在量化交易中，策略的稳健性往往取决于其在不同市场周期的适应性。一次性回测容易因参数过拟合导致 “历史表现优异但未来失效” 的问题，而前进测试（Walk Forward Testing）通过滚动优化参数并验证，能有效降低过拟合风险。

本文将解析一段基于quantstrat包的 MACD 策略前进测试代码，展示其实现思路与核心价值，并结合 MACD 指标的原理说明策略设计逻辑。

代码实现与注释

以下是完整的前进测试代码，包含详细注释以解释各环节功能：

# Walk Forward demo for MACD
###############################################################################

# 加载必要的包：foreach用于并行迭代，iterators支持迭代器，quantstrat用于量化策略开发
require(foreach, quietly=TRUE)
require(iterators)
require(quantstrat)

# 运行内置的MACD策略演示代码，初始化策略环境（包含策略定义、标的数据等）
# 使用source而非demo确保所有变量在当前会话中可见
source(system.file('demo/macd.R', package='quantstrat'), echo = TRUE)

## 
## > require(quantstrat)
## 
## > suppressWarnings(rm("order_book.macd", pos = .strategy))
## 
## > suppressWarnings(rm("account.macd", "portfolio.macd", 
## +     pos = .blotter))
## 
## > suppressWarnings(rm("account.st", "portfolio.st", 
## +     "stock.str", "stratMACD", "startDate", "initEq", "start_t", 
## +     "end_t"))
## 
## > oldtz <- Sys.getenv("TZ")
## 
## > if (oldtz == "") {
## +     Sys.setenv(TZ = "GMT")
## + }
## 
## > stock.str = "AAPL"
## 
## > fastMA = 12
## 
## > slowMA = 26
## 
## > signalMA = 9
## 
## > maType = "EMA"
## 
## > currency("USD")
## [1] "USD"
## 
## > stock(stock.str, currency = "USD", multiplier = 1)
## [1] "AAPL"
## 
## > startDate = "2006-12-31"
## 
## > initEq = 1e+06
## 
## > portfolio.st = "macd"
## 
## > account.st = "macd"
## 
## > initPortf(portfolio.st, symbols = stock.str)
## [1] "macd"
## 
## > initAcct(account.st, portfolios = portfolio.st)
## [1] "macd"
## 
## > initOrders(portfolio = portfolio.st)
## 
## > strat.st <- portfolio.st
## 
## > strategy(strat.st, store = TRUE)
## 
## > add.indicator(strat.st, name = "MACD", arguments = list(x = quote(Cl(mktdata)), 
## +     nFast = fastMA, nSlow = slowMA), label = "_")
## [1] "macd"
## 
## > add.signal(strat.st, name = "sigThreshold", arguments = list(column = "signal._", 
## +     relationship = "gt", threshold = 0, cross = TRUE), label =  .... [TRUNCATED] 
## [1] "macd"
## 
## > add.signal(strat.st, name = "sigThreshold", arguments = list(column = "signal._", 
## +     relationship = "lt", threshold = 0, cross = TRUE), label =  .... [TRUNCATED] 
## [1] "macd"
## 
## > add.rule(strat.st, name = "ruleSignal", arguments = list(sigcol = "signal.gt.zero", 
## +     sigval = TRUE, orderqty = 100, ordertype = "market", orde .... [TRUNCATED] 
## [1] "macd"
## 
## > add.rule(strat.st, name = "ruleSignal", arguments = list(sigcol = "signal.lt.zero", 
## +     sigval = TRUE, orderqty = "all", ordertype = "market", or .... [TRUNCATED] 
## [1] "macd"
## 
## > getSymbols(stock.str, from = startDate, to = "2014-06-01", 
## +     src = "yahoo")
## [1] "AAPL"
## 
## > start_t <- Sys.time()
## 
## > out <- applyStrategy(strat.st, portfolios = portfolio.st, 
## +     parameters = list(nFast = fastMA, nSlow = slowMA, nSig = signalMA, 
## +         maTyp .... [TRUNCATED] 
## [1] "2007-03-16 00:00:00 AAPL 100 @ 3.19964289665222"
## [1] "2007-08-17 00:00:00 AAPL -100 @ 4.35928583145142"
## [1] "2007-09-05 00:00:00 AAPL 100 @ 4.88428592681885"
## [1] "2008-01-16 00:00:00 AAPL -100 @ 5.70142889022827"
## [1] "2008-03-31 00:00:00 AAPL 100 @ 5.125"
## [1] "2008-06-26 00:00:00 AAPL -100 @ 6.00928592681885"
## [1] "2008-08-20 00:00:00 AAPL 100 @ 6.28000020980835"
## [1] "2008-09-09 00:00:00 AAPL -100 @ 5.41714286804199"
## [1] "2009-02-06 00:00:00 AAPL 100 @ 3.56142902374268"
## [1] "2009-03-04 00:00:00 AAPL -100 @ 3.25607109069824"
## [1] "2009-03-19 00:00:00 AAPL 100 @ 3.62928605079651"
## [1] "2009-12-15 00:00:00 AAPL -100 @ 6.93464279174805"
## [1] "2009-12-29 00:00:00 AAPL 100 @ 7.46785688400269"
## [1] "2010-02-03 00:00:00 AAPL -100 @ 7.11535692214966"
## [1] "2010-03-04 00:00:00 AAPL 100 @ 7.52535676956177"
## [1] "2010-07-16 00:00:00 AAPL -100 @ 8.92500019073486"
## [1] "2010-08-03 00:00:00 AAPL 100 @ 9.35464286804199"
## [1] "2010-08-17 00:00:00 AAPL -100 @ 8.99892902374268"
## [1] "2010-09-15 00:00:00 AAPL 100 @ 9.65071392059326"
## [1] "2011-03-22 00:00:00 AAPL -100 @ 12.1857137680054"
## [1] "2011-05-03 00:00:00 AAPL 100 @ 12.4357137680054"
## [1] "2011-05-23 00:00:00 AAPL -100 @ 11.9428567886353"
## [1] "2011-07-11 00:00:00 AAPL 100 @ 12.6428565979004"
## [1] "2011-11-16 00:00:00 AAPL -100 @ 13.7417860031128"
## [1] "2011-12-27 00:00:00 AAPL 100 @ 14.518928527832"
## [1] "2012-05-09 00:00:00 AAPL -100 @ 20.3278560638428"
## [1] "2012-06-20 00:00:00 AAPL 100 @ 20.9192867279053"
## [1] "2012-10-12 00:00:00 AAPL -100 @ 22.4896430969238"
## [1] "2013-05-09 00:00:00 AAPL 100 @ 16.3132133483887"
## [1] "2013-06-19 00:00:00 AAPL -100 @ 15.1071434020996"
## [1] "2013-07-26 00:00:00 AAPL 100 @ 15.7496433258057"
## [1] "2014-01-22 00:00:00 AAPL -100 @ 19.6967868804932"
## [1] "2014-01-24 00:00:00 AAPL 100 @ 19.5025005340576"
## [1] "2014-01-29 00:00:00 AAPL -100 @ 17.8839282989502"
## [1] "2014-03-26 00:00:00 AAPL 100 @ 19.2778568267822"
## [1] "2014-04-15 00:00:00 AAPL -100 @ 18.498571395874"
## [1] "2014-04-29 00:00:00 AAPL 100 @ 21.1546421051025"
## 
## > end_t <- Sys.time()
## 
## > print(end_t - start_t)
## Time difference of 0.4237199 secs
## 
## > start_t <- Sys.time()
## 
## > updatePortf(Portfolio = portfolio.st, Dates = paste("::", 
## +     as.Date(Sys.time()), sep = ""))

## [1] "macd"
## 
## > end_t <- Sys.time()
## 
## > print("trade blotter portfolio update:")
## [1] "trade blotter portfolio update:"
## 
## > print(end_t - start_t)
## Time difference of 0.02946806 secs
## 
## > chart.Posn(Portfolio = portfolio.st, Symbol = stock.str)

## 
## > plot(add_MACD(fast = fastMA, slow = slowMA, signal = signalMA, 
## +     maType = "EMA"))

## 
## > obook <- getOrderBook("macd")
## 
## > Sys.setenv(TZ = oldtz)

# 并行计算初始化（可选）：doParallel、doMC等并行包可加速参数搜索
# 此处以doParallel为例，默认使用物理核心数-1的线程
# require(doParallel)
# registerDoParallel()


# 从环境中获取策略对象（MACD策略在定义时设置了store=TRUE，因此可直接调用）
strategy.st <- 'macd'

### 设置参数搜索范围
.FastMA = (1:10)   # MACD快速EMA周期候选值（1到10）
.SlowMA = (5:25)   # MACD慢速EMA周期候选值（5到25）
.nsamples = 15     # 随机抽样的参数组合数量（并行计算时可减少迭代次数，提高效率）


### 定义参数分布（用于参数优化）
# 为策略添加快速EMA周期的参数分布
add.distribution(
  strategy.st,               # 策略名称
  paramset.label = 'MA',     # 参数集标签（用于标识该组参数）
  component.type = 'indicator',  # 组件类型：指标（此处为MACD的EMA参数）
  component.label = '_',     # 指标在策略中的标签（对应MACD指标的默认标识）
  variable = list(n = .FastMA),  # 变量：快速EMA周期，取值范围为.FastMA
  label = 'nFAST'            # 该参数的标签（用于后续约束和结果识别）
)

## [1] "macd"

# 为策略添加慢速EMA周期的参数分布
add.distribution(
  strategy.st,
  paramset.label = 'MA',
  component.type = 'indicator',
  component.label = '_',
  variable = list(n = .SlowMA),  # 变量：慢速EMA周期，取值范围为.SlowMA
  label = 'nSLOW'               # 该参数的标签
)

## [1] "macd"

# 添加参数约束：确保快速EMA周期小于慢速EMA周期（MACD计算的必要条件）
add.distribution.constraint(
  strategy.st,
  paramset.label = 'MA',
  distribution.label.1 = 'nFAST',  # 第一个参数（快速周期）
  distribution.label.2 = 'nSLOW',  # 第二个参数（慢速周期）
  operator = '<',                  # 约束关系：快速周期 < 慢速周期
  label = 'MA'                     # 约束标签
)

## [1] "macd"

### 初始化前进测试环境
wfportfolio <- "wf.macd"  # 前进测试的组合名称
initPortf(wfportfolio, symbols = stock.str)  # 初始化组合（stock.str来自MACD演示代码中的标的）

## [1] "wf.macd"

initOrders(portfolio = wfportfolio)          # 初始化订单簿

# 执行前进测试
wf_start <- Sys.time()  # 记录开始时间
wfresults <- walk.forward(
  strategy.st,               # 策略名称
  paramset.label = 'MA',     # 使用的参数集标签
  portfolio.st = wfportfolio,  # 组合名称
  account.st = account.st,    # 账户名称（来自MACD演示代码）
  nsamples = .nsamples,       # 每次迭代随机抽样的参数组合数量
  period = 'months',          # 滚动周期：按月划分训练期和测试期
  k.training = 36,            # 训练期长度：36个月（用于参数优化）
  k.testing = 12,             # 测试期长度：12个月（用于验证优化后的参数）
  verbose = TRUE,             # 输出详细过程信息
  anchored = TRUE,            # 固定起始点：训练期从最开始滚动（而非滑动窗口）
  include.insamples = TRUE,   # 结果中包含训练期数据
  savewf = FALSE              # 不保存中间结果
)

