Ultra-short-term trading system using a neural network-based ensemble of financial technical indicators

Abstract

The proposed paper presents the analysis, design, implementation and evaluation of an ultra-short-term frequency trading system for the foreign exchange (FOREX) market, which features all stages of the trading process (Pretrade Analysis, Trend Forecasting, Transaction Execution) substantially exploiting artificial intelligence techniques. Our goal is to simulate the judgment and decision making of the human expert (technical analyst or broker) with a system that responds in a timely manner to changes in market conditions, thus allowing the optimization of ultra-short-term transactions. We designed and implemented a series of technical indicator simulators, which are fed to a novel artificial neural network architecture, to eventually generate the trend forecasting signal. We also designed and implemented a series of customizable ultra-short-term automated trading machines, which receive as inputs the generated forecasting signals and perform real-time virtual transactions. A comparative analysis of the results of both automated trading machines and each machine is carried out for a comprehensive variety of trend forecasting sources.

Appendices

Appendix 1: Parameterization of system

1.1 Simulators of moving averages

Conditions	Trend forecasting signal
MA_Μ(t) < MA_10(t) && MA_Μ(t-1) ≥ MA_10(t-1)	+ 1
MA_Μ(t) > MA_10(t) && MA_Μ(t-1) ≤ MA_10(t-1)	− 1
MA_Μ(t) < MA_10(t)	+ 0.5
MA_Μ(t) > MA_10(t)	− 0.5
Other cases	0

1. MA_M(t): Moiving Average of M values, MA_10: Moving Average of 10- values

1.2 Oscillators simulators

	Trend forecasting signal
Conditions of CCI
CCI(t) < -150 && CCI(t) < CCI(t-1) && CCI(t-1) < CCI(t-2) && CCI(t-2) < CCI(t-3)	+ 2
CCI(t) > 150 && CCI(t) > CCI(t-1) && CCI(t-1) > CCI(t-2) && CCI(t-2) > CCI(t-3)	− 2
CCI(t) < -150	+ 1.5
CCI(t) > 150	− 1.5
CCI(t) < -100	+ 1
CCI(t) > 100	− 1
CCI(t) < CCI(t-1) && CCI(t-1) < CCI(t-2) && CCI(t) < 0	+ 0.5
CCI(t) > CCI(t-1) && CCI(t-1) > CCI(t-2) && CCI(t) > 0	− 0.5
Other cases	0
Conditions of Williams
WILL(t) < -99 && WILL(t) < WILL(t-1) && WILL(t-1) < WILL(t-2) && WILL(t-2) < WILL(t-3)	+ 2
WILL(t) > -1 && WILL(t) > WILL(t-1) && WILL(t-1) > WILL(t-2) && WILL(t-2) > WILL(t-3)	− 2
WILL(t) < -99	+ 1.5
WILL(t) > -1	− 1.5
WILL(t) < -98	+ 1
WILL(t) > -2	− 1
WILL(t) < -80	+ 0.5
WILL(t) > -20	− 0.5
Other cases	0
Conditions of RSI
RSI(t) < 5 && RSI(t) < RSI(t-1) && RSI(t-1) < RSI(t-2) && RSI(t-2) < RSI(t-3)	+ 2
RSI(t) > 90 && RSI(t) > RSI(t-1) && RSI(t-1) > RSI(t-2) && RSI(t-2) > RSI(t-3)	− 2
RSI(t) < 5	+ 1.5
RSI(t) > 90	− 1.5
RSI(t) < 15	+ 1
RSI(t) > 85	− 1
RSI(t) < 30	+ 0.5
RSI(t) > 70	− 0.5
Other cases	0
Conditions of price oscillator
PROSC(t) < -12	+ 2
PROSC(t) > 12	− 2
PROSC(t) < -9	+ 1.5
PROSC(t) > 9	− 1.5
PROSC(t) < 6	+ 1
PROSC(t) > -6	− 1
PROSC(t) < 0	+ 0.5
PROSC(t) > 0	− 0.5
Other cases	0

