FKLI 1233.5-1250.5 KLCI 1231.64-1250.46 TRADE 1231-1250.50 (long and short not filled) 2007-02-07 1547

This is the data as at 1547. I recoded the script to incorporate the pareto principle and 1:3 risk:reward ratio into the trading band.
Long 1231 short 1250.5. Actual KLCI trading band: 1250.46 (0912) to 1231.64 (1548). Re-test this script on Monday live data. Do check back next week.

2007-02-09 15:47
FKLIY=1248.83
KLCIL=1232.19
FKLIL=1234.5
TCY=684,889,425,211
TCL=675,817,559,287 (1,232.29)
TS(H-L)=18,697,622,253 (34.13)
TS(L-Y)=-9,071,865,925
TS(P-Y)=-5,860,502,360 (1, 238.09)
TSH=5,093,990,549 (1,258.31)
TSL=-13,603,631,704 (1,224.19)
(H-P)=10,954,492,909 (59%)
(P-L)=-7,743,129,344 (-41%)
L=1,231.08
S=1,250.70

U=32
D=59
S=9

UCP=65,224,218,471 (10%)
DCP=559,168,685,558 (83%)
SCP=54,636,018,823 (8%)

US(H-L)=2,984,292,952 (16%)
DS(H-L)=14,433,161,107 (77%)
SS(H-L)=1,280,168,194 (7%)

U=542
D=552
S=223
T=1317
UV=85,981,146
DV=-24,274,655
NV=61,706,491