## [1] "=== training MA on 2007-01-03/2009-12-31"

## [1] "2007-03-14 00:00:00 AAPL 100 @ 3.21428608894348"
## [1] "2007-08-16 00:00:00 AAPL -100 @ 4.18035697937012"
## [1] "2007-09-05 00:00:00 AAPL 100 @ 4.88428592681885"
## [1] "2007-11-26 00:00:00 AAPL -100 @ 6.16214323043823"
## [1] "2007-11-30 00:00:00 AAPL 100 @ 6.50785684585571"
## [1] "2008-01-15 00:00:00 AAPL -100 @ 6.03714323043823"
## [1] "2008-03-27 00:00:00 AAPL 100 @ 5.00892877578735"
## [1] "2008-06-25 00:00:00 AAPL -100 @ 6.33535718917847"
## [1] "2008-08-18 00:00:00 AAPL 100 @ 6.26392889022827"
## [1] "2008-09-09 00:00:00 AAPL -100 @ 5.41714286804199"
## [1] "2009-02-05 00:00:00 AAPL 100 @ 3.4449999332428"
## [1] "2009-03-03 00:00:00 AAPL -100 @ 3.15607094764709"
## [1] "2009-03-19 00:00:00 AAPL 100 @ 3.62928605079651"
## [1] "2009-12-11 00:00:00 AAPL -100 @ 6.9524998664856"
## [1] "2009-12-28 00:00:00 AAPL 100 @ 7.55749988555908"
## [1] "2007-03-15 00:00:00 AAPL 100 @ 3.19892907142639"
## [1] "2007-08-16 00:00:00 AAPL -100 @ 4.18035697937012"
## [1] "2007-09-05 00:00:00 AAPL 100 @ 4.88428592681885"
## [1] "2007-11-27 00:00:00 AAPL -100 @ 6.24321413040161"
## [1] "2007-11-29 00:00:00 AAPL 100 @ 6.58178615570068"
## [1] "2008-01-15 00:00:00 AAPL -100 @ 6.03714323043823"
## [1] "2008-03-28 00:00:00 AAPL 100 @ 5.10750007629395"
## [1] "2008-06-25 00:00:00 AAPL -100 @ 6.33535718917847"
## [1] "2008-08-19 00:00:00 AAPL 100 @ 6.19750022888184"
## [1] "2008-09-09 00:00:00 AAPL -100 @ 5.41714286804199"
## [1] "2009-02-06 00:00:00 AAPL 100 @ 3.56142902374268"
## [1] "2009-03-04 00:00:00 AAPL -100 @ 3.25607109069824"
## [1] "2009-03-19 00:00:00 AAPL 100 @ 3.62928605079651"
## [1] "2009-12-14 00:00:00 AAPL -100 @ 7.03499984741211"
## [1] "2009-12-29 00:00:00 AAPL 100 @ 7.46785688400269"
## [1] "2007-03-21 00:00:00 AAPL 100 @ 3.35249996185303"
## [1] "2007-08-22 00:00:00 AAPL -100 @ 4.73250007629395"
## [1] "2007-09-06 00:00:00 AAPL 100 @ 4.82178592681885"
## [1] "2008-01-18 00:00:00 AAPL -100 @ 5.76285696029663"
## [1] "2008-04-02 00:00:00 AAPL 100 @ 5.26749992370605"
## [1] "2008-07-01 00:00:00 AAPL -100 @ 6.23857116699219"
## [1] "2008-08-25 00:00:00 AAPL 100 @ 6.16249990463257"
## [1] "2008-09-10 00:00:00 AAPL -100 @ 5.41464281082153"
## [1] "2009-02-10 00:00:00 AAPL 100 @ 3.49392890930176"
## [1] "2009-03-09 00:00:00 AAPL -100 @ 2.96821403503418"
## [1] "2009-03-19 00:00:00 AAPL 100 @ 3.62928605079651"
## [1] "2009-12-22 00:00:00 AAPL -100 @ 7.15571403503418"
## [1] "2009-12-28 00:00:00 AAPL 100 @ 7.55749988555908"
## [1] "2007-03-21 00:00:00 AAPL 100 @ 3.35249996185303"
## [1] "2007-08-22 00:00:00 AAPL -100 @ 4.73250007629395"
## [1] "2007-09-06 00:00:00 AAPL 100 @ 4.82178592681885"
## [1] "2008-01-18 00:00:00 AAPL -100 @ 5.76285696029663"
## [1] "2008-04-03 00:00:00 AAPL 100 @ 5.41464281082153"
## [1] "2008-07-02 00:00:00 AAPL -100 @ 6.00642919540405"
## [1] "2008-08-25 00:00:00 AAPL 100 @ 6.16249990463257"
## [1] "2008-09-10 00:00:00 AAPL -100 @ 5.41464281082153"
## [1] "2009-02-10 00:00:00 AAPL 100 @ 3.49392890930176"
## [1] "2009-03-09 00:00:00 AAPL -100 @ 2.96821403503418"
## [1] "2009-03-19 00:00:00 AAPL 100 @ 3.62928605079651"
## [1] "2007-03-15 00:00:00 AAPL 100 @ 3.19892907142639"
## [1] "2007-08-16 00:00:00 AAPL -100 @ 4.18035697937012"
## [1] "2007-09-05 00:00:00 AAPL 100 @ 4.88428592681885"
## [1] "2007-11-27 00:00:00 AAPL -100 @ 6.24321413040161"
## [1] "2007-11-29 00:00:00 AAPL 100 @ 6.58178615570068"
## [1] "2008-01-15 00:00:00 AAPL -100 @ 6.03714323043823"
## [1] "2008-03-28 00:00:00 AAPL 100 @ 5.10750007629395"
## [1] "2008-06-25 00:00:00 AAPL -100 @ 6.33535718917847"
## [1] "2008-08-19 00:00:00 AAPL 100 @ 6.19750022888184"
## [1] "2008-09-09 00:00:00 AAPL -100 @ 5.41714286804199"
## [1] "2009-02-06 00:00:00 AAPL 100 @ 3.56142902374268"
## [1] "2009-03-04 00:00:00 AAPL -100 @ 3.25607109069824"
## [1] "2009-03-19 00:00:00 AAPL 100 @ 3.62928605079651"
## [1] "2009-12-14 00:00:00 AAPL -100 @ 7.03499984741211"
## [1] "2009-12-29 00:00:00 AAPL 100 @ 7.46785688400269"
## [1] "2007-03-20 00:00:00 AAPL 100 @ 3.26714301109314"
## [1] "2007-08-21 00:00:00 AAPL -100 @ 4.55607080459595"
## [1] "2007-09-06 00:00:00 AAPL 100 @ 4.82178592681885"
## [1] "2008-01-17 00:00:00 AAPL -100 @ 5.74607086181641"
## [1] "2008-04-02 00:00:00 AAPL 100 @ 5.26749992370605"
## [1] "2008-06-30 00:00:00 AAPL -100 @ 5.98000001907349"
## [1] "2008-08-22 00:00:00 AAPL 100 @ 6.31392908096313"
## [1] "2008-09-10 00:00:00 AAPL -100 @ 5.41464281082153"
## [1] "2009-02-09 00:00:00 AAPL 100 @ 3.66107106208801"
## [1] "2009-03-06 00:00:00 AAPL -100 @ 3.0464289188385"
## [1] "2009-03-19 00:00:00 AAPL 100 @ 3.62928605079651"
## [1] "2009-12-18 00:00:00 AAPL -100 @ 6.97964286804199"
## [1] "2009-12-28 00:00:00 AAPL 100 @ 7.55749988555908"
## [1] "2007-03-23 00:00:00 AAPL 100 @ 3.33999991416931"
## [1] "2007-08-28 00:00:00 AAPL -100 @ 4.52928590774536"
## [1] "2007-09-04 00:00:00 AAPL 100 @ 5.1485710144043"
## [1] "2008-01-22 00:00:00 AAPL -100 @ 5.55857086181641"
## [1] "2008-04-07 00:00:00 AAPL 100 @ 5.56750011444092"
## [1] "2008-07-08 00:00:00 AAPL -100 @ 6.41249990463257"
## [1] "2008-08-27 00:00:00 AAPL 100 @ 6.23821401596069"
## [1] "2008-09-10 00:00:00 AAPL -100 @ 5.41464281082153"
## [1] "2009-02-11 00:00:00 AAPL 100 @ 3.45785689353943"
## [1] "2009-03-09 00:00:00 AAPL -100 @ 2.96821403503418"
## [1] "2009-03-20 00:00:00 AAPL 100 @ 3.62821388244629"
## [1] "2007-03-23 00:00:00 AAPL 100 @ 3.33999991416931"
## [1] "2008-01-23 00:00:00 AAPL -100 @ 4.96678590774536"
## [1] "2008-04-07 00:00:00 AAPL 100 @ 5.56750011444092"
## [1] "2008-07-08 00:00:00 AAPL -100 @ 6.41249990463257"
## [1] "2008-08-27 00:00:00 AAPL 100 @ 6.23821401596069"
## [1] "2008-09-10 00:00:00 AAPL -100 @ 5.41464281082153"
## [1] "2009-02-12 00:00:00 AAPL 100 @ 3.54535698890686"
## [1] "2009-03-09 00:00:00 AAPL -100 @ 2.96821403503418"
## [1] "2009-03-20 00:00:00 AAPL 100 @ 3.62821388244629"
## [1] "2007-03-27 00:00:00 AAPL 100 @ 3.40928602218628"
## [1] "2008-01-23 00:00:00 AAPL -100 @ 4.96678590774536"
## [1] "2008-04-08 00:00:00 AAPL 100 @ 5.45857095718384"
## [1] "2008-07-11 00:00:00 AAPL -100 @ 6.16357088088989"
## [1] "2008-08-28 00:00:00 AAPL 100 @ 6.20499992370605"
## [1] "2008-09-09 00:00:00 AAPL -100 @ 5.41714286804199"
## [1] "2009-02-13 00:00:00 AAPL 100 @ 3.54142904281616"
## [1] "2009-03-09 00:00:00 AAPL -100 @ 2.96821403503418"
## [1] "2009-03-20 00:00:00 AAPL 100 @ 3.62821388244629"
## [1] "2007-03-23 00:00:00 AAPL 100 @ 3.33999991416931"
## [1] "2007-08-27 00:00:00 AAPL -100 @ 4.7232141494751"
## [1] "2007-09-05 00:00:00 AAPL 100 @ 4.88428592681885"
## [1] "2008-01-22 00:00:00 AAPL -100 @ 5.55857086181641"
## [1] "2008-04-07 00:00:00 AAPL 100 @ 5.56750011444092"
## [1] "2008-07-07 00:00:00 AAPL -100 @ 6.25571393966675"
## [1] "2008-08-26 00:00:00 AAPL 100 @ 6.20142889022827"
## [1] "2008-09-10 00:00:00 AAPL -100 @ 5.41464281082153"
## [1] "2009-02-11 00:00:00 AAPL 100 @ 3.45785689353943"
## [1] "2009-03-09 00:00:00 AAPL -100 @ 2.96821403503418"
## [1] "2009-03-20 00:00:00 AAPL 100 @ 3.62821388244629"
## [1] "2007-03-16 00:00:00 AAPL 100 @ 3.19964289665222"
## [1] "2007-08-17 00:00:00 AAPL -100 @ 4.35928583145142"
## [1] "2007-09-05 00:00:00 AAPL 100 @ 4.88428592681885"
## [1] "2008-01-16 00:00:00 AAPL -100 @ 5.70142889022827"
## [1] "2008-03-31 00:00:00 AAPL 100 @ 5.125"
## [1] "2008-06-26 00:00:00 AAPL -100 @ 6.00928592681885"
## [1] "2008-08-20 00:00:00 AAPL 100 @ 6.28000020980835"
## [1] "2008-09-09 00:00:00 AAPL -100 @ 5.41714286804199"
## [1] "2009-02-06 00:00:00 AAPL 100 @ 3.56142902374268"
## [1] "2009-03-04 00:00:00 AAPL -100 @ 3.25607109069824"
## [1] "2009-03-19 00:00:00 AAPL 100 @ 3.62928605079651"
## [1] "2009-12-15 00:00:00 AAPL -100 @ 6.93464279174805"
## [1] "2009-12-29 00:00:00 AAPL 100 @ 7.46785688400269"
## [1] "2007-03-16 00:00:00 AAPL 100 @ 3.19964289665222"
## [1] "2007-08-17 00:00:00 AAPL -100 @ 4.35928583145142"
## [1] "2007-09-05 00:00:00 AAPL 100 @ 4.88428592681885"
## [1] "2008-01-16 00:00:00 AAPL -100 @ 5.70142889022827"
## [1] "2008-03-31 00:00:00 AAPL 100 @ 5.125"
## [1] "2008-06-26 00:00:00 AAPL -100 @ 6.00928592681885"
## [1] "2008-08-20 00:00:00 AAPL 100 @ 6.28000020980835"
## [1] "2008-09-09 00:00:00 AAPL -100 @ 5.41714286804199"
## [1] "2009-02-06 00:00:00 AAPL 100 @ 3.56142902374268"
## [1] "2009-03-04 00:00:00 AAPL -100 @ 3.25607109069824"
## [1] "2009-03-19 00:00:00 AAPL 100 @ 3.62928605079651"
## [1] "2009-12-15 00:00:00 AAPL -100 @ 6.93464279174805"
## [1] "2009-12-29 00:00:00 AAPL 100 @ 7.46785688400269"
## [1] "2007-03-20 00:00:00 AAPL 100 @ 3.26714301109314"
## [1] "2007-08-21 00:00:00 AAPL -100 @ 4.55607080459595"
## [1] "2007-09-06 00:00:00 AAPL 100 @ 4.82178592681885"
## [1] "2008-01-18 00:00:00 AAPL -100 @ 5.76285696029663"
## [1] "2008-04-02 00:00:00 AAPL 100 @ 5.26749992370605"
## [1] "2008-07-01 00:00:00 AAPL -100 @ 6.23857116699219"
## [1] "2008-08-22 00:00:00 AAPL 100 @ 6.31392908096313"
## [1] "2008-09-10 00:00:00 AAPL -100 @ 5.41464281082153"
## [1] "2009-02-10 00:00:00 AAPL 100 @ 3.49392890930176"
## [1] "2009-03-06 00:00:00 AAPL -100 @ 3.0464289188385"
## [1] "2009-03-19 00:00:00 AAPL 100 @ 3.62928605079651"
## [1] "2009-12-21 00:00:00 AAPL -100 @ 7.07964277267456"
## [1] "2009-12-28 00:00:00 AAPL 100 @ 7.55749988555908"
## [1] "2007-03-21 00:00:00 AAPL 100 @ 3.35249996185303"
## [1] "2007-08-22 00:00:00 AAPL -100 @ 4.73250007629395"
## [1] "2007-09-06 00:00:00 AAPL 100 @ 4.82178592681885"
## [1] "2008-01-18 00:00:00 AAPL -100 @ 5.76285696029663"
## [1] "2008-04-02 00:00:00 AAPL 100 @ 5.26749992370605"
## [1] "2008-07-01 00:00:00 AAPL -100 @ 6.23857116699219"
## [1] "2008-08-25 00:00:00 AAPL 100 @ 6.16249990463257"
## [1] "2008-09-10 00:00:00 AAPL -100 @ 5.41464281082153"
## [1] "2009-02-10 00:00:00 AAPL 100 @ 3.49392890930176"
## [1] "2009-03-09 00:00:00 AAPL -100 @ 2.96821403503418"
## [1] "2009-03-19 00:00:00 AAPL 100 @ 3.62928605079651"
## [1] "2009-12-22 00:00:00 AAPL -100 @ 7.15571403503418"
## [1] "2009-12-28 00:00:00 AAPL 100 @ 7.55749988555908"
## [1] "2007-03-23 00:00:00 AAPL 100 @ 3.33999991416931"
## [1] "2008-01-23 00:00:00 AAPL -100 @ 4.96678590774536"
## [1] "2008-04-07 00:00:00 AAPL 100 @ 5.56750011444092"
## [1] "2008-07-08 00:00:00 AAPL -100 @ 6.41249990463257"
## [1] "2008-08-27 00:00:00 AAPL 100 @ 6.23821401596069"
## [1] "2008-09-10 00:00:00 AAPL -100 @ 5.41464281082153"
## [1] "2009-02-12 00:00:00 AAPL 100 @ 3.54535698890686"
## [1] "2009-03-09 00:00:00 AAPL -100 @ 2.96821403503418"
## [1] "2009-03-20 00:00:00 AAPL 100 @ 3.62821388244629"
## [1] "=== testing param.combo 90 on 2010-01-04/2010-12-31"
##    nFAST nSLOW
## 90     1    16
## [1] "2010-03-08 00:00:00 AAPL 100 @ 7.82428598403931"
## [1] "2010-07-20 00:00:00 AAPL -100 @ 8.99607086181641"
## [1] "2010-08-04 00:00:00 AAPL 100 @ 9.39214324951172"
## [1] "2010-08-18 00:00:00 AAPL -100 @ 9.0382137298584"
## [1] "2010-09-16 00:00:00 AAPL 100 @ 9.8774995803833"
## [1] "=== training MA on 2007-01-03/2010-12-31"
## [1] "2007-03-22 00:00:00 AAPL 100 @ 3.3557140827179"
## [1] "2007-08-24 00:00:00 AAPL -100 @ 4.83214282989502"
## [1] "2007-09-05 00:00:00 AAPL 100 @ 4.88428592681885"
## [1] "2008-01-22 00:00:00 AAPL -100 @ 5.55857086181641"
## [1] "2008-04-04 00:00:00 AAPL 100 @ 5.46714305877686"
## [1] "2008-07-07 00:00:00 AAPL -100 @ 6.25571393966675"
## [1] "2008-08-26 00:00:00 AAPL 100 @ 6.20142889022827"
## [1] "2008-09-10 00:00:00 AAPL -100 @ 5.41464281082153"
## [1] "2009-02-11 00:00:00 AAPL 100 @ 3.45785689353943"
## [1] "2009-03-09 00:00:00 AAPL -100 @ 2.96821403503418"
## [1] "2009-03-20 00:00:00 AAPL 100 @ 3.62821388244629"
## [1] "2010-02-09 00:00:00 AAPL -100 @ 7.00678586959839"
## [1] "2010-03-08 00:00:00 AAPL 100 @ 7.82428598403931"
## [1] "2010-07-21 00:00:00 AAPL -100 @ 9.07999992370605"
## [1] "2010-08-03 00:00:00 AAPL 100 @ 9.35464286804199"
## [1] "2010-08-19 00:00:00 AAPL -100 @ 8.92428588867188"
## [1] "2010-09-17 00:00:00 AAPL 100 @ 9.83464336395264"
## [1] "2007-03-19 00:00:00 AAPL 100 @ 3.25464296340942"
## [1] "2007-08-20 00:00:00 AAPL -100 @ 4.36499977111816"
## [1] "2007-09-06 00:00:00 AAPL 100 @ 4.82178592681885"
## [1] "2008-01-17 00:00:00 AAPL -100 @ 5.74607086181641"
## [1] "2008-04-01 00:00:00 AAPL 100 @ 5.34035682678223"
## [1] "2008-06-30 00:00:00 AAPL -100 @ 5.98000001907349"
## [1] "2008-08-21 00:00:00 AAPL 100 @ 6.22464323043823"
## [1] "2008-09-10 00:00:00 AAPL -100 @ 5.41464281082153"
## [1] "2009-02-09 00:00:00 AAPL 100 @ 3.66107106208801"
## [1] "2009-03-06 00:00:00 AAPL -100 @ 3.0464289188385"
## [1] "2009-03-19 00:00:00 AAPL 100 @ 3.62928605079651"
## [1] "2009-12-18 00:00:00 AAPL -100 @ 6.97964286804199"
## [1] "2009-12-29 00:00:00 AAPL 100 @ 7.46785688400269"
## [1] "2010-02-04 00:00:00 AAPL -100 @ 6.85892915725708"
## [1] "2010-03-05 00:00:00 AAPL 100 @ 7.81964302062988"
## [1] "2010-07-19 00:00:00 AAPL -100 @ 8.77071380615234"
## [1] "2010-08-03 00:00:00 AAPL 100 @ 9.35464286804199"
## [1] "2010-08-18 00:00:00 AAPL -100 @ 9.0382137298584"
## [1] "2010-09-15 00:00:00 AAPL 100 @ 9.65071392059326"
## [1] "2007-03-19 00:00:00 AAPL 100 @ 3.25464296340942"
## [1] "2007-08-20 00:00:00 AAPL -100 @ 4.36499977111816"
## [1] "2007-09-06 00:00:00 AAPL 100 @ 4.82178592681885"
## [1] "2008-01-17 00:00:00 AAPL -100 @ 5.74607086181641"
## [1] "2008-04-01 00:00:00 AAPL 100 @ 5.34035682678223"
## [1] "2008-06-30 00:00:00 AAPL -100 @ 5.98000001907349"
## [1] "2008-08-21 00:00:00 AAPL 100 @ 6.22464323043823"
## [1] "2008-09-10 00:00:00 AAPL -100 @ 5.41464281082153"
## [1] "2009-02-09 00:00:00 AAPL 100 @ 3.66107106208801"
## [1] "2009-03-06 00:00:00 AAPL -100 @ 3.0464289188385"
## [1] "2009-03-19 00:00:00 AAPL 100 @ 3.62928605079651"
## [1] "2009-12-18 00:00:00 AAPL -100 @ 6.97964286804199"
## [1] "2009-12-29 00:00:00 AAPL 100 @ 7.46785688400269"
## [1] "2010-02-04 00:00:00 AAPL -100 @ 6.85892915725708"
## [1] "2010-03-05 00:00:00 AAPL 100 @ 7.81964302062988"
## [1] "2010-07-19 00:00:00 AAPL -100 @ 8.77071380615234"
## [1] "2010-08-03 00:00:00 AAPL 100 @ 9.35464286804199"
## [1] "2010-08-18 00:00:00 AAPL -100 @ 9.0382137298584"
## [1] "2010-09-15 00:00:00 AAPL 100 @ 9.65071392059326"
## [1] "2007-03-14 00:00:00 AAPL 100 @ 3.21428608894348"
## [1] "2007-08-16 00:00:00 AAPL -100 @ 4.18035697937012"
## [1] "2007-09-05 00:00:00 AAPL 100 @ 4.88428592681885"
## [1] "2007-11-26 00:00:00 AAPL -100 @ 6.16214323043823"
## [1] "2007-11-30 00:00:00 AAPL 100 @ 6.50785684585571"
## [1] "2008-01-15 00:00:00 AAPL -100 @ 6.03714323043823"
## [1] "2008-03-27 00:00:00 AAPL 100 @ 5.00892877578735"
## [1] "2008-06-25 00:00:00 AAPL -100 @ 6.33535718917847"
## [1] "2008-08-18 00:00:00 AAPL 100 @ 6.26392889022827"
## [1] "2008-09-09 00:00:00 AAPL -100 @ 5.41714286804199"
## [1] "2009-02-05 00:00:00 AAPL 100 @ 3.4449999332428"
## [1] "2009-03-03 00:00:00 AAPL -100 @ 3.15607094764709"
## [1] "2009-03-19 00:00:00 AAPL 100 @ 3.62928605079651"
## [1] "2009-12-11 00:00:00 AAPL -100 @ 6.9524998664856"
## [1] "2009-12-28 00:00:00 AAPL 100 @ 7.55749988555908"
## [1] "2010-02-02 00:00:00 AAPL -100 @ 6.99499988555908"
## [1] "2010-03-03 00:00:00 AAPL 100 @ 7.47607088088989"
## [1] "2010-05-28 00:00:00 AAPL -100 @ 9.17428588867188"
## [1] "2010-06-02 00:00:00 AAPL 100 @ 9.42678642272949"
## [1] "2010-07-14 00:00:00 AAPL -100 @ 9.0260705947876"
## [1] "2010-08-02 00:00:00 AAPL 100 @ 9.35178565979004"
## [1] "2010-08-17 00:00:00 AAPL -100 @ 8.99892902374268"
## [1] "2010-09-14 00:00:00 AAPL 100 @ 9.57357120513916"
## [1] "2007-03-15 00:00:00 AAPL 100 @ 3.19892907142639"
## [1] "2007-08-17 00:00:00 AAPL -100 @ 4.35928583145142"
## [1] "2007-09-05 00:00:00 AAPL 100 @ 4.88428592681885"
## [1] "2008-01-16 00:00:00 AAPL -100 @ 5.70142889022827"
## [1] "2008-03-28 00:00:00 AAPL 100 @ 5.10750007629395"
## [1] "2008-06-26 00:00:00 AAPL -100 @ 6.00928592681885"
## [1] "2008-08-19 00:00:00 AAPL 100 @ 6.19750022888184"
## [1] "2008-09-09 00:00:00 AAPL -100 @ 5.41714286804199"
## [1] "2009-02-06 00:00:00 AAPL 100 @ 3.56142902374268"
## [1] "2009-03-04 00:00:00 AAPL -100 @ 3.25607109069824"
## [1] "2009-03-19 00:00:00 AAPL 100 @ 3.62928605079651"
## [1] "2009-12-14 00:00:00 AAPL -100 @ 7.03499984741211"
## [1] "2009-12-29 00:00:00 AAPL 100 @ 7.46785688400269"
## [1] "2010-02-03 00:00:00 AAPL -100 @ 7.11535692214966"
## [1] "2010-03-04 00:00:00 AAPL 100 @ 7.52535676956177"
## [1] "2010-07-15 00:00:00 AAPL -100 @ 8.98035717010498"
## [1] "2010-08-03 00:00:00 AAPL 100 @ 9.35464286804199"
## [1] "2010-08-17 00:00:00 AAPL -100 @ 8.99892902374268"
## [1] "2010-09-14 00:00:00 AAPL 100 @ 9.57357120513916"
## [1] "2007-03-21 00:00:00 AAPL 100 @ 3.35249996185303"
## [1] "2007-08-22 00:00:00 AAPL -100 @ 4.73250007629395"
## [1] "2007-09-06 00:00:00 AAPL 100 @ 4.82178592681885"
## [1] "2008-01-18 00:00:00 AAPL -100 @ 5.76285696029663"
## [1] "2008-04-02 00:00:00 AAPL 100 @ 5.26749992370605"
## [1] "2008-07-01 00:00:00 AAPL -100 @ 6.23857116699219"
## [1] "2008-08-25 00:00:00 AAPL 100 @ 6.16249990463257"
## [1] "2008-09-10 00:00:00 AAPL -100 @ 5.41464281082153"
## [1] "2009-02-10 00:00:00 AAPL 100 @ 3.49392890930176"
## [1] "2009-03-09 00:00:00 AAPL -100 @ 2.96821403503418"
## [1] "2009-03-19 00:00:00 AAPL 100 @ 3.62928605079651"
## [1] "2009-12-22 00:00:00 AAPL -100 @ 7.15571403503418"
## [1] "2009-12-28 00:00:00 AAPL 100 @ 7.55749988555908"
## [1] "2010-02-05 00:00:00 AAPL -100 @ 6.98071384429932"
## [1] "2010-03-05 00:00:00 AAPL 100 @ 7.81964302062988"
## [1] "2010-07-20 00:00:00 AAPL -100 @ 8.99607086181641"
## [1] "2010-08-04 00:00:00 AAPL 100 @ 9.39214324951172"
## [1] "2010-08-18 00:00:00 AAPL -100 @ 9.0382137298584"
## [1] "2010-09-16 00:00:00 AAPL 100 @ 9.8774995803833"
## [1] "2007-03-16 00:00:00 AAPL 100 @ 3.19964289665222"
## [1] "2007-08-17 00:00:00 AAPL -100 @ 4.35928583145142"
## [1] "2007-09-05 00:00:00 AAPL 100 @ 4.88428592681885"
## [1] "2008-01-16 00:00:00 AAPL -100 @ 5.70142889022827"
## [1] "2008-03-31 00:00:00 AAPL 100 @ 5.125"
## [1] "2008-06-26 00:00:00 AAPL -100 @ 6.00928592681885"
## [1] "2008-08-20 00:00:00 AAPL 100 @ 6.28000020980835"
## [1] "2008-09-09 00:00:00 AAPL -100 @ 5.41714286804199"
## [1] "2009-02-06 00:00:00 AAPL 100 @ 3.56142902374268"
## [1] "2009-03-04 00:00:00 AAPL -100 @ 3.25607109069824"
## [1] "2009-03-19 00:00:00 AAPL 100 @ 3.62928605079651"
## [1] "2009-12-15 00:00:00 AAPL -100 @ 6.93464279174805"
## [1] "2009-12-29 00:00:00 AAPL 100 @ 7.46785688400269"
## [1] "2010-02-03 00:00:00 AAPL -100 @ 7.11535692214966"
## [1] "2010-03-04 00:00:00 AAPL 100 @ 7.52535676956177"
## [1] "2010-07-16 00:00:00 AAPL -100 @ 8.92500019073486"
## [1] "2010-08-03 00:00:00 AAPL 100 @ 9.35464286804199"
## [1] "2010-08-17 00:00:00 AAPL -100 @ 8.99892902374268"
## [1] "2010-09-15 00:00:00 AAPL 100 @ 9.65071392059326"
## [1] "2007-03-21 00:00:00 AAPL 100 @ 3.35249996185303"
## [1] "2007-08-22 00:00:00 AAPL -100 @ 4.73250007629395"
## [1] "2007-09-06 00:00:00 AAPL 100 @ 4.82178592681885"
## [1] "2008-01-18 00:00:00 AAPL -100 @ 5.76285696029663"
## [1] "2008-04-03 00:00:00 AAPL 100 @ 5.41464281082153"
## [1] "2008-07-02 00:00:00 AAPL -100 @ 6.00642919540405"
## [1] "2008-08-25 00:00:00 AAPL 100 @ 6.16249990463257"
## [1] "2008-09-10 00:00:00 AAPL -100 @ 5.41464281082153"
## [1] "2009-02-10 00:00:00 AAPL 100 @ 3.49392890930176"
## [1] "2009-03-09 00:00:00 AAPL -100 @ 2.96821403503418"
## [1] "2009-03-19 00:00:00 AAPL 100 @ 3.62928605079651"
## [1] "2010-02-08 00:00:00 AAPL -100 @ 6.93285703659058"
## [1] "2010-03-08 00:00:00 AAPL 100 @ 7.82428598403931"
## [1] "2010-07-20 00:00:00 AAPL -100 @ 8.99607086181641"
## [1] "2010-08-04 00:00:00 AAPL 100 @ 9.39214324951172"
## [1] "2010-08-18 00:00:00 AAPL -100 @ 9.0382137298584"
## [1] "2010-09-16 00:00:00 AAPL 100 @ 9.8774995803833"
## [1] "2007-03-22 00:00:00 AAPL 100 @ 3.3557140827179"
## [1] "2007-08-24 00:00:00 AAPL -100 @ 4.83214282989502"
## [1] "2007-09-05 00:00:00 AAPL 100 @ 4.88428592681885"
## [1] "2008-01-22 00:00:00 AAPL -100 @ 5.55857086181641"
## [1] "2008-04-04 00:00:00 AAPL 100 @ 5.46714305877686"
## [1] "2008-07-07 00:00:00 AAPL -100 @ 6.25571393966675"
## [1] "2008-08-26 00:00:00 AAPL 100 @ 6.20142889022827"
## [1] "2008-09-10 00:00:00 AAPL -100 @ 5.41464281082153"
## [1] "2009-02-11 00:00:00 AAPL 100 @ 3.45785689353943"
## [1] "2009-03-09 00:00:00 AAPL -100 @ 2.96821403503418"
## [1] "2009-03-20 00:00:00 AAPL 100 @ 3.62821388244629"
## [1] "2010-02-09 00:00:00 AAPL -100 @ 7.00678586959839"
## [1] "2010-03-08 00:00:00 AAPL 100 @ 7.82428598403931"
## [1] "2010-07-21 00:00:00 AAPL -100 @ 9.07999992370605"
## [1] "2010-08-03 00:00:00 AAPL 100 @ 9.35464286804199"
## [1] "2010-08-19 00:00:00 AAPL -100 @ 8.92428588867188"
## [1] "2010-09-17 00:00:00 AAPL 100 @ 9.83464336395264"
## [1] "2007-03-15 00:00:00 AAPL 100 @ 3.19892907142639"
## [1] "2007-08-17 00:00:00 AAPL -100 @ 4.35928583145142"
## [1] "2007-09-05 00:00:00 AAPL 100 @ 4.88428592681885"
## [1] "2008-01-16 00:00:00 AAPL -100 @ 5.70142889022827"
