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August 31, 2018 13:24
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Data From ZRX Trading Article
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| signal_index | signal_direction | signal_definition | ||
|---|---|---|---|---|
| 1 | 0 | positive | macd histogram(12,26,9) > 0 and slope of macd histogram(12,26,9) over 1 period crosses below 0 | |
| 3 | 1 | positive | macd histogram(12,26,9) > 0 and slope of macd histogram(12,26,9) over 1 period crosses below 0 | |
| 5 | 2 | positive | macd histogram(12,26,9) > 0 and slope of macd histogram(12,26,9) over 1 period crosses below 0 | |
| 7 | 3 | positive | macd histogram(12,26,9) > 0 and slope of macd histogram(12,26,9) over 1 period crosses below 0 | |
| 9 | 4 | negative | macd histogram(12,26,9) < 0 and slope of macd histogram(12,26,9) over 1 period crosses above 0 | |
| 11 | 5 | negative | macd histogram(12,26,9) < 0 and slope of macd histogram(12,26,9) over 1 period crosses above 0 | |
| 13 | 6 | negative | macd histogram(12,26,9) < 0 and slope of macd histogram(12,26,9) over 1 period crosses above 0 | |
| 16 | 7 | negative | macd histogram(12,26,9) < 0 and slope of macd histogram(12,26,9) over 1 period crosses above 0 | |
| 17 | 8 | negative | macd histogram(12,26,9) < 0 and slope of macd histogram(12,26,9) over 1 period crosses above 0 | |
| 19 | 9 | negative | macd histogram(12,26,9) < 0 and slope of macd histogram(12,26,9) over 1 period crosses above 0 | |
| 21 | 10 | positive | macd histogram(12,26,9) > 0 and slope of macd histogram(12,26,9) over 1 period crosses below 0 | |
| 23 | 11 | negative | macd histogram(12,26,9) < 0 and slope of macd histogram(12,26,9) over 1 period crosses above 0 | |
| 25 | 12 | positive | macd histogram(12,26,9) > 0 and slope of macd histogram(12,26,9) over 1 period crosses below 0 | |
| 28 | 13 | positive | macd histogram(12,26,9) > 0 and slope of macd histogram(12,26,9) over 1 period crosses below 0 | |
| 29 | 14 | positive | macd histogram(12,26,9) > 0 and slope of macd histogram(12,26,9) over 1 period crosses below 0 | |
| 31 | 15 | positive | macd histogram(12,26,9) > 0 and slope of macd histogram(12,26,9) over 1 period crosses below 0 | |
| 34 | 16 | positive | macd histogram(12,26,9) > 0 and slope of macd histogram(12,26,9) over 1 period crosses below 0 | |
| 36 | 17 | positive | macd histogram(12,26,9) > 0 and slope of macd histogram(12,26,9) over 1 period crosses below 0 | |
| 37 | 18 | positive | macd histogram(12,26,9) > 0 and slope of macd histogram(12,26,9) over 1 period crosses below 0 | |
| 39 | 19 | positive | macd histogram(12,26,9) > 0 and slope of macd histogram(12,26,9) over 1 period crosses below 0 | |
| 41 | 20 | negative | macd histogram(12,26,9) < 0 and slope of macd histogram(12,26,9) over 1 period crosses above 0 | |
| 43 | 21 | negative | macd histogram(12,26,9) < 0 and slope of macd histogram(12,26,9) over 1 period crosses above 0 | |
| 45 | 22 | negative | macd histogram(12,26,9) < 0 and slope of macd histogram(12,26,9) over 1 period crosses above 0 | |
| 47 | 23 | negative | macd histogram(12,26,9) < 0 and slope of macd histogram(12,26,9) over 1 period crosses above 0 | |