1.3 Content of the system's configuration file

Line	Parameter	Value
1st	Number of ANN epochs	10
2nd	Number of ANN Hidden Neurons	14
3rd	Learning rates between synapses of Neurons of Hidden Layer with Input Neurons (LR-Inputs)	0.001
4th	Learning rates between synapses of Neurons of Hidden Layer with Output Neurons (LR-Output)	0.001
5th	Number of ΑΝΝ Hidden layers	1
6th	Number of Exit Neurons	1
7th	Number of Import Neurons	7
8th	Period (in a number of values) of Oscillator RSI	600
9th	Period (ιn a number of values) of Oscillator Williams	600
10th	Period (ιn a number of values) of Oscillator CCI	600
11th	Period (ιn a number of values) of Short-Term MA	600
12th	Period (ιn a number of values) of Mid-Term MA	900
13th	Period (ιn a number of values) of Long-Term MA	1800
14th	Period (ιn a number of values) of auxiliary MA (used instead of a pair of instantaneous values so that there is no possible momentary deviation of values due to tick to tick data)	10
15th	Number of ANN pairs	3
16th	M(x) (In a number of prices approx. 1price = 1 sec)	30
17th	Trend Value ± 2	1.00090
18th	Trend Value ± 1.5	1.00060
19th	Trend Value ± 1	1.00030
20th	Trend Value ± 0.5	1.00015
21th	a(x)	0,5
22th	Number of Αutomated Trading Machines	32
23th	Machine Sensitivity (1000–0). Paragraph 3.4.1	1
24th	Machine Class. Paragraph 3.4.1	0
25th	Take Profit Factor for trend signals of very high intensity ± 2. Paragraph. 3.4.1	1.00090
26th	Take Profit Factor for trend signals of high intensity ± 1.5. Paragraph. 3.4.1	1.00060
27th	Take Profit Factor for trend signals of normal intensity ± 1. Paragraph. 3.4.1	1.00030
28th	Stop Loss Factor. Paragraph. 3.4.1	1.0012
29th	Revision Time of take profit factors. Paragraph. 3.4.1	60
30th	Maximum Waiting Time. Paragraph. 3.4.1	120
31th	Revised Take Profit Factor. Paragraph. 3.4.1	1
32th	Source of Trend Forecasting Signals (0 έως 7). Paragraph. 3.4.1	0
33th	Total Investment Capital	$ 10,000
34th	Capital per Transaction	$ 10,000

1. Lines 16 through 21 are repeated as many times as the number of ANN pairs as set on the 15th line
2. Lines 23 through 34 are repeated as many times as the number of machines as set on the 22th line. So each machine has its own exclusive parameterization

Appendix 2: Analytical results of experimentation per day, machine and source of forecast (July, August and September 2020)