## [1] "2008-03-28 00:00:00 AAPL 100 @ 5.10750007629395"
## [1] "2008-06-26 00:00:00 AAPL -100 @ 6.00928592681885"
## [1] "2008-08-19 00:00:00 AAPL 100 @ 6.19750022888184"
## [1] "2008-09-09 00:00:00 AAPL -100 @ 5.41714286804199"
## [1] "2009-02-06 00:00:00 AAPL 100 @ 3.56142902374268"
## [1] "2009-03-04 00:00:00 AAPL -100 @ 3.25607109069824"
## [1] "2009-03-19 00:00:00 AAPL 100 @ 3.62928605079651"
## [1] "2009-12-14 00:00:00 AAPL -100 @ 7.03499984741211"
## [1] "2009-12-29 00:00:00 AAPL 100 @ 7.46785688400269"
## [1] "2010-02-03 00:00:00 AAPL -100 @ 7.11535692214966"
## [1] "2010-03-04 00:00:00 AAPL 100 @ 7.52535676956177"
## [1] "2010-07-15 00:00:00 AAPL -100 @ 8.98035717010498"
## [1] "2010-08-03 00:00:00 AAPL 100 @ 9.35464286804199"
## [1] "2010-08-17 00:00:00 AAPL -100 @ 8.99892902374268"
## [1] "2010-09-14 00:00:00 AAPL 100 @ 9.57357120513916"
## [1] "2007-03-19 00:00:00 AAPL 100 @ 3.25464296340942"
## [1] "2007-08-20 00:00:00 AAPL -100 @ 4.36499977111816"
## [1] "2007-09-06 00:00:00 AAPL 100 @ 4.82178592681885"
## [1] "2008-01-17 00:00:00 AAPL -100 @ 5.74607086181641"
## [1] "2008-04-01 00:00:00 AAPL 100 @ 5.34035682678223"
## [1] "2008-06-27 00:00:00 AAPL -100 @ 6.0746431350708"
## [1] "2008-08-21 00:00:00 AAPL 100 @ 6.22464323043823"
## [1] "2008-09-10 00:00:00 AAPL -100 @ 5.41464281082153"
## [1] "2009-02-09 00:00:00 AAPL 100 @ 3.66107106208801"
## [1] "2009-03-05 00:00:00 AAPL -100 @ 3.17285704612732"
## [1] "2009-03-19 00:00:00 AAPL 100 @ 3.62928605079651"
## [1] "2009-12-17 00:00:00 AAPL -100 @ 6.85214281082153"
## [1] "2009-12-29 00:00:00 AAPL 100 @ 7.46785688400269"
## [1] "2010-02-04 00:00:00 AAPL -100 @ 6.85892915725708"
## [1] "2010-03-05 00:00:00 AAPL 100 @ 7.81964302062988"
## [1] "2010-07-19 00:00:00 AAPL -100 @ 8.77071380615234"
## [1] "2010-08-03 00:00:00 AAPL 100 @ 9.35464286804199"
## [1] "2010-08-18 00:00:00 AAPL -100 @ 9.0382137298584"
## [1] "2010-09-15 00:00:00 AAPL 100 @ 9.65071392059326"
## [1] "2007-03-22 00:00:00 AAPL 100 @ 3.3557140827179"
## [1] "2007-08-24 00:00:00 AAPL -100 @ 4.83214282989502"
## [1] "2007-09-05 00:00:00 AAPL 100 @ 4.88428592681885"
## [1] "2008-01-22 00:00:00 AAPL -100 @ 5.55857086181641"
## [1] "2008-04-04 00:00:00 AAPL 100 @ 5.46714305877686"
## [1] "2008-07-07 00:00:00 AAPL -100 @ 6.25571393966675"
## [1] "2008-08-26 00:00:00 AAPL 100 @ 6.20142889022827"
## [1] "2008-09-10 00:00:00 AAPL -100 @ 5.41464281082153"
## [1] "2009-02-11 00:00:00 AAPL 100 @ 3.45785689353943"
## [1] "2009-03-09 00:00:00 AAPL -100 @ 2.96821403503418"
## [1] "2009-03-20 00:00:00 AAPL 100 @ 3.62821388244629"
## [1] "2010-02-09 00:00:00 AAPL -100 @ 7.00678586959839"
## [1] "2010-03-08 00:00:00 AAPL 100 @ 7.82428598403931"
## [1] "2010-07-21 00:00:00 AAPL -100 @ 9.07999992370605"
## [1] "2010-08-03 00:00:00 AAPL 100 @ 9.35464286804199"
## [1] "2010-08-19 00:00:00 AAPL -100 @ 8.92428588867188"
## [1] "2010-09-17 00:00:00 AAPL 100 @ 9.83464336395264"
## [1] "2007-03-21 00:00:00 AAPL 100 @ 3.35249996185303"
## [1] "2007-08-22 00:00:00 AAPL -100 @ 4.73250007629395"
## [1] "2007-09-05 00:00:00 AAPL 100 @ 4.88428592681885"
## [1] "2008-01-18 00:00:00 AAPL -100 @ 5.76285696029663"
## [1] "2008-04-03 00:00:00 AAPL 100 @ 5.41464281082153"
## [1] "2008-07-03 00:00:00 AAPL -100 @ 6.07571411132812"
## [1] "2008-08-25 00:00:00 AAPL 100 @ 6.16249990463257"
## [1] "2008-09-10 00:00:00 AAPL -100 @ 5.41464281082153"
## [1] "2009-02-10 00:00:00 AAPL 100 @ 3.49392890930176"
## [1] "2009-03-09 00:00:00 AAPL -100 @ 2.96821403503418"
## [1] "2009-03-20 00:00:00 AAPL 100 @ 3.62821388244629"
## [1] "2010-02-08 00:00:00 AAPL -100 @ 6.93285703659058"
## [1] "2010-03-08 00:00:00 AAPL 100 @ 7.82428598403931"
## [1] "2010-07-21 00:00:00 AAPL -100 @ 9.07999992370605"
## [1] "2010-08-03 00:00:00 AAPL 100 @ 9.35464286804199"
## [1] "2010-08-18 00:00:00 AAPL -100 @ 9.0382137298584"
## [1] "2010-09-16 00:00:00 AAPL 100 @ 9.8774995803833"
## [1] "2007-03-21 00:00:00 AAPL 100 @ 3.35249996185303"
## [1] "2007-08-22 00:00:00 AAPL -100 @ 4.73250007629395"
## [1] "2007-09-06 00:00:00 AAPL 100 @ 4.82178592681885"
## [1] "2008-01-18 00:00:00 AAPL -100 @ 5.76285696029663"
## [1] "2008-04-03 00:00:00 AAPL 100 @ 5.41464281082153"
## [1] "2008-07-02 00:00:00 AAPL -100 @ 6.00642919540405"
## [1] "2008-08-25 00:00:00 AAPL 100 @ 6.16249990463257"
## [1] "2008-09-10 00:00:00 AAPL -100 @ 5.41464281082153"
## [1] "2009-02-10 00:00:00 AAPL 100 @ 3.49392890930176"
## [1] "2009-03-09 00:00:00 AAPL -100 @ 2.96821403503418"
## [1] "2009-03-19 00:00:00 AAPL 100 @ 3.62928605079651"
## [1] "2010-02-08 00:00:00 AAPL -100 @ 6.93285703659058"
## [1] "2010-03-08 00:00:00 AAPL 100 @ 7.82428598403931"
## [1] "2010-07-20 00:00:00 AAPL -100 @ 8.99607086181641"
## [1] "2010-08-04 00:00:00 AAPL 100 @ 9.39214324951172"
## [1] "2010-08-18 00:00:00 AAPL -100 @ 9.0382137298584"
## [1] "2010-09-16 00:00:00 AAPL 100 @ 9.8774995803833"
## [1] "2007-03-26 00:00:00 AAPL 100 @ 3.42321395874023"
## [1] "2008-01-23 00:00:00 AAPL -100 @ 4.96678590774536"
## [1] "2008-04-08 00:00:00 AAPL 100 @ 5.45857095718384"
## [1] "2008-07-09 00:00:00 AAPL -100 @ 6.2232141494751"
## [1] "2008-08-27 00:00:00 AAPL 100 @ 6.23821401596069"
## [1] "2008-09-10 00:00:00 AAPL -100 @ 5.41464281082153"
## [1] "2009-02-12 00:00:00 AAPL 100 @ 3.54535698890686"
## [1] "2009-03-09 00:00:00 AAPL -100 @ 2.96821403503418"
## [1] "2009-03-20 00:00:00 AAPL 100 @ 3.62821388244629"
## [1] "2010-02-10 00:00:00 AAPL -100 @ 6.96857118606567"
## [1] "2010-03-08 00:00:00 AAPL 100 @ 7.82428598403931"
## [1] "2010-07-23 00:00:00 AAPL -100 @ 9.28357124328613"
## [1] "2010-07-29 00:00:00 AAPL 100 @ 9.21821403503418"
## [1] "2010-08-19 00:00:00 AAPL -100 @ 8.92428588867188"
## [1] "2010-09-17 00:00:00 AAPL 100 @ 9.83464336395264"
## [1] "=== testing param.combo 21 on 2011-01-03/2011-12-30"
##    nFAST nSLOW
## 21     6     8
## [1] "2011-03-22 00:00:00 AAPL -100 @ 12.1857137680054"
## [1] "2011-05-02 00:00:00 AAPL 100 @ 12.3671426773071"
## [1] "2011-05-20 00:00:00 AAPL -100 @ 11.9721431732178"
## [1] "2011-07-08 00:00:00 AAPL 100 @ 12.8467855453491"
## [1] "2011-11-16 00:00:00 AAPL -100 @ 13.7417860031128"
## [1] "2011-12-27 00:00:00 AAPL 100 @ 14.518928527832"
## [1] "=== training MA on 2007-01-03/2011-12-30"
## [1] "2007-03-20 00:00:00 AAPL 100 @ 3.26714301109314"
## [1] "2007-08-21 00:00:00 AAPL -100 @ 4.55607080459595"
## [1] "2007-09-06 00:00:00 AAPL 100 @ 4.82178592681885"
## [1] "2008-01-17 00:00:00 AAPL -100 @ 5.74607086181641"
## [1] "2008-04-02 00:00:00 AAPL 100 @ 5.26749992370605"
## [1] "2008-06-30 00:00:00 AAPL -100 @ 5.98000001907349"
## [1] "2008-08-22 00:00:00 AAPL 100 @ 6.31392908096313"
## [1] "2008-09-10 00:00:00 AAPL -100 @ 5.41464281082153"
## [1] "2009-02-09 00:00:00 AAPL 100 @ 3.66107106208801"
## [1] "2009-03-06 00:00:00 AAPL -100 @ 3.0464289188385"
## [1] "2009-03-19 00:00:00 AAPL 100 @ 3.62928605079651"
## [1] "2009-12-18 00:00:00 AAPL -100 @ 6.97964286804199"
## [1] "2009-12-28 00:00:00 AAPL 100 @ 7.55749988555908"
## [1] "2010-02-05 00:00:00 AAPL -100 @ 6.98071384429932"
## [1] "2010-03-05 00:00:00 AAPL 100 @ 7.81964302062988"
## [1] "2010-07-19 00:00:00 AAPL -100 @ 8.77071380615234"
## [1] "2010-08-04 00:00:00 AAPL 100 @ 9.39214324951172"
## [1] "2010-08-18 00:00:00 AAPL -100 @ 9.0382137298584"
## [1] "2010-09-16 00:00:00 AAPL 100 @ 9.8774995803833"
## [1] "2011-03-24 00:00:00 AAPL -100 @ 12.3203573226929"
## [1] "2011-05-05 00:00:00 AAPL 100 @ 12.3839292526245"
## [1] "2011-05-23 00:00:00 AAPL -100 @ 11.9428567886353"
## [1] "2011-07-11 00:00:00 AAPL 100 @ 12.6428565979004"
## [1] "2011-11-18 00:00:00 AAPL -100 @ 13.3907136917114"
## [1] "2011-12-28 00:00:00 AAPL 100 @ 14.3800001144409"
## [1] "2007-03-23 00:00:00 AAPL 100 @ 3.33999991416931"
## [1] "2007-08-27 00:00:00 AAPL -100 @ 4.7232141494751"
## [1] "2007-09-05 00:00:00 AAPL 100 @ 4.88428592681885"
## [1] "2008-01-22 00:00:00 AAPL -100 @ 5.55857086181641"
## [1] "2008-04-07 00:00:00 AAPL 100 @ 5.56750011444092"
## [1] "2008-07-07 00:00:00 AAPL -100 @ 6.25571393966675"
## [1] "2008-08-26 00:00:00 AAPL 100 @ 6.20142889022827"
## [1] "2008-09-10 00:00:00 AAPL -100 @ 5.41464281082153"
## [1] "2009-02-11 00:00:00 AAPL 100 @ 3.45785689353943"
## [1] "2009-03-09 00:00:00 AAPL -100 @ 2.96821403503418"
## [1] "2009-03-20 00:00:00 AAPL 100 @ 3.62821388244629"
## [1] "2010-02-09 00:00:00 AAPL -100 @ 7.00678586959839"
## [1] "2010-03-08 00:00:00 AAPL 100 @ 7.82428598403931"
## [1] "2010-07-22 00:00:00 AAPL -100 @ 9.25071430206299"
## [1] "2010-08-03 00:00:00 AAPL 100 @ 9.35464286804199"
## [1] "2010-08-19 00:00:00 AAPL -100 @ 8.92428588867188"
## [1] "2010-09-17 00:00:00 AAPL 100 @ 9.83464336395264"
## [1] "2011-04-05 00:00:00 AAPL -100 @ 12.103214263916"
## [1] "2011-05-06 00:00:00 AAPL 100 @ 12.3807144165039"
## [1] "2011-05-24 00:00:00 AAPL -100 @ 11.8639287948608"
## [1] "2011-07-13 00:00:00 AAPL 100 @ 12.7864294052124"
## [1] "2011-11-22 00:00:00 AAPL -100 @ 13.4467859268188"
## [1] "2011-12-29 00:00:00 AAPL 100 @ 14.4685707092285"
## [1] "2007-03-27 00:00:00 AAPL 100 @ 3.40928602218628"
## [1] "2008-01-23 00:00:00 AAPL -100 @ 4.96678590774536"
## [1] "2008-04-08 00:00:00 AAPL 100 @ 5.45857095718384"
## [1] "2008-07-11 00:00:00 AAPL -100 @ 6.16357088088989"
## [1] "2008-08-28 00:00:00 AAPL 100 @ 6.20499992370605"
## [1] "2008-09-09 00:00:00 AAPL -100 @ 5.41714286804199"
## [1] "2009-02-13 00:00:00 AAPL 100 @ 3.54142904281616"
## [1] "2009-03-09 00:00:00 AAPL -100 @ 2.96821403503418"
## [1] "2009-03-20 00:00:00 AAPL 100 @ 3.62821388244629"
## [1] "2010-02-10 00:00:00 AAPL -100 @ 6.96857118606567"
## [1] "2010-03-08 00:00:00 AAPL 100 @ 7.82428598403931"
## [1] "2010-08-20 00:00:00 AAPL -100 @ 8.91571426391602"
## [1] "2010-09-17 00:00:00 AAPL 100 @ 9.83464336395264"
## [1] "2011-04-08 00:00:00 AAPL -100 @ 11.9664287567139"
## [1] "2011-05-09 00:00:00 AAPL 100 @ 12.41428565979"
## [1] "2011-05-24 00:00:00 AAPL -100 @ 11.8639287948608"
## [1] "2011-07-14 00:00:00 AAPL 100 @ 12.7775001525879"
## [1] "2011-11-23 00:00:00 AAPL -100 @ 13.106785774231"
## [1] "2011-12-30 00:00:00 AAPL 100 @ 14.4642858505249"
## [1] "2007-03-15 00:00:00 AAPL 100 @ 3.19892907142639"
## [1] "2007-08-17 00:00:00 AAPL -100 @ 4.35928583145142"
## [1] "2007-09-05 00:00:00 AAPL 100 @ 4.88428592681885"
## [1] "2008-01-16 00:00:00 AAPL -100 @ 5.70142889022827"
## [1] "2008-03-28 00:00:00 AAPL 100 @ 5.10750007629395"
## [1] "2008-06-26 00:00:00 AAPL -100 @ 6.00928592681885"
## [1] "2008-08-19 00:00:00 AAPL 100 @ 6.19750022888184"
## [1] "2008-09-09 00:00:00 AAPL -100 @ 5.41714286804199"
## [1] "2009-02-06 00:00:00 AAPL 100 @ 3.56142902374268"
## [1] "2009-03-04 00:00:00 AAPL -100 @ 3.25607109069824"
## [1] "2009-03-19 00:00:00 AAPL 100 @ 3.62928605079651"
## [1] "2009-12-14 00:00:00 AAPL -100 @ 7.03499984741211"
## [1] "2009-12-29 00:00:00 AAPL 100 @ 7.46785688400269"
## [1] "2010-02-03 00:00:00 AAPL -100 @ 7.11535692214966"
## [1] "2010-03-04 00:00:00 AAPL 100 @ 7.52535676956177"
## [1] "2010-07-15 00:00:00 AAPL -100 @ 8.98035717010498"
## [1] "2010-08-03 00:00:00 AAPL 100 @ 9.35464286804199"
## [1] "2010-08-17 00:00:00 AAPL -100 @ 8.99892902374268"
## [1] "2010-09-14 00:00:00 AAPL 100 @ 9.57357120513916"
## [1] "2011-03-22 00:00:00 AAPL -100 @ 12.1857137680054"
## [1] "2011-05-02 00:00:00 AAPL 100 @ 12.3671426773071"
## [1] "2011-05-20 00:00:00 AAPL -100 @ 11.9721431732178"
## [1] "2011-07-08 00:00:00 AAPL 100 @ 12.8467855453491"
## [1] "2011-11-16 00:00:00 AAPL -100 @ 13.7417860031128"
## [1] "2011-12-27 00:00:00 AAPL 100 @ 14.518928527832"
## [1] "2007-03-21 00:00:00 AAPL 100 @ 3.35249996185303"
## [1] "2007-08-22 00:00:00 AAPL -100 @ 4.73250007629395"
## [1] "2007-09-06 00:00:00 AAPL 100 @ 4.82178592681885"
## [1] "2008-01-18 00:00:00 AAPL -100 @ 5.76285696029663"
## [1] "2008-04-03 00:00:00 AAPL 100 @ 5.41464281082153"
## [1] "2008-07-02 00:00:00 AAPL -100 @ 6.00642919540405"
## [1] "2008-08-25 00:00:00 AAPL 100 @ 6.16249990463257"
## [1] "2008-09-10 00:00:00 AAPL -100 @ 5.41464281082153"
## [1] "2009-02-10 00:00:00 AAPL 100 @ 3.49392890930176"
## [1] "2009-03-09 00:00:00 AAPL -100 @ 2.96821403503418"
## [1] "2009-03-19 00:00:00 AAPL 100 @ 3.62928605079651"
## [1] "2010-02-08 00:00:00 AAPL -100 @ 6.93285703659058"
## [1] "2010-03-08 00:00:00 AAPL 100 @ 7.82428598403931"
## [1] "2010-07-20 00:00:00 AAPL -100 @ 8.99607086181641"
## [1] "2010-08-04 00:00:00 AAPL 100 @ 9.39214324951172"
## [1] "2010-08-18 00:00:00 AAPL -100 @ 9.0382137298584"
## [1] "2010-09-16 00:00:00 AAPL 100 @ 9.8774995803833"
## [1] "2011-03-25 00:00:00 AAPL -100 @ 12.5550003051758"
## [1] "2011-05-05 00:00:00 AAPL 100 @ 12.3839292526245"
## [1] "2011-05-24 00:00:00 AAPL -100 @ 11.8639287948608"
## [1] "2011-07-12 00:00:00 AAPL 100 @ 12.6339292526245"
## [1] "2011-11-21 00:00:00 AAPL -100 @ 13.1789293289185"
## [1] "2011-12-28 00:00:00 AAPL 100 @ 14.3800001144409"
## [1] "2007-03-27 00:00:00 AAPL 100 @ 3.40928602218628"
## [1] "2008-01-23 00:00:00 AAPL -100 @ 4.96678590774536"
## [1] "2008-04-08 00:00:00 AAPL 100 @ 5.45857095718384"
## [1] "2008-07-11 00:00:00 AAPL -100 @ 6.16357088088989"
## [1] "2008-08-28 00:00:00 AAPL 100 @ 6.20499992370605"
## [1] "2008-09-09 00:00:00 AAPL -100 @ 5.41714286804199"
## [1] "2009-02-13 00:00:00 AAPL 100 @ 3.54142904281616"
## [1] "2009-03-09 00:00:00 AAPL -100 @ 2.96821403503418"
## [1] "2009-03-20 00:00:00 AAPL 100 @ 3.62821388244629"
## [1] "2010-02-10 00:00:00 AAPL -100 @ 6.96857118606567"
## [1] "2010-03-08 00:00:00 AAPL 100 @ 7.82428598403931"
## [1] "2010-08-20 00:00:00 AAPL -100 @ 8.91571426391602"
## [1] "2010-09-17 00:00:00 AAPL 100 @ 9.83464336395264"
## [1] "2011-04-08 00:00:00 AAPL -100 @ 11.9664287567139"
## [1] "2011-05-09 00:00:00 AAPL 100 @ 12.41428565979"
## [1] "2011-05-24 00:00:00 AAPL -100 @ 11.8639287948608"
## [1] "2011-07-14 00:00:00 AAPL 100 @ 12.7775001525879"
## [1] "2011-11-23 00:00:00 AAPL -100 @ 13.106785774231"
## [1] "2011-12-30 00:00:00 AAPL 100 @ 14.4642858505249"
## [1] "2007-03-14 00:00:00 AAPL 100 @ 3.21428608894348"
## [1] "2007-08-16 00:00:00 AAPL -100 @ 4.18035697937012"
## [1] "2007-09-05 00:00:00 AAPL 100 @ 4.88428592681885"
## [1] "2007-11-26 00:00:00 AAPL -100 @ 6.16214323043823"
## [1] "2007-11-30 00:00:00 AAPL 100 @ 6.50785684585571"
## [1] "2008-01-15 00:00:00 AAPL -100 @ 6.03714323043823"
## [1] "2008-03-27 00:00:00 AAPL 100 @ 5.00892877578735"
## [1] "2008-06-25 00:00:00 AAPL -100 @ 6.33535718917847"
## [1] "2008-08-18 00:00:00 AAPL 100 @ 6.26392889022827"
## [1] "2008-09-09 00:00:00 AAPL -100 @ 5.41714286804199"
## [1] "2009-02-05 00:00:00 AAPL 100 @ 3.4449999332428"
## [1] "2009-03-03 00:00:00 AAPL -100 @ 3.15607094764709"
## [1] "2009-03-19 00:00:00 AAPL 100 @ 3.62928605079651"
## [1] "2009-12-11 00:00:00 AAPL -100 @ 6.9524998664856"
## [1] "2009-12-28 00:00:00 AAPL 100 @ 7.55749988555908"
## [1] "2010-02-02 00:00:00 AAPL -100 @ 6.99499988555908"
## [1] "2010-03-03 00:00:00 AAPL 100 @ 7.47607088088989"
## [1] "2010-05-28 00:00:00 AAPL -100 @ 9.17428588867188"
## [1] "2010-06-02 00:00:00 AAPL 100 @ 9.42678642272949"
## [1] "2010-07-14 00:00:00 AAPL -100 @ 9.0260705947876"
## [1] "2010-08-02 00:00:00 AAPL 100 @ 9.35178565979004"
## [1] "2010-08-17 00:00:00 AAPL -100 @ 8.99892902374268"
## [1] "2010-09-14 00:00:00 AAPL 100 @ 9.57357120513916"
## [1] "2011-03-21 00:00:00 AAPL -100 @ 12.1178569793701"
## [1] "2011-05-02 00:00:00 AAPL 100 @ 12.3671426773071"
## [1] "2011-05-20 00:00:00 AAPL -100 @ 11.9721431732178"
## [1] "2011-07-08 00:00:00 AAPL 100 @ 12.8467855453491"
## [1] "2011-10-11 00:00:00 AAPL -100 @ 14.2960710525513"
## [1] "2011-10-14 00:00:00 AAPL 100 @ 15.0714292526245"
## [1] "2011-11-15 00:00:00 AAPL -100 @ 13.8867864608765"
## [1] "2011-12-23 00:00:00 AAPL 100 @ 14.4046430587769"
## [1] "2007-03-26 00:00:00 AAPL 100 @ 3.42321395874023"
## [1] "2008-01-23 00:00:00 AAPL -100 @ 4.96678590774536"
## [1] "2008-04-08 00:00:00 AAPL 100 @ 5.45857095718384"
## [1] "2008-07-10 00:00:00 AAPL -100 @ 6.30821418762207"
## [1] "2008-08-28 00:00:00 AAPL 100 @ 6.20499992370605"
## [1] "2008-09-10 00:00:00 AAPL -100 @ 5.41464281082153"
## [1] "2009-02-12 00:00:00 AAPL 100 @ 3.54535698890686"
## [1] "2009-03-09 00:00:00 AAPL -100 @ 2.96821403503418"
## [1] "2009-03-20 00:00:00 AAPL 100 @ 3.62821388244629"
## [1] "2010-02-10 00:00:00 AAPL -100 @ 6.96857118606567"
## [1] "2010-03-08 00:00:00 AAPL 100 @ 7.82428598403931"
## [1] "2010-07-27 00:00:00 AAPL -100 @ 9.43142890930176"
## [1] "2010-07-28 00:00:00 AAPL 100 @ 9.31999969482422"
## [1] "2010-08-19 00:00:00 AAPL -100 @ 8.92428588867188"
## [1] "2010-09-17 00:00:00 AAPL 100 @ 9.83464336395264"
## [1] "2011-04-08 00:00:00 AAPL -100 @ 11.9664287567139"
## [1] "2011-05-09 00:00:00 AAPL 100 @ 12.41428565979"
## [1] "2011-05-24 00:00:00 AAPL -100 @ 11.8639287948608"
## [1] "2011-07-13 00:00:00 AAPL 100 @ 12.7864294052124"
## [1] "2011-11-22 00:00:00 AAPL -100 @ 13.4467859268188"
## [1] "2011-12-30 00:00:00 AAPL 100 @ 14.4642858505249"
## [1] "2007-03-23 00:00:00 AAPL 100 @ 3.33999991416931"
## [1] "2007-08-28 00:00:00 AAPL -100 @ 4.52928590774536"
## [1] "2007-09-04 00:00:00 AAPL 100 @ 5.1485710144043"
## [1] "2008-01-22 00:00:00 AAPL -100 @ 5.55857086181641"
## [1] "2008-04-07 00:00:00 AAPL 100 @ 5.56750011444092"
## [1] "2008-07-08 00:00:00 AAPL -100 @ 6.41249990463257"
## [1] "2008-08-27 00:00:00 AAPL 100 @ 6.23821401596069"
## [1] "2008-09-10 00:00:00 AAPL -100 @ 5.41464281082153"
## [1] "2009-02-11 00:00:00 AAPL 100 @ 3.45785689353943"
## [1] "2009-03-09 00:00:00 AAPL -100 @ 2.96821403503418"
## [1] "2009-03-20 00:00:00 AAPL 100 @ 3.62821388244629"
## [1] "2010-02-09 00:00:00 AAPL -100 @ 7.00678586959839"
## [1] "2010-03-08 00:00:00 AAPL 100 @ 7.82428598403931"
## [1] "2010-07-22 00:00:00 AAPL -100 @ 9.25071430206299"
## [1] "2010-08-02 00:00:00 AAPL 100 @ 9.35178565979004"
## [1] "2010-08-19 00:00:00 AAPL -100 @ 8.92428588867188"
## [1] "2010-09-17 00:00:00 AAPL 100 @ 9.83464336395264"
## [1] "2011-04-06 00:00:00 AAPL -100 @ 12.0728569030762"
## [1] "2011-05-09 00:00:00 AAPL 100 @ 12.41428565979"
## [1] "2011-05-24 00:00:00 AAPL -100 @ 11.8639287948608"
## [1] "2011-07-13 00:00:00 AAPL 100 @ 12.7864294052124"
## [1] "2011-11-22 00:00:00 AAPL -100 @ 13.4467859268188"
## [1] "2011-12-29 00:00:00 AAPL 100 @ 14.4685707092285"
## [1] "2007-03-26 00:00:00 AAPL 100 @ 3.42321395874023"
## [1] "2008-01-23 00:00:00 AAPL -100 @ 4.96678590774536"
## [1] "2008-04-08 00:00:00 AAPL 100 @ 5.45857095718384"
## [1] "2008-07-09 00:00:00 AAPL -100 @ 6.2232141494751"
## [1] "2008-08-27 00:00:00 AAPL 100 @ 6.23821401596069"
## [1] "2008-09-10 00:00:00 AAPL -100 @ 5.41464281082153"
## [1] "2009-02-12 00:00:00 AAPL 100 @ 3.54535698890686"
## [1] "2009-03-09 00:00:00 AAPL -100 @ 2.96821403503418"
## [1] "2009-03-20 00:00:00 AAPL 100 @ 3.62821388244629"
## [1] "2010-02-10 00:00:00 AAPL -100 @ 6.96857118606567"
## [1] "2010-03-08 00:00:00 AAPL 100 @ 7.82428598403931"
## [1] "2010-07-23 00:00:00 AAPL -100 @ 9.28357124328613"
## [1] "2010-07-29 00:00:00 AAPL 100 @ 9.21821403503418"
## [1] "2010-08-19 00:00:00 AAPL -100 @ 8.92428588867188"
## [1] "2010-09-17 00:00:00 AAPL 100 @ 9.83464336395264"
## [1] "2011-04-07 00:00:00 AAPL -100 @ 12.0742864608765"
## [1] "2011-05-09 00:00:00 AAPL 100 @ 12.41428565979"
## [1] "2011-05-24 00:00:00 AAPL -100 @ 11.8639287948608"
## [1] "2011-07-13 00:00:00 AAPL 100 @ 12.7864294052124"
## [1] "2011-11-22 00:00:00 AAPL -100 @ 13.4467859268188"
## [1] "2011-12-30 00:00:00 AAPL 100 @ 14.4642858505249"
## [1] "2007-03-27 00:00:00 AAPL 100 @ 3.40928602218628"
## [1] "2008-01-23 00:00:00 AAPL -100 @ 4.96678590774536"
## [1] "2008-04-08 00:00:00 AAPL 100 @ 5.45857095718384"
## [1] "2008-07-11 00:00:00 AAPL -100 @ 6.16357088088989"
## [1] "2008-08-28 00:00:00 AAPL 100 @ 6.20499992370605"
## [1] "2008-09-09 00:00:00 AAPL -100 @ 5.41714286804199"
## [1] "2009-02-13 00:00:00 AAPL 100 @ 3.54142904281616"
## [1] "2009-03-09 00:00:00 AAPL -100 @ 2.96821403503418"
## [1] "2009-03-20 00:00:00 AAPL 100 @ 3.62821388244629"
## [1] "2010-02-10 00:00:00 AAPL -100 @ 6.96857118606567"
## [1] "2010-03-08 00:00:00 AAPL 100 @ 7.82428598403931"
## [1] "2010-08-20 00:00:00 AAPL -100 @ 8.91571426391602"
## [1] "2010-09-17 00:00:00 AAPL 100 @ 9.83464336395264"
## [1] "2011-04-08 00:00:00 AAPL -100 @ 11.9664287567139"
## [1] "2011-05-09 00:00:00 AAPL 100 @ 12.41428565979"
## [1] "2011-05-24 00:00:00 AAPL -100 @ 11.8639287948608"
## [1] "2011-07-14 00:00:00 AAPL 100 @ 12.7775001525879"
## [1] "2011-11-23 00:00:00 AAPL -100 @ 13.106785774231"
## [1] "2011-12-30 00:00:00 AAPL 100 @ 14.4642858505249"
## [1] "2007-03-23 00:00:00 AAPL 100 @ 3.33999991416931"
## [1] "2007-08-28 00:00:00 AAPL -100 @ 4.52928590774536"
## [1] "2007-09-04 00:00:00 AAPL 100 @ 5.1485710144043"
## [1] "2008-01-22 00:00:00 AAPL -100 @ 5.55857086181641"
## [1] "2008-04-07 00:00:00 AAPL 100 @ 5.56750011444092"
## [1] "2008-07-08 00:00:00 AAPL -100 @ 6.41249990463257"
## [1] "2008-08-27 00:00:00 AAPL 100 @ 