股指期货-实盘模拟交易日志(全自动)

银河二号

股指期货-实盘模拟交易日志(全自动)

来自：MACD论坛(bbs.shudaoyoufang.com) 作者：银河二号 浏览：4242 回复：17

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 1手IF
十月份日志:
短线A:3号系统MY-S-1E(DIR3)
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 20:32 编辑 ]

银河二号

短线A(日内+隔夜):
1001=2011-10-10w1(774720  ,-0.53% ,-4080 ),SUM=-4080 ,DAY_NUM=7  ,ST=1,
yk_MAX=-60   ,yk_MIN=-8640 ,yk_GY=0     ,yk_RN=-4080

短线B(日内+隔夜):
1001=2011-10-10w1(769920  ,-0.05% ,-420  ),SUM=-420  ,DAY_NUM=4  ,ST=1,
yk_MAX=6360  ,yk_MIN=-840  ,yk_GY=0     ,yk_RN=-420  

中线:
1001=2011-10-10w1(777900  ,0.89%  ,6900  ),SUM=6900  ,DAY_NUM=0  ,ST=1,
yk_MAX=9000  ,yk_MIN=-840  ,yk_GY=0     ,yk_RN=6900  

长线:
1001=2011-10-10w1(777900  ,0.89%  ,6900  ),SUM=6900  ,DAY_NUM=0  ,ST=1,
yk_MAX=9000  ,yk_MIN=-840  ,yk_GY=0     ,yk_RN=6900

[ 本帖最后由 银河二号 于 2011-10-10 19:37 编辑 ]

银河二号

短线A(3号系统MY-S-1E(DIR3):
1002=2011-10-11w2(785820  ,-0.79% ,-6240 ),SUM=-10320,DAY_NUM=4  ,ST=1,
yk_MAX=-1620 ,yk_MIN=-26580,yk_GY=-20580,yk_RN=14340

短线B(4号系统MY-S-MAD):
1002=2011-10-11w2(780300  ,-2.73% ,-21300),SUM=-21720,DAY_NUM=8  ,ST=1,
yk_MAX=-16440,yk_MIN=-35400,yk_GY=-22620,yk_RN=1320  

中线(8号系统MY-S-60G):
1002=2011-10-11w2(774840  ,-2.83% ,-21960),SUM=-15060,DAY_NUM=4  ,ST=1,
yk_MAX=-17100,yk_MIN=-31200,yk_GY=-22620,yk_RN=660   

长线(11号系统MY-S-MAD):
1002=2011-10-11w2(771000  ,0.65%  ,4980  ),SUM=11880 ,DAY_NUM=0  ,ST=1,
yk_MAX=9480  ,yk_MIN=-22620,yk_GY=-22620,yk_RN=27600

....................................
PS:今隔夜大反跳空

[ 本帖最后由 银河二号 于 2011-10-11 15:35 编辑 ]

银河二号

短线A(3号系统MY-S-1E(DIR3):
1003=2011-10-12w3(769440  ,2.29%  ,17640 ),SUM=7320  ,DAY_NUM=2  ,ST=1,
yk_MAX=22020 ,yk_MIN=-3600 ,yk_GY=3600  ,yk_RN=14040

短线B(4号系统MY-S-MAD):
1003=2011-10-12w3(769860  ,2.33%  ,17940 ),SUM=-3780 ,DAY_NUM=2  ,ST=1,
yk_MAX=21600 ,yk_MIN=-7440 ,yk_GY=4920  ,yk_RN=13020

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(766020  ,-3.21% ,-24600),SUM=-12720,DAY_NUM=0  ,ST=1,
yk_MAX=5160  ,yk_MIN=-28920,yk_GY=4560  ,yk_RN=-29160

银河二号

短线A(3号系统MY-S-1E(DIR3):
1004=2011-10-13w4(796020  ,0.54%  ,4320  ),SUM=11640 ,DAY_NUM=2  ,ST=1,
yk_MAX=9840  ,yk_MIN=-780  ,yk_GY=1260  ,yk_RN=3060  