| 49 | 24 | negative | macd histogram(12,26,9) < 0 and slope of macd histogram(12,26,9) over 1 period crosses above 0 | |
| 51 | 25 | positive | macd histogram(12,26,9) > 0 and slope of macd histogram(12,26,9) over 1 period crosses below 0 | |
| 53 | 26 | negative | macd histogram(12,26,9) < 0 and slope of macd histogram(12,26,9) over 1 period crosses above 0 | |
| 55 | 27 | negative | macd histogram(12,26,9) < 0 and slope of macd histogram(12,26,9) over 1 period crosses above 0 |
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| timestamp | symbol | type | signal_index | units | price | commission_paid | cashflow | profit_loss | exit_reason | ||
|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 1514939100 | ZRX:BTC:daily | BUY | 0 | 33041.467041136624 | 0.00006053 | -0.0019999999999999996 | -2.002 | |||
| 1 | 1515030600 | ZRX:BTC:daily | SELL | 0 | -33041.467041136624 | 6.09535e-05 | -0.002013993061291921 | 2.011979068230629 | 0.004984549565748805 | stoploss_achieved | |
| 2 | 1515201600 | ZRX:BTC:daily | BUY | 1 | 30457.870282156186 | 6.573e-05 | -0.002001995813646126 | -2.003997809459772 | |||
| 3 | 1515249600 | ZRX:BTC:daily | SELL | 1 | -30457.870282156186 | 7.8876e-05 | -0.0024023949763753508 | 2.3999925813989758 | 0.19760239760239756 | target_price_achieved | |
| 4 | 1515975900 | ZRX:BTC:daily | BUY | 2 | 14362.972864278583 | 0.0001449 | -0.0020811947680339665 | -2.083275962802001 | |||
| 5 | 1516025400 | ZRX:BTC:daily | SELL | 2 | -14362.972864278583 | 0.0001333395 | -0.0019151516202364743 | 1.9132364686162378 | -0.08162120488207446 | stoploss_achieved | |
| 6 | 1516494300 | ZRX:BTC:daily | BUY | 3 | 12851.141677318356 | 0.0001593 | -0.0020471868691968142 | -2.0492340560660107 | |||
| 7 | 1516753800 | ZRX:BTC:daily | SELL | 3 | -12851.141677318356 | 0.00014592 | -0.0018752385935542947 | 1.8733633549607402 | -0.08582265192434674 | maximum_hold_period | |
| 8 | 1517013900 | ZRX:BTC:daily | SHORT | 4 | -11006.634184768925 | 0.0001828 | -0.0020120127289757596 | 2.010000716246784 | |||
| 9 | 1517273400 | ZRX:BTC:daily | COVER | 4 | 11006.634184768925 | 0.00016435000000000004 | -0.0018089403282667733 | -1.8107492685950402 | 0.0991300381344143 | maximum_hold_period | |
| 10 | 1517444700 | ZRX:BTC:daily | SHORT | 5 | -11218.496547327002 | 0.0001829 | -0.0020518630185061087 | 2.0498111554876024 | |||
| 11 | 1517554500 | ZRX:BTC:daily | COVER | 5 | 11218.496547327002 | 0.00014632 | -0.001641490414804887 | -1.643131905219692 | 0.19839839839839826 | target_price_achieved | |
| 12 | 1518049500 | ZRX:BTC:daily | SHORT | 6 | -16311.353942190633 | 0.00013078 | -0.002133198868559691 | 2.1310656696911314 | |||
| 13 | 1518309000 | ZRX:BTC:daily | COVER | 6 | 16311.353942190633 | 0.00012801333333333333 | -0.00208807078931963 | -2.09015886010895 | 0.01919547115040818 | maximum_hold_period | |
| 14 | 1519950900 | ZRX:BTC:daily | SHORT | 7 | -24223.758263304604 | 8.84e-05 | -0.002141380230476127 | 2.139238850245651 | |||
| 15 | 1520209500 | ZRX:BTC:daily | SHORT | 8 | -27171.837590887204 | 8.033e-05 | -0.002182713713675969 | 2.180530999962293 | |||
