大台期指程式交易操作_0521 - 期貨

By Emma
at 2014-05-21T14:15
at 2014-05-21T14:15
Table of Contents
台指期貨程式交易
留倉隔日沖
大台10口/5月改為12口
----------------------------------
大台 操作 進場點 出場日(點) 損益點數 (單口)
3/4 空 8553 8638 (3/5) -85
3/24 多 8602 8659 (3/25) +57
3/28 空 8737 8787 -52
3/31 多 8787 8829 +42
4/10 空 8907 8871 +36
4/11 多 8867 8857 -10
4/14 空 8857 8897 -40
4/15 多 8897 8954 +57
4/18 空 8917 8923 - 6
4/21 多 8923 8950 +27
5/14 多 8877 8879 +2
5/20 空 8893 8860 +33
累計 +61
------------------------------------
實單操作至今兩個半月
扣除3/4第一筆的大虧損的話 績效還不錯~
至少目前看起來是個不虧錢的策略~
五月開始從10口大台加碼到12口大台
應該會維持這個口數在操作一陣子~
感覺這版上好像實單程式交易策略的人都已經陣亡了的感覺..@@...
希望能有多一點的交流~~
--
留倉隔日沖
大台10口/5月改為12口
----------------------------------
大台 操作 進場點 出場日(點) 損益點數 (單口)
3/4 空 8553 8638 (3/5) -85
3/24 多 8602 8659 (3/25) +57
3/28 空 8737 8787 -52
3/31 多 8787 8829 +42
4/10 空 8907 8871 +36
4/11 多 8867 8857 -10
4/14 空 8857 8897 -40
4/15 多 8897 8954 +57
4/18 空 8917 8923 - 6
4/21 多 8923 8950 +27
5/14 多 8877 8879 +2
5/20 空 8893 8860 +33
累計 +61
------------------------------------
實單操作至今兩個半月
扣除3/4第一筆的大虧損的話 績效還不錯~
至少目前看起來是個不虧錢的策略~
五月開始從10口大台加碼到12口大台
應該會維持這個口數在操作一陣子~
感覺這版上好像實單程式交易策略的人都已經陣亡了的感覺..@@...
希望能有多一點的交流~~
--
Tags:
期貨
All Comments

By Kelly
at 2014-05-23T14:01
at 2014-05-23T14:01

By Joseph
at 2014-05-24T18:42
at 2014-05-24T18:42

By Elma
at 2014-05-27T13:25
at 2014-05-27T13:25

By Zora
at 2014-05-30T10:56
at 2014-05-30T10:56

By Kyle
at 2014-06-03T05:40
at 2014-06-03T05:40

By Poppy
at 2014-06-03T07:27
at 2014-06-03T07:27

By Madame
at 2014-06-04T09:42
at 2014-06-04T09:42

By Eden
at 2014-06-05T02:10
at 2014-06-05T02:10

By Suhail Hany
at 2014-06-06T13:22
at 2014-06-06T13:22

By Ophelia
at 2014-06-08T09:19
at 2014-06-08T09:19

By Poppy
at 2014-06-11T15:05
at 2014-06-11T15:05

By Frederica
at 2014-06-12T12:29
at 2014-06-12T12:29

By Hedwig
at 2014-06-12T21:31
at 2014-06-12T21:31

By Ingrid
at 2014-06-15T13:27
at 2014-06-15T13:27

By Gilbert
at 2014-06-16T19:37
at 2014-06-16T19:37

By Freda
at 2014-06-17T14:27
at 2014-06-17T14:27

By Blanche
at 2014-06-19T04:52
at 2014-06-19T04:52

By Kyle
at 2014-06-22T19:00
at 2014-06-22T19:00

By Valerie
at 2014-06-27T11:54
at 2014-06-27T11:54

By Zora
at 2014-07-02T05:46
at 2014-07-02T05:46

By Kristin
at 2014-07-04T07:04
at 2014-07-04T07:04

By David
at 2014-07-08T15:38
at 2014-07-08T15:38

By Hardy
at 2014-07-08T20:41
at 2014-07-08T20:41

By Tom
at 2014-07-09T07:34
at 2014-07-09T07:34

By Sierra Rose
at 2014-07-12T22:42
at 2014-07-12T22:42

By Jacob
at 2014-07-17T01:01
at 2014-07-17T01:01

By Edith
at 2014-07-18T13:28
at 2014-07-18T13:28

By Thomas
at 2014-07-22T20:22
at 2014-07-22T20:22

By Ethan
at 2014-07-27T09:29
at 2014-07-27T09:29

By Victoria
at 2014-07-31T15:58
at 2014-07-31T15:58

By Callum
at 2014-08-04T18:23
at 2014-08-04T18:23

By Skylar Davis
at 2014-08-09T08:43
at 2014-08-09T08:43

By Kama
at 2014-08-11T12:48
at 2014-08-11T12:48

By Odelette
at 2014-08-12T03:25
at 2014-08-12T03:25
Related Posts
臺灣證券期貨產業工會 期貨手續費市場普查

By Franklin
at 2014-05-21T08:36
at 2014-05-21T08:36
[閒聊]2014/05/21 盤中閒聊

By Ina
at 2014-05-21T00:43
at 2014-05-21T00:43
今天520心得行情

By Oliver
at 2014-05-20T20:33
at 2014-05-20T20:33
5/20 個股期貨交易數據-交易量前50大

By Rae
at 2014-05-20T19:22
at 2014-05-20T19:22
103年05月20日 選擇權簡表

By Jessica
at 2014-05-20T16:37
at 2014-05-20T16:37