商品期货-实盘模拟交易日志(全自动)
格式说明:序号=日期.W星期(隔夜仓市值,当日盈亏比例,当日盈亏金额),SUM=累计赢利,DAY_NUM=当日交易笔数
yk_MAX=最大赢亏,yk_MIN=最小赢亏,yk_GY=隔夜赢亏 ,yk_RN=日内赢亏
标的合约:固定 3手白糖,2手螺纹钢,2手PTA,2手菜油,1手棉花
十月份日志:
短线A:3号系统-MY-S-1ES(DIR2)
短线B:4号系统MY-S-MAD
中线:8号系统MY-S-60G
长线:11号系统MY-S-MAD
[ 本帖最后由 银河二号 于 2011-10-10 20:33 编辑 ] 短线A(日内+隔夜):
1001=2011-10-10w1(289660,-0.72% ,-2085 ),SUM=-2085 ,DAY_NUM=43 ,ST=1,
yk_MAX=-100,yk_MIN=-2725 ,yk_GY=0 ,yk_RN=-2085
短线B(日内+隔夜):
1001=2011-10-10w1(0 ,0% ,-1875 ),SUM=-1875,DAY_NUM=36 ,ST=1,
yk_MAX=1585,yk_MIN=-2055 ,yk_GY=0 ,yk_RN=-1875
中线:
1001=2011-10-10w1(576310,0.33%,1900),SUM=1900,DAY_NUM=4,ST=1,
yk_MAX=2260,yk_MIN=150 ,yk_GY=150 ,yk_RN=1750
长线:
1001=2011-10-10w1(576000,0.44%,2515),SUM=2515,DAY_NUM=3,ST=1,
yk_MAX=2515,yk_MIN=150 ,yk_GY=150 ,yk_RN=2365
[ 本帖最后由 银河二号 于 2011-10-10 19:35 编辑 ] 短线A(3号系统MY-S-1ES,IBM4-DIR2):
1002=2011-10-11w2(293960,1.65%,4845),SUM=2760,DAY_NUM=34 ,ST=1,
yk_MAX=5510,yk_MIN=765 ,yk_GY=0 ,yk_RN=4845
短线B(4号系统MY-S-MAD):
1002=2011-10-11w2(0 ,0% ,1135),SUM=-740,DAY_NUM=40 ,ST=1,
yk_MAX=1275,yk_MIN=-2395 ,yk_GY=0 ,yk_RN=1135
短线C(3号系统MY-S-1J,IBM1-DIR3):
1001=2011-10-10w1(289960,0.85%,2465),SUM=2465,DAY_NUM=41 ,ST=1,
yk_MAX=3115,yk_MIN=150 ,yk_GY=150 ,yk_RN=2315
1002=2011-10-11w2(294450,2.63%,7740),SUM=10205 ,DAY_NUM=42 ,ST=1,
yk_MAX=7885,yk_MIN=1370,yk_GY=0 ,yk_RN=7740
中线(8号系统MY-S-60G):
1002=2011-10-11w2(490840,-0.39% ,-1925 ),SUM=-25 ,DAY_NUM=3,ST=1,
yk_MAX=2230,yk_MIN=-2055 ,yk_GY=0 ,yk_RN=-1925
长线(11号系统MY-S-MAD):
1002=2011-10-11w2(576485,-0.11% ,-660),SUM=1855,DAY_NUM=0,ST=1,
yk_MAX=2130,yk_MIN=-3060 ,yk_GY=0 ,yk_RN=-660
---------------------------
PS:今开盘前启动小故障,造成隔夜盈亏yk_GY置0.