| 16 | 1520210400 | ZRX:BTC:daily | COVER | 7 | 24223.758263304604 | 7.975e-05 | -0.0019318447214985422 | -1.9337765662200406 | 0.09604457398575056 | maximum_hold_period | |
| 17 | 1520469000 | ZRX:BTC:daily | COVER | 8 | 27171.837590887204 | 7.015333333333332e-05 | -0.0019061949797927068 | -1.9081011747724994 | 0.12493737772795005 | maximum_hold_period | |
| 18 | 1520555400 | ZRX:BTC:daily | SHORT | 9 | -32708.85586078678 | 6.839e-05 | -0.002236958652319208 | 2.2347216936668888 | |||
| 19 | 1520693400 | ZRX:BTC:daily | COVER | 9 | 32708.85586078678 | 7.45545e-05 | -0.002438592394273028 | -2.441030986667301 | -0.09231990434651627 | stoploss_achieved | |
| 20 | 1520987400 | ZRX:BTC:daily | BUY | 10 | 33989.11445385644 | 6.46e-05 | -0.002195696793719126 | -2.197892490512845 | |||
| 21 | 1521246900 | ZRX:BTC:daily | SELL | 10 | -33989.11445385644 | 5.989666666666666e-05 | -0.002035834658737821 | 2.033798824079083 | -0.07465955097534047 | maximum_hold_period | |
| 22 | 1521505500 | ZRX:BTC:daily | SHORT | 11 | -39027.03104352893 | 0.00005542 | -0.0021628780604323735 | 2.160715182371941 | |||
| 23 | 1521633900 | ZRX:BTC:daily | COVER | 11 | 39027.03104352893 | 6.379049999999999e-05 | -0.002489553823782232 | -2.492043377606014 | -0.15334191101964445 | stoploss_achieved | |
| 24 | 1522369500 | ZRX:BTC:daily | BUY | 12 | 27951.10547107797 | 0.00007501 | -0.0020966124213855587 | -2.0987090338069443 | |||
| 25 | 1522629000 | ZRX:BTC:daily | SELL | 12 | -27951.10547107797 | 7.44e-05 | -0.002079562247048201 | 2.077482684801153 | -0.010114002781647107 | maximum_hold_period | |
| 26 | 1523665500 | ZRX:BTC:daily | BUY | 13 | 24144.555176372032 | 0.00008666 | -0.0020923671515844003 | -2.094459518735985 | |||
| 27 | 1523924700 | ZRX:BTC:daily | BUY | 14 | 22902.562386983493 | 0.00009260 | -0.0021207772770346716 | -2.1228980543117064 | |||
| 28 | 1523925000 | ZRX:BTC:daily | SELL | 13 | -24144.555176372032 | 9.261333333333334e-05 | -0.002236107736734402 | 2.2338716289976674 | 0.06656233219815026 | maximum_hold_period | |
| 29 | 1524033600 | ZRX:BTC:daily | SELL | 14 | -22902.562386983493 | 0.00011111999999999999 | -0.0025449327324416054 | 2.542387799709164 | 0.19760239760239734 | target_price_achieved | |
| 30 | 1524270300 | ZRX:BTC:daily | BUY | 15 | 19768.139217185904 | 0.0001115 | -0.0022041475227162284 | -2.2063516702389445 | |||
| 31 | 1524529800 | ZRX:BTC:daily | SELL | 15 | -19768.139217185904 | 0.00011127999999999999 | -0.0021997985320884473 | 2.197598733556359 | -0.003967153922310879 | maximum_hold_period | |
| 32 | 1524702300 | ZRX:BTC:daily | BUY | 16 | 19336.232970849087 | 0.0001139 | -0.0022023969353797113 | -2.204599332315091 | |||
| 33 | 1524875100 | ZRX:BTC:daily | BUY | 17 | 18644.80759510104 | 0.0001191 | -0.002220596584576534 | -2.2228171811611106 | |||
| 34 | 1524961800 | ZRX:BTC:daily | SELL | 16 | -19336.232970849087 | 0.00012894 | -0.002493213879261281 | 2.4907206653820197 | 0.1297838246038419 | maximum_hold_period | |
| 35 | 1525134300 | ZRX:BTC:daily | BUY | 18 | 18043.35412708539 | 0.00012675 | -0.002286995135608073 | -2.289282130743681 | |||
