12:30

close

1013

1.17

1.44650

1.44037

1.44707

73.71

27552.60

3040

2011.06.02 12:30

close

1012

1.23

1.44650

1.44039

1.44709

75.03

27627.63

3041

2011.06.02 12:30

close

1011

1.30

1.44650

1.44042

1.44712

75.40

27703.03

3042

2011.06.02 12:30

close

1010

1.37

1.44650

1.44040

1.44710

82.20

27785.23

3043

2011.06.02 12:40

buy

1015

1.38

1.44547

0.00000

0.00000

3044

2011.06.02 12:40

modify

1015

1.38

1.44547

1.43997

1.44667

3045

2011.06.02 12:50

close

1015

1.38

1.44609

1.43997

1.44667

85.56

27870.79

3046

2011.06.02 13:00

buy

1016

1.39

1.44502

0.00000

0.00000

3047

2011.06.02 13:00

modify

1016

1.39

1.44502

1.43952

1.44622

3048

2011.06.02 13:01

close

1016

1.39

1.44564

1.43952

1.44622

86.18

27956.97

3049

2011.06.02 13:45

buy

1017

1.39

1.44407

0.00000

0.00000

3050

2011.06.02 13:45

modify

1017

1.39

1.44407

1.43857

1.44527

3051

2011.06.02 13:55

close

1017

1.39

1.44468

1.43857

1.44527

84.79

28041.76

3052

2011.06.03 19:11

buy

1018

1.40

1.46216

0.00000

0.00000

3053

2011.06.03 19:11

modify

1018

1.40

1.46216

1.45666

1.46336

3054

2011.06.03 19:15

buy

1019

1.32

1.46198

0.00000

0.00000

3055

2011.06.03 19:15

modify

1019

1.32

1.46198

1.45648

1.46318

3056

2011.06.03 19:23

close

1019

1.32

1.46268

1.45648

1.46318

92.40

28134.16

3057

2011.06.03 19:23

close

1018

1.40

1.46268

1.45666

1.46336

72.80

28206.96

3058

2011.06.07 11:20

buy

1020

1.41

1.46621

0.00000

0.00000

3059

2011.06.07 11:20

modify

1020

1.41

1.46621

1.46071

1.46741

3060

2011.06.07 11:25

buy

1021

1.33

1.46611

0.00000

0.00000

3061

2011.06.07 11:25

modify

1021

1.33

1.46611

1.46061

1.46731

3062

2011.06.07 11:31

buy

1022

1.26

1.46594

0.00000

0.00000

3063

2011.06.07 11:31

modify

1022

1.26

1.46594

1.46044

1.46714

3064

2011.06.07 11:36

buy

1023

1.20

1.46593

0.00000

0.00000

3065

2011.06.07 11:36

modify

1023

1.20

1.46593

1.46043

1.46713

3066

2011.06.07 12:53

close

1023

1.20

1.46656

1.46043

1.46713

75.60

28282.56

3067

2011.06.07 12:53

close

1022

1.26

1.46656

1.46044

1.46714

78.12

28360.68

3068

2011.06.07 12:53

close

1021

1.33

1.46656

1.46061

1.46731

59.85

28420.53

3069

2011.06.07 12:53

close

1020

1.41

1.46656

1.46071

1.46741

49.35

28469.88

3070

2011.06.08 16:55

sell

1024

1.42

1.45949

0.00000

0.00000

3071

2011.06.08 16:55

modify

1024

1.42

1.45949

1.46649

1.45829

3072

2011.06.08 17:00

sell

1025

1.34

1.46039

0.00000

0.00000

3073

2011.06.08 17:00

modify

1025

1.34

1.46039

1.46739

1.45919

3074

2011.06.08 17:01

close

1025

1.34

1.46009

1.46739

1.45919

40.20

28510.08

3075

2011.06.08 17:06

sell

1026

1.34

1.46032

0.00000

0.00000

3076

2011.06.08 17:06

modify

1026

1.34

1.46032

1.46732

1.45912

3077

2011.06.08 17:30

close

1026

1.34

1.45979

1.46732

1.45912

71.02

28581.10

3078

2011.06.08 17:36

close

1024

1.42

1.45918

1.46649

1.45829

44.02

28625.12

3079

2011.06.08 20:40

sell

1027

1.43

1.45773

0.00000

0.00000

3080

2011.06.08 20:40

modify

1027

1.43

1.45773

1.46473

1.45653

3081

2011.06.08 20:50

sell

1028

1.35

1.45790

0.00000

0.00000

3082

2011.06.08 20:50

modify

1028

1.35

1.45790

1.46490

1.45670

3083

2011.06.08 20:55

sell

1029

1.28

1.45822

0.00000

0.00000

3084

2011.06.08 20:55

modify

1029

1.28

1.45822

1.46522

1.45702

3085

2011.06.08 21:11

close

1029

1.28

1.45793

1.46522

1.45702

37.12

28662.24

3086

2011.06.09 00:20

close

1028

1.35

1.46090

1.46490

1.45670

-405.00

28257.24

3087

2011.06.09 00:20

close

1027

1.43

1.46090

1.46473

1.45653

-453.31

27803.93

3088

2011.06.09 15:36

sell

1030

1.39

1.45173

0.00000

0.00000

3089

2011.06.09 15:36

modify

1030

1.39

1.45173

1.45873

1.45053

3090

2011.06.09 15:40

sell

1031

1.31

1.45256

0.00000

0.00000

3091

2011.06.09 15:40

modify

1031

1.31

1.45256

1.45956

1.45136

3092

2011.06.09 15:45

sell

1032

1.24

1.45260

0.00000

0.00000

3093

2011.06.09 15:45

modify

1032

1.24

1.45260

1.45960

1.45140

3094

2011.06.09 15:50

sell

1033

1.17

1.45292

0.00000

0.00000

3095

2011.06.09 15:50

modify

1033

1.17

1.45292

1.45992

1.45172

3096

2011.06.09 15:56

sell

1034

1.10

1.45342

0.00000

0.00000

3097

2011.06.09 15:56

modify

1034

1.10

1.45342

1.46042

1.45222

3098

2011.06.09 16:00

close

1034

1.10

1.45310

1.46042

1.45222

35.20

27839.13

3099

2011.06.09 16:10

sell

1035

1.09

1.45377

0.00000

0.00000

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

50/90

2014/3/22

Strategy Tester: TAIGUN

3100

2011.06.09 16:10

modify

1035

1.09

1.45377

1.46077

1.45257

3101

2011.06.09 16:11

close

1035

1.09

1.45342

1.46077

1.45257

38.15

27877.28

3102

2011.06.09 16:17

close

1033

1.17

1.45257

1.45992

1.45172

40.95

27918.23

3103

2011.06.09 16:56

close

1032

1.24

1.45217

1.45960

1.45140

53.32

27971.55

3104

2011.06.09 16:56

close

1031

1.31

1.45217

1.45956

1.45136

51.09

28022.64

3105

2011.06.09 17:09

close

1030

1.39

1.45129

1.45873

1.45053

61.16

28083.80

3106

2011.06.09 19:15

sell

1036

1.40

1.45210

0.00000

0.00000

3107

2011.06.09 19:15

modify

1036

1.40

1.45210

1.45910

1.45090

3108

2011.06.09 19:17

close

1036

1.40

1.45176

1.45910

1.45090

47.60

28131.40

3109

2011.06.10 17:00

sell

1037

1.40

1.43757

0.00000

0.00000

3110

2011.06.10 17:00

modify

1037

1.40

1.43757

1.44457

1.43637

3111

2011.06.10 17:02

close

1037

1.40

1.43723

1.44457

1.43637

47.60

28179.00

3112

2011.06.13 00:35

sell

1038

1.40

1.43510

0.00000

0.00000

3113

2011.06.13 00:35

modify

1038

1.40

1.43510

1.44210

1.43390

3114

2011.06.13 00:41

close

1038

1.40

1.43465

1.44210

1.43390

63.00

28242.00

3115

2011.06.15 13:54

sell

1039

1.41

1.42956

0.00000

0.00000

3116

2011.06.15 13:54

modify

1039

1.41

1.42956

1.43656

1.42836

3117

2011.06.15 13:55

sell

1040

1.34

1.42957

0.00000

0.00000

3118

2011.06.15 13:55

modify

1040

1.34

1.42957

1.43657

1.42837

3119

2011.06.15 14:00

sell

1041

1.26

1.43004

0.00000

0.00000

3120

2011.06.15 14:00

modify

1041

1.26

1.43004

1.43704

1.42884

3121

2011.06.15 14:07

sell

1042

1.19

1.43040

0.00000

0.00000

3122

2011.06.15 14:07

modify

1042

1.19

1.43040

1.43740

1.42920

3123

2011.06.15 14:11

close

1042

1.19

1.43002

1.43740

1.42920

45.22

28287.22

3124

2011.06.15 14:12

close

1041

1.26

1.42964

1.43704

1.42884

50.40

28337.62

3125

2011.06.15 14:27

close

1040

1.34

1.42926

1.43657

1.42837

41.54

28379.16

3126

2011.06.15 14:27

close

1039

1.41

1.42926

1.43656

1.42836

42.30

28421.46

3127

2011.06.15 20:50

sell

1043

1.42

1.41833

0.00000

0.00000

3128

2011.06.15 20:50

modify

1043

1.42

1.41833

1.42533

1.41713

3129

2011.06.15 20:55

close

1043

1.42

1.41800

1.42533

1.41713

46.86

28468.32

3130

2011.06.15 23:55

sell

1044

1.42

1.41941

0.00000

0.00000

3131

2011.06.15 23:55

modify

1044

1.42

1.41941

1.42641

1.41821

3132

2011.06.16 00:00

close

1044

1.42

1.41897

1.42641

1.41821

62.48

28530.80

3133

2011.06.16 00:25

sell

1045

1.42

1.41972

0.00000

0.00000

3134

2011.06.16 00:25

modify

1045

1.42

1.41972

1.42672

1.41852

3135

2011.06.16 00:33

close

1045

1.42

1.41936

1.42672

1.41852

51.12

28581.92

3136

2011.06.16 06:51

sell

1046

1.42

1.41367

0.00000

0.00000

3137

2011.06.16 06:51

modify

1046

1.42

1.41367

1.42067

1.41247

3138

2011.06.16 06:55

sell

1047

1.35

1.41444

0.00000

0.00000

3139

2011.06.16 06:55

modify

1047

1.35

1.41444

1.42144

1.41324

3140

2011.06.16 06:56

close

1047

1.35

1.41409

1.42144

1.41324

47.25

28629.17

3141

2011.06.16 07:03

close

1046

1.42

1.41323

1.42067

1.41247

62.48

28691.65

3142

2011.06.16 08:11

sell

1048

1.43

1.41534

0.00000

0.00000

3143

2011.06.16 08:11

modify

1048

1.43

1.41534

1.42234

1.41414

3144

2011.06.16 08:14

close

1048

1.43

1.41491

1.42234

1.41414

61.49

28753.14

3145

2011.06.16 11:00

sell

1049

1.43

1.41167

0.00000

0.00000

3146

2011.06.16 11:00

modify

1049

1.43

1.41167

1.41867

1.41047

3147

2011.06.16 11:12

close

1049

1.43

1.41133

1.41867

1.41047

48.62

28801.76

3148

2011.06.16 22:45

buy

1050

1.44

1.42025

0.00000

0.00000

3149

2011.06.16 22:45

modify

1050

1.44

1.42025

1.41475

1.42145

3150

2011.06.16 23:18

close

1050

1.44

1.42080

1.41475

1.42145

79.20

28880.96

3151

2011.06.17 12:25

buy

1051

1.44

1.42616

0.00000

0.00000

3152

2011.06.17 12:25

modify

1051

1.44

1.42616

1.42066

1.42736

3153

2011.06.17 12:31

buy

1052

1.36

1.42591

0.00000

0.00000

3154

2011.06.17 12:31

modify

1052

1.36

1.42591

1.42041

1.42711

3155

2011.06.17 12:35

close

1052

1.36

1.42657

1.42041

1.42711

89.76

28970.72

3156

2011.06.17 12:35

close

1051

1.44

1.42657

1.42066

1.42736

59.04

29029.76

3157

2011.06.17 16:55

buy

1053

1.45

1.42963

0.00000

0.00000

3158

2011.06.17 16:55

modify

1053

1.45

1.42963

1.42413

1.43083

3159

2011.06.17 17:00

close

1053

1.45

1.43015

1.42413

1.43083

75.40

29105.16

3160

2011.06.17 17:05

buy

1054

1.45

1.42959

0.00000

0.00000

3161

2011.06.17 17:05

modify

1054

1.45

1.42959

1.42409

1.43079

3162

2011.06.17 17:14

buy

1055

1.37

1.42930

0.00000

0.00000

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

51/90

2014/3/22

Strategy Tester: TAIGUN

3162

2011.06.17 17:14

buy

1055

1.37

1.42930

0.00000

0.00000

3163

2011.06.17 17:14

modify

1055

1.37

1.42930

1.42380

1.43050

3164

2011.06.17 17:15

buy

1056

1.30

1.42928

0.00000

0.00000

3165

2011.06.17 17:15

modify

1056

1.30

1.42928

1.42378

1.43048

3166

2011.06.17 18:05

close

1056

1.30

1.43002

1.42378

1.43048

96.20

29201.36

3167

2011.06.17 18:05

close

1055

1.37

1.43002

1.42380

1.43050

98.64

29300.00

3168

2011.06.17 18:05

close

1054

1.45

1.43002

1.42409

1.43079

62.35

29362.35

3169

2011.06.20 17:05

buy

1057

1.46

1.43035

0.00000

0.00000

3170

2011.06.20 17:05

modify

1057

1.46

1.43035

1.42485

1.43155

3171

2011.06.20 17:24

close

1057

1.46

1.43087

1.42485

1.43155

75.92

29438.27

3172

2011.06.21 17:20

buy

1058

1.47

1.43953

0.00000

0.00000

3173

2011.06.21 17:20

modify

1058

1.47

1.43953

1.43403

1.44073

3174

2011.06.21 17:25

buy

1059

1.39

1.43935

0.00000

0.00000

3175

2011.06.21 17:25

modify

1059

1.39

1.43935

1.43385

1.44055

3176

2011.06.21 17:30

buy

1060

1.32

1.43920

0.00000

0.00000

3177

2011.06.21 17:30

modify

1060

1.32

1.43920

1.43370

1.44040

3178

2011.06.21 17:36

buy

1061

1.25

1.43920

0.00000

0.00000

3179

2011.06.21 17:36

modify

1061

1.25

1.43920

1.43370

1.44040

3180

2011.06.21 17:40

buy

1062

1.19

1.43919

0.00000

0.00000

3181

2011.06.21 17:40

modify

1062

1.19

1.43919

1.43369

1.44039

3182

2011.06.21 18:10

close

1062

1.19

1.43991

1.43369

1.44039

85.68

29523.95

3183

2011.06.21 18:10

close

1061

1.25

1.43991

1.43370

1.44040

88.75

29612.70

3184

2011.06.21 18:10

close

1060

1.32

1.43991

1.43370

1.44040

93.72

29706.42

3185

2011.06.21 18:10

close

1059

1.39

1.43991

1.43385

1.44055

77.84

29784.26

3186

2011.06.21 18:10

close

1058

1.47

1.43991

1.43403

1.44073

55.86

29840.12

3187

2011.06.23 00:30

sell

1063

1.49

1.43321

0.00000

0.00000

3188

2011.06.23 00:30

modify

1063

1.49

1.43321

1.44021

1.43201

3189

2011.06.23 00:32

close

1063

1.49

1.43277

1.44021

1.43201

65.56

29905.68

3190

2011.06.23 03:00

sell

1064

1.49

1.43106

0.00000

0.00000

3191

2011.06.23 03:00

modify

1064

1.49

1.43106

1.43806

1.42986

3192

2011.06.23 03:05

sell

1065

1.41

1.43114

0.00000

0.00000

3193

2011.06.23 03:05

modify

1065

1.41

1.43114

1.43814

1.42994

3194

2011.06.23 03:11

sell

1066

1.34

1.43112

0.00000

0.00000

3195

2011.06.23 03:11

modify

1066

1.34

1.43112

1.43812

1.42992

3196

2011.06.23 03:15

sell

1067

1.27

1.43113

0.00000

0.00000

3197

2011.06.23 03:15

modify

1067

1.27

1.43113

1.43813

1.42993

3198

2011.06.23 03:20

sell

1068

1.21

1.43125

0.00000

0.00000

3199

2011.06.23 03:20

modify

1068

1.21

1.43125

1.43825

1.43005

3200

2011.06.23 03:32

close

1068

1.21

1.43091

1.43825

1.43005

41.14

29946.82

3201

2011.06.23 03:32

close

1067

1.27

1.43082

1.43813

1.42993

39.37

29986.19

3202

2011.06.23 03:32

close

1066

1.34

1.43082

1.43812

1.42992

40.20

30026.39

3203

2011.06.23 03:32

close

1065

1.41

1.43082

1.43814

1.42994

45.12

30071.51

3204

2011.06.23 03:33

close

1064

1.49

1.43073

1.43806

1.42986

49.17

30120.68

3205

2011.06.23 08:45

sell

1069

1.50

1.42807

0.00000

0.00000

3206

2011.06.23 08:45

modify

1069

1.50

1.42807

1.43507

1.42687

3207

2011.06.23 08:49

close

1069

1.50

1.42764

1.43507

1.42687

64.50

30185.18

3208

2011.06.23 15:41

sell

1070

1.50

1.41660

0.00000

0.00000

3209

2011.06.23 15:41

modify

1070

1.50

1.41660

1.42360

1.41540

3210

2011.06.23 15:42

close

1070

1.50

1.41617

1.42360

1.41540

64.50

30249.68

3211

2011.06.23 15:45

sell

1071

1.51

1.41699

0.00000

0.00000

3212

2011.06.23 15:45

modify

1071

1.51

1.41699

1.42399

1.41579

3213

2011.06.23 15:47

close

1071

1.51

1.41667

1.42399

1.41579

48.32

30298.00

3214

2011.06.23 16:05

sell

1072

1.51

1.41784

0.00000

0.00000

3215

2011.06.23 16:05

modify

1072

1.51

1.41784

1.42484

1.41664

3216

2011.06.23 16:08

close

1072

1.51

1.41740

1.42484

1.41664

66.44

30364.44

3217

2011.06.23 16:45

sell

1073

1.51

1.41767

0.00000

0.00000

3218

2011.06.23 16:45

modify

1073

1.51

1.41767

1.42467

1.41647

3219

2011.06.23 16:49

close

1073

1.51

1.41738

1.42467

1.41647

43.79

30408.23

3220

2011.06.23 16:50

sell

1074

1.52

1.41767

0.00000

0.00000

3221

2011.06.23 16:50

modify

1074

1.52

1.41767

1.42467

1.41647

3222

2011.06.23 16:56

sell

1075

1.44

1.41784

0.00000

0.00000

3223

2011.06.23 16:56

modify

1075

1.44

1.41784

1.42484

1.41664

3224

2011.06.23 17:00

sell

1076

1.35

1.41870

0.00000

0.00000

3225

2011.06.23 17:00

modify

1076

1.35

1.41870

1.42570

1.41750

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

52/90

2014/3/22

Strategy Tester: TAIGUN

3225

2011.06.23 17:00

modify

1076

1.35

1.41870

1.42570

1.41750

3226

2011.06.23 17:01

close

1076

1.35

1.41836

1.42570

1.41750

3227

2011.06.23 17:06

sell

1077

1.35

1.41866

0.00000

0.00000

3228

2011.06.23 17:06

modify

1077

1.35

1.41866

1.42566

1.41746

3229

2011.06.23 17:10

sell

1078

1.28

1.41884

0.00000

0.00000

3230

2011.06.23 17:10

modify

1078

1.28

1.41884

1.42584

1.41764

3231

2011.06.23 17:23

close

1078

1.28

1.41829

1.42584

3232

2011.06.23 17:23

close

1077

1.35

1.41829

3233

2011.06.23 17:35

sell

1079

1.35

1.41955

3234

2011.06.23 17:35

modify

1079

1.35

3235

2011.06.23 17:40

close

1079

1.35

3236

2011.06.23 18:27

close

1075

3237

2011.06.23 18:39

close

3238

2011.06.24 15:45

3239
3240

45.90

30454.13

1.41764

70.40

30524.53

1.42566

1.41746

49.95

30574.48

0.00000

0.00000

1.41955

1.42655

1.41835

1.41919

1.42655

1.41835

48.60

30623.08

1.44

1.41754

1.42484

1.41664

43.20

30666.28

1074

1.52

1.41729

1.42467

1.41647

57.76

30724.04

sell

1080

1.53

1.41976

0.00000

0.00000

2011.06.24 15:45

modify

1080

1.53

1.41976

1.42676

1.41856

2011.06.24 15:51

close

1080

1.53

1.41942

1.42676

1.41856

52.02

30776.06

3241

2011.06.27 02:28

sell

1081

1.53

1.41352

0.00000

0.00000

3242

2011.06.27 02:28

modify

1081

1.53

1.41352

1.42052

1.41232

3243

2011.06.27 02:30

sell

1082

1.46

1.41351

0.00000

0.00000

3244

2011.06.27 02:30

modify

1082

1.46

1.41351

1.42051

1.41231

3245

2011.06.27 02:35

sell

1083

1.38

1.41354

0.00000

0.00000

3246

2011.06.27 02:35

modify

1083

1.38

1.41354

1.42054

1.41234

3247

2011.06.27 02:40

sell

1084

1.31

1.41359

0.00000

0.00000

3248

2011.06.27 02:40

modify

1084

1.31

1.41359

1.42059

1.41239

3249

2011.06.27 02:45

sell

1085

1.24

1.41356

0.00000

0.00000

3250

2011.06.27 02:45

modify

1085

1.24

1.41356

1.42056

1.41236

3251

2011.06.27 02:48

close

1085

1.24

1.41321

1.42056

1.41236

43.40

30819.46

3252

2011.06.27 02:48

close

1084

1.31

1.41321

1.42059

1.41239

49.78

30869.24

3253

2011.06.27 02:48

close

1083

1.38

1.41321

1.42054

1.41234

45.54

30914.78

3254

2011.06.27 02:48

close

1082

1.46

1.41321

1.42051

1.41231

43.80

30958.58

3255

2011.06.27 02:48

close

1081

1.53

1.41321

1.42052

1.41232

47.43

31006.01

3256

2011.06.27 11:50

buy

1086

1.55

1.42061

0.00000

0.00000

3257

2011.06.27 11:50

modify

1086

1.55

1.42061

1.41511

1.42181

3258

2011.06.27 11:55

buy

1087

1.47

1.42060

0.00000

0.00000

3259

2011.06.27 11:55

modify

1087

1.47

1.42060

1.41510

1.42180

3260

2011.06.27 12:18

close

1087

1.47

1.42112

1.41510

1.42180

76.44

31082.45

3261

2011.06.27 12:18

close

1086

1.55

1.42112

1.41511

1.42181

79.05

31161.50

3262

2011.06.27 17:00

buy

1088

1.55

1.42630

0.00000

0.00000

3263

2011.06.27 17:00

modify

1088

1.55

1.42630

1.42080

1.42750

3264

2011.06.27 17:03

close

1088

1.55

1.42680

1.42080

1.42750

77.50

31239.00

3265

2011.06.27 17:35

buy

1089

1.56

1.42589

0.00000

0.00000

3266

2011.06.27 17:35

modify

1089

1.56

1.42589

1.42039

1.42709

3267

2011.06.27 17:53

close

1089

1.56

1.42639

1.42039

1.42709

78.00

31317.00

3268

2011.06.28 17:16

buy

1090

1.56

1.43522

0.00000

0.00000

3269

2011.06.28 17:16

modify

1090

1.56

1.43522

1.42972

1.43642

3270

2011.06.28 17:56

close

1090

1.56

1.43583

1.42972

1.43642

95.16

31412.16

3271

2011.06.30 05:17

buy

1091

1.57

1.45028

0.00000

0.00000

3272

2011.06.30 05:17

modify

1091

1.57

1.45028

1.44478

1.45148

3273

2011.06.30 05:20

buy

1092

1.48

1.45011

0.00000

0.00000

3274

2011.06.30 05:20

modify

1092

1.48

1.45011

1.44461

1.45131

3275

2011.06.30 05:35

buy

1093

1.41

1.44994

0.00000

0.00000

3276

2011.06.30 05:35

modify

1093

1.41

1.44994

1.44444

1.45114

3277

2011.06.30 07:05

close

1093

1.41

1.45074

1.44444

1.45114

112.80

31524.96

3278

2011.06.30 07:05

close

1092

1.48

1.45074

1.44461

1.45131

93.24

31618.20

3279

2011.06.30 07:05

close

1091

1.57

1.45074

1.44478

1.45148

72.22

31690.42

3280

2011.06.30 16:58

buy

1094

1.58

1.45120

0.00000

0.00000

3281

2011.06.30 16:58

modify

1094

1.58

1.45120

1.44570

1.45240

3282

2011.06.30 17:01

close

1094

1.58

1.45167

1.44570

1.45240

74.26

31764.68

3283

2011.07.06 13:35

sell

1095

1.58

1.43369

0.00000

0.00000

3284

2011.07.06 13:35

modify

1095

1.58

1.43369

1.44069

1.43249

3285

2011.07.06 13:38

close

1095

1.58

1.43339

1.44069

1.43249

47.40

31812.08

3286

2011.07.06 15:30

sell

1096

1.59

1.43295

0.00000

0.00000

3287

2011.07.06 15:30

modify

1096

1.59

1.43295

1.43995

1.43175

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

53/90

2014/3/22

Strategy Tester: TAIGUN

3288

2011.07.06 15:36

sell

1097

1.50

1.43318

0.00000

0.00000

3289

2011.07.06 15:36

modify

1097

1.50

1.43318

1.44018

1.43198

3290

2011.07.06 15:42

sell

1098

1.43

1.43318

0.00000

0.00000

3291

2011.07.06 15:42

modify

1098

1.43

1.43318

1.44018

1.43198

3292

2011.07.06 15:45

sell

1099

1.35

1.43336

0.00000

0.00000

3293

2011.07.06 15:45

modify

1099

1.35

1.43336

1.44036

1.43216

3294

2011.07.06 15:52

close

1099

1.35

1.43307

1.44036

1.43216

39.15

31851.23

3295

2011.07.06 15:52

close

1098

1.43

1.43287

1.44018

1.43198

44.33

31895.56

3296

2011.07.06 15:52

close

1097

1.50

1.43287

1.44018

1.43198

46.50

31942.06

3297

2011.07.06 16:01

close

1096

1.59

1.43261

1.43995

1.43175

54.06

31996.12

3298

2011.07.06 20:01

sell

1100

1.59

1.43113

0.00000

0.00000

3299

2011.07.06 20:01

modify

1100

1.59

1.43113

1.43813

1.42993

3300

2011.07.06 20:05

sell

1101

1.51

1.43136

0.00000

0.00000

3301

2011.07.06 20:05

modify

1101

1.51

1.43136

1.43836

1.43016

3302

2011.07.06 20:12

sell

1102

1.43

1.43165

0.00000

0.00000

3303

2011.07.06 20:12

modify

1102

1.43

1.43165

1.43865

1.43045

3304

2011.07.06 20:18

close

1102

1.43

1.43130

1.43865

1.43045

50.05

32046.17

3305

2011.07.06 20:19

close

1101

1.51

1.43106

1.43836

1.43016

45.30

32091.47

3306

2011.07.06 20:35

sell

1103

1.51

1.43169

0.00000

0.00000

3307

2011.07.06 20:35

modify

1103

1.51

1.43169

1.43869

1.43049

3308

2011.07.06 20:40

sell

1104

1.44

1.43173

0.00000

0.00000

3309

2011.07.06 20:40

modify

1104

1.44

1.43173

1.43873

1.43053

3310

2011.07.06 20:49

sell

1105

1.36

1.43170

0.00000

0.00000

3311

2011.07.06 20:49

modify

1105

1.36

1.43170

1.43870

1.43050

3312

2011.07.06 20:50

sell

1106

1.29

1.43170

0.00000

0.00000

3313

2011.07.06 20:50

modify

1106

1.29

1.43170

1.43870

1.43050

3314

2011.07.06 23:12

close

1106

1.29

1.43337

1.43870

1.43050

-215.43

31876.04

3315

2011.07.06 23:12

close

1105

1.36

1.43337

1.43870

1.43050

-227.12

31648.92

3316

2011.07.06 23:12

close

1104

1.44

1.43337

1.43873

1.43053

-236.16

31412.76

3317

2011.07.06 23:12

close

1103

1.51

1.43337

1.43869

1.43049

-253.68

31159.08

3318

2011.07.06 23:12

close

1100

1.59

1.43337

1.43813

1.42993

-356.16

30802.92

3319

2011.07.08 11:20

sell

1107

1.54

1.42731

0.00000

0.00000

3320

2011.07.08 11:20

modify

1107

1.54

1.42731

1.43431

1.42611

3321

2011.07.08 11:23

close

1107

1.54

1.42689

1.43431

1.42611

64.68

30867.60

3322

2011.07.11 13:55

sell

1108

1.54

1.40718

0.00000

0.00000

3323

2011.07.11 13:55

modify

1108

1.54

1.40718

1.41418

1.40598

3324

2011.07.11 13:58

close

1108

1.54

1.40685

1.41418

1.40598

50.82

30918.42

3325

2011.07.11 16:12

sell

1109

1.54

1.40383

0.00000

0.00000

3326

2011.07.11 16:12

modify

1109

1.54

1.40383

1.41083

1.40263

3327

2011.07.11 16:15

close

1109

1.54

1.40335

1.41083

1.40263

73.92

30992.34

3328

2011.07.11 16:17

sell

1110

1.54

1.40382

0.00000

0.00000

3329

2011.07.11 16:17

modify

1110

1.54

1.40382

1.41082

1.40262

3330

2011.07.11 16:34

close

1110

1.54

1.40340

1.41082

1.40262

64.68

31057.02

3331

2011.07.11 20:13

sell

1111

1.55

1.40276

0.00000

0.00000

3332

2011.07.11 20:13

modify

1111

1.55

1.40276

1.40976

1.40156

3333

2011.07.11 20:15

sell

1112

1.47

1.40282

0.00000

0.00000

3334

2011.07.11 20:15

modify

1112

1.47

1.40282

1.40982

1.40162

3335

2011.07.11 20:24

sell

1113

1.39

1.40305

0.00000

0.00000

3336

2011.07.11 20:24

modify

1113

1.39

1.40305

1.41005

1.40185

3337

2011.07.11 20:25

sell

1114

1.32

1.40303

0.00000

0.00000

3338

2011.07.11 20:25

modify

1114

1.32

1.40303

1.41003

1.40183

3339

2011.07.11 20:30

sell

1115

1.25

1.40322

0.00000

0.00000

3340

2011.07.11 20:30

modify

1115

1.25

1.40322

1.41022

1.40202

3341

2011.07.11 20:52

close

1115

1.25

1.40266

1.41022

1.40202

70.00

31127.02

3342

2011.07.11 20:52

close

1114

1.32

1.40266

1.41003

1.40183

48.84

31175.86

3343

2011.07.11 20:52

close

1113

1.39

1.40266

1.41005

1.40185

54.21

31230.07

3344

2011.07.11 21:31

sell

1116

1.39

1.40341

0.00000

0.00000

3345

2011.07.11 21:31

modify

1116

1.39

1.40341

1.41041

1.40221

3346

2011.07.11 21:35

sell

1117

1.31

1.40376

0.00000

0.00000

3347

2011.07.11 21:35

modify

1117

1.31

1.40376

1.41076

1.40256

3348

2011.07.11 21:40

sell

1118

1.23

1.40424

0.00000

0.00000

3349

2011.07.11 21:40

modify

1118

1.23

1.40424

1.41124

1.40304

3350

2011.07.11 23:04

close

1118

1.23

1.40393

1.41124

1.40304

38.13

31268.20

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

54/90

2014/3/22

Strategy Tester: TAIGUN

3350

2011.07.11 23:04

close

1118

1.23

1.40393

1.41124

1.40304

38.13

31268.20

3351

2011.07.11 23:29

close

1117

1.31

1.40351

1.41076

1.40256

32.75

31300.95

3352

2011.07.11 23:39

close

1116

1.39

1.40305

1.41041

1.40221

50.04

31350.99

3353

2011.07.12 00:17

close

1112

1.47

1.40250

1.40982

1.40162

47.04

31398.03

3354

2011.07.12 00:17

close

1111

1.55

1.40233

1.40976

1.40156

66.65

31464.68

3355

2011.07.12 09:05

sell

1119

1.57

1.39286

0.00000

0.00000

3356