增加短线C系统日志
[ 本帖最后由 银河二号 于 2011-10-11 16:38 编辑 ] 短线A(3号系统MY-S-1ES,IBM4-DIR2):
1003=2011-10-12w3(290250,-0.26% ,-750),SUM=2010,DAY_NUM=62 ,ST=1,
yk_MAX=3240,yk_MIN=-2080 ,yk_GY=360 ,yk_RN=-1110
短线B(4号系统MY-S-MAD):
1003=2011-10-12w3(0 ,0% ,2090),SUM=1350,DAY_NUM=36 ,ST=1,
yk_MAX=2475,yk_MIN=-1200 ,yk_GY=0 ,yk_RN=2090
短线C(3号系统MY-S-1J,IBM1-DIR3):
1003=2011-10-12w3(290615,-0.69% ,-2010 ),SUM=8195,DAY_NUM=134,ST=1,
yk_MAX=2820,yk_MIN=-2010 ,yk_GY=-110,yk_RN=-1900
中线(8号系统MY-S-60G):
1003=2011-10-12w3(480155,-0.28% ,-1330 ),SUM=-1355 ,DAY_NUM=14 ,ST=1,
yk_MAX=-220,yk_MIN=-3120 ,yk_GY=-1670 ,yk_RN=340
长线(11号系统MY-S-MAD):
1003=2011-10-12w3(578425,-0.54% ,-3130 ),SUM=-1275 ,DAY_NUM=4,ST=1,
yk_MAX=1105,yk_MIN=-3280 ,yk_GY=-160,yk_RN=-2970 短线A(3号系统MY-S-1ES,IBM4-DIR2):
1004=2011-10-13w4(474140,-0.17% ,-805),SUM=1205,DAY_NUM=44 ,ST=1,
yk_MAX=995 ,yk_MIN=-1595 ,yk_GY=-1595 ,yk_RN=790
短线B(4号系统MY-S-MAD):
1004=2011-10-13w4(200640,0.53%,1065),SUM=2415,DAY_NUM=27 ,ST=1,
yk_MAX=2110,yk_MIN=75 ,yk_GY=0 ,yk_RN=1065
短线C(3号系统MY-S-1J,IBM1-DIR3):
1004=2011-10-13w4(473570,-0.18% ,-865),SUM=7330,DAY_NUM=72 ,ST=1,
yk_MAX=1960,yk_MIN=-1670 ,yk_GY=-1670 ,yk_RN=805
中线(8号系统MY-S-60G):
1004=2011-10-13w4(377270,-1.26% ,-4755 ),SUM=-6110 ,DAY_NUM=21 ,ST=1,
yk_MAX=-1780 ,yk_MIN=-5885 ,yk_GY=-2260 ,yk_RN=-2495
长线(11号系统MY-S-MAD):
1004=2011-10-13w4(581135,-0.2%,-1160 ),SUM=-2435 ,DAY_NUM=0,ST=1,
yk_MAX=980 ,yk_MIN=-1960 ,yk_GY=980 ,yk_RN=-2140 短线A(3号系统MY-S-1ES,IBM4-DIR2):
1005=2011-10-14w5(290520,-0.13% ,-390),SUM=815 ,DAY_NUM=66 ,ST=1,
yk_MAX=-20 ,yk_MIN=-1965 ,yk_GY=-180,yk_RN=-210
短线B(4号系统MY-S-MAD):
1005=2011-10-14w5(478440,0.55%,2625),SUM=5040,DAY_NUM=34 ,ST=1,
yk_MAX=2715,yk_MIN=-265,yk_GY=1440,yk_RN=1185
短线C(3号系统MY-S-1J,IBM1-DIR3):
1005=2011-10-14w5(290620,0.54%,1575),SUM=8905,DAY_NUM=60 ,ST=1,
yk_MAX=1685,yk_MIN=-850,yk_GY=20 ,yk_RN=1555
中线(8号系统MY-S-60G):
1005=2011-10-14w5(579375,0.17%,1000),SUM=-5110 ,DAY_NUM=7,ST=1,
yk_MAX=1320,yk_MIN=-250,yk_GY=355 ,yk_RN=645
长线(11号系统MY-S-MAD):1005=2011-10-14w5(576055,0.43%,2500),SUM=65 ,DAY_NUM=0,ST=1,
yk_MAX=2560,yk_MIN=155 ,yk_GY=1845,yk_RN=655
[ 本帖最后由 银河二号 于 2011-10-14 15:34 编辑 ] 一周总结:
由于上个月长线赢利超过40%,本周长线不回撤,且没什么手续费,优.
中线全线回撤,手续费也不少,差.
