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Data From ZRX Trading Article
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
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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