2011.07.12 09:05

modify

1119

1.57

1.39286

1.39986

1.39166

3357

2011.07.12 09:05

close

1119

1.57

1.39251

1.39986

1.39166

54.95

31519.63

3358

2011.07.12 09:20

sell

1120

1.57

1.39273

0.00000

0.00000

3359

2011.07.12 09:20

modify

1120

1.57

1.39273

1.39973

1.39153

3360

2011.07.12 09:25

sell

1121

1.48

1.39457

0.00000

0.00000

3361

2011.07.12 09:25

modify

1121

1.48

1.39457

1.40157

1.39337

3362

2011.07.12 09:30

sell

1122

1.39

1.39510

0.00000

0.00000

3363

2011.07.12 09:30

modify

1122

1.39

1.39510

1.40210

1.39390

3364

2011.07.12 09:35

close

1122

1.39

1.39470

1.40210

1.39390

55.60

31575.23

3365

2011.07.12 09:43

close

1121

1.48

1.39402

1.40157

1.39337

81.40

31656.63

3366

2011.07.12 09:49

close

1120

1.57

1.39229

1.39973

1.39153

69.08

31725.71

3367

2011.07.13 10:56

buy

1123

1.58

1.40691

0.00000

0.00000

3368

2011.07.13 10:56

modify

1123

1.58

1.40691

1.40141

1.40811

3369

2011.07.13 11:00

buy

1124

1.50

1.40671

0.00000

0.00000

3370

2011.07.13 11:00

modify

1124

1.50

1.40671

1.40121

1.40791

3371

2011.07.13 11:19

close

1124

1.50

1.40731

1.40121

1.40791

90.00

31815.71

3372

2011.07.13 11:19

close

1123

1.58

1.40731

1.40141

1.40811

63.20

31878.91

3373

2011.07.13 17:00

buy

1125

1.59

1.41518

0.00000

0.00000

3374

2011.07.13 17:00

modify

1125

1.59

1.41518

1.40968

1.41638

3375

2011.07.13 17:05

buy

1126

1.51

1.41484

0.00000

0.00000

3376

2011.07.13 17:05

modify

1126

1.51

1.41484

1.40934

1.41604

3377

2011.07.13 17:10

buy

1127

1.43

1.41480

0.00000

0.00000

3378

2011.07.13 17:10

modify

1127

1.43

1.41480

1.40930

1.41600

3379

2011.07.13 17:15

buy

1128

1.35

1.41476

0.00000

0.00000

3380

2011.07.13 17:15

modify

1128

1.35

1.41476

1.40926

1.41596

3381

2011.07.13 17:20

buy

1129

1.28

1.41442

0.00000

0.00000

3382

2011.07.13 17:20

modify

1129

1.28

1.41442

1.40892

1.41562

3383

2011.07.13 17:38

close

1129

1.28

1.41543

1.40892

1.41562

129.28

32008.19

3384

2011.07.13 17:38

close

1128

1.35

1.41543

1.40926

1.41596

90.45

32098.64

3385

2011.07.13 17:38

close

1127

1.43

1.41543

1.40930

1.41600

90.09

32188.73

3386

2011.07.13 17:38

close

1126

1.51

1.41543

1.40934

1.41604

89.09

32277.82

3387

2011.07.13 17:38

close

1125

1.59

1.41543

1.40968

1.41638

39.75

32317.57

3388

2011.07.13 17:55

buy

1130

1.61

1.41386

0.00000

0.00000

3389

2011.07.13 17:55

modify

1130

1.61

1.41386

1.40836

1.41506

3390

2011.07.13 17:59

close

1130

1.61

1.41431

1.40836

1.41506

72.45

32390.02

3391

2011.07.13 18:15

buy

1131

1.61

1.41374

0.00000

0.00000

3392

2011.07.13 18:15

modify

1131

1.61

1.41374

1.40824

1.41494

3393

2011.07.13 18:16

close

1131

1.61

1.41437

1.40824

1.41494

101.43

32491.45

3394

2011.07.13 18:24

buy

1132

1.62

1.41385

0.00000

0.00000

3395

2011.07.13 18:24

modify

1132

1.62

1.41385

1.40835

1.41505

3396

2011.07.13 18:32

close

1132

1.62

1.41446

1.40835

1.41505

98.82

32590.27

3397

2011.07.13 19:20

buy

1133

1.62

1.41354

0.00000

0.00000

3398

2011.07.13 19:20

modify

1133

1.62

1.41354

1.40804

1.41474

3399

2011.07.13 19:24

close

1133

1.62

1.41408

1.40804

1.41474

87.48

32677.75

3400

2011.07.14 02:13

buy

1134

1.63

1.42280

0.00000

0.00000

3401

2011.07.14 02:13

modify

1134

1.63

1.42280

1.41730

1.42400

3402

2011.07.14 02:15

buy

1135

1.54

1.42247

0.00000

0.00000

3403

2011.07.14 02:15

modify

1135

1.54

1.42247

1.41697

1.42367

3404

2011.07.14 02:15

close

1135

1.54

1.42311

1.41697

1.42367

98.56

32776.31

3405

2011.07.14 02:15

close

1134

1.63

1.42311

1.41730

1.42400

50.53

32826.84

3406

2011.07.14 02:37

buy

1136

1.64

1.42253

0.00000

0.00000

3407

2011.07.14 02:37

modify

1136

1.64

1.42253

1.41703

1.42373

3408

2011.07.14 02:41

buy

1137

1.55

1.42252

0.00000

0.00000

3409

2011.07.14 02:41

modify

1137

1.55

1.42252

1.41702

1.42372

3410

2011.07.14 02:45

buy

1138

1.47

1.42246

0.00000

0.00000

3411

2011.07.14 02:45

modify

1138

1.47

1.42246

1.41696

1.42366

3412

2011.07.14 02:45

close

1138

1.47

1.42297

1.41696

1.42366

74.97

32901.81

3413

2011.07.14 02:45

close

1137

1.55

1.42297

1.41702

1.42372

69.75

32971.56

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

55/90

2014/3/22

Strategy Tester: TAIGUN

3413

2011.07.14 02:45

close

1137

1.55

1.42297

1.41702

1.42372

69.75

32971.56

3414

2011.07.14 02:45

close

1136

1.64

1.42297

1.41703

1.42373

72.16

33043.72

3415

2011.07.14 03:10

buy

1139

1.65

1.42243

0.00000

0.00000

3416

2011.07.14 03:10

modify

1139

1.65

1.42243

1.41693

1.42363

3417

2011.07.14 06:00

close

1139

1.65

1.41852

1.41693

1.42363

-645.15

32398.57

3418

2011.07.18 02:40

sell

1140

1.61

1.40759

0.00000

0.00000

3419

2011.07.18 02:40

modify

1140

1.61

1.40759

1.41459

1.40639

3420

2011.07.18 02:45

sell

1141

1.53

1.40770

0.00000

0.00000

3421

2011.07.18 02:45

modify

1141

1.53

1.40770

1.41470

1.40650

3422

2011.07.18 02:47

close

1141

1.53

1.40737

1.41470

1.40650

50.49

32449.06

3423

2011.07.18 03:25

sell

1142

1.53

1.40797

0.00000

0.00000

3424

2011.07.18 03:25

modify

1142

1.53

1.40797

1.41497

1.40677

3425

2011.07.18 03:46

close

1142

1.53

1.40762

1.41497

1.40677

53.55

32502.61

3426

2011.07.18 03:54

close

1140

1.61

1.40716

1.41459

1.40639

69.23

32571.84

3427

2011.07.19 10:00

buy

1143

1.62

1.41721

0.00000

0.00000

3428

2011.07.19 10:00

modify

1143

1.62

1.41721

1.41171

1.41841

3429

2011.07.19 10:03

close

1143

1.62

1.41782

1.41171

1.41841

98.82

32670.66

3430

2011.07.19 10:50

buy

1144

1.63

1.41677

0.00000

0.00000

3431

2011.07.19 10:50

modify

1144

1.63

1.41677

1.41127

1.41797

3432

2011.07.19 10:51

close

1144

1.63

1.41729

1.41127

1.41797

84.76

32755.42

3433

2011.07.19 12:05

buy

1145

1.63

1.41633

0.00000

0.00000

3434

2011.07.19 12:05

modify

1145

1.63

1.41633

1.41083

1.41753

3435

2011.07.19 12:06

close

1145

1.63

1.41685

1.41083

1.41753

84.76

32840.18

3436

2011.07.19 12:10

buy

1146

1.64

1.41638

0.00000

0.00000

3437

2011.07.19 12:10

modify

1146

1.64

1.41638

1.41088

1.41758

3438

2011.07.19 12:22

close

1146

1.64

1.41691

1.41088

1.41758

86.92

32927.10

3439

2011.07.20 12:12

buy

1147

1.64

1.42096

0.00000

0.00000

3440

2011.07.20 12:12

modify

1147

1.64

1.42096

1.41546

1.42216

3441

2011.07.20 12:15

buy

1148

1.56

1.42090

0.00000

0.00000

3442

2011.07.20 12:15

modify

1148

1.56

1.42090

1.41540

1.42210

3443

2011.07.20 12:28

close

1148

1.56

1.42143

1.41540

1.42210

82.68

33009.78

3444

2011.07.20 12:28

close

1147

1.64

1.42143

1.41546

1.42216

77.08

33086.86

3445

2011.07.21 00:57

buy

1149

1.65

1.42501

0.00000

0.00000

3446

2011.07.21 00:57

modify

1149

1.65

1.42501

1.41951

1.42621

3447

2011.07.21 01:00

close

1149

1.65

1.42550

1.41951

1.42621

80.85

33167.71

3448

2011.07.21 11:03

sell

1150

1.65

1.41750

0.00000

0.00000

3449

2011.07.21 11:03

modify

1150

1.65

1.41750

1.42450

1.41630

3450

2011.07.21 11:05

sell

1151

1.57

1.41740

0.00000

0.00000

3451

2011.07.21 11:05

modify

1151

1.57

1.41740

1.42440

1.41620

3452

2011.07.21 11:30

sell

1152

1.47

1.41846

0.00000

0.00000

3453

2011.07.21 11:30

modify

1152

1.47

1.41846

1.42546

1.41726

3454

2011.07.21 11:31

close

1152

1.47

1.41814

1.42546

1.41726

47.04

33214.75

3455

2011.07.21 12:13

close

1151

1.57

1.42365

1.42440

1.41620

-981.25

32233.50

3456

2011.07.21 12:13

close

1150

1.65

1.42365

1.42450

1.41630

-1014.75

31218.75

3457

2011.07.21 22:32

buy

1153

1.56

1.44156

0.00000

0.00000

3458

2011.07.21 22:32

modify

1153

1.56

1.44156

1.43606

1.44276

3459

2011.07.21 22:35

buy

1154

1.48

1.44156

0.00000

0.00000

3460

2011.07.21 22:35

modify

1154

1.48

1.44156

1.43606

1.44276

3461

2011.07.21 22:40

buy

1155

1.40

1.44137

0.00000

0.00000

3462

2011.07.21 22:40

modify

1155

1.40

1.44137

1.43587

1.44257

3463

2011.07.21 22:46

close

1155

1.40

1.44211

1.43587

1.44257

103.60

31322.35

3464

2011.07.21 22:46

close

1154

1.48

1.44211

1.43606

1.44276

81.40

31403.75

3465

2011.07.21 22:46

close

1153

1.56

1.44211

1.43606

1.44276

85.80

31489.55

3466

2011.07.26 08:23

buy

1156

1.57

1.44923

0.00000

0.00000

3467

2011.07.26 08:23

modify

1156

1.57

1.44923

1.44373

1.45043

3468

2011.07.26 08:25

buy

1157

1.49

1.44898

0.00000

0.00000

3469

2011.07.26 08:25

modify

1157

1.49

1.44898

1.44348

1.45018

3470

2011.07.26 08:30

buy

1158

1.41

1.44857

0.00000

0.00000

3471

2011.07.26 08:30

modify

1158

1.41

1.44857

1.44307

1.44977

3472

2011.07.26 08:30

close

1158

1.41

1.44950

1.44307

1.44977

131.13

31620.68

3473

2011.07.26 08:30

close

1157

1.49

1.44950

1.44348

1.45018

77.48

31698.16

3474

2011.07.26 08:30

close

1156

1.57

1.44950

1.44373

1.45043

42.39

31740.55

3475

2011.07.26 09:00

buy

1159

1.58

1.44820

0.00000

0.00000

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

56/90

2014/3/22

Strategy Tester: TAIGUN

3476

2011.07.26 09:00

modify

1159

1.58

1.44820

1.44270

1.44940

3477

2011.07.26 11:43

close

1159

1.58

1.44881

1.44270

1.44940

3478

2011.07.27 18:20

sell

1160

1.59

1.43688

0.00000

0.00000

3479

2011.07.27 18:20

modify

1160

1.59

1.43688

1.44388

1.43568

3480

2011.07.27 18:25

sell

1161

1.50

1.43741

0.00000

0.00000

3481

2011.07.27 18:25

modify

1161

1.50

1.43741

1.44441

1.43621

3482

2011.07.27 18:27

close

1161

1.50

1.43709

1.44441

3483

2011.07.27 18:35

close

1160

1.59

1.43645

3484

2011.07.28 03:40

sell

1162

1.59

1.43568

3485

2011.07.28 03:40

modify

1162

1.59

3486

2011.07.28 05:06

close

1162

3487

2011.07.28 13:55

sell

1163

3488

2011.07.28 13:55

modify

3489

2011.07.28 13:58

close

3490

2011.07.28 14:10

3491
3492

96.38

31836.93

1.43621

48.00

31884.93

1.44388

1.43568

68.37

31953.30

0.00000

0.00000

1.43568

1.44268

1.43448

1.59

1.43526

1.44268

1.43448

66.78

32020.08

1.60

1.42957

0.00000

0.00000

1163

1.60

1.42957

1.43657

1.42837

1163

1.60

1.42924

1.43657

1.42837

52.80

32072.88

sell

1164

1.60

1.43037

0.00000

0.00000

2011.07.28 14:10

modify

1164

1.60

1.43037

1.43737

1.42917

2011.07.28 14:22

close

1164

1.60

1.43007

1.43737

1.42917

48.00

32120.88

3493

2011.07.29 17:05

buy

1165

1.60

1.43729

0.00000

0.00000

3494

2011.07.29 17:05

modify

1165

1.60

1.43729

1.43179

1.43849

3495

2011.07.29 17:06

close

1165

1.60

1.43781

1.43179

1.43849

83.20

32204.08

3496

2011.07.29 17:41

buy

1166

1.61

1.43733

0.00000

0.00000

3497

2011.07.29 17:41

modify

1166

1.61

1.43733

1.43183

1.43853

3498

2011.07.29 17:45

close

1166

1.61

1.43795

1.43183

1.43853

99.82

32303.90

3499

2011.08.01 11:15

buy

1167

1.61

1.44275

0.00000

0.00000

3500

2011.08.01 11:15

modify

1167

1.61

1.44275

1.43725

1.44395

3501

2011.08.01 11:19

close

1167

1.61

1.44327

1.43725

1.44395

83.72

32387.62

3502

2011.08.01 11:45

buy

1168

1.61

1.44275

0.00000

0.00000

3503

2011.08.01 11:45

modify

1168

1.61

1.44275

1.43725

1.44395

3504

2011.08.01 13:01

close

1168

1.61

1.43940

1.43725

1.44395

-539.35

31848.27

3505

2011.08.01 16:50

sell

1169

1.59

1.42265

0.00000

0.00000

3506

2011.08.01 16:50

modify

1169

1.59

1.42265

1.42965

1.42145

3507

2011.08.01 16:55

sell

1170

1.50

1.42292

0.00000

0.00000

3508

2011.08.01 16:55

modify

1170

1.50

1.42292

1.42992

1.42172

3509

2011.08.01 17:00

sell

1171

1.41

1.42380

0.00000

0.00000

3510

2011.08.01 17:00

modify

1171

1.41

1.42380

1.43080

1.42260

3511

2011.08.01 17:06

close

1171

1.41

1.42350

1.43080

1.42260

42.30

31890.57

3512

2011.08.01 17:45

sell

1172

1.40

1.42509

0.00000

0.00000

3513

2011.08.01 17:45

modify

1172

1.40

1.42509

1.43209

1.42389

3514

2011.08.01 17:45

close

1172

1.40

1.42479

1.43209

1.42389

42.00

31932.57

3515

2011.08.01 17:53

sell

1173

1.40

1.42485

0.00000

0.00000

3516

2011.08.01 17:53

modify

1173

1.40

1.42485

1.43185

1.42365

3517

2011.08.01 17:56

close

1173

1.40

1.42452

1.43185

1.42365

46.20

31978.77

3518

2011.08.01 18:46

sell

1174

1.39

1.42574

0.00000

0.00000

3519

2011.08.01 18:46

modify

1174

1.39

1.42574

1.43274

1.42454

3520

2011.08.01 18:54

sell

1175

1.30

1.42643

0.00000

0.00000

3521

2011.08.01 18:54

modify

1175

1.30

1.42643

1.43343

1.42523

3522

2011.08.01 18:55

sell

1176

1.24

1.42645

0.00000

0.00000

3523

2011.08.01 18:55

modify

1176

1.24

1.42645

1.43345

1.42525

3524

2011.08.01 19:01

sell

1177

1.17

1.42672

0.00000

0.00000

3525

2011.08.01 19:01

modify

1177

1.17

1.42672

1.43372

1.42552

3526

2011.08.01 19:11

close

1177

1.17

1.42637

1.43372

1.42552

40.95

32019.72

3527

2011.08.01 19:16

close

1176

1.24

1.42618

1.43345

1.42525

33.48

32053.20

3528

2011.08.01 19:16

close

1175

1.30

1.42618

1.43343

1.42523

32.50

32085.70

3529

2011.08.01 20:26

close

1174

1.39

1.42517

1.43274

1.42454

79.23

32164.93

3530

2011.08.02 06:04

close

1170

1.50

1.42575

1.42992

1.42172

-424.50

31740.43

3531

2011.08.02 06:04

close

1169

1.59

1.42575

1.42965

1.42145

-492.90

31247.53

3532

2011.08.03 11:06

buy

1178

1.56

1.43163

0.00000

0.00000

3533

2011.08.03 11:06

modify

1178

1.56

1.43163

1.42613

1.43283

3534

2011.08.03 11:11

buy

1179

1.47

1.43105

0.00000

0.00000

3535

2011.08.03 11:11

modify

1179

1.47

1.43105

1.42555

1.43225

3536

2011.08.03 11:15

buy

1180

1.39

1.43019

0.00000

0.00000

3537

2011.08.03 11:15

modify

1180

1.39

1.43019

1.42469

1.43139

3538

2011.08.03 11:22

buy

1181

1.32

1.43038

0.00000

0.00000

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

57/90

2014/3/22

Strategy Tester: TAIGUN

3538

2011.08.03 11:22

buy

1181

1.32

1.43038

0.00000

0.00000

3539

2011.08.03 11:22

modify

1181

1.32

1.43038

1.42488

1.43158

3540

2011.08.03 11:25

buy

1182

1.23

1.42961

0.00000

0.00000

3541

2011.08.03 11:25

modify

1182

1.23

1.42961

1.42411

1.43081

3542

2011.08.03 11:48

t/p

1182

1.23

1.43081

1.42411

1.43081

147.60

31395.13

3543

2011.08.03 11:58

t/p

1180

1.39

1.43139

1.42469

1.43139

166.80

31561.93

3544

2011.08.03 11:58

close

1181

1.32

1.43139

1.42488

1.43158

133.32

31695.25

3545

2011.08.03 11:58

close

1179

1.47

1.43139

1.42555

1.43225

49.98

31745.23

3546

2011.08.03 11:58

close

1178

1.56

1.43139

1.42613

1.43283

-37.44

31707.79

3547

2011.08.04 15:35

sell

1183

1.58

1.41877

0.00000

0.00000

3548

2011.08.04 15:35

modify

1183

1.58

1.41877

1.42577

1.41757

3549

2011.08.04 15:35

close

1183

1.58

1.41835

1.42577

1.41757

66.36

31774.15

3550

2011.08.05 00:21

sell

1184

1.58

1.40888

0.00000

0.00000

3551

2011.08.05 00:21

modify

1184

1.58

1.40888

1.41588

1.40768

3552

2011.08.05 00:25

sell

1185

1.50

1.40946

0.00000

0.00000

3553

2011.08.05 00:25

modify

1185

1.50

1.40946

1.41646

1.40826

3554

2011.08.05 00:30

sell

1186

1.41

1.40996

0.00000

0.00000

3555

2011.08.05 00:30

modify

1186

1.41

1.40996

1.41696

1.40876

3556

2011.08.05 00:30

close

1186

1.41

1.40965

1.41696

1.40876

43.71

31817.86

3557

2011.08.05 00:34

close

1185

1.50

1.40902

1.41646

1.40826

66.00

31883.86

3558

2011.08.05 01:15

close

1184

1.58

1.40863

1.41588

1.40768

39.50

31923.36

3559

2011.08.05 01:55

sell

1187

1.59

1.41096

0.00000

0.00000

3560

2011.08.05 01:55

modify

1187

1.59

1.41096

1.41796

1.40976

3561

2011.08.05 02:03

close

1187

1.59

1.41064

1.41796

1.40976

50.88

31974.24

3562

2011.08.07 22:55

buy

1188

1.59

1.43106

0.00000

0.00000

3563

2011.08.07 22:55

modify

1188

1.59

1.43106

1.42556

1.43226

3564

2011.08.07 23:07

close

1188

1.59

1.43160

1.42556

1.43226

85.86

32060.10

3565

2011.08.08 08:05

buy

1189

1.60

1.43488

0.00000

0.00000

3566

2011.08.08 08:05

modify

1189

1.60

1.43488

1.42938

1.43608

3567

2011.08.08 08:06

close

1189

1.60

1.43536

1.42938

1.43608

76.80

32136.90

3568

2011.08.08 08:10

buy

1190

1.60

1.43456

0.00000

0.00000

3569

2011.08.08 08:10

modify

1190

1.60

1.43456

1.42906

1.43576

3570

2011.08.08 08:21

close

1190

1.60

1.43509

1.42906

1.43576

84.80

32221.70

3571

2011.08.08 14:55

sell

1191

1.61

1.41919

0.00000

0.00000

3572

2011.08.08 14:55

modify

1191

1.61

1.41919

1.42619

1.41799

3573

2011.08.08 14:58

close

1191

1.61

1.41886

1.42619

1.41799

53.13

32274.83

3574

2011.08.08 15:01

sell

1192

1.61

1.41920

0.00000

0.00000

3575

2011.08.08 15:01

modify

1192

1.61

1.41920

1.42620

1.41800

3576

2011.08.08 15:10

sell

1193

1.50

1.42217

0.00000

0.00000

3577

2011.08.08 15:10

modify

1193

1.50

1.42217

1.42917

1.42097

3578

2011.08.08 15:15

sell

1194

1.42

1.42273

0.00000

0.00000

3579

2011.08.08 15:15

modify

1194

1.42

1.42273

1.42973

1.42153

3580

2011.08.08 15:15

close

1194

1.42

1.42246

1.42973

1.42153

38.34

32313.17

3581

2011.08.08 15:16

close

1193

1.50

1.42185

1.42917

1.42097

48.00

32361.17

3582

2011.08.08 16:37

close

1192

1.61

1.41875

1.42620

1.41800

72.45

32433.62

3583

2011.08.08 23:06

sell

1195

1.62

1.41815

0.00000

0.00000

3584

2011.08.08 23:06

modify

1195

1.62

1.41815

1.42515

1.41695

3585

2011.08.08 23:14

sell

1196

1.53

1.41841

0.00000

0.00000

3586

2011.08.08 23:14

modify

1196

1.53

1.41841

1.42541

1.41721

3587

2011.08.08 23:15

close

1196

1.53

1.41783

1.42541

1.41721

88.74

32522.36

3588

2011.08.08 23:15

close

1195

1.62

1.41783

1.42515

1.41695

51.84

32574.20

3589

2011.08.08 23:45

sell

1197

1.62

1.41857

0.00000

0.00000

3590

2011.08.08 23:45

modify

1197

1.62

1.41857

1.42557

1.41737

3591

2011.08.08 23:45

close

1197

1.62

1.41827

1.42557

1.41737

48.60

32622.80

3592

2011.08.09 23:05

buy

1198

1.63

1.43705

0.00000

0.00000

3593

2011.08.09 23:05

modify

1198

1.63

1.43705

1.43155

1.43825

3594

2011.08.10 06:38

close

1198

1.63

1.43162

1.43155

1.43825

-885.09

31737.71

3595

2011.08.10 17:51

sell

1199

1.58

1.42067

0.00000

0.00000

3596

2011.08.10 17:51

modify

1199

1.58

1.42067

1.42767

1.41947

3597

2011.08.10 17:55

sell

1200

1.50

1.42079

0.00000

0.00000

3598

2011.08.10 17:55

modify

1200

1.50

1.42079

1.42779

1.41959

3599

2011.08.10 18:00

sell

1201

1.42

1.42077

0.00000

0.00000

3600

2011.08.10 18:00

modify

1201

1.42

1.42077

1.42777

1.41957

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

58/90

2014/3/22

Strategy Tester: TAIGUN

3601

2011.08.10 18:05

sell

1202

1.35

1.42101

0.00000

0.00000

3602

2011.08.10 18:05

modify

1202

1.35

1.42101

1.42801

1.41981

3603

2011.08.10 18:15

sell

1203

1.21

1.42325

0.00000

0.00000

3604

2011.08.10 18:15

modify

1203

1.21

1.42325

1.43025

1.42205

3605

2011.08.10 18:16

close

1203

1.21

1.42282

1.43025

1.42205

3606

2011.08.10 18:21

sell

1204

1.22

1.42324

0.00000

0.00000

3607

2011.08.10 18:21

modify

1204

1.22

1.42324

1.43024

1.42204

3608

2011.08.10 18:26

sell

1205

1.15

1.42336

0.00000

0.00000

3609

2011.08.10 18:26

modify

1205

1.15

1.42336

1.43036

1.42216

3610

2011.08.10 18:29

close

1205

1.15

1.42299

1.43036

3611

2011.08.10 18:29

close

1204

1.22

1.42299

1.43024

3612

2011.08.10 18:30

sell

1206

1.21

1.42344

0.00000

0.00000

3613

2011.08.10 18:30

modify

1206

1.21

1.42344

1.43044

1.42224

3614

2011.08.10 18:35

sell

1207

1.15

1.42343

0.00000

0.00000

3615

2011.08.10 18:35

modify

1207

1.15

1.42343

1.43043

1.42223

3616

2011.08.10 18:40

sell

1208

1.09

1.42343

0.00000

0.00000

3617

2011.08.10 18:40

modify

1208

1.09

1.42343

1.43043

1.42223

3618

2011.08.10 18:42

close

1208

1.09

1.42301

1.43043

3619

2011.08.10 18:42

close

1207

1.15

1.42301

1.43043

3620

2011.08.10 18:42

close

1206

1.21

1.42301

3621

2011.08.10 18:54

close

1202

1.35

3622

2011.08.10 18:56

close

1201

3623

2011.08.10 18:56

close

3624

2011.08.10 18:59

3625

2011.08.11 00:05

3626
3627

52.03

31789.74

1.42216

42.55

31832.29

1.42204

30.50

31862.79

1.42223

45.78

31908.57

1.42223

48.30

31956.87

1.43044

1.42224

52.03

32008.90

1.42056

1.42801

1.41981

60.75

32069.65

1.42

1.42048

1.42777

1.41957

41.18

32110.83

1200

1.50

1.42048

1.42779

1.41959

46.50

32157.33

close

1199

1.58

1.42022

1.42767

1.41947

71.10

32228.43

sell

1209

1.61

1.41627

0.00000

0.00000

2011.08.11 00:05

modify

1209

1.61

1.41627

1.42327

1.41507

2011.08.11 00:09

close

1209

1.61

1.41599

1.42327

1.41507

45.08

32273.51

3628

2011.08.11 00:12

sell

1210

1.61

1.41672

0.00000

0.00000

3629

2011.08.11 00:12

modify

1210

1.61

1.41672

1.42372

1.41552

3630

2011.08.11 00:12

close

1210

1.61

1.41626

1.42372

1.41552

74.06

32347.57

3631

2011.08.11 00:34

sell

1211

1.61

1.41692

0.00000

0.00000

3632

2011.08.11 00:34

modify

1211

1.61

1.41692

1.42392

1.41572

3633

2011.08.11 00:35

sell

1212

1.53

1.41690

0.00000

0.00000

3634

2011.08.11 00:35

modify

1212

1.53

1.41690

1.42390

1.41570

3635

2011.08.11 00:40

sell

1213

1.44

1.41781

0.00000

0.00000

3636

2011.08.11 00:40

modify

1213

1.44

1.41781

1.42481

1.41661

3637

2011.08.11 00:40

close

1213

1.44

1.41751

1.42481

1.41661

43.20

32390.77

3638

2011.08.11 01:14

close

1212

1.53

1.41662

1.42390

1.41570

42.84

32433.61

3639

2011.08.11 01:14

close

1211

1.61

1.41662

1.42392

1.41572

48.30

32481.91

3640

2011.08.15 17:21

buy

1214

1.62

1.44357

0.00000

0.00000

3641

2011.08.15 17:21

modify

1214

1.62

1.44357

1.43807

1.44477

3642

2011.08.15 17:24

close

1214

1.62

1.44418

1.43807

1.44477

98.82

32580.73

3643

2011.08.17 14:40

buy

1215

1.62

1.44729

0.00000

0.00000

3644

2011.08.17 14:40

modify

1215

1.62

1.44729

1.44179

1.44849

3645

2011.08.17 14:42

close

1215

1.62

1.44784

1.44179

1.44849

89.10

32669.83

3646

2011.08.18 18:10

sell

1216

1.63

1.43229

0.00000

0.00000

3647

2011.08.18 18:10

modify

1216

1.63

1.43229

1.43929

1.43109

3648

2011.08.18 18:15

sell

1217

1.54

1.43268

0.00000

0.00000

3649

2011.08.18 18:15

modify

1217

1.54

1.43268

1.43968

1.43148

3650

2011.08.18 18:41

close

1217

1.54

1.43233

1.43968

1.43148

53.90

32723.73

3651

2011.08.18 19:01

close

1216

1.63

1.43198

1.43929

1.43109

50.53

32774.26

3652

2011.08.19 17:30

buy

1218

1.63

1.43958

0.00000

0.00000

3653

2011.08.19 17:30

modify

1218

1.63

1.43958

1.43408

1.44078

3654

2011.08.19 19:46

close

1218

1.63

1.44011

1.43408

1.44078

86.39

32860.65

3655

2011.08.23 10:55

buy

1219

1.64

1.44720

0.00000

0.00000

3656

2011.08.23 10:55

modify

1219

1.64

1.44720

1.44170

1.44840

3657

2011.08.23 11:00

buy

1220

1.55

1.44682

0.00000

0.00000

3658

2011.08.23 11:00

modify

1220

1.55

1.44682

1.44132

1.44802

3659

2011.08.23 11:10

close

1220

1.55

1.44752

1.44132

1.44802

108.50

32969.15

3660

2011.08.23 11:10

close

1219

1.64

1.44752

1.44170

1.44840

52.48

33021.63

3661

2011.08.23 12:06

buy

1221

1.65

1.44650

0.00000

0.00000

3662

2011.08.23 12:06

modify

1221

1.65

1.44650

1.44100

1.44770

3663

2011.08.23 13:37

s/l

1221

1.65

1.44100

1.44100

1.44770

-907.50

32114.13

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

59/90

2014/3/22

Strategy Tester: TAIGUN

3664

2011.08.29 07:30

buy

1222

1.60

1.45278

0.00000

0.00000

3665

2011.08.29 07:30

modify

1222

1.60

1.45278

1.44728

1.45398

3666

2011.08.29 07:36

buy

1223

1.52

1.45262

0.00000

0.00000

3667

2011.08.29 07:36

modify

1223

1.52

1.45262

1.44712

1.45382

3668

2011.08.29 07:46

close

1223

1.52

1.45321

1.44712

1.45382

89.68

32203.81

3669

2011.08.29 07:46

close

1222

1.60

1.45321

1.44728

1.45398

68.80

32272.61

3670

2011.08.29 07:50

buy

1224

1.61

1.45239

0.00000

0.00000

3671

2011.08.29 07:50

modify

1224

1.61

1.45239

1.44689

1.45359

3672

2011.08.29 07:55

close

1224

1.61

1.45300

1.44689

1.45359

98.21

32370.82

3673

2011.08.29 08:10

buy

1225

1.61

1.45239

0.00000

0.00000

3674

2011.08.29 08:10

modify

1225

1.61

1.45239

1.44689