短线A没赢利,手续费也不少,考虑到中间进行了重大修正,本周不评分.短线B,C仅供参考不评分
------------------------------------------------------------------------------------------------------------over
[ 本帖最后由 银河二号 于 2011-10-14 15:56 编辑 ] 短线A(3号系统MY-S-1ES,IBM4-DIR2):
1006=2011-10-17w1(578530,0.72%,4175),SUM=4990,DAY_NUM=57 ,ST=1,
yk_MAX=4230,yk_MIN=305 ,yk_GY=1295,yk_RN=2880
中线(8号系统MY-S-60G):
1006=2011-10-17w1(389910,0.7% ,2735),SUM=-2375 ,DAY_NUM=3,ST=1,
yk_MAX=3035,yk_MIN=1495,yk_GY=2780,yk_RN=-45
长线(11号系统MY-S-MAD):
1006=2011-10-17w1(580755,0.7% ,4070),SUM=4135,DAY_NUM=0,ST=1,
yk_MAX=4680,yk_MIN=180 ,yk_GY=180 ,yk_RN=3890
ps:短线只发A了,忙不过来^_^ 短线A(3号系统MY-S-1ES,IBM4-DIR2):
1007=2011-10-18w2(567805,0.56%,3195),SUM=8185,DAY_NUM=80 ,ST=1,
yk_MAX=3195,yk_MIN=395 ,yk_GY=395 ,yk_RN=2800
中线(8号系统MY-S-60G):
1007=2011-10-18w2(271630,0.83%,2265),SUM=-110,DAY_NUM=26 ,ST=1,
yk_MAX=2655,yk_MIN=-1310 ,yk_GY=-950,yk_RN=3215
长线(11号系统MY-S-MAD):
1007=2011-10-18w2(577645,1% ,5770),SUM=9905,DAY_NUM=0,ST=1,
yk_MAX=6200,yk_MIN=1845,yk_GY=1845,yk_RN=3925 短线A(3号系统MY-S-1ES,IBM4-DIR2):
1008=2011-10-19w3(569120,0.45%,2570),SUM=10755 ,DAY_NUM=58 ,ST=1,
yk_MAX=6045,yk_MIN=2570,yk_GY=3625,yk_RN=-1055
中线(8号系统MY-S-60G):
1008=2011-10-19w3(471565,-0.48% ,-2285 ),SUM=-2395 ,DAY_NUM=23 ,ST=1,
yk_MAX=300 ,yk_MIN=-2285 ,yk_GY=-1640 ,yk_RN=-645
长线(11号系统MY-S-MAD):
1008=2011-10-19w3(568095,0.37%,2095),SUM=12000 ,DAY_NUM=0,ST=1,
yk_MAX=3385,yk_MIN=-780,yk_GY=-780,yk_RN=2875 短线A(3号系统MY-S-1ES,IBM4-DIR2):
1009=2011-10-20w4(555450,1.2% ,6690),SUM=17445 ,DAY_NUM=38 ,ST=1,
yk_MAX=10100 ,yk_MIN=-1865 ,yk_GY=-1865 ,yk_RN=8555
中线(8号系统MY-S-60G):
1009=2011-10-20w4(482210,1.74%,8410),SUM=6015,DAY_NUM=14 ,ST=1,
yk_MAX=11610 ,yk_MIN=-330,yk_GY=-330,yk_RN=8740
长线(11号系统MY-S-MAD):
1009=2011-10-20w4(565010,1.87%,10570 ),SUM=22570 ,DAY_NUM=6,ST=1,
yk_MAX=13410 ,yk_MIN=1470,yk_GY=1470,yk_RN=9100 短线A(3号系统MY-S-1ES,IBM4-DIR2):
1010=2011-10-21w5(555485,0.18%,1010),SUM=18455 ,DAY_NUM=34 ,ST=1,
yk_MAX=3255,yk_MIN=35 ,yk_GY=2395,yk_RN=-1385
中线(8号系统MY-S-60G):
1010=2011-10-21w5(375090,-1.32% ,-4935 ),SUM=1080,DAY_NUM=14 ,ST=1,
yk_MAX=-3390 ,yk_MIN=-6765 ,yk_GY=-3820 ,yk_RN=-1115
长线(11号系统MY-S-MAD):
1010=2011-10-21w5(550270,-0.93% ,-5135 ),SUM=17435 ,DAY_NUM=0,ST=1,
yk_MAX=-2950 ,yk_MIN=-7185 ,yk_GY=-4100 ,yk_RN=-1035
[ 本帖最后由 银河二号 于 2011-10-21 16:02 编辑 ] 第二周总结:
短线A,5连赢,手续费稳定,优.
