1 ExSan++ High Perfomance C++ Computing _V22_17.1.0@11.08.a_
2 NOT VALID FOR DISTRIBUTION ---BE---careful
3 Sat Feb 19 09:31:06 2022
4
5
6 exsan.plusplus@gmail.com https://twitter.com/#!/ExSan_com
7 JOB: hft3106
8 GLUTo Sun May 15, 2022
9 License Grant for: 14 days more StockCounterDB Number of files: 7
10
11 Read From File myInvestment: 1000 Savings: 0
12
13 stFrom : 7 <---> 10000110 stTo = .77 * myInvestment / minDB : 500 / 7 I
14 pp_lastIN 0 ppnt_time 1 ppnt_data 2 ... -> prev 1, last 0
15 ... -> prev 1, last 0
16
17 stockCounterDB: 7 mu: 0.33 Limit Trading / Savings: 10000 FactoRun: 2
18 ******************
19 <--------e-x-s-a-n---------->
20 Generate Exsan ( 21 , 21 )
21
22 Total Number of assets allocated: 20
23
24 PARAMETERS
25 Investment: 1000 min Inv/Stock: 10 # Ticks -cols-: 10 beta: 0.02 ep(little ball): 0.0001
26 HedgeBand 0.45 <-- nbsp=""> 0.55 R( 0.93377 ; 0.97733 )r Lineal #Ticks: 3
27 Expected Return: 3 % minDB: 7 timesLapse: 1 timeZoomFactor: 1 retFactor: 1.5
28 Trigger Check Counter: 2 Number of times dice is thrown: 1110 EndLess: 0
29 Run: 3 onlyInteger 0 hedge: 1 ntNodes: 7 limitWeightFactor: 0.33 tickLimitToClear: 33
30 |<--------e-x-s-a-n---hft------->|
31 :1409: CHECK---- either a wrap around or no room for new data in DB geNSTOCKS: 611 nTicksLineal 3 :nTL 3
32 :1400: As it is *A ppDataIn
33 WORKSHEET 9 I[4, 10] FLOAT
34 A B C D E F G H I J
35 >----------------------------------------------------------------------<
36MSFT 1: 25.17 28.36 26.68 22.48 22.25 22.42 22.62 22.81 23.33 23.88
37TFSM 2: 71.77 69.49 69.78 70.27 71.57 69.63 68.11 68.56 68.00 65.05
38NFLX 3: 24.81 24.50 18.15 18.15 18.61 20.76 21.44 23.00 21.79 22.83
39AAPL 4: 20.52 20.32 21.89 22.69 22.07 19.98 17.34 15.06 12.35 12.68
40 <---------------------------------------------------------------------->
41 1 2 3 4 5 6 7 8 9 10
42
43 :Begin --- cluster traversal----- nStocks: 5
44 : (1, 4)-> 27.02 : (2, 1)-> 71.77 : (3, 3)-> 18.15 : (4, 1)-> 20.52 : (5, 1)-> 0.00
45 : (1, 5)-> 22.25 : (2, 2)-> 69.49 : (3, 4)-> 18.15 : (4, 2)-> 20.32 : (5, 2)-> 0.00
46 : (1, 6)-> 22.42 : (2, 3)-> 69.78 : (3, 5)-> 18.61 : (4, 3)-> 21.89 : (5, 3)-> 0.00
47 : (1, 7)-> 22.62 : (2, 4)-> 70.27 : (3, 6)-> 20.76 : (4, 4)-> 22.69 : (5, 4)-> 0.00
48 : (1, 8)-> 22.81 : (2, 5)-> 71.57 : (3, 7)-> 21.44 : (4, 5)-> 22.07 : (5, 5)-> 0.00
49 : (1, 9)-> 23.33 : (2, 6)-> 69.63 : (3, 8)-> 23.00 : (4, 6)-> 19.98 : (5, 6)-> 0.00
50 : (1, 10)-> 23.88 : (2, 7)-> 68.11 : (3, 9)-> 21.79 : (4, 7)-> 17.34 : (5, 7)-> 0.00
51 : (1, 1)-> 25.17 : (2, 8)-> 68.56 : (3, 10)-> 22.83 : (4, 8)-> 15.06 : (5, 8)-> 0.00
52 : (1, 2)-> 28.36 : (2, 9)-> 68.00 : (3, 1)-> 24.81 : (4, 9)-> 12.35 : (5, 9)-> 0.00
53 : (1, 3)-> 26.68 : (2, 10)-> 65.05 : (3, 2)-> 24.50 : (4, 10)-> 12.68 : (5, 10)-> 0.00
54
55 Data RANGE <-0 .00="" nbsp="">
56 :1589: pp_openVal
57 WORKSHEET 17 Q[4, 10] FLOAT
58 A B C D E F G H I J
59 >----------------------------------------------------------------------<
60 13 0.0000000 MSFT 1: 23.69 27.92 26.48 27.24 22.18 21.93 22.33 22.51 23.13 23.73
61 10 0.0000000 TFSM 2: 65.11 71.15 68.93 70.27 69.78 70.10 68.45 68.07 68.91 66.02
62 12 0.0000000 NFLX 3: 25.37 23.97 16.90 19.00 17.98 20.26 20.07 23.57 21.47 22.25
63 10 0.0000000 AAPL 4: 20.52 20.92 20.73 23.14 22.26 20.80 18.11 16.61 12.52 13.43
