本站用来展示商品期货程序化网格套利系统模拟盘的实时交易情况,分享套利信息及相关知识,主要目的是验证套利模型并且寻找盈利稳定的组合。套利系统交易风格:多品种对冲,正套反套结合,辅以网格交易,风险度一般不超过80%。模拟盘于2018年8月1日开始交易,不以盈利为目的,交易的组合会在实盘前进入,同时会涉及一些风险较高的组合,据此操作风险自负。有兴趣可加QQ群1013153318交流。

开户可免费使用此套商品期货程序化网格套利系统,同时可享交易所手续费和交易所保证金,有意请咨询QQ或微信(153)70734。

最新持仓信息(动态权益:914806, 可用资金:187529, 风险度:79.5%)

套利组合 方向 起始点位 网格大小 持仓量(手) 配比 最新差价 新开点位 平仓点位 平仓盈亏 持仓盈亏 仓位 余量
hc1910&hc2001&rb1910&rb2001买入-49631:1-56-67-44.56230-4502.2%9格
m1909&RM909买入386931:13943594135920-21600.7%9格
m1909&m2001&RM909&RM001买入-1901021:1-185-210-165.52930-1700.8%10格
OI909&OI001&p1909&p2001卖出1801631:117922816421504502.5%9格
y1909&y2001&m1909&m2001买入-961031:2-122-126-863680-16002.4%9格
hc1910&i1909买入4.50.1633:24.3044.344.94813120-132101.6%0格
y1909&y2001&p1909&p2001卖出-151071:1525530.51500-29404.6%5格
OI909&p1909卖出25402061:127442660251512330-140303.2%0格
pp1909&pp2001&l1909&l2001卖出1402071:1258280210350-27654.4%5格
OI001&p2001&y2001卖出35202031:13741358035302220-51002.7%9格
MA909&ZC909买入4.020.1233:13.7433.94.1641070-46300.5%0格
fu1909&fu2001卖出4202031:15724803800-48201%0格
TA909&TA001&MA909&MA001卖出5102081:17576706002370-83703%4格
l1909&pp1909买入-5604081:1-785-880-680310-75902.6%1格
jm1909&i1909买入1.7060.0321:11.5761.6461.7213550-110001.7%0格
TA909&TA911&TA001卖出10812121:13842522072830-107804.4%0格
pp1909&MA909卖出18906082:32067213015301300-123302.6%0格
AP910&AP001卖出5905031:17927403900-139502.5%0格
OI909&p1909&y1909卖出361020111:13972383037154010-372409.7%0格
l2001&v2001买入196040131:1995144015401000-589753.8%0格
l1909&v1909买入238040301:1100511801280-3375-1680759%5格
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最新网格交易信息

套利组合 交易方向 数量 价格 配比 成交差价 预期差价 交易时间
m1909&m2001&RM909&RM001卖出平仓12824.0,2855.0,2412.0,2266.01:1-177-176.52019-07-19 21:29:19
m1909&RM909卖出平仓12827.0,2418.01:14094082019-07-19 21:28:16
m1909&m2001&RM909&RM001卖出平仓12832.0,2863.0,2432.0,2276.01:1-187-186.52019-07-19 21:26:02
hc1910&rb1910卖出平仓13886.0,3968.01:1-82-822019-07-19 21:12:02
hc1910&hc2001&rb1910&rb2001卖出平仓13905.0,3740.0,3994.0,3779.01:1-50-50.52019-07-19 21:01:37
hc1910&rb1910卖出平仓13908.0,3998.01:1-90-902019-07-19 21:01:11
m1909&m2001&RM909&RM001卖出平仓12817.0,2846.0,2428.0,2261.01:1-196-196.52019-07-19 09:41:34
hc1910&hc2001&rb1910&rb2001卖出平仓13858.0,3684.0,3961.0,3721.01:1-66-56.52019-07-18 21:09:17
hc1910&rb1910卖出平仓13860.0,3956.01:1-96-982019-07-18 21:00:02
hc1910&hc2001&rb1910&rb2001卖出平仓13881.0,3710.0,3992.0,3756.01:1-65-62.52019-07-18 13:31:13
m1909&m2001&RM909&RM001卖出平仓12847.0,2869.0,2455.0,2271.01:1-206-206.52019-07-17 21:47:05
m1909&RM909卖出平仓12837.0,2438.01:13993992019-07-17 10:06:11
m1909&m2001&RM909&RM001卖出平仓12830.0,2872.0,2437.0,2263.01:1-216-216.52019-07-17 09:08:00
m1909&RM909卖出平仓12827.0,2438.01:13893902019-07-16 22:55:52
m1909&m2001&RM909&RM001卖出平仓12819.0,2874.0,2438.0,2267.01:1-226-226.52019-07-16 21:09:42
m1909&RM909卖出平仓12842.0,2461.01:13813812019-07-15 21:21:12
hc1910&hc2001&rb1910&rb2001卖出平仓13863.0,3700.0,3993.0,3762.01:1-68-68.52019-07-15 13:30:06
m1909&RM909卖出平仓12815.0,2440.01:13753722019-07-12 09:00:03
m1909&RM909卖出平仓12793.0,2429.01:13643632019-07-11 21:00:04
m1909&RM909卖出平仓12788.0,2431.01:13573542019-07-11 21:00:01
a1909&c1909卖出平仓13398.0,1914.01:21.7751.7732019-07-10 21:00:01
y1909&y2001&m1909&m2001卖出平仓15460.0,5628.0,2742.0,2814.01:2-96-962019-07-09 09:09:06
a1909&c1909买入开仓13403.0,1936.01:21.7581.762019-07-08 10:58:02
pp1909&MA909卖出开仓28776.0,2334.02:3177417302019-07-08 10:58:02
TA909&TA001&MA909&MA001买入平仓15906.0,5380.0,2332.0,2425.01:16196202019-07-05 23:22:01
CF909&CF001&TA909&TA001卖出平仓113850.0,14475.0,5908.0,5374.01:3-1159-11602019-07-05 23:20:45
TA909&TA001&MA909&MA001买入平仓15858.0,5324.0,2329.0,2422.01:16276402019-07-05 22:41:54
OI909&OI001&RM909&RM001卖出平仓16899.0,6890.0,2418.0,2247.01:2-162-1622019-07-05 22:30:51
l1909&v1909卖出平仓18155.0,6915.01:1124012402019-07-05 21:53:58
y1909&y2001&m1909&m2001卖出平仓15422.0,5592.0,2786.0,2850.01:2-106-1062019-07-05 21:44:35
m1909&m2001&RM909&RM001卖出平仓12801.0,2848.0,2452.0,2263.01:1-236-236.52019-07-05 21:05:54
l1909&v1909卖出平仓18100.0,6900.01:1120012002019-07-05 21:01:21