16-5-14 ARIMA Analysis

16-5-14 ARIMA
Symbol Time Direction Entry Exit NP (pt) NP($)
NQM14 9.30 LONG 3547 3587 20 $800
TFM14 9.30 LONG 1088 1098 10 $100
GCM14 8.00 LONG 1288 1294 6 $600
CLM14 4.00 LONG 101.10 101.70 0.60 $60
CLM14 12.50 SHORT 101.70 101.70 0 0
TOTAL $1,560

ES 5min 8.00am
> predar3(ArimaModel.1,fore1=20)
pred lower upper
1 1865.937 1864.584 1867.290
2 1866.173 1864.214 1868.132
3 1866.252 1863.813 1868.691
4 1865.962 1863.169 1868.756
5 1866.149 1863.020 1869.277
6 1866.250 1862.801 1869.700
7 1865.987 1862.275 1869.698
8 1866.128 1862.161 1870.096
9 1866.246 1862.022 1870.470
10 1866.009 1861.566 1870.452
11 1866.112 1861.454 1870.770
12 1866.240 1861.362 1871.117
13 1866.030 1860.960 1871.100
14 1866.100 1860.841 1871.358
15 1866.232 1860.779 1871.685
16 1866.049 1860.421 1871.676
17 1866.090 1860.293 1871.888
18 1866.223 1860.249 1872.196
19 1866.066 1859.932 1872.200
20 1866.083 1859.793 1872.374

ES_16-5-14_5min_ARIMA

NQ 5min 8.00am
> predar3(ArimaModel.3,fore1=20)
pred lower upper
1 3563.097 3559.483 3566.711
2 3563.213 3558.101 3568.325
3 3563.200 3557.055 3569.344
4 3563.083 3556.123 3570.042
5 3563.018 3555.286 3570.750
6 3563.083 3554.569 3571.598
7 3563.188 3553.942 3572.433
8 3563.195 3553.329 3573.062
9 3563.103 3552.699 3573.508
10 3563.035 3552.102 3573.969
11 3563.076 3551.587 3574.564
12 3563.166 3551.131 3575.201
13 3563.188 3550.663 3575.713
14 3563.119 3550.157 3576.080
15 3563.052 3549.662 3576.442
16 3563.073 3549.234 3576.911
17 3563.148 3548.858 3577.439
18 3563.179 3548.470 3577.889
19 3563.129 3548.040 3578.219
20 3563.067 3547.608 3578.527

NQ_16-5-14_5min_ARIMA

TF 5min 8.00am
> predar3(ArimaModel.4,fore1=20)
pred lower upper
1 1094.082 1092.573 1095.592
2 1094.037 1091.911 1096.163
3 1094.037 1091.523 1096.551
4 1094.037 1091.187 1096.887
5 1094.037 1090.887 1097.187
6 1094.037 1090.613 1097.461
7 1094.037 1090.360 1097.715
8 1094.037 1090.123 1097.952
9 1094.037 1089.899 1098.176
10 1094.037 1089.687 1098.388
11 1094.037 1089.485 1098.590
12 1094.037 1089.291 1098.784
13 1094.037 1089.105 1098.970
14 1094.037 1088.926 1099.149
15 1094.037 1088.752 1099.322
16 1094.037 1088.585 1099.490
17 1094.037 1088.422 1099.653
18 1094.037 1088.264 1099.811
19 1094.037 1088.110 1099.965
20 1094.037 1087.960 1100.115

TF_16-5-14_5min_ARIMA

YM 5min 8.00am

> predar3(ArimaModel.5,fore1=20)
pred lower upper
1 16413.19 16402.85 16423.54
2 16412.62 16397.47 16427.77
3 16413.63 16394.75 16432.52
4 16413.72 16392.11 16435.34
5 16412.73 16388.64 16436.82
6 16413.08 16386.47 16439.70
7 16413.86 16385.11 16442.62
8 16413.18 16382.59 16443.78
9 16412.75 16380.22 16445.28
10 16413.58 16379.18 16447.98
11 16413.62 16377.64 16449.61
12 16412.82 16375.28 16450.37
13 16413.14 16373.95 16452.33
14 16413.75 16373.09 16454.42
15 16413.18 16371.17 16455.19
16 16412.86 16369.43 16456.29
17 16413.54 16368.70 16458.37
18 16413.54 16367.47 16459.61
19 16412.90 16365.59 16460.21
20 16413.18 16364.57 16461.79

YM_16-5-14_5min_ARIMA

GC ARIMA 5min
> predar3(ArimaModel.9,fore1=20)
pred lower upper
1 1293.778 1292.665 1294.891
2 1293.744 1292.111 1295.377
3 1293.692 1291.731 1295.653
4 1293.756 1291.519 1295.992
5 1293.765 1291.235 1296.296
6 1293.700 1290.930 1296.470
7 1293.731 1290.765 1296.697
8 1293.773 1290.590 1296.956
9 1293.718 1290.331 1297.106
10 1293.712 1290.161 1297.264
11 1293.767 1290.043 1297.491
12 1293.739 1289.835 1297.644
13 1293.705 1289.651 1297.760
14 1293.752 1289.553 1297.951
15 1293.755 1289.397 1298.113
16 1293.710 1289.209 1298.210
17 1293.735 1289.106 1298.363
18 1293.762 1288.993 1298.530
19 1293.722 1288.818 1298.626
20 1293.721 1288.699 1298.743

GC_16-5-14_5min_ARIMA

CL ARIMA 5min
> predar3(ArimaModel.10,fore1=20)
pred lower upper
1 101.4056 101.3309 101.4804
2 101.4019 101.2961 101.5077
3 101.4009 101.2787 101.5230
4 101.4016 101.2650 101.5381
5 101.4018 101.2512 101.5523
6 101.4016 101.2382 101.5651
7 101.4016 101.2264 101.5768
8 101.4016 101.2154 101.5878
9 101.4016 101.2050 101.5982
10 101.4016 101.1951 101.6081
11 101.4016 101.1857 101.6176
12 101.4016 101.1766 101.6266
13 101.4016 101.1679 101.6353
14 101.4016 101.1595 101.6437
15 101.4016 101.1514 101.6518
16 101.4016 101.1436 101.6596
17 101.4016 101.1360 101.6672
18 101.4016 101.1286 101.6747
19 101.4016 101.1214 101.6819
20 101.4016 101.1143 101.6889

CL_16-5-14_5min_ARIMA

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