1.45359

3675

2011.08.29 09:37

close

1225

1.61

1.44988

1.44689

1.45359

-404.11

31966.71

3676

2011.08.30 12:21

sell

1226

1.59

1.44200

0.00000

0.00000

3677

2011.08.30 12:21

modify

1226

1.59

1.44200

1.44900

1.44080

3678

2011.08.30 12:25

close

1226

1.59

1.44156

1.44900

1.44080

69.96

32036.67

3679

2011.08.30 12:40

sell

1227

1.60

1.44245

0.00000

0.00000

3680

2011.08.30 12:40

modify

1227

1.60

1.44245

1.44945

1.44125

3681

2011.08.30 12:45

sell

1228

1.51

1.44301

0.00000

0.00000

3682

2011.08.30 12:45

modify

1228

1.51

1.44301

1.45001

1.44181

3683

2011.08.30 12:47

close

1228

1.51

1.44271

1.45001

1.44181

45.30

32081.97

3684

2011.08.30 12:56

close

1227

1.60

1.44202

1.44945

1.44125

68.80

32150.77

3685

2011.08.30 13:30

sell

1229

1.60

1.44338

0.00000

0.00000

3686

2011.08.30 13:30

modify

1229

1.60

1.44338

1.45038

1.44218

3687

2011.08.30 13:30

close

1229

1.60

1.44307

1.45038

1.44218

49.60

32200.37

3688

2011.08.30 13:45

sell

1230

1.61

1.44322

0.00000

0.00000

3689

2011.08.30 13:45

modify

1230

1.61

1.44322

1.45022

1.44202

3690

2011.08.30 14:00

close

1230

1.61

1.44276

1.45022

1.44202

74.06

32274.43

3691

2011.09.01 11:46

sell

1231

1.61

1.42877

0.00000

0.00000

3692

2011.09.01 11:46

modify

1231

1.61

1.42877

1.43577

1.42757

3693

2011.09.01 11:53

close

1231

1.61

1.42832

1.43577

1.42757

72.45

32346.88

3694

2011.09.01 12:55

sell

1232

1.61

1.42957

0.00000

0.00000

3695

2011.09.01 12:55

modify

1232

1.61

1.42957

1.43657

1.42837

3696

2011.09.01 13:05

close

1232

1.61

1.42927

1.43657

1.42837

48.30

32395.18

3697

2011.09.01 15:55

sell

1233

1.61

1.42771

0.00000

0.00000

3698

2011.09.01 15:55

modify

1233

1.61

1.42771

1.43471

1.42651

3699

2011.09.01 16:00

sell

1234

1.53

1.42821

0.00000

0.00000

3700

2011.09.01 16:00

modify

1234

1.53

1.42821

1.43521

1.42701

3701

2011.09.01 16:03

close

1234

1.53

1.42785

1.43521

1.42701

55.08

32450.26

3702

2011.09.01 16:05

sell

1235

1.53

1.42817

0.00000

0.00000

3703

2011.09.01 16:05

modify

1235

1.53

1.42817

1.43517

1.42697

3704

2011.09.01 16:10

sell

1236

1.45

1.42838

0.00000

0.00000

3705

2011.09.01 16:10

modify

1236

1.45

1.42838

1.43538

1.42718

3706

2011.09.01 16:15

close

1236

1.45

1.42799

1.43538

1.42718

56.55

32506.81

3707

2011.09.01 16:17

close

1235

1.53

1.42780

1.43517

1.42697

56.61

32563.42

3708

2011.09.01 17:47

close

1233

1.61

1.42744

1.43471

1.42651

43.47

32606.89

3709

2011.09.05 00:06

sell

1237

1.63

1.41589

0.00000

0.00000

3710

2011.09.05 00:06

modify

1237

1.63

1.41589

1.42289

1.41469

3711

2011.09.05 00:08

close

1237

1.63

1.41547

1.42289

1.41469

68.46

32675.35

3712

2011.09.05 01:15

sell

1238

1.63

1.41617

0.00000

0.00000

3713

2011.09.05 01:15

modify

1238

1.63

1.41617

1.42317

1.41497

3714

2011.09.05 01:15

close

1238

1.63

1.41573

1.42317

1.41497

71.72

32747.07

3715

2011.09.06 11:10

buy

1239

1.63

1.41680

0.00000

0.00000

3716

2011.09.06 11:10

modify

1239

1.63

1.41680

1.41130

1.41800

3717

2011.09.06 11:15

buy

1240

1.55

1.41642

0.00000

0.00000

3718

2011.09.06 11:15

modify

1240

1.55

1.41642

1.41092

1.41762

3719

2011.09.06 11:57

s/l

1239

1.63

1.41130

1.41130

1.41800

-896.50

31850.57

3720

2011.09.06 11:59

s/l

1240

1.55

1.41092

1.41092

1.41762

-852.50

30998.07

3721

2011.09.06 17:50

sell

1241

1.54

1.40038

0.00000

0.00000

3722

2011.09.06 17:50

modify

1241

1.54

1.40038

1.40738

1.39918

3723

2011.09.06 17:55

sell

1242

1.47

1.40035

0.00000

0.00000

3724

2011.09.06 17:55

modify

1242

1.47

1.40035

1.40735

1.39915

3725

2011.09.06 18:00

sell

1243

1.39

1.40045

0.00000

0.00000

3726

2011.09.06 18:00

modify

1243

1.39

1.40045

1.40745

1.39925

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

60/90

2014/3/22

Strategy Tester: TAIGUN

3727

2011.09.06 18:07

sell

1244

1.32

1.40046

0.00000

0.00000

3728

2011.09.06 18:07

modify

1244

1.32

1.40046

1.40746

1.39926

3729

2011.09.06 18:11

sell

1245

1.25

1.40061

0.00000

0.00000

3730

2011.09.06 18:11

modify

1245

1.25

1.40061

1.40761

1.39941

3731

2011.09.06 18:15

sell

1246

1.17

1.40099

0.00000

0.00000

3732

2011.09.06 18:15

modify

1246

1.17

1.40099

1.40799

1.39979

3733

2011.09.06 18:24

sell

1247

1.10

1.40131

0.00000

0.00000

3734

2011.09.06 18:24

modify

1247

1.10

1.40131

1.40831

1.40011

3735

2011.09.06 18:25

sell

1248

1.03

1.40149

0.00000

0.00000

3736

2011.09.06 18:25

modify

1248

1.03

1.40149

1.40849

1.40029

3737

2011.09.06 18:32

sell

1249

0.98

1.40150

0.00000

0.00000

3738

2011.09.06 18:32

modify

1249

0.98

1.40150

1.40850

1.40030

3739

2011.09.06 18:36

close

1249

0.98

1.40121

1.40850

1.40030

28.42

31026.49

3740

2011.09.06 18:36

close

1248

1.03

1.40121

1.40849

1.40029

28.84

31055.33

3741

2011.09.06 18:37

close

1247

1.10

1.40092

1.40831

1.40011

42.90

31098.23

3742

2011.09.06 18:38

close

1246

1.17

1.40060

1.40799

1.39979

45.63

31143.86

3743

2011.09.06 18:40

close

1245

1.25

1.40013

1.40761

1.39941

60.00

31203.86

3744

2011.09.06 18:40

close

1244

1.32

1.40013

1.40746

1.39926

43.56

31247.42

3745

2011.09.06 18:40

close

1243

1.39

1.40013

1.40745

1.39925

44.48

31291.90

3746

2011.09.06 18:40

close

1241

1.54

1.40013

1.40738

1.39918

38.50

31330.40

3747

2011.09.06 18:42

close

1242

1.47

1.40002

1.40735

1.39915

48.51

31378.91

3748

2011.09.08 23:40

sell

1250

1.56

1.39147

0.00000

0.00000

3749

2011.09.08 23:40

modify

1250

1.56

1.39147

1.39847

1.39027

3750

2011.09.08 23:42

close

1250

1.56

1.39103

1.39847

1.39027

68.64

31447.55

3751

2011.09.09 00:20

sell

1251

1.57

1.39190

0.00000

0.00000

3752

2011.09.09 00:20

modify

1251

1.57

1.39190

1.39890

1.39070

3753

2011.09.09 00:55

close

1251

1.57

1.39147

1.39890

1.39070

67.51

31515.06

3754

2011.09.09 12:30

sell

1252

1.57

1.38370

0.00000

0.00000

3755

2011.09.09 12:30

modify

1252

1.57

1.38370

1.39070

1.38250

3756

2011.09.09 12:32

close

1252

1.57

1.38338

1.39070

1.38250

50.24

31565.30

3757

2011.09.09 17:07

sell

1253

1.57

1.36845

0.00000

0.00000

3758

2011.09.09 17:07

modify

1253

1.57

1.36845

1.37545

1.36725

3759

2011.09.09 17:10

sell

1254

1.48

1.36965

0.00000

0.00000

3760

2011.09.09 17:10

modify

1254

1.48

1.36965

1.37665

1.36845

3761

2011.09.09 17:15

sell

1255

1.38

1.37159

0.00000

0.00000

3762

2011.09.09 17:15

modify

1255

1.38

1.37159

1.37859

1.37039

3763

2011.09.09 17:18

close

1255

1.38

1.37127

1.37859

1.37039

44.16

31609.46

3764

2011.09.09 17:23

close

1254

1.48

1.36931

1.37665

1.36845

50.32

31659.78

3765

2011.09.09 17:28

close

1253

1.57

1.36815

1.37545

1.36725

47.10

31706.88

3766

2011.09.11 22:40

sell

1256

1.58

1.35987

0.00000

0.00000

3767

2011.09.11 22:40

modify

1256

1.58

1.35987

1.36687

1.35867

3768

2011.09.11 22:46

close

1256

1.58

1.35949

1.36687

1.35867

60.04

31766.92

3769

2011.09.11 23:00

sell

1257

1.58

1.36064

0.00000

0.00000

3770

2011.09.11 23:00

modify

1257

1.58

1.36064

1.36764

1.35944

3771

2011.09.11 23:00

close

1257

1.58

1.36036

1.36764

1.35944

44.24

31811.16

3772

2011.09.11 23:05

sell

1258

1.59

1.36165

0.00000

0.00000

3773

2011.09.11 23:05

modify

1258

1.59

1.36165

1.36865

1.36045

3774

2011.09.11 23:10

sell

1259

1.50

1.36195

0.00000

0.00000

3775

2011.09.11 23:10

modify

1259

1.50

1.36195

1.36895

1.36075

3776

2011.09.11 23:13

close

1259

1.50

1.36164

1.36895

1.36075

46.50

31857.66

3777

2011.09.11 23:16

close

1258

1.59

1.36115

1.36865

1.36045

79.50

31937.16

3778

2011.09.13 18:50

buy

1260

1.59

1.37118

0.00000

0.00000

3779

2011.09.13 18:50

modify

1260

1.59

1.37118

1.36568

1.37238

3780

2011.09.13 18:56

buy

1261

1.51

1.37080

0.00000

0.00000

3781

2011.09.13 18:56

modify

1261

1.51

1.37080

1.36530

1.37200

3782

2011.09.13 18:57

close

1261

1.51

1.37161

1.36530

1.37200

122.31

32059.47

3783

2011.09.13 18:57

close

1260

1.59

1.37161

1.36568

1.37238

68.37

32127.84

3784

2011.09.14 20:06

buy

1262

1.60

1.37513

0.00000

0.00000

3785

2011.09.14 20:06

modify

1262

1.60

1.37513

1.36963

1.37633

3786

2011.09.14 20:10

buy

1263

1.51

1.37449

0.00000

0.00000

3787

2011.09.14 20:10

modify

1263

1.51

1.37449

1.36899

1.37569

3788

2011.09.14 20:24

close

1263

1.51

1.37529

1.36899

1.37569

120.80

32248.64

3789

2011.09.14 20:24

close

1262

1.60

1.37529

1.36963

1.37633

25.60

32274.24

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

61/90

2014/3/22

Strategy Tester: TAIGUN

3789

2011.09.14 20:24

close

1262

1.60

1.37529

1.36963

1.37633

3790

2011.09.15 12:05

buy

1264

1.61

1.37924

0.00000

0.00000

25.60

32274.24

3791

2011.09.15 12:05

modify

1264

1.61

1.37924

1.37374

1.38044

3792

2011.09.15 12:16

close

1264

1.61

1.37975

1.37374

1.38044

3793

2011.09.18 23:10

sell

1265

1.61

1.37048

0.00000

0.00000

82.11

32356.35

3794

2011.09.18 23:10

modify

1265

1.61

1.37048

1.37748

1.36928

3795

2011.09.18 23:16

sell

1266

1.53

1.37048

0.00000

0.00000

3796

2011.09.18 23:16

modify

1266

1.53

1.37048

1.37748

1.36928

3797

2011.09.18 23:22

close

1266

1.53

1.37018

1.37748

3798

2011.09.18 23:22

close

1265

1.61

1.37018

1.37748

1.36928

45.90

32402.25

1.36928

48.30

32450.55

3799

2011.09.19 03:10

sell

1267

1.62

1.36670

0.00000

0.00000

3800

2011.09.19 03:10

modify

1267

1.62

1.36670

1.37370

1.36550

3801

2011.09.19 03:16

sell

1268

1.54

1.36666

0.00000

0.00000

3802

2011.09.19 03:16

modify

1268

1.54

1.36666

1.37366

1.36546

3803

2011.09.19 03:23

close

1268

1.54

1.36623

1.37366

3804

2011.09.19 03:23

close

1267

1.62

1.36623

1.37370

1.36546

66.22

32516.77

1.36550

76.14

3805

2011.09.19 06:49

sell

1269

1.62

1.36819

0.00000

0.00000

32592.91

3806

2011.09.19 06:49

modify

1269

1.62

1.36819

1.37519

1.36699

3807

2011.09.19 06:50

sell

1270

1.54

1.36828

0.00000

0.00000

3808

2011.09.19 06:50

modify

1270

1.54

1.36828

1.37528

1.36708

3809

2011.09.19 08:01

close

1270

1.54

1.36781

1.37528

1.36708

72.38

32665.29

3810

2011.09.19 08:01

close

1269

1.62

1.36781

3811

2011.09.19 15:10

sell

1271

1.63

1.36246

1.37519

1.36699

61.56

32726.85

0.00000

0.00000

3812

2011.09.19 15:10

modify

1271

1.63

3813

2011.09.19 18:08

close

1271

1.63

1.36246

1.36946

1.36126

1.36553

1.36946

3814

2011.09.21 22:00

sell

1272

1.36126

-500.41

32226.44

1.61

1.35871

0.00000

0.00000

3815

2011.09.21 22:00

modify

3816

2011.09.21 22:08

sell

1272

1.61

1.35871

1.36571

1.35751

1273

1.52

1.35874

0.00000

3817

2011.09.21 22:08

0.00000

modify

1273

1.52

1.35874

1.36574

3818

1.35754

2011.09.21 22:10

sell

1274

1.45

1.35878

0.00000

0.00000

3819

2011.09.21 22:10

modify

1274

1.45

1.35878

1.36578

1.35758

3820

2011.09.21 22:15

sell

1275

1.36

1.35920

0.00000

0.00000

3821

2011.09.21 22:15

modify

1275

1.36

1.35920

1.36620

1.35800

3822

2011.09.21 22:20

sell

1276

1.28

1.35952

0.00000

0.00000

3823

2011.09.21 22:20

modify

1276

1.28

1.35952

1.36652

1.35832

3824

2011.09.21 22:22

close

1276

1.28

1.35922

1.36652

1.35832

38.40

32264.84

3825

2011.09.21 22:28

sell

1277

1.29

1.35944

0.00000

0.00000

3826

2011.09.21 22:28

modify

1277

1.29

1.35944

1.36644

1.35824

3827

2011.09.21 22:30

sell

1278

1.22

1.35957

0.00000

0.00000

3828

2011.09.21 22:30

modify

1278

1.22

1.35957

1.36657

1.35837

3829

2011.09.21 22:35

sell

1279

1.16

1.35956

0.00000

0.00000

3830

2011.09.21 22:35

modify

1279

1.16

1.35956

1.36656

1.35836

3831

2011.09.21 22:45

close

1279

1.16

1.35921

1.36656

1.35836

40.60

32305.44

3832

2011.09.21 22:45

close

1278

1.22

1.35921

1.36657

1.35837

43.92

32349.36

3833

2011.09.21 22:45

close

1275

1.36

1.35884

1.36620

1.35800

48.96

32398.32

3834

2011.09.21 22:45

close

1277

1.29

1.35886

1.36644

1.35824

74.82

32473.14

3835

2011.09.21 22:49

close

1274

1.45

1.35845

1.36578

1.35758

47.85

32520.99

3836

2011.09.21 22:49

close

1273

1.52

1.35845

1.36574

1.35754

44.08

32565.07

3837

2011.09.21 22:49

close

1272

1.61

1.35845

1.36571

1.35751

41.86

32606.93

3838

2011.09.22 01:45

sell

1280

1.63

1.35823

0.00000

0.00000

3839

2011.09.22 01:45

modify

1280

1.63

1.35823

1.36523

1.35703

3840

2011.09.22 01:48

close

1280

1.63

1.35793

1.36523

1.35703

48.90

32655.83

3841

2011.09.22 05:40

sell

1281

1.63

1.35560

0.00000

0.00000

3842

2011.09.22 05:40

modify

1281

1.63

1.35560

1.36260

1.35440

3843

2011.09.22 05:45

sell

1282

1.54

1.35641

0.00000

0.00000

3844

2011.09.22 05:45

modify

1282

1.54

1.35641

1.36341

1.35521

3845

2011.09.22 05:47

close

1282

1.54

1.35611

1.36341

1.35521

46.20

32702.03

3846

2011.09.22 05:57

close

1281

1.63

1.35525

1.36260

1.35440

57.05

32759.08

3847

2011.09.22 16:36

sell

1283

1.63

1.34707

0.00000

0.00000

3848

2011.09.22 16:36

modify

1283

1.63

1.34707

1.35407

1.34587

3849

2011.09.22 17:39

close

1283

1.63

1.34675

1.35407

1.34587

52.16

32811.24

3850

2011.09.27 15:30

buy

1284

1.64

1.36083

0.00000

0.00000

3851

2011.09.27 15:30

modify

1284

1.64

1.36083

1.35533

1.36203

3852

2011.09.27 15:33

close

1284

1.64

1.36137

1.35533

1.36203

88.56

32899.80

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

62/90

2014/3/22

Strategy Tester: TAIGUN

3852

2011.09.27 15:33

close

1284

1.64

1.36137

1.35533

1.36203

3853

2011.09.27 15:50

buy

1285

1.64

1.36059

0.00000

0.00000

88.56

32899.80

3854

2011.09.27 15:50

modify

1285

1.64

1.36059

1.35509

1.36179

3855

2011.09.27 16:04

close

1285

1.64

1.36120

1.35509

1.36179

3856

2011.09.28 12:00

buy

1286

1.64

1.36380

0.00000

0.00000

100.04

32999.84

3857

2011.09.28 12:00

modify

1286

1.64

1.36380

1.35830

1.36500

3858

2011.09.28 12:07

buy

1287

1.56

1.36363

0.00000

0.00000

3859

2011.09.28 12:07

modify

1287

1.56

1.36363

1.35813

1.36483

3860

2011.09.28 12:26

close

1287

1.56

1.36420

1.35813

3861

2011.09.28 12:26

close

1286

1.64

1.36420

1.35830

1.36483

88.92

33088.76

1.36500

65.60

3862

2011.09.29 09:35

buy

1288

1.65

1.36332

0.00000

0.00000

33154.36

3863

2011.09.29 09:35

modify

1288

1.65

1.36332

1.35782

1.36452

3864

2011.09.29 09:43

close

1288

1.65

1.36380

1.35782

1.36452

3865

2011.09.30 04:55

sell

1289

1.66

1.35417

0.00000

0.00000

79.20

33233.56

3866

2011.09.30 04:55

modify

1289

1.66

1.35417

1.36117

1.35297

3867

2011.09.30 05:00

sell

1290

1.57

1.35438

0.00000

0.00000

3868

2011.09.30 05:00

modify

1290

1.57

1.35438

1.36138

1.35318

3869

2011.09.30 05:05

sell

1291

1.49

1.35455

0.00000

0.00000

3870

2011.09.30 05:05

modify

1291

1.49

1.35455

1.36155

1.35335

3871

2011.09.30 05:10

sell

1292

1.41

1.35465

0.00000

0.00000

3872

2011.09.30 05:10

modify

1292

1.41

1.35465

1.36165

1.35345

3873

2011.09.30 06:04

close

1292

1.41

1.35433

1.36165

3874

2011.09.30 06:05

close

1291

1.49

1.35426

1.36155

1.35345

45.12

33278.68

1.35335

43.21

3875

2011.09.30 06:07

close

1290

1.57

1.35381

33321.89

1.36138

1.35318

89.49

3876

2011.09.30 06:07

close

1289

1.66

33411.38

1.35381

1.36117

1.35297

59.76

3877

2011.09.30 12:31

sell

1293

33471.14

1.67

1.35057

0.00000

0.00000

3878

2011.09.30 12:31

modify

3879

2011.09.30 12:33

close

1293

1.67

1.35057

1.35757

1.34937

1293

1.67

1.35022

1.35757

3880

2011.09.30 15:45

1.34937

58.45

33529.59

sell

1294

1.67

1.34600

0.00000

0.00000

3881
3882

2011.09.30 15:45

modify

1294

1.67

1.34600

1.35300

1.34480

2011.09.30 15:46

close

1294

1.67

1.34557

1.35300

1.34480

71.81

33601.40

3883

2011.09.30 15:50

sell

1295

1.68

1.34601

0.00000

0.00000

3884

2011.09.30 15:50

modify

1295

1.68

1.34601

1.35301

1.34481

3885

2011.09.30 15:51

close

1295

1.68

1.34571

1.35301

1.34481

50.40

33651.80

3886

2011.09.30 18:05

sell

1296

1.68

1.34599

0.00000

0.00000

3887

2011.09.30 18:05

modify

1296

1.68

1.34599

1.35299

1.34479

3888

2011.09.30 18:06

close

1296

1.68

1.34568

1.35299

1.34479

52.08

33703.88

3889

2011.09.30 21:30

sell

1297

1.68

1.34076

0.00000

0.00000

3890

2011.09.30 21:30

modify

1297

1.68

1.34076

1.34776

1.33956

3891

2011.09.30 21:34

close

1297

1.68

1.34033

1.34776

1.33956

72.24

33776.12

3892

2011.10.02 22:50

sell

1298

1.68

1.33590

0.00000

0.00000

3893

2011.10.02 22:50

modify

1298

1.68

1.33590

1.34290

1.33470

3894

2011.10.02 22:55

sell

1299

1.60

1.33628

0.00000

0.00000

3895

2011.10.02 22:55

modify

1299

1.60

1.33628

1.34328

1.33508

3896

2011.10.02 23:00

close

1299

1.60

1.33598

1.34328

1.33508

48.00

33824.12

3897

2011.10.02 23:00

sell

1300

1.60

1.33620

0.00000

0.00000

3898

2011.10.02 23:00

modify

1300

1.60

1.33620

1.34320

1.33500

3899

2011.10.02 23:05

sell

1301

1.51

1.33649

0.00000

0.00000

3900

2011.10.02 23:05

modify

1301

1.51

1.33649

1.34349

1.33529

3901

2011.10.02 23:10

sell

1302

1.43

1.33668

0.00000

0.00000

3902

2011.10.02 23:10

modify

1302

1.43

1.33668

1.34368

1.33548

3903

2011.10.02 23:14

close

1302

1.43

1.33632

1.34368

1.33548

51.48

33875.60

3904

2011.10.02 23:16

sell

1303

1.43

1.33667

0.00000

0.00000

3905

2011.10.02 23:16

modify

1303

1.43

1.33667

1.34367

1.33547

3906

2011.10.02 23:20

sell

1304

1.36

1.33667

0.00000

0.00000

3907

2011.10.02 23:20

modify

1304

1.36

1.33667

1.34367

1.33547

3908

2011.10.02 23:25

close

1304

1.36

1.33626

1.34367

1.33547

55.76

33931.36

3909

2011.10.02 23:25

close

1303

1.43

1.33626

1.34367

1.33547

58.63

33989.99

3910

2011.10.02 23:31

close

1301

1.51

1.33596

1.34349

1.33529

80.03

34070.02

3911

2011.10.02 23:41

close

1300

1.60

1.33578

1.34320

1.33500

67.20

34137.22

3912

2011.10.02 23:48

close

1298

1.68

1.33547

1.34290

1.33470

72.24

34209.46

3913

2011.10.03 00:30

sell

1305

1.71

1.33678

0.00000

0.00000

3914

2011.10.03 00:30

modify

1305

1.71

1.33678

1.34378

1.33558

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

63/90

2014/3/22

Strategy Tester: TAIGUN

3915

2011.10.03 00:37

sell

1306

1.62

1.33686

0.00000

0.00000

3916

2011.10.03 00:37

modify

1306

1.62

1.33686

1.34386

1.33566

3917

2011.10.03 00:40

close

1306

1.62

1.33653

1.34386

1.33566

53.46

34262.92

3918

2011.10.03 00:42

close

1305

1.71

1.33649

1.34378

1.33558

49.59

34312.51

3919

2011.10.03 05:40

sell

1307

1.71

1.33325

0.00000

0.00000

3920

2011.10.03 05:40

modify

1307

1.71

1.33325

1.34025

1.33205

3921

2011.10.03 05:45

sell

1308

1.62

1.33360

0.00000

0.00000

3922

2011.10.03 05:45

modify

1308

1.62

1.33360

1.34060

1.33240

3923

2011.10.03 05:50

sell

1309

1.53

1.33394

0.00000

0.00000

3924

2011.10.03 05:50

modify

1309

1.53

1.33394

1.34094

1.33274

3925

2011.10.03 05:52

close

1309

1.53

1.33339

1.34094

1.33274

84.15

34396.66

3926

2011.10.03 05:52

close

1308

1.62

1.33298

1.34060

1.33240

100.44

34497.10

3927

2011.10.03 05:52

close

1307

1.71

1.33298

1.34025

1.33205

46.17

34543.27

3928

2011.10.04 01:05

sell

1310

1.72

1.32004

0.00000

0.00000

3929

2011.10.04 01:05

modify

1310

1.72

1.32004

1.32704

1.31884

3930

2011.10.04 01:13

sell

1311

1.63

1.32043

0.00000

0.00000

3931

2011.10.04 01:13

modify

1311

1.63

1.32043

1.32743

1.31923

3932

2011.10.04 01:15

sell

1312

1.55

1.32060

0.00000

0.00000

3933

2011.10.04 01:15

modify

1312

1.55

1.32060

1.32760

1.31940

3934

2011.10.04 01:15

close

1312

1.55

1.32025

1.32760

1.31940

54.25

34597.52

3935

2011.10.04 01:19

close

1311

1.63

1.32004

1.32743

1.31923

63.57

34661.09

3936

2011.10.04 01:20

sell

1313

1.64

1.32055

0.00000

0.00000

3937

2011.10.04 01:20

modify

1313

1.64

1.32055

1.32755

1.31935

3938

2011.10.04 01:25

sell

1314

1.55

1.32056

0.00000

0.00000

3939

2011.10.04 01:25

modify

1314

1.55

1.32056

1.32756

1.31936

3940

2011.10.04 01:30

sell

1315

1.47

1.32066

0.00000

0.00000

3941

2011.10.04 01:30

modify

1315

1.47

1.32066

1.32766

1.31946

3942

2011.10.04 01:35

sell

1316

1.39

1.32090

0.00000

0.00000

3943

2011.10.04 01:35

modify

1316

1.39

1.32090

1.32790

1.31970

3944

2011.10.04 01:40

sell

1317

1.30

1.32141

0.00000

0.00000

3945

2011.10.04 01:40

modify

1317

1.30

1.32141

1.32841

1.32021

3946

2011.10.04 01:45

sell

1318

1.23

1.32142

0.00000

0.00000

3947

2011.10.04 01:45

modify

1318

1.23

1.32142

1.32842

1.32022

3948

2011.10.04 01:50

close

1318

1.23

1.32094

1.32842

1.32022

59.04

34720.13

3949

2011.10.04 01:50

close

1317

1.30

1.32094

1.32841

1.32021

61.10

34781.23

3950

2011.10.04 02:00

sell

1319

1.30

1.32147

0.00000

0.00000

3951

2011.10.04 02:00

modify

1319

1.30

1.32147

1.32847

1.32027

3952

2011.10.04 02:09

close

1319

1.30

1.32108

1.32847

1.32027

50.70

34831.93

3953

2011.10.04 02:37

close

1316

1.39

1.32060

1.32790

1.31970

41.70

34873.63

3954

2011.10.04 02:38

close

1315

1.47

1.32030

1.32766

1.31946

52.92

34926.55

3955

2011.10.04 02:38

close

1314

1.55

1.32018

1.32756

1.31936

58.90

34985.45

3956

2011.10.04 02:38

close

1313

1.64

1.32018

1.32755

1.31935

60.68

35046.13

3957

2011.10.04 03:31

close

1310

1.72

1.31971

1.32704

1.31884

56.76

35102.89

3958

2011.10.04 22:30

buy

1320

1.75

1.33246

0.00000

0.00000

3959

2011.10.04 22:30

modify

1320

1.75

1.33246

1.32696

1.33366

3960

2011.10.04 22:36

buy

1321

1.66

1.33221

0.00000

0.00000

3961

2011.10.04 22:36

modify

1321

1.66

1.33221

1.32671

1.33341

3962

2011.10.04 22:41

buy

1322

1.57

1.33174

0.00000

0.00000

3963

2011.10.04 22:41

modify

1322

1.57

1.33174

1.32624

1.33294

3964

2011.10.04 22:48

buy

1323

1.48

1.33165

0.00000

0.00000

3965

2011.10.04 22:48

modify

1323

1.48

1.33165

1.32615

1.33285

3966

2011.10.04 22:50

buy

1324

1.41

1.33165

0.00000

0.00000

3967

2011.10.04 22:50

modify

1324

1.41

1.33165

1.32615

1.33285

3968

2011.10.04 22:58

close

1324

1.41

1.33246

1.32615

1.33285

114.21

35217.10

3969

2011.10.04 22:58

close

1323

1.48

1.33246

1.32615

1.33285

119.88

35336.98

3970

2011.10.04 22:58

close

1322

1.57

1.33246

1.32624

1.33294

113.04

35450.02

3971

2011.10.04 22:58

close

1321

1.66

1.33246

1.32671

1.33341

41.50

35491.52

3972

2011.10.04 22:58

close

1320

1.75

1.33246

1.32696

1.33366

0.00

35491.52

3973

2011.10.06 16:51

buy

1325

1.77

1.33934

0.00000

0.00000

3974

2011.10.06 16:51

modify

1325

1.77

1.33934

1.33384

1.34054

3975

2011.10.06 17:03

close

1325

1.77

1.33983

1.33384

1.34054

86.73

35578.25

3976

2011.10.06 21:20

buy

1326

1.77

1.34317

0.00000

0.00000

3977

2011.10.06 21:20

modify

1326

1.77

1.34317

1.33767

1.34437

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

64/90

2014/3/22

Strategy Tester: TAIGUN

3978

2011.10.07 04:00

close

1326

1.77

1.34368

1.33767

1.34437

3979

2011.10.10 06:57

buy

1327

1.78

1.34698

0.00000

0.00000

90.27

35668.52

3980

2011.10.10 06:57

modify

1327

1.78

1.34698

1.34148

1.34818

3981

2011.10.10 07:06

close

1327

1.78

1.34752

1.34148

1.34818

3982

2011.10.10 16:58

buy

1328

1.78

1.36667

0.00000

0.00000

96.12

35764.64

3983

2011.10.10 16:58

modify

1328

1.78

1.36667

1.36117

1.36787

3984

2011.10.10 17:07

buy

1329

1.69

1.36620

0.00000

0.00000

3985

2011.10.10 17:07

modify

1329

1.69

1.36620

1.36070

1.36740

3986

2011.10.10 17:13

buy

1330

1.60

1.36618

0.00000

0.00000

3987

2011.10.10 17:13

modify

1330

1.60

1.36618

1.36068

1.36738

3988

2011.10.10 17:15

buy

1331

1.52

1.36620

0.00000

0.00000

3989

2011.10.10 17:15

modify

1331

1.52

1.36620

1.36070

1.36740

3990

2011.10.10 17:18

close

1331

1.52

1.36687

1.36070

3991

2011.10.10 17:18

close

1330

1.60

1.36687

1.36068

1.36740

101.84

35866.48

1.36738

110.40

3992

2011.10.10 17:18

close

1329

1.69

1.36687

35976.88

1.36070

1.36740

113.23