	1-Jul	2-Jul	3-Jul	5-Jul	6-Jul	7-Jul	8-Jul	9-Jul	10-Jul	12-Jul	13-Jul	14-Jul	15-Jul
Type III (ANN)	− 6	71	− 55	4	15	10	23	88	5	0	88	− 29	53
Type I (ANN)	− 31	530	− 331	2	276	− 123	158	617	90	0	419	− 15	448
Type IV (ANN)	− 6	77	− 55	4	16	10	14	93	5	0	88	− 29	53
Type II (ANN)	− 31	541	− 331	2	279	− 123	149	620	90	0	419	− 15	448
Type III (PROSC)	− 261	− 483	− 261	− 31	− 294	− 123	− 553	− 287	− 298	− 89	14	− 316	− 306
Type I (PROSC)	− 2523	− 3860	− 2230	− 182	− 2558	− 594	− 5041	− 2234	− 3005	− 858	856	− 2168	− 2079
Type IV (PROSC)	− 261	− 483	− 261	− 31	− 294	− 123	− 553	− 287	− 298	− 89	14	− 316	− 306
Type II (PROSC)	− 2523	− 3860	− 2230	− 182	− 2558	− 594	− 5041	− 2234	− 3005	− 858	856	− 2168	− 2079
Type III (CCI)	− 664	− 950	− 483	− 23	− 707	− 564	− 921	− 702	− 386	− 270	− 1016	− 533	− 684
Type I (CCI)	− 5507	− 7825	− 3878	− 135	− 6321	− 4287	− 8524	− 5510	− 3174	− 2432	− 8512	− 4264	− 6156
Type IV (CCI)	− 691	− 963	− 629	− 23	− 703	− 591	− 946	− 709	− 388	− 270	− 1036	− 600	− 755
Type II (CCI)	− 5602	− 7835	− 4736	− 135	− 6305	− 4444	− 8613	− 5525	− 3158	− 2438	− 8607	− 4581	− 6274
Type III (WILL)	− 138	− 178	− 259	1	− 291	− 271	− 295	− 181	− 114	− 83	− 260	− 176	− 237
Type I (WILL)	− 706	− 895	− 1071	13	− 1647	− 702	− 1437	− 720	− 614	− 351	− 863	− 956	− 1297
Type IV (WILL)	− 138	− 176	− 279	1	− 290	− 275	− 295	− 181	− 114	− 83	− 265	− 224	− 239
Type II (WILL)	− 712	− 893	− 1124	13	− 1646	− 719	− 1437	− 720	− 613	− 351	− 868	− 1042	− 1303
Type III (RSI)	− 178	− 401	− 136	− 1	− 36	− 56	− 252	− 252	− 20	− 109	− 110	− 250	− 123
Type I (RSI)	− 877	− 3038	− 366	− 6	296	− 169	− 1626	− 1674	− 74	− 719	− 324	− 1379	− 269
Type IV (RSI)	− 178	− 401	− 136	− 1	− 36	− 56	− 252	− 252	− 20	− 109	− 110	− 250	− 123
Type II (RSI)	− 877	− 3038	− 366	− 6	296	− 169	− 1626	− 1674	− 74	− 719	− 324	− 1379	− 269
Type III (MA600)	− 83	− 30	− 142	− 5	− 82	− 144	− 46	− 73	− 63	− 7	− 68	− 92	− 71
Type I (MA600)	− 83	− 30	− 142	− 5	− 82	− 144	− 46	− 73	− 63	− 7	− 68	− 92	− 71
Type IV (MA600)	− 148	− 134	− 202	− 3	− 140	− 183	− 76	− 119	− 96	− 7	− 209	− 193	− 128
Type II (MA600)	− 148	− 134	− 202	− 3	− 140	− 183	− 76	− 119	− 96	− 7	− 209	− 193	− 128
Type III (MA900)	− 76	− 40	− 108	− 3	− 78	− 93	− 60	− 45	− 39	− 9	− 25	− 68	− 98
Type I (MA900)	− 76	− 40	− 108	− 3	− 78	− 93	− 60	− 45	− 39	− 9	− 25	− 68	− 98
Type IV (MA900)	− 109	− 82	− 157	− 2	− 109	− 286	− 77	− 113	− 87	− 9	− 70	− 112	− 132
Type II (MA900)	− 109	− 82	− 157	− 2	− 109	− 286	− 77	− 113	− 87	− 9	− 70	− 112	− 132
Type III (MA1800)	− 38	− 33	− 121	− 13	− 37	− 22	− 60	− 38	− 27	− 5	− 56	− 96	− 89
Type I (MA1800)	− 38	− 33	− 121	− 13	− 37	− 22	− 60	− 38	− 27	− 5	− 56	− 96	− 89
Type IV (MA1800)	− 58	− 69	− 169	− 21	− 54	− 27	− 96	− 53	− 43	− 7	− 125	− 100	− 184
Type II (MA1800)	− 58	− 69	− 169	− 21	− 54	− 27	− 96	− 53	− 43	− 7	− 125	− 100	− 184