6.23821401596069"
## [1] "2008-09-10 00:00:00 AAPL -100 @ 5.41464281082153"
## [1] "2009-02-11 00:00:00 AAPL 100 @ 3.45785689353943"
## [1] "2009-03-09 00:00:00 AAPL -100 @ 2.96821403503418"
## [1] "2009-03-20 00:00:00 AAPL 100 @ 3.62821388244629"
## [1] "2010-02-09 00:00:00 AAPL -100 @ 7.00678586959839"
## [1] "2010-03-08 00:00:00 AAPL 100 @ 7.82428598403931"
## [1] "2010-07-22 00:00:00 AAPL -100 @ 9.25071430206299"
## [1] "2010-08-02 00:00:00 AAPL 100 @ 9.35178565979004"
## [1] "2010-08-19 00:00:00 AAPL -100 @ 8.92428588867188"
## [1] "2010-09-17 00:00:00 AAPL 100 @ 9.83464336395264"
## [1] "2011-04-06 00:00:00 AAPL -100 @ 12.0728569030762"
## [1] "2011-05-09 00:00:00 AAPL 100 @ 12.41428565979"
## [1] "2011-05-24 00:00:00 AAPL -100 @ 11.8639287948608"
## [1] "2011-07-13 00:00:00 AAPL 100 @ 12.7864294052124"
## [1] "2011-11-22 00:00:00 AAPL -100 @ 13.4467859268188"
## [1] "2011-12-29 00:00:00 AAPL 100 @ 14.4685707092285"
## [1] "2007-03-19 00:00:00 AAPL 100 @ 3.25464296340942"
## [1] "2007-08-20 00:00:00 AAPL -100 @ 4.36499977111816"
## [1] "2007-09-06 00:00:00 AAPL 100 @ 4.82178592681885"
## [1] "2008-01-17 00:00:00 AAPL -100 @ 5.74607086181641"
## [1] "2008-04-01 00:00:00 AAPL 100 @ 5.34035682678223"
## [1] "2008-06-27 00:00:00 AAPL -100 @ 6.0746431350708"
## [1] "2008-08-21 00:00:00 AAPL 100 @ 6.22464323043823"
## [1] "2008-09-10 00:00:00 AAPL -100 @ 5.41464281082153"
## [1] "2009-02-09 00:00:00 AAPL 100 @ 3.66107106208801"
## [1] "2009-03-05 00:00:00 AAPL -100 @ 3.17285704612732"
## [1] "2009-03-19 00:00:00 AAPL 100 @ 3.62928605079651"
## [1] "2009-12-17 00:00:00 AAPL -100 @ 6.85214281082153"
## [1] "2009-12-29 00:00:00 AAPL 100 @ 7.46785688400269"
## [1] "2010-02-04 00:00:00 AAPL -100 @ 6.85892915725708"
## [1] "2010-03-05 00:00:00 AAPL 100 @ 7.81964302062988"
## [1] "2010-07-19 00:00:00 AAPL -100 @ 8.77071380615234"
## [1] "2010-08-03 00:00:00 AAPL 100 @ 9.35464286804199"
## [1] "2010-08-18 00:00:00 AAPL -100 @ 9.0382137298584"
## [1] "2010-09-15 00:00:00 AAPL 100 @ 9.65071392059326"
## [1] "2011-03-23 00:00:00 AAPL -100 @ 12.1139287948608"
## [1] "2011-05-04 00:00:00 AAPL 100 @ 12.4846429824829"
## [1] "2011-05-23 00:00:00 AAPL -100 @ 11.9428567886353"
## [1] "2011-07-11 00:00:00 AAPL 100 @ 12.6428565979004"
## [1] "2011-11-17 00:00:00 AAPL -100 @ 13.478928565979"
## [1] "2011-12-27 00:00:00 AAPL 100 @ 14.518928527832"
## [1] "2007-03-22 00:00:00 AAPL 100 @ 3.3557140827179"
## [1] "2007-08-23 00:00:00 AAPL -100 @ 4.68107080459595"
## [1] "2007-09-05 00:00:00 AAPL 100 @ 4.88428592681885"
## [1] "2008-01-22 00:00:00 AAPL -100 @ 5.55857086181641"
## [1] "2008-04-04 00:00:00 AAPL 100 @ 5.46714305877686"
## [1] "2008-07-03 00:00:00 AAPL -100 @ 6.07571411132812"
## [1] "2008-08-26 00:00:00 AAPL 100 @ 6.20142889022827"
## [1] "2008-09-10 00:00:00 AAPL -100 @ 5.41464281082153"
## [1] "2009-02-11 00:00:00 AAPL 100 @ 3.45785689353943"
## [1] "2009-03-09 00:00:00 AAPL -100 @ 2.96821403503418"
## [1] "2009-03-20 00:00:00 AAPL 100 @ 3.62821388244629"
## [1] "2010-02-08 00:00:00 AAPL -100 @ 6.93285703659058"
## [1] "2010-03-08 00:00:00 AAPL 100 @ 7.82428598403931"
## [1] "2010-07-21 00:00:00 AAPL -100 @ 9.07999992370605"
## [1] "2010-08-03 00:00:00 AAPL 100 @ 9.35464286804199"
## [1] "2010-08-19 00:00:00 AAPL -100 @ 8.92428588867188"
## [1] "2010-09-16 00:00:00 AAPL 100 @ 9.8774995803833"
## [1] "2011-03-28 00:00:00 AAPL -100 @ 12.5157136917114"
## [1] "2011-05-06 00:00:00 AAPL 100 @ 12.3807144165039"
## [1] "2011-05-24 00:00:00 AAPL -100 @ 11.8639287948608"
## [1] "2011-07-12 00:00:00 AAPL 100 @ 12.6339292526245"
## [1] "2011-11-21 00:00:00 AAPL -100 @ 13.1789293289185"
## [1] "2011-12-29 00:00:00 AAPL 100 @ 14.4685707092285"
## [1] "2007-03-22 00:00:00 AAPL 100 @ 3.3557140827179"
## [1] "2007-08-24 00:00:00 AAPL -100 @ 4.83214282989502"
## [1] "2007-09-05 00:00:00 AAPL 100 @ 4.88428592681885"
## [1] "2008-01-22 00:00:00 AAPL -100 @ 5.55857086181641"
## [1] "2008-04-04 00:00:00 AAPL 100 @ 5.46714305877686"
## [1] "2008-07-07 00:00:00 AAPL -100 @ 6.25571393966675"
## [1] "2008-08-26 00:00:00 AAPL 100 @ 6.20142889022827"
## [1] "2008-09-10 00:00:00 AAPL -100 @ 5.41464281082153"
## [1] "2009-02-11 00:00:00 AAPL 100 @ 3.45785689353943"
## [1] "2009-03-09 00:00:00 AAPL -100 @ 2.96821403503418"
## [1] "2009-03-20 00:00:00 AAPL 100 @ 3.62821388244629"
## [1] "2010-02-09 00:00:00 AAPL -100 @ 7.00678586959839"
## [1] "2010-03-08 00:00:00 AAPL 100 @ 7.82428598403931"
## [1] "2010-07-21 00:00:00 AAPL -100 @ 9.07999992370605"
## [1] "2010-08-03 00:00:00 AAPL 100 @ 9.35464286804199"
## [1] "2010-08-19 00:00:00 AAPL -100 @ 8.92428588867188"
## [1] "2010-09-17 00:00:00 AAPL 100 @ 9.83464336395264"
## [1] "2011-03-29 00:00:00 AAPL -100 @ 12.5342855453491"
## [1] "2011-05-06 00:00:00 AAPL 100 @ 12.3807144165039"
## [1] "2011-05-24 00:00:00 AAPL -100 @ 11.8639287948608"
## [1] "2011-07-13 00:00:00 AAPL 100 @ 12.7864294052124"
## [1] "2011-11-21 00:00:00 AAPL -100 @ 13.1789293289185"
## [1] "2011-12-29 00:00:00 AAPL 100 @ 14.4685707092285"
## [1] "=== testing param.combo 17 on 2012-01-03/2012-12-31"
##    nFAST nSLOW
## 17     2     8
## [1] "2012-05-08 00:00:00 AAPL -100 @ 20.292142868042"
## [1] "2012-06-20 00:00:00 AAPL 100 @ 20.9192867279053"
## [1] "2012-10-11 00:00:00 AAPL -100 @ 22.4321422576904"
## [1] "=== training MA on 2007-01-03/2012-12-31"
## [1] "2007-03-16 00:00:00 AAPL 100 @ 3.19964289665222"
## [1] "2007-08-20 00:00:00 AAPL -100 @ 4.36499977111816"
## [1] "2007-09-05 00:00:00 AAPL 100 @ 4.88428592681885"
## [1] "2008-01-17 00:00:00 AAPL -100 @ 5.74607086181641"
## [1] "2008-03-31 00:00:00 AAPL 100 @ 5.125"
## [1] "2008-06-27 00:00:00 AAPL -100 @ 6.0746431350708"
## [1] "2008-08-20 00:00:00 AAPL 100 @ 6.28000020980835"
## [1] "2008-09-10 00:00:00 AAPL -100 @ 5.41464281082153"
## [1] "2009-02-09 00:00:00 AAPL 100 @ 3.66107106208801"
## [1] "2009-03-05 00:00:00 AAPL -100 @ 3.17285704612732"
## [1] "2009-03-19 00:00:00 AAPL 100 @ 3.62928605079651"
## [1] "2009-12-16 00:00:00 AAPL -100 @ 6.96535682678223"
## [1] "2009-12-29 00:00:00 AAPL 100 @ 7.46785688400269"
## [1] "2010-02-04 00:00:00 AAPL -100 @ 6.85892915725708"
## [1] "2010-03-04 00:00:00 AAPL 100 @ 7.52535676956177"
## [1] "2010-07-16 00:00:00 AAPL -100 @ 8.92500019073486"
## [1] "2010-08-03 00:00:00 AAPL 100 @ 9.35464286804199"
## [1] "2010-08-18 00:00:00 AAPL -100 @ 9.0382137298584"
## [1] "2010-09-15 00:00:00 AAPL 100 @ 9.65071392059326"
## [1] "2011-03-22 00:00:00 AAPL -100 @ 12.1857137680054"
## [1] "2011-05-03 00:00:00 AAPL 100 @ 12.4357137680054"
## [1] "2011-05-23 00:00:00 AAPL -100 @ 11.9428567886353"
## [1] "2011-07-11 00:00:00 AAPL 100 @ 12.6428565979004"
## [1] "2011-11-17 00:00:00 AAPL -100 @ 13.478928565979"
## [1] "2011-12-27 00:00:00 AAPL 100 @ 14.518928527832"
## [1] "2012-05-09 00:00:00 AAPL -100 @ 20.3278560638428"
## [1] "2012-06-20 00:00:00 AAPL 100 @ 20.9192867279053"
## [1] "2012-10-12 00:00:00 AAPL -100 @ 22.4896430969238"
## [1] "2007-03-26 00:00:00 AAPL 100 @ 3.42321395874023"
## [1] "2008-01-23 00:00:00 AAPL -100 @ 4.96678590774536"
## [1] "2008-04-08 00:00:00 AAPL 100 @ 5.45857095718384"
## [1] "2008-07-10 00:00:00 AAPL -100 @ 6.30821418762207"
## [1] "2008-08-28 00:00:00 AAPL 100 @ 6.20499992370605"
## [1] "2008-09-10 00:00:00 AAPL -100 @ 5.41464281082153"
## [1] "2009-02-12 00:00:00 AAPL 100 @ 3.54535698890686"
## [1] "2009-03-09 00:00:00 AAPL -100 @ 2.96821403503418"
## [1] "2009-03-20 00:00:00 AAPL 100 @ 3.62821388244629"
## [1] "2010-02-10 00:00:00 AAPL -100 @ 6.96857118606567"
## [1] "2010-03-08 00:00:00 AAPL 100 @ 7.82428598403931"
## [1] "2010-07-27 00:00:00 AAPL -100 @ 9.43142890930176"
## [1] "2010-07-28 00:00:00 AAPL 100 @ 9.31999969482422"
## [1] "2010-08-19 00:00:00 AAPL -100 @ 8.92428588867188"
## [1] "2010-09-17 00:00:00 AAPL 100 @ 9.83464336395264"
## [1] "2011-04-08 00:00:00 AAPL -100 @ 11.9664287567139"
## [1] "2011-05-09 00:00:00 AAPL 100 @ 12.41428565979"
## [1] "2011-05-24 00:00:00 AAPL -100 @ 11.8639287948608"
## [1] "2011-07-13 00:00:00 AAPL 100 @ 12.7864294052124"
## [1] "2011-11-22 00:00:00 AAPL -100 @ 13.4467859268188"
## [1] "2011-12-30 00:00:00 AAPL 100 @ 14.4642858505249"
## [1] "2012-05-21 00:00:00 AAPL -100 @ 20.0457134246826"
## [1] "2012-06-27 00:00:00 AAPL 100 @ 20.5178565979004"
## [1] "2012-10-22 00:00:00 AAPL -100 @ 22.643928527832"
## [1] "2007-03-19 00:00:00 AAPL 100 @ 3.25464296340942"
## [1] "2007-08-20 00:00:00 AAPL -100 @ 4.36499977111816"
## [1] "2007-09-06 00:00:00 AAPL 100 @ 4.82178592681885"
## [1] "2008-01-17 00:00:00 AAPL -100 @ 5.74607086181641"
## [1] "2008-04-01 00:00:00 AAPL 100 @ 5.34035682678223"
## [1] "2008-06-27 00:00:00 AAPL -100 @ 6.0746431350708"
## [1] "2008-08-21 00:00:00 AAPL 100 @ 6.22464323043823"
## [1] "2008-09-10 00:00:00 AAPL -100 @ 5.41464281082153"
## [1] "2009-02-09 00:00:00 AAPL 100 @ 3.66107106208801"
## [1] "2009-03-05 00:00:00 AAPL -100 @ 3.17285704612732"
## [1] "2009-03-19 00:00:00 AAPL 100 @ 3.62928605079651"
## [1] "2009-12-17 00:00:00 AAPL -100 @ 6.85214281082153"
## [1] "2009-12-29 00:00:00 AAPL 100 @ 7.46785688400269"
## [1] "2010-02-04 00:00:00 AAPL -100 @ 6.85892915725708"
## [1] "2010-03-05 00:00:00 AAPL 100 @ 7.81964302062988"
## [1] "2010-07-19 00:00:00 AAPL -100 @ 8.77071380615234"
## [1] "2010-08-03 00:00:00 AAPL 100 @ 9.35464286804199"
## [1] "2010-08-18 00:00:00 AAPL -100 @ 9.0382137298584"
## [1] "2010-09-15 00:00:00 AAPL 100 @ 9.65071392059326"
## [1] "2011-03-23 00:00:00 AAPL -100 @ 12.1139287948608"
## [1] "2011-05-04 00:00:00 AAPL 100 @ 12.4846429824829"
## [1] "2011-05-23 00:00:00 AAPL -100 @ 11.9428567886353"
## [1] "2011-07-11 00:00:00 AAPL 100 @ 12.6428565979004"
## [1] "2011-11-17 00:00:00 AAPL -100 @ 13.478928565979"
## [1] "2011-12-27 00:00:00 AAPL 100 @ 14.518928527832"
## [1] "2012-05-10 00:00:00 AAPL -100 @ 20.3757133483887"
## [1] "2012-06-21 00:00:00 AAPL 100 @ 20.6310710906982"
## [1] "2012-10-15 00:00:00 AAPL -100 @ 22.6700000762939"
## [1] "2007-03-26 00:00:00 AAPL 100 @ 3.42321395874023"
## [1] "2008-01-23 00:00:00 AAPL -100 @ 4.96678590774536"
## [1] "2008-04-08 00:00:00 AAPL 100 @ 5.45857095718384"
## [1] "2008-07-09 00:00:00 AAPL -100 @ 6.2232141494751"
## [1] "2008-08-27 00:00:00 AAPL 100 @ 6.23821401596069"
## [1] "2008-09-10 00:00:00 AAPL -100 @ 5.41464281082153"
## [1] "2009-02-12 00:00:00 AAPL 100 @ 3.54535698890686"
## [1] "2009-03-09 00:00:00 AAPL -100 @ 2.96821403503418"
## [1] "2009-03-20 00:00:00 AAPL 100 @ 3.62821388244629"
## [1] "2010-02-10 00:00:00 AAPL -100 @ 6.96857118606567"
## [1] "2010-03-08 00:00:00 AAPL 100 @ 7.82428598403931"
## [1] "2010-07-23 00:00:00 AAPL -100 @ 9.28357124328613"
## [1] "2010-07-29 00:00:00 AAPL 100 @ 9.21821403503418"
## [1] "2010-08-19 00:00:00 AAPL -100 @ 8.92428588867188"
## [1] "2010-09-17 00:00:00 AAPL 100 @ 9.83464336395264"
## [1] "2011-04-07 00:00:00 AAPL -100 @ 12.0742864608765"
## [1] "2011-05-09 00:00:00 AAPL 100 @ 12.41428565979"
## [1] "2011-05-24 00:00:00 AAPL -100 @ 11.8639287948608"
## [1] "2011-07-13 00:00:00 AAPL 100 @ 12.7864294052124"
## [1] "2011-11-22 00:00:00 AAPL -100 @ 13.4467859268188"
## [1] "2011-12-30 00:00:00 AAPL 100 @ 14.4642858505249"
## [1] "2012-05-18 00:00:00 AAPL -100 @ 18.9421424865723"
## [1] "2012-06-27 00:00:00 AAPL 100 @ 20.5178565979004"
## [1] "2012-10-22 00:00:00 AAPL -100 @ 22.643928527832"
## [1] "2007-03-14 00:00:00 AAPL 100 @ 3.21428608894348"
## [1] "2007-08-16 00:00:00 AAPL -100 @ 4.18035697937012"
## [1] "2007-09-05 00:00:00 AAPL 100 @ 4.88428592681885"
## [1] "2007-11-26 00:00:00 AAPL -100 @ 6.16214323043823"
## [1] "2007-11-30 00:00:00 AAPL 100 @ 6.50785684585571"
## [1] "2008-01-15 00:00:00 AAPL -100 @ 6.03714323043823"
## [1] "2008-03-27 00:00:00 AAPL 100 @ 5.00892877578735"
## [1] "2008-06-25 00:00:00 AAPL -100 @ 6.33535718917847"
## [1] "2008-08-18 00:00:00 AAPL 100 @ 6.26392889022827"
## [1] "2008-09-09 00:00:00 AAPL -100 @ 5.41714286804199"
## [1] "2009-02-05 00:00:00 AAPL 100 @ 3.4449999332428"
## [1] "2009-03-03 00:00:00 AAPL -100 @ 3.15607094764709"
## [1] "2009-03-19 00:00:00 AAPL 100 @ 3.62928605079651"
## [1] "2009-12-11 00:00:00 AAPL -100 @ 6.9524998664856"
## [1] "2009-12-28 00:00:00 AAPL 100 @ 7.55749988555908"
## [1] "2010-02-02 00:00:00 AAPL -100 @ 6.99499988555908"
## [1] "2010-03-03 00:00:00 AAPL 100 @ 7.47607088088989"
## [1] "2010-05-28 00:00:00 AAPL -100 @ 9.17428588867188"
## [1] "2010-06-02 00:00:00 AAPL 100 @ 9.42678642272949"
## [1] "2010-07-14 00:00:00 AAPL -100 @ 9.0260705947876"
## [1] "2010-08-02 00:00:00 AAPL 100 @ 9.35178565979004"
## [1] "2010-08-17 00:00:00 AAPL -100 @ 8.99892902374268"
## [1] "2010-09-14 00:00:00 AAPL 100 @ 9.57357120513916"
## [1] "2011-03-21 00:00:00 AAPL -100 @ 12.1178569793701"
## [1] "2011-05-02 00:00:00 AAPL 100 @ 12.3671426773071"
## [1] "2011-05-20 00:00:00 AAPL -100 @ 11.9721431732178"
## [1] "2011-07-08 00:00:00 AAPL 100 @ 12.8467855453491"
## [1] "2011-10-11 00:00:00 AAPL -100 @ 14.2960710525513"
## [1] "2011-10-14 00:00:00 AAPL 100 @ 15.0714292526245"
## [1] "2011-11-15 00:00:00 AAPL -100 @ 13.8867864608765"
## [1] "2011-12-23 00:00:00 AAPL 100 @ 14.4046430587769"
## [1] "2012-05-07 00:00:00 AAPL -100 @ 20.3385715484619"
## [1] "2012-06-19 00:00:00 AAPL 100 @ 20.9789295196533"
## [1] "2012-10-11 00:00:00 AAPL -100 @ 22.4321422576904"
## [1] "2007-03-22 00:00:00 AAPL 100 @ 3.3557140827179"
## [1] "2007-08-24 00:00:00 AAPL -100 @ 4.83214282989502"
## [1] "2007-09-05 00:00:00 AAPL 100 @ 4.88428592681885"
## [1] "2008-01-22 00:00:00 AAPL -100 @ 5.55857086181641"
## [1] "2008-04-04 00:00:00 AAPL 100 @ 5.46714305877686"
## [1] "2008-07-07 00:00:00 AAPL -100 @ 6.25571393966675"
## [1] "2008-08-26 00:00:00 AAPL 100 @ 6.20142889022827"
## [1] "2008-09-10 00:00:00 AAPL -100 @ 5.41464281082153"
## [1] "2009-02-11 00:00:00 AAPL 100 @ 3.45785689353943"
## [1] "2009-03-09 00:00:00 AAPL -100 @ 2.96821403503418"
## [1] "2009-03-20 00:00:00 AAPL 100 @ 3.62821388244629"
## [1] "2010-02-09 00:00:00 AAPL -100 @ 7.00678586959839"
## [1] "2010-03-08 00:00:00 AAPL 100 @ 7.82428598403931"
## [1] "2010-07-21 00:00:00 AAPL -100 @ 9.07999992370605"
## [1] "2010-08-03 00:00:00 AAPL 100 @ 9.35464286804199"
## [1] "2010-08-19 00:00:00 AAPL -100 @ 8.92428588867188"
## [1] "2010-09-17 00:00:00 AAPL 100 @ 9.83464336395264"
## [1] "2011-03-29 00:00:00 AAPL -100 @ 12.5342855453491"
## [1] "2011-05-06 00:00:00 AAPL 100 @ 12.3807144165039"
## [1] "2011-05-24 00:00:00 AAPL -100 @ 11.8639287948608"
## [1] "2011-07-13 00:00:00 AAPL 100 @ 12.7864294052124"
## [1] "2011-11-21 00:00:00 AAPL -100 @ 13.1789293289185"
## [1] "2011-12-29 00:00:00 AAPL 100 @ 14.4685707092285"
## [1] "2012-05-16 00:00:00 AAPL -100 @ 19.502857208252"
## [1] "2012-06-26 00:00:00 AAPL 100 @ 20.4296436309814"
## [1] "2012-10-18 00:00:00 AAPL -100 @ 22.5942859649658"
## [1] "2007-03-21 00:00:00 AAPL 100 @ 3.35249996185303"
## [1] "2007-08-22 00:00:00 AAPL -100 @ 4.73250007629395"
## [1] "2007-09-06 00:00:00 AAPL 100 @ 4.82178592681885"
## [1] "2008-01-18 00:00:00 AAPL -100 @ 5.76285696029663"
## [1] "2008-04-03 00:00:00 AAPL 100 @ 5.41464281082153"
## [1] "2008-07-02 00:00:00 AAPL -100 @ 6.00642919540405"
## [1] "2008-08-25 00:00:00 AAPL 100 @ 6.16249990463257"
## [1] "2008-09-10 00:00:00 AAPL -100 @ 5.41464281082153"
## [1] "2009-02-10 00:00:00 AAPL 100 @ 3.49392890930176"
## [1] "2009-03-09 00:00:00 AAPL -100 @ 2.96821403503418"
## [1] "2009-03-19 00:00:00 AAPL 100 @ 3.62928605079651"
## [1] "2010-02-08 00:00:00 AAPL -100 @ 6.93285703659058"
## [1] "2010-03-08 00:00:00 AAPL 100 @ 7.82428598403931"
## [1] "2010-07-20 00:00:00 AAPL -100 @ 8.99607086181641"
## [1] "2010-08-04 00:00:00 AAPL 100 @ 9.39214324951172"
## [1] "2010-08-18 00:00:00 AAPL -100 @ 9.0382137298584"
## [1] "2010-09-16 00:00:00 AAPL 100 @ 9.8774995803833"
## [1] "2011-03-25 00:00:00 AAPL -100 @ 12.5550003051758"
## [1] "2011-05-05 00:00:00 AAPL 100 @ 12.3839292526245"
## [1] "2011-05-24 00:00:00 AAPL -100 @ 11.8639287948608"
## [1] "2011-07-12 00:00:00 AAPL 100 @ 12.6339292526245"
## [1] "2011-11-21 00:00:00 AAPL -100 @ 13.1789293289185"
## [1] "2011-12-28 00:00:00 AAPL 100 @ 14.3800001144409"
## [1] "2012-05-15 00:00:00 AAPL -100 @ 19.7560710906982"
## [1] "2012-06-25 00:00:00 AAPL 100 @ 20.3846435546875"
## [1] "2012-10-17 00:00:00 AAPL -100 @ 23.021785736084"
## [1] "2007-03-15 00:00:00 AAPL 100 @ 3.19892907142639"
## [1] "2007-08-16 00:00:00 AAPL -100 @ 4.18035697937012"
## [1] "2007-09-05 00:00:00 AAPL 100 @ 4.88428592681885"
## [1] "2007-11-27 00:00:00 AAPL -100 @ 6.24321413040161"
## [1] "2007-11-29 00:00:00 AAPL 100 @ 6.58178615570068"
## [1] "2008-01-15 00:00:00 AAPL -100 @ 6.03714323043823"
## [1] "2008-03-28 00:00:00 AAPL 100 @ 5.10750007629395"
## [1] "2008-06-25 00:00:00 AAPL -100 @ 6.33535718917847"
## [1] "2008-08-19 00:00:00 AAPL 100 @ 6.19750022888184"
## [1] "2008-09-09 00:00:00 AAPL -100 @ 5.41714286804199"
## [1] "2009-02-06 00:00:00 AAPL 100 @ 3.56142902374268"
## [1] "2009-03-04 00:00:00 AAPL -100 @ 3.25607109069824"
## [1] "2009-03-19 00:00:00 AAPL 100 @ 3.62928605079651"
## [1] "2009-12-14 00:00:00 AAPL -100 @ 7.03499984741211"
## [1] "2009-12-29 00:00:00 AAPL 100 @ 7.46785688400269"
## [1] "2010-02-03 00:00:00 AAPL -100 @ 7.11535692214966"
## [1] "2010-03-04 00:00:00 AAPL 100 @ 7.52535676956177"
## [1] "2010-07-14 00:00:00 AAPL -100 @ 9.0260705947876"
## [1] "2010-08-02 00:00:00 AAPL 100 @ 9.35178565979004"
## [1] "2010-08-17 00:00:00 AAPL -100 @ 8.99892902374268"
## [1] "2010-09-14 00:00:00 AAPL 100 @ 9.57357120513916"
## [1] "2011-03-21 00:00:00 AAPL -100 @ 12.1178569793701"
## [1] "2011-05-02 00:00:00 AAPL 100 @ 12.3671426773071"
## [1] "2011-05-20 00:00:00 AAPL -100 @ 11.9721431732178"
## [1] "2011-07-08 00:00:00 AAPL 100 @ 12.8467855453491"
## [1] "2011-10-12 00:00:00 AAPL -100 @ 14.3639287948608"
## [1] "2011-10-13 00:00:00 AAPL 100 @ 14.5867862701416"
## [1] "2011-11-16 00:00:00 AAPL -100 @ 13.7417860031128"
## [1] "2011-12-23 00:00:00 AAPL 100 @ 14.4046430587769"
## [1] "2012-05-08 00:00:00 AAPL -100 @ 20.292142868042"
## [1] "2012-06-19 00:00:00 AAPL 100 @ 20.9789295196533"
## [1] "2012-10-11 00:00:00 AAPL -100 @ 22.4321422576904"
## [1] "2007-03-19 00:00:00 AAPL 100 @ 3.25464296340942"
## [1] "2007-08-20 00:00:00 AAPL -100 @ 4.36499977111816"
## [1] "2007-09-06 00:00:00 AAPL 100 @ 4.82178592681885"
## [1] "2008-01-17 00:00:00 AAPL -100 @ 5.74607086181641"
## [1] "2008-04-01 00:00:00 AAPL 100 @ 5.34035682678223"
## [1] "2008-06-30 00:00:00 AAPL -100 @ 5.98000001907349"
## [1] "2008-08-21 00:00:00 AAPL 100 @ 6.22464323043823"
## [1] "2008-09-10 00:00:00 AAPL -100 @ 5.41464281082153"
## [1] "2009-02-09 00:00:00 AAPL 100 @ 3.66107106208801"
## [1] "2009-03-06 00:00:00 AAPL -100 @ 3.0464289188385"
## [1] "2009-03-19 00:00:00 AAPL 100 @ 3.62928605079651"
## [1] "2009-12-18 00:00:00 AAPL -100 @ 6.97964286804199"
## [1] "2009-12-29 00:00:00 AAPL 100 @ 7.46785688400269"
## [1] "2010-02-04 00:00:00 AAPL -100 @ 6.85892915725708"
## [1] "2010-03-05 00:00:00 AAPL 100 @ 7.81964302062988"
## [1] "2010-07-19 00:00:00 AAPL -100 @ 8.77071380615234"
## [1] "2010-08-03 00:00:00 AAPL 100 @ 9.35464286804199"
## [1] "2010-08-18 00:00:00 AAPL -100 @ 9.0382137298584"
## [1] "2010-09-15 00:00:00 AAPL 100 @ 9.65071392059326"
## [1] "2011-03-23 00:00:00 AAPL -100 @ 12.1139287948608"
## [1] "2011-05-04 00:00:00 AAPL 100 @ 12.4846429824829"
## [1] "2011-05-23 00:00:00 AAPL -100 @ 11.9428567886353"
## [1] "2011-07-11 00:00:00 AAPL 100 @ 12.6428565979004"
## [1] "2011-11-17 00:00:00 AAPL -100 @ 13.478928565979"
## [1] "2011-12-28 00:00:00 AAPL 100 @ 14.3800001144409"
## [1] "2012-05-10 00:00:00 AAPL -100 @ 20.3757133483887"
## [1] "2012-06-21 00:00:00 AAPL 100 @ 20.6310710906982"
## [1] "2012-10-15 00:00:00 AAPL -100 @ 22.6700000762939"
## [1] "2007-03-27 00:00:00 AAPL 100 @ 3.40928602218628"
## [1] "2008-01-23 00:00:00 AAPL -100 @ 4.96678590774536"
## [1] "2008-04-08 00:00:00 AAPL 100 @ 5.45857095718384"
## [1] "2008-07-11 00:00:00 AAPL -100 @ 6.16357088088989"
## [1] "2008-08-28 00:00:00 AAPL 100 @ 6.20499992370605"
## [1] "2008-09-09 00:00:00 AAPL -100 @ 5.41714286804199"
## [1] "2009-02-13 00:00:00 AAPL 100 @ 3.54142904281616"
## [1] "2009-03-09 00:00:00 AAPL -100 @ 2.96821403503418"
## [1] "2009-03-20 00:00:00 AAPL 100 @ 3.62821388244629"
## [1] "2010-02-10 00:00:00 AAPL -100 @ 6.96857118606567"
## [1] "2010-03-08 00:00:00 AAPL 100 @ 7.82428598403931"
## [1] "2010-08-20 00:00:00 AAPL -100 @ 8.91571426391602"
## [1] "2010-09-17 00:00:00 AAPL 100 @ 9.83464336395264"
## [1] "2011-04-08 00:00:00 AAPL -100 @ 11.9664287567139"
## [1] "2011-05-09 00:00:00 AAPL 100 @ 12.41428565979"
## [1] "2011-05-24 00:00:00 AAPL -100 @ 11.8639287948608"
## [1] "2011-07-14 00:00:00 AAPL 100 @ 12.7775001525879"
## [1] "2011-11-23 00:00:00 AAPL -100 @ 13.106785774231"
## [1] "2011-12-30 00:00:00 AAPL 100 @ 14.4642858505249"
## [1] "2012-05-21 00:00:00 AAPL -100 @ 20.0457134246826"
## [1] "2012-06-27 00:00:00 AAPL 100 @ 20.5178565979004"
## [1] "2012-10-22 00:00:00 