36090.11

3993

2011.10.10 17:18

close

1328

1.78

3994

2011.10.12 10:55

buy

1332

1.80

1.36687

1.36117

1.36787

35.60

36125.71

1.37737

0.00000

0.00000

3995

2011.10.12 10:55

modify

1332

1.80

1.37737

1.37187

1.37857

3996

2011.10.12 11:00

buy

3997

2011.10.12 11:00

modify

1333

1.71

1.37720

0.00000

0.00000

1333

1.71

1.37720

1.37170

3998

2011.10.12 11:05

1.37840

buy

1334

1.62

1.37730

0.00000

3999

0.00000

2011.10.12 11:05

modify

1334

1.62

1.37730

1.37180

1.37850

4000

2011.10.12 11:15

close

1334

1.62

1.37785

1.37180

1.37850

89.10

36214.81

4001

2011.10.12 11:15

close

1333

1.71

1.37785

1.37170

1.37840

111.15

36325.96

4002

2011.10.12 11:15

close

1332

1.80

1.37785

1.37187

1.37857

86.40

36412.36

4003

2011.10.12 11:50

buy

1335

1.82

1.37663

0.00000

0.00000

4004

2011.10.12 11:50

modify

1335

1.82

1.37663

1.37113

1.37783

4005

2011.10.12 11:55

buy

1336

1.72

1.37630

0.00000

0.00000

4006

2011.10.12 11:55

modify

1336

1.72

1.37630

1.37080

1.37750

4007

2011.10.12 12:01

buy

1337

1.63

1.37620

0.00000

0.00000

4008

2011.10.12 12:01

modify

1337

1.63

1.37620

1.37070

1.37740

4009

2011.10.12 12:04

close

1337

1.63

1.37689

1.37070

1.37740

112.47

36524.83

4010

2011.10.12 12:04

close

1336

1.72

1.37689

1.37080

1.37750

101.48

36626.31

4011

2011.10.12 12:04

close

1335

1.82

1.37689

1.37113

1.37783

47.32

36673.63

4012

2011.10.12 18:29

buy

1338

1.83

1.38075

0.00000

0.00000

4013

2011.10.12 18:29

modify

1338

1.83

1.38075

1.37525

1.38195

4014

2011.10.12 18:30

buy

1339

1.74

1.38071

0.00000

0.00000

4015

2011.10.12 18:30

modify

1339

1.74

1.38071

1.37521

1.38191

4016

2011.10.12 18:31

close

1339

1.74

1.38136

1.37521

1.38191

113.10

36786.73

4017

2011.10.12 18:31

close

1338

1.83

1.38136

1.37525

1.38195

111.63

36898.36

4018

2011.10.12 18:55

buy

1340

1.84

1.38081

0.00000

0.00000

4019

2011.10.12 18:55

modify

1340

1.84

1.38081

1.37531

1.38201

4020

2011.10.12 23:45

close

1340

1.84

1.37810

1.37531

1.38201

-498.64

36399.72

4021

2011.10.14 16:20

buy

1341

1.81

1.38446

0.00000

0.00000

4022

2011.10.14 16:20

modify

1341

1.81

1.38446

1.37896

1.38566

4023

2011.10.14 16:20

close

1341

1.81

1.38490

1.37896

1.38566

79.64

36479.36

4024

2011.10.14 16:26

buy

1342

1.82

1.38446

0.00000

0.00000

4025

2011.10.14 16:26

modify

1342

1.82

1.38446

1.37896

1.38566

4026

2011.10.14 16:37

close

1342

1.82

1.38494

1.37896

1.38566

87.36

36566.72

4027

2011.10.17 12:40

sell

1343

1.82

1.37941

0.00000

0.00000

4028

2011.10.17 12:40

modify

1343

1.82

1.37941

1.38641

1.37821

4029

2011.10.17 12:44

close

1343

1.82

1.37907

1.38641

1.37821

61.88

36628.60

4030

2011.10.17 15:56

sell

1344

1.83

1.37733

0.00000

0.00000

4031

2011.10.17 15:56

modify

1344

1.83

1.37733

1.38433

1.37613

4032

2011.10.17 15:57

close

1344

1.83

1.37699

1.38433

1.37613

62.22

36690.82

4033

2011.10.17 16:45

sell

1345

1.83

1.37814

0.00000

0.00000

4034

2011.10.17 16:45

modify

1345

1.83

1.37814

1.38514

1.37694

4035

2011.10.17 16:46

close

1345

1.83

1.37784

1.38514

1.37694

54.90

36745.72

4036

2011.10.18 10:41

sell

1346

1.83

1.37007

0.00000

0.00000

4037

2011.10.18 10:41

modify

1346

1.83

1.37007

1.37707

1.36887

4038

2011.10.18 10:49

close

1346

1.83

1.36964

1.37707

1.36887

78.69

36824.41

4039

2011.10.18 12:31

sell

1347

1.84

1.36995

0.00000

0.00000

4040

2011.10.18 12:31

modify

1347

1.84

1.36995

1.37695

1.36875

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

65/90

2014/3/22

Strategy Tester: TAIGUN

4040

2011.10.18 12:31

modify

1347

1.84

1.36995

1.37695

1.36875

4041

2011.10.18 12:33

close

1347

1.84

1.36951

1.37695

1.36875

4042

2011.10.19 11:40

buy

1348

1.84

1.38358

0.00000

0.00000

4043

2011.10.19 11:40

modify

1348

1.84

1.38358

1.37808

1.38478

4044

2011.10.19 11:43

close

1348

1.84

1.38411

1.37808

1.38478

4045

2011.10.19 11:49

buy

1349

1.85

1.38351

0.00000

0.00000

4046

2011.10.19 11:49

modify

1349

1.85

1.38351

1.37801

1.38471

4047

2011.10.19 11:50

buy

1350

1.75

1.38319

0.00000

0.00000

4048

2011.10.19 11:50

modify

1350

1.75

1.38319

1.37769

1.38439

4049

2011.10.19 12:32

close

1350

1.75

1.38397

1.37769

4050

2011.10.19 12:32

close

1349

1.85

1.38397

1.37801

4051

2011.10.20 06:47

sell

1351

1.86

1.37153

0.00000

0.00000

4052

2011.10.20 06:47

modify

1351

1.86

1.37153

1.37853

1.37033

4053

2011.10.20 06:48

close

1351

1.86

1.37121

1.37853

1.37033

4054

2011.10.20 06:50

sell

1352

1.86

1.37154

0.00000

0.00000

4055

2011.10.20 06:50

modify

1352

1.86

1.37154

1.37854

1.37034

4056

2011.10.20 06:52

close

1352

1.86

1.37123

1.37854

1.37034

4057

2011.10.20 06:56

sell

1353

1.86

1.37152

0.00000

0.00000

4058

2011.10.20 06:56

modify

1353

1.86

1.37152

1.37852

1.37032

4059

2011.10.20 06:57

close

1353

1.86

1.37122

1.37852

1.37032

4060

2011.10.20 11:16

buy

1354

1.86

1.37962

0.00000

0.00000

4061

2011.10.20 11:16

modify

1354

1.86

1.37962

1.37412

1.38082

4062

2011.10.20 11:19

close

1354

1.86

1.38024

1.37412

1.38082

4063

2011.10.20 11:20

buy

1355

1.87

1.37959

0.00000

0.00000

4064

2011.10.20 11:20

modify

1355

1.87

1.37959

1.37409

1.38079

4065

2011.10.20 11:48

close

1355

1.87

1.38013

1.37409

1.38079

4066

2011.10.20 16:55

sell

1356

1.88

1.37011

0.00000

0.00000

4067

2011.10.20 16:55

modify

1356

1.88

1.37011

1.37711

1.36891

4068

2011.10.20 17:03

close

1356

1.88

1.36977

1.37711

1.36891

4069

2011.10.21 16:50

buy

1357

1.88

1.38648

0.00000

0.00000

4070

2011.10.21 16:50

modify

1357

1.88

1.38648

1.38098

1.38768

4071

2011.10.21 16:55

buy

1358

1.78

1.38642

0.00000

0.00000

4072

2011.10.21 16:55

modify

1358

1.78

1.38642

1.38092

1.38762

4073

2011.10.21 17:00

buy

1359

1.68

1.38588

0.00000

0.00000

4074

2011.10.21 17:00

modify

1359

1.68

1.38588

1.38038

1.38708

4075

2011.10.21 19:01

close

1359

1.68

1.38688

1.38038

4076

2011.10.21 19:01

close

1358

1.78

1.38688

1.38092

4077

2011.10.21 19:01

close

1357

1.88

1.38688

4078

2011.10.24 19:31

buy

1360

1.90

4079

2011.10.24 19:31

modify

1360

4080

2011.10.24 19:35

buy

1361

4081

2011.10.24 19:35

modify

4082

2011.10.25 02:23

4083

2011.10.25 02:23

4084

80.96

36905.37

97.52

37002.89

1.38439

136.50

37139.39

1.38471

85.10

37224.49

59.52

37284.01

57.66

37341.67

55.80

37397.47

115.32

37512.79

100.98

37613.77

63.92

37677.69

1.38708

168.00

37845.69

1.38762

81.88

37927.57

1.38098

1.38768

75.20

38002.77

1.39293

0.00000

0.00000

1.90

1.39293

1.38743

1.39413

1.80

1.39292

0.00000

0.00000

1361

1.80

1.39292

1.38742

1.39412

close

1361

1.80

1.39019

1.38742

1.39412

-491.40

37511.37

close

1360

1.90

1.39019

1.38743

1.39413

-520.60

36990.77

2011.10.26 17:36

sell

1362

1.84

1.38623

0.00000

0.00000

4085

2011.10.26 17:36

modify

1362

1.84

1.38623

1.39323

1.38503

4086

2011.10.26 18:09

close

1362

1.84

1.39075

1.39323

1.38503

-831.68

36159.09

4087

2011.10.27 03:20

buy

1363

1.80

1.39451

0.00000

0.00000

4088

2011.10.27 03:20

modify

1363

1.80

1.39451

1.38901

1.39571

4089

2011.10.27 03:21

close

1363

1.80

1.39501

1.38901

1.39571

90.00

36249.09

4090

2011.10.27 08:40

buy

1364

1.81

1.39947

0.00000

0.00000

4091

2011.10.27 08:40

modify

1364

1.81

1.39947

1.39397

1.40067

4092

2011.10.27 08:45

buy

1365

1.71

1.39921

0.00000

0.00000

4093

2011.10.27 08:45

modify

1365

1.71

1.39921

1.39371

1.40041

4094

2011.10.27 08:53

close

1365

1.71

1.39995

1.39371

1.40041

126.54

36375.63

4095

2011.10.27 08:53

close

1364

1.81

1.39995

1.39397

1.40067

86.88

36462.51

4096

2011.10.27 09:00

buy

1366

1.82

1.39902

0.00000

0.00000

4097

2011.10.27 09:00

modify

1366

1.82

1.39902

1.39352

1.40022

4098

2011.10.27 09:08

close

1366

1.82

1.39955

1.39352

1.40022

96.46

36558.97

4099

2011.10.27 19:30

buy

1367

1.82

1.41975

0.00000

0.00000

4100

2011.10.27 19:30

modify

1367

1.82

1.41975

1.41425

1.42095

4101

2011.10.27 19:37

buy

1368

1.73

1.41985

0.00000

0.00000

4102

2011.10.27 19:37

modify

1368

1.73

1.41985

1.41435

1.42105

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

66/90

2014/3/22

Strategy Tester: TAIGUN

4103

2011.10.27 19:40

buy

1369

1.64

1.41968

0.00000

0.00000

4104

2011.10.27 19:40

modify

1369

1.64

1.41968

1.41418

1.42088

4105

2011.10.28 03:35

close

1369

1.64

1.41600

1.41418

1.42088

-603.52

35955.45

4106

2011.10.28 03:35

close

1368

1.73

1.41600

1.41435

1.42105

-666.05

35289.40

4107

2011.10.28 03:35

close

1367

1.82

1.41600

1.41425

1.42095

-682.50

34606.90

4108

2011.10.31 05:43

sell

1370

1.73

1.40136

0.00000

0.00000

4109

2011.10.31 05:43

modify

1370

1.73

1.40136

1.40836

1.40016

4110

2011.10.31 05:49

close

1370

1.73

1.40100

1.40836

1.40016

62.28

34669.18

4111

2011.10.31 06:55

sell

1371

1.73

1.40177

0.00000

0.00000

4112

2011.10.31 06:55

modify

1371

1.73

1.40177

1.40877

1.40057

4113

2011.10.31 07:00

sell

1372

1.63

1.40319

0.00000

0.00000

4114

2011.10.31 07:00

modify

1372

1.63

1.40319

1.41019

1.40199

4115

2011.10.31 07:05

sell

1373

1.54

1.40321

0.00000

0.00000

4116

2011.10.31 07:05

modify

1373

1.54

1.40321

1.41021

1.40201

4117

2011.10.31 07:12

close

1373

1.54

1.40283

1.41021

1.40201

58.52

34727.70

4118

2011.10.31 07:12

close

1372

1.63

1.40283

1.41019

1.40199

58.68

34786.38

4119

2011.10.31 07:18

close

1371

1.73

1.40133

1.40877

1.40057

76.12

34862.50

4120

2011.10.31 07:55

sell

1374

1.74

1.40444

0.00000

0.00000

4121

2011.10.31 07:55

modify

1374

1.74

1.40444

1.41144

1.40324

4122

2011.10.31 08:00

close

1374

1.74

1.40400

1.41144

1.40324

76.56

34939.06

4123

2011.10.31 08:04

sell

1375

1.74

1.40478

0.00000

0.00000

4124

2011.10.31 08:04

modify

1375

1.74

1.40478

1.41178

1.40358

4125

2011.10.31 08:05

sell

1376

1.65

1.40515

0.00000

0.00000

4126

2011.10.31 08:05

modify

1376

1.65

1.40515

1.41215

1.40395

4127

2011.10.31 08:07

close

1376

1.65

1.40463

1.41215

1.40395

85.80

35024.86

4128

2011.10.31 08:07

close

1375

1.74

1.40442

1.41178

1.40358

62.64

35087.50

4129

2011.10.31 11:00

sell

1377

1.75

1.40140

0.00000

0.00000

4130

2011.10.31 11:00

modify

1377

1.75

1.40140

1.40840

1.40020

4131

2011.10.31 11:07

sell

1378

1.66

1.40194

0.00000

0.00000

4132

2011.10.31 11:07

modify

1378

1.66

1.40194

1.40894

1.40074

4133

2011.10.31 11:11

close

1378

1.66

1.40161

1.40894

1.40074

54.78

35142.28

4134

2011.10.31 11:21

close

1377

1.75

1.40094

1.40840

1.40020

80.50

35222.78

4135

2011.10.31 17:50

sell

1379

1.76

1.39480

0.00000

0.00000

4136

2011.10.31 17:50

modify

1379

1.76

1.39480

1.40180

1.39360

4137

2011.10.31 17:55

close

1379

1.76

1.39437

1.40180

1.39360

75.68

35298.46

4138

2011.10.31 23:46

sell

1380

1.76

1.38602

0.00000

0.00000

4139

2011.10.31 23:46

modify

1380

1.76

1.38602

1.39302

1.38482

4140

2011.11.01 00:01

sell

1381

1.67

1.38604

0.00000

0.00000

4141

2011.11.01 00:01

modify

1381

1.67

1.38604

1.39304

1.38484

4142

2011.11.01 00:13

close

1381

1.67

1.38559

1.39304

1.38484

75.15

35373.61

4143

2011.11.01 00:13

close

1380

1.76

1.38559

1.39302

1.38482

75.68

35449.29

4144

2011.11.01 02:25

sell

1382

1.77

1.38558

0.00000

0.00000

4145

2011.11.01 02:25

modify

1382

1.77

1.38558

1.39258

1.38438

4146

2011.11.01 02:30

sell

1383

1.68

1.38558

0.00000

0.00000

4147

2011.11.01 02:30

modify

1383

1.68

1.38558

1.39258

1.38438

4148

2011.11.01 02:35

sell

1384

1.59

1.38569

0.00000

0.00000

4149

2011.11.01 02:35

modify

1384

1.59

1.38569

1.39269

1.38449

4150

2011.11.01 02:39

close

1384

1.59

1.38531

1.39269

1.38449

60.42

35509.71

4151

2011.11.01 02:44

close

1383

1.68

1.38529

1.39258

1.38438

48.72

35558.43

4152

2011.11.01 02:44

close

1382

1.77

1.38529

1.39258

1.38438

51.33

35609.76

4153

2011.11.01 14:17

sell

1385

1.78

1.36701

0.00000

0.00000

4154

2011.11.01 14:17

modify

1385

1.78

1.36701

1.37401

1.36581

4155

2011.11.01 14:20

close

1385

1.78

1.36667

1.37401

1.36581

60.52

35670.28

4156

2011.11.01 14:30

sell

1386

1.78

1.36797

0.00000

0.00000

4157

2011.11.01 14:30

modify

1386

1.78

1.36797

1.37497

1.36677

4158

2011.11.01 14:35

sell

1387

1.68

1.36913

0.00000

0.00000

4159

2011.11.01 14:35

modify

1387

1.68

1.36913

1.37613

1.36793

4160

2011.11.01 14:39

close

1387

1.68

1.36873

1.37613

1.36793

67.20

35737.48

4161

2011.11.01 14:44

close

1386

1.78

1.36754

1.37497

1.36677

76.54

35814.02

4162

2011.11.01 16:35

sell

1388

1.79

1.36954

0.00000

0.00000

4163

2011.11.01 16:35

modify

1388

1.79

1.36954

1.37654

1.36834

4164

2011.11.01 16:40

sell

1389

1.68

1.37091

0.00000

0.00000

4165

2011.11.01 16:40

modify

1389

1.68

1.37091

1.37791

1.36971

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

67/90

2014/3/22

Strategy Tester: TAIGUN

4166

2011.11.01 16:40

close

1389

1.68

1.37057

1.37791

1.36971

57.12

35871.14

4167

2011.11.01 16:48

close

1388

1.79

1.36921

1.37654

1.36834

59.07

35930.21

4168

2011.11.03 03:25

sell

1390

1.79

1.36879

0.00000

0.00000

4169

2011.11.03 03:25

modify

1390

1.79

1.36879

1.37579

1.36759

4170

2011.11.03 03:30

close

1390

1.79

1.36849

1.37579

1.36759

53.70

35983.91

4171

2011.11.03 03:40

sell

1391

1.79

1.36948

0.00000

0.00000

4172

2011.11.03 03:40

modify

1391

1.79

1.36948

1.37648

1.36828

4173

2011.11.03 03:45

close

1391

1.79

1.36911

1.37648

1.36828

66.23

36050.14

4174

2011.11.03 20:20

buy

1392

1.80

1.38102

0.00000

0.00000

4175

2011.11.03 20:20

modify

1392

1.80

1.38102

1.37552

1.38222

4176

2011.11.03 20:27

close

1392

1.80

1.38155

1.37552

1.38222

95.40

36145.54

4177

2011.11.04 15:43

sell

1393

1.80

1.37473

0.00000

0.00000

4178

2011.11.04 15:43

modify

1393

1.80

1.37473

1.38173

1.37353

4179

2011.11.04 16:01

sell

1394

1.70

1.37600

0.00000

0.00000

4180

2011.11.04 16:01

modify

1394

1.70

1.37600

1.38300

1.37480

4181

2011.11.04 16:09

close

1394

1.70

1.37558

1.38300

1.37480

71.40

36216.94

4182

2011.11.04 16:44

close

1393

1.80

1.37442

1.38173

1.37353

55.80

36272.74

4183

2011.11.09 16:20

sell

1395

1.81

1.36063

0.00000

0.00000

4184

2011.11.09 16:20

modify

1395

1.81

1.36063

1.36763

1.35943

4185

2011.11.09 16:21

close

1395

1.81

1.36036

1.36763

1.35943

48.87

36321.61

4186

2011.11.09 16:35

sell

1396

1.81

1.36047

0.00000

0.00000

4187

2011.11.09 16:35

modify

1396

1.81

1.36047

1.36747

1.35927

4188

2011.11.09 16:38

close

1396

1.81

1.36014

1.36747

1.35927

59.73

36381.34

4189

2011.11.09 16:55

sell

1397

1.81

1.36052

0.00000

0.00000

4190

2011.11.09 16:55

modify

1397

1.81

1.36052

1.36752

1.35932

4191

2011.11.09 16:56

close

1397

1.81

1.36009

1.36752

1.35932

77.83

36459.17

4192

2011.11.10 01:08

sell

1398

1.82

1.35339

0.00000

0.00000

4193

2011.11.10 01:08

modify

1398

1.82

1.35339

1.36039

1.35219

4194

2011.11.10 01:10

sell

1399

1.72

1.35357

0.00000

0.00000

4195

2011.11.10 01:10

modify

1399

1.72

1.35357

1.36057

1.35237

4196

2011.11.10 01:16

close

1399

1.72

1.35305

1.36057

1.35237

89.44

36548.61

4197

2011.11.10 01:16

close

1398

1.82

1.35305

1.36039

1.35219

61.88

36610.49

4198

2011.11.10 01:30

sell

1400

1.83

1.35355

0.00000

0.00000

4199

2011.11.10 01:30

modify

1400

1.83

1.35355

1.36055

1.35235

4200

2011.11.10 01:39

sell

1401

1.73

1.35429

0.00000

0.00000

4201

2011.11.10 01:39

modify

1401

1.73

1.35429

1.36129

1.35309

4202

2011.11.10 01:50

sell

1402

1.64

1.35428

0.00000

0.00000

4203

2011.11.10 01:50

modify

1402

1.64

1.35428

1.36128

1.35308

4204

2011.11.10 02:08

close

1402

1.64

1.35395

1.36128

1.35308

54.12

36664.61

4205

2011.11.10 02:08

close

1401

1.73

1.35395

1.36129

1.35309

58.82

36723.43

4206

2011.11.10 06:15

close

1400

1.83

1.35321

1.36055

1.35235

62.22

36785.65

4207

2011.11.11 18:00

buy

1403

1.83

1.37497

0.00000

0.00000

4208

2011.11.11 18:00

modify

1403

1.83

1.37497

1.36947

1.37617

4209

2011.11.11 18:04

close

1403

1.83

1.37559

1.36947

1.37617

113.46

36899.11

4210

2011.11.13 22:35

buy

1404

1.84

1.37811

0.00000

0.00000

4211

2011.11.13 22:35

modify

1404

1.84

1.37811

1.37261

1.37931

4212

2011.11.13 22:42

close

1404

1.84

1.37851

1.37261

1.37931

73.60

36972.71

4213

2011.11.13 23:00

buy

1405

1.84

1.37791

0.00000

0.00000

4214

2011.11.13 23:00

modify

1405

1.84

1.37791

1.37241

1.37911

4215

2011.11.13 23:06

close

1405

1.84

1.37831

1.37241

1.37911

73.60

37046.31

4216

2011.11.14 00:05

buy

1406

1.85

1.37747

0.00000

0.00000

4217

2011.11.14 00:05

modify

1406

1.85

1.37747

1.37197

1.37867

4218

2011.11.14 05:40

close

1406

1.85

1.37596

1.37197

1.37867

-279.35

36766.96

4219

2011.11.14 13:40

sell

1407

1.83

1.36630

0.00000

0.00000

4220

2011.11.14 13:40

modify

1407

1.83

1.36630

1.37330

1.36510

4221

2011.11.14 13:47

sell

1408

1.74

1.36678

0.00000

0.00000

4222

2011.11.14 13:47

modify

1408

1.74

1.36678

1.37378

1.36558

4223

2011.11.14 13:51

close

1408

1.74

1.36644

1.37378

1.36558

59.16

36826.12

4224

2011.11.14 13:52

close

1407

1.83

1.36585

1.37330

1.36510

82.35

36908.47

4225

2011.11.14 20:25

sell

1409

1.84

1.36317

0.00000

0.00000

4226

2011.11.14 20:25

modify

1409

1.84

1.36317

1.37017

1.36197

4227

2011.11.14 20:52

close

1409

1.84

1.36274

1.37017

1.36197

79.12

36987.59

4228

2011.11.15 12:32

sell

1410

1.84

1.35510

0.00000

0.00000

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

68/90

2014/3/22

4228

2011.11.15 12:32

sell

1410

4229

2011.11.15 12:32

modify

4230

2011.11.15 12:35

sell

4231

2011.11.15 12:35

4232

Strategy Tester: TAIGUN


1.84

1.35510

0.00000

0.00000

1410

1.84

1.35510

1.36210

1.35390

1411

1.75

1.35528

0.00000

0.00000

modify

1411

1.75

1.35528

1.36228

1.35408

2011.11.15 12:37

close

1411

1.75

1.35496

1.36228

1.35408

4233

2011.11.15 12:40

sell

1412

1.75

1.35544

0.00000

0.00000

4234

2011.11.15 12:40

modify

1412

1.75

1.35544

1.36244

1.35424

4235

2011.11.15 12:51

close

1412

1.75

1.35509

1.36244

4236

2011.11.15 12:54

close

1410

1.84

1.35462

1.36210

4237

2011.11.16 07:45

sell

1413

1.85

1.34590

0.00000

0.00000

4238

2011.11.16 07:45

modify

1413

1.85

1.34590

1.35290

1.34470

4239

2011.11.16 07:50

sell

1414

1.75

1.34668

0.00000

0.00000

4240

2011.11.16 07:50

modify

1414

1.75

1.34668

1.35368

1.34548

4241

2011.11.16 07:56

close

1414

1.75

1.34628

1.35368

4242

2011.11.16 08:00

close

1413

1.85

1.34562

1.35290

4243

2011.11.18 14:10

buy

1415

1.86

1.35642

0.00000

0.00000

4244

2011.11.18 14:10

modify

1415

1.86

1.35642

1.35092

1.35762

4245

2011.11.18 14:11

close

1415

1.86

1.35706

1.35092

1.35762

4246

2011.11.18 14:15

buy

1416

1.87

1.35633

0.00000

0.00000

4247

2011.11.18 14:15

modify

1416

1.87

1.35633

1.35083

1.35753

4248

2011.11.18 14:20

close

1416

1.87

1.35694

1.35083

1.35753

4249

2011.11.18 14:35

buy

1417

1.87

1.35587

0.00000

0.00000

4250

2011.11.18 14:35

modify

1417

1.87

1.35587

1.35037

1.35707

4251

2011.11.18 15:20

close

1417

1.87

1.35074

1.35037

1.35707

4252

2011.11.23 13:40

sell

1418

1.82

1.34022

0.00000

0.00000

4253

2011.11.23 13:40

modify

1418

1.82

1.34022

1.34722

1.33902

4254

2011.11.23 13:41

close

1418

1.82

1.33984

1.34722

1.33902

4255

2011.11.23 14:20

sell

1419

1.83

1.34039

0.00000

0.00000

4256

2011.11.23 14:20

modify

1419

1.83

1.34039

1.34739

1.33919

4257

2011.11.23 14:30

close

1419

1.83

1.34008

1.34739

1.33919

4258

2011.11.23 18:10

sell

1420

1.83

1.33651

0.00000

0.00000

4259

2011.11.23 18:10

modify

1420

1.83

1.33651

1.34351

1.33531

4260

2011.11.23 18:16

close

1420

1.83

1.33620

1.34351

1.33531

4261

2011.11.23 20:41

sell

1421

1.83

1.33535

0.00000

0.00000

4262

2011.11.23 20:41

modify

1421

1.83

1.33535

1.34235

1.33415

4263

2011.11.23 20:45

sell

1422

1.74

1.33589

0.00000

0.00000

4264

2011.11.23 20:45

modify

1422

1.74

1.33589

1.34289

1.33469

4265

2011.11.23 20:50

sell

1423

1.65

1.33588

0.00000

0.00000

4266

2011.11.23 20:50

modify

1423

1.65

1.33588

1.34288

1.33468

4267

2011.11.23 20:53

close

1422

1.74

1.33560

1.34289

4268

2011.11.23 20:54

close

1423

1.65

1.33548

1.34288

4269

2011.11.23 20:56

close

1421

1.83

1.33499

4270

2011.11.28 11:40

buy

1424

1.84

4271

2011.11.28 11:40

modify

1424

4272

2011.11.28 11:46

close

4273

2011.11.28 12:15

buy

4274

2011.11.28 12:15

4275

2011.11.28 12:20

4276

56.00

37043.59

1.35424

61.25

37104.84

1.35390

88.32

37193.16

1.34548

70.00

37263.16

1.34470

51.80

37314.96

119.04

37434.00

114.07

37548.07

-959.31

36588.76

69.16

36657.92

56.73

36714.65

56.73

36771.38

1.33469

50.46

36821.84

1.33468

66.00

36887.84

1.34235

1.33415

65.88

36953.72

1.33672

0.00000

0.00000

1.84

1.33672

1.33122

1.33792

1424

1.84

1.33725

1.33122

1.33792

97.52

37051.24

1425

1.85

1.33667

0.00000

0.00000

modify

1425

1.85

1.33667

1.33117

1.33787

buy

1426

1.75

1.33653

0.00000

0.00000

2011.11.28 12:20

modify

1426

1.75

1.33653

1.33103

1.33773

4277

2011.11.28 12:25

buy

1427

1.66

1.33630

0.00000

0.00000

4278

2011.11.28 12:25

modify

1427

1.66

1.33630

1.33080

1.33750

4279

2011.11.28 13:30

close

1427

1.66

1.33711

1.33080

1.33750

134.46

37185.70

4280

2011.11.28 13:30

close

1426

1.75

1.33711

1.33103

1.33773

101.50

37287.20

4281

2011.11.28 13:30

close

1425

1.85

1.33711

1.33117

1.33787

81.40

37368.60

4282

2011.11.29 11:56

buy

1428

1.86

1.33825

0.00000

0.00000

4283

2011.11.29 11:56

modify

1428

1.86

1.33825

1.33275

1.33945

4284

2011.11.29 12:06

close

1428

1.86

1.33356

1.33275

1.33945

-872.34

36496.26

4285

2011.11.30 16:55

buy

1429

1.82

1.34490

0.00000

0.00000

4286

2011.11.30 16:55

modify

1429

1.82

1.34490

1.33940

1.34610

4287

2011.11.30 16:59

close

1429

1.82

1.34540

1.33940

1.34610

91.00

36587.26

4288

2011.11.30 17:10

buy

1430

1.82

1.34459

0.00000

0.00000

4289

2011.11.30 17:10

modify

1430

1.82

1.34459

1.33909

1.34579

4290

2011.11.30 17:15

buy

1431

1.73

1.34455

0.00000

0.00000

4291

2011.11.30 17:15

modify

1431

1.73

1.34455

1.33905

1.34575

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

69/90

2014/3/22

Strategy Tester: TAIGUN

4291

2011.11.30 17:15

modify

1431

1.73

1.34455

1.33905

1.34575

4292

2011.11.30 17:18

close

1431

1.73

1.34509

1.33905

1.34575

93.42

36680.68

4293

2011.11.30 17:18

close

1430

1.82

1.34509

1.33909

1.34579

91.00

36771.68

4294

2011.11.30 17:35

buy

1432

1.83

1.34460

0.00000

0.00000

4295

2011.11.30 17:35

modify

1432

1.83

1.34460

1.33910

1.34580

4296

2011.11.30 17:40

buy

1433

1.74

1.34421

0.00000

0.00000

4297

2011.11.30 17:40

modify

1433

1.74

1.34421

1.33871

1.34541

4298

2011.11.30 18:01

close

1433

1.74

1.34491

1.33871

1.34541

121.80

36893.48

4299

2011.11.30 18:01

close

1432

1.83

1.34491

1.33910

1.34580

56.73

36950.21

4300

2011.12.02 17:54

sell

1434

1.84

1.33957

0.00000

0.00000

4301

2011.12.02 17:54

modify

1434

1.84

1.33957

1.34657

1.33837

4302

2011.12.02 17:55

sell

1435

1.75

1.33972

0.00000

0.00000

4303

2011.12.02 17:55

modify

1435

1.75

1.33972

1.34672

1.33852

4304

2011.12.02 18:00

close

1435

1.75

1.33919

1.34672

1.33852

92.75

37042.96

4305

2011.12.02 18:00

close

1434

1.84

1.33919

1.34657

1.33837

69.92

37112.88

4306

2011.12.02 18:45

sell

1436

1.85

1.33965

0.00000

0.00000

4307

2011.12.02 18:45

modify

1436

1.85

1.33965

1.34665

1.33845

4308

2011.12.02 18:50

sell

1437

1.75

1.34003

0.00000

0.00000

4309

2011.12.02 18:50

modify

1437

1.75

1.34003

1.34703

1.33883

4310

2011.12.02 18:53

close

1437

1.75