	16-Jul	17-Jul	19-Jul	20-Jul	21-Jul	22-Jul	23-Jul	24-Jul	25-Jul	26-Jul	27-Jul	29-Jul	30-Jul	31-Jul
Type III (ANN)	23	0	− 72	55	− 21	46	− 19	− 67	3	28	76	101	− 126	27
Type I (ANN)	274	− 4	− 494	322	− 292	85	− 21	− 378	− 2	− 141	217	1220	− 1085	257
Type IV (ANN)	23	0	− 69	55	− 25	42	− 18	− 67	9	30	77	105	− 128	27
Type II (ANN)	274	− 4	− 478	321	− 302	68	− 14	− 380	13	− 138	219	1223	− 1216	248
Type III (PROSC)	− 732	− 257	− 214	− 410	− 594	6	− 151	60	− 159	− 1088	− 794	− 540	− 524	− 674
Type I (PROSC)	− 6148	− 2324	− 2208	− 2862	− 4966	410	− 821	618	− 1585	− 8777	− 6487	− 4765	− 4705	− 6470
Type IV (PROSC)	− 732	− 257	− 214	− 410	− 594	6	− 151	60	− 159	− 1088	− 794	− 540	− 524	− 674
Type II (PROSC)	− 6148	− 2324	− 2208	− 2862	− 4966	410	− 821	618	− 1585	− 8777	− 6487	− 4765	− 4705	− 6469
Type III (CCI)	− 1214	− 449	− 228	− 820	− 1001	− 670	− 978	− 713	− 199	− 1698	− 1344	− 857	− 1439	− 1012
Type I (CCI)	− 10,503	− 3867	− 1879	− 7284	− 9093	− 5560	− 8352	− 5260	− 1839	− 14,809	− 11,650	− 6473	− 12,374	− 8450
Type IV (CCI)	− 1219	− 451	− 228	− 853	− 1050	− 682	− 1094	− 750	− 228	− 1872	− 1337	− 858	− 1460	− 1004
Type II (CCI)	− 10,550	− 3944	− 1879	− 7498	− 9226	− 5675	− 8973	− 5379	− 1885	− 15,552	− 11,660	− 6445	− 12,406	− 8452
Type III (WILL)	− 501	− 174	− 99	− 137	− 448	− 207	− 342	− 42	− 57	− 700	− 377	− 212	− 471	− 218
Type I (WILL)	− 1911	− 711	− 668	− 781	− 2106	− 727	− 1925	− 63	− 106	− 3403	− 1955	− 956	− 2342	− 764
Type IV (WILL)	− 501	− 174	− 99	− 137	− 480	− 212	− 456	− 42	− 57	− 744	− 378	− 212	− 471	− 218
Type II (WILL)	− 1911	− 711	− 668	− 782	− 2137	− 734	− 2243	− 63	− 106	− 3447	− 1956	− 965	− 2342	− 760
Type III (RSI)	− 434	− 32	− 73	− 7	22	− 175	− 315	− 10	− 38	− 418	− 601	− 325	− 183	− 238
Type I (RSI)	− 3175	48	− 481	526	440	− 1433	− 1697	− 3	− 21	− 2009	− 3817	− 2196	− 642	− 802
Type IV (RSI)	− 434	− 32	− 73	− 7	22	− 175	− 315	− 10	− 38	− 418	− 601	− 325	− 183	− 238
Type II (RSI)	− 3175	48	− 481	526	440	− 1433	− 1697	− 3	− 21	− 2009	− 3817	− 2196	− 642	− 802
Type III (MA600)	− 98	− 40	− 2	− 116	− 3	− 10	− 89	− 75	− 92	− 82	− 80	− 90	− 48	− 61
Type I (MA600)	− 98	− 40	− 2	− 116	− 3	− 10	− 89	− 75	− 92	− 82	− 80	− 90	− 48	− 61
Type IV (MA600)	− 216	− 93	4	− 155	− 63	− 153	− 141	− 135	− 114	− 164	− 230	− 200	− 95	− 115
Type II (MA600)	− 216	− 93	4	− 155	− 63	− 153	− 141	− 135	− 114	− 164	− 230	− 200	− 95	− 115
Type III (MA900)	− 89	− 28	− 4	− 112	− 68	− 26	− 37	− 55	− 69	− 85	− 128	− 85	− 46	− 62
Type I (MA900)	− 89	− 28	− 4	− 112	− 68	− 26	− 37	− 55	− 69	− 85	− 128	− 85	− 46	− 62
Type IV (MA900)	− 151	− 64	− 3	− 119	− 116	− 55	− 88	− 91	− 70	− 158	− 154	− 146	− 94	− 123
Type II (MA900)	− 151	− 64	− 3	− 119	− 116	− 55	− 88	− 91	− 70	− 158	− 154	− 146	− 94	− 123
Type III (MA1800)	− 43	− 35	4	− 79	− 9	− 8	− 19	− 19	− 17	− 100	− 53	− 109	− 12	− 22
Type I (MA1800)	− 43	− 35	4	− 79	− 9	− 8	− 19	− 19	− 17	− 100	− 53	− 109	− 12	− 22
Type IV (MA1800)	− 121	− 53	4	− 131	− 36	− 39	− 57	− 32	− 29	− 144	− 63	− 131	− 61	− 76
Type II (MA1800)	− 121	− 53	4	− 131	− 36	− 39	− 57	− 32	− 29	− 144	− 63	− 131	− 61	− 76

