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70~80%。此模拟盘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:1189090, 可用资金:820746, 风险度:30.98%, 盈亏比:18.91%)

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23803082:222752260232014
l1909&v1909正向买入233030162:221252090215010
m1905&RM905正向买入4701282:24454224582
m1909&RM909正向买入4701262:24654344703
hc1905&rb1905正向买入-74861:1-115-122-104.412
hc1910&rb1910正向买入-50841:1-79-82-64.414
TA903&TA905&TA907正向买入-202022:2-18-4048
y1905&y1909&p1905&p1909正向买入-121622:2-16-28-48
a1905&a1909&b1905&b1909反向卖出810142:26878585
m1905&m1909&RM905&RM909正向买入-201822:2-20-38711
a1905&a1909&m1905&m1909反向卖出-382082:22042128
l1905&l1909&v1905&v1909反向卖出1503022:21501801205

 

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
hc1905&hc1910&rb1905&rb1910买入平仓23516.0,3370.0,3633.0,3447.01:1-40-39.62019-01-18 14:57:34
hc1905&rb1905买入开仓13513.0,3628.01:1-115-1142019-01-18 14:50:13
TA903&TA905&TA907买入开仓26300.0,6208.0,6208.0,6096.01:1-20-202019-01-18 14:36:38
hc1905&hc1910&rb1905&rb1910卖出开仓23510.0,3354.0,3615.0,3433.01:1-26-302019-01-18 14:02:19
hc1910&rb1910买入开仓13354.0,3433.01:1-79-742019-01-18 14:02:19
hc1905&rb1905卖出平仓13513.0,3618.01:1-105-104.42019-01-18 13:38:54
a1905&a1909&b1905&b1909卖出开仓23381.0,3420.0,2887.0,2993.01:167682019-01-18 11:21:15
l1905&v1905卖出平仓28765.0,6475.01:1229022902019-01-18 11:20:40
hc1910&rb1910卖出平仓13364.0,3427.01:1-63-64.42019-01-18 11:17:38
l1909&v1909卖出平仓28520.0,6400.01:1212021202019-01-18 10:55:05
hc1910&rb1910买入开仓13349.0,3423.01:1-74-742019-01-18 10:52:56
hc1905&rb1905买入开仓13496.0,3611.01:1-115-1142019-01-18 10:52:43
l1905&v1905卖出平仓28745.0,6485.01:1226022602019-01-18 10:11:04
a1905&a1909&m1905&m1909卖出开仓23375.0,3415.0,2554.0,2616.01:122222019-01-18 09:50:50
hc1905&rb1905买入开仓13506.0,3612.01:1-106-1062019-01-18 09:50:43
l1909&v1909卖出平仓28490.0,6400.01:1209020902019-01-18 09:43:41
hc1910&rb1910买入开仓13347.0,3413.01:1-66-662019-01-18 09:38:10
l1905&v1905卖出平仓28710.0,6480.01:1223022302019-01-18 09:24:34
l1905&v1905买入开仓28710.0,6510.01:1220022002019-01-18 09:02:12
a1905&a1909&b1905&b1909卖出开仓23368.0,3412.0,2885.0,2987.01:158582019-01-18 09:00:28
hc1905&rb1905卖出平仓13490.0,3587.01:1-97-96.42019-01-17 22:52:01
a1905&a1909&b1905&b1909卖出开仓23358.0,3405.0,2875.0,2970.01:148482019-01-17 22:19:08
hc1905&rb1905买入开仓13477.0,3583.01:1-106-1062019-01-17 21:50:08
hc1910&rb1910买入开仓13304.0,3362.01:1-58-582019-01-17 21:12:00
m1905&m1909&RM905&RM909买入开仓22539.0,2590.0,2104.0,2135.01:1-20-202019-01-17 21:02:10
hc1905&rb1905买入开仓13450.0,3551.01:1-101-982019-01-17 21:00:03
l1905&l1909&v1905&v1909买入平仓28680.0,8450.0,6460.0,6385.01:11551502019-01-17 13:45:11
hc1910&rb1910卖出平仓13323.0,3372.01:1-49-48.42019-01-17 11:24:56
hc1905&rb1905卖出平仓13466.0,3555.01:1-89-88.42019-01-17 11:13:22
hc1910&rb1910卖出平仓13317.0,3374.01:1-57-56.42019-01-17 11:07:08
hc1905&rb1905卖出平仓13451.0,3548.01:1-97-96.42019-01-17 09:30:19
m1905&RM905买入开仓22540.0,2105.01:14354342019-01-16 21:49:56