AAPL -100 @ 22.643928527832"
## [1] "2007-03-19 00:00:00 AAPL 100 @ 3.25464296340942"
## [1] "2007-08-20 00:00:00 AAPL -100 @ 4.36499977111816"
## [1] "2007-09-06 00:00:00 AAPL 100 @ 4.82178592681885"
## [1] "2008-01-17 00:00:00 AAPL -100 @ 5.74607086181641"
## [1] "2008-04-01 00:00:00 AAPL 100 @ 5.34035682678223"
## [1] "2008-06-30 00:00:00 AAPL -100 @ 5.98000001907349"
## [1] "2008-08-21 00:00:00 AAPL 100 @ 6.22464323043823"
## [1] "2008-09-10 00:00:00 AAPL -100 @ 5.41464281082153"
## [1] "2009-02-09 00:00:00 AAPL 100 @ 3.66107106208801"
## [1] "2009-03-06 00:00:00 AAPL -100 @ 3.0464289188385"
## [1] "2009-03-19 00:00:00 AAPL 100 @ 3.62928605079651"
## [1] "2009-12-18 00:00:00 AAPL -100 @ 6.97964286804199"
## [1] "2009-12-29 00:00:00 AAPL 100 @ 7.46785688400269"
## [1] "2010-02-04 00:00:00 AAPL -100 @ 6.85892915725708"
## [1] "2010-03-05 00:00:00 AAPL 100 @ 7.81964302062988"
## [1] "2010-07-19 00:00:00 AAPL -100 @ 8.77071380615234"
## [1] "2010-08-03 00:00:00 AAPL 100 @ 9.35464286804199"
## [1] "2010-08-18 00:00:00 AAPL -100 @ 9.0382137298584"
## [1] "2010-09-15 00:00:00 AAPL 100 @ 9.65071392059326"
## [1] "2011-03-23 00:00:00 AAPL -100 @ 12.1139287948608"
## [1] "2011-05-04 00:00:00 AAPL 100 @ 12.4846429824829"
## [1] "2011-05-23 00:00:00 AAPL -100 @ 11.9428567886353"
## [1] "2011-07-11 00:00:00 AAPL 100 @ 12.6428565979004"
## [1] "2011-11-17 00:00:00 AAPL -100 @ 13.478928565979"
## [1] "2011-12-28 00:00:00 AAPL 100 @ 14.3800001144409"
## [1] "2012-05-10 00:00:00 AAPL -100 @ 20.3757133483887"
## [1] "2012-06-21 00:00:00 AAPL 100 @ 20.6310710906982"
## [1] "2012-10-15 00:00:00 AAPL -100 @ 22.6700000762939"
## [1] "2007-03-21 00:00:00 AAPL 100 @ 3.35249996185303"
## [1] "2007-08-22 00:00:00 AAPL -100 @ 4.73250007629395"
## [1] "2007-09-06 00:00:00 AAPL 100 @ 4.82178592681885"
## [1] "2008-01-18 00:00:00 AAPL -100 @ 5.76285696029663"
## [1] "2008-04-03 00:00:00 AAPL 100 @ 5.41464281082153"
## [1] "2008-07-02 00:00:00 AAPL -100 @ 6.00642919540405"
## [1] "2008-08-25 00:00:00 AAPL 100 @ 6.16249990463257"
## [1] "2008-09-10 00:00:00 AAPL -100 @ 5.41464281082153"
## [1] "2009-02-10 00:00:00 AAPL 100 @ 3.49392890930176"
## [1] "2009-03-09 00:00:00 AAPL -100 @ 2.96821403503418"
## [1] "2009-03-19 00:00:00 AAPL 100 @ 3.62928605079651"
## [1] "2010-02-08 00:00:00 AAPL -100 @ 6.93285703659058"
## [1] "2010-03-08 00:00:00 AAPL 100 @ 7.82428598403931"
## [1] "2010-07-20 00:00:00 AAPL -100 @ 8.99607086181641"
## [1] "2010-08-04 00:00:00 AAPL 100 @ 9.39214324951172"
## [1] "2010-08-18 00:00:00 AAPL -100 @ 9.0382137298584"
## [1] "2010-09-16 00:00:00 AAPL 100 @ 9.8774995803833"
## [1] "2011-03-25 00:00:00 AAPL -100 @ 12.5550003051758"
## [1] "2011-05-05 00:00:00 AAPL 100 @ 12.3839292526245"
## [1] "2011-05-24 00:00:00 AAPL -100 @ 11.8639287948608"
## [1] "2011-07-12 00:00:00 AAPL 100 @ 12.6339292526245"
## [1] "2011-11-21 00:00:00 AAPL -100 @ 13.1789293289185"
## [1] "2011-12-28 00:00:00 AAPL 100 @ 14.3800001144409"
## [1] "2012-05-15 00:00:00 AAPL -100 @ 19.7560710906982"
## [1] "2012-06-25 00:00:00 AAPL 100 @ 20.3846435546875"
## [1] "2012-10-17 00:00:00 AAPL -100 @ 23.021785736084"
## [1] "2007-03-26 00:00:00 AAPL 100 @ 3.42321395874023"
## [1] "2008-01-23 00:00:00 AAPL -100 @ 4.96678590774536"
## [1] "2008-04-08 00:00:00 AAPL 100 @ 5.45857095718384"
## [1] "2008-07-10 00:00:00 AAPL -100 @ 6.30821418762207"
## [1] "2008-08-28 00:00:00 AAPL 100 @ 6.20499992370605"
## [1] "2008-09-10 00:00:00 AAPL -100 @ 5.41464281082153"
## [1] "2009-02-12 00:00:00 AAPL 100 @ 3.54535698890686"
## [1] "2009-03-09 00:00:00 AAPL -100 @ 2.96821403503418"
## [1] "2009-03-20 00:00:00 AAPL 100 @ 3.62821388244629"
## [1] "2010-02-10 00:00:00 AAPL -100 @ 6.96857118606567"
## [1] "2010-03-08 00:00:00 AAPL 100 @ 7.82428598403931"
## [1] "2010-07-27 00:00:00 AAPL -100 @ 9.43142890930176"
## [1] "2010-07-28 00:00:00 AAPL 100 @ 9.31999969482422"
## [1] "2010-08-19 00:00:00 AAPL -100 @ 8.92428588867188"
## [1] "2010-09-17 00:00:00 AAPL 100 @ 9.83464336395264"
## [1] "2011-04-08 00:00:00 AAPL -100 @ 11.9664287567139"
## [1] "2011-05-09 00:00:00 AAPL 100 @ 12.41428565979"
## [1] "2011-05-24 00:00:00 AAPL -100 @ 11.8639287948608"
## [1] "2011-07-13 00:00:00 AAPL 100 @ 12.7864294052124"
## [1] "2011-11-22 00:00:00 AAPL -100 @ 13.4467859268188"
## [1] "2011-12-30 00:00:00 AAPL 100 @ 14.4642858505249"
## [1] "2012-05-21 00:00:00 AAPL -100 @ 20.0457134246826"
## [1] "2012-06-27 00:00:00 AAPL 100 @ 20.5178565979004"
## [1] "2012-10-22 00:00:00 AAPL -100 @ 22.643928527832"
## [1] "2007-03-22 00:00:00 AAPL 100 @ 3.3557140827179"
## [1] "2007-08-23 00:00:00 AAPL -100 @ 4.68107080459595"
## [1] "2007-09-05 00:00:00 AAPL 100 @ 4.88428592681885"
## [1] "2008-01-22 00:00:00 AAPL -100 @ 5.55857086181641"
## [1] "2008-04-04 00:00:00 AAPL 100 @ 5.46714305877686"
## [1] "2008-07-03 00:00:00 AAPL -100 @ 6.07571411132812"
## [1] "2008-08-26 00:00:00 AAPL 100 @ 6.20142889022827"
## [1] "2008-09-10 00:00:00 AAPL -100 @ 5.41464281082153"
## [1] "2009-02-11 00:00:00 AAPL 100 @ 3.45785689353943"
## [1] "2009-03-09 00:00:00 AAPL -100 @ 2.96821403503418"
## [1] "2009-03-20 00:00:00 AAPL 100 @ 3.62821388244629"
## [1] "2010-02-08 00:00:00 AAPL -100 @ 6.93285703659058"
## [1] "2010-03-08 00:00:00 AAPL 100 @ 7.82428598403931"
## [1] "2010-07-21 00:00:00 AAPL -100 @ 9.07999992370605"
## [1] "2010-08-03 00:00:00 AAPL 100 @ 9.35464286804199"
## [1] "2010-08-19 00:00:00 AAPL -100 @ 8.92428588867188"
## [1] "2010-09-16 00:00:00 AAPL 100 @ 9.8774995803833"
## [1] "2011-03-28 00:00:00 AAPL -100 @ 12.5157136917114"
## [1] "2011-05-06 00:00:00 AAPL 100 @ 12.3807144165039"
## [1] "2011-05-24 00:00:00 AAPL -100 @ 11.8639287948608"
## [1] "2011-07-12 00:00:00 AAPL 100 @ 12.6339292526245"
## [1] "2011-11-21 00:00:00 AAPL -100 @ 13.1789293289185"
## [1] "2011-12-29 00:00:00 AAPL 100 @ 14.4685707092285"
## [1] "2012-05-16 00:00:00 AAPL -100 @ 19.502857208252"
## [1] "2012-06-25 00:00:00 AAPL 100 @ 20.3846435546875"
## [1] "2012-10-17 00:00:00 AAPL -100 @ 23.021785736084"
## [1] "2007-03-27 00:00:00 AAPL 100 @ 3.40928602218628"
## [1] "2008-01-23 00:00:00 AAPL -100 @ 4.96678590774536"
## [1] "2008-04-08 00:00:00 AAPL 100 @ 5.45857095718384"
## [1] "2008-07-11 00:00:00 AAPL -100 @ 6.16357088088989"
## [1] "2008-08-28 00:00:00 AAPL 100 @ 6.20499992370605"
## [1] "2008-09-09 00:00:00 AAPL -100 @ 5.41714286804199"
## [1] "2009-02-13 00:00:00 AAPL 100 @ 3.54142904281616"
## [1] "2009-03-09 00:00:00 AAPL -100 @ 2.96821403503418"
## [1] "2009-03-20 00:00:00 AAPL 100 @ 3.62821388244629"
## [1] "2010-02-10 00:00:00 AAPL -100 @ 6.96857118606567"
## [1] "2010-03-08 00:00:00 AAPL 100 @ 7.82428598403931"
## [1] "2010-08-20 00:00:00 AAPL -100 @ 8.91571426391602"
## [1] "2010-09-17 00:00:00 AAPL 100 @ 9.83464336395264"
## [1] "2011-04-08 00:00:00 AAPL -100 @ 11.9664287567139"
## [1] "2011-05-09 00:00:00 AAPL 100 @ 12.41428565979"
## [1] "2011-05-24 00:00:00 AAPL -100 @ 11.8639287948608"
## [1] "2011-07-14 00:00:00 AAPL 100 @ 12.7775001525879"
## [1] "2011-11-23 00:00:00 AAPL -100 @ 13.106785774231"
## [1] "2011-12-30 00:00:00 AAPL 100 @ 14.4642858505249"
## [1] "2012-05-21 00:00:00 AAPL -100 @ 20.0457134246826"
## [1] "2012-06-27 00:00:00 AAPL 100 @ 20.5178565979004"
## [1] "2012-10-22 00:00:00 AAPL -100 @ 22.643928527832"
## [1] "=== testing param.combo 96 on 2013-01-02/2013-12-31"
##    nFAST nSLOW
## 96     7    16
## [1] "2013-05-14 00:00:00 AAPL 100 @ 15.8521432876587"
## [1] "2013-06-21 00:00:00 AAPL -100 @ 14.7678565979004"
## [1] "2013-07-31 00:00:00 AAPL 100 @ 16.1617851257324"
## [1] "=== training MA on 2007-01-03/2013-12-31"
## [1] "2007-03-23 00:00:00 AAPL 100 @ 3.33999991416931"
## [1] "2007-08-27 00:00:00 AAPL -100 @ 4.7232141494751"
## [1] "2007-09-05 00:00:00 AAPL 100 @ 4.88428592681885"
## [1] "2008-01-22 00:00:00 AAPL -100 @ 5.55857086181641"
## [1] "2008-04-07 00:00:00 AAPL 100 @ 5.56750011444092"
## [1] "2008-07-07 00:00:00 AAPL -100 @ 6.25571393966675"
## [1] "2008-08-26 00:00:00 AAPL 100 @ 6.20142889022827"
## [1] "2008-09-10 00:00:00 AAPL -100 @ 5.41464281082153"
## [1] "2009-02-11 00:00:00 AAPL 100 @ 3.45785689353943"
## [1] "2009-03-09 00:00:00 AAPL -100 @ 2.96821403503418"
## [1] "2009-03-20 00:00:00 AAPL 100 @ 3.62821388244629"
## [1] "2010-02-09 00:00:00 AAPL -100 @ 7.00678586959839"
## [1] "2010-03-08 00:00:00 AAPL 100 @ 7.82428598403931"
## [1] "2010-07-22 00:00:00 AAPL -100 @ 9.25071430206299"
## [1] "2010-08-03 00:00:00 AAPL 100 @ 9.35464286804199"
## [1] "2010-08-19 00:00:00 AAPL -100 @ 8.92428588867188"
## [1] "2010-09-17 00:00:00 AAPL 100 @ 9.83464336395264"
## [1] "2011-04-05 00:00:00 AAPL -100 @ 12.103214263916"
## [1] "2011-05-06 00:00:00 AAPL 100 @ 12.3807144165039"
## [1] "2011-05-24 00:00:00 AAPL -100 @ 11.8639287948608"
## [1] "2011-07-13 00:00:00 AAPL 100 @ 12.7864294052124"
## [1] "2011-11-22 00:00:00 AAPL -100 @ 13.4467859268188"
## [1] "2011-12-29 00:00:00 AAPL 100 @ 14.4685707092285"
## [1] "2012-05-17 00:00:00 AAPL -100 @ 18.9328575134277"
## [1] "2012-06-26 00:00:00 AAPL 100 @ 20.4296436309814"
## [1] "2012-10-18 00:00:00 AAPL -100 @ 22.5942859649658"
## [1] "2013-05-15 00:00:00 AAPL 100 @ 15.3160705566406"
## [1] "2013-06-21 00:00:00 AAPL -100 @ 14.7678565979004"
## [1] "2013-08-01 00:00:00 AAPL 100 @ 16.3099994659424"
## [1] "2007-03-15 00:00:00 AAPL 100 @ 3.19892907142639"
## [1] "2007-08-17 00:00:00 AAPL -100 @ 4.35928583145142"
## [1] "2007-09-05 00:00:00 AAPL 100 @ 4.88428592681885"
## [1] "2008-01-16 00:00:00 AAPL -100 @ 5.70142889022827"
## [1] "2008-03-28 00:00:00 AAPL 100 @ 5.10750007629395"
## [1] "2008-06-26 00:00:00 AAPL -100 @ 6.00928592681885"
## [1] "2008-08-19 00:00:00 AAPL 100 @ 6.19750022888184"
## [1] "2008-09-09 00:00:00 AAPL -100 @ 5.41714286804199"
## [1] "2009-02-06 00:00:00 AAPL 100 @ 3.56142902374268"
## [1] "2009-03-04 00:00:00 AAPL -100 @ 3.25607109069824"
## [1] "2009-03-19 00:00:00 AAPL 100 @ 3.62928605079651"
## [1] "2009-12-14 00:00:00 AAPL -100 @ 7.03499984741211"
## [1] "2009-12-29 00:00:00 AAPL 100 @ 7.46785688400269"
## [1] "2010-02-03 00:00:00 AAPL -100 @ 7.11535692214966"
## [1] "2010-03-04 00:00:00 AAPL 100 @ 7.52535676956177"
## [1] "2010-07-15 00:00:00 AAPL -100 @ 8.98035717010498"
## [1] "2010-08-03 00:00:00 AAPL 100 @ 9.35464286804199"
## [1] "2010-08-17 00:00:00 AAPL -100 @ 8.99892902374268"
## [1] "2010-09-14 00:00:00 AAPL 100 @ 9.57357120513916"
## [1] "2011-03-22 00:00:00 AAPL -100 @ 12.1857137680054"
## [1] "2011-05-02 00:00:00 AAPL 100 @ 12.3671426773071"
## [1] "2011-05-20 00:00:00 AAPL -100 @ 11.9721431732178"
## [1] "2011-07-08 00:00:00 AAPL 100 @ 12.8467855453491"
## [1] "2011-11-16 00:00:00 AAPL -100 @ 13.7417860031128"
## [1] "2011-12-27 00:00:00 AAPL 100 @ 14.518928527832"
## [1] "2012-05-08 00:00:00 AAPL -100 @ 20.292142868042"
## [1] "2012-06-20 00:00:00 AAPL 100 @ 20.9192867279053"
## [1] "2012-10-11 00:00:00 AAPL -100 @ 22.4321422576904"
## [1] "2013-05-09 00:00:00 AAPL 100 @ 16.3132133483887"
## [1] "2013-06-19 00:00:00 AAPL -100 @ 15.1071434020996"
## [1] "2013-07-26 00:00:00 AAPL 100 @ 15.7496433258057"
## [1] "2013-09-24 00:00:00 AAPL -100 @ 17.4678573608398"
## [1] "2013-09-30 00:00:00 AAPL 100 @ 17.0267868041992"
## [1] "2007-03-16 00:00:00 AAPL 100 @ 3.19964289665222"
## [1] "2007-08-20 00:00:00 AAPL -100 @ 4.36499977111816"
## [1] "2007-09-05 00:00:00 AAPL 100 @ 4.88428592681885"
## [1] "2008-01-17 00:00:00 AAPL -100 @ 5.74607086181641"
## [1] "2008-03-31 00:00:00 AAPL 100 @ 5.125"
## [1] "2008-06-27 00:00:00 AAPL -100 @ 6.0746431350708"
## [1] "2008-08-20 00:00:00 AAPL 100 @ 6.28000020980835"
## [1] "2008-09-10 00:00:00 AAPL -100 @ 5.41464281082153"
## [1] "2009-02-09 00:00:00 AAPL 100 @ 3.66107106208801"
## [1] "2009-03-05 00:00:00 AAPL -100 @ 3.17285704612732"
## [1] "2009-03-19 00:00:00 AAPL 100 @ 3.62928605079651"
## [1] "2009-12-16 00:00:00 AAPL -100 @ 6.96535682678223"
## [1] "2009-12-29 00:00:00 AAPL 100 @ 7.46785688400269"
## [1] "2010-02-04 00:00:00 AAPL -100 @ 6.85892915725708"
## [1] "2010-03-04 00:00:00 AAPL 100 @ 7.52535676956177"
## [1] "2010-07-16 00:00:00 AAPL -100 @ 8.92500019073486"
## [1] "2010-08-03 00:00:00 AAPL 100 @ 9.35464286804199"
## [1] "2010-08-18 00:00:00 AAPL -100 @ 9.0382137298584"
## [1] "2010-09-15 00:00:00 AAPL 100 @ 9.65071392059326"
## [1] "2011-03-22 00:00:00 AAPL -100 @ 12.1857137680054"
## [1] "2011-05-03 00:00:00 AAPL 100 @ 12.4357137680054"
## [1] "2011-05-23 00:00:00 AAPL -100 @ 11.9428567886353"
## [1] "2011-07-11 00:00:00 AAPL 100 @ 12.6428565979004"
## [1] "2011-11-17 00:00:00 AAPL -100 @ 13.478928565979"
## [1] "2011-12-27 00:00:00 AAPL 100 @ 14.518928527832"
## [1] "2012-05-09 00:00:00 AAPL -100 @ 20.3278560638428"
## [1] "2012-06-20 00:00:00 AAPL 100 @ 20.9192867279053"
## [1] "2012-10-12 00:00:00 AAPL -100 @ 22.4896430969238"
## [1] "2013-05-10 00:00:00 AAPL 100 @ 16.1774997711182"
## [1] "2013-06-19 00:00:00 AAPL -100 @ 15.1071434020996"
## [1] "2013-07-29 00:00:00 AAPL 100 @ 15.9925003051758"
## [1] "2007-03-21 00:00:00 AAPL 100 @ 3.35249996185303"
## [1] "2007-08-22 00:00:00 AAPL -100 @ 4.73250007629395"
## [1] "2007-09-06 00:00:00 AAPL 100 @ 4.82178592681885"
## [1] "2008-01-18 00:00:00 AAPL -100 @ 5.76285696029663"
## [1] "2008-04-03 00:00:00 AAPL 100 @ 5.41464281082153"
## [1] "2008-07-02 00:00:00 AAPL -100 @ 6.00642919540405"
## [1] "2008-08-25 00:00:00 AAPL 100 @ 6.16249990463257"
## [1] "2008-09-10 00:00:00 AAPL -100 @ 5.41464281082153"
## [1] "2009-02-10 00:00:00 AAPL 100 @ 3.49392890930176"
## [1] "2009-03-09 00:00:00 AAPL -100 @ 2.96821403503418"
## [1] "2009-03-19 00:00:00 AAPL 100 @ 3.62928605079651"
## [1] "2010-02-08 00:00:00 AAPL -100 @ 6.93285703659058"
## [1] "2010-03-08 00:00:00 AAPL 100 @ 7.82428598403931"
## [1] "2010-07-20 00:00:00 AAPL -100 @ 8.99607086181641"
## [1] "2010-08-04 00:00:00 AAPL 100 @ 9.39214324951172"
## [1] "2010-08-18 00:00:00 AAPL -100 @ 9.0382137298584"
## [1] "2010-09-16 00:00:00 AAPL 100 @ 9.8774995803833"
## [1] "2011-03-25 00:00:00 AAPL -100 @ 12.5550003051758"
## [1] "2011-05-05 00:00:00 AAPL 100 @ 12.3839292526245"
## [1] "2011-05-24 00:00:00 AAPL -100 @ 11.8639287948608"
## [1] "2011-07-12 00:00:00 AAPL 100 @ 12.6339292526245"
## [1] "2011-11-21 00:00:00 AAPL -100 @ 13.1789293289185"
## [1] "2011-12-28 00:00:00 AAPL 100 @ 14.3800001144409"
## [1] "2012-05-15 00:00:00 AAPL -100 @ 19.7560710906982"
## [1] "2012-06-25 00:00:00 AAPL 100 @ 20.3846435546875"
## [1] "2012-10-17 00:00:00 AAPL -100 @ 23.021785736084"
## [1] "2013-05-14 00:00:00 AAPL 100 @ 15.8521432876587"
## [1] "2013-06-21 00:00:00 AAPL -100 @ 14.7678565979004"
## [1] "2013-07-31 00:00:00 AAPL 100 @ 16.1617851257324"
## [1] "2007-03-21 00:00:00 AAPL 100 @ 3.35249996185303"
## [1] "2007-08-22 00:00:00 AAPL -100 @ 4.73250007629395"
## [1] "2007-09-06 00:00:00 AAPL 100 @ 4.82178592681885"
## [1] "2008-01-18 00:00:00 AAPL -100 @ 5.76285696029663"
## [1] "2008-04-02 00:00:00 AAPL 100 @ 5.26749992370605"
## [1] "2008-07-01 00:00:00 AAPL -100 @ 6.23857116699219"
## [1] "2008-08-25 00:00:00 AAPL 100 @ 6.16249990463257"
## [1] "2008-09-10 00:00:00 AAPL -100 @ 5.41464281082153"
## [1] "2009-02-10 00:00:00 AAPL 100 @ 3.49392890930176"
## [1] "2009-03-09 00:00:00 AAPL -100 @ 2.96821403503418"
## [1] "2009-03-19 00:00:00 AAPL 100 @ 3.62928605079651"
## [1] "2009-12-22 00:00:00 AAPL -100 @ 7.15571403503418"
## [1] "2009-12-28 00:00:00 AAPL 100 @ 7.55749988555908"
## [1] "2010-02-05 00:00:00 AAPL -100 @ 6.98071384429932"
## [1] "2010-03-05 00:00:00 AAPL 100 @ 7.81964302062988"
## [1] "2010-07-20 00:00:00 AAPL -100 @ 8.99607086181641"
## [1] "2010-08-04 00:00:00 AAPL 100 @ 9.39214324951172"
## [1] "2010-08-18 00:00:00 AAPL -100 @ 9.0382137298584"
## [1] "2010-09-16 00:00:00 AAPL 100 @ 9.8774995803833"
## [1] "2011-03-24 00:00:00 AAPL -100 @ 12.3203573226929"
## [1] "2011-05-05 00:00:00 AAPL 100 @ 12.3839292526245"
## [1] "2011-05-24 00:00:00 AAPL -100 @ 11.8639287948608"
## [1] "2011-07-12 00:00:00 AAPL 100 @ 12.6339292526245"
## [1] "2011-11-18 00:00:00 AAPL -100 @ 13.3907136917114"
## [1] "2011-12-28 00:00:00 AAPL 100 @ 14.3800001144409"
## [1] "2012-05-14 00:00:00 AAPL -100 @ 19.9364280700684"
## [1] "2012-06-22 00:00:00 AAPL 100 @ 20.78928565979"
## [1] "2012-10-16 00:00:00 AAPL -100 @ 23.2067852020264"
## [1] "2013-05-13 00:00:00 AAPL 100 @ 16.2407131195068"
## [1] "2013-06-21 00:00:00 AAPL -100 @ 14.7678565979004"
## [1] "2013-07-30 00:00:00 AAPL 100 @ 16.1900005340576"
## [1] "2007-03-15 00:00:00 AAPL 100 @ 3.19892907142639"
## [1] "2007-08-16 00:00:00 AAPL -100 @ 4.18035697937012"
## [1] "2007-09-05 00:00:00 AAPL 100 @ 4.88428592681885"
## [1] "2007-11-27 00:00:00 AAPL -100 @ 6.24321413040161"
## [1] "2007-11-29 00:00:00 AAPL 100 @ 6.58178615570068"
## [1] "2008-01-15 00:00:00 AAPL -100 @ 6.03714323043823"
## [1] "2008-03-28 00:00:00 AAPL 100 @ 5.10750007629395"
## [1] "2008-06-25 00:00:00 AAPL -100 @ 6.33535718917847"
## [1] "2008-08-19 00:00:00 AAPL 100 @ 6.19750022888184"
## [1] "2008-09-09 00:00:00 AAPL -100 @ 5.41714286804199"
## [1] "2009-02-06 00:00:00 AAPL 100 @ 3.56142902374268"
## [1] "2009-03-04 00:00:00 AAPL -100 @ 3.25607109069824"
## [1] "2009-03-19 00:00:00 AAPL 100 @ 3.62928605079651"
## [1] "2009-12-14 00:00:00 AAPL -100 @ 7.03499984741211"
## [1] "2009-12-29 00:00:00 AAPL 100 @ 7.46785688400269"
## [1] "2010-02-03 00:00:00 AAPL -100 @ 7.11535692214966"
## [1] "2010-03-04 00:00:00 AAPL 100 @ 7.52535676956177"
## [1] "2010-07-14 00:00:00 AAPL -100 @ 9.0260705947876"
## [1] "2010-08-02 00:00:00 AAPL 100 @ 9.35178565979004"
## [1] "2010-08-17 00:00:00 AAPL -100 @ 8.99892902374268"
## [1] "2010-09-14 00:00:00 AAPL 100 @ 9.57357120513916"
## [1] "2011-03-21 00:00:00 AAPL -100 @ 12.1178569793701"
## [1] "2011-05-02 00:00:00 AAPL 100 @ 12.3671426773071"
## [1] "2011-05-20 00:00:00 AAPL -100 @ 11.9721431732178"
## [1] "2011-07-08 00:00:00 AAPL 100 @ 12.8467855453491"
## [1] "2011-10-12 00:00:00 AAPL -100 @ 14.3639287948608"
## [1] "2011-10-13 00:00:00 AAPL 100 @ 14.5867862701416"
## [1] "2011-11-16 00:00:00 AAPL -100 @ 13.7417860031128"
## [1] "2011-12-23 00:00:00 AAPL 100 @ 14.4046430587769"
## [1] "2012-05-08 00:00:00 AAPL -100 @ 20.292142868042"
## [1] "2012-06-19 00:00:00 AAPL 100 @ 20.9789295196533"
## [1] "2012-10-11 00:00:00 AAPL -100 @ 22.4321422576904"
## [1] "2013-05-09 00:00:00 AAPL 100 @ 16.3132133483887"
## [1] "2013-06-18 00:00:00 AAPL -100 @ 15.4203567504883"
## [1] "2013-07-25 00:00:00 AAPL 100 @ 15.6607141494751"
## [1] "2013-09-23 00:00:00 AAPL -100 @ 17.5228576660156"
## [1] "2013-10-01 00:00:00 AAPL 100 @ 17.4271430969238"
## [1] "2007-03-23 00:00:00 AAPL 100 @ 3.33999991416931"
## [1] "2007-08-28 00:00:00 AAPL -100 @ 4.52928590774536"
## [1] "2007-09-04 00:00:00 AAPL 100 @ 5.1485710144043"
## [1] "2008-01-22 00:00:00 AAPL -100 @ 5.55857086181641"
## [1] "2008-04-07 00:00:00 AAPL 100 @ 5.56750011444092"
## [1] "2008-07-08 00:00:00 AAPL -100 @ 6.41249990463257"
## [1] "2008-08-27 00:00:00 AAPL 100 @ 6.23821401596069"
## [1] "2008-09-10 00:00:00 AAPL -100 @ 5.41464281082153"
## [1] "2009-02-11 00:00:00 AAPL 100 @ 3.45785689353943"
## [1] "2009-03-09 00:00:00 AAPL -100 @ 2.96821403503418"
## [1] "2009-03-20 00:00:00 AAPL 100 @ 3.62821388244629"
## [1] "2010-02-09 00:00:00 AAPL -100 @ 7.00678586959839"
## [1] "2010-03-08 00:00:00 AAPL 100 @ 7.82428598403931"
## [1] "2010-07-22 00:00:00 AAPL -100 @ 9.25071430206299"
## [1] "2010-08-02 00:00:00 AAPL 100 @ 9.35178565979004"
## [1] "2010-08-19 00:00:00 AAPL -100 @ 8.92428588867188"
## [1] "2010-09-17 00:00:00 AAPL 100 @ 9.83464336395264"
## [1] "2011-04-06 00:00:00 AAPL -100 @ 12.0728569030762"
## [1] "2011-05-09 00:00:00 AAPL 100 @ 12.41428565979"
## [1] "2011-05-24 00:00:00 AAPL -100 @ 11.8639287948608"
## [1] "2011-07-13 00:00:00 AAPL 100 @ 12.7864294052124"
## [1] "2011-11-22 00:00:00 AAPL -100 @ 13.4467859268188"
## [1] "2011-12-29 00:00:00 AAPL 100 @ 14.4685707092285"
## [1] "2012-05-17 00:00:00 AAPL -100 @ 18.9328575134277"
## [1] "2012-06-26 00:00:00 AAPL 100 @ 20.4296436309814"
## [1] "2012-10-19 00:00:00 AAPL -100 @ 21.7800006866455"
## [1] "2013-05-15 00:00:00 AAPL 100 @ 15.3160705566406"
## [1] "2013-06-24 00:00:00 AAPL -100 @ 14.376428604126"
## [1] "2013-08-01 00:00:00 AAPL 100 @ 16.3099994659424"
## [1] "2007-03-22 00:00:00 AAPL 100 @ 3.3557140827179"
## [1] "2007-08-24 00:00:00 AAPL -100 @ 4.83214282989502"
## [1] "2007-09-05 00:00:00 AAPL 100 @ 4.88428592681885"
## [1] "2008-01-22 00:00:00 AAPL -100 @ 5.55857086181641"
## [1] "2008-04-04 00:00:00 AAPL 100 @ 5.46714305877686"
## [1] "2008-07-07 00:00:00 AAPL -100 @ 6.25571393966675"
## [1] "2008-08-26 00:00:00 AAPL 100 @ 6.20142889022827"
## [1] "2008-09-10 00:00:00 AAPL -100 @ 5.41464281082153"
## [1] "2009-02-11 00:00:00 AAPL 100 @ 3.45785689353943"
## [1] "2009-03-09 00:00:00 AAPL -100 @ 2.96821403503418"
## [1] "2009-03-20 00:00:00 AAPL 100 @ 3.62821388244629"
## [1] "2010-02-09 00:00:00 AAPL -100 @ 7.00678586959839"
## [1] "2010-03-08 00:00:00 AAPL 100 @ 7.82428598403931"
## [1] "2010-07-21 