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vix.js

vix.js 5.1 KB
History Raw

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  1. var vix = [
    2. 

  2.     {date: '01-Jun-2009', open: 28.7, high: 30.05, low: 28.45, close: 30.04, signal: 'short', ret: -4.89396411092985},
    3. 

  3.     {date: '02-Jun-2009', open: 30.04, high: 30.13, low: 28.3, close: 29.63, signal: 'short', ret: -0.322580645161295},
    4. 

  4.     {date: '03-Jun-2009', open: 29.62, high: 31.79, low: 29.62, close: 31.02, signal: 'short', ret: 3.68663594470045},
    5. 

  5.     {date: '04-Jun-2009', open: 31.02, high: 31.02, low: 29.92, close: 30.18, signal: 'short', ret: 4.51010886469673},
    6. 

  6.     {date: '05-Jun-2009', open: 29.39, high: 30.81, low: 28.85, close: 29.62, signal: 'short', ret: 6.08424336973478},
    7. 

  7.     {date: '08-Jun-2009', open: 30.84, high: 31.82, low: 26.41, close: 29.77, signal: 'short', ret: 1.2539184952978},
    8. 

  8.     {date: '09-Jun-2009', open: 29.77, high: 29.77, low: 27.79, close: 28.27, signal: 'short', ret: -5.02431118314424},
    9. 

  9.     {date: '10-Jun-2009', open: 26.9, high: 29.74, low: 26.9, close: 28.46, signal: 'short', ret: -5.46623794212217},
    10. 

  10.     {date: '11-Jun-2009', open: 27.36, high: 28.11, low: 26.81, close: 28.11, signal: 'short', ret: -8.3743842364532},
    11. 

  11.     {date: '12-Jun-2009', open: 28.08, high: 28.5, low: 27.73, close: 28.15, signal: 'short', ret: -5.52763819095477},
    12. 

  12.     {date: '15-Jun-2009', open: 29.7, high: 31.09, low: 29.64, close: 30.81, signal: 'long', ret: 3.4920634920635},
    13. 

  13.     {date: '16-Jun-2009', open: 30.81, high: 32.75, low: 30.07, close: 32.68, signal: 'short', ret: 0.155038759689914},
    14. 

  14.     {date: '17-Jun-2009', open: 31.19, high: 32.77, low: 30.64, close: 31.54, signal: 'short', ret: 5.82822085889571},
    15. 

  15.     {date: '18-Jun-2009', open: 31.54, high: 31.54, low: 29.6, close: 30.03, signal: 'short', ret: 8.17610062893082},
    16. 

  16.     {date: '19-Jun-2009', open: 29.16, high: 29.32, low: 27.56, close: 27.99, signal: 'short', ret: 8.59872611464968},
    17. 

  17.     {date: '22-Jun-2009', open: 30.4, high: 32.05, low: 30.3, close: 31.17, signal: 'short', ret: 15.4907975460123},
    18. 

  18.     {date: '23-Jun-2009', open: 31.3, high: 31.54, low: 27.83, close: 30.58, signal: 'short', ret: 11.7370892018779},
    19. 

  19.     {date: '24-Jun-2009', open: 30.58, high: 30.58, low: 28.79, close: 29.05, signal: 'long', ret: -10.4234527687296},
    20. 

  20.     {date: '25-Jun-2009', open: 29.45, high: 29.56, low: 26.3, close: 26.36, signal: 'long', ret: 0},
    21. 

  21.     {date: '26-Jun-2009', open: 27.09, high: 27.22, low: 25.76, close: 25.93, signal: 'long', ret: 0},
    22. 

  22.     {date: '29-Jun-2009', open: 25.93, high: 27.18, low: 25.29, close: 25.35, signal: 'long', ret: 5.26315789473684},
    23. 

  23.     {date: '30-Jun-2009', open: 25.36, high: 27.38, low: 25.02, close: 26.35, signal: 'long', ret: 6.73758865248228},
    24. 

