Cassor
发表于 2015-3-19 21:04
成交汇总
品种汇总
成交明细
平仓明细
合约买/卖投机/套保成交价手数成交额开/平手续费平仓盈亏
CU1505卖投机41,800.001209,000.00开31.35--
JD1505买投机4,194.00283,880.00平33.55-920.00
JD1505买投机4,195.006251,700.00平100.68-2,820.00
M1509卖投机2,770.0012332,400.00开54.00--
合计21876,980.00219.58-3,740.00
持仓汇总
持仓明细
合约买持仓买均价卖持仓卖均价昨结算价今结算价浮动盈亏交易保证金投机/套保
AG150643,591.003,431.003,467.007,440.0027,042.60投机
CU1505141,800.0042,120.0041,510.001,450.0026,981.50投机
RB1510122,488.002,498.002,486.00240.0032,815.20投机
CF509513,288.0013,320.0013,310.00-550.0026,620.00投机
OI50965,802.6675,794.005,880.00-4,640.0028,224.00投机
RM509122,217.002,226.002,228.00-1,320.0021,388.80投机
SR50575,059.004,948.004,908.00-10,570.0034,356.00投机
TA505104,682.004,618.004,650.001,600.0020,925.00投机
TC5054460.65450.80449.608,840.0032,371.20投机
A150574,265.004,173.004,173.006,440.0023,368.80投机
C1509402,445.002,540.002,538.0037,200.0081,216.00投机
JM15055713.00710.00707.001,800.0016,968.00投机
M1509122,770.002,766.002,772.00-240.0026,611.20投机
合计477847,690.00398,888.30
Cassor
发表于 2015-3-20 20:53
成交汇总
品种汇总
成交明细
平仓明细
合约买/卖投机/套保成交价手数成交额开/平手续费平仓盈亏
合计00.000.000.00
持仓汇总
持仓明细
合约买持仓买均价卖持仓卖均价昨结算价今结算价浮动盈亏交易保证金投机/套保
AG150643,591.003,467.003,514.004,620.0027,409.20投机
CU1505141,800.0041,510.0042,130.00-1,650.0027,384.50投机
RB1510122,488.002,486.002,487.00120.0032,828.40投机
CF509513,288.0013,310.0013,220.001,700.0026,440.00投机
OI50965,802.6675,880.005,840.00-2,240.0028,032.00投机
RM509122,217.002,228.002,223.00-720.0021,340.80投机
SR50575,059.004,908.004,892.00-11,690.0034,244.00投机
TA505104,682.004,650.004,646.001,800.0020,907.00投机
TC5054460.65449.60448.209,960.0032,270.40投机
A150574,265.004,173.004,168.006,790.0023,340.80投机
C1509402,445.002,538.002,534.0035,600.0081,088.00投机
JM15055713.00707.00705.002,400.0016,920.00投机
M1509122,770.002,772.002,766.00480.0026,553.60投机
合计477847,170.00398,758.70
Cassor
发表于 2015-3-20 21:03
本年度净值截至本周为0.89。
去年下半年到本周的资金曲线如图。
gamegto
发表于 2015-3-21 07:40
请问09玉米再跌的话，打算什么价格止赢？
gamegto
发表于 2015-3-21 07:41
楼主仓位现在多少了，超过50了没？
YSJRXU
发表于 2015-3-23 13:05
这也是程序化吧？
Cassor
发表于 2015-3-23 21:03
成交汇总
品种汇总
成交明细
平仓明细
合约买/卖投机/套保成交价手数成交额开/平手续费平仓盈亏
AG1506买投机3,638.004218,280.00平26.19-2,820.00
CU1505买投机43,060.001215,300.00平32.30-6,300.00
RM509买投机2,252.0012270,240.00平72.00-4,200.00
合计17703,820.00130.49-13,320.00
持仓汇总
持仓明细
合约买持仓买均价卖持仓卖均价昨结算价今结算价浮动盈亏交易保证金投机/套保
RB1510122,488.002,487.002,519.00-3,720.0033,250.80投机
CF509513,288.0013,220.0013,250.00950.0026,500.00投机
OI50965,802.6675,840.005,876.00-4,400.0028,204.80投机
SR50575,059.004,892.004,952.00-7,490.0034,664.00投机
TA505104,682.004,646.004,704.00-1,100.0021,168.00投机