短线B(4号系统MY-S-MAD):
1004=2011-10-13w4(0       ,0%     ,600   ),SUM=-3180 ,DAY_NUM=3  ,ST=1,
yk_MAX=9420  ,yk_MIN=-1860 ,yk_GY=1320  ,yk_RN=-720  

中线(8号系统MY-S-60G):
1004=2011-10-13w4(791280  ,0.79%  ,6240  ),SUM=-20880,DAY_NUM=0  ,ST=1,
yk_MAX=9420  ,yk_MIN=-1860 ,yk_GY=1320  ,yk_RN=4920  

长线(11号系统MY-S-MAD):
1004=2011-10-13w4(790620  ,-0.78% ,-6180 ),SUM=-18900,DAY_NUM=0  ,ST=1,
yk_MAX=1200  ,yk_MIN=-10080,yk_GY=-1980 ,yk_RN=-4200

银河二号

短线A(3号系统MY-S-1E(DIR3):
1005=2011-10-14w5(796620  ,0.85%  ,6780  ),SUM=18420 ,DAY_NUM=4  ,ST=1,
yk_MAX=8520  ,yk_MIN=-3180 ,yk_GY=-180  ,yk_RN=6960  

短线B(4号系统MY-S-MAD):
1005=2011-10-14w5(794820  ,0.11%  ,840   ),SUM=-2340 ,DAY_NUM=5  ,ST=1,
yk_MAX=3180  ,yk_MIN=-4440 ,yk_GY=0     ,yk_RN=840  

中线(8号系统MY-S-60G):
1005=2011-10-14w5(797520  ,-0.08% ,-660  ),SUM=-21540,DAY_NUM=0  ,ST=1,
yk_MAX=2640  ,yk_MIN=-7080 ,yk_GY=300   ,yk_RN=-960  

长线(11号系统MY-S-MAD):
1005=2011-10-14w5(796800  ,-0.01% ,-60   ),SUM=-18960,DAY_NUM=0  ,ST=1,
yk_MAX=6360  ,yk_MIN=-3360 ,yk_GY=-1020 ,yk_RN=960

银河二号

周三的中线系统发错了,补发:
中线(8号系统MY-S-60G):
1003=2011-10-12w3(789120  ,-1.53% ,-12060),SUM=-27120,DAY_NUM=2  ,
ST=1,yk_MAX=5520  ,yk_MIN=-17580,yk_GY=4920  ,yk_RN=-16980

[ 本帖最后由 银河二号 于 2011-10-14 16:07 编辑 ]

银河二号

一周总结:
由于上个月长线赢利超过40%,本周长线回撤,没什么手续费,正常
中线全线回撤,手续费不多,差.
短线A赢利,手续费不多,考虑到中间进行了重大修正,本周不评分.短线B仅供参考不评分
------------------------------------------------------------------------------------------------------------over

[ 本帖最后由 银河二号 于 2011-10-14 16:09 编辑 ]

银河二号

短线A(3号系统MY-S-1E(DIR3):
1006=2011-10-17w1(798720  ,-0.59% ,-4740 ),SUM=13680 ,DAY_NUM=10 ,ST=1,
yk_MAX=1200  ,yk_MIN=-7800 ,yk_GY=-3060 ,yk_RN=-1680

中线(8号系统MY-S-60G):
1006=2011-10-17w1(796860  ,0.23%  ,1800  ),SUM=-19740,DAY_NUM=0  ,ST=1,
yk_MAX=9180  ,yk_MIN=-1200 ,yk_GY=3720  ,yk_RN=-1920