  24.     {date: '01-Jul-2009', open: 25.73, high: 26.31, low: 24.8, close: 26.22, signal: 'long', ret: 7.83645655877341},
    25. 

  25.     {date: '02-Jul-2009', open: 26.22, high: 28.62, low: 26.22, close: 27.95, signal: 'long', ret: 2.76422764227643},
    26. 

  26.     {date: '06-Jul-2009', open: 30.32, high: 30.6, low: 28.99, close: 29, signal: 'short', ret: -2.14521452145214},
    27. 

  27.     {date: '07-Jul-2009', open: 29, high: 30.94, low: 28.9, close: 30.85, signal: 'short', ret: 3.03514376996805},
    28. 

  28.     {date: '08-Jul-2009', open: 30.85, high: 33.05, low: 30.43, close: 31.3, signal: 'short', ret: 5.68720379146919},
    29. 

  29.     {date: '09-Jul-2009', open: 30.23, high: 30.49, low: 29.28, close: 29.78, signal: 'short', ret: 8.22784810126583},
    30. 

  30.     {date: '10-Jul-2009', open: 29.78, high: 30.34, low: 28.82, close: 29.02, signal: 'short', ret: 8.64779874213836},
    31. 

  31.     {date: '13-Jul-2009', open: 28.36, high: 29.24, low: 25.42, close: 26.31, signal: 'short', ret: 7.32899022801303},
    32. 

  32.     {date: '14-Jul-2009', open: 26.31, high: 26.84, low: 24.99, close: 25.02, signal: 'short', ret: 7.30897009966778},
    33. 

  33.     {date: '15-Jul-2009', open: 25.05, high: 26.06, low: 23.83, close: 25.89, signal: 'neutral', ret: 0},
    34. 

  34.     {date: '16-Jul-2009', open: 25.96, high: 26.18, low: 24.51, close: 25.42, signal: 'long', ret: -9.82758620689656},
    35. 

  35.     {date: '17-Jul-2009', open: 25.42, high: 25.55, low: 23.88, close: 24.34, signal: 'long', ret: -10.8433734939759},
    36. 

  36.     {date: '20-Jul-2009', open: 25.06, high: 25.42, low: 24.26, close: 24.4, signal: 'long', ret: -7.55711775043936},
    37. 

  37.     {date: '21-Jul-2009', open: 24.28, high: 25.14, low: 23.81, close: 23.87, signal: 'long', ret: -2.5089605734767},
    38. 

  38.     {date: '22-Jul-2009', open: 24.05, high: 24.14, low: 23.24, close: 23.47, signal: 'long', ret: 0.915750915750916},
    39. 

  39.     {date: '23-Jul-2009', open: 23.71, high: 24.05, low: 23.21, close: 23.43, signal: 'long', ret: 2.47148288973383},
    40. 

  40.     {date: '24-Jul-2009', open: 23.87, high: 23.87, low: 23, close: 23.09, signal: 'long', ret: 4.22264875239922},
    41. 

  41.     {date: '27-Jul-2009', open: 24.06, high: 24.86, low: 24.02, close: 24.28, signal: 'long', ret: -0.189393939393929},
    42. 

  42.     {date: '28-Jul-2009', open: 24.28, high: 25.61, low: 24.28, close: 25.01, signal: 'long', ret: -4.37956204379562},
    43. 

  43.     {date: '29-Jul-2009', open: 25.47, high: 26.18, low: 25.41, close: 25.61, signal: 'long', ret: -4.48504983388705},
    44. 

  44.     {date: '30-Jul-2009', open: 25.4, high: 25.76, low: 24.85, close: 25.4, signal: 'long', ret: -1.70357751277683},
    45. 

  45.     {date: '31-Jul-2009', open: 25.4, high: 26.22, low: 24.93, close: 25.92, signal: 'short', ret: 5.06756756756757},
    46. 

  46. ];
    47.