Created
August 31, 2018 13:24
-
-
Save otbbdeploy/8edc2f20f40e8dee8f4db9b583951995 to your computer and use it in GitHub Desktop.
Data From ZRX Trading Article
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| 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 |
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| 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 |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment