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:873500, 可用资金:126770, 风险度:85.49%)

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&rb1910买入-76641:1-98-100-74.516050-2401.6%8格
OI909&y1909&p1909卖出5302041:1566610560113004603.5%8格
OI909&y1909卖出15302031:11556159014709800-25201.7%6格
OI909&p1909卖出24902041:12546257024609930-41902.3%8格
hc1910&hc2001&rb1910&rb2001买入-38651:1-72-68-505070-11503.6%7格
bu1912&MA001卖出9353021:1902995867.54260-5200.8%10格
TA909&TA911&TA001卖出901231:1108126902340-501.1%9格
m1909&RM909买入430861:13853824163560-32201.3%6格
y1909&y2001&p1909&p2001卖出-201041:11620-2980-7602.8%8格
l1909&l2001&v1909&v2001买入-502051:1-115-150-90325-6253%7格
OI909&OI001卖出681251:1119128682250-27602.8%7格
m1909&m2001&RM909&RM001买入-1601051:1-208-210-178240-7901.9%7格
y1909&OI909&p1909买入-39502041:1-4102-4030-39801600-26004.5%8格
pp1909&pp2001&l1909&l2001卖出1202051:1211220160-45-13403.3%7格
OI909&OI001&y1909&y2001卖出2001651:1269280216530-21304.8%7格
OI909&p1909&y1909卖出34602041:1353635403470290-29403.8%8格
y1909&y2001&m1909&m2001买入-961051:2-142-146-1060-31004.1%7格
OI909&OI001&p1909&p2001卖出1801671:12852922280-53106.2%5格
l2001&v2001买入196020131:11090170017801000-528004.1%0格
l1909&v1909买入238020351:19751680176013575-19415011.1%0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
bu1912&MA001买入平仓13472.0,2576.01:1896897.52019-05-17 22:39:02
MA909&ZC909卖出平仓32496.0,599.43:14.1644.1642019-05-17 22:30:33
TA909&TA911&TA001卖出开仓15632.0,5440.0,5440.0,5362.01:11141142019-05-17 21:42:11
OI909&OI001卖出开仓17058.0,6939.01:11191162019-05-17 21:42:10
hc1910&hc2001&rb1910&rb2001买入开仓23687.0,3472.0,3779.0,3503.01:1-61-562019-05-17 21:42:10
hc1910&rb1910买入开仓23687.0,3779.01:1-92-792019-05-17 21:42:10
y1909&y2001&m1909&m2001买入开仓25476.0,5622.0,2728.0,2734.01:2-140-1262019-05-17 21:42:10
OI909&y1909&p1909卖出开仓17058.0,5476.0,5476.0,4484.01:15905902019-05-17 21:42:10
m1909&m2001&RM909&RM001买入开仓22729.0,2733.0,2340.0,2140.01:1-204-1902019-05-17 21:42:10
OI909&y1909&p1909卖出开仓17036.0,5474.0,5474.0,4484.01:15725702019-05-17 21:00:04
OI909&OI001&y1909&y2001卖出开仓27036.0,6917.0,5474.0,5624.01:12692482019-05-17 21:00:04
m1909&RM909买入开仓22723.0,2335.01:13883982019-05-17 21:00:03
m1909&m2001&RM909&RM001买入开仓22725.0,2731.0,2335.0,2141.01:1-200-1702019-05-17 21:00:03
OI909&y1909&p1909卖出开仓27036.0,5474.0,5474.0,4486.01:15745302019-05-17 21:00:03
y1909&OI909&p1909买入开仓25474.0,7038.0,7038.0,4488.01:1-4114-39902019-05-17 21:00:03
OI909&p1909&y1909卖出开仓17036.0,4488.0,4488.0,5470.01:1353035202019-05-17 21:00:03
hc1910&rb1910买入开仓23680.0,3772.01:1-92-672019-05-17 21:00:03
TA909&TA911&TA001买入平仓15596.0,5420.0,5420.0,5334.01:190902019-05-17 09:51:05
y1909&y2001&p1909&p2001买入平仓15500.0,5648.0,4510.0,4666.01:1882019-05-17 09:46:56
TA909&TA911&TA001买入平仓15646.0,5458.0,5458.0,5372.01:11021022019-05-16 21:34:13
y1909&y2001&p1909&p2001买入平仓15452.0,5610.0,4468.0,4644.01:118182019-05-16 10:48:55
y1909&y2001&p1909&p2001买入平仓15428.0,5584.0,4438.0,4622.01:128282019-05-15 11:23:50
bu1912&MA001买入平仓13380.0,2454.01:1926927.52019-05-14 11:05:28
TA909&TA911&TA001买入平仓15614.0,5404.0,5404.0,5312.01:11181142019-05-14 10:36:51
hc1910&hc2001&rb1910&rb2001卖出平仓23623.0,3422.0,3697.0,3450.01:1-46-502019-05-13 21:11:37
TA909&TA911&TA001买入平仓15854.0,5610.0,5610.0,5492.01:11261262019-05-13 09:03:58
TA909&TA001&MA909&MA001买入平仓15880.0,5504.0,2463.0,2538.01:14514502019-05-10 11:16:23
m1909&RM909卖出平仓12708.0,2279.01:14294282019-05-09 21:00:56
m1909&RM909卖出平仓12670.0,2250.01:14204202019-05-09 13:32:19
bu1912&MA001买入平仓13476.0,2519.01:1957957.52019-05-09 11:11:50
y1909&OI909&p1909买入开仓15416.0,6905.0,6905.0,4424.01:1-3970-39702019-05-08 21:18:42
m1909&m2001&RM909&RM001卖出平仓12636.0,2682.0,2226.0,2124.01:1-148-1482019-05-08 21:12:14