长线(11号系统MY-S-MAD):
1006=2011-10-17w1(800580  ,-0.7%  ,-5640 ),SUM=-24600,DAY_NUM=2  ,ST=1,
yk_MAX=1740  ,yk_MIN=-8640 ,yk_GY=-3720 ,yk_RN=-1920

ps:短线只发A了,忙不过来^_^

银河二号

短线A(3号系统MY-S-1E(DIR3):
1007=2011-10-18w2(778260  ,0.94%  ,7320  ),SUM=21000 ,DAY_NUM=4  ,ST=1,
yk_MAX=9540  ,yk_MIN=-8160 ,yk_GY=-6420 ,yk_RN=13740

中线(8号系统MY-S-60G):
1007=2011-10-18w2(780780  ,-0.96% ,-7500 ),SUM=-27240,DAY_NUM=2  ,ST=1,
yk_MAX=-4500 ,yk_MIN=-10380,yk_GY=-6720 ,yk_RN=-780  

长线(11号系统MY-S-MAD):
1007=2011-10-18w2(776280  ,-3.09% ,-24000),SUM=-48600,DAY_NUM=2  ,ST=1,
yk_MAX=-4500 ,yk_MIN=-24120,yk_GY=-6720 ,yk_RN=-17280

[ 本帖最后由 银河二号 于 2011-10-18 16:04 编辑 ]

银河二号

短线A(3号系统MY-S-1E(DIR3):
1008=2011-10-19w3(775740  ,0.36%  ,2820  ),SUM=23820 ,DAY_NUM=8  ,ST=1,
yk_MAX=7260  ,yk_MIN=-1740 ,yk_GY=4980  ,yk_RN=-2160

中线(8号系统MY-S-60G):
1008=2011-10-19w3(777900  ,0.32%  ,2520  ),SUM=-24720,DAY_NUM=0  ,ST=1,
yk_MAX=3360  ,yk_MIN=-6660 ,yk_GY=-3720 ,yk_RN=6240  

长线(11号系统MY-S-MAD):
1008=2011-10-19w3(777900  ,0.32%  ,2520  ),SUM=-46080,DAY_NUM=0  ,ST=1,
yk_MAX=3360  ,yk_MIN=-6660 ,yk_GY=-3720 ,yk_RN=6240

银河二号

短线A(3号系统MY-S-1E(DIR3):
1009=2011-10-20w4(756000  ,0.96%  ,7260  ),SUM=31080 ,DAY_NUM=4  ,ST=1,
yk_MAX=10800 ,yk_MIN=-7320 ,yk_GY=-6780 ,yk_RN=14040

中线(8号系统MY-S-60G):
1009=2011-10-20w4(775380  ,2.5%   ,19380 ),SUM=-5340 ,DAY_NUM=0  ,ST=1,
yk_MAX=22980 ,yk_MIN=5040  ,yk_GY=6300  ,yk_RN=13080

长线(11号系统MY-S-MAD):
1009=2011-10-20w4(775380  ,2.46%  ,19080 ),SUM=-27000,DAY_NUM=0  ,ST=1,
yk_MAX=22980 ,yk_MIN=5040  ,yk_GY=6300  ,yk_RN=12780

银河二号

短线A(3号系统MY-S-1E(DIR3):
1010=2011-10-21w5(756060  ,-0.2%  ,-1500 ),SUM=29580 ,DAY_NUM=4  ,ST=1,
yk_MAX=5460  ,yk_MIN=-6780 ,yk_GY=2880  ,yk_RN=-4380

中线(8号系统MY-S-60G):
1010=2011-10-21w5(755640  ,0.04%  ,300   ),SUM=-5040 ,DAY_NUM=2  ,ST=1,
yk_MAX=1140  ,yk_MIN=-6000 ,yk_GY=-2100 ,yk_RN=2400  

长线(11号系统MY-S-MAD):
1010=2011-10-21w5(755640  ,0.08%  ,600   ),SUM=-26400,DAY_NUM=2  ,ST=1,
yk_MAX=1440  ,yk_MIN=-5700 ,yk_GY=-1800 ,yk_RN=2400