TC5054460.65448.20446.2011,560.0032,126.40投机
A150574,265.004,168.004,179.006,020.0023,402.40投机
C1509402,445.002,534.002,551.0042,400.0081,632.00投机
JM15055713.00705.00704.002,700.0016,896.00投机
M1509122,770.002,766.002,796.00-3,120.0026,841.60投机
合计476143,800.00324,686.00
宇无疆
发表于 2015-3-24 07:32
也想建立个交易系统，可是不知道如何回测？楼主能简单的指点一下吗？谢谢！
Cassor
发表于 2015-3-24 21:00
成交汇总
品种汇总
成交明细
平仓明细
合约买/卖投机/套保成交价手数成交额开/平手续费平仓盈亏
OI509买投机5,918.006355,080.00平60.00-6,920.00
TA505买投机4,832.0010241,600.00平60.00-7,500.00
合计16596,680.00120.00-14,420.00
持仓汇总
持仓明细
合约买持仓买均价卖持仓卖均价昨结算价今结算价浮动盈亏交易保证金投机/套保
RB1510122,488.002,519.002,552.00-7,680.0033,686.40投机
CF509513,288.0013,250.0013,370.00-2,050.0026,740.00投机
SR50575,059.004,952.005,069.00700.0035,483.00投机
TC5054460.65446.20446.6011,240.0032,155.20投机
A150574,265.004,179.004,151.007,980.0023,245.60投机
C1509402,445.002,551.002,557.0044,800.0081,824.00投机
JM15055713.00704.00706.002,100.0016,944.00投机
M1509122,770.002,796.002,810.00-4,800.0026,976.00投机
合计474552,290.00277,054.20
Cassor
发表于 2015-3-25 09:07
本帖最后由 Cassor 于 2015-3-25 10:05 编辑
gamegto 发表于 2015-3-21 07:40 static/image/common/back.gif
请问09玉米再跌的话，打算什么价格止赢？
大概在前一波回撤低点2530一带吧，还要结合具体情况
Cassor
发表于 2015-3-25 09:13
gamegto 发表于 2015-3-21 07:41 static/image/common/back.gif
楼主仓位现在多少了，超过50了没？
大概就是50%左右
Cassor
发表于 2015-3-25 09:15
YSJRXU 发表于 2015-3-23 13:05 static/image/common/back.gif
这也是程序化吧？
应该属于半程序化，多数是靠程序，但也有一些人为判断的东西。
Cassor
发表于 2015-3-25 10:07
宇无疆 发表于 2015-3-24 07:32 static/image/common/back.gif
也想建立个交易系统，可是不知道如何回测？楼主能简单的指点一下吗？谢谢！
回测的学问很大，涉及的领域很多，简单是说不清楚的。
推荐阅读：Robert Pardo - The Evaluation and Optimization of Trading Strategies
Cassor
发表于 2015-3-25 21:00
成交汇总
品种汇总
成交明细
平仓明细
合约买/卖投机/套保成交价手数成交额开/平手续费平仓盈亏
C1509卖投机2,550.00401,020,000.00平120.0042,000.00
JD1505卖投机4,017.00140,170.00开16.07--
JD1505卖投机4,014.00140,140.00开16.06--
JD1505卖投机4,011.00140,110.00开16.04--
JD1505卖投机4,015.005200,750.00开80.30--
合计481,341,170.00248.4742,000.00
持仓汇总
持仓明细
合约买持仓买均价卖持仓卖均价昨结算价今结算价浮动盈亏交易保证金投机/套保
RB1510122,488.002,552.002,526.00-4,560.0033,343.20投机
CF509513,288.0013,370.0013,295.00-175.0026,590.00投机
SR50575,059.005,069.005,111.003,640.0035,777.00投机
TC5054460.65446.60441.4015,400.0031,780.80投机
A150574,265.004,151.004,109.0010,920.0023,010.40投机
JD150584,014.6254,137.003,991.001,890.0035,120.80投机
JM15055713.00706.00696.005,100.0016,704.00投机
M1509122,770.002,810.002,806.00-4,320.0026,937.60投机
合计75327,895.00229,263.80
Cassor
发表于 2015-3-26 21:01
成交汇总
品种汇总
成交明细
平仓明细
合约买/卖投机/套保成交价手数成交额开/平手续费平仓盈亏
合计00.000.000.00
持仓汇总
持仓明细
合约买持仓买均价卖持仓卖均价昨结算价今结算价浮动盈亏交易保证金投机/套保
RB1510122,488.002,526.002,500.00-1,440.0033,000.00投机