	2-Aug	3-Aug	4-Aug	5-Aug	6-Aug	7-Aug	9-Aug	10-Aug	11-Aug	12-Aug	13-Aug	14-Aug	16-Aug
Type III (ANN)	3	168	116	136	295	209	12	49	150	135	114	90	16
Type I (ANN)	16	1088	765	842	1948	1362	72	283	830	733	616	598	138
Type IV (ANN)	3	171	116	141	314	217	12	50	154	139	115	93	18
Type II (ANN)	16	1096	766	865	2014	1395	72	284	836	741	617	601	145
Type III (PROSC)	38	1233	1093	1205	1465	946	17	798	1466	1035	982	703	21
Type I (PROSC)	360	11,452	10,185	11,176	13,732	8800	152	7332	13,504	9369	8933	6514	157
Type IV (PROSC)	38	1233	1093	1205	1465	946	17	798	1466	1035	982	703	21
Type II (PROSC)	360	11,452	10,185	11,176	13,732	8800	152	7332	13,504	9369	8933	6514	157
Type III (CCI)	35	2005	2123	1959	2202	1956	65	1674	2241	2059	1950	1679	79
Type I (CCI)	325	17,483	18,766	17,305	19,211	16,651	443	14,638	19,569	17,777	16,922	14,605	688
Type IV (CCI)	35	2012	2138	1964	2210	1986	75	1686	2256	2077	1969	1703	88
Type II (CCI)	325	17,524	18,853	17,328	19,247	16,798	481	14,691	19,640	17,852	17,005	14,738	728
Type III (WILL)	9	618	660	671	702	544	16	560	716	660	608	477	29
Type I (WILL)	46	3095	3364	3454	3714	2698	56	2696	3722	3301	3077	2370	125
Type IV (WILL)	9	618	662	671	702	544	18	561	717	661	608	479	32
Type II (WILL)	9	618	662	671	702	544	18	561	717	661	608	479	32
Type III (RSI)	3	511	640	587	733	415	534	744	460	469	391	23	432
Type I (RSI)	12	3514	4354	4110	5533	2712	3907	5226	2933	3102	2863	155	3181
Type IV (RSI)	3	511	640	587	733	415	534	744	460	469	391	23	432
Type II (RSI)	3	511	640	587	733	415	534	744	460	469	391	23	432
Type III (MA600)	2	184	160	162	181	223	11	131	170	181	173	139	6
Type I (MA600)	2	184	160	162	181	223	11	131	170	181	173	139	6
Type IV (MA600)	2	312	256	263	294	380	19	209	276	291	281	235	10
Type II (MA600)	2	312	256	263	294	380	19	209	276	291	281	235	10
Type III (MA900)	1	138	139	128	132	188	6	104	135	163	120	102	4
Type I (MA900)	1	138	139	128	132	188	6	104	135	163	120	102	4
Type IV (MA900)	1	225	226	207	214	322	9	161	222	257	195	167	6
Type II (MA900)	1	225	226	207	214	322	9	161	222	257	195	167	6
Type III (MA1800)	3	82	88	94	93	108	12	79	94	115	94	117	5
Type I (MA1800)	3	82	88	94	93	108	12	79	94	115	94	117	5
Type IV (MA1800)	5	132	145	154	147	184	19	131	150	181	160	202	8
Type II (MA1800)	5	132	145	154	147	184	19	131	150	181	160	202	8