00:00:00 AAPL -100 @ 9.07999992370605"
## [1] "2010-08-03 00:00:00 AAPL 100 @ 9.35464286804199"
## [1] "2010-08-19 00:00:00 AAPL -100 @ 8.92428588867188"
## [1] "2010-09-17 00:00:00 AAPL 100 @ 9.83464336395264"
## [1] "2011-03-29 00:00:00 AAPL -100 @ 12.5342855453491"
## [1] "2011-05-06 00:00:00 AAPL 100 @ 12.3807144165039"
## [1] "2011-05-24 00:00:00 AAPL -100 @ 11.8639287948608"
## [1] "2011-07-13 00:00:00 AAPL 100 @ 12.7864294052124"
## [1] "2011-11-21 00:00:00 AAPL -100 @ 13.1789293289185"
## [1] "2011-12-29 00:00:00 AAPL 100 @ 14.4685707092285"
## [1] "2012-05-16 00:00:00 AAPL -100 @ 19.502857208252"
## [1] "2012-06-26 00:00:00 AAPL 100 @ 20.4296436309814"
## [1] "2012-10-18 00:00:00 AAPL -100 @ 22.5942859649658"
## [1] "2013-05-15 00:00:00 AAPL 100 @ 15.3160705566406"
## [1] "2013-06-21 00:00:00 AAPL -100 @ 14.7678565979004"
## [1] "2013-07-31 00:00:00 AAPL 100 @ 16.1617851257324"
## [1] "2007-03-26 00:00:00 AAPL 100 @ 3.42321395874023"
## [1] "2008-01-23 00:00:00 AAPL -100 @ 4.96678590774536"
## [1] "2008-04-08 00:00:00 AAPL 100 @ 5.45857095718384"
## [1] "2008-07-09 00:00:00 AAPL -100 @ 6.2232141494751"
## [1] "2008-08-27 00:00:00 AAPL 100 @ 6.23821401596069"
## [1] "2008-09-10 00:00:00 AAPL -100 @ 5.41464281082153"
## [1] "2009-02-12 00:00:00 AAPL 100 @ 3.54535698890686"
## [1] "2009-03-09 00:00:00 AAPL -100 @ 2.96821403503418"
## [1] "2009-03-20 00:00:00 AAPL 100 @ 3.62821388244629"
## [1] "2010-02-10 00:00:00 AAPL -100 @ 6.96857118606567"
## [1] "2010-03-08 00:00:00 AAPL 100 @ 7.82428598403931"
## [1] "2010-07-23 00:00:00 AAPL -100 @ 9.28357124328613"
## [1] "2010-07-29 00:00:00 AAPL 100 @ 9.21821403503418"
## [1] "2010-08-19 00:00:00 AAPL -100 @ 8.92428588867188"
## [1] "2010-09-17 00:00:00 AAPL 100 @ 9.83464336395264"
## [1] "2011-04-07 00:00:00 AAPL -100 @ 12.0742864608765"
## [1] "2011-05-09 00:00:00 AAPL 100 @ 12.41428565979"
## [1] "2011-05-24 00:00:00 AAPL -100 @ 11.8639287948608"
## [1] "2011-07-13 00:00:00 AAPL 100 @ 12.7864294052124"
## [1] "2011-11-22 00:00:00 AAPL -100 @ 13.4467859268188"
## [1] "2011-12-30 00:00:00 AAPL 100 @ 14.4642858505249"
## [1] "2012-05-18 00:00:00 AAPL -100 @ 18.9421424865723"
## [1] "2012-06-27 00:00:00 AAPL 100 @ 20.5178565979004"
## [1] "2012-10-22 00:00:00 AAPL -100 @ 22.643928527832"
## [1] "2013-05-16 00:00:00 AAPL 100 @ 15.5207138061523"
## [1] "2013-06-24 00:00:00 AAPL -100 @ 14.376428604126"
## [1] "2013-08-01 00:00:00 AAPL 100 @ 16.3099994659424"
## [1] "2007-03-23 00:00:00 AAPL 100 @ 3.33999991416931"
## [1] "2008-01-23 00:00:00 AAPL -100 @ 4.96678590774536"
## [1] "2008-04-07 00:00:00 AAPL 100 @ 5.56750011444092"
## [1] "2008-07-08 00:00:00 AAPL -100 @ 6.41249990463257"
## [1] "2008-08-27 00:00:00 AAPL 100 @ 6.23821401596069"
## [1] "2008-09-10 00:00:00 AAPL -100 @ 5.41464281082153"
## [1] "2009-02-12 00:00:00 AAPL 100 @ 3.54535698890686"
## [1] "2009-03-09 00:00:00 AAPL -100 @ 2.96821403503418"
## [1] "2009-03-20 00:00:00 AAPL 100 @ 3.62821388244629"
## [1] "2010-02-09 00:00:00 AAPL -100 @ 7.00678586959839"
## [1] "2010-03-08 00:00:00 AAPL 100 @ 7.82428598403931"
## [1] "2010-07-23 00:00:00 AAPL -100 @ 9.28357124328613"
## [1] "2010-07-30 00:00:00 AAPL 100 @ 9.1875"
## [1] "2010-08-19 00:00:00 AAPL -100 @ 8.92428588867188"
## [1] "2010-09-17 00:00:00 AAPL 100 @ 9.83464336395264"
## [1] "2011-04-07 00:00:00 AAPL -100 @ 12.0742864608765"
## [1] "2011-05-09 00:00:00 AAPL 100 @ 12.41428565979"
## [1] "2011-05-24 00:00:00 AAPL -100 @ 11.8639287948608"
## [1] "2011-07-13 00:00:00 AAPL 100 @ 12.7864294052124"
## [1] "2011-11-22 00:00:00 AAPL -100 @ 13.4467859268188"
## [1] "2011-12-30 00:00:00 AAPL 100 @ 14.4642858505249"
## [1] "2012-05-18 00:00:00 AAPL -100 @ 18.9421424865723"
## [1] "2012-06-27 00:00:00 AAPL 100 @ 20.5178565979004"
## [1] "2012-10-19 00:00:00 AAPL -100 @ 21.7800006866455"
## [1] "2013-05-16 00:00:00 AAPL 100 @ 15.5207138061523"
## [1] "2013-06-24 00:00:00 AAPL -100 @ 14.376428604126"
## [1] "2013-08-01 00:00:00 AAPL 100 @ 16.3099994659424"
## [1] "2007-03-26 00:00:00 AAPL 100 @ 3.42321395874023"
## [1] "2008-01-23 00:00:00 AAPL -100 @ 4.96678590774536"
## [1] "2008-04-08 00:00:00 AAPL 100 @ 5.45857095718384"
## [1] "2008-07-09 00:00:00 AAPL -100 @ 6.2232141494751"
## [1] "2008-08-27 00:00:00 AAPL 100 @ 6.23821401596069"
## [1] "2008-09-10 00:00:00 AAPL -100 @ 5.41464281082153"
## [1] "2009-02-12 00:00:00 AAPL 100 @ 3.54535698890686"
## [1] "2009-03-09 00:00:00 AAPL -100 @ 2.96821403503418"
## [1] "2009-03-20 00:00:00 AAPL 100 @ 3.62821388244629"
## [1] "2010-02-10 00:00:00 AAPL -100 @ 6.96857118606567"
## [1] "2010-03-08 00:00:00 AAPL 100 @ 7.82428598403931"
## [1] "2010-07-23 00:00:00 AAPL -100 @ 9.28357124328613"
## [1] "2010-07-29 00:00:00 AAPL 100 @ 9.21821403503418"
## [1] "2010-08-19 00:00:00 AAPL -100 @ 8.92428588867188"
## [1] "2010-09-17 00:00:00 AAPL 100 @ 9.83464336395264"
## [1] "2011-04-07 00:00:00 AAPL -100 @ 12.0742864608765"
## [1] "2011-05-09 00:00:00 AAPL 100 @ 12.41428565979"
## [1] "2011-05-24 00:00:00 AAPL -100 @ 11.8639287948608"
## [1] "2011-07-13 00:00:00 AAPL 100 @ 12.7864294052124"
## [1] "2011-11-22 00:00:00 AAPL -100 @ 13.4467859268188"
## [1] "2011-12-30 00:00:00 AAPL 100 @ 14.4642858505249"
## [1] "2012-05-18 00:00:00 AAPL -100 @ 18.9421424865723"
## [1] "2012-06-27 00:00:00 AAPL 100 @ 20.5178565979004"
## [1] "2012-10-22 00:00:00 AAPL -100 @ 22.643928527832"
## [1] "2013-05-16 00:00:00 AAPL 100 @ 15.5207138061523"
## [1] "2013-06-24 00:00:00 AAPL -100 @ 14.376428604126"
## [1] "2013-08-01 00:00:00 AAPL 100 @ 16.3099994659424"
## [1] "2007-03-19 00:00:00 AAPL 100 @ 3.25464296340942"
## [1] "2007-08-20 00:00:00 AAPL -100 @ 4.36499977111816"
## [1] "2007-09-06 00:00:00 AAPL 100 @ 4.82178592681885"
## [1] "2008-01-17 00:00:00 AAPL -100 @ 5.74607086181641"
## [1] "2008-04-01 00:00:00 AAPL 100 @ 5.34035682678223"
## [1] "2008-06-30 00:00:00 AAPL -100 @ 5.98000001907349"
## [1] "2008-08-21 00:00:00 AAPL 100 @ 6.22464323043823"
## [1] "2008-09-10 00:00:00 AAPL -100 @ 5.41464281082153"
## [1] "2009-02-09 00:00:00 AAPL 100 @ 3.66107106208801"
## [1] "2009-03-06 00:00:00 AAPL -100 @ 3.0464289188385"
## [1] "2009-03-19 00:00:00 AAPL 100 @ 3.62928605079651"
## [1] "2009-12-18 00:00:00 AAPL -100 @ 6.97964286804199"
## [1] "2009-12-29 00:00:00 AAPL 100 @ 7.46785688400269"
## [1] "2010-02-04 00:00:00 AAPL -100 @ 6.85892915725708"
## [1] "2010-03-05 00:00:00 AAPL 100 @ 7.81964302062988"
## [1] "2010-07-19 00:00:00 AAPL -100 @ 8.77071380615234"
## [1] "2010-08-03 00:00:00 AAPL 100 @ 9.35464286804199"
## [1] "2010-08-18 00:00:00 AAPL -100 @ 9.0382137298584"
## [1] "2010-09-15 00:00:00 AAPL 100 @ 9.65071392059326"
## [1] "2011-03-23 00:00:00 AAPL -100 @ 12.1139287948608"
## [1] "2011-05-04 00:00:00 AAPL 100 @ 12.4846429824829"
## [1] "2011-05-23 00:00:00 AAPL -100 @ 11.9428567886353"
## [1] "2011-07-11 00:00:00 AAPL 100 @ 12.6428565979004"
## [1] "2011-11-17 00:00:00 AAPL -100 @ 13.478928565979"
## [1] "2011-12-28 00:00:00 AAPL 100 @ 14.3800001144409"
## [1] "2012-05-10 00:00:00 AAPL -100 @ 20.3757133483887"
## [1] "2012-06-21 00:00:00 AAPL 100 @ 20.6310710906982"
## [1] "2012-10-15 00:00:00 AAPL -100 @ 22.6700000762939"
## [1] "2013-05-10 00:00:00 AAPL 100 @ 16.1774997711182"
## [1] "2013-06-20 00:00:00 AAPL -100 @ 14.8871431350708"
## [1] "2013-07-30 00:00:00 AAPL 100 @ 16.1900005340576"
## [1] "2007-03-20 00:00:00 AAPL 100 @ 3.26714301109314"
## [1] "2007-08-21 00:00:00 AAPL -100 @ 4.55607080459595"
## [1] "2007-09-06 00:00:00 AAPL 100 @ 4.82178592681885"
## [1] "2008-01-17 00:00:00 AAPL -100 @ 5.74607086181641"
## [1] "2008-04-02 00:00:00 AAPL 100 @ 5.26749992370605"
## [1] "2008-06-30 00:00:00 AAPL -100 @ 5.98000001907349"
## [1] "2008-08-22 00:00:00 AAPL 100 @ 6.31392908096313"
## [1] "2008-09-10 00:00:00 AAPL -100 @ 5.41464281082153"
## [1] "2009-02-09 00:00:00 AAPL 100 @ 3.66107106208801"
## [1] "2009-03-06 00:00:00 AAPL -100 @ 3.0464289188385"
## [1] "2009-03-19 00:00:00 AAPL 100 @ 3.62928605079651"
## [1] "2009-12-18 00:00:00 AAPL -100 @ 6.97964286804199"
## [1] "2009-12-28 00:00:00 AAPL 100 @ 7.55749988555908"
## [1] "2010-02-05 00:00:00 AAPL -100 @ 6.98071384429932"
## [1] "2010-03-05 00:00:00 AAPL 100 @ 7.81964302062988"
## [1] "2010-07-19 00:00:00 AAPL -100 @ 8.77071380615234"
## [1] "2010-08-04 00:00:00 AAPL 100 @ 9.39214324951172"
## [1] "2010-08-18 00:00:00 AAPL -100 @ 9.0382137298584"
## [1] "2010-09-16 00:00:00 AAPL 100 @ 9.8774995803833"
## [1] "2011-03-24 00:00:00 AAPL -100 @ 12.3203573226929"
## [1] "2011-05-05 00:00:00 AAPL 100 @ 12.3839292526245"
## [1] "2011-05-23 00:00:00 AAPL -100 @ 11.9428567886353"
## [1] "2011-07-11 00:00:00 AAPL 100 @ 12.6428565979004"
## [1] "2011-11-18 00:00:00 AAPL -100 @ 13.3907136917114"
## [1] "2011-12-28 00:00:00 AAPL 100 @ 14.3800001144409"
## [1] "2012-05-11 00:00:00 AAPL -100 @ 20.2396430969238"
## [1] "2012-06-22 00:00:00 AAPL 100 @ 20.78928565979"
## [1] "2012-10-15 00:00:00 AAPL -100 @ 22.6700000762939"
## [1] "2013-05-13 00:00:00 AAPL 100 @ 16.2407131195068"
## [1] "2013-06-20 00:00:00 AAPL -100 @ 14.8871431350708"
## [1] "2013-07-30 00:00:00 AAPL 100 @ 16.1900005340576"
## [1] "2007-03-22 00:00:00 AAPL 100 @ 3.3557140827179"
## [1] "2007-08-24 00:00:00 AAPL -100 @ 4.83214282989502"
## [1] "2007-09-05 00:00:00 AAPL 100 @ 4.88428592681885"
## [1] "2008-01-22 00:00:00 AAPL -100 @ 5.55857086181641"
## [1] "2008-04-04 00:00:00 AAPL 100 @ 5.46714305877686"
## [1] "2008-07-07 00:00:00 AAPL -100 @ 6.25571393966675"
## [1] "2008-08-26 00:00:00 AAPL 100 @ 6.20142889022827"
## [1] "2008-09-10 00:00:00 AAPL -100 @ 5.41464281082153"
## [1] "2009-02-11 00:00:00 AAPL 100 @ 3.45785689353943"
## [1] "2009-03-09 00:00:00 AAPL -100 @ 2.96821403503418"
## [1] "2009-03-20 00:00:00 AAPL 100 @ 3.62821388244629"
## [1] "2010-02-09 00:00:00 AAPL -100 @ 7.00678586959839"
## [1] "2010-03-08 00:00:00 AAPL 100 @ 7.82428598403931"
## [1] "2010-07-21 00:00:00 AAPL -100 @ 9.07999992370605"
## [1] "2010-08-03 00:00:00 AAPL 100 @ 9.35464286804199"
## [1] "2010-08-19 00:00:00 AAPL -100 @ 8.92428588867188"
## [1] "2010-09-17 00:00:00 AAPL 100 @ 9.83464336395264"
## [1] "2011-03-29 00:00:00 AAPL -100 @ 12.5342855453491"
## [1] "2011-05-06 00:00:00 AAPL 100 @ 12.3807144165039"
## [1] "2011-05-24 00:00:00 AAPL -100 @ 11.8639287948608"
## [1] "2011-07-13 00:00:00 AAPL 100 @ 12.7864294052124"
## [1] "2011-11-21 00:00:00 AAPL -100 @ 13.1789293289185"
## [1] "2011-12-29 00:00:00 AAPL 100 @ 14.4685707092285"
## [1] "2012-05-16 00:00:00 AAPL -100 @ 19.502857208252"
## [1] "2012-06-26 00:00:00 AAPL 100 @ 20.4296436309814"
## [1] "2012-10-18 00:00:00 AAPL -100 @ 22.5942859649658"
## [1] "2013-05-15 00:00:00 AAPL 100 @ 15.3160705566406"
## [1] "2013-06-21 00:00:00 AAPL -100 @ 14.7678565979004"
## [1] "2013-07-31 00:00:00 AAPL 100 @ 16.1617851257324"
## [1] "2007-03-27 00:00:00 AAPL 100 @ 3.40928602218628"
## [1] "2008-01-23 00:00:00 AAPL -100 @ 4.96678590774536"
## [1] "2008-04-08 00:00:00 AAPL 100 @ 5.45857095718384"
## [1] "2008-07-11 00:00:00 AAPL -100 @ 6.16357088088989"
## [1] "2008-08-28 00:00:00 AAPL 100 @ 6.20499992370605"
## [1] "2008-09-09 00:00:00 AAPL -100 @ 5.41714286804199"
## [1] "2009-02-13 00:00:00 AAPL 100 @ 3.54142904281616"
## [1] "2009-03-09 00:00:00 AAPL -100 @ 2.96821403503418"
## [1] "2009-03-20 00:00:00 AAPL 100 @ 3.62821388244629"
## [1] "2010-02-10 00:00:00 AAPL -100 @ 6.96857118606567"
## [1] "2010-03-08 00:00:00 AAPL 100 @ 7.82428598403931"
## [1] "2010-08-20 00:00:00 AAPL -100 @ 8.91571426391602"
## [1] "2010-09-17 00:00:00 AAPL 100 @ 9.83464336395264"
## [1] "2011-04-08 00:00:00 AAPL -100 @ 11.9664287567139"
## [1] "2011-05-09 00:00:00 AAPL 100 @ 12.41428565979"
## [1] "2011-05-24 00:00:00 AAPL -100 @ 11.8639287948608"
## [1] "2011-07-14 00:00:00 AAPL 100 @ 12.7775001525879"
## [1] "2011-11-23 00:00:00 AAPL -100 @ 13.106785774231"
## [1] "2011-12-30 00:00:00 AAPL 100 @ 14.4642858505249"
## [1] "2012-05-21 00:00:00 AAPL -100 @ 20.0457134246826"
## [1] "2012-06-27 00:00:00 AAPL 100 @ 20.5178565979004"
## [1] "2012-10-22 00:00:00 AAPL -100 @ 22.643928527832"
## [1] "2013-05-17 00:00:00 AAPL 100 @ 15.4735708236694"
## [1] "2013-06-24 00:00:00 AAPL -100 @ 14.376428604126"
## [1] "2013-08-02 00:00:00 AAPL 100 @ 16.5192852020264"
## [1] "=== testing param.combo 14 on 2014-01-02/2014-05-30"
##    nFAST nSLOW
## 14     5     7
## [1] "2014-01-15 00:00:00 AAPL -100 @ 19.9057140350342"
## [1] "2014-01-27 00:00:00 AAPL 100 @ 19.6607131958008"
## [1] "2014-01-29 00:00:00 AAPL -100 @ 17.8839282989502"
## [1] "2014-03-25 00:00:00 AAPL 100 @ 19.4639282226562"
## [1] "2014-04-14 00:00:00 AAPL -100 @ 18.6314296722412"
## [1] "2014-04-28 00:00:00 AAPL 100 @ 21.2175006866455"
## [1] "2007-03-16 00:00:00 AAPL 100 @ 3.19964289665222"
## [1] "2007-08-17 00:00:00 AAPL -100 @ 4.35928583145142"
## [1] "2007-09-05 00:00:00 AAPL 100 @ 4.88428592681885"
## [1] "2008-01-16 00:00:00 AAPL -100 @ 5.70142889022827"
## [1] "2008-03-31 00:00:00 AAPL 100 @ 5.125"
## [1] "2008-06-26 00:00:00 AAPL -100 @ 6.00928592681885"
## [1] "2008-08-20 00:00:00 AAPL 100 @ 6.28000020980835"
## [1] "2008-09-09 00:00:00 AAPL -100 @ 5.41714286804199"
## [1] "2009-02-06 00:00:00 AAPL 100 @ 3.56142902374268"
## [1] "2009-03-04 00:00:00 AAPL -100 @ 3.25607109069824"
## [1] "2009-03-19 00:00:00 AAPL 100 @ 3.62928605079651"
## [1] "2009-12-15 00:00:00 AAPL -100 @ 6.93464279174805"
## [1] "2009-12-29 00:00:00 AAPL 100 @ 7.46785688400269"
## [1] "2010-02-03 00:00:00 AAPL -100 @ 7.11535692214966"
## [1] "2010-03-04 00:00:00 AAPL 100 @ 7.52535676956177"
## [1] "2010-07-16 00:00:00 AAPL -100 @ 8.92500019073486"
## [1] "2010-08-03 00:00:00 AAPL 100 @ 9.35464286804199"
## [1] "2010-08-17 00:00:00 AAPL -100 @ 8.99892902374268"
## [1] "2010-09-15 00:00:00 AAPL 100 @ 9.65071392059326"
## [1] "2011-03-22 00:00:00 AAPL -100 @ 12.1857137680054"
## [1] "2011-05-03 00:00:00 AAPL 100 @ 12.4357137680054"
## [1] "2011-05-23 00:00:00 AAPL -100 @ 11.9428567886353"
## [1] "2011-07-11 00:00:00 AAPL 100 @ 12.6428565979004"
## [1] "2011-11-16 00:00:00 AAPL -100 @ 13.7417860031128"
## [1] "2011-12-27 00:00:00 AAPL 100 @ 14.518928527832"
## [1] "2012-05-09 00:00:00 AAPL -100 @ 20.3278560638428"
## [1] "2012-06-20 00:00:00 AAPL 100 @ 20.9192867279053"
## [1] "2012-10-12 00:00:00 AAPL -100 @ 22.4896430969238"
## [1] "2013-05-09 00:00:00 AAPL 100 @ 16.3132133483887"
## [1] "2013-06-19 00:00:00 AAPL -100 @ 15.1071434020996"
## [1] "2013-07-26 00:00:00 AAPL 100 @ 15.7496433258057"
## [1] "2014-01-22 00:00:00 AAPL -100 @ 19.6967868804932"
## [1] "2014-01-24 00:00:00 AAPL 100 @ 19.5025005340576"
## [1] "2014-01-29 00:00:00 AAPL -100 @ 17.8839282989502"
## [1] "2014-03-26 00:00:00 AAPL 100 @ 19.2778568267822"
## [1] "2014-04-15 00:00:00 AAPL -100 @ 18.498571395874"
## [1] "2014-04-29 00:00:00 AAPL 100 @ 21.1546421051025"
## [1] "2007-03-26 00:00:00 AAPL 100 @ 3.42321395874023"
## [1] "2008-01-23 00:00:00 AAPL -100 @ 4.96678590774536"
## [1] "2008-04-08 00:00:00 AAPL 100 @ 5.45857095718384"
## [1] "2008-07-10 00:00:00 AAPL -100 @ 6.30821418762207"
## [1] "2008-08-28 00:00:00 AAPL 100 @ 6.20499992370605"
## [1] "2008-09-10 00:00:00 AAPL -100 @ 5.41464281082153"
## [1] "2009-02-12 00:00:00 AAPL 100 @ 3.54535698890686"
## [1] "2009-03-09 00:00:00 AAPL -100 @ 2.96821403503418"
## [1] "2009-03-20 00:00:00 AAPL 100 @ 3.62821388244629"
## [1] "2010-02-10 00:00:00 AAPL -100 @ 6.96857118606567"
## [1] "2010-03-08 00:00:00 AAPL 100 @ 7.82428598403931"
## [1] "2010-07-27 00:00:00 AAPL -100 @ 9.43142890930176"
## [1] "2010-07-28 00:00:00 AAPL 100 @ 9.31999969482422"
## [1] "2010-08-19 00:00:00 AAPL -100 @ 8.92428588867188"
## [1] "2010-09-17 00:00:00 AAPL 100 @ 9.83464336395264"
## [1] "2011-04-08 00:00:00 AAPL -100 @ 11.9664287567139"
## [1] "2011-05-09 00:00:00 AAPL 100 @ 12.41428565979"
## [1] "2011-05-24 00:00:00 AAPL -100 @ 11.8639287948608"
## [1] "2011-07-13 00:00:00 AAPL 100 @ 12.7864294052124"
## [1] "2011-11-22 00:00:00 AAPL -100 @ 13.4467859268188"
## [1] "2011-12-30 00:00:00 AAPL 100 @ 14.4642858505249"
## [1] "2012-05-21 00:00:00 AAPL -100 @ 20.0457134246826"
## [1] "2012-06-27 00:00:00 AAPL 100 @ 20.5178565979004"
## [1] "2012-10-22 00:00:00 AAPL -100 @ 22.643928527832"
## [1] "2013-05-17 00:00:00 AAPL 100 @ 15.4735708236694"
## [1] "2013-06-24 00:00:00 AAPL -100 @ 14.376428604126"
## [1] "2013-08-01 00:00:00 AAPL 100 @ 16.3099994659424"
## [1] "2014-02-03 00:00:00 AAPL -100 @ 17.9117851257324"
## [1] "2014-04-01 00:00:00 AAPL 100 @ 19.3446426391602"
## [1] "2014-04-16 00:00:00 AAPL -100 @ 18.5360717773438"
## [1] "2014-04-29 00:00:00 AAPL 100 @ 21.1546421051025"
## [1] "2007-03-15 00:00:00 AAPL 100 @ 3.19892907142639"
## [1] "2007-08-17 00:00:00 AAPL -100 @ 4.35928583145142"
## [1] "2007-09-05 00:00:00 AAPL 100 @ 4.88428592681885"
## [1] "2008-01-16 00:00:00 AAPL -100 @ 5.70142889022827"
## [1] "2008-03-28 00:00:00 AAPL 100 @ 5.10750007629395"
## [1] "2008-06-26 00:00:00 AAPL -100 @ 6.00928592681885"
## [1] "2008-08-19 00:00:00 AAPL 100 @ 6.19750022888184"
## [1] "2008-09-09 00:00:00 AAPL -100 @ 5.41714286804199"
## [1] "2009-02-06 00:00:00 AAPL 100 @ 3.56142902374268"
## [1] "2009-03-04 00:00:00 AAPL -100 @ 3.25607109069824"
## [1] "2009-03-19 00:00:00 AAPL 100 @ 3.62928605079651"
## [1] "2009-12-14 00:00:00 AAPL -100 @ 7.03499984741211"
## [1] "2009-12-29 00:00:00 AAPL 100 @ 7.46785688400269"
## [1] "2010-02-03 00:00:00 AAPL -100 @ 7.11535692214966"
## [1] "2010-03-04 00:00:00 AAPL 100 @ 7.52535676956177"
## [1] "2010-07-15 00:00:00 AAPL -100 @ 8.98035717010498"
## [1] "2010-08-03 00:00:00 AAPL 100 @ 9.35464286804199"
## [1] "2010-08-17 00:00:00 AAPL -100 @ 8.99892902374268"
## [1] "2010-09-14 00:00:00 AAPL 100 @ 9.57357120513916"
## [1] "2011-03-22 00:00:00 AAPL -100 @ 12.1857137680054"
## [1] "2011-05-02 00:00:00 AAPL 100 @ 12.3671426773071"
## [1] "2011-05-20 00:00:00 AAPL -100 @ 11.9721431732178"
## [1] "2011-07-08 00:00:00 AAPL 100 @ 12.8467855453491"
## [1] "2011-11-16 00:00:00 AAPL -100 @ 13.7417860031128"
## [1] "2011-12-27 00:00:00 AAPL 100 @ 14.518928527832"
## [1] "2012-05-08 00:00:00 AAPL -100 @ 20.292142868042"
## [1] "2012-06-20 00:00:00 AAPL 100 @ 20.9192867279053"
## [1] "2012-10-11 00:00:00 AAPL -100 @ 22.4321422576904"
## [1] "2013-05-09 00:00:00 AAPL 100 @ 16.3132133483887"
## [1] "2013-06-19 00:00:00 AAPL -100 @ 15.1071434020996"
## [1] "2013-07-26 00:00:00 AAPL 100 @ 15.7496433258057"
## [1] "2013-09-24 00:00:00 AAPL -100 @ 17.4678573608398"
## [1] "2013-09-30 00:00:00 AAPL 100 @ 17.0267868041992"
## [1] "2014-01-16 00:00:00 AAPL -100 @ 19.7946434020996"
## [1] "2014-01-27 00:00:00 AAPL 100 @ 19.6607131958008"
## [1] "2014-01-29 00:00:00 AAPL -100 @ 17.8839282989502"
## [1] "2014-03-25 00:00:00 AAPL 100 @ 19.4639282226562"
## [1] "2014-04-14 00:00:00 AAPL -100 @ 18.6314296722412"
## [1] "2014-04-29 00:00:00 AAPL 100 @ 21.1546421051025"
## [1] "2007-03-16 00:00:00 AAPL 100 @ 3.19964289665222"
## [1] "2007-08-20 00:00:00 AAPL -100 @ 4.36499977111816"
## [1] "2007-09-05 00:00:00 AAPL 100 @ 4.88428592681885"
## [1] "2008-01-17 00:00:00 AAPL -100 @ 5.74607086181641"
## [1] "2008-03-31 00:00:00 AAPL 100 @ 5.125"
## [1] "2008-06-27 00:00:00 AAPL -100 @ 6.0746431350708"
## [1] "2008-08-20 00:00:00 AAPL 100 @ 6.28000020980835"
## [1] "2008-09-10 00:00:00 AAPL -100 @ 5.41464281082153"
## [1] "2009-02-09 00:00:00 AAPL 100 @ 3.66107106208801"
## [1] "2009-03-05 00:00:00 AAPL -100 @ 3.17285704612732"
## [1] "2009-03-19 00:00:00 AAPL 100 @ 3.62928605079651"
## [1] "2009-12-16 00:00:00 AAPL -100 @ 6.96535682678223"
## [1] "2009-12-29 00:00:00 AAPL 100 @ 7.46785688400269"
## [1] "2010-02-04 00:00:00 AAPL -100 @ 6.85892915725708"
## [1] "2010-03-04 00:00:00 AAPL 100 @ 7.52535676956177"
## [1] "2010-07-16 00:00:00 AAPL -100 @ 8.92500019073486"
## [1] "2010-08-03 00:00:00 AAPL 100 @ 9.35464286804199"
## [1] "2010-08-18 00:00:00 AAPL -100 @ 9.0382137298584"
## [1] "2010-09-15 00:00:00 AAPL 100 @ 9.65071392059326"
## [1] "2011-03-22 00:00:00 AAPL -100 @ 12.1857137680054"
## [1] "2011-05-03 00:00:00 AAPL 100 @ 12.4357137680054"
## [1] "2011-05-23 00:00:00 AAPL -100 @ 11.9428567886353"
## [1] "2011-07-11 00:00:00 AAPL 100 @ 12.6428565979004"
## [1] "2011-11-17 00:00:00 AAPL -100 @ 13.478928565979"
## [1] "2011-12-27 00:00:00 AAPL 100 @ 14.518928527832"
## [1] "2012-05-09 00:00:00 AAPL -100 @ 20.3278560638428"
## [1] "2012-06-20 00:00:00 AAPL 100 @ 20.9192867279053"
## [1] "2012-10-12 00:00:00 AAPL -100 @ 22.4896430969238"
## [1] "2013-05-10 00:00:00 AAPL 100 @ 16.1774997711182"
## [1] "2013-06-19 00:00:00 AAPL -100 @ 15.1071434020996"
## [1] "2013-07-29 00:00:00 AAPL 100 @ 15.9925003051758"
## [1] "2014-01-29 00:00:00 AAPL -100 @ 17.8839282989502"
## [1] "2014-03-26 00:00:00 AAPL 100 @ 19.2778568267822"
## [1] "2014-04-15 00:00:00 AAPL -100 @ 18.498571395874"
## [1] "2014-04-29 00:00:00 AAPL 100 @ 21.1546421051025"
## [1] "2007-03-19 00:00:00 AAPL 100 @ 3.25464296340942"
## [1] "2007-08-20 00:00:00 AAPL -100 @ 4.36499977111816"
## [1] "2007-09-06 