CF509513,288.0013,295.0013,200.002,200.0026,400.00投机
SR50575,059.005,111.005,108.003,430.0035,756.00投机
TC5054460.65441.40439.2017,160.0031,622.40投机
A150574,265.004,109.004,044.0015,470.0022,646.40投机
JD150584,014.6253,991.003,904.008,850.0034,355.20投机
JM15055713.00696.00704.002,700.0016,896.00投机
M1509122,770.002,806.002,793.00-2,760.0026,812.80投机
合计75345,610.00227,488.80
Cassor
发表于 2015-3-27 21:12
成交汇总
品种汇总
成交明细
平仓明细
合约买/卖投机/套保成交价手数成交额开/平手续费平仓盈亏
P1509卖投机4,692.006281,520.00开36.00--
合计6281,520.0036.000.00
持仓汇总
持仓明细
合约买持仓买均价卖持仓卖均价昨结算价今结算价浮动盈亏交易保证金投机/套保
RB1510122,488.002,500.002,455.003,960.0032,406.00投机
CF509513,288.0013,200.0013,175.002,825.0026,350.00投机
SR50575,059.005,108.005,127.004,760.0035,889.00投机
TC5054460.65439.20435.2020,360.0031,334.40投机
A150574,265.004,044.004,043.0015,540.0022,640.80投机
JD150584,014.6253,904.003,895.009,570.0034,276.00投机
JM15055713.00704.00696.005,100.0016,704.00投机
M1509122,770.002,793.002,775.00-600.0026,640.00投机
P150964,692.004,736.004,716.00-1,440.0022,636.80投机
合计75960,075.00248,877.00
Cassor
发表于 2015-3-27 21:15
本年度净值截至本周为0.94。
去年下半年到本周的资金曲线如图。
gamegto
发表于 2015-3-30 17:25
C09要涨了，调整末尾
Cassor
发表于 2015-3-30 20:39
成交汇总
品种汇总
成交明细
平仓明细
合约买/卖投机/套保成交价手数成交额开/平手续费平仓盈亏
M1509买投机2,765.009248,850.00平40.50450.00
合计9248,850.0040.50450.00
持仓汇总
持仓明细
合约买持仓买均价卖持仓卖均价昨结算价今结算价浮动盈亏交易保证金投机/套保
RB1510122,488.002,455.002,469.002,280.0032,590.80投机
CF509513,288.0013,175.0013,220.001,700.0026,440.00投机
SR50575,059.005,127.005,212.0010,710.0036,484.00投机
TC5054460.65435.20426.4027,400.0030,700.80投机
A150574,265.004,043.004,005.0018,200.0022,428.00投机
JD150584,014.6253,895.003,909.008,450.0034,399.20投机
JM15055713.00696.00696.005,100.0016,704.00投机
M150932,770.002,775.002,768.0060.006,643.20投机
P150964,692.004,716.004,668.001,440.0022,406.40投机
合计75075,340.00228,796.40
Cassor
发表于 2015-3-31 21:03
成交汇总
品种汇总
成交明细
平仓明细
合约买/卖投机/套保成交价手数成交额开/平手续费平仓盈亏
RM509卖投机2,221.0012266,520.00开72.00--
合计12266,520.0072.000.00
持仓汇总
持仓明细
合约买持仓买均价卖持仓卖均价昨结算价今结算价浮动盈亏交易保证金投机/套保
RB1510122,488.002,469.002,445.005,160.0032,274.00投机
CF509513,288.0013,220.0013,145.003,575.0026,290.00投机
RM509122,221.002,242.002,230.00-1,080.0021,408.00投机
SR50575,059.005,212.005,224.0011,550.0036,568.00投机
TC5054460.65426.40423.2029,960.0030,470.40投机
A150574,265.004,005.004,019.0017,220.0022,506.40投机
JD150584,014.6253,909.003,918.007,730.0034,478.40投机
JM15055713.00696.00705.002,400.0016,920.00投机
M150932,770.002,768.002,752.00540.006,604.80投机
P150964,692.004,668.004,660.001,920.0022,368.00投机
合计76278,975.00249,888.00
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