	17-Aug	18-Aug	19-Aug	20-Aug	21-Aug	23-Aug	24-Aug	25-Aug	26-Aug	27-Aug	28-Aug	30-Aug	31-Aug
Type III (ANN)	57	136	165	182	158	16	57	84	87	374	200	12	97
Type I (ANN)	268	828	1161	1108	1051	69	281	498	540	2617	1229	75	631
Type IV (ANN)	58	142	174	186	159	17	58	85	87	403	210	12	98
Type II (ANN)	270	839	1211	1119	1054	72	282	499	540	2768	1259	75	635
Type III (PROSC)	647	891	910	1034	953	17	549	857	805	1505	1259	34	717
Type I (PROSC)	5954	4030	910	1034	953	17	549	857	805	1505	1259	34	717
Type IV (PROSC)	647	891	910	1034	953	17	549	857	805	1505	1259	34	717
Type II (PROSC)	5954	8202	8227	9506	8685	122	4753	7689	7378	14,181	11,573	320	6395
Type III (CCI)	1603	1793	1958	2155	1818	79	1571	1929	1832	2162	2107	118	1891
Type I (CCI)	13,993	15,651	17,071	18,901	15,697	696	13,723	16,925	15,950	18,966	18,555	933	16,140
Type IV (CCI)	1623	1813	1965	2167	1838	80	1603	1938	1851	2179	2117	128	1914
Type II (CCI)	14,120	15,750	17,125	18,966	15,809	698	13,886	16,983	16,055	19,073	18,623	998	16,258
Type III (WILL)	507	555	550	691	590	26	495	593	581	691	643	46	596
Type I (WILL)	2633	2715	2749	3405	2891	154	2369	2896	3048	3494	3252	216	2917
Type IV (WILL)	507	555	551	693	592	26	497	593	582	693	643	49	598
Type II (WILL)	507	555	551	693	592	26	497	593	582	693	643	49	598
Type III (RSI)	409	394	610	476	12	407	457	530	652	613	13	501	11,016
Type I (RSI)	2592	2573	4093	3293	40	2768	2955	3809	4612	4215	85	3560	76,197
Type IV (RSI)	409	394	610	476	12	407	457	530	652	613	13	501	11,016
Type II (RSI)	409	394	610	476	12	407	457	530	652	613	13	501	11,016
Type III (MA600)	144	152	182	188	138	7	134	147	183	209	190	12	187
Type I (MA600)	144	152	182	188	138	7	134	147	183	209	190	12	187
Type IV (MA600)	228	234	297	309	219	12	213	239	317	356	312	18	311
Type II (MA600)	228	234	297	309	219	12	213	239	317	356	312	18	311
Type III (MA900)	126	144	160	142	123	3	125	115	132	163	169	19	145
Type I (MA900)	126	144	160	142	123	3	125	115	132	163	169	19	145
Type IV (MA900)	202	228	267	225	201	4	207	177	229	270	282	30	239
Type II (MA900)	202	228	267	225	201	4	207	177	229	270	282	30	239
Type III (MA1800)	111	128	105	106	81	6	83	90	69	97	80	5	89
Type I (MA1800)	111	128	105	106	81	6	83	90	69	97	80	5	89
Type IV (MA1800)	182	208	169	167	130	9	137	136	114	160	132	10	138
Type II (MA1800)	182	208	169	167	130	9	137	136	114	160	132	10	138

	1-Sep	2-Sep	3-Sep	4-Sep	6-Sep	7-Sep	8-Sep	9-Sep	10-Sep	11-Sep	13-Sep	14-Sep	15-Sep
Type III (ANN)	163	144	137	170	4	12	181	112	271	70	13	28	62
Type I (ANN)	1062	824	756	1030	25	57	1075	668	1707	470	105	145	383
Type IV (ANN)	166	149	138	180	4	12	187	119	290	70	14	29	63
Type II (ANN)	1067	837	757	1073	25	57	1123	695	1784	470	114	149	384
Type III (PROSC)	1247	1157	1041	794	13	258	973	624	871	583	49	368	392
Type I (PROSC)	11,555	10,599	9448	7129	47	2362	8999	5418	7802	5246	430	3091	3563
Type IV (PROSC)	1247	1157	1041	794	13	258	973	624	871	583	49	368	392
Type II (PROSC)	11,555	10,599	9448	7129	47	2362	8999	5418	7802	5246	430	3091	3563
Type III (CCI)	1996	2041	2067	1932	98	1237	1968	1818	1995	1637	56	1546	785
Type I (CCI)	17,516	17,813	17,898	16,917	661	10,366	17,121	15,822	16,954	14,318	533	13,215	6681
Type IV (CCI)	2005	2050	2082	1942	113	1262	1984	1843	2016	1658	57	1558	1651
Type II (CCI)	17,569	17,857	17,980	16,971	695	10,489	17,220	15,944	17,102	14,413	536	13,243	7630
Type III (WILL)	652	688	576	562	21	371	598	476	534	479	25	464	485
Type I (WILL)	3407	3491	2925	2823	103	1810	2891	2413	2674	2272	127	2251	2328
Type IV (WILL)	652	688	577	562	23	372	598	476	534	479	25	464	485
Type II (WILL)	3408	3491	2927	2823	108	1812	2891	2413	2674	2272	127	2251	2329
Type III (RSI)	593	517	489	440	14	321	486	325	440	420	30	351	254
Type I (RSI)	4129	3342	3312	3046	65	1960	3380	2096	2977	2925	209	2148	1455
Type IV (RSI)	593	517	489	440	14	321	488	325	440	420	30	351	254
Type II (RSI)	4129	3342	3312	3046	65	1960	3387	2096	2977	2925	209	2148	1455
Type III (MA600)	179	162	186	197	16	149	208	190	204	150	3	133	182
Type I (MA600)	179	162	186	197	16	149	208	190	204	150	3	133	182
Type IV (MA600)	289	264	294	324	24	247	342	315	330	233	3	220	300
Type II (MA600)	289	264	294	324	24	247	342	315	330	233	3	220	300
Type III (MA900)	151	157	158	147	21	124	159	152	159	138	5	97	129
Type I (MA900)	151	157	158	147	21	124	159	152	159	138	5	97	129
Type IV (MA900)	243	259	258	238	32	205	262	255	256	221	7	154	206
Type II (MA900)	243	259	258	238	32	205	262	255	256	221	7	154	206
Type III (MA1800)	93	112	80	93	10	93	95	124	119	99	6	69	96
Type I (MA1800)	93	112	80	93	10	93	95	124	119	99	6	69	96
Type IV (MA1800)	149	185	134	142	12	159	156	211	199	162	9	115	155
Type II (MA1800)	149	185	134	142	12	159	156	211	199	162	9	115	155

