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:955747, 可用资金:230075, 风险度:75.93%, 盈亏比:-5.09%)

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
l1901&pp1901正向买入-4604042:2-562-540-3324
pp1901&v1901反向卖出29603062:23362305029303
m1905&c1905正向买入-102010363:6-1201-1140-10900
hc1901&rb1901正向买入5012262:2-147-106-761
hc1905&rb1905正向买入-201342:2-82-4667
bu1906&MA905反向卖出5804022:25526205005
m1901&m1905反向卖出3261642:2400358322.80
a1901&a1905&b1901&b1905正向买入-3621242:2-446-386-3500
pp1901&pp1905&l1901&l1905反向卖出3020122:2235150900
a1901&a1905&m1901&m1905正向买入-35020122:2-503-470-4140

 

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
hc1810&hc1901&rb1810&rb1901卖出平仓24245,3962,4498,41061:1-111-1102018-09-17 11:02:50
m1905&RM905卖出平仓22782.0,2288.01:14944942018-09-14 23:16:03
TA811&TA901&TA903买入平仓28038,7366,7366,71241:14384322018-09-14 23:01:30
rb1810&rb1901&rb1905买入平仓24517,4151,4151,38481:16665.52018-09-14 22:59:36
rb1810&rb1901&rb1905买入平仓24518,4145,4145,38481:17778.52018-09-14 22:57:10
hc1810&hc1901&rb1810&rb1901买入开仓24245,3997,4472,41001:1-119-1222018-09-14 21:00:03
hc1901&rb1901买入开仓43998.0,4098.01:1-100-842018-09-14 21:00:02
TA811&TA901&TA903卖出开仓28074,7350,7350,71081:14784802018-09-14 10:06:48
rb1810&rb1901&rb1905卖出开仓24414,4067,4067,38231:1102982018-09-14 10:06:47
hc1905&rb1905买入开仓23786.0,3809.01:1-23-232018-09-13 22:44:23
TA811&TA901&TA903买入平仓28054,7392,7392,71501:14244222018-09-13 22:43:26
TA811&TA901&TA903卖出开仓28140,7412,7412,71561:14604702018-09-13 22:25:20
rb1810&rb1901&rb1905买入平仓24387,4064,4064,38151:17675.52018-09-13 22:12:03
hc1810&hc1901&rb1810&rb1901卖出平仓24225,3982,4371,40461:1-85-842018-09-13 21:40:19
rb1810&rb1901&rb1905卖出开仓24384,4045,4045,38021:195952018-09-13 21:30:43
hc1810&hc1901&rb1810&rb1901卖出平仓24231,3997,4388,40661:1-90-902018-09-13 21:10:22
rb1810&rb1901&rb1905买入平仓24395,4073,4073,38241:17473.52018-09-13 21:08:55
m1905&RM905买入开仓22742.0,2272.01:14704702018-09-13 21:00:03
bu1906&MA905卖出开仓23540.0,2960.01:15805802018-09-13 14:20:32
rb1810&rb1901&rb1905卖出开仓24391,4050,4050,38031:194932018-09-13 13:59:13
rb1810&rb1901&rb1905卖出开仓24384,4036,4036,37711:180802018-09-13 10:56:22
hc1905&rb1905买入开仓23774.0,3783.01:1-9-102018-09-13 10:38:47
l1905&pp1905卖出平仓29200.0,9457.01:1-257-2602018-09-13 09:55:40
pp1901&pp1905&l1901&l1905卖出开仓29762,9485,9335,92051:11471302018-09-13 09:53:21
hc1901&rb1901买入开仓24017.0,4077.01:1-60-602018-09-13 09:23:36
pp1901&pp1905&l1901&l1905卖出开仓29788,9550,9350,92301:11081102018-09-13 09:01:00
y1901&y1905&p1901&p1905买入平仓15870,5822,4898,50541:12062082018-09-13 09:00:17
a1905&b1905买入平仓33836.0,3186.01:16506572018-09-13 09:00:09
AP901&AP903&AP905卖出平仓111975,12200,12200,122931:1-128-1362018-09-13 09:00:05
m1901&m1905&RM901&RM905买入平仓23111,2733,2343,22511:12892942018-09-13 09:00:04
y1901&y1905&p1901&p1905卖出开仓15898,5822,4898,50541:12282302018-09-12 23:09:07
a1905&b1905买入平仓33876.0,3209.01:16676672018-09-12 22:40:46