00:00:00 AAPL 100 @ 4.82178592681885"
## [1] "2008-01-17 00:00:00 AAPL -100 @ 5.74607086181641"
## [1] "2008-04-01 00:00:00 AAPL 100 @ 5.34035682678223"
## [1] "2008-06-30 00:00:00 AAPL -100 @ 5.98000001907349"
## [1] "2008-08-21 00:00:00 AAPL 100 @ 6.22464323043823"
## [1] "2008-09-10 00:00:00 AAPL -100 @ 5.41464281082153"
## [1] "2009-02-09 00:00:00 AAPL 100 @ 3.66107106208801"
## [1] "2009-03-06 00:00:00 AAPL -100 @ 3.0464289188385"
## [1] "2009-03-19 00:00:00 AAPL 100 @ 3.62928605079651"
## [1] "2009-12-18 00:00:00 AAPL -100 @ 6.97964286804199"
## [1] "2009-12-29 00:00:00 AAPL 100 @ 7.46785688400269"
## [1] "2010-02-04 00:00:00 AAPL -100 @ 6.85892915725708"
## [1] "2010-03-05 00:00:00 AAPL 100 @ 7.81964302062988"
## [1] "2010-07-19 00:00:00 AAPL -100 @ 8.77071380615234"
## [1] "2010-08-03 00:00:00 AAPL 100 @ 9.35464286804199"
## [1] "2010-08-18 00:00:00 AAPL -100 @ 9.0382137298584"
## [1] "2010-09-15 00:00:00 AAPL 100 @ 9.65071392059326"
## [1] "2011-03-23 00:00:00 AAPL -100 @ 12.1139287948608"
## [1] "2011-05-04 00:00:00 AAPL 100 @ 12.4846429824829"
## [1] "2011-05-23 00:00:00 AAPL -100 @ 11.9428567886353"
## [1] "2011-07-11 00:00:00 AAPL 100 @ 12.6428565979004"
## [1] "2011-11-17 00:00:00 AAPL -100 @ 13.478928565979"
## [1] "2011-12-28 00:00:00 AAPL 100 @ 14.3800001144409"
## [1] "2012-05-10 00:00:00 AAPL -100 @ 20.3757133483887"
## [1] "2012-06-21 00:00:00 AAPL 100 @ 20.6310710906982"
## [1] "2012-10-15 00:00:00 AAPL -100 @ 22.6700000762939"
## [1] "2013-05-10 00:00:00 AAPL 100 @ 16.1774997711182"
## [1] "2013-06-20 00:00:00 AAPL -100 @ 14.8871431350708"
## [1] "2013-07-30 00:00:00 AAPL 100 @ 16.1900005340576"
## [1] "2014-01-29 00:00:00 AAPL -100 @ 17.8839282989502"
## [1] "2014-03-26 00:00:00 AAPL 100 @ 19.2778568267822"
## [1] "2014-04-15 00:00:00 AAPL -100 @ 18.498571395874"
## [1] "2014-04-29 00:00:00 AAPL 100 @ 21.1546421051025"
## [1] "2007-03-22 00:00:00 AAPL 100 @ 3.3557140827179"
## [1] "2007-08-23 00:00:00 AAPL -100 @ 4.68107080459595"
## [1] "2007-09-05 00:00:00 AAPL 100 @ 4.88428592681885"
## [1] "2008-01-22 00:00:00 AAPL -100 @ 5.55857086181641"
## [1] "2008-04-04 00:00:00 AAPL 100 @ 5.46714305877686"
## [1] "2008-07-03 00:00:00 AAPL -100 @ 6.07571411132812"
## [1] "2008-08-26 00:00:00 AAPL 100 @ 6.20142889022827"
## [1] "2008-09-10 00:00:00 AAPL -100 @ 5.41464281082153"
## [1] "2009-02-11 00:00:00 AAPL 100 @ 3.45785689353943"
## [1] "2009-03-09 00:00:00 AAPL -100 @ 2.96821403503418"
## [1] "2009-03-20 00:00:00 AAPL 100 @ 3.62821388244629"
## [1] "2010-02-08 00:00:00 AAPL -100 @ 6.93285703659058"
## [1] "2010-03-08 00:00:00 AAPL 100 @ 7.82428598403931"
## [1] "2010-07-21 00:00:00 AAPL -100 @ 9.07999992370605"
## [1] "2010-08-03 00:00:00 AAPL 100 @ 9.35464286804199"
## [1] "2010-08-19 00:00:00 AAPL -100 @ 8.92428588867188"
## [1] "2010-09-16 00:00:00 AAPL 100 @ 9.8774995803833"
## [1] "2011-03-28 00:00:00 AAPL -100 @ 12.5157136917114"
## [1] "2011-05-06 00:00:00 AAPL 100 @ 12.3807144165039"
## [1] "2011-05-24 00:00:00 AAPL -100 @ 11.8639287948608"
## [1] "2011-07-12 00:00:00 AAPL 100 @ 12.6339292526245"
## [1] "2011-11-21 00:00:00 AAPL -100 @ 13.1789293289185"
## [1] "2011-12-29 00:00:00 AAPL 100 @ 14.4685707092285"
## [1] "2012-05-16 00:00:00 AAPL -100 @ 19.502857208252"
## [1] "2012-06-25 00:00:00 AAPL 100 @ 20.3846435546875"
## [1] "2012-10-17 00:00:00 AAPL -100 @ 23.021785736084"
## [1] "2013-05-14 00:00:00 AAPL 100 @ 15.8521432876587"
## [1] "2013-06-21 00:00:00 AAPL -100 @ 14.7678565979004"
## [1] "2013-07-31 00:00:00 AAPL 100 @ 16.1617851257324"
## [1] "2014-01-31 00:00:00 AAPL -100 @ 17.8785705566406"
## [1] "2014-03-28 00:00:00 AAPL 100 @ 19.1735706329346"
## [1] "2014-04-16 00:00:00 AAPL -100 @ 18.5360717773438"
## [1] "2014-04-29 00:00:00 AAPL 100 @ 21.1546421051025"
## [1] "2007-03-23 00:00:00 AAPL 100 @ 3.33999991416931"
## [1] "2008-01-23 00:00:00 AAPL -100 @ 4.96678590774536"
## [1] "2008-04-07 00:00:00 AAPL 100 @ 5.56750011444092"
## [1] "2008-07-08 00:00:00 AAPL -100 @ 6.41249990463257"
## [1] "2008-08-27 00:00:00 AAPL 100 @ 6.23821401596069"
## [1] "2008-09-10 00:00:00 AAPL -100 @ 5.41464281082153"
## [1] "2009-02-12 00:00:00 AAPL 100 @ 3.54535698890686"
## [1] "2009-03-09 00:00:00 AAPL -100 @ 2.96821403503418"
## [1] "2009-03-20 00:00:00 AAPL 100 @ 3.62821388244629"
## [1] "2010-02-09 00:00:00 AAPL -100 @ 7.00678586959839"
## [1] "2010-03-08 00:00:00 AAPL 100 @ 7.82428598403931"
## [1] "2010-07-23 00:00:00 AAPL -100 @ 9.28357124328613"
## [1] "2010-07-30 00:00:00 AAPL 100 @ 9.1875"
## [1] "2010-08-19 00:00:00 AAPL -100 @ 8.92428588867188"
## [1] "2010-09-17 00:00:00 AAPL 100 @ 9.83464336395264"
## [1] "2011-04-07 00:00:00 AAPL -100 @ 12.0742864608765"
## [1] "2011-05-09 00:00:00 AAPL 100 @ 12.41428565979"
## [1] "2011-05-24 00:00:00 AAPL -100 @ 11.8639287948608"
## [1] "2011-07-13 00:00:00 AAPL 100 @ 12.7864294052124"
## [1] "2011-11-22 00:00:00 AAPL -100 @ 13.4467859268188"
## [1] "2011-12-30 00:00:00 AAPL 100 @ 14.4642858505249"
## [1] "2012-05-18 00:00:00 AAPL -100 @ 18.9421424865723"
## [1] "2012-06-27 00:00:00 AAPL 100 @ 20.5178565979004"
## [1] "2012-10-19 00:00:00 AAPL -100 @ 21.7800006866455"
## [1] "2013-05-16 00:00:00 AAPL 100 @ 15.5207138061523"
## [1] "2013-06-24 00:00:00 AAPL -100 @ 14.376428604126"
## [1] "2013-08-01 00:00:00 AAPL 100 @ 16.3099994659424"
## [1] "2014-01-31 00:00:00 AAPL -100 @ 17.8785705566406"
## [1] "2014-03-31 00:00:00 AAPL 100 @ 19.1692867279053"
## [1] "2014-04-16 00:00:00 AAPL -100 @ 18.5360717773438"
## [1] "2014-04-29 00:00:00 AAPL 100 @ 21.1546421051025"
## [1] "2007-03-22 00:00:00 AAPL 100 @ 3.3557140827179"
## [1] "2007-08-24 00:00:00 AAPL -100 @ 4.83214282989502"
## [1] "2007-09-05 00:00:00 AAPL 100 @ 4.88428592681885"
## [1] "2008-01-22 00:00:00 AAPL -100 @ 5.55857086181641"
## [1] "2008-04-04 00:00:00 AAPL 100 @ 5.46714305877686"
## [1] "2008-07-07 00:00:00 AAPL -100 @ 6.25571393966675"
## [1] "2008-08-26 00:00:00 AAPL 100 @ 6.20142889022827"
## [1] "2008-09-10 00:00:00 AAPL -100 @ 5.41464281082153"
## [1] "2009-02-11 00:00:00 AAPL 100 @ 3.45785689353943"
## [1] "2009-03-09 00:00:00 AAPL -100 @ 2.96821403503418"
## [1] "2009-03-20 00:00:00 AAPL 100 @ 3.62821388244629"
## [1] "2010-02-09 00:00:00 AAPL -100 @ 7.00678586959839"
## [1] "2010-03-08 00:00:00 AAPL 100 @ 7.82428598403931"
## [1] "2010-07-21 00:00:00 AAPL -100 @ 9.07999992370605"
## [1] "2010-08-03 00:00:00 AAPL 100 @ 9.35464286804199"
## [1] "2010-08-19 00:00:00 AAPL -100 @ 8.92428588867188"
## [1] "2010-09-17 00:00:00 AAPL 100 @ 9.83464336395264"
## [1] "2011-03-29 00:00:00 AAPL -100 @ 12.5342855453491"
## [1] "2011-05-06 00:00:00 AAPL 100 @ 12.3807144165039"
## [1] "2011-05-24 00:00:00 AAPL -100 @ 11.8639287948608"
## [1] "2011-07-13 00:00:00 AAPL 100 @ 12.7864294052124"
## [1] "2011-11-21 00:00:00 AAPL -100 @ 13.1789293289185"
## [1] "2011-12-29 00:00:00 AAPL 100 @ 14.4685707092285"
## [1] "2012-05-16 00:00:00 AAPL -100 @ 19.502857208252"
## [1] "2012-06-26 00:00:00 AAPL 100 @ 20.4296436309814"
## [1] "2012-10-18 00:00:00 AAPL -100 @ 22.5942859649658"
## [1] "2013-05-15 00:00:00 AAPL 100 @ 15.3160705566406"
## [1] "2013-06-21 00:00:00 AAPL -100 @ 14.7678565979004"
## [1] "2013-07-31 00:00:00 AAPL 100 @ 16.1617851257324"
## [1] "2014-01-31 00:00:00 AAPL -100 @ 17.8785705566406"
## [1] "2014-03-28 00:00:00 AAPL 100 @ 19.1735706329346"
## [1] "2014-04-16 00:00:00 AAPL -100 @ 18.5360717773438"
## [1] "2014-04-29 00:00:00 AAPL 100 @ 21.1546421051025"
## [1] "2007-03-23 00:00:00 AAPL 100 @ 3.33999991416931"
## [1] "2007-08-27 00:00:00 AAPL -100 @ 4.7232141494751"
## [1] "2007-09-05 00:00:00 AAPL 100 @ 4.88428592681885"
## [1] "2008-01-22 00:00:00 AAPL -100 @ 5.55857086181641"
## [1] "2008-04-07 00:00:00 AAPL 100 @ 5.56750011444092"
## [1] "2008-07-07 00:00:00 AAPL -100 @ 6.25571393966675"
## [1] "2008-08-26 00:00:00 AAPL 100 @ 6.20142889022827"
## [1] "2008-09-10 00:00:00 AAPL -100 @ 5.41464281082153"
## [1] "2009-02-11 00:00:00 AAPL 100 @ 3.45785689353943"
## [1] "2009-03-09 00:00:00 AAPL -100 @ 2.96821403503418"
## [1] "2009-03-20 00:00:00 AAPL 100 @ 3.62821388244629"
## [1] "2010-02-09 00:00:00 AAPL -100 @ 7.00678586959839"
## [1] "2010-03-08 00:00:00 AAPL 100 @ 7.82428598403931"
## [1] "2010-07-22 00:00:00 AAPL -100 @ 9.25071430206299"
## [1] "2010-08-03 00:00:00 AAPL 100 @ 9.35464286804199"
## [1] "2010-08-19 00:00:00 AAPL -100 @ 8.92428588867188"
## [1] "2010-09-17 00:00:00 AAPL 100 @ 9.83464336395264"
## [1] "2011-04-05 00:00:00 AAPL -100 @ 12.103214263916"
## [1] "2011-05-06 00:00:00 AAPL 100 @ 12.3807144165039"
## [1] "2011-05-24 00:00:00 AAPL -100 @ 11.8639287948608"
## [1] "2011-07-13 00:00:00 AAPL 100 @ 12.7864294052124"
## [1] "2011-11-22 00:00:00 AAPL -100 @ 13.4467859268188"
## [1] "2011-12-29 00:00:00 AAPL 100 @ 14.4685707092285"
## [1] "2012-05-17 00:00:00 AAPL -100 @ 18.9328575134277"
## [1] "2012-06-26 00:00:00 AAPL 100 @ 20.4296436309814"
## [1] "2012-10-18 00:00:00 AAPL -100 @ 22.5942859649658"
## [1] "2013-05-15 00:00:00 AAPL 100 @ 15.3160705566406"
## [1] "2013-06-21 00:00:00 AAPL -100 @ 14.7678565979004"
## [1] "2013-08-01 00:00:00 AAPL 100 @ 16.3099994659424"
## [1] "2014-01-31 00:00:00 AAPL -100 @ 17.8785705566406"
## [1] "2014-03-28 00:00:00 AAPL 100 @ 19.1735706329346"
## [1] "2014-04-16 00:00:00 AAPL -100 @ 18.5360717773438"
## [1] "2014-04-29 00:00:00 AAPL 100 @ 21.1546421051025"
## [1] "2007-03-16 00:00:00 AAPL 100 @ 3.19964289665222"
## [1] "2007-08-20 00:00:00 AAPL -100 @ 4.36499977111816"
## [1] "2007-09-05 00:00:00 AAPL 100 @ 4.88428592681885"
## [1] "2008-01-17 00:00:00 AAPL -100 @ 5.74607086181641"
## [1] "2008-03-31 00:00:00 AAPL 100 @ 5.125"
## [1] "2008-06-27 00:00:00 AAPL -100 @ 6.0746431350708"
## [1] "2008-08-20 00:00:00 AAPL 100 @ 6.28000020980835"
## [1] "2008-09-10 00:00:00 AAPL -100 @ 5.41464281082153"
## [1] "2009-02-09 00:00:00 AAPL 100 @ 3.66107106208801"
## [1] "2009-03-05 00:00:00 AAPL -100 @ 3.17285704612732"
## [1] "2009-03-19 00:00:00 AAPL 100 @ 3.62928605079651"
## [1] "2009-12-16 00:00:00 AAPL -100 @ 6.96535682678223"
## [1] "2009-12-29 00:00:00 AAPL 100 @ 7.46785688400269"
## [1] "2010-02-04 00:00:00 AAPL -100 @ 6.85892915725708"
## [1] "2010-03-04 00:00:00 AAPL 100 @ 7.52535676956177"
## [1] "2010-07-16 00:00:00 AAPL -100 @ 8.92500019073486"
## [1] "2010-08-03 00:00:00 AAPL 100 @ 9.35464286804199"
## [1] "2010-08-18 00:00:00 AAPL -100 @ 9.0382137298584"
## [1] "2010-09-15 00:00:00 AAPL 100 @ 9.65071392059326"
## [1] "2011-03-22 00:00:00 AAPL -100 @ 12.1857137680054"
## [1] "2011-05-03 00:00:00 AAPL 100 @ 12.4357137680054"
## [1] "2011-05-23 00:00:00 AAPL -100 @ 11.9428567886353"
## [1] "2011-07-11 00:00:00 AAPL 100 @ 12.6428565979004"
## [1] "2011-11-17 00:00:00 AAPL -100 @ 13.478928565979"
## [1] "2011-12-27 00:00:00 AAPL 100 @ 14.518928527832"
## [1] "2012-05-09 00:00:00 AAPL -100 @ 20.3278560638428"
## [1] "2012-06-20 00:00:00 AAPL 100 @ 20.9192867279053"
## [1] "2012-10-12 00:00:00 AAPL -100 @ 22.4896430969238"
## [1] "2013-05-10 00:00:00 AAPL 100 @ 16.1774997711182"
## [1] "2013-06-19 00:00:00 AAPL -100 @ 15.1071434020996"
## [1] "2013-07-29 00:00:00 AAPL 100 @ 15.9925003051758"
## [1] "2014-01-29 00:00:00 AAPL -100 @ 17.8839282989502"
## [1] "2014-03-26 00:00:00 AAPL 100 @ 19.2778568267822"
## [1] "2014-04-15 00:00:00 AAPL -100 @ 18.498571395874"
## [1] "2014-04-29 00:00:00 AAPL 100 @ 21.1546421051025"
## [1] "2007-03-27 00:00:00 AAPL 100 @ 3.40928602218628"
## [1] "2008-01-23 00:00:00 AAPL -100 @ 4.96678590774536"
## [1] "2008-04-08 00:00:00 AAPL 100 @ 5.45857095718384"
## [1] "2008-07-11 00:00:00 AAPL -100 @ 6.16357088088989"
## [1] "2008-08-28 00:00:00 AAPL 100 @ 6.20499992370605"
## [1] "2008-09-09 00:00:00 AAPL -100 @ 5.41714286804199"
## [1] "2009-02-13 00:00:00 AAPL 100 @ 3.54142904281616"
## [1] "2009-03-09 00:00:00 AAPL -100 @ 2.96821403503418"
## [1] "2009-03-20 00:00:00 AAPL 100 @ 3.62821388244629"
## [1] "2010-02-10 00:00:00 AAPL -100 @ 6.96857118606567"
## [1] "2010-03-08 00:00:00 AAPL 100 @ 7.82428598403931"
## [1] "2010-08-20 00:00:00 AAPL -100 @ 8.91571426391602"
## [1] "2010-09-17 00:00:00 AAPL 100 @ 9.83464336395264"
## [1] "2011-04-08 00:00:00 AAPL -100 @ 11.9664287567139"
## [1] "2011-05-09 00:00:00 AAPL 100 @ 12.41428565979"
## [1] "2011-05-24 00:00:00 AAPL -100 @ 11.8639287948608"
## [1] "2011-07-14 00:00:00 AAPL 100 @ 12.7775001525879"
## [1] "2011-11-23 00:00:00 AAPL -100 @ 13.106785774231"
## [1] "2011-12-30 00:00:00 AAPL 100 @ 14.4642858505249"
## [1] "2012-05-21 00:00:00 AAPL -100 @ 20.0457134246826"
## [1] "2012-06-27 00:00:00 AAPL 100 @ 20.5178565979004"
## [1] "2012-10-22 00:00:00 AAPL -100 @ 22.643928527832"
## [1] "2013-05-17 00:00:00 AAPL 100 @ 15.4735708236694"
## [1] "2013-06-24 00:00:00 AAPL -100 @ 14.376428604126"
## [1] "2013-08-02 00:00:00 AAPL 100 @ 16.5192852020264"
## [1] "2014-02-03 00:00:00 AAPL -100 @ 17.9117851257324"
## [1] "2014-04-01 00:00:00 AAPL 100 @ 19.3446426391602"
## [1] "2014-04-16 00:00:00 AAPL -100 @ 18.5360717773438"
## [1] "2014-04-29 00:00:00 AAPL 100 @ 21.1546421051025"
## [1] "2007-03-16 00:00:00 AAPL 100 @ 3.19964289665222"
## [1] "2007-08-17 00:00:00 AAPL -100 @ 4.35928583145142"
## [1] "2007-09-05 00:00:00 AAPL 100 @ 4.88428592681885"
## [1] "2008-01-16 00:00:00 AAPL -100 @ 5.70142889022827"
## [1] "2008-03-31 00:00:00 AAPL 100 @ 5.125"
## [1] "2008-06-26 00:00:00 AAPL -100 @ 6.00928592681885"
## [1] "2008-08-20 00:00:00 AAPL 100 @ 6.28000020980835"
## [1] "2008-09-09 00:00:00 AAPL -100 @ 5.41714286804199"
## [1] "2009-02-06 00:00:00 AAPL 100 @ 3.56142902374268"
## [1] "2009-03-04 00:00:00 AAPL -100 @ 3.25607109069824"
## [1] "2009-03-19 00:00:00 AAPL 100 @ 3.62928605079651"
## [1] "2009-12-15 00:00:00 AAPL -100 @ 6.93464279174805"
## [1] "2009-12-29 00:00:00 AAPL 100 @ 7.46785688400269"
## [1] "2010-02-03 00:00:00 AAPL -100 @ 7.11535692214966"
## [1] "2010-03-04 00:00:00 AAPL 100 @ 7.52535676956177"
## [1] "2010-07-16 00:00:00 AAPL -100 @ 8.92500019073486"
## [1] "2010-08-03 00:00:00 AAPL 100 @ 9.35464286804199"
## [1] "2010-08-17 00:00:00 AAPL -100 @ 8.99892902374268"
## [1] "2010-09-15 00:00:00 AAPL 100 @ 9.65071392059326"
## [1] "2011-03-22 00:00:00 AAPL -100 @ 12.1857137680054"
## [1] "2011-05-03 00:00:00 AAPL 100 @ 12.4357137680054"
## [1] "2011-05-23 00:00:00 AAPL -100 @ 11.9428567886353"
## [1] "2011-07-11 00:00:00 AAPL 100 @ 12.6428565979004"
## [1] "2011-11-16 00:00:00 AAPL -100 @ 13.7417860031128"
## [1] "2011-12-27 00:00:00 AAPL 100 @ 14.518928527832"
## [1] "2012-05-09 00:00:00 AAPL -100 @ 20.3278560638428"
## [1] "2012-06-20 00:00:00 AAPL 100 @ 20.9192867279053"
## [1] "2012-10-12 00:00:00 AAPL -100 @ 22.4896430969238"
## [1] "2013-05-09 00:00:00 AAPL 100 @ 16.3132133483887"
## [1] "2013-06-19 00:00:00 AAPL -100 @ 15.1071434020996"
## [1] "2013-07-26 00:00:00 AAPL 100 @ 15.7496433258057"
## [1] "2014-01-22 00:00:00 AAPL -100 @ 19.6967868804932"
## [1] "2014-01-24 00:00:00 AAPL 100 @ 19.5025005340576"
## [1] "2014-01-29 00:00:00 AAPL -100 @ 17.8839282989502"
## [1] "2014-03-26 00:00:00 AAPL 100 @ 19.2778568267822"
## [1] "2014-04-15 00:00:00 AAPL -100 @ 18.498571395874"
## [1] "2014-04-29 00:00:00 AAPL 100 @ 21.1546421051025"
## [1] "2007-03-19 00:00:00 AAPL 100 @ 3.25464296340942"
## [1] "2007-08-20 00:00:00 AAPL -100 @ 4.36499977111816"
## [1] "2007-09-06 00:00:00 AAPL 100 @ 4.82178592681885"
## [1] "2008-01-17 00:00:00 AAPL -100 @ 5.74607086181641"
## [1] "2008-04-01 00:00:00 AAPL 100 @ 5.34035682678223"
## [1] "2008-06-30 00:00:00 AAPL -100 @ 5.98000001907349"
## [1] "2008-08-21 00:00:00 AAPL 100 @ 6.22464323043823"
## [1] "2008-09-10 00:00:00 AAPL -100 @ 5.41464281082153"
## [1] "2009-02-09 00:00:00 AAPL 100 @ 3.66107106208801"
## [1] "2009-03-06 00:00:00 AAPL -100 @ 3.0464289188385"
## [1] "2009-03-19 00:00:00 AAPL 100 @ 3.62928605079651"
## [1] "2009-12-18 00:00:00 AAPL -100 @ 6.97964286804199"
## [1] "2009-12-29 00:00:00 AAPL 100 @ 7.46785688400269"
## [1] "2010-02-04 00:00:00 AAPL -100 @ 6.85892915725708"
## [1] "2010-03-05 00:00:00 AAPL 100 @ 7.81964302062988"
## [1] "2010-07-19 00:00:00 AAPL -100 @ 8.77071380615234"
## [1] "2010-08-03 00:00:00 AAPL 100 @ 9.35464286804199"
## [1] "2010-08-18 00:00:00 AAPL -100 @ 9.0382137298584"
## [1] "2010-09-15 00:00:00 AAPL 100 @ 9.65071392059326"
## [1] "2011-03-23 00:00:00 AAPL -100 @ 12.1139287948608"
## [1] "2011-05-04 00:00:00 AAPL 100 @ 12.4846429824829"
## [1] "2011-05-23 00:00:00 AAPL -100 @ 11.9428567886353"
## [1] "2011-07-11 00:00:00 AAPL 100 @ 12.6428565979004"
## [1] "2011-11-17 00:00:00 AAPL -100 @ 13.478928565979"
## [1] "2011-12-28 00:00:00 AAPL 100 @ 14.3800001144409"
## [1] "2012-05-10 00:00:00 AAPL -100 @ 20.3757133483887"
## [1] "2012-06-21 00:00:00 AAPL 100 @ 20.6310710906982"
## [1] "2012-10-15 00:00:00 AAPL -100 @ 22.6700000762939"
## [1] "2013-05-10 00:00:00 AAPL 100 @ 16.1774997711182"
## [1] "2013-06-20 00:00:00 AAPL -100 @ 14.8871431350708"
## [1] "2013-07-30 00:00:00 AAPL 100 @ 16.1900005340576"
## [1] "2014-01-29 00:00:00 AAPL -100 @ 17.8839282989502"
## [1] "2014-03-26 00:00:00 AAPL 100 @ 19.2778568267822"
## [1] "2014-04-15 00:00:00 AAPL -100 @ 18.498571395874"
## [1] "2014-04-29 00:00:00 AAPL 100 @ 21.1546421051025"
## [1] "2007-03-21 00:00:00 AAPL 100 @ 3.35249996185303"
## [1] "2007-08-22 00:00:00 AAPL -100 @ 4.73250007629395"
## [1] "2007-09-06 00:00:00 AAPL 100 @ 4.82178592681885"
## [1] "2008-01-18 00:00:00 AAPL -100 @ 5.76285696029663"
## [1] "2008-04-03 00:00:00 AAPL 100 @ 5.41464281082153"
## [1] "2008-07-02 00:00:00 AAPL -100 @ 6.00642919540405"
## [1] "2008-08-25 00:00:00 AAPL 100 @ 6.16249990463257"
## [1] "2008-09-10 00:00:00 AAPL -100 @ 5.41464281082153"
## [1] "2009-02-10 00:00:00 AAPL 100 @ 3.49392890930176"
## [1] "2009-03-09 00:00:00 AAPL -100 @ 2.96821403503418"
## [1] "2009-03-19 00:00:00 AAPL 100 @ 3.62928605079651"
## [1] "2010-02-08 00:00:00 AAPL -100 @ 6.93285703659058"
## [1] "2010-03-08 00:00:00 AAPL 100 @ 7.82428598403931"
## [1] "2010-07-20 00:00:00 AAPL -100 @ 8.99607086181641"
## [1] "2010-08-04 00:00:00 AAPL 100 @ 9.39214324951172"
## [1] "2010-08-18 00:00:00 AAPL -100 @ 9.0382137298584"
## [1] "2010-09-16 00:00:00 AAPL 100 @ 9.8774995803833"
## [1] "2011-03-25 00:00:00 AAPL -100 @ 12.5550003051758"
## [1] "2011-05-05 00:00:00 AAPL 100 @ 12.3839292526245"
## [1] "2011-05-24 00:00:00 AAPL -100 @ 11.8639287948608"
## [1] "2011-07-12 00:00:00 AAPL 100 @ 12.6339292526245"
## [1] "2011-11-21 00:00:00 AAPL -100 @ 13.1789293289185"
## [1] "2011-12-28 00:00:00 AAPL 100 @ 14.3800001144409"
## [1] "2012-05-15 00:00:00 AAPL -100 @ 19.7560710906982"
## [1] "2012-06-25 00:00:00 AAPL 100 @ 20.3846435546875"
## [1] "2012-10-17 00:00:00 AAPL -100 @ 23.021785736084"
## [1] "2013-05-14 00:00:00 AAPL 100 @ 15.8521432876587"
## [1] "2013-06-21 00:00:00 AAPL -100 @ 14.7678565979004"
## [1] "2013-07-31 00:00:00 AAPL 100 @ 16.1617851257324"
## [1] "2014-01-30 00:00:00 AAPL -100 @ 17.8492851257324"
## [1] "2014-03-27 00:00:00 AAPL 100 @ 19.1949996948242"
## [1] "2014-04-16 00:00:00 AAPL -100 @ 18.5360717773438"
## [1] "2014-04-29 00:00:00 AAPL 100 @ 21.1546421051025"
## [1] "2007-03-21 00:00:00 AAPL 100 @ 3.35249996185303"
## [1] "2007-08-22 00:00:00 AAPL -100 @ 4.73250007629395"
## [1] "2007-09-06 00:00:00 AAPL 100 @ 4.82178592681885"
## [1] "2008-01-18 00:00:00 AAPL -100 @ 5.76285696029663"
## [1] "2008-04-03 00:00:00 AAPL 100 @ 5.41464281082153"
## [1] "2008-07-02 00:00:00 AAPL -100 @ 6.00642919540405"
## [1] "2008-08-25 00:00:00 AAPL 100 @ 6.16249990463257"
## [1] "2008-09-10 00:00:00 AAPL -100 @ 5.41464281082153"
## [1] "2009-02-10 00:00:00 AAPL 100 @ 3.49392890930176"
## [1] "2009-03-09 00:00:00 AAPL -100 @ 2.96821403503418"
## [1] "2009-03-19 00:00:00 AAPL 100 @ 3.62928605079651"
## [1] "2010-02-08 00:00:00 AAPL -100 @ 6.93285703659058"
## [1] "2010-03-08 00:00:00 AAPL 100 @ 7.82428598403931"
## [1] "2010-07-20 00:00:00 AAPL -100 @ 8.99607086181641"
## [1] "2010-08-04 00:00:00 AAPL 100 @ 9.39214324951172"
## [1] "2010-08-18 00:00:00 AAPL -100 @ 9.0382137298584"
## [1] "2010-09-16 00:00:00 AAPL 100 @ 9.8774995803833"
## [1] "2011-03-25 00:00:00 AAPL -100 @ 12.5550003051758"
## [1] "2011-05-05 00:00:00 AAPL 100 @ 12.3839292526245"
## [1] "2011-05-24 00:00:00 AAPL -100 @ 11.8639287948608"
## [1] "2011-07-12 00:00:00 AAPL 100 @ 12.6339292526245"
## [1] "2011-11-21 00:00:00 AAPL -100 @ 13.1789293289185"
## [1] "2011-12-28 00:00:00 AAPL 100 @ 14.3800001144409"
## [1] "2012-05-15 00:00:00 AAPL -100 @ 19.7560710906982"
## [1] "2012-06-25 00:00:00 AAPL 100 @ 20.3846435546875"
## [1] "2012-10-17 00:00:00 AAPL -100 @ 23.021785736084"
## [1] "2013-05-14 00:00:00 AAPL 100 @ 15.8521432876587"
## [1] "2013-06-21 00:00:00 AAPL -100 @ 14.7678565979004"
## [1] "2013-07-31 00:00:00 AAPL 100 @ 16.1617851257324"
## [1] "2014-01-30 00:00:00 AAPL -100 @ 17.8492851257324"
## [1] "2014-03-27 00:00:00 AAPL 100 @ 19.1949996948242"
## [1] "2014-04-16 00:00:00 AAPL -100 @ 18.5360717773438"
## [1] "2014-04-29 00:00:00 AAPL 100 @ 21.1546421051025"