1.33967

1.34703

1.33883

63.00

37175.88

4311

2011.12.02 19:30

sell

1438

1.75

1.34048

0.00000

0.00000

4312

2011.12.02 19:30

modify

1438

1.75

1.34048

1.34748

1.33928

4313

2011.12.02 19:32

close

1438

1.75

1.34018

1.34748

1.33928

52.50

37228.38

4314

2011.12.02 19:56

sell

1439

1.75

1.34081

0.00000

0.00000

4315

2011.12.02 19:56

modify

1439

1.75

1.34081

1.34781

1.33961

4316

2011.12.02 19:59

close

1439

1.75

1.34046

1.34781

1.33961

61.25

37289.63

4317

2011.12.02 20:04

sell

1440

1.75

1.34080

0.00000

0.00000

4318

2011.12.02 20:04

modify

1440

1.75

1.34080

1.34780

1.33960

4319

2011.12.02 20:05

sell

1441

1.66

1.34087

0.00000

0.00000

4320

2011.12.02 20:05

modify

1441

1.66

1.34087

1.34787

1.33967

4321

2011.12.02 20:11

close

1441

1.66

1.34042

1.34787

1.33967

74.70

37364.33

4322

2011.12.02 20:11

close

1440

1.75

1.34042

1.34780

1.33960

66.50

37430.83

4323

2011.12.02 21:59

close

1436

1.85

1.33940

1.34665

1.33845

46.25

37477.08

4324

2011.12.08 17:00

sell

1442

1.87

1.33244

0.00000

0.00000

4325

2011.12.08 17:00

modify

1442

1.87

1.33244

1.33944

1.33124

4326

2011.12.08 17:08

sell

1443

1.77

1.33270

0.00000

0.00000

4327

2011.12.08 17:08

modify

1443

1.77

1.33270

1.33970

1.33150

4328

2011.12.08 17:10

sell

1444

1.68

1.33275

0.00000

0.00000

4329

2011.12.08 17:10

modify

1444

1.68

1.33275

1.33975

1.33155

4330

2011.12.08 17:15

sell

1445

1.60

1.33269

0.00000

0.00000

4331

2011.12.08 17:15

modify

1445

1.60

1.33269

1.33969

1.33149

4332

2011.12.08 17:20

sell

1446

1.50

1.33299

0.00000

0.00000

4333

2011.12.08 17:20

modify

1446

1.50

1.33299

1.33999

1.33179

4334

2011.12.08 17:22

close

1446

1.50

1.33270

1.33999

1.33179

43.50

37520.58

4335

2011.12.08 17:26

sell

1447

1.50

1.33325

0.00000

0.00000

4336

2011.12.08 17:26

modify

1447

1.50

1.33325

1.34025

1.33205

4337

2011.12.08 17:27

close

1447

1.50

1.33288

1.34025

1.33205

55.50

37576.08

4338

2011.12.08 17:30

sell

1448

1.50

1.33339

0.00000

0.00000

4339

2011.12.08 17:30

modify

1448

1.50

1.33339

1.34039

1.33219

4340

2011.12.08 17:31

close

1448

1.50

1.33309

1.34039

1.33219

45.00

37621.08

4341

2011.12.08 18:05

close

1445

1.60

1.33221

1.33969

1.33149

76.80

37697.88

4342

2011.12.08 18:05

close

1444

1.68

1.33221

1.33975

1.33155

90.72

37788.60

4343

2011.12.08 18:05

close

1443

1.77

1.33221

1.33970

1.33150

86.73

37875.33

4344

2011.12.08 18:05

close

1442

1.87

1.33221

1.33944

1.33124

43.01

37918.34

4345

2011.12.09 12:45

buy

1449

1.89

1.33870

0.00000

0.00000

4346

2011.12.09 12:45

modify

1449

1.89

1.33870

1.33320

1.33990

4347

2011.12.09 12:50

buy

1450

1.79

1.33869

0.00000

0.00000

4348

2011.12.09 12:50

modify

1450

1.79

1.33869

1.33319

1.33989

4349

2011.12.09 12:56

buy

1451

1.70

1.33870

0.00000

0.00000

4350

2011.12.09 12:56

modify

1451

1.70

1.33870

1.33320

1.33990

4351

2011.12.09 13:50

close

1451

1.70

1.33452

1.33320

1.33990

-710.60

37207.74

4352

2011.12.09 13:50

close

1450

1.79

1.33452

1.33319

1.33989

-746.43

36461.31

4353

2011.12.09 13:50

close

1449

1.89

1.33452

1.33320

1.33990

-790.02

35671.29

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

70/90

2014/3/22

Strategy Tester: TAIGUN

4354

2011.12.12 12:47

sell

1452

1.78

1.32756

0.00000

0.00000

4355

2011.12.12 12:47

modify

1452

1.78

1.32756

1.33456

1.32636

4356

2011.12.12 12:50

sell

1453

1.69

1.32757

0.00000

0.00000

4357

2011.12.12 12:50

modify

1453

1.69

1.32757

1.33457

1.32637

4358

2011.12.12 12:51

close

1453

1.69

1.32714

1.33457

1.32637

72.67

35743.96

4359

2011.12.12 12:51

close

1452

1.78

1.32714

1.33456

1.32636

74.76

35818.72

4360

2011.12.13 00:50

sell

1454

1.79

1.31811

0.00000

0.00000

4361

2011.12.13 00:50

modify

1454

1.79

1.31811

1.32511

1.31691

4362

2011.12.13 01:05

sell

1455

1.69

1.31816

0.00000

0.00000

4363

2011.12.13 01:05

modify

1455

1.69

1.31816

1.32516

1.31696

4364

2011.12.13 01:10

sell

1456

1.60

1.31846

0.00000

0.00000

4365

2011.12.13 01:10

modify

1456

1.60

1.31846

1.32546

1.31726

4366

2011.12.13 01:15

sell

1457

1.52

1.31858

0.00000

0.00000

4367

2011.12.13 01:15

modify

1457

1.52

1.31858

1.32558

1.31738

4368

2011.12.13 01:16

close

1457

1.52

1.31824

1.32558

1.31738

51.68

35870.40

4369

2011.12.13 01:17

close

1456

1.60

1.31813

1.32546

1.31726

52.80

35923.20

4370

2011.12.13 01:30

close

1455

1.69

1.31782

1.32516

1.31696

57.46

35980.66

4371

2011.12.13 01:30

close

1454

1.79

1.31782

1.32511

1.31691

51.91

36032.57

4372

2011.12.13 18:35

sell

1458

1.80

1.30950

0.00000

0.00000

4373

2011.12.13 18:35

modify

1458

1.80

1.30950

1.31650

1.30830

4374

2011.12.13 18:37

close

1458

1.80

1.30921

1.31650

1.30830

52.20

36084.77

4375

2011.12.13 18:41

sell

1459

1.80

1.30949

0.00000

0.00000

4376

2011.12.13 18:41

modify

1459

1.80

1.30949

1.31649

1.30829

4377

2011.12.13 18:43

close

1459

1.80

1.30919

1.31649

1.30829

54.00

36138.77

4378

2011.12.13 18:46

sell

1460

1.80

1.30947

0.00000

0.00000

4379

2011.12.13 18:46

modify

1460

1.80

1.30947

1.31647

1.30827

4380

2011.12.13 18:51

sell

1461

1.71

1.30947

0.00000

0.00000

4381

2011.12.13 18:51

modify

1461

1.71

1.30947

1.31647

1.30827

4382

2011.12.13 18:55

sell

1462

1.62

1.30950

0.00000

0.00000

4383

2011.12.13 18:55

modify

1462

1.62

1.30950

1.31650

1.30830

4384

2011.12.13 19:00

sell

1463

1.54

1.30956

0.00000

0.00000

4385

2011.12.13 19:00

modify

1463

1.54

1.30956

1.31656

1.30836

4386

2011.12.13 19:05

sell

1464

1.45

1.30986

0.00000

0.00000

4387

2011.12.13 19:05

modify

1464

1.45

1.30986

1.31686

1.30866

4388

2011.12.13 19:10

close

1464

1.45

1.30954

1.31686

1.30866

46.40

36185.17

4389

2011.12.13 19:13

close

1463

1.54

1.30914

1.31656

1.30836

64.68

36249.85

4390

2011.12.13 19:13

close

1462

1.62

1.30914

1.31650

1.30830

58.32

36308.17

4391

2011.12.13 19:13

close

1461

1.71

1.30914

1.31647

1.30827

56.43

36364.60

4392

2011.12.13 19:13

close

1460

1.80

1.30914

1.31647

1.30827

59.40

36424.00

4393

2011.12.13 22:00

sell

1465

1.82

1.30369

0.00000

0.00000

4394

2011.12.13 22:00

modify

1465

1.82

1.30369

1.31069

1.30249

4395

2011.12.13 22:05

close

1465

1.82

1.30337

1.31069

1.30249

58.24

36482.24

4396

2011.12.13 22:09

sell

1466

1.82

1.30365

0.00000

0.00000

4397

2011.12.13 22:09

modify

1466

1.82

1.30365

1.31065

1.30245

4398

2011.12.13 22:22

close

1466

1.82

1.30321

1.31065

1.30245

80.08

36562.32

4399

2011.12.14 00:40

sell

1467

1.82

1.30424

0.00000

0.00000

4400

2011.12.14 00:40

modify

1467

1.82

1.30424

1.31124

1.30304

4401

2011.12.14 00:42

close

1467

1.82

1.30382

1.31124

1.30304

76.44

36638.76

4402

2011.12.20 12:05

buy

1468

1.83

1.30664

0.00000

0.00000

4403

2011.12.20 12:05

modify

1468

1.83

1.30664

1.30114

1.30784

4404

2011.12.20 12:12

buy

1469

1.73

1.30638

0.00000

0.00000

4405

2011.12.20 12:12

modify

1469

1.73

1.30638

1.30088

1.30758

4406

2011.12.20 12:30

buy

1470

1.64

1.30633

0.00000

0.00000

4407

2011.12.20 12:30

modify

1470

1.64

1.30633

1.30083

1.30753

4408

2011.12.20 12:40

close

1470

1.64

1.30691

1.30083

1.30753

95.12

36733.88

4409

2011.12.20 12:40

close

1469

1.73

1.30691

1.30088

1.30758

91.69

36825.57

4410

2011.12.20 12:40

close

1468

1.83

1.30691

1.30114

1.30784

49.41

36874.98

4411

2011.12.20 16:00

buy

1471

1.84

1.31106

0.00000

0.00000

4412

2011.12.20 16:00

modify

1471

1.84

1.31106

1.30556

1.31226

4413

2011.12.20 16:10

buy

1472

1.74

1.31094

0.00000

0.00000

4414

2011.12.20 16:10

modify

1472

1.74

1.31094

1.30544

1.31214

4415

2011.12.20 16:17

buy

1473

1.66

1.31099

0.00000

0.00000

4416

2011.12.20 16:17

modify

1473

1.66

1.31099

1.30549

1.31219

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

71/90

2014/3/22

Strategy Tester: TAIGUN

4416

2011.12.20 16:17

modify

1473

1.66

1.31099

1.30549

1.31219

4417

2011.12.20 16:21

buy

1474

1.57

1.31098

0.00000

0.00000

4418

2011.12.20 16:21

modify

1474

1.57

1.31098

1.30548

1.31218

4419

2011.12.20 16:26

buy

1475

1.49

1.31083

0.00000

0.00000

4420

2011.12.20 16:26

modify

1475

1.49

1.31083

1.30533

1.31203

4421

2011.12.21 00:10

close

1475

1.49

1.31159

1.30533

1.31203

113.24

36988.22

4422

2011.12.21 00:10

close

1474

1.57

1.31159

1.30548

1.31218

95.77

37083.99

4423

2011.12.21 00:10

close

1473

1.66

1.31159

1.30549

1.31219

99.60

37183.59

4424

2011.12.21 00:10

close

1472

1.74

1.31159

1.30544

1.31214

113.10

37296.69

4425

2011.12.21 00:10

close

1471

1.84

1.31159

1.30556

1.31226

97.52

37394.21

4426

2011.12.28 18:35

sell

1476

1.86

1.29404

0.00000

0.00000

4427

2011.12.28 18:35

modify

1476

1.86

1.29404

1.30104

1.29284

4428

2011.12.28 18:40

sell

1477

1.76

1.29472

0.00000

0.00000

4429

2011.12.28 18:40

modify

1477

1.76

1.29472

1.30172

1.29352

4430

2011.12.28 18:42

close

1477

1.76

1.29408

1.30172

1.29352

112.64

37506.85

4431

2011.12.28 19:47

close

1476

1.86

1.29362

1.30104

1.29284

78.12

37584.97

4432

2011.12.29 01:50

sell

1478

1.87

1.29251

0.00000

0.00000

4433

2011.12.29 01:50

modify

1478

1.87

1.29251

1.29951

1.29131

4434

2011.12.29 01:59

close

1478

1.87

1.29222

1.29951

1.29131

54.23

37639.20

4435

2011.12.29 02:05

sell

1479

1.88

1.29248

0.00000

0.00000

4436

2011.12.29 02:05

modify

1479

1.88

1.29248

1.29948

1.29128

4437

2011.12.29 02:08

close

1479

1.88

1.29216

1.29948

1.29128

60.16

37699.36

4438

2011.12.29 13:05

sell

1480

1.88

1.28895

0.00000

0.00000

4439

2011.12.29 13:05

modify

1480

1.88

1.28895

1.29595

1.28775

4440

2011.12.29 13:10

sell

1481

1.78

1.28923

0.00000

0.00000

4441

2011.12.29 13:10

modify

1481

1.78

1.28923

1.29623

1.28803

4442

2011.12.29 13:13

close

1481

1.78

1.28879

1.29623

1.28803

78.32

37777.68

4443

2011.12.29 13:18

close

1480

1.88

1.28864

1.29595

1.28775

58.28

37835.96

4444

2012.01.03 12:40

buy

1482

1.89

1.30298

0.00000

0.00000

4445

2012.01.03 12:40

modify

1482

1.89

1.30298

1.29748

1.30418

4446

2012.01.03 12:45

buy

1483

1.79

1.30284

0.00000

0.00000

4447

2012.01.03 12:45

modify

1483

1.79

1.30284

1.29734

1.30404

4448

2012.01.03 12:53

buy

1484

1.70

1.30284

0.00000

0.00000

4449

2012.01.03 12:53

modify

1484

1.70

1.30284

1.29734

1.30404

4450

2012.01.03 12:55

buy

1485

1.60

1.30242

0.00000

0.00000

4451

2012.01.03 12:55

modify

1485

1.60

1.30242

1.29692

1.30362

4452

2012.01.03 13:02

buy

1486

1.51

1.30228

0.00000

0.00000

4453

2012.01.03 13:02

modify

1486

1.51

1.30228

1.29678

1.30348

4454

2012.01.03 13:05

buy

1487

1.44

1.30231

0.00000

0.00000

4455

2012.01.03 13:05

modify

1487

1.44

1.30231

1.29681

1.30351

4456

2012.01.03 13:57

close

1487

1.44

1.30324

1.29681

1.30351

133.92

37969.88

4457

2012.01.03 13:57

close

1486

1.51

1.30324

1.29678

1.30348

144.96

38114.84

4458

2012.01.03 13:57

close

1485

1.60

1.30324

1.29692

1.30362

131.20

38246.04

4459

2012.01.03 13:57

close

1484

1.70

1.30324

1.29734

1.30404

68.00

38314.04

4460

2012.01.03 13:57

close

1483

1.79

1.30324

1.29734

1.30404

71.60

38385.64

4461

2012.01.03 13:57

close

1482

1.89

1.30324

1.29748

1.30418

49.14

38434.78

4462

2012.01.03 17:40

buy

1488

1.92

1.30481

0.00000

0.00000

4463

2012.01.03 17:40

modify

1488

1.92

1.30481

1.29931

1.30601

4464

2012.01.03 17:48

close

1488

1.92

1.30527

1.29931

1.30601

88.32

38523.10

4465

2012.01.03 19:55

buy

1489

1.92

1.30541

0.00000

0.00000

4466

2012.01.03 19:55

modify

1489

1.92

1.30541

1.29991

1.30661

4467

2012.01.03 20:18

close

1489

1.92

1.30593

1.29991

1.30661

99.84

38622.94

4468

2012.01.04 17:10

sell

1490

1.93

1.29384

0.00000

0.00000

4469

2012.01.04 17:10

modify

1490

1.93

1.29384

1.30084

1.29264

4470

2012.01.04 17:24

close

1490

1.93

1.29342

1.30084

1.29264

81.06

38704.00

4471

2012.01.04 17:50

sell

1491

1.93

1.29449

0.00000

0.00000

4472

2012.01.04 17:50

modify

1491

1.93

1.29449

1.30149

1.29329

4473

2012.01.04 17:55

sell

1492

1.83

1.29489

0.00000

0.00000

4474

2012.01.04 17:55

modify

1492

1.83

1.29489

1.30189

1.29369

4475

2012.01.04 18:00

sell

1493

1.73

1.29541

0.00000

0.00000

4476

2012.01.04 18:00

modify

1493

1.73

1.29541

1.30241

1.29421

4477

2012.01.04 18:00

close

1493

1.73

1.29510

1.30241

1.29421

53.63

38757.63

4478

2012.01.04 18:03

close

1492

1.83

1.29457

1.30189

1.29369

58.56

38816.19

4479

2012.01.04 19:07

close

1491

1.93

1.29417

1.30149

1.29329

61.76

38877.95

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

72/90

2014/3/22

Strategy Tester: TAIGUN

4479

2012.01.04 19:07

close

1491

1.93

1.29417

1.30149

1.29329

4480

2012.01.06 16:40

sell

1494

1.94

1.27286

0.00000

0.00000

61.76

38877.95

4481

2012.01.06 16:40

modify

1494

1.94

1.27286

1.27986

1.27166

4482

2012.01.06 16:45

sell

1495

1.84

1.27288

0.00000

0.00000

4483

2012.01.06 16:45

modify

1495

1.84

1.27288

1.27988

1.27168

4484

2012.01.06 16:50

sell

1496

1.74

1.27300

0.00000

0.00000

4485

2012.01.06 16:50

modify

1496

1.74

1.27300

1.28000

1.27180

4486

2012.01.06 16:52

close

1496

1.74

1.27267

1.28000

4487

2012.01.06 16:54

close

1494

1.94

1.27249

1.27986

1.27180

57.42

38935.37

1.27166

71.78

4488

2012.01.06 16:54

close

1495

1.84

1.27251

39007.15

1.27988

1.27168

68.08

4489

2012.01.09 01:05

sell

1497

1.95

39075.23

1.26923

0.00000

0.00000

4490

2012.01.09 01:05

modify

1497

4491

2012.01.09 01:10

sell

1498

1.95

1.26923

1.27623

1.26803

1.85

1.26941

0.00000

4492

2012.01.09 01:10

modify

0.00000

1498

1.85

1.26941

1.27641

1.26821

4493

2012.01.09 01:36

4494

2012.01.09 01:40

close

1498

1.85

1.26908

1.27641

1.26821

61.05

39136.28

close

1497

1.95

1.26881

1.27623

1.26803

81.90

4495

39218.18

2012.01.12 19:20

buy

1499

1.96

1.28256

0.00000

0.00000

4496

2012.01.12 19:20

modify

1499

1.96

1.28256

1.27706

1.28376

4497

2012.01.12 19:42

close

1499

1.96

1.28306

1.27706

1.28376

98.00

39316.18

4498

2012.01.13 16:50

sell

1500

1.96

1.26828

0.00000

0.00000

4499

2012.01.13 16:50

modify

1500

1.96

1.26828

1.27528

1.26708

4500

2012.01.13 16:55

sell

1501

1.86

1.26869

0.00000

0.00000

4501

2012.01.13 16:55

modify

1501

1.86

1.26869

1.27569

1.26749

4502

2012.01.13 16:59

close

1501

1.86

1.26837

1.27569

1.26749

59.52

39375.70

4503

2012.01.13 17:00

close

1500

1.96

1.26786

1.27528

1.26708

82.32

39458.02

4504

2012.01.13 20:15

sell

1502

1.97

1.26792

0.00000

0.00000

4505

2012.01.13 20:15

modify

1502

1.97

1.26792

1.27492

1.26672

4506

2012.01.13 20:15

close

1502

1.97

1.26749

1.27492

1.26672

84.71

39542.73

4507

2012.01.13 20:51

sell

1503

1.97

1.26824

0.00000

0.00000

4508

2012.01.13 20:51

modify

1503

1.97

1.26824

1.27524

1.26704

4509

2012.01.13 20:55

sell

1504

1.87

1.26855

0.00000

0.00000

4510

2012.01.13 20:55

modify

1504

1.87

1.26855

1.27555

1.26735

4511

2012.01.13 21:05

close

1504

1.87

1.26813

1.27555

1.26735

78.54

39621.27

4512

2012.01.13 21:13

close

1503

1.97

1.26778

1.27524

1.26704

90.62

39711.89

4513

2012.01.17 11:45

buy

1505

1.98

1.27731

0.00000

0.00000

4514

2012.01.17 11:45

modify

1505

1.98

1.27731

1.27181

1.27851

4515

2012.01.17 12:00

buy

1506

1.88

1.27717

0.00000

0.00000

4516

2012.01.17 12:00

modify

1506

1.88

1.27717

1.27167

1.27837

4517

2012.01.17 12:12

close

1506

1.88

1.27785

1.27167

1.27837

127.84

39839.73

4518

2012.01.17 12:12

close

1505

1.98

1.27785

1.27181

1.27851

106.92

39946.65

4519

2012.01.19 19:50

buy

1507

1.99

1.29312

0.00000

0.00000

4520

2012.01.19 19:50

modify

1507

1.99

1.29312

1.28762

1.29432

4521

2012.01.19 20:02

close

1507

1.99

1.29365

1.28762

1.29432

105.47

40052.12

4522

2012.01.23 17:01

buy

1508

2.00

1.30351

0.00000

0.00000

4523

2012.01.23 17:01

modify

1508

2.00

1.30351

1.29801

1.30471

4524

2012.01.23 17:05

buy

1509

1.89

1.30322

0.00000

0.00000

4525

2012.01.23 17:05

modify

1509

1.89

1.30322

1.29772

1.30442

4526

2012.01.24 01:35

close

1509

1.89

1.30082

1.29772

1.30442

-453.60

39598.52

4527

2012.01.24 01:35

close

1508

2.00

1.30082

1.29801

1.30471

-538.00

39060.52

4528

2012.01.26 11:35

buy

1510

1.95

1.31523

0.00000

0.00000

4529

2012.01.26 11:35

modify

1510

1.95

1.31523

1.30973

1.31643

4530

2012.01.26 11:40

buy

1511

1.84

1.31414

0.00000

0.00000

4531

2012.01.26 11:40

modify

1511

1.84

1.31414

1.30864

1.31534

4532

2012.01.26 12:05

close

1511

1.84

1.31522

1.30864

1.31534

198.72

39259.24

4533

2012.01.26 12:05

close

1510

1.95

1.31522

1.30973

1.31643

-1.95

39257.29

4534

2012.01.30 15:20

sell

1512

1.96

1.31092

0.00000

0.00000

4535

2012.01.30 15:20

modify

1512

1.96

1.31092

1.31792

1.30972

4536

2012.01.30 15:28

close

1512

1.96

1.31050

1.31792

1.30972

82.32

39339.61

4537

2012.01.31 18:10

sell

1513

1.96

1.30778

0.00000

0.00000

4538

2012.01.31 18:10

modify

1513

1.96

1.30778

1.31478

1.30658

4539

2012.01.31 18:15

sell

1514

1.86

1.30851

0.00000

0.00000

4540

2012.01.31 18:15

modify

1514

1.86

1.30851

1.31551

1.30731

4541

2012.01.31 18:16

close

1514

1.86

1.30821

1.31551

1.30731

55.80

39395.41

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

73/90

2014/3/22

Strategy Tester: TAIGUN

4542

2012.01.31 18:20

sell

1515

1.86

1.30847

0.00000

0.00000

4543

2012.01.31 18:20

modify

1515

1.86

1.30847

1.31547

1.30727

4544

2012.01.31 18:25

close

1515

1.86

1.30816

1.31547

1.30727

57.66

39453.07

4545

2012.01.31 19:06

close

1513

1.96

1.30735

1.31478

1.30658

84.28

39537.35

4546

2012.01.31 19:59

sell

1516

1.97

1.30844

0.00000

0.00000

4547

2012.01.31 19:59

modify

1516

1.97

1.30844

1.31544

1.30724

4548

2012.01.31 20:01

sell

1517

1.87

1.30838

0.00000

0.00000

4549

2012.01.31 20:01

modify

1517

1.87

1.30838

1.31538

1.30718

4550

2012.01.31 20:10

sell

1518

1.77

1.30898

0.00000

0.00000

4551

2012.01.31 20:10

modify

1518

1.77

1.30898

1.31598

1.30778

4552

2012.01.31 20:21

close

1518

1.77

1.30868

1.31598

1.30778

53.10

39590.45

4553

2012.01.31 20:59

close

1516

1.97

1.30816

1.31544

1.30724

55.16

39645.61

4554

2012.01.31 21:07

close

1517

1.87

1.30796

1.31538

1.30718

78.54

39724.15

4555

2012.02.01 14:15

buy

1519

1.98

1.31583

0.00000

0.00000

4556

2012.02.01 14:15

modify

1519

1.98

1.31583

1.31033

1.31703

4557

2012.02.01 14:18

close

1519

1.98

1.31637

1.31033

1.31703

106.92

39831.07

4558

2012.02.01 17:45

buy

1520

1.99

1.31849

0.00000

0.00000

4559

2012.02.01 17:45

modify

1520

1.99

1.31849

1.31299

1.31969

4560

2012.02.01 17:50

buy

1521

1.88

1.31807

0.00000

0.00000

4561

2012.02.01 17:50

modify

1521

1.88

1.31807

1.31257

1.31927

4562

2012.02.01 18:06

close

1521

1.88

1.31873

1.31257

1.31927

124.08

39955.15

4563

2012.02.01 18:06

close

1520

1.99

1.31873

1.31299

1.31969

47.76

40002.91

4564

2012.02.06 18:40

buy

1522

2.00

1.31226

0.00000

0.00000

4565

2012.02.06 18:40

modify

1522

2.00

1.31226

1.30676

1.31346

4566

2012.02.06 19:40

close

1522

2.00

1.31276

1.30676

1.31346

100.00

40102.91

4567

2012.02.10 16:50

sell

1523

2.00

1.31922

0.00000

0.00000

4568

2012.02.10 16:50

modify

1523

2.00

1.31922

1.32622

1.31802

4569

2012.02.10 16:57

close

1523

2.00

1.31880

1.32622

1.31802

84.00

40186.91

4570

2012.02.10 18:00

sell

1524

2.00

1.31930

0.00000

0.00000

4571

2012.02.10 18:00

modify

1524

2.00

1.31930

1.32630

1.31810

4572

2012.02.10 18:07

sell

1525

1.90

1.31930

0.00000

0.00000

4573

2012.02.10 18:07

modify

1525

1.90

1.31930

1.32630

1.31810

4574

2012.02.10 18:17

close

1525

1.90

1.31897

1.32630

1.31810

62.70

40249.61

4575

2012.02.10 18:17

close

1524

2.00

1.31897

1.32630

1.31810

66.00

40315.61

4576

2012.02.14 01:00

sell

1526

2.01

1.31725

0.00000

0.00000

4577

2012.02.14 01:00

modify

1526

2.01

1.31725

1.32425

1.31605

4578

2012.02.14 01:02

close

1526

2.01

1.31681

1.32425

1.31605

88.44

40404.05

4579

2012.02.14 20:55

sell

1527

2.02

1.31168

0.00000

0.00000

4580

2012.02.14 20:55

modify

1527

2.02

1.31168

1.31868

1.31048

4581

2012.02.15 01:51

close

1527

2.02

1.31133

1.31868

1.31048

70.70

40474.75

4582

2012.02.15 16:51

sell

1528

2.02

1.30879

0.00000

0.00000

4583

2012.02.15 16:51

modify

1528

2.02

1.30879

1.31579

1.30759

4584

2012.02.15 17:00

close

1528

2.02

1.30841

1.31579

1.30759

76.76

40551.51

4585

2012.02.15 19:00

sell

1529

2.02

1.30824

0.00000

0.00000

4586

2012.02.15 19:00

modify

1529

2.02

1.30824

1.31524

1.30704

4587

2012.02.15 19:00

close

1529

2.02

1.30781

1.31524

1.30704

86.86

40638.37

4588

2012.02.20 01:31

buy

1530

2.03

1.32076

0.00000

0.00000

4589

2012.02.20 01:31

modify

1530

2.03

1.32076

1.31526

1.32196

4590

2012.02.20 01:39

close

1530

2.03

1.32125

1.31526

1.32196

99.47

40737.84

4591

2012.02.20 14:45

buy

1531

2.03

1.32576

0.00000

0.00000

4592

2012.02.20 14:45

modify

1531

2.03

1.32576

1.32026

1.32696

4593

2012.02.20 15:47

close

1531

2.03

1.32637

1.32026

1.32696

123.83

40861.67

4594

2012.02.23 11:05

buy

1532

2.04

1.33072

0.00000

0.00000

4595

2012.02.23 11:05

modify

1532

2.04

1.33072

1.32522

1.33192

4596

2012.02.23 14:43

close

1532

2.04

1.32730

1.32522

1.33192

-697.68

40163.99

4597

2012.02.24 13:22

buy

1533

2.00

1.34096

0.00000

0.00000

4598

2012.02.24 13:22

modify

1533

2.00

1.34096

1.33546

1.34216

4599

2012.02.24 13:25

buy

1534

1.90

1.34089

0.00000

0.00000

4600

2012.02.24 13:25

modify

1534

1.90

1.34089

1.33539

1.34209

4601

2012.02.24 13:30

buy

1535

1.80

1.34063

0.00000

0.00000

4602

2012.02.24 13:30

modify

1535

1.80

1.34063

1.33513

1.34183

4603

2012.02.24 13:48

close

1535

1.80

1.34144

1.33513

1.34183

145.80

40309.79

4604

2012.02.24 13:48

close

1534

1.90

1.34144

1.33539

1.34209

104.50

40414.29

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

74/90

2014/3/22

Strategy Tester: TAIGUN

4605

2012.02.24 13:48

close

1533

2.00

1.34144

1.33546

1.34216

4606

2012.02.29 22:10

sell

1536

2.02

1.33300

0.00000

0.00000

96.00

40510.29

4607

2012.02.29 22:10

modify

1536

2.02

1.33300

1.34000

1.33180

4608

2012.02.29 22:16

sell

1537

1.92

1.33303

0.00000

0.00000

4609

2012.02.29 22:16

modify

1537

1.92

1.33303

1.34003

1.33183

4610

2012.02.29 22:34

close

1537

1.92

1.33256

1.34003

4611

2012.02.29 22:34

close

1536

2.02

1.33256

1.34000

1.33183

90.24

40600.53

1.33180

88.88

4612

2012.03.02 14:28

sell

1538

2.03

1.32240

0.00000

0.00000

40689.41

4613

2012.03.02 14:28

modify

1538

2.03

1.32240

1.32940

1.32120

4614

2012.03.02 14:34

sell

1539

1.92

1.32256

0.00000

0.00000

4615

2012.03.02 14:34

modify

1539

1.92

1.32256

1.32956

1.32136

4616

2012.03.02 14:35

close

1539

1.92

1.32220

1.32956

4617

2012.03.02 14:35

close

1538

2.03

1.32207

1.32940

1.32136

69.12

40758.53

1.32120

66.99

4618

2012.03.02 17:56

sell

1540

2.04

1.32096

0.00000

0.00000

40825.52

4619

2012.03.02 17:56

modify

1540

2.04

1.32096

1.32796

1.31976

4620

2012.03.02 18:00

sell

1541

1.93

1.32098

0.00000

0.00000

4621

2012.03.02 18:00

modify

1541

1.93

1.32098

1.32798

1.31978

4622

2012.03.02 18:05

sell

1542

1.83

1.32109

0.00000

0.00000

4623

2012.03.02 18:05

modify

1542

1.83

1.32109

1.32809

1.31989

4624

2012.03.02 18:08

close

1542

1.83

1.32078

1.32809

4625

2012.03.02 18:09

close

1541

1.93

1.32068

1.32798

1.31989

56.73

40882.25

1.31978

57.90

4626

2012.03.02 18:10

close

1540

2.04

1.32059

40940.15

1.32796

1.31976

75.48

4627

2012.03.06 12:30

sell

1543

2.05

41015.63

1.31475

0.00000

0.00000

4628

2012.03.06 12:30

modify

1543

4629

