开拓者期货期权程序化系统交易论坛
标题:
干货!来看!
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作者:
chshjbyq
时间:
2021-6-11 19:44:15
标题:
干货!来看!
人过经年,遭逢变故,现准备出售1-2套CTA实盘策略,TB版本,长期稳定,有兴趣加QQ(3412308771)私聊。该策略一般使用15分钟周期交易(其他周期均普适),在15分钟周期上,商品90%品种普适,另股指也表现良好!策略完全真实!有意者详聊!另外也接手策略编写,逻辑优化指导!
可提供各种策略查验,问题解答,达成交易后可做任何品种选择、策略开发、组合配置,风控,资金曲线管理等交流!并辅助实盘上路交易!
一套策略,可以稳步帮你进步一大截,带你入门程序化,绝不吹牛,程序化话主要是组合交易,最低配置单策略单周期多品种的情况下至少20万以上资金可以配置上路!
基于各取所属的目的出发,你若真诚,必让你觉得值!
作者:
chshjbyq
时间:
2021-6-11 19:48:24
[size=10.5000pt]
[size=10.5000pt]
[size=10.5000pt]以下为其中一套单策略加载部分品种性能表现(除股指单品种最大使用资金为[size=10.5000pt]
10
万的情况,所有品种测试环境均为双边均万
2
手续费
+
来回均
1
跳
[size=10.5000pt]):
[size=10.5000pt]
Rb
:
[size=10.5000pt]
[size=10.5000pt]
I
:
[size=10.5000pt]
[size=10.5000pt]
[size=10.5000pt]
J
:
[size=10.5000pt]
[size=10.5000pt]
[size=10.5000pt]
Zc:
[size=10.5000pt]
[size=10.5000pt]
[size=10.5000pt]
[size=10.5000pt]
[size=10.5000pt]
Hc:
[size=10.5000pt]
[size=10.5000pt]
[size=10.5000pt]
Sm:
[size=10.5000pt]
[size=10.5000pt]
[size=10.5000pt]
Sf:
[size=10.5000pt]
[size=10.5000pt]
[size=10.5000pt]
P:
[size=10.5000pt]
[size=10.5000pt]
[size=10.5000pt]
Oi:
[size=10.5000pt]
[size=10.5000pt]
[size=10.5000pt]
[size=10.5000pt]
[size=10.5000pt]
Sr:
[size=10.5000pt]
[size=10.5000pt]
[size=10.5000pt]
[size=10.5000pt]
[size=10.5000pt]
Cf:
[size=10.5000pt]
[size=10.5000pt]
[size=10.5000pt]
Ru:
[size=10.5000pt]
[size=10.5000pt]
[size=10.5000pt]
Cu:
[size=10.5000pt]
[size=10.5000pt]
[size=10.5000pt]
Ni:
[size=10.5000pt]
[size=10.5000pt]
[size=10.5000pt]
ss:
[size=10.5000pt]
[size=10.5000pt]
[size=10.5000pt]
Ag:
[size=10.5000pt]
[size=10.5000pt]
[size=10.5000pt]
Sc:
[size=10.5000pt]
[size=10.5000pt]
[size=10.5000pt]
[size=10.5000pt]
[size=10.5000pt]
Fu:
[size=10.5000pt]
[size=10.5000pt]
[size=10.5000pt]
[size=10.5000pt]
Bu:
[size=10.5000pt]
[size=10.5000pt]
[size=10.5000pt]
[size=10.5000pt]
[size=10.5000pt]
Pp:
[size=10.5000pt]
[size=10.5000pt]
[size=10.5000pt]
[size=10.5000pt]
[size=10.5000pt]
Ma:
[size=10.5000pt]
[size=10.5000pt]
[size=10.5000pt]
[size=10.5000pt]
Eg:
[size=10.5000pt]
[size=10.5000pt]
[size=10.5000pt]
[size=10.5000pt]
[size=10.5000pt]
Eb:
[size=10.5000pt]
[size=10.5000pt]
[size=10.5000pt]
[size=10.5000pt]
[size=10.5000pt]
Ap:
[size=10.5000pt]
[size=10.5000pt]
[size=10.5000pt]
[size=10.5000pt]
Jd:
[size=10.5000pt]
[size=10.5000pt]
[size=10.5000pt]
[size=10.5000pt]
[size=10.5000pt]
[size=10.5000pt]
Ta:
[size=10.5000pt]
[size=10.5000pt]
[size=10.5000pt]
A:
[size=10.5000pt]
[size=10.5000pt]
[size=10.5000pt]
[size=10.5000pt]
B:
[size=10.5000pt]
[size=10.5000pt]
[size=10.5000pt]
Cs:
[size=10.5000pt]
[size=10.5000pt]
[size=10.5000pt]
[size=10.5000pt]
[size=10.5000pt]
Sa:
[size=10.5000pt]
[size=10.5000pt]
[size=10.5000pt]
[size=10.5000pt]
作者:
chshjbyq
时间:
2021-6-11 19:53:25
[size=10.5000pt]全品种组合:
[size=10.5000pt]
(
RB,TA,I,MA,AG,CF,FU,PP,BU,SR,HC,JD,P,EG,RU,NI,SS,ZC,AP,J,SM,UR,B,SC,SA,NR,EB
)
[size=10.5000pt]
[size=10.5000pt]
作者:
chshjbyq
时间:
2021-6-11 19:57:08
全品种组合,另外也快精选品种
一个问题(下一次回答):为什么指数映射主力交易长期可行!
作者:
chshjbyq
时间:
2021-6-11 19:58:21
图片太多不好一一发,就发一个单策略,10年的测试数据,其中27多个品种组合
欢迎光临 开拓者期货期权程序化系统交易论坛 (http://bbs.tb18.net/)
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