本站用来展示商品期货程序化网格套利系统模拟盘的交易情况,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,风险度控制在70%以下。此模拟盘不以盈利为目的,交易的组合会在实盘前面进入,另外会涉及一些风险较高的组合,请留意并自己判断交易点位,风险自负。有兴趣可加QQ群326940123相互交流。

开户可免费使用此商品期货程序化网格套利系统(手续费+1分,保证金+0),有意请咨询QQ或微信(153)70734。

 

最新持仓信息(动态权益:1025161, 可用资金:243402, 风险度:76.26%, 盈亏比:2.52%)

套利组合 交易方向 起始点位 网格大小 持仓量(手) 配比 最新差价 下次开仓点位 下次平仓点位 剩余网格数
l1905&v1905正向买入241030102:22320226023354
l1909&v1909正向买入240030162:22200216022351
m1905&c1905正向买入-118016102:4-1188-1260-118010
SF901&SM901正向买入-19806062:2-2074-2160-19806
hc1901&rb1901正向买入-1809151:1-319-315-2793
hc1905&rb1905正向买入-76851:1-108-116-97.613
pp1901&MA901反向卖出10605062:31217121010103
y1901&m1901正向买入1.80.0262:41.7481.741.780
p1901&p1905正向买入-2802042:2-286-320-2704
l1901&l1905反向卖出3962042:24804363763
pp1901&pp1905反向卖出4802062:25495404400
j1901&j1905反向卖出2601631:1311.53082600
jm1901&jm1905反向卖出1801611:11601961483
AP905&AP907正向买入-2805011:1-325-330-2204
AP901&AP903&AP905正向买入-2004031:1-310-320-2160
hc1901&hc1905&rb1901&rb1905正向买入-130881:1-211-194-1740
pp1901&pp1905&MA901&MA905反向卖出1505042:32912501204
a1901&a1905&m1901&m1905正向买入-3802091:1-520-560-5003
rb1901&rb1905&rb1910反向卖出1861251:12442462227

 

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
rb1901&rb1905&rb1910卖出开仓13921.0,3532.0,3532.0,3377.01:12342342018-11-14 22:46:58
SR901&SR905&SR909买入平仓24992.0,4975.0,4975.0,5045.01:18787.62018-11-14 22:46:55
hc1905&rb1905卖出平仓13439.0,3544.01:1-105-105.62018-11-14 22:11:31
SR901&SR905&SR909买入平仓24988.0,4961.0,4961.0,5032.01:198982018-11-14 21:26:18
pp1901&pp1905&l1901&l1905买入平仓29334.0,8832.0,8970.0,8520.01:152602018-11-14 14:26:57
pp1901&pp1905&MA901&MA905卖出开仓29339.0,8838.0,2722.0,2623.02:32042002018-11-14 13:38:44
SF901&SM901买入开仓26378.0,8484.01:1-2106-21002018-11-14 13:38:43
hc1901&rb1901买入开仓13616.0,3924.01:1-308-3062018-11-14 13:38:42
hc1905&rb1905买入开仓23418.0,3538.01:1-120-1082018-11-14 13:38:42
l1901&l1905卖出开仓28965.0,8540.01:14254162018-11-14 13:38:42
l1905&v1905卖出平仓28535.0,6230.01:1230523052018-11-14 13:38:39
AP905&AP907卖出平仓112304.0,12572.01:1-268-2702018-11-14 10:33:48
m1905&c1905卖出平仓22777.0,1987.01:2-1197-11962018-11-14 10:08:23
hc1905&rb1905卖出平仓13393.0,3490.01:1-97-97.62018-11-14 09:45:13
hc1910&rb1910卖出平仓13299.0,3344.01:1-45-45.62018-11-14 09:45:12
AP901&AP903&AP905买入开仓111366.0,11958.0,11958.0,12266.01:1-284-2802018-11-14 09:20:40
rb1901&rb1905&rb1910买入平仓13865.0,3493.0,3493.0,3344.01:12232222018-11-14 09:20:32
hc1901&rb1901买入开仓13564.0,3861.01:1-297-2972018-11-14 09:14:07
hc1910&rb1910买入开仓13282.0,3338.01:1-56-562018-11-14 09:13:15
p1901&p1905买入开仓24270.0,4570.01:1-300-3002018-11-14 09:12:05
rb1901&rb1905&rb1910卖出开仓13864.0,3485.0,3485.0,3340.01:12342342018-11-14 09:11:00
hc1910&rb1910卖出平仓13297.0,3342.01:1-45-45.62018-11-14 09:10:11
a1901&a1905&b1901&b1905卖出平仓13459.0,3669.0,3324.0,3157.01:1-377-3762018-11-14 09:08:46
l1901&pp1901卖出平仓28900.0,9311.01:1-411-4122018-11-14 09:06:37
l1909&v1909买入开仓48390.0,6195.01:1219522202018-11-14 09:06:09
a1901&a1905&b1901&b1905卖出平仓13454.0,3664.0,3327.0,3149.01:1-388-3882018-11-14 09:06:08
l1909&v1909买入开仓48390.0,6195.01:1219522802018-11-14 09:06:06
l1909&v1909买入开仓48390.0,6195.01:1219523402018-11-14 09:06:04
a1901&a1905&m1901&m1905卖出平仓13452.0,3667.0,3081.0,2775.01:1-521-5202018-11-14 09:02:41
l1905&v1905买入开仓28490.0,6200.01:1229022602018-11-14 09:02:28
l1901&l1905卖出开仓28885.0,8490.01:13953962018-11-14 09:02:27
pp1901&pp1905&l1901&l1905买入平仓29314.0,8834.0,8885.0,8500.01:195902018-11-14 09:02:11