	16-Sep	17-Sep	18-Sep	20-Sep	21-Sep	22-Sep	23-Sep	24-Sep	25-Sep	27-Sep	28-Sep	29-Sep	30-Sep
Type III (ANN)	223	155	38	6	123	155	119	115	64	18	70	94	138
Type I (ANN)	1290	955	231	37	716	979	770	753	361	105	419	608	779
Type IV (ANN)	244	159	38	6	124	160	120	118	65	18	70	95	142
Type II (ANN)	1396	975	231	37	722	994	772	764	363	105	419	609	794
Type III (PROSC)	1181	1172	507	8	927	1107	894	972	533	84	616	773	1106
Type I (PROSC)	10,880	10,591	4501	29	8687	9860	8046	8819	4793	785	5476	7128	10,146
Type IV (PROSC)	1181	1172	507	8	927	1107	894	972	533	84	616	773	1106
Type II (PROSC)	10,880	10,591	4501	29	8687	9860	8046	8819	4793	785	5476	7128	10,146
Type III (CCI)	10,880	10,591	4501	29	8687	9860	8046	8819	4793	785	5476	7128	10,146
Type I (CCI)	10,880	10,591	4501	29	8687	9860	8046	8819	4793	785	5476	7128	10,146
Type IV (CCI)	1839	2230	1759	76	1989	2123	2131	2188	1735	80	1713	1673	2172
Type II (CCI)	1839	2230	1759	76	1989	2123	2131	2188	1735	80	1713	1673	2172
Type III (WILL)	598	695	498	14	588	656	591	640	458	43	577	529	688
Type I (WILL)	3048	3446	2429	69	2903	3126	2719	3112	2112	275	2916	2696	3604
Type IV (WILL)	598	695	499	14	589	656	593	641	458	43	578	529	690
Type II (WILL)	3051	3446	2430	69	2905	3126	2724	3115	2112	275	2917	2697	3606
Type III (RSI)	520	586	414	15	474	495	482	541	282	43	402	501	628
Type I (RSI)	3454	4133	2632	34	3173	3162	3072	3913	1798	307	2592	3362	4459
Type IV (RSI)	520	586	414	15	474	495	482	542	282	43	402	501	628
Type II (RSI)	3454	4133	2632	34	3173	3162	3072	3914	1798	307	2592	3362	4459
Type III (MA600)	170	190	156	14	182	205	172	197	161	11	170	166	180
Type I (MA600)	170	190	156	14	182	205	172	197	161	11	170	166	180
Type IV (MA600)	278	320	262	22	296	346	281	315	265	18	284	283	290
Type II (MA600)	278	320	262	22	296	346	281	315	265	18	284	283	290
Type III (MA900)	162	152	120	7	147	147	126	167	149	8	146	132	155
Type I (MA900)	162	152	120	7	147	147	126	167	149	8	146	132	155
Type IV (MA900)	272	250	196	12	244	249	193	274	245	12	244	215	260
Type II (MA900)	272	250	196	12	244	249	193	274	245	12	244	215	260
Type III (MA1800)	78	119	72	4	112	130	106	123	114	2	113	84	107
Type I (MA1800)	78	119	72	4	112	130	106	123	114	2	113	84	107
Type IV (MA1800)	124	194	118	7	183	219	173	205	190	2	184	138	177
Type II (MA1800)	124	194	118	7	183	219	173	205	190	2	184	138	177