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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