2012.03.06 12:35

sell

1544

2.05

1.31475

1.32175

1.31355

1.94

1.31495

0.00000

4630

2012.03.06 12:35

modify

0.00000

1544

1.94

1.31495

1.32195

4631

2012.03.06 12:37

1.31375

close

1544

1.94

1.31461

1.32195

1.31375

65.96

41081.59

4632
4633

2012.03.06 12:40

sell

1545

1.94

1.31496

0.00000

0.00000

2012.03.06 12:40

modify

1545

1.94

1.31496

1.32196

1.31376

4634

2012.03.06 12:45

sell

1546

1.83

1.31543

0.00000

0.00000

4635

2012.03.06 12:45

modify

1546

1.83

1.31543

1.32243

1.31423

4636

2012.03.06 12:54

close

1546

1.83

1.31512

1.32243

1.31423

56.73

41138.32

4637

2012.03.06 13:20

close

1545

1.94

1.31466

1.32196

1.31376

58.20

41196.52

4638

2012.03.06 13:28

close

1543

2.05

1.31448

1.32175

1.31355

55.35

41251.87

4639

2012.03.08 13:35

buy

1547

2.06

1.32386

0.00000

0.00000

4640

2012.03.08 13:35

modify

1547

2.06

1.32386

1.31836

1.32506

4641

2012.03.08 13:36

close

1547

2.06

1.32448

1.31836

1.32506

127.72

41379.59

4642

2012.03.08 14:15

buy

1548

2.06

1.32382

0.00000

0.00000

4643

2012.03.08 14:15

modify

1548

2.06

1.32382

1.31832

1.32502

4644

2012.03.08 14:20

buy

1549

1.95

1.32319

0.00000

0.00000

4645

2012.03.08 14:20

modify

1549

1.95

1.32319

1.31769

1.32439

4646

2012.03.08 14:30

buy

1550

1.85

1.32286

0.00000

0.00000

4647

2012.03.08 14:30

modify

1550

1.85

1.32286

1.31736

1.32406

4648

2012.03.08 14:36

close

1550

1.85

1.32396

1.31736

1.32406

203.50

41583.09

4649

2012.03.08 14:36

close

1549

1.95

1.32396

1.31769

1.32439

150.15

41733.24

4650

2012.03.08 14:36

close

1548

2.06

1.32396

1.31832

1.32502

28.84

41762.08

4651

2012.03.09 17:55

sell

1551

2.08

1.31199

0.00000

0.00000

4652

2012.03.09 17:55

modify

1551

2.08

1.31199

1.31899

1.31079

4653

2012.03.09 17:57

close

1551

2.08

1.31170

1.31899

1.31079

60.32

41822.40

4654

2012.03.12 02:54

sell

1552

2.09

1.30971

0.00000

0.00000

4655

2012.03.12 02:54

modify

1552

2.09

1.30971

1.31671

1.30851

4656

2012.03.12 03:11

close

1552

2.09

1.30938

1.31671

1.30851

68.97

41891.37

4657

2012.03.13 14:35

sell

1553

2.09

1.30724

0.00000

0.00000

4658

2012.03.13 14:35

modify

1553

2.09

1.30724

1.31424

1.30604

4659

2012.03.13 14:42

sell

1554

1.98

1.30759

0.00000

0.00000

4660

2012.03.13 14:42

modify

1554

1.98

1.30759

1.31459

1.30639

4661

2012.03.13 14:45

sell

1555

1.88

1.30759

0.00000

0.00000

4662

2012.03.13 14:45

modify

1555

1.88

1.30759

1.31459

1.30639

4663

2012.03.13 14:50

sell

1556

1.78

1.30774

0.00000

0.00000

4664

2012.03.13 14:50

modify

1556

1.78

1.30774

1.31474

1.30654

4665

2012.03.13 14:55

sell

1557

1.68

1.30797

0.00000

0.00000

4666

2012.03.13 14:55

modify

1557

1.68

1.30797

1.31497

1.30677

4667

2012.03.13 15:00

sell

1558

1.58

1.30836

0.00000

0.00000

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

75/90

2014/3/22

Strategy Tester: TAIGUN

4667

2012.03.13 15:00

sell

1558

1.58

1.30836

0.00000

0.00000

4668

2012.03.13 15:00

modify

1558

1.58

1.30836

1.31536

1.30716

4669

2012.03.13 15:07

sell

1559

1.48

1.30866

0.00000

0.00000

4670

2012.03.13 15:07

modify

1559

1.48

1.30866

1.31566

1.30746

4671

2012.03.13 15:10

sell

1560

1.37

1.30925

0.00000

0.00000

4672

2012.03.13 15:10

modify

1560

1.37

1.30925

1.31625

1.30805

4673

2012.03.13 18:18

close

1560

1.37

1.30889

1.31625

1.30805

49.32

41940.69

4674

2012.03.13 18:28

close

1559

1.48

1.30822

1.31566

1.30746

65.12

42005.81

4675

2012.03.13 18:28

close

1558

1.58

1.30780

1.31536

1.30716

88.48

42094.29

4676

2012.03.13 18:28

close

1557

1.68

1.30728

1.31497

1.30677

115.92

42210.21

4677

2012.03.13 18:28

close

1556

1.78

1.30728

1.31474

1.30654

81.88

42292.09

4678

2012.03.13 18:28

close

1555

1.88

1.30728

1.31459

1.30639

58.28

42350.37

4679

2012.03.13 18:28

close

1554

1.98

1.30728

1.31459

1.30639

61.38

42411.75

4680

2012.03.13 18:34

close

1553

2.09

1.30695

1.31424

1.30604

60.61

42472.36

4681

2012.03.15 18:45

buy

1561

2.12

1.30979

0.00000

0.00000

4682

2012.03.15 18:45

modify

1561

2.12

1.30979

1.30429

1.31099

4683

2012.03.15 18:50

buy

1562

2.01

1.30976

0.00000

0.00000

4684

2012.03.15 18:50

modify

1562

2.01

1.30976

1.30426

1.31096

4685

2012.03.15 18:59

buy

1563

1.91

1.30962

0.00000

0.00000

4686

2012.03.15 18:59

modify

1563

1.91

1.30962

1.30412

1.31082

4687

2012.03.16 00:56

close

1563

1.91

1.30720

1.30412

1.31082

-462.22

42010.14

4688

2012.03.16 00:56

close

1562

2.01

1.30720

1.30426

1.31096

-514.56

41495.58

4689

2012.03.16 00:56

close

1561

2.12

1.30720

1.30429

1.31099

-549.08

40946.50

4690

2012.03.16 15:45

buy

1564

2.04

1.31693

0.00000

0.00000

4691

2012.03.16 15:45

modify

1564

2.04

1.31693

1.31143

1.31813

4692

2012.03.16 15:50

buy

1565

1.94

1.31677

0.00000

0.00000

4693

2012.03.16 15:50

modify

1565

1.94

1.31677

1.31127

1.31797

4694

2012.03.16 16:05

buy

1566

1.84

1.31664

0.00000

0.00000

4695

2012.03.16 16:05

modify

1566

1.84

1.31664

1.31114

1.31784

4696

2012.03.16 16:10

buy

1567

1.73

1.31640

0.00000

0.00000

4697

2012.03.16 16:10

modify

1567

1.73

1.31640

1.31090

1.31760

4698

2012.03.16 16:42

close

1567

1.73

1.31730

1.31090

1.31760

155.70

41102.20

4699

2012.03.16 16:42

close

1566

1.84

1.31730

1.31114

1.31784

121.44

41223.64

4700

2012.03.16 16:42

close

1565

1.94

1.31730

1.31127

1.31797

102.82

41326.46

4701

2012.03.16 16:42

close

1564

2.04

1.31730

1.31143

1.31813

75.48

41401.94

4702

2012.03.19 18:16

buy

1568

2.07

1.32397

0.00000

0.00000

4703

2012.03.19 18:16

modify

1568

2.07

1.32397

1.31847

1.32517

4704

2012.03.19 20:35

close

1568

2.07

1.32445

1.31847

1.32517

99.36

41501.30

4705

2012.03.22 10:40

sell

1569

2.07

1.31657

0.00000

0.00000

4706

2012.03.22 10:40

modify

1569

2.07

1.31657

1.32357

1.31537

4707

2012.03.22 10:45

sell

1570

1.96

1.31659

0.00000

0.00000

4708

2012.03.22 10:45

modify

1570

1.96

1.31659

1.32359

1.31539

4709

2012.03.22 10:50

close

1570

1.96

1.31624

1.32359

1.31539

68.60

41569.90

4710

2012.03.22 10:50

close

1569

2.07

1.31624

1.32357

1.31537

68.31

41638.21

4711

2012.03.22 12:18

sell

1571

2.08

1.31667

0.00000

0.00000

4712

2012.03.22 12:18

modify

1571

2.08

1.31667

1.32367

1.31547

4713

2012.03.22 12:22

close

1571

2.08

1.31638

1.32367

1.31547

60.32

41698.53

4714

2012.03.23 10:15

buy

1572

2.08

1.32561

0.00000

0.00000

4715

2012.03.23 10:15

modify

1572

2.08

1.32561

1.32011

1.32681

4716

2012.03.23 10:20

buy

1573

1.96

1.32463

0.00000

0.00000

4717

2012.03.23 10:20

modify

1573

1.96

1.32463

1.31913

1.32583

4718

2012.03.23 10:41

buy

1574

1.87

1.32477

0.00000

0.00000

4719

2012.03.23 10:41

modify

1574

1.87

1.32477

1.31927

1.32597

4720

2012.03.23 10:51

close

1574

1.87

1.32562

1.31927

1.32597

158.95

41857.48

4721

2012.03.23 10:51

close

1573

1.96

1.32562

1.31913

1.32583

194.04

42051.52

4722

2012.03.23 10:51

close

1572

2.08

1.32562

1.32011

1.32681

2.08

42053.60

4723

2012.04.04 17:49

sell

1575

2.10

1.31380

0.00000

0.00000

4724

2012.04.04 17:49

modify

1575

2.10

1.31380

1.32080

1.31260

4725

2012.04.04 17:50

sell

1576

1.99

1.31385

0.00000

0.00000

4726

2012.04.04 17:50

modify

1576

1.99

1.31385

1.32085

1.31265

4727

2012.04.04 23:53

close

1576

1.99

1.31477

1.32085

1.31265

-183.08

41870.52

4728

2012.04.04 23:53

close

1575

2.10

1.31477

1.32080

1.31260

-203.70

41666.82

4729

2012.04.05 11:25

sell

1577

2.08

1.30763

0.00000

0.00000

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

76/90

2014/3/22

Strategy Tester: TAIGUN

4730

2012.04.05 11:25

modify

1577

2.08

1.30763

1.31463

1.30643

4731

2012.04.05 11:30

sell

1578

1.97

1.30775

0.00000

0.00000

4732

2012.04.05 11:30

modify

1578

1.97

1.30775

1.31475

1.30655

4733

2012.04.05 11:31

close

1578

1.97

1.30741

1.31475

1.30655

4734

2012.04.05 11:38

sell

1579

1.97

1.30774

0.00000

0.00000

4735

2012.04.05 11:38

modify

1579

1.97

1.30774

1.31474

1.30654

4736

2012.04.05 11:40

sell

1580

1.87

1.30775

0.00000

0.00000

4737

2012.04.05 11:40

modify

1580

1.87

1.30775

1.31475

1.30655

4738

2012.04.05 11:42

close

1580

1.87

1.30742

1.31475

4739

2012.04.05 11:42

close

1579

1.97

1.30742

1.31474

4740

2012.04.05 11:42

close

1577

2.08

1.30735

4741

2012.04.05 11:46

sell

1581

2.09

4742

2012.04.05 11:46

modify

1581

4743

2012.04.05 11:50

sell

1582

4744

2012.04.05 11:50

modify

4745

2012.04.05 11:57

4746

66.98

41733.80

1.30655

61.71

41795.51

1.30654

63.04

41858.55

1.31463

1.30643

58.24

41916.79

1.30776

0.00000

0.00000

2.09

1.30776

1.31476

1.30656

1.98

1.30785

0.00000

0.00000

1582

1.98

1.30785

1.31485

1.30665

sell

1583

1.88

1.30809

0.00000

0.00000

2012.04.05 11:57

modify

1583

1.88

1.30809

1.31509

1.30689

4747

2012.04.05 12:03

close

1583

1.88

1.30780

1.31509

1.30689

54.52

41971.31

4748

2012.04.05 12:09

close

1582

1.98

1.30752

1.31485

1.30665

65.34

42036.65

4749

2012.04.05 12:10

close

1581

2.09

1.30744

1.31476

1.30656

66.88

42103.53

4750

2012.04.05 14:50

sell

1584

2.10

1.30685

0.00000

0.00000

4751

2012.04.05 14:50

modify

1584

2.10

1.30685

1.31385

1.30565

4752

2012.04.05 14:59

close

1584

2.10

1.30651

1.31385

1.30565

71.40

42174.93

4753

2012.04.05 15:15

sell

1585

2.10

1.30734

0.00000

0.00000

4754

2012.04.05 15:15

modify

1585

2.10

1.30734

1.31434

1.30614

4755

2012.04.05 15:18

close

1585

2.10

1.30696

1.31434

1.30614

79.80

42254.73

4756

2012.04.12 18:51

buy

1586

2.11

1.31905

0.00000

0.00000

4757

2012.04.12 18:51

modify

1586

2.11

1.31905

1.31355

1.32025

4758

2012.04.12 18:56

close

1586

2.11

1.31969

1.31355

1.32025

135.04

42389.77

4759

2012.04.16 02:20

sell

1587

2.11

1.30275

0.00000

0.00000

4760

2012.04.16 02:20

modify

1587

2.11

1.30275

1.30975

1.30155

4761

2012.04.16 02:25

sell

1588

2.01

1.30275

0.00000

0.00000

4762

2012.04.16 02:25

modify

1588

2.01

1.30275

1.30975

1.30155

4763

2012.04.16 02:31

close

1588

2.01

1.30245

1.30975

1.30155

60.30

42450.07

4764

2012.04.16 02:31

close

1587

2.11

1.30245

1.30975

1.30155

63.30

42513.37

4765

2012.05.02 13:50

sell

1589

2.12

1.31560

0.00000

0.00000

4766

2012.05.02 13:50

modify

1589

2.12

1.31560

1.32260

1.31440

4767

2012.05.02 13:51

close

1589

2.12

1.31531

1.32260

1.31440

61.48

42574.85

4768

2012.05.16 07:57

sell

1590

2.12

1.27061

0.00000

0.00000

4769

2012.05.16 07:57

modify

1590

2.12

1.27061

1.27761

1.26941

4770

2012.05.16 08:13

close

1590

2.12

1.27315

1.27761

1.26941

-538.48

42036.37

4771

2012.05.23 01:35

sell

1591

2.10

1.26690

0.00000

0.00000

4772

2012.05.23 01:35

modify

1591

2.10

1.26690

1.27390

1.26570

4773

2012.05.23 01:40

sell

1592

1.99

1.26726

0.00000

0.00000

4774

2012.05.23 01:40

modify

1592

1.99

1.26726

1.27426

1.26606

4775

2012.05.23 01:41

close

1592

1.99

1.26689

1.27426

1.26606

73.63

42110.00

4776

2012.05.23 06:10

close

1591

2.10

1.26657

1.27390

1.26570

69.30

42179.30

4777

2012.05.23 17:40

sell

1593

2.10

1.25714

0.00000

0.00000

4778

2012.05.23 17:40

modify

1593

2.10

1.25714

1.26414

1.25594

4779

2012.05.23 17:45

sell

1594

1.99

1.25754

0.00000

0.00000

4780

2012.05.23 17:45

modify

1594

1.99

1.25754

1.26454

1.25634

4781

2012.05.23 17:50

sell

1595

1.89

1.25754

0.00000

0.00000

4782

2012.05.23 17:50

modify

1595

1.89

1.25754

1.26454

1.25634

4783

2012.05.23 17:51

close

1595

1.89

1.25719

1.26454

1.25634

66.15

42245.45

4784

2012.05.23 17:51

close

1594

1.99

1.25719

1.26454

1.25634

69.65

42315.10

4785

2012.05.23 17:55

close

1593

2.10

1.25681

1.26414

1.25594

69.30

42384.40

4786

2012.05.23 19:30

sell

1596

2.11

1.25771

0.00000

0.00000

4787

2012.05.23 19:30

modify

1596

2.11

1.25771

1.26471

1.25651

4788

2012.05.23 19:35

sell

1597

2.00

1.25835

0.00000

0.00000

4789

2012.05.23 19:35

modify

1597

2.00

1.25835

1.26535

1.25715

4790

2012.05.23 19:40

sell

1598

1.89

1.25851

0.00000

0.00000

4791

2012.05.23 19:40

modify

1598

1.89

1.25851

1.26551

1.25731

4792

2012.05.23 19:45

sell

1599

1.78

1.25906

0.00000

0.00000

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

77/90

2014/3/22

Strategy Tester: TAIGUN

4793

2012.05.23 19:45

modify

1599

1.78

1.25906

1.26606

1.25786

4794

2012.05.23 19:45

close

1599

1.78

1.25876

1.26606

1.25786

4795

2012.05.23 19:57

sell

1600

1.78

1.25912

0.00000

0.00000

4796

2012.05.23 19:57

modify

1600

1.78

1.25912

1.26612

1.25792

4797

2012.05.23 20:24

close

1600

1.78

1.25882

1.26612

4798

2012.05.23 20:30

close

1598

1.89

1.25822

1.26551

4799

2012.05.23 20:47

close

1597

2.00

1.25803

4800

2012.05.23 23:42

close

1596

2.11

4801

2012.06.04 16:35

buy

1601

4802

2012.06.04 16:35

modify

4803

2012.06.04 16:55

buy

4804

2012.06.04 16:55

4805
4806

53.40

42437.80

1.25792

53.40

42491.20

1.25731

54.81

42546.01

1.26535

1.25715

64.00

42610.01

1.25742

1.26471

1.25651

61.19

42671.20

2.13

1.24879

0.00000

0.00000

1601

2.13

1.24879

1.24329

1.24999

1602

2.02

1.24843

0.00000

0.00000

modify

1602

2.02

1.24843

1.24293

1.24963

2012.06.04 17:38

close

1602

2.02

1.24914

1.24293

1.24963

143.42

42814.62

2012.06.04 17:38

close

1601

2.13

1.24914

1.24329

1.24999

74.55

42889.17

4807

2012.06.08 09:48

sell

1603

2.14

1.24822

0.00000

0.00000

4808

2012.06.08 09:48

modify

1603

2.14

1.24822

1.25522

1.24702

4809

2012.06.08 09:50

sell

1604

2.03

1.24830

0.00000

0.00000

4810

2012.06.08 09:50

modify

1604

2.03

1.24830

1.25530

1.24710

4811

2012.06.08 09:54

close

1604

2.03

1.24801

1.25530

1.24710

58.87

42948.04

4812

2012.06.08 09:55

close

1603

2.14

1.24793

1.25522

1.24702

62.06

43010.10

4813

2012.06.08 14:15

sell

1605

2.15

1.24659

0.00000

0.00000

4814

2012.06.08 14:15

modify

1605

2.15

1.24659

1.25359

1.24539

4815

2012.06.08 14:19

close

1605

2.15

1.24616

1.25359

1.24539

92.45

43102.55

4816

2012.06.10 23:00

buy

1606

2.15

1.26376

0.00000

0.00000

4817

2012.06.10 23:00

modify

1606

2.15

1.26376

1.25826

1.26496

4818

2012.06.10 23:01

close

1606

2.15

1.26428

1.25826

1.26496

111.80

43214.35

4819

2012.06.11 00:07

buy

1607

2.16

1.26295

0.00000

0.00000

4820

2012.06.11 00:07

modify

1607

2.16

1.26295

1.25745

1.26415

4821

2012.06.11 00:10

buy

1608

2.04

1.26267

0.00000

0.00000

4822

2012.06.11 00:10

modify

1608

2.04

1.26267

1.25717

1.26387

4823

2012.06.11 00:23

close

1608

2.04

1.26334

1.25717

1.26387

136.68

43351.03

4824

2012.06.11 00:23

close

1607

2.16

1.26334

1.25745

1.26415

84.24

43435.27

4825

2012.06.17 23:55

buy

1609

2.17

1.27076

0.00000

0.00000

4826

2012.06.17 23:55

modify

1609

2.17

1.27076

1.26526

1.27196

4827

2012.06.18 00:00

buy

1610

2.05

1.27056

0.00000

0.00000

4828

2012.06.18 00:00

modify

1610

2.05

1.27056

1.26506

1.27176

4829

2012.06.18 00:04

close

1610

2.05

1.27130

1.26506

1.27176

151.70

43586.97

4830

2012.06.18 00:04

close

1609

2.17

1.27130

1.26526

1.27196

117.18

43704.15

4831

2012.06.18 01:21

buy

1611

2.18

1.27043

0.00000

0.00000

4832

2012.06.18 01:21

modify

1611

2.18

1.27043

1.26493

1.27163

4833

2012.06.18 05:01

close

1611

2.18

1.27104

1.26493

1.27163

132.98

43837.13

4834

2012.06.18 16:50

sell

1612

2.19

1.25874

0.00000

0.00000

4835

2012.06.18 16:50

modify

1612

2.19

1.25874

1.26574

1.25754

4836

2012.06.18 16:54

close

1612

2.19

1.25837

1.26574

1.25754

81.03

43918.16

4837

2012.06.29 05:05

buy

1613

2.19

1.25694

0.00000

0.00000

4838

2012.06.29 05:05

modify

1613

2.19

1.25694

1.25144

1.25814

4839

2012.06.29 05:10

buy

1614

2.08

1.25678

0.00000

0.00000

4840

2012.06.29 05:10

modify

1614

2.08

1.25678

1.25128

1.25798

4841

2012.06.29 05:22

close

1614

2.08

1.25737

1.25128

1.25798

122.72

44040.88

4842

2012.06.29 05:22

close

1613

2.19

1.25737

1.25144

1.25814

94.17

44135.05

4843

2012.06.29 07:53

buy

1615

2.20

1.25704

0.00000

0.00000

4844

2012.06.29 07:53

modify

1615

2.20

1.25704

1.25154

1.25824

4845

2012.06.29 08:55

close

1615

2.20

1.25758

1.25154

1.25824

118.80

44253.85

4846

2012.06.29 16:07

buy

1616

2.21

1.26686

0.00000

0.00000

4847

2012.06.29 16:07

modify

1616

2.21

1.26686

1.26136

1.26806

4848

2012.06.29 16:10

buy

1617

2.09

1.26632

0.00000

0.00000

4849

2012.06.29 16:10

modify

1617

2.09

1.26632

1.26082

1.26752

4850

2012.06.29 16:24

buy

1618

1.97

1.26586

0.00000

0.00000

4851

2012.06.29 16:24

modify

1618

1.97

1.26586

1.26036

1.26706

4852

2012.06.29 16:25

buy

1619

1.87

1.26579

0.00000

0.00000

4853

2012.06.29 16:25

modify

1619

1.87

1.26579

1.26029

1.26699

4854

2012.06.29 17:20

close

1619

1.87

1.26675

1.26029

1.26699

179.52

44433.37

4855

2012.06.29 17:20

close

1618

1.97

1.26675

1.26036

1.26706

175.33

44608.70

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

78/90

2014/3/22

Strategy Tester: TAIGUN

4855

2012.06.29 17:20

close

1618

1.97

1.26675

1.26036

1.26706

175.33

44608.70

4856

2012.06.29 17:20

close

1617

2.09

1.26675

1.26082

1.26752

89.87

44698.57

4857

2012.06.29 17:20

close

1616

2.21

1.26675

1.26136

1.26806

-24.31

44674.26

4858

2012.07.04 16:40

sell

1620

2.23

1.25343

0.00000

0.00000

4859

2012.07.04 16:40

modify

1620

2.23

1.25343

1.26043

1.25223

4860

2012.07.04 16:45

sell

1621

2.11

1.25347

0.00000

0.00000

4861

2012.07.04 16:45

modify

1621

2.11

1.25347

1.26047

1.25227

4862

2012.07.04 18:06

close

1620

2.23

1.25306

1.26043

1.25223

82.51

44756.77

4863

2012.07.04 18:06

close

1621

2.11

1.25307

1.26047

1.25227

84.40

44841.17

4864

2012.07.05 16:15

sell

1622

2.24

1.23923

0.00000

0.00000

4865

2012.07.05 16:15

modify

1622

2.24

1.23923

1.24623

1.23803

4866

2012.07.05 16:24

sell

1623

2.12

1.23932

0.00000

0.00000

4867

2012.07.05 16:24

modify

1623

2.12

1.23932

1.24632

1.23812

4868

2012.07.05 16:30

close

1623

2.12

1.23897

1.24632

1.23812

74.20

44915.37

4869

2012.07.05 16:31

close

1622

2.24

1.23896

1.24623

1.23803

60.48

44975.85

4870

2012.07.05 17:00

sell

1624

2.24

1.23929

0.00000

0.00000

4871

2012.07.05 17:00

modify

1624

2.24

1.23929

1.24629

1.23809

4872

2012.07.05 17:15

close

1624

2.24

1.23894

1.24629

1.23809

78.40

45054.25

4873

2012.07.08 23:00

sell

1625

2.25

1.22787

0.00000

0.00000

4874

2012.07.08 23:00

modify

1625

2.25

1.22787

1.23487

1.22667

4875

2012.07.08 23:06

sell

1626

2.13

1.22778

0.00000

0.00000

4876

2012.07.08 23:06

modify

1626

2.13

1.22778

1.23478

1.22658

4877

2012.07.08 23:18

close

1625

2.25

1.22752

1.23487

1.22667

78.75

45133.00

4878

2012.07.08 23:19

close

1626

2.13

1.22746

1.23478

1.22658

68.16

45201.16

4879

2012.07.10 16:51

sell

1627

2.26

1.22541

0.00000

0.00000

4880

2012.07.10 16:51

modify

1627

2.26

1.22541

1.23241

1.22421

4881

2012.07.10 18:30

close

1627

2.26

1.22510

1.23241

1.22421

70.06

45271.22

4882

2012.07.17 03:05

buy

1628

2.26

1.22976

0.00000

0.00000

4883

2012.07.17 03:05

modify

1628

2.26

1.22976

1.22426

1.23096

4884

2012.07.17 03:59

close

1628

2.26

1.23022

1.22426

1.23096

103.96

45375.18

4885

2012.07.17 16:00

sell

1629

2.26

1.22342

0.00000

0.00000

4886

2012.07.17 16:00

modify

1629

2.26

1.22342

1.23042

1.22222

4887

2012.07.17 16:05

sell

1630

2.15

1.22363

0.00000

0.00000

4888

2012.07.17 16:05

modify

1630

2.15

1.22363

1.23063

1.22243

4889

2012.07.17 16:12

close

1630

2.15

1.22329

1.23063

1.22243

73.10

45448.28

4890

2012.07.17 17:30

close

1629

2.26

1.22798

1.23042

1.22222

-1030.56

44417.72

4891

2012.07.20 15:30

sell

1631

2.22

1.21742

0.00000

0.00000

4892

2012.07.20 15:30

modify

1631

2.22

1.21742

1.22442

1.21622

4893

2012.07.20 15:34

close

1631

2.22

1.21707

1.22442

1.21622

77.70

44495.42

4894

2012.07.20 15:46

sell

1632

2.22

1.21743

0.00000

0.00000

4895

2012.07.20 15:46

modify

1632

2.22

1.21743

1.22443

1.21623

4896

2012.07.20 16:06

close

1632

2.22

1.21712

1.22443

1.21623

68.82

44564.24

4897

2012.07.26 14:45

buy

1633

2.22

1.22899

0.00000

0.00000

4898

2012.07.26 14:45

modify

1633

2.22

1.22899

1.22349

1.23019

4899

2012.07.26 14:50

close

1633

2.22

1.22951

1.22349

1.23019

115.44

44679.68

4900

2012.07.26 14:55

buy

1634

2.23

1.22899

0.00000

0.00000

4901

2012.07.26 14:55

modify

1634

2.23

1.22899

1.22349

1.23019

4902

2012.07.26 14:56

buy

1635

2.12

1.22899

0.00000

0.00000

4903

2012.07.26 14:56

modify

1635

2.12

1.22899

1.22349

1.23019

4904

2012.07.26 14:59

close

1635

2.12

1.22948

1.22349

1.23019

103.88

44783.56

4905

2012.07.26 14:59

close

1634

2.23

1.22948

1.22349

1.23019

109.27

44892.83

4906

2012.07.26 15:50

buy

1636

2.24

1.22876

0.00000

0.00000

4907

2012.07.26 15:50

modify

1636

2.24

1.22876

1.22326

1.22996

4908

2012.07.26 15:55

buy

1637

2.12

1.22844

0.00000

0.00000

4909

2012.07.26 15:55

modify

1637

2.12

1.22844

1.22294

1.22964

4910

2012.07.26 16:00

buy

1638

2.00

1.22801

0.00000

0.00000

4911

2012.07.26 16:00

modify

1638

2.00

1.22801

1.22251

1.22921

4912

2012.07.26 16:05

buy

1639

1.91

1.22810

0.00000

0.00000

4913

2012.07.26 16:05

modify

1639

1.91

1.22810

1.22260

1.22930

4914

2012.07.26 16:28

close

1639

1.91

1.22886

1.22260

1.22930

145.16

45037.99

4915

2012.07.26 16:28

close

1638

2.00

1.22886

1.22251

1.22921

170.00

45207.99

4916

2012.07.26 16:28

close

1637

2.12

1.22886

1.22294

1.22964

89.04

45297.03

4917

2012.07.26 16:28

close

1636

2.24

1.22886

1.22326

1.22996

22.40

45319.43

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

79/90

2014/3/22

Strategy Tester: TAIGUN

4918

2012.07.27 17:05

buy

1640

2.26

1.23570

0.00000

0.00000

4919

2012.07.27 17:05

modify

1640

2.26

1.23570

1.23020

1.23690

4920

2012.07.27 17:10

buy

1641

2.14

1.23556

0.00000

0.00000

4921

2012.07.27 17:10

modify

1641

2.14

1.23556

1.23006

1.23676

4922

2012.07.27 17:25

close

1641

2.14

1.23625

1.23006

1.23676

147.66

45467.09

4923

2012.07.27 17:25

close

1640

2.26

1.23625

1.23020

1.23690

124.30

45591.39

4924

2012.08.02 17:00

sell

1642

2.27

1.21629

0.00000

0.00000

4925

2012.08.02 17:00

modify

1642

2.27

1.21629

1.22329

1.21509

4926

2012.08.02 17:05

sell

1643

2.16

1.21621

0.00000

0.00000

4927

2012.08.02 17:05

modify

1643

2.16

1.21621

1.22321

1.21501

4928

2012.08.02 17:10

sell

1644

2.04

1.21658

0.00000

0.00000

4929

2012.08.02 17:10

modify

1644

2.04

1.21658

1.22358

1.21538

4930

2012.08.02 17:16

sell

1645

1.94

1.21657

0.00000

0.00000

4931

2012.08.02 17:16

modify

1645

1.94

1.21657

1.22357

1.21537

4932

2012.08.02 17:18

close

1645

1.94

1.21627

1.22357

1.21537

58.20

45649.59

4933

2012.08.02 17:18

close

1644

2.04

1.21627

1.22358

1.21538

63.24

45712.83

4934

2012.08.02 17:32

close

1643

2.16

1.21580

1.22321

1.21501

88.56

45801.39

4935

2012.08.02 17:32

close

1642

2.27

1.21580

1.22329

1.21509

111.23

45912.62

4936

2012.08.03 17:45

buy

1646

2.29

1.23701

0.00000

0.00000

4937

2012.08.03 17:45

modify

1646

2.29

1.23701

1.23151

1.23821

4938

2012.08.03 18:24

close

1646

2.29

1.23753

1.23151

1.23821

119.08

46031.70

4939

2012.08.09 17:31

sell

1647

2.30

1.22839

0.00000

0.00000

4940

2012.08.09 17:31

modify

1647

2.30

1.22839

1.23539

1.22719

4941

2012.08.10 02:47

close

1647

2.30

1.22992

1.23539

1.22719

-351.90

45679.80

4942

2012.08.28 11:00

buy

1648

2.28

1.25423

0.00000

0.00000

4943

2012.08.28 11:00

modify

1648

2.28

1.25423

1.24873

1.25543

4944

2012.08.28 11:27

close

1648

2.28

1.25471

1.24873

1.25543

109.44

45789.24

4945

2012.09.12 11:30

buy

1649

2.28

1.29140

0.00000

0.00000

4946

2012.09.12 11:30

modify

1649

2.28

1.29140

