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326940123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:1208961, 可用资金:302006, 风险度:75.02%)

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
hc1905&hc1910&rb1905&rb1910卖出-32581:128-1016380-12904.2%28格
bu1906&MA905卖出7002091:182388080020470-65102.5%15格
OI905&OI909&y1905&y1909卖出1401221:114516412862001801.4%16格
OI909&p1909卖出23602021:12382240023405380-2200.8%16格
hc1910&hc2001&rb1910&rb2001买入-33511:1-28-38-203550500.5%35格
l1905&v1905买入247020201:119952070212027750-250004.9%0格
l1905&l1909&v1905&v1909卖出1202051:115522012013504252.2%19格
m1905&m1909&RM905&RM909买入-78811:1-63-86-5412401400.3%23格
pp1905&pp1909&l1905&l1909卖出1102021:112615090780-1601%10格
OI905&OI909&p1905&p1909卖出1801281:12392762282510-22505.1%10格
OI909&y1909&p1909卖出5402011:153456050002000.6%23格
OI909&OI001卖出201241:1466832280-1101.6%8格
m1909&RM909买入4566101:14063964143300-37201.5%22格
OI909&y1909卖出13602061:11458148014201820-27802.5%12格
y1905&y1909&p1905&p1909卖出168131:194120882640-43406.7%5格
l2001&v2001买入203020101:11830183018801000-50252.4%26格
m1905&RM905买入4028121:13433063623820-95601.8%0格
fu1905&fu1909&fu2001买入-868231:1-224-270-1909660-3500010.4%5格
l1909&v1909买入248020331:118401820187013525-430757.9%3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
TA905&TA907&TA909买入平仓16430.0,6148.0,6148.0,5982.01:11161162019-03-25 21:51:30
hc1910&rb1910卖出平仓13419.0,3453.01:1-34-342019-03-25 21:46:19
hc1905&hc1910&rb1905&rb1910买入平仓13666.0,3416.0,3706.0,3451.01:1-5-52019-03-25 21:37:12
m1909&RM909卖出平仓12621.0,2213.01:14084082019-03-25 21:20:01
OI905&OI909&y1905&y1909卖出开仓17070.0,7086.0,5446.0,5614.01:11521522019-03-25 21:00:17
y1905&y1909&p1905&p1909买入平仓15442.0,5608.0,4424.0,4688.01:198962019-03-25 14:56:04
l1909&v1909买入开仓18275.0,6435.01:1184018402019-03-25 14:05:45
l2001&v2001买入开仓18205.0,6360.01:1184518502019-03-25 14:05:44
TA905&TA907&TA909买入平仓16376.0,6106.0,6106.0,5962.01:11261282019-03-25 13:30:13
l2001&v2001买入开仓18215.0,6360.01:1185518702019-03-25 10:00:08
SF905&SM905卖出平仓15882.0,7674.01:1-1792-17902019-03-25 10:00:06
bu1906&MA905买入平仓13292.0,2472.01:18208202019-03-25 09:49:15
hc1905&hc1910&rb1905&rb1910卖出开仓13699.0,3446.0,3727.0,3483.01:1982019-03-25 09:43:03
OI909&y1909卖出开仓17089.0,5620.01:1146914602019-03-25 09:38:50
OI909&p1909卖出开仓17090.0,4708.01:1238223802019-03-25 09:38:36
hc1910&rb1910卖出平仓13440.0,3480.01:1-40-402019-03-25 09:38:34
m1909&RM909买入开仓12613.0,2222.01:13913962019-03-25 09:27:15
SF905&SM905卖出平仓15884.0,7706.01:1-1822-18202019-03-25 09:27:12
bu1906&MA905买入平仓13304.0,2464.01:18408402019-03-25 09:12:40
OI905&OI909&y1905&y1909买入平仓17074.0,7114.0,5462.0,5632.01:11301282019-03-25 09:03:05
TA907&TA909&TA911卖出平仓15992.0,5874.0,5874.0,5732.01:1-24-262019-03-25 09:01:16
l1905&l1909&v1905&v1909买入平仓18375.0,8225.0,6405.0,6395.01:11401402019-03-25 09:00:13
OI909&y1909&p1909卖出开仓17094.0,5630.0,5630.0,4720.01:15545402019-03-25 09:00:05
l1909&v1909买入开仓18235.0,6385.01:1185018602019-03-25 09:00:04
OI905&OI909&p1905&p1909买入平仓17050.0,7084.0,4458.0,4734.01:12422402019-03-22 23:26:03
OI905&OI909&y1905&y1909买入平仓17052.0,7082.0,5484.0,5654.01:11401402019-03-22 22:57:30
hc1905&hc1910&rb1905&rb1910卖出开仓13693.0,3448.0,3748.0,3505.01:1232019-03-22 22:56:04
m1909&RM909卖出平仓12618.0,2210.01:14084082019-03-22 22:38:07
hc1905&hc1910&rb1905&rb1910卖出开仓13709.0,3462.0,3762.0,3513.01:1-2-22019-03-22 21:49:33
OI909&OI001买入平仓17083.0,7041.01:142442019-03-22 21:49:19
OI905&OI909&y1905&y1909卖出开仓17084.0,7092.0,5488.0,5660.01:11641642019-03-22 21:05:28
OI909&OI001卖出开仓17098.0,7028.01:170682019-03-22 21:04:12