老师,我的模拟策略是这样的
if jc then begin
sellshort(holding<0,3,limitr,c+MINDIFF);
buy(holding=0,3,limitr,c+MINDIFF);
end
if sc then begin
sell(holding>0,3,limitr,c-MINDIFF);
buyshort(holding=0,3,limitr,c-MINDIFF);
end
因为期货波动特别大,一旦发生金叉或者死叉,我的要求是必须平掉持仓,然后开相反的单子,哪怕多亏几个点都没有关系,是直接用市价
if jc then begin
sellshort(holding<0,3,limitr,c+MINDIFF);
buy(holding=0,3,limitr,c+MINDIFF);
end
if sc then begin
sell(holding>0,3,limitr,c-MINDIFF);
buyshort(holding=0,3,limitr,c-MINDIFF);
end
因为期货波动特别大,一旦发生金叉或者死叉,我的要求是必须平掉持仓,然后开相反的单子,哪怕多亏几个点都没有关系,是直接用市价
if jc then begin
sellshort(holding<0,3,limitr,c+MINDIFF);
buy(holding=0,3,limitr,c+MINDIFF);
end
if sc then begin
sell(holding>0,3,limitr,c-MINDIFF);
buyshort(holding=0,3,limitr,c-MINDIFF);
end
因为期货波动特别大,一旦发生金叉或者死叉,我的要求是必须平掉持仓,然后开相反的单子,哪怕多亏几个点都没有关系,是直接用市价
if jc then begin
sellshort(holding<0,3,limitr,c+MINDIFF);
buy(holding=0,3,limitr,c+MINDIFF);
end
if sc then begin
sell(holding>0,3,limitr,c-MINDIFF);
buyshort(holding=0,3,limitr,c-MINDIFF);
end
因为期货波动特别大,一旦发生金叉或者死叉,我的要求是必须平掉持仓,然后开相反的单子,哪怕多亏几个点都没有关系,是直接用市价
此主题相关图片如下:13.jpg


此主题相关图片如下:14.jpg
2楼
wenarm 发表于:2017/6/5 14:34:38
你使用的是最新价-成交价
那你看下你的报单价格是多少?报单价-你公式中的最小变动价位就是当时最新价,
然后用这个值和成交价的差值 除以最小变动价位就是滑点的值
共2 条记录, 每页显示 10 条, 页签:
[1]