64 <---------------------------------------------------------------------->
65 1 2 3 4 5 6 7 8 9 10
66
67 :1589: pp_lowVal
68 WORKSHEET 19 S[4, 10] FLOAT
69 A B C D E F G H I J
70 >----------------------------------------------------------------------<
71 13 0.0000000 MSFT 1: 23.69 27.27 26.21 21.83 22.04 21.93 22.33 22.31 23.12 23.48
72 10 0.0000000 TFSM 2: -0.00 68.17 68.49 69.90 69.78 68.68 67.48 68.07 67.15 64.58
73 12 0.0000000 NFLX 3: 23.91 23.97 16.70 17.33 17.59 20.26 20.07 22.09 21.38 21.33
74 10 0.0000000 AAPL 4: -0.00 19.77 20.73 22.39 21.44 19.22 16.37 12.92 11.45 11.80
75 <---------------------------------------------------------------------->
76 1 2 3 4 5 6 7 8 9 10
77
78 :1589: pp_highVal
79 WORKSHEET 18 R[4, 10] FLOAT
80 A B C D E F G H I J
81 >----------------------------------------------------------------------<
82 13 0.0000000 MSFT 1: 27.50 29.09 27.14 27.24 22.62 22.70 22.89 23.21 23.63 24.46
83 10 0.0000000 TFSM 2:23325.25 71.15 71.21 70.87 72.52 70.41 69.41 68.91 69.01 66.02
84 12 0.0000000 NFLX 3: 25.50 25.27 19.60 19.00 19.78 21.13 23.17 24.38 22.20 24.67
85 10 0.0000000 AAPL 4:6668.73 20.92 23.13 23.14 22.54 20.80 18.18 17.02 14.23 13.43
86 <---------------------------------------------------------------------->
1182 :1580:End --- cluster traversal-----
Saturday, February 19, 2022
JOB: hft3106
Friday, February 18, 2022
JOB: hft0014
1 ExSan++ High Perfomance C++ Computing _V22_17.1.0@11.08.a_
2 NOT VALID FOR DISTRIBUTION ---BE---careful
3 Fri Feb 18 12:00:14 2022
4
5
6 exsan.plusplus@gmail.com https://twitter.com/#!/ExSan_com
7 JOB: hft0014
8 GLUTo Sun May 15, 2022
9 License Grant for: 14 days more StockCounterDB Number of files: 7
10
11 Read From File myInvestment: 1000 Savings: 0
12
13 stFrom : 7 <---> 10000110 stTo = .77 * myInvestment / minDB : 500 / 7 I
14 pp_lastIN 0 ppnt_time 1 ppnt_data 2 ... -> prev 1, last 0
15 ... -> prev 1, last 0
16
17 stockCounterDB: 7 mu: 0.33 Limit Trading / Savings: 10000 FactoRun: 2
18 ******************
19 <--------e-x-s-a-n---------->
20 Generate Exsan ( 21 , 21 )
21
22 Total Number of assets allocated: 20
23
24 PARAMETERS
25 Investment: 1000 min Inv/Stock: 10 # Ticks -cols-: 10 beta: 0.02 ep(little ball): 0.0001
26 HedgeBand 0.45 <-- nbsp=""> 0.55 R( 0.93377 ; 0.97733 )r Lineal #Ticks: 3
27 Expected Return: 3 % minDB: 7 timesLapse: 1 timeZoomFactor: 1 retFactor: 1.5
28 Trigger Check Counter: 2 Number of times dice is thrown: 1110 EndLess: 0
29 Run: 3 onlyInteger 0 hedge: 1 ntNodes: 7 limitWeightFactor: 0.33 tickLimitToClear: 33
30 |<--------e-x-s-a-n---hft------->|
31 :1409: CHECK---- either a wrap around or no room for new data in DB geNSTOCKS: 619 nTicksLineal 3 :nTL 3
1399
1400
1401 : file 0 min1: 21.89 max1: 28.84
1402 : file 0 min2: 21.89 max2: 28.84
1403 : file 1 min1: 61.41 max1: 65.48
1404 : file 1 min2: 61.41 max2: 64.62
1405 : file 2 min1: 10.09 max1: 13.23
1406 : file 2 min2: 10.09 max2: 12.37
1407 :1580:End --- cluster traversal-----
1408
1409 :3927: Normal exit geNSTOCKS:-> 0
1410
1411 :3903: Beep
1412 1 action ---> copy c:\exsan\IB\bs.txt d:\exsan\IB\exsan_hft_0014.txt
1413
1416
1417 ENDS hft0014 Elapsed Time: 1.54 sec
1418 NOT VALID FOR DISTRIBUTION ---BE---careful
1419 Boost version: 1.59.0
1420
1421 EXIT FROM EXSAN
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