1.28590

1.29260

4947

2012.09.12 11:45

buy

1650

2.16

1.29091

0.00000

0.00000

4948

2012.09.12 11:45

modify

1650

2.16

1.29091

1.28541

1.29211

4949

2012.09.12 14:41

close

1650

2.16

1.28760

1.28541

1.29211

-714.96

45074.28

4950

2012.09.12 14:41

close

1649

2.28

1.28760

1.28590

1.29260

-866.40

44207.88

4951

2012.09.14 07:55

buy

1651

2.21

1.30293

0.00000

0.00000

4952

2012.09.14 07:55

modify

1651

2.21

1.30293

1.29743

1.30413

4953

2012.09.14 08:53

close

1651

2.21

1.30354

1.29743

1.30413

134.81

44342.69

4954

2012.09.20 08:45

sell

1652

2.21

1.29823

0.00000

0.00000

4955

2012.09.20 08:45

modify

1652

2.21

1.29823

1.30523

1.29703

4956

2012.09.20 08:47

close

1652

2.21

1.29791

1.30523

1.29703

70.72

44413.41

4957

2012.09.20 10:45

sell

1653

2.22

1.29562

0.00000

0.00000

4958

2012.09.20 10:45

modify

1653

2.22

1.29562

1.30262

1.29442

4959

2012.09.20 10:46

close

1653

2.22

1.29533

1.30262

1.29442

64.38

44477.79

4960

2012.09.20 12:05

sell

1654

2.22

1.29610

0.00000

0.00000

4961

2012.09.20 12:05

modify

1654

2.22

1.29610

1.30310

1.29490

4962

2012.09.20 12:08

close

1654

2.22

1.29565

1.30310

1.29490

99.90

44577.69

4963

2012.09.21 10:28

buy

1655

2.22

1.30221

0.00000

0.00000

4964

2012.09.21 10:28

modify

1655

2.22

1.30221

1.29671

1.30341

4965

2012.09.21 10:34

buy

1656

2.11

1.30219

0.00000

0.00000

4966

2012.09.21 10:34

modify

1656

2.11

1.30219

1.29669

1.30339

4967

2012.09.21 11:18

close

1656

2.11

1.29827

1.29669

1.30339

-827.12

43750.57

4968

2012.09.21 11:18

close

1655

2.22

1.29827

1.29671

1.30341

-874.68

42875.89

4969

2012.09.28 16:10

sell

1657

2.14

1.28680

0.00000

0.00000

4970

2012.09.28 16:10

modify

1657

2.14

1.28680

1.29380

1.28560

4971

2012.09.28 17:12

close

1657

2.14

1.28637

1.29380

1.28560

92.02

42967.91

4972

2012.10.01 01:15

sell

1658

2.14

1.28210

0.00000

0.00000

4973

2012.10.01 01:15

modify

1658

2.14

1.28210

1.28910

1.28090

4974

2012.10.01 01:20

sell

1659

2.03

1.28208

0.00000

0.00000

4975

2012.10.01 01:20

modify

1659

2.03

1.28208

1.28908

1.28088

4976

2012.10.01 01:24

close

1659

2.03

1.28182

1.28908

1.28088

52.78

43020.69

4977

2012.10.01 01:24

close

1658

2.14

1.28182

1.28910

1.28090

59.92

43080.61

4978

2012.10.01 10:44

buy

1660

2.15

1.28952

0.00000

0.00000

4979

2012.10.01 10:44

modify

1660

2.15

1.28952

1.28402

1.29072

4980

2012.10.01 10:45

buy

1661

2.04

1.28943

0.00000

0.00000

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

80/90

2014/3/22

Strategy Tester: TAIGUN

4981

2012.10.01 10:45

modify

1661

2.04

1.28943

1.28393

1.29063

4982

2012.10.01 10:51

buy

1662

1.94

1.28944

0.00000

0.00000

4983

2012.10.01 10:51

modify

1662

1.94

1.28944

1.28394

1.29064

4984

2012.10.01 11:10

buy

1663

1.83

1.28923

0.00000

0.00000

4985

2012.10.01 11:10

modify

1663

1.83

1.28923

1.28373

1.29043

4986

2012.10.01 12:41

close

1663

1.83

1.29002

1.28373

1.29043

144.57

43225.18

4987

2012.10.01 12:41

close

1662

1.94

1.29002

1.28394

1.29064

112.52

43337.70

4988

2012.10.01 12:41

close

1661

2.04

1.29002

1.28393

1.29063

120.36

43458.06

4989

2012.10.01 12:41

close

1660

2.15

1.29002

1.28402

1.29072

107.50

43565.56

4990

2012.10.11 15:20

buy

1664

2.17

1.29298

0.00000

0.00000

4991

2012.10.11 15:20

modify

1664

2.17

1.29298

1.28748

1.29418

4992

2012.10.11 15:36

close

1664

2.17

1.29348

1.28748

1.29418

108.50

43674.06

4993

2012.10.16 13:35

buy

1665

2.18

1.30447

0.00000

0.00000

4994

2012.10.16 13:35

modify

1665

2.18

1.30447

1.29897

1.30567

4995

2012.10.16 13:44

close

1665

2.18

1.30496

1.29897

1.30567

106.82

43780.88

4996

2012.10.16 14:15

buy

1666

2.18

1.30407

0.00000

0.00000

4997

2012.10.16 14:15

modify

1666

2.18

1.30407

1.29857

1.30527

4998

2012.10.16 16:27

close

1666

2.18

1.30459

1.29857

1.30527

113.36

43894.24

4999

2012.10.17 00:54

buy

1667

2.19

1.30957

0.00000

0.00000

5000

2012.10.17 00:54

modify

1667

2.19

1.30957

1.30407

1.31077

5001

2012.10.17 00:55

buy

1668

2.08

1.30954

0.00000

0.00000

5002

2012.10.17 00:55

modify

1668

2.08

1.30954

1.30404

1.31074

5003

2012.10.17 01:03

close

1668

2.08

1.31007

1.30404

1.31074

110.24

44004.48

5004

2012.10.17 01:03

close

1667

2.19

1.31007

1.30407

1.31077

109.50

44113.98

5005

2012.10.23 16:17

sell

1669

2.20

1.29721

0.00000

0.00000

5006

2012.10.23 16:17

modify

1669

2.20

1.29721

1.30421

1.29601

5007

2012.10.23 16:20

sell

1670

2.08

1.29771

0.00000

0.00000

5008

2012.10.23 16:20

modify

1670

2.08

1.29771

1.30471

1.29651

5009

2012.10.23 16:27

close

1670

2.08

1.29733

1.30471

1.29651

79.04

44193.02

5010

2012.10.23 16:35

sell

1671

2.09

1.29787

0.00000

0.00000

5011

2012.10.23 16:35

modify

1671

2.09

1.29787

1.30487

1.29667

5012

2012.10.23 16:40

sell

1672

1.98

1.29805

0.00000

0.00000

5013

2012.10.23 16:40

modify

1672

1.98

1.29805

1.30505

1.29685

5014

2012.10.23 16:52

close

1672

1.98

1.29773

1.30505

1.29685

63.36

44256.38

5015

2012.10.23 17:01

close

1671

2.09

1.29759

1.30487

1.29667

58.52

44314.90

5016

2012.10.23 18:14

close

1669

2.20

1.29674

1.30421

1.29601

103.40

44418.30

5017

2012.10.24 10:25

sell

1673

2.22

1.29414

0.00000

0.00000

5018

2012.10.24 10:25

modify

1673

2.22

1.29414

1.30114

1.29294

5019

2012.10.24 10:59

close

1673

2.22

1.29383

1.30114

1.29294

68.82

44487.12

5020

2012.11.07 15:39

sell

1674

2.22

1.27654

0.00000

0.00000

5021

2012.11.07 15:39

modify

1674

2.22

1.27654

1.28354

1.27534

5022

2012.11.07 15:40

sell

1675

2.11

1.27661

0.00000

0.00000

5023

2012.11.07 15:40

modify

1675

2.11

1.27661

1.28361

1.27541

5024

2012.11.07 15:45

close

1675

2.11

1.27615

1.28361

1.27541

97.06

44584.18

5025

2012.11.07 15:45

close

1674

2.22

1.27615

1.28354

1.27534

86.58

44670.76

5026

2012.11.07 16:10

sell

1676

2.23

1.27663

0.00000

0.00000

5027

2012.11.07 16:10

modify

1676

2.23

1.27663

1.28363

1.27543

5028

2012.11.07 16:29

close

1676

2.23

1.27620

1.28363

1.27543

95.89

44766.65

5029

2012.11.19 17:30

buy

1677

2.23

1.28063

0.00000

0.00000

5030

2012.11.19 17:30

modify

1677

2.23

1.28063

1.27513

1.28183

5031

2012.11.19 21:10

close

1677

2.23

1.28115

1.27513

1.28183

115.96

44882.61

5032

2012.11.21 05:55

sell

1678

2.24

1.27568

0.00000

0.00000

5033

2012.11.21 05:55

modify

1678

2.24

1.27568

1.28268

1.27448

5034

2012.11.21 07:03

close

1678

2.24

1.27535

1.28268

1.27448

73.92

44956.53

5035

2012.12.19 14:17

buy

1679

2.24

1.32869

0.00000

0.00000

5036

2012.12.19 14:17

modify

1679

2.24

1.32869

1.32319

1.32989

5037

2012.12.19 14:20

buy

1680

2.13

1.32860

0.00000

0.00000

5038

2012.12.19 14:20

modify

1680

2.13

1.32860

1.32310

1.32980

5039

2012.12.19 14:36

close

1680

2.13

1.32913

1.32310

1.32980

112.89

45069.42

5040

2012.12.19 14:36

close

1679

2.24

1.32913

1.32319

1.32989

98.56

45167.98

5041

2012.12.28 12:15

sell

1681

2.25

1.31841

0.00000

0.00000

5042

2012.12.28 12:15

modify

1681

2.25

1.31841

1.32541

1.31721

5043

2012.12.28 13:14

close

1681

2.25

1.31799

1.32541

1.31721

94.50

45262.48

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

81/90

2014/3/22

Strategy Tester: TAIGUN

5044

2013.01.02 04:10

buy

1682

2.26

1.32654

0.00000

0.00000

5045

2013.01.02 04:10

modify

1682

2.26

1.32654

1.32104

1.32774

5046

2013.01.02 04:12

close

1682

2.26

1.32722

1.32104

1.32774

5047

2013.01.03 13:45

sell

1683

2.27

1.31082

0.00000

0.00000

5048

2013.01.03 13:45

modify

1683

2.27

1.31082

1.31782

1.30962

5049

2013.01.03 13:50

sell

1684

2.15

1.31088

0.00000

0.00000

5050

2013.01.03 13:50

modify

1684

2.15

1.31088

1.31788

1.30968

5051

2013.01.03 13:55

sell

1685

2.04

1.31085

0.00000

0.00000

5052

2013.01.03 13:55

modify

1685

2.04

1.31085

1.31785

1.30965

5053

2013.01.03 14:00

sell

1686

1.93

1.31106

0.00000

0.00000

5054

2013.01.03 14:00

modify

1686

1.93

1.31106

1.31806

1.30986

5055

2013.01.03 14:06

sell

1687

1.83

1.31106

0.00000

0.00000

5056

2013.01.03 14:06

modify

1687

1.83

1.31106

1.31806

1.30986

5057

2013.01.03 14:10

sell

1688

1.73

1.31130

0.00000

0.00000

5058

2013.01.03 14:10

modify

1688

1.73

1.31130

1.31830

1.31010

5059

2013.01.03 14:15

sell

1689

1.64

1.31131

0.00000

0.00000

5060

2013.01.03 14:15

modify

1689

1.64

1.31131

1.31831

1.31011

5061

2013.01.03 14:20

close

1689

1.64

1.31094

1.31831

5062

2013.01.03 14:20

close

1688

1.73

1.31094

5063

2013.01.03 14:23

close

1687

1.83

1.31074

5064

2013.01.03 14:23

close

1686

1.93

5065

2013.01.03 14:30

close

1685

2.04

5066

2013.01.03 14:30

close

1684

5067

2013.01.03 14:30

close

5068

2013.01.14 00:08

5069
5070

153.68

45416.16

1.31011

60.68

45476.84

1.31830

1.31010

62.28

45539.12

1.31806

1.30986

58.56

45597.68

1.31074

1.31806

1.30986

61.76

45659.44

1.31051

1.31785

1.30965

69.36

45728.80

2.15

1.31051

1.31788

1.30968

79.55

45808.35

1683

2.27

1.31051

1.31782

1.30962

70.37

45878.72

buy

1690

2.29

1.33556

0.00000

0.00000

2013.01.14 00:08

modify

1690

2.29

1.33556

1.33006

1.33676

2013.01.14 00:34

close

1690

2.29

1.33604

1.33006

1.33676

109.92

45988.64

5071

2013.01.17 13:35

buy

1691

2.29

1.33595

0.00000

0.00000

5072

2013.01.17 13:35

modify

1691

2.29

1.33595

1.33045

1.33715

5073

2013.01.17 17:54

close

1691

2.29

1.33656

1.33045

1.33715

139.69

46128.33

5074

2013.01.25 10:52

buy

1692

2.30

1.34257

0.00000

0.00000

5075

2013.01.25 10:52

modify

1692

2.30

1.34257

1.33707

1.34377

5076

2013.01.25 10:56

buy

1693

2.18

1.34206

0.00000

0.00000

5077

2013.01.25 10:56

modify

1693

2.18

1.34206

1.33656

1.34326

5078

2013.01.25 11:01

close

1693

2.18

1.34289

1.33656

1.34326

180.94

46309.27

5079

2013.01.25 11:01

close

1692

2.30

1.34289

1.33707

1.34377

73.60

46382.87

5080

2013.01.25 16:30

buy

1694

2.31

1.34558

0.00000

0.00000

5081

2013.01.25 16:30

modify

1694

2.31

1.34558

1.34008

1.34678

5082

2013.01.25 16:35

buy

1695

2.20

1.34559

0.00000

0.00000

5083

2013.01.25 16:35

modify

1695

2.20

1.34559

1.34009

1.34679

5084

2013.01.25 16:40

buy

1696

2.08

1.34546

0.00000

0.00000

5085

2013.01.25 16:40

modify

1696

2.08

1.34546

1.33996

1.34666

5086

2013.01.25 17:09

close

1696

2.08

1.34602

1.33996

1.34666

116.48

46499.35

5087

2013.01.25 17:09

close

1695

2.20

1.34602

1.34009

1.34679

94.60

46593.95

5088

2013.01.25 17:09

close

1694

2.31

1.34602

1.34008

1.34678

101.64

46695.59

5089

2013.01.30 12:30

buy

1697

2.33

1.35433

0.00000

0.00000

5090

2013.01.30 12:30

modify

1697

2.33

1.35433

1.34883

1.35553

5091

2013.01.30 12:44

close

1697

2.33

1.35482

1.34883

1.35553

114.17

46809.76

5092

2013.01.30 12:59

buy

1698

2.34

1.35417

0.00000

0.00000

5093

2013.01.30 12:59

modify

1698

2.34

1.35417

1.34867

1.35537

5094

2013.01.30 13:00

buy

1699

2.22

1.35418

0.00000

0.00000

5095

2013.01.30 13:00

modify

1699

2.22

1.35418

1.34868

1.35538

5096

2013.01.30 13:30

close

1699

2.22

1.35478

1.34868

1.35538

133.20

46942.96

5097

2013.01.30 13:30

close

1698

2.34

1.35478

1.34867

1.35537

142.74

47085.70

5098

2013.02.01 17:33

buy

1700

2.35

1.36754

0.00000

0.00000

5099

2013.02.01 17:33

modify

1700

2.35

1.36754

1.36204

1.36874

5100

2013.02.01 17:55

buy

1701

2.23

1.36732

0.00000

0.00000

5101

2013.02.01 17:55

modify

1701

2.23

1.36732

1.36182

1.36852

5102

2013.02.01 21:09

close

1701

2.23

1.36490

1.36182

1.36852

-539.66

46546.04

5103

2013.02.01 21:09

close

1700

2.35

1.36490

1.36204

1.36874

-620.40

45925.64

5104

2013.02.04 12:45

sell

1702

2.29

1.35732

0.00000

0.00000

5105

2013.02.04 12:45

modify

1702

2.29

1.35732

1.36432

1.35612

5106

2013.02.04 12:56

close

1702

2.29

1.35703

1.36432

1.35612

66.41

45992.05

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

82/90

2014/3/22

Strategy Tester: TAIGUN

5107

2013.02.04 13:58

sell

1703

2.29

1.35748

0.00000

0.00000

5108

2013.02.04 13:58

modify

1703

2.29

1.35748

1.36448

1.35628

5109

2013.02.04 13:59

close

1703

2.29

1.35720

1.36448

1.35628

5110

2013.02.12 12:45

buy

1704

2.30

1.34391

0.00000

0.00000

5111

2013.02.12 12:45

modify

1704

2.30

1.34391

1.33841

1.34511

5112

2013.02.12 12:50

buy

1705

2.18

1.34391

0.00000

0.00000

5113

2013.02.12 12:50

modify

1705

2.18

1.34391

1.33841

1.34511

5114

2013.02.12 12:55

buy

1706

2.06

1.34360

0.00000

0.00000

5115

2013.02.12 12:55

modify

1706

2.06

1.34360

1.33810

1.34480

5116

2013.02.12 13:00

buy

1707

1.96

1.34357

0.00000

0.00000

5117

2013.02.12 13:00

modify

1707

1.96

1.34357

1.33807

1.34477

5118

2013.02.12 13:18

close

1707

1.96

1.34436

1.33807

5119

2013.02.12 13:18

close

1706

2.06

1.34436

1.33810

5120

2013.02.12 13:18

close

1705

2.18

1.34436

1.33841

5121

2013.02.12 13:18

close

1704

2.30

1.34436

1.33841

5122

2013.02.14 12:40

sell

1708

2.32

1.33378

0.00000

0.00000

5123

2013.02.14 12:40

modify

1708

2.32

1.33378

1.34078

1.33258

5124

2013.02.14 12:45

sell

1709

2.21

1.33371

0.00000

0.00000

5125

2013.02.14 12:45

modify

1709

2.21

1.33371

1.34071

1.33251

5126

2013.02.14 12:50

sell

1710

2.09

1.33404

0.00000

0.00000

5127

2013.02.14 12:50

modify

1710

2.09

1.33404

1.34104

1.33284

5128

2013.02.14 12:55

sell

1711

1.97

1.33438

0.00000

0.00000

5129

2013.02.14 12:55

modify

1711

1.97

1.33438

1.34138

1.33318

5130

2013.02.14 13:02

close

1711

1.97

1.33410

1.34138

5131

2013.02.14 13:09

close

1710

2.09

1.33381

1.34104

5132

2013.02.14 13:10

close

1709

2.21

1.33339

5133

2013.02.14 13:10

close

1708

2.32

5134

2013.02.21 12:45

sell

1712

5135

2013.02.21 12:45

modify

5136

2013.02.21 13:00

sell

5137

2013.02.21 13:00

5138

64.12

46056.17

1.34477

154.84

46211.01

1.34480

156.56

46367.57

1.34511

98.10

46465.67

1.34511

103.50

46569.17

1.33318

55.16

46624.33

1.33284

48.07

46672.40

1.34071

1.33251

70.72

46743.12

1.33345

1.34078

1.33258

76.56

46819.68

2.34

1.31883

0.00000

0.00000

1712

2.34

1.31883

1.32583

1.31763

1713

2.21

1.31948

0.00000

0.00000

modify

1713

2.21

1.31948

1.32648

1.31828

2013.02.21 13:05

sell

1714

2.09

1.31968

0.00000

0.00000

5139

2013.02.21 13:05

modify

1714

2.09

1.31968

1.32668

1.31848

5140

2013.02.21 13:10

close

1714

2.09

1.31937

1.32668

1.31848

64.79

46884.47

5141

2013.02.21 13:11

close

1713

2.21

1.31916

1.32648

1.31828

70.72

46955.19

5142

2013.02.21 14:14

sell

1715

2.21

1.32024

0.00000

0.00000

5143

2013.02.21 14:14

modify

1715

2.21

1.32024

1.32724

1.31904

5144

2013.02.21 14:15

sell

1716

2.09

1.32038

0.00000

0.00000

5145

2013.02.21 14:15

modify

1716

2.09

1.32038

1.32738

1.31918

5146

2013.02.21 14:20

sell

1717

1.98

1.32041

0.00000

0.00000

5147

2013.02.21 14:20

modify

1717

1.98

1.32041

1.32741

1.31921

5148

2013.02.21 14:25

sell

1718

1.87

1.32082

0.00000

0.00000

5149

2013.02.21 14:25

modify

1718

1.87

1.32082

1.32782

1.31962

5150

2013.02.21 14:32

close

1718

1.87

1.32051

1.32782

1.31962

57.97

47013.16

5151

2013.02.21 14:51

close

1717

1.98

1.32014

1.32741

1.31921

53.46

47066.62

5152

2013.02.21 14:52

close

1716

2.09

1.32003

1.32738

1.31918

73.15

47139.77

5153

2013.02.21 14:52

close

1715

2.21

1.31993

1.32724

1.31904

68.51

47208.28

5154

2013.02.21 18:17

close

1712

2.34

1.31850

1.32583

1.31763

77.22

47285.50

5155

2013.02.25 14:12

buy

1719

2.36

1.32882

0.00000

0.00000

5156

2013.02.25 14:12

modify

1719

2.36

1.32882

1.32332

1.33002

5157

2013.02.25 14:15

buy

1720

2.24

1.32847

0.00000

0.00000

5158

2013.02.25 14:15

modify

1720

2.24

1.32847

1.32297

1.32967

5159

2013.02.25 14:24

close

1720

2.24

1.32925

1.32297

1.32967

174.72

47460.22

5160

2013.02.25 14:24

close

1719

2.36

1.32925

1.32332

1.33002

101.48

47561.70

5161

2013.02.26 00:05

sell

1721

2.37

1.30750

0.00000

0.00000

5162

2013.02.26 00:05

modify

1721

2.37

1.30750

1.31450

1.30630

5163

2013.02.26 00:15

sell

1722

2.24

1.30874

0.00000

0.00000

5164

2013.02.26 00:15

modify

1722

2.24

1.30874

1.31574

1.30754

5165

2013.02.26 00:21

close

1722

2.24

1.30838

1.31574

1.30754

80.64

47642.34

5166

2013.02.26 02:05

sell

1723

2.24

1.30870

0.00000

0.00000

5167

2013.02.26 02:05

modify

1723

2.24

1.30870

1.31570

1.30750

5168

2013.02.26 02:12

sell

1724

2.13

1.30880

0.00000

0.00000

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

83/90

2014/3/22

Strategy Tester: TAIGUN

5169

2013.02.26 02:12

modify

1724

2.13

1.30880

1.31580

1.30760

5170

2013.02.26 02:28

close

1724

2.13

1.30845

1.31580

1.30760

74.55

47716.89

5171

2013.02.26 02:31

close

1723

2.24

1.30822

1.31570

1.30750

107.52

47824.41

5172

2013.02.26 03:52

close

1721

2.37

1.30721

1.31450

1.30630

68.73

47893.14

5173

2013.02.26 05:55

sell

1725

2.39

1.30656

0.00000

0.00000

5174

2013.02.26 05:55

modify

1725

2.39

1.30656

1.31356

1.30536

5175

2013.02.26 05:56

close

1725

2.39

1.30622

1.31356

1.30536

81.26

47974.40

5176

2013.02.26 06:04

sell

1726

2.39

1.30645

0.00000

0.00000

5177

2013.02.26 06:04

modify

1726

2.39

1.30645

1.31345

1.30525

5178

2013.02.26 06:05

sell

1727

2.27

1.30645

0.00000

0.00000

5179

2013.02.26 06:05

modify

1727

2.27

1.30645

1.31345

1.30525

5180

2013.02.26 06:15

close

1727

2.27

1.30614

1.31345

1.30525

70.37

48044.77

5181

2013.02.26 06:15

close

1726

2.39

1.30614

1.31345

1.30525

74.09

48118.86

5182

2013.02.26 06:37

sell

1728

2.40

1.30677

0.00000

0.00000

5183

2013.02.26 06:37

modify

1728

2.40

1.30677

1.31377

1.30557

5184

2013.02.26 06:41

close

1728

2.40

1.30648

1.31377

1.30557

69.60

48188.46

5185

2013.03.01 17:10

sell

1729

2.40

1.30009

0.00000

0.00000

5186

2013.03.01 17:10

modify

1729

2.40

1.30009

1.30709

1.29889

5187

2013.03.01 17:11

close

1729

2.40

1.29980

1.30709

1.29889

69.60

48258.06

5188

2013.03.01 17:16

sell

1730

2.41

1.29997

0.00000

0.00000

5189

2013.03.01 17:16

modify

1730

2.41

1.29997

1.30697

1.29877

5190

2013.03.01 18:00

close

1730

2.41

1.30419

1.30697

1.29877

-1017.02

47241.04

5191

2013.03.08 15:46

sell

1731

2.36

1.29977

0.00000

0.00000

5192

2013.03.08 15:46

modify

1731

2.36

1.29977

1.30677

1.29857

5193

2013.03.08 15:47

close

1731

2.36

1.29941

1.30677

1.29857

84.96

47326.00

5194

2013.03.08 17:10

sell

1732

2.36

1.30015

0.00000

0.00000

5195

2013.03.08 17:10

modify

1732

2.36

1.30015

1.30715

1.29895

5196

2013.03.08 17:11

close

1732

2.36

1.29971

1.30715

1.29895

103.84

47429.84

5197

2013.03.08 18:55

sell

1733

2.37

1.29942

0.00000

0.00000

5198

2013.03.08 18:55

modify

1733

2.37

1.29942

1.30642

1.29822

5199

2013.03.08 19:00

sell

1734

2.25

1.29930

0.00000

0.00000

5200

2013.03.08 19:00

modify

1734

2.25

1.29930

1.30630

1.29810

5201

2013.03.08 19:06

sell

1735

2.12

1.29981

0.00000

0.00000

5202

2013.03.08 19:06

modify

1735

2.12

1.29981

1.30681

1.29861

5203

2013.03.08 19:10

sell

1736

2.01

1.29983

0.00000

0.00000

5204

2013.03.08 19:10

modify

1736

2.01

1.29983

1.30683

1.29863

5205

2013.03.08 19:15

sell

1737

1.88

1.30046

0.00000

0.00000

5206

2013.03.08 19:15

modify

1737

1.88

1.30046

1.30746

1.29926

5207

2013.03.08 19:16

close

1737

1.88

1.30017

1.30746

1.29926

54.52

47484.36

5208

2013.03.08 19:20

sell

1738

1.89

1.30038

0.00000

0.00000

5209

2013.03.08 19:20

modify

1738

1.89

1.30038

1.30738

1.29918

5210

2013.03.08 19:50

close

1738

1.89

1.30007

1.30738

1.29918

58.59

47542.95

5211

2013.03.10 21:00

close

1736

2.01

1.29875

1.30683

1.29863

217.08

47760.03

5212

2013.03.10 21:00

close

1735

2.12

1.29875

1.30681

1.29861

224.72

47984.75

5213

2013.03.10 21:00

close

1734

2.25

1.29875

1.30630

1.29810

123.75

48108.50

5214

2013.03.10 21:00

close

1733

2.37

1.29875

1.30642

1.29822

158.79

48267.29

5215

2013.03.13 15:36

sell

1739

2.41

1.29514

0.00000

0.00000

5216

2013.03.13 15:36

modify

1739

2.41

1.29514

1.30214

1.29394

5217

2013.03.13 15:40

sell

1740

2.29

1.29513

0.00000

0.00000

5218

2013.03.13 15:40

modify

1740

2.29

1.29513

1.30213

1.29393

5219

2013.03.13 15:46

sell

1741

2.17

1.29521

0.00000

0.00000

5220

2013.03.13 15:46

modify

1741

2.17

1.29521

1.30221

1.29401

5221

2013.03.13 15:50

sell

1742

2.06

1.29521

0.00000

0.00000

5222

2013.03.13 15:50

modify

1742

2.06

1.29521

1.30221

1.29401

5223

2013.03.13 15:55

sell

1743

1.94

1.29539

0.00000

0.00000

5224

2013.03.13 15:55

modify

1743

1.94

1.29539

1.30239

1.29419

5225

2013.03.13 15:59

close

1743

1.94

1.29505

1.30239

1.29419

65.96

48333.25

5226

2013.03.13 16:03

close

1742

2.06

1.29490

1.30221

1.29401

63.86

48397.11

5227

2013.03.13 16:03

close

1741

2.17

1.29490

1.30221

1.29401

67.27

48464.38

5228

2013.03.13 16:03

close

1740

2.29

1.29476

1.30213

1.29393

84.73

48549.11

5229

2013.03.13 16:03

close

1739

2.41

1.29476

1.30214

1.29394

91.58

48640.69

5230

2013.03.13 17:00

sell

1744

2.43

1.29574

0.00000

0.00000

5231

2013.03.13 17:00

modify

1744

2.43

1.29574

1.30274

1.29454

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

84/90

2014/3/22

Strategy Tester: TAIGUN

5232

2013.03.13 20:12

close

1744

2.43

1.29546

1.30274

1.29454

5233

2013.03.18 06:45

sell

1745

2.43

1.29064

0.00000

0.00000

68.04

48708.73

5234

2013.03.18 06:45

modify

1745

2.43

1.29064

1.29764

1.28944

5235

2013.03.18 07:00

close

1745

2.43

1.29021

1.29764

1.28944

5236

2013.03.18 07:49

sell

1746

2.44

1.29097

0.00000

0.00000

104.49

48813.22

5237

2013.03.18 07:49

modify

1746

2.44

1.29097

1.29797

1.28977

5238

2013.03.18 07:50

sell

1747

2.31

1.29138

0.00000

0.00000

5239

2013.03.18 07:50

modify

1747

2.31

1.29138

1.29838

1.29018

5240

2013.03.18 08:38

close

1747

2.31

1.29545

1.29838

5241

2013.03.18 08:38

close

1746

2.44

1.29545

1.29797

1.29018

-940.17

47873.05

1.28977

-1093.12

5242

2013.03.19 18:25

sell

1748

2.33

1.28823

0.00000

0.00000

46779.93

5243

2013.03.19 18:25

modify

1748

2.33

1.28823

1.29523

1.28703

5244

2013.03.19 18:26

close

1748

2.33

1.28792

1.29523

1.28703

5245

2013.03.19 18:32

sell

1749

2.34

1.28850

0.00000

0.00000

72.23

46852.16

5246

2013.03.19 18:32

modify

1749

2.34

1.28850

1.29550

1.28730

5247

2013.03.19 18:35

close

1749

2.34

1.28820

1.29550

1.28730

5248

2013.03.19 18:35

sell

1750

2.34

1.28848

0.00000

0.00000

70.20

46922.36

5249

2013.03.19 18:35

modify

1750

2.34

1.28848

1.29548

1.28728

5250

2013.03.19 18:40

close

1750

2.34

1.28824

1.29548

1.28728

5251

2013.03.25 02:29

buy

1751

2.34

1.30253

0.00000

0.00000

56.16

46978.52

5252

2013.03.25 02:29

modify

1751

2.34

1.30253

1.29703

1.30373

5253

2013.03.25 02:56

close

1751

2.34

1.30302

1.29703

1.30373

5254

2013.03.25 18:00

sell

1752

2.35

1.28775

0.00000

0.00000

114.66

47093.18

5255

2013.03.25 18:00

modify

1752

2.35

1.28775

1.29475

1.28655

5256

2013.03.25 18:00

close

1752

2.35

1.28741

1.29475

1.28655

79.90

47173.08

5257

2013.03.27 15:12

sell

1753

2.35

1.27766

0.00000

0.00000

5258

2013.03.27 15:12

modify

1753

2.35

1.27766

1.28466

1.27646

5259

2013.03.27 15:16

sell

1754

2.23

1.27796

0.00000

0.00000

5260

2013.03.27 15:16

modify

1754

2.23

1.27796

1.28496

1.27676

5261

2013.03.27 15:20

sell

1755

2.11

1.27838

0.00000

0.00000

5262

2013.03.27 15:20

modify

1755

2.11

1.27838

1.28538

1.27718

5263

2013.03.27 15:22

close

1755

2.11

1.27806

1.28538

5264

2013.03.27 15:28

close

1754

2.23

1.27759

1.28496

1.27718

67.52

47240.60

1.27676

82.51

5265

2013.03.27 15:28

close

1753

2.35

1.27736

47323.11

1.28466

1.27646

70.50

5266

2013.04.05 16:40

buy

1756

2.36

47393.61