| 36 | 1525134600 | ZRX:BTC:daily | SELL | 17 | -18644.80759510104 | 0.00012624999999999998 | -0.002353906958881506 | 2.3515530519226244 | 0.05791563600127806 | maximum_hold_period | |
| 37 | 1525314300 | ZRX:BTC:daily | SELL | 18 | -18043.35412708539 | 0.00015209999999999998 | -0.002744394162729687 | 2.7416497685669574 | 0.19760239760239753 | target_price_achieved | |
| 38 | 1525654500 | ZRX:BTC:daily | BUY | 19 | 14252.200982063916 | 0.0001667 | -0.002375841903710055 | -2.378217745613765 | |||
| 39 | 1525843200 | ZRX:BTC:daily | SELL | 19 | -14252.200982063916 | 0.00016931999999999998 | -0.002413182670283062 | 2.4107694876127788 | 0.013687452319725535 | stoploss_achieved | |
| 40 | 1527121500 | ZRX:BTC:daily | SHORT | 20 | -13271.4180386043 | 0.00017951 | -0.002382352252109858 | 2.379969899857748 | |||
| 41 | 1527176400 | ZRX:BTC:daily | COVER | 20 | 13271.4180386043 | 0.0001836205 | -0.002436904415957541 | -2.4393413203734986 | -0.024946290505312437 | stoploss_achieved | |
| 42 | 1527639900 | ZRX:BTC:daily | SHORT | 21 | -14152.107271681838 | 0.0001675 | -0.002370477968006708 | 2.3681074900387014 | |||
| 43 | 1527660600 | ZRX:BTC:daily | COVER | 21 | 14152.107271681838 | 0.0001918315 | -0.0027148199660876346 | -2.7175347860537222 | -0.14755550475848977 | stoploss_achieved | |
| 44 | 1528331100 | ZRX:BTC:daily | SHORT | 22 | -13168.818024062413 | 0.0001747 | -0.0023005925088037038 | 2.2982919162949 | |||
| 45 | 1528590600 | ZRX:BTC:daily | COVER | 22 | 13168.818024062413 | 0.00016273666666666666 | -0.002143049549175837 | -2.1451925987250124 | 0.06661439153330025 | maximum_hold_period | |
| 46 | 1529022300 | ZRX:BTC:daily | SHORT | 23 | -16405.435413917527 | 0.0001421 | -0.0023312123723176806 | 2.3288811599453627 | |||
| 47 | 1529281800 | ZRX:BTC:daily | COVER | 23 | 16405.435413917527 | 0.00013032666666666667 | -0.002138065712711158 | -2.1402037784238694 | 0.08101632009677977 | maximum_hold_period | |
| 48 | 1530145500 | ZRX:BTC:daily | SHORT | 24 | -22582.91562080057 | 0.00010490 | -0.0023689478486219797 | 2.3665789007733578 | |||
| 49 | 1530323100 | ZRX:BTC:daily | COVER | 24 | 22582.91562080057 | 0.00011283799999999999 | -0.0025482110328198947 | -2.5507592438527147 | -0.0778255662717055 | stoploss_achieved | |
| 50 | 1531010100 | ZRX:BTC:daily | BUY | 25 | 15864.705986436113 | 0.000147 | -0.0023321117800061083 | -2.3344438917861146 | |||
| 51 | 1531269600 | ZRX:BTC:daily | SELL | 25 | -15864.705986436113 | 0.00013193 | -0.002093030660790516 | 2.0909376301297256 | -0.10431017961630214 | maximum_hold_period | |
| 52 | 1532737500 | ZRX:BTC:daily | SHORT | 26 | -16194.400905495257 | 0.000141 | -0.0022834105276748314 | 2.2811271171471565 | |||
| 53 | 1532997000 | ZRX:BTC:daily | COVER | 26 | 16194.400905495257 | 0.00014096 | -0.0022827627516386114 | -2.2850455143902497 | -0.0017177461149090348 | maximum_hold_period | |
| 54 | 1533429300 | ZRX:BTC:daily | SHORT | 27 | -17047.25054687239 | 0.0001339 | -0.0022826268482262135 | 2.280344221377987 | |||
| 55 | 1533688800 | ZRX:BTC:daily | COVER | 27 | 17047.25054687239 | 0.00013296666666666666 | -0.002266716081049132 | -2.2689827971301813 | 0.004982328606924154 | maximum_hold_period |
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