银河二号

第二周总结:
短线A,赢利,手续费稳定,优.
中线回来了些,手续费少,普通.
长线日内设计有缺陷,造成连续性日内大亏,已经修补好,本周不做评价
------------------------------------------------------------------------------------------------------------over

银河二号

短线A(3号系统MY-S-1E(DIR3):
1011=2011-10-24w1(757860  ,0.63%  ,4740  ),SUM=34320 ,DAY_NUM=10 ,ST=1,
yk_MAX=9000  ,yk_MIN=-12900,yk_GY=-3900 ,yk_RN=8640  

中线(8号系统MY-S-60G):
1011=2011-10-24w1(775620  ,-1.49% ,-11580),SUM=-16620,DAY_NUM=2  ,ST=1,
yk_MAX=2520  ,yk_MIN=-12060,yk_GY=-2580 ,yk_RN=-9000

长线(11号系统MY-S-MAD):
1011=2011-10-24w1(756060  ,-2.36% ,-17820),SUM=-44220,DAY_NUM=0  ,ST=1,
yk_MAX=2520  ,yk_MIN=-22500,yk_GY=-2580 ,yk_RN=-15240

银河二号

短线A(3号系统MY-S-1E(DIR3):
1012=2011-10-25w2(786840  ,1.66%  ,13080 ),SUM=47400 ,DAY_NUM=2  ,ST=1,
yk_MAX=18240 ,yk_MIN=-3840 ,yk_GY=300   ,yk_RN=12780

中线(8号系统MY-S-60G):
1012=2011-10-25w2(775380  ,0.56%  ,4380  ),SUM=-12240,DAY_NUM=4  ,ST=1,
yk_MAX=9780  ,yk_MIN=-7500 ,yk_GY=-1020 ,yk_RN=5400  

长线(11号系统MY-S-MAD):
1012=2011-10-25w2(792060  ,-2.98% ,-23580),SUM=-67800,DAY_NUM=2  ,ST=1,
yk_MAX=3780  ,yk_MIN=-24840,yk_GY=1020  ,yk_RN=-24600

银河二号

短线A(3号系统MY-S-1E(DIR3):
1013=2011-10-26w3(798060  ,-2.53% ,-20220),SUM=27180 ,DAY_NUM=4  ,ST=1,
yk_MAX=-780  ,yk_MIN=-20220,yk_GY=-1680 ,yk_RN=-18540

中线(8号系统MY-S-60G):
1013=2011-10-26w3(786660  ,1.56%  ,12240 ),SUM=0     ,DAY_NUM=0  ,ST=1,
yk_MAX=17220 ,yk_MIN=960   ,yk_GY=1800  ,yk_RN=10440

长线(11号系统MY-S-MAD):
1013=2011-10-26w3(786660  ,1.56%  ,12240 ),SUM=-55560,DAY_NUM=0  ,ST=1,
yk_MAX=17220 ,yk_MIN=960   ,yk_GY=1800  ,yk_RN=10440

银河二号

短线A(3号系统MY-S-1E(DIR3):
1014=2011-10-27w4(798600  ,-0.21% ,-1680 ),SUM=25500 ,DAY_NUM=0  ,ST=1,
yk_MAX=1260  ,yk_MIN=-4080 ,yk_GY=-2040 ,yk_RN=360   

中线(8号系统MY-S-60G):
1014=2011-10-27w4(798900  ,0.18%  ,1440  ),SUM=1440  ,DAY_NUM=0  ,ST=1,
yk_MAX=4260  ,yk_MIN=-1920 ,yk_GY=1260  ,yk_RN=180   

长线(11号系统MY-S-MAD):
1014=2011-10-27w4(798900  ,0.16%  ,1260  ),SUM=-54300,DAY_NUM=0  ,ST=1,
yk_MAX=4260  ,yk_MIN=-1920 ,yk_GY=1260  ,yk_RN=0


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 17:09 编辑 ]