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最小金额交易单元配比

程序员知识圈 2022-08-09 阅读 133

配比

//变量自动设置

if (BarInterval  == 1)
{
Fast = 5;
Slow = 30;
if (Exact (Symbol + Text(bartype)+ Text(BarInterval),"c9000.DCE01") )
slot = 1;
if (Exact (Symbol + Text(bartype)+ Text(BarInterval),"fu000.SHFE01") )
slot = 1;
if (Exact (Symbol + Text(bartype)+ Text(BarInterval),"m9000.DCE01") )
slot = 1;
if (Exact (Symbol + Text(bartype)+ Text(BarInterval),"MA000.CZCE01") )
slot = 1;
if (Exact (Symbol + Text(bartype)+ Text(BarInterval),"rb000.SHFE01") )
slot = 1;
if (Exact (Symbol + Text(bartype)+ Text(BarInterval),"TA000.CZCE01") )
slot = 1;

}

if (BarInterval == 30)
{
Fast = 20;
Slow = 200; if (Exact (Symbol + Text(bartype)+ Text(BarInterval