交易記錄20101027 - 財經

By Rae
at 2010-10-27T10:02
at 2010-10-27T10:02
Table of Contents
今天是個快進快出的盤,在9:45分那根15分k進場,在同一根15分k出場^^;有的時候就是
這樣囉,值得一提的是,停損出場的點位離我掛價滑移了6點,五口小台也就是1500元,
滑移價差在快市的時候常常出現,這也是實際交易才碰得到的情況,在用程式跑回測時
是無法預知的,本人最高滑價記錄是16點,不過我的經驗是平均下來,滑價可以hold在6
點以下,提供給程式交易的人參考一下。
今日當沖:
Sell 8278 五口
Buy 8310 五口
損益:-8000 成本:670 累積損益:30151
--
這樣囉,值得一提的是,停損出場的點位離我掛價滑移了6點,五口小台也就是1500元,
滑移價差在快市的時候常常出現,這也是實際交易才碰得到的情況,在用程式跑回測時
是無法預知的,本人最高滑價記錄是16點,不過我的經驗是平均下來,滑價可以hold在6
點以下,提供給程式交易的人參考一下。
今日當沖:
Sell 8278 五口
Buy 8310 五口
損益:-8000 成本:670 累積損益:30151
--
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財經
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