1.30181

0.00000

0.00000

5267

2013.04.05 16:40

modify

1756

2.36

1.30181

1.29631

1.30301

5268

2013.04.05 16:55

buy

5269

2013.04.05 16:55

modify

1757

2.24

1.30175

0.00000

0.00000

1757

2.24

1.30175

1.29625

1.30295

5270

2013.04.05 17:00

5271

2013.04.05 17:00

buy

1758

2.12

1.30122

0.00000

0.00000

modify

1758

2.12

1.30122

1.29572

5272

2013.04.05 17:07

1.30242

buy

1759

2.01

1.30129

0.00000

5273

0.00000

2013.04.05 17:07

modify

1759

2.01

1.30129

1.29579

1.30249

5274

2013.04.05 17:32

close

1759

2.01

1.30215

1.29579

1.30249

172.86

47566.47

5275

2013.04.05 17:32

close

1758

2.12

1.30215

1.29572

1.30242

197.16

47763.63

5276

2013.04.05 17:32

close

1757

2.24

1.30215

1.29625

1.30295

89.60

47853.23

5277

2013.04.05 17:32

close

1756

2.36

1.30215

1.29631

1.30301

80.24

47933.47

5278

2013.04.11 12:15

buy

1760

2.39

1.31216

0.00000

0.00000

5279

2013.04.11 12:15

modify

1760

2.39

1.31216

1.30666

1.31336

5280

2013.04.11 12:20

buy

1761

2.27

1.31217

0.00000

0.00000

5281

2013.04.11 12:20

modify

1761

2.27

1.31217

1.30667

1.31337

5282

2013.04.11 12:25

buy

1762

2.15

1.31182

0.00000

0.00000

5283

2013.04.11 12:25

modify

1762

2.15

1.31182

1.30632

1.31302

5284

2013.04.11 12:32

close

1762

2.15

1.31254

1.30632

1.31302

154.80

48088.27

5285

2013.04.11 12:32

close

1761

2.27

1.31254

1.30667

1.31337

83.99

48172.26

5286

2013.04.11 12:32

close

1760

2.39

1.31254

1.30666

1.31336

90.82

48263.08

5287

2013.04.16 13:45

buy

1763

2.41

1.31185

0.00000

0.00000

5288

2013.04.16 13:45

modify

1763

2.41

1.31185

1.30635

1.31305

5289

2013.04.16 13:50

buy

1764

2.29

1.31184

0.00000

0.00000

5290

2013.04.16 13:50

modify

1764

2.29

1.31184

1.30634

1.31304

5291

2013.04.16 13:59

close

1764

2.29

1.31246

1.30634

1.31304

141.98

48405.06

5292

2013.04.16 13:59

close

1763

2.41

1.31246

1.30635

1.31305

147.01

48552.07

5293

2013.04.23 10:04

sell

1765

2.42

1.29896

0.00000

0.00000

5294

2013.04.23 10:04

modify

1765

2.42

1.29896

1.30596

1.29776

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

85/90

2014/3/22

Strategy Tester: TAIGUN

5294

2013.04.23 10:04

modify

1765

2.42

1.29896

1.30596

1.29776

5295

2013.04.23 10:05

sell

1766

2.30

1.29911

0.00000

0.00000

5296

2013.04.23 10:05

modify

1766

2.30

1.29911

1.30611

1.29791

5297

2013.04.23 10:18

close

1766

2.30

1.29878

1.30611

1.29791

75.90

48627.97

5298

2013.04.23 10:23

close

1765

2.42

1.29863

1.30596

1.29776

79.86

48707.83

5299

2013.04.29 09:05

buy

1767

2.43

1.30834

0.00000

0.00000

5300

2013.04.29 09:05

modify

1767

2.43

1.30834

1.30284

1.30954

5301

2013.04.29 09:06

close

1767

2.43

1.30895

1.30284

1.30954

148.23

48856.06

5302

2013.04.30 16:21

buy

1768

2.44

1.31615

0.00000

0.00000

5303

2013.04.30 16:21

modify

1768

2.44

1.31615

1.31065

1.31735

5304

2013.04.30 16:25

buy

1769

2.31

1.31581

0.00000

0.00000

5305

2013.04.30 16:25

modify

1769

2.31

1.31581

1.31031

1.31701

5306

2013.04.30 16:30

buy

1770

2.19

1.31593

0.00000

0.00000

5307

2013.04.30 16:30

modify

1770

2.19

1.31593

1.31043

1.31713

5308

2013.04.30 16:35

buy

1771

2.06

1.31532

0.00000

0.00000

5309

2013.04.30 16:35

modify

1771

2.06

1.31532

1.30982

1.31652

5310

2013.04.30 16:40

buy

1772

1.95

1.31525

0.00000

0.00000

5311

2013.04.30 16:40

modify

1772

1.95

1.31525

1.30975

1.31645

5312

2013.04.30 17:18

close

1772

1.95

1.31622

1.30975

1.31645

189.15

49045.21

5313

2013.04.30 17:18

close

1771

2.06

1.31622

1.30982

1.31652

185.40

49230.61

5314

2013.04.30 17:18

close

1770

2.19

1.31622

1.31043

1.31713

63.51

49294.12

5315

2013.04.30 17:18

close

1769

2.31

1.31622

1.31031

1.31701

94.71

49388.83

5316

2013.04.30 17:18

close

1768

2.44

1.31622

1.31065

1.31735

17.08

49405.91

5317

2013.05.02 17:00

sell

1773

2.47

1.30696

0.00000

0.00000

5318

2013.05.02 17:00

modify

1773

2.47

1.30696

1.31396

1.30576

5319

2013.05.02 17:30

close

1773

2.47

1.30665

1.31396

1.30576

76.57

49482.48

5320

2013.05.08 16:50

buy

1774

2.47

1.31705

0.00000

0.00000

5321

2013.05.08 16:50

modify

1774

2.47

1.31705

1.31155

1.31825

5322

2013.05.09 02:07

close

1774

2.47

1.31571

1.31155

1.31825

-330.98

49151.50

5323

2013.05.09 15:55

sell

1775

2.45

1.31051

0.00000

0.00000

5324

2013.05.09 15:55

modify

1775

2.45

1.31051

1.31751

1.30931

5325

2013.05.09 16:00

sell

1776

2.33

1.31050

0.00000

0.00000

5326

2013.05.09 16:00

modify

1776

2.33

1.31050

1.31750

1.30930

5327

2013.05.09 17:24

close

1776

2.33

1.31007

1.31750

1.30930

100.19

49251.69

5328

2013.05.09 17:24

close

1775

2.45

1.31007

1.31751

1.30931

107.80

49359.49

5329

2013.05.09 20:45

sell

1777

2.46

1.30434

0.00000

0.00000

5330

2013.05.09 20:45

modify

1777

2.46

1.30434

1.31134

1.30314

5331

2013.05.09 20:52

sell

1778

2.34

1.30435

0.00000

0.00000

5332

2013.05.09 20:52

modify

1778

2.34

1.30435

1.31135

1.30315

5333

2013.05.09 20:55

sell

1779

2.22

1.30448

0.00000

0.00000

5334

2013.05.09 20:55

modify

1779

2.22

1.30448

1.31148

1.30328

5335

2013.05.09 21:05

close

1779

2.22

1.30396

1.31148

1.30328

115.44

49474.93

5336

2013.05.09 21:05

close

1778

2.34

1.30396

1.31135

1.30315

91.26

49566.19

5337

2013.05.09 21:05

close

1777

2.46

1.30396

1.31134

1.30314

93.48

49659.67

5338

2013.05.10 16:50

sell

1780

2.48

1.29729

0.00000

0.00000

5339

2013.05.10 16:50

modify

1780

2.48

1.29729

1.30429

1.29609

5340

2013.05.10 16:55

close

1780

2.48

1.29698

1.30429

1.29609

76.88

49736.55

5341

2013.05.10 16:57

sell

1781

2.48

1.29730

0.00000

0.00000

5342

2013.05.10 16:57

modify

1781

2.48

1.29730

1.30430

1.29610

5343

2013.05.10 17:00

sell

1782

2.35

1.29736

0.00000

0.00000

5344

2013.05.10 17:00

modify

1782

2.35

1.29736

1.30436

1.29616

5345

2013.05.10 17:06

sell

1783

2.23

1.29753

0.00000

0.00000

5346

2013.05.10 17:06

modify

1783

2.23

1.29753

1.30453

1.29633

5347

2013.05.10 17:09

close

1783

2.23

1.29721

1.30453

1.29633

71.36

49807.91

5348

2013.05.12 22:04

close

1782

2.35

1.29690

1.30436

1.29616

108.10

49916.01

5349

2013.05.12 22:04

close

1781

2.48

1.29690

1.30430

1.29610

99.20

50015.21

5350

2013.05.17 14:40

sell

1784

2.50

1.28294

0.00000

0.00000

5351

2013.05.17 14:40

modify

1784

2.50

1.28294

1.28994

1.28174

5352

2013.05.17 14:59

close

1784

2.50

1.28258

1.28994

1.28174

90.00

50105.21

5353

2013.05.22 20:00

sell

1785

2.50

1.28557

0.00000

0.00000

5354

2013.05.22 20:00

modify

1785

2.50

1.28557

1.29257

1.28437

5355

2013.05.22 20:05

sell

1786

2.37

1.28576

0.00000

0.00000

5356

2013.05.22 20:05

modify

1786

2.37

1.28576

1.29276

1.28456

5357

2013.05.22 20:10

sell

1787

2.24

1.28597

0.00000

0.00000

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

86/90

2014/3/22

Strategy Tester: TAIGUN

5357

2013.05.22 20:10

sell

1787

2.24

1.28597

0.00000

0.00000

5358

2013.05.22 20:10

modify

1787

2.24

1.28597

1.29297

1.28477

5359

2013.05.22 20:15

close

1787

2.24

1.28566

1.29297

1.28477

69.44

50174.65

5360

2013.05.22 20:16

close

1786

2.37

1.28541

1.29276

1.28456

82.95

50257.60

5361

2013.05.22 22:47

close

1785

2.50

1.28528

1.29257

1.28437

72.50

50330.10

5362

2013.05.23 17:31

buy

1788

2.51

1.29345

0.00000

0.00000

5363

2013.05.23 17:31

modify

1788

2.51

1.29345

1.28795

1.29465

5364

2013.05.23 17:52

close

1788

2.51

1.29397

1.28795

1.29465

130.52

50460.62

5365

2013.05.29 12:50

buy

1789

2.52

1.29382

0.00000

0.00000

5366

2013.05.29 12:50

modify

1789

2.52

1.29382

1.28832

1.29502

5367

2013.05.29 12:55

close

1789

2.52

1.29446

1.28832

1.29502

161.28

50621.90

5368

2013.05.29 13:10

buy

1790

2.53

1.29293

0.00000

0.00000

5369

2013.05.29 13:10

modify

1790

2.53

1.29293

1.28743

1.29413

5370

2013.05.29 13:21

close

1790

2.53

1.29344

1.28743

1.29413

129.03

50750.93

5371

2013.05.29 16:08

buy

1791

2.53

1.29408

0.00000

0.00000

5372

2013.05.29 16:08

modify

1791

2.53

1.29408

1.28858

1.29528

5373

2013.05.29 16:15

buy

1792

2.40

1.29392

0.00000

0.00000

5374

2013.05.29 16:15

modify

1792

2.40

1.29392

1.28842

1.29512

5375

2013.05.29 16:27

close

1792

2.40

1.29450

1.28842

1.29512

139.20

50890.13

5376

2013.05.29 16:27

close

1791

2.53

1.29450

1.28858

1.29528

106.26

50996.39

5377

2013.05.29 16:40

buy

1793

2.54

1.29403

0.00000

0.00000

5378

2013.05.29 16:40

modify

1793

2.54

1.29403

1.28853

1.29523

5379

2013.05.29 17:12

close

1793

2.54

1.29459

1.28853

1.29523

142.24

51138.63

5380

2013.05.30 15:52

buy

1794

2.55

1.30388

0.00000

0.00000

5381

2013.05.30 15:52

modify

1794

2.55

1.30388

1.29838

1.30508

5382

2013.05.30 16:02

close

1794

2.55

1.30436

1.29838

1.30508

122.40

51261.03

5383

2013.06.03 18:30

buy

1795

2.56

1.30847

0.00000

0.00000

5384

2013.06.03 18:30

modify

1795

2.56

1.30847

1.30297

1.30967

5385

2013.06.04 03:48

close

1795

2.56

1.30572

1.30297

1.30967

-704.00

50557.03

5386

2013.06.06 17:35

buy

1796

2.52

1.32326

0.00000

0.00000

5387

2013.06.06 17:35

modify

1796

2.52

1.32326

1.31776

1.32446

5388

2013.06.06 17:42

close

1796

2.52

1.32380

1.31776

1.32446

136.08

50693.11

5389

2013.06.07 05:25

buy

1797

2.53

1.32548

0.00000

0.00000

5390

2013.06.07 05:25

modify

1797

2.53

1.32548

1.31998

1.32668

5391

2013.06.07 06:53

close

1797

2.53

1.32596

1.31998

1.32668

121.44

50814.55

5392

2013.06.19 20:27

sell

1798

2.54

1.32949

0.00000

0.00000

5393

2013.06.19 20:27

modify

1798

2.54

1.32949

1.33649

1.32829

5394

2013.06.19 20:30

sell

1799

2.40

1.32965

0.00000

0.00000

5395

2013.06.19 20:30

modify

1799

2.40

1.32965

1.33665

1.32845

5396

2013.06.19 20:33

close

1799

2.40

1.32914

1.33665

1.32845

122.40

50936.95

5397

2013.06.19 20:33

close

1798

2.54

1.32914

1.33649

1.32829

88.90

51025.85

5398

2013.06.19 20:38

sell

1800

2.55

1.32965

0.00000

0.00000

5399

2013.06.19 20:38

modify

1800

2.55

1.32965

1.33665

1.32845

5400

2013.06.19 20:54

sell

1801

2.42

1.32966

0.00000

0.00000

5401

2013.06.19 20:54

modify

1801

2.42

1.32966

1.33666

1.32846

5402

2013.06.19 20:55

sell

1802

2.29

1.32973

0.00000

0.00000

5403

2013.06.19 20:55

modify

1802

2.29

1.32973

1.33673

1.32853

5404

2013.06.19 21:07

close

1802

2.29

1.32935

1.33673

1.32853

87.02

51112.87

5405

2013.06.19 21:07

close

1801

2.42

1.32935

1.33666

1.32846

75.02

51187.89

5406

2013.06.19 21:07

close

1800

2.55

1.32935

1.33665

1.32845

76.50

51264.39

5407

2013.06.20 11:25

sell

1803

2.56

1.32135

0.00000

0.00000

5408

2013.06.20 11:25

modify

1803

2.56

1.32135

1.32835

1.32015

5409

2013.06.20 11:27

close

1803

2.56

1.32098

1.32835

1.32015

94.72

51359.11

5410

2013.06.20 11:58

sell

1804

2.56

1.32135

0.00000

0.00000

5411

2013.06.20 11:58

modify

1804

2.56

1.32135

1.32835

1.32015

5412

2013.06.20 12:00

sell

1805

2.43

1.32133

0.00000

0.00000

5413

2013.06.20 12:00

modify

1805

2.43

1.32133

1.32833

1.32013

5414

2013.06.20 12:02

close

1805

2.43

1.32103

1.32833

1.32013

72.90

51432.01

5415

2013.06.20 12:02

close

1804

2.56

1.32103

1.32835

1.32015

81.92

51513.93

5416

2013.06.20 12:36

sell

1806

2.57

1.32176

0.00000

0.00000

5417

2013.06.20 12:36

modify

1806

2.57

1.32176

1.32876

1.32056

5418

2013.06.20 12:37

close

1806

2.57

1.32133

1.32876

1.32056

110.51

51624.44

5419

2013.06.20 15:45

sell

1807

2.58

1.32050

0.00000

0.00000

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

87/90

2014/3/22

Strategy Tester: TAIGUN

5420

2013.06.20 15:45

modify

1807

2.58

1.32050

1.32750

1.31930

5421

2013.06.20 15:50

close

1807

2.58

1.32013

1.32750

1.31930

5422

2013.06.20 15:52

sell

1808

2.58

1.32051

0.00000

0.00000

5423

2013.06.20 15:52

modify

1808

2.58

1.32051

1.32751

1.31931

5424

2013.06.20 15:53

close

1808

2.58

1.32022

1.32751

1.31931

5425

2013.06.21 16:52

sell

1809

2.58

1.31274

0.00000

0.00000

5426

2013.06.21 16:52

modify

1809

2.58

1.31274

1.31974

1.31154

5427

2013.06.21 16:55

sell

1810

2.45

1.31284

0.00000

0.00000

5428

2013.06.21 16:55

modify

1810

2.45

1.31284

1.31984

1.31164

5429

2013.06.21 17:00

sell

1811

2.29

1.31420

0.00000

0.00000

5430

2013.06.21 17:00

modify

1811

2.29

1.31420

1.32120

1.31300

5431

2013.06.21 17:02

close

1811

2.29

1.31382

1.32120

1.31300

5432

2013.06.21 17:09

sell

1812

2.30

1.31404

0.00000

0.00000

5433

2013.06.21 17:09

modify

1812

2.30

1.31404

1.32104

1.31284

5434

2013.06.21 17:10

sell

1813

2.17

1.31433

0.00000

0.00000

5435

2013.06.21 17:10

modify

1813

2.17

1.31433

1.32133

1.31313

5436

2013.06.21 17:15

sell

1814

2.02

1.31518

0.00000

0.00000

5437

2013.06.21 17:15

modify

1814

2.02

1.31518

1.32218

1.31398

5438

2013.06.21 17:21

sell

1815

1.90

1.31559

0.00000

0.00000

5439

2013.06.21 17:21

modify

1815

1.90

1.31559

1.32259

1.31439

5440

2013.06.21 17:23

close

1815

1.90

1.31526

1.32259

5441

2013.06.21 17:24

close

1814

2.02

1.31476

1.32218

5442

2013.06.21 17:29

close

1813

2.17

1.31403

5443

2013.06.21 19:39

close

1812

2.30

5444

2013.06.21 19:59

close

1810

2.45

5445

2013.06.21 20:21

close

1809

5446

2013.06.26 16:43

sell

5447

2013.06.26 16:43

5448

2013.06.26 16:43

5449

95.46

51719.90

74.82

51794.72

87.02

51881.74

1.31439

62.70

51944.44

1.31398

84.84

52029.28

1.32133

1.31313

65.10

52094.38

1.31375

1.32104

1.31284

66.70

52161.08

1.31253

1.31984

1.31164

75.95

52237.03

2.58

1.31236

1.31974

1.31154

98.04

52335.07

1816

2.61

1.30087

0.00000

0.00000

modify

1816

2.61

1.30087

1.30787

1.29967

close

1816

2.61

1.30054

1.30787

1.29967

86.13

52421.20

2013.07.04 16:23

sell

1817

2.62

1.29272

0.00000

0.00000

5450

2013.07.04 16:23

modify

1817

2.62

1.29272

1.29972

1.29152

5451

2013.07.04 16:25

sell

1818

2.48

1.29282

0.00000

0.00000

5452

2013.07.04 16:25

modify

1818

2.48

1.29282

1.29982

1.29162

5453

2013.07.04 16:30

sell

1819

2.35

1.29299

0.00000

0.00000

5454

2013.07.04 16:30

modify

1819

2.35

1.29299

1.29999

1.29179

5455

2013.07.04 16:35

sell

1820

2.23

1.29293

0.00000

0.00000

5456

2013.07.04 16:35

modify

1820

2.23

1.29293

1.29993

1.29173

5457

2013.07.04 16:41

close

1820

2.23

1.29262

1.29993

1.29173

69.13

52490.33

5458

2013.07.04 16:41

close

1819

2.35

1.29262

1.29999

1.29179

86.95

52577.28

5459

2013.07.04 16:50

sell

1821

2.35

1.29318

0.00000

0.00000

5460

2013.07.04 16:50

modify

1821

2.35

1.29318

1.30018

1.29198

5461

2013.07.04 16:55

close

1821

2.35

1.29274

1.30018

1.29198

103.40

52680.68

5462

2013.07.04 16:56

close

1818

2.48

1.29247

1.29982

1.29162

86.80

52767.48

5463

2013.07.04 16:57

close

1817

2.62

1.29239

1.29972

1.29152

86.46

52853.94

5464

2013.07.05 14:15

sell

1822

2.64

1.28424

0.00000

0.00000

5465

2013.07.05 14:15

modify

1822

2.64

1.28424

1.29124

1.28304

5466

2013.07.05 14:18

close

1822

2.64

1.28386

1.29124

1.28304

100.32

52954.26

5467

2013.07.05 14:35

sell

1823

2.64

1.28425

0.00000

0.00000

5468

2013.07.05 14:35

modify

1823

2.64

1.28425

1.29125

1.28305

5469

2013.07.05 14:39

close

1823

2.64

1.28393

1.29125

1.28305

84.48

53038.74

5470

2013.07.09 19:00

sell

1824

2.65

1.27885

0.00000

0.00000

5471

2013.07.09 19:00

modify

1824

2.65

1.27885

1.28585

1.27765

5472

2013.07.09 19:06

sell

1825

2.51

1.27886

0.00000

0.00000

5473

2013.07.09 19:06

modify

1825

2.51

1.27886

1.28586

1.27766

5474

2013.07.09 19:10

sell

1826

2.38

1.27908

0.00000

0.00000

5475

2013.07.09 19:10

modify

1826

2.38

1.27908

1.28608

1.27788

5476

2013.07.09 19:19

close

1826

2.38

1.27877

1.28608

1.27788

73.78

53112.52

5477

2013.07.09 19:25

sell

1827

2.38

1.27904

0.00000

0.00000

5478

2013.07.09 19:25

modify

1827

2.38

1.27904

1.28604

1.27784

5479

2013.07.09 19:45

close

1827

2.38

1.27870

1.28604

1.27784

80.92

53193.44

5480

2013.07.09 19:46

close

1825

2.51

1.27848

1.28586

1.27766

95.38

53288.82

5481

2013.07.09 19:46

close

1824

2.65

1.27848

1.28585

1.27765

98.05

53386.87

5482

2013.07.11 00:31

buy

1828

2.66

1.30957

0.00000

0.00000

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

88/90

2014/3/22

Strategy Tester: TAIGUN

5482

2013.07.11 00:31

buy

1828

2.66

1.30957

0.00000

0.00000

5483

2013.07.11 00:31

modify

1828

2.66

1.30957

1.30407

1.31077

5484

2013.07.11 00:35

buy

1829

2.53

1.30938

0.00000

0.00000

5485

2013.07.11 00:35

modify

1829

2.53

1.30938

1.30388

1.31058

5486

2013.07.11 00:40

buy

1830

2.39

1.30920

0.00000

0.00000

5487

2013.07.11 00:40

modify

1830

2.39

1.30920

1.30370

1.31040

5488

2013.07.11 00:47

close

1830

2.39

1.30987

1.30370

1.31040

160.13

53547.00

5489

2013.07.11 00:47

close

1829

2.53

1.30987

1.30388

1.31058

123.97

53670.97

5490

2013.07.11 00:47

close

1828

2.66

1.30987

1.30407

1.31077

79.80

53750.77

5491

2013.07.11 01:15

buy

1831

2.68

1.30885

0.00000

0.00000

5492

2013.07.11 01:15

modify

1831

2.68

1.30885

1.30335

1.31005

5493

2013.07.11 01:20

buy

1832

2.54

1.30862

0.00000

0.00000

5494

2013.07.11 01:20

modify

1832

2.54

1.30862

1.30312

1.30982

5495

2013.07.11 01:30

close

1832

2.54

1.30935

1.30312

1.30982

185.42

53936.19

5496

2013.07.11 01:30

close

1831

2.68

1.30935

1.30335

1.31005

134.00

54070.19

5497

2013.07.11 01:40

buy

1833

2.70

1.30745

0.00000

0.00000

5498

2013.07.11 01:40

modify

1833

2.70

1.30745

1.30195

1.30865

5499

2013.07.11 01:56

close

1833

2.70

1.30791

1.30195

1.30865

124.20

54194.39

5500

2013.07.11 05:35

buy

1834

2.70

1.31246

0.00000

0.00000

5501

2013.07.11 05:35

modify

1834

2.70

1.31246

1.30696

1.31366

5502

2013.07.11 05:41

buy

1835

2.55

1.31121

0.00000

0.00000

5503

2013.07.11 05:41

modify

1835

2.55

1.31121

1.30571

1.31241

5504

2013.07.11 06:00

t/p

1835

2.55

1.31241

1.30571

1.31241

306.00

54500.39

5505

2013.07.11 06:00

close

1834

2.70

1.31242

1.30696

1.31366

-10.80

54489.59

5506

2013.07.11 20:55

buy

1836

2.72

1.30902

0.00000

0.00000

5507

2013.07.11 20:55

modify

1836

2.72

1.30902

1.30352

1.31022

5508

2013.07.11 20:56

close

1836

2.72

1.30950

1.30352

1.31022

130.56

54620.15

5509

2013.08.02 16:00

buy

1837

2.73

1.32701

0.00000

0.00000

5510

2013.08.02 16:00

modify

1837

2.73

1.32701

1.32151

1.32821

5511

2013.08.02 16:05

buy

1838

2.59

1.32687

0.00000

0.00000

5512

2013.08.02 16:05

modify

1838

2.59

1.32687

1.32137

1.32807

5513

2013.08.02 16:07

close

1838

2.59

1.32755

1.32137

1.32807

176.12

54796.27

5514

2013.08.02 16:07

close

1837

2.73

1.32755

1.32151

1.32821

147.42

54943.69

5515

2013.08.13 16:10

sell

1839

2.74

1.32513

0.00000

0.00000

5516

2013.08.13 16:10

modify

1839

2.74

1.32513

1.33213

1.32393

5517

2013.08.13 16:12

close

1839

2.74

1.32484

1.33213

1.32393

79.46

55023.15

5518

2013.08.13 16:25

sell

1840

2.75

1.32509

0.00000

0.00000

5519

2013.08.13 16:25

modify

1840

2.75

1.32509

1.33209

1.32389

5520

2013.08.14 02:12

close

1840

2.75

1.32661

1.33209

1.32389

-418.00

54605.15

5521

2013.08.15 20:35

buy

1841

2.73

1.33485

0.00000

0.00000

5522

2013.08.15 20:35

modify

1841

2.73

1.33485

1.32935

1.33605

5523

2013.08.16 00:51

close

1841

2.73

1.33546

1.32935

1.33605

166.53

54771.68

5524

2013.09.18 21:50

buy

1842

2.73

1.35133

0.00000

0.00000

5525

2013.09.18 21:50

modify

1842

2.73

1.35133

1.34583

1.35253

5526

2013.09.18 21:55

buy

1843

2.59

1.35124

0.00000

0.00000

5527

2013.09.18 21:55

modify

1843

2.59

1.35124

1.34574

1.35244

5528

2013.09.18 22:01

buy

1844

2.45

1.35091

0.00000

0.00000

5529

2013.09.18 22:01

modify

1844

2.45

1.35091

1.34541

1.35211

5530

2013.09.18 23:32

close

1844

2.45

1.35166

1.34541

1.35211

183.75

54955.43

5531

2013.09.18 23:32

close

1843

2.59

1.35166

1.34574

1.35244

108.78

55064.21

5532

2013.09.18 23:32

close

1842

2.73

1.35166

1.34583

1.35253

90.09

55154.30

5533

2013.09.27 14:27

buy

1845

2.75

1.35425

0.00000

0.00000

5534

2013.09.27 14:27

modify

1845

2.75

1.35425

1.34875

1.35545

5535

2013.09.29 21:00

close

1845

2.75

1.34923

1.34875

1.35545

-1380.50

53773.80

5536

2013.10.17 15:35

buy

1846

2.68

1.36616

0.00000

0.00000

5537

2013.10.17 15:35

modify

1846

2.68

1.36616

1.36066

1.36736

5538

2013.10.17 15:44

buy

1847

2.55

1.36618

0.00000

0.00000

5539

2013.10.17 15:44

modify

1847

2.55

1.36618

1.36068

1.36738

5540

2013.10.17 16:05

buy

1848

2.41

1.36594

0.00000

0.00000

5541

2013.10.17 16:05

modify

1848

2.41

1.36594

1.36044

1.36714

5542

2013.10.17 16:39

close

1848

2.41

1.36666

1.36044

1.36714

173.52

53947.32

5543

2013.10.17 16:39

close

1847

2.55

1.36666

1.36068

1.36738

122.40

54069.72

5544

2013.10.17 16:39

close

1846

2.68

1.36666

1.36066

1.36736

134.00

54203.72

5545

2013.10.31 13:25

sell

1849

2.71

1.36516

0.00000

0.00000

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

89/90

2014/3/22

Strategy Tester: TAIGUN

5545

2013.10.31 13:25

sell

1849

2.71

1.36516

0.00000

0.00000

5546

2013.10.31 13:25

modify

1849

2.71

1.36516

1.37216

1.36396

5547

2013.10.31 13:30

sell

1850

2.56

1.36540

0.00000

0.00000

5548

2013.10.31 13:30

modify

1850

2.56

1.36540

1.37240

1.36420

5549

2013.10.31 13:42

close

1850

2.56

1.36509

1.37240

1.36420

79.36

54283.08

5550

2013.10.31 13:42

close

1849

2.71

1.36469

1.37216

1.36396

127.37

54410.45

5551

2013.11.07 15:35

sell

1851

2.72

1.33734

0.00000

0.00000

5552

2013.11.07 15:35

modify

1851

2.72

1.33734

1.34434

1.33614

5553

2013.11.07 15:39

close

1851

2.72

1.33698

1.34434

1.33614

97.92

54508.37

5554

2013.11.07 15:55

sell

1852

2.72

1.33774

0.00000

0.00000

5555

2013.11.07 15:55

modify

1852

2.72

1.33774

1.34474

1.33654

5556

2013.11.07 16:00

sell

1853

2.58

1.33824

0.00000

0.00000

5557

2013.11.07 16:00

modify

1853

2.58

1.33824

1.34524

1.33704

5558

2013.11.07 16:01

close

1853

2.58

1.33794

1.34524

1.33704

77.40

54585.77

5559

2013.11.07 16:13

sell

1854

2.57

1.33864

0.00000

0.00000

5560

2013.11.07 16:13

modify

1854

2.57

1.33864

1.34564

1.33744

5561

2013.11.07 16:15

sell

1855

2.42

1.33944

0.00000

0.00000

5562

2013.11.07 16:15

modify

1855

2.42

1.33944

1.34644

1.33824

5563

2013.11.07 16:30

close

1855

2.42

1.33911

1.34644

1.33824

79.86

54665.63

5564

2013.11.07 18:15

sell

1856

2.38

1.34124

0.00000

0.00000

5565

2013.11.07 18:15

modify

1856

2.38

1.34124

1.34824

1.34004

5566

2013.11.07 18:20

close

1856

2.38

1.34079

1.34824

1.34004

107.10

54772.73

5567

2013.11.07 18:24

sell

1857

2.39

1.34116

0.00000

0.00000

5568

2013.11.07 18:24

modify

1857

2.39

1.34116

1.34816

1.33996

5569

2013.11.07 19:32

s/l

1852

2.72

1.34474

1.34474

1.33654

-1904.00

52868.73

5570

2013.11.08 00:01

close

1857

2.39

1.34086

1.34816

1.33996

71.70

52940.43

5571

2013.11.08 03:40

close

1854

2.57

1.34142

1.34564

1.33744

-714.46

52225.97

5572

2013.11.08 16:50

sell

1858

2.61

1.33587

0.00000

0.00000

5573

2013.11.08 16:50

modify

1858

2.61

1.33587

1.34287

1.33467

5574

2013.11.08 17:04

close

1858

2.61

1.33549

1.34287

1.33467

99.18

52325.15

5575

2013.11.08 17:10

sell

1859

2.61

1.33662

0.00000

0.00000

5576

2013.11.08 17:10

modify

1859

2.61

1.33662

1.34362

1.33542

5577

2013.11.08 17:29

close

1859

2.61

1.33619

1.34362

1.33542

112.23

52437.38

5578

2013.11.20 21:13

sell

1860

2.62

1.34354

0.00000

0.00000

5579

2013.11.20 21:13

modify

1860

2.62

1.34354

1.35054

1.34234

5580

2013.11.20 23:59

close

1860

2.62

1.34319

1.35054

1.34234

91.70

52529.08

file:///C:/Users/jun/AppData/Local/Temp/~EXTMP00/TAIGUN%2099%25BT/TAIGUN%202010-2013.htm

90/90

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