中线不赚不亏,手续费不少,差.
长线稳定,无手续费,优
------------------------------------------------------------------------------------------------------------over 短线A(3号系统MY-S-1ES,IBM4-DIR2):
1011=2011-10-24w1(563570,2.56%,14440 ),SUM=32895 ,DAY_NUM=60 ,ST=1,
yk_MAX=19620 ,yk_MIN=-1825 ,yk_GY=-1655 ,yk_RN=16095
中线(8号系统MY-S-60G):
1011=2011-10-24w1(365705,-0.23% ,-855),SUM=225 ,DAY_NUM=25 ,ST=1,
yk_MAX=4545,yk_MIN=-2465 ,yk_GY=-2465 ,yk_RN=1610
长线(11号系统MY-S-MAD):
1011=2011-10-24w1(555405,-2.07% ,-11520),SUM=5915,DAY_NUM=0,ST=1,
yk_MAX=5365,yk_MIN=-13005,yk_GY=-3365 ,yk_RN=-8155 短线A(3号系统MY-S-1ES,IBM4-DIR2):
1012=2011-10-25w2(568100,0.1% ,585 ),SUM=33480 ,DAY_NUM=38 ,ST=1,
yk_MAX=5000,yk_MIN=-800,yk_GY=2160,yk_RN=-1575
中线(8号系统MY-S-60G):
1012=2011-10-25w2(486375,0.48%,2315),SUM=2540,DAY_NUM=9,ST=1,
yk_MAX=7780,yk_MIN=-2820 ,yk_GY=865 ,yk_RN=1450
长线(11号系统MY-S-MAD):
1012=2011-10-25w2(568855,-0.42% ,-2365 ),SUM=3550,DAY_NUM=54 ,ST=1,
yk_MAX=-1945 ,yk_MIN=-4075 ,yk_GY=-2035 ,yk_RN=-330
ps:今天长线系统交易次数异常,原因为涨/跌停情况下设计有BUG,已修正
[ 本帖最后由 银河二号 于 2011-10-26 06:23 编辑 ] 短线A(3号系统MY-S-1ES,IBM4-DIR2):
1013=2011-10-26w3(572335,-0.12% ,-665),SUM=32815 ,DAY_NUM=42 ,ST=1,
yk_MAX=675 ,yk_MIN=-2585 ,yk_GY=-2475 ,yk_RN=1810
中线(8号系统MY-S-60G):
1013=2011-10-26w3(570290,-0.03% ,-165),SUM=2375,DAY_NUM=30 ,ST=1,
yk_MAX=2240,yk_MIN=-3215 ,yk_GY=-3145 ,yk_RN=2980
长线(11号系统MY-S-MAD):
1013=2011-10-26w3(569230,-0.32% ,-1835 ),SUM=1715,DAY_NUM=4,ST=1,
yk_MAX=-485,yk_MIN=-3850 ,yk_GY=-915,yk_RN=-920 短线A(3号系统MY-S-1ES,IBM4-DIR2):
1014=2011-10-27w4(573105,-0.43% ,-2460 ),SUM=30355 ,DAY_NUM=70 ,ST=1,
yk_MAX=1530,yk_MIN=-2795 ,yk_GY=415 ,yk_RN=-2875
中线(8号系统MY-S-60G):
1014=2011-10-27w4(572085,0.23%,1330),SUM=3705,DAY_NUM=0,ST=1,
yk_MAX=2585,yk_MIN=-2215 ,yk_GY=-860,yk_RN=2190
长线(11号系统MY-S-MAD):
1014=2011-10-27w4(571805,-0.65% ,-3690 ),SUM=-1975 ,DAY_NUM=8,ST=1,
yk_MAX=-1285 ,yk_MIN=-3960 ,yk_GY=-1600 ,yk_RN=-2090
PS:今天收盘前5分钟硬件故障,可能影响明天短线A(如果明天大跳空的话)
[ 本帖最后由 银河二号 于 2011-10-27 17:10 编辑 ]
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