wf_end <- Sys.time()  # 记录结束时间

# 输出前进测试耗时和总迭代次数
cat("\n Running the walk forward search: \n ")

## 
##  Running the walk forward search: 
##

print(wf_end - wf_start)  # 打印总耗时

## Time difference of 45.06131 secs

cat(" Total trials:", .strategy$macd$trials, "\n")  # 打印总迭代次数

##  Total trials: 98

# 提取并打印交易统计结果
wfa.stats <- wfresults$tradeStats
print(wfa.stats)

##         Portfolio Symbol Num.Txns Num.Trades Net.Trading.PL Avg.Trade.PL
## AAPL test.wf.macd   AAPL       23         11       1235.214     99.65908
##      Med.Trade.PL Largest.Winner Largest.Loser Gross.Profits Gross.Losses
## AAPL     89.50005       577.3214     -177.6785        1540.5    -444.2499
##      Std.Dev.Trade.PL Std.Err.Trade.PL Percent.Positive Percent.Negative
## AAPL         226.9792          68.4368         54.54545         45.45455
##      Profit.Factor Avg.Win.Trade Med.Win.Trade Avg.Losing.Trade
## AAPL      3.467642        256.75      191.0535        -88.84998
##      Med.Losing.Trade Avg.Daily.PL Med.Daily.PL Std.Dev.Daily.PL
## AAPL        -83.24986     99.65908     89.50005         226.9792
##      Std.Err.Daily.PL Ann.Sharpe Max.Drawdown Profit.To.Max.Draw
## AAPL          68.4368   6.969973    -381.3216           3.239298
##      Avg.WinLoss.Ratio Med.WinLoss.Ratio Max.Equity Min.Equity End.Equity
## AAPL          2.889702          2.294941   1402.643          0   1235.214

# 可视化前进测试结果
chart.forward(wfresults)

策略核心思路的解析围绕前进测试的实现逻辑、MACD 指标的应用以及参数优化方法展开，共同构成了一套科学验证策略有效性的框架。

前进测试作为一种动态优化策略参数的方法，其核心逻辑在于将历史数据划分为连续的 “训练期” 和 “测试期”。其中，训练期在代码中设定为 36 个月，用于在该时间段内优化策略参数 —— 例如 MACD 的快速与慢速 EMA 周期，从而寻找表现最佳的参数组合；而测试期则为 12 个月，作用是使用训练期优化得到的参数在该时间段验证策略表现，确保这些参数在未见过的数据上依然有效。整个过程按 “月” 为单位滚动窗口，不断重复 “训练 - 测试” 的迭代，最终汇总所有测试期的结果以评估策略的稳健性。这种方法相比传统的一次性回测，能有效减少过拟合风险，因为参数需要在连续的未知数据中得到验证，更接近实盘交易中 “用历史经验指导未来” 的实际场景。

MACD 指标作为策略的核心判断依据，是一种结合趋势和动量的技术指标，其计算逻辑包含多个部分。快速 EMA 是短期指数移动平均线，在代码中周期范围为 1-10 日，用于反映近期价格趋势；慢速 EMA 则是长期指数移动平均线，周期范围为 5-25 日，代表中长期趋势；MACD 线由快速 EMA 与慢速 EMA 的差值计算得出，用于衡量两者的收敛与发散程度；信号线则是 MACD 线的 9 日 EMA，起到平滑波动并生成交易信号的作用。策略通常基于 MACD 线与信号线的交叉产生交易信号：当 MACD 线上穿信号线时，即 “金叉”，视为买入信号，暗示趋势可能由弱转强；当 MACD 线下穿信号线时，即 “死叉”，视为卖出信号，意味着趋势可能由强转弱。代码中通过 add.distribution 定义了快速与慢速 EMA 的参数范围，并添加了 “快速 EMA < 慢速 EMA” 的约束，这是因为 MACD 的核心在于捕捉短期与长期趋势的差异，若快速周期大于慢速周期，指标的逻辑基础将失效。

在参数优化与并行计算方面，为避免遍历所有参数组合 —— 例如代码中 10 种快速 EMA 周期与 21 种慢速 EMA 周期组合会产生 210 种可能，耗时较长 —— 代码通过 nsamples=15 设置每次迭代随机抽样 15 组参数，在保证效率的同时覆盖较优组合。若启用并行计算，如 doParallel 等工具，可进一步缩短计算时间，尤其适用于参数范围较广的场景。

这段代码的核心价值在于演示了如何通过前进测试验证 MACD 策略的稳健性。它能够降低过拟合风险，通过滚动测试确保参数在不同市场周期中均有效，避免单一回测的偶然性；支持参数动态优化，允许策略参数随市场环境变化调整，比如不同时期的最佳 EMA 周期可能不同，从而增强策略的适应性；同时具备可视化与可解释性，通过 chart.forward 直观展示各阶段的策略表现，结合 tradeStats 分析胜率、盈亏比等关键指标，为策略改进提供依据。

对于量化交易者而言，这种方法提供了一套科学验证策略有效性的框架，不仅关注策略的历史表现，更强调其在未来未知数据中的可靠性，通过结合 MACD 指标对趋势和动量的捕捉能力，前进测试能帮助筛选出真正具备实战价值的参数组合，为实盘交易提供更可靠的决策依据。

MACD 策略的前进测试（Walk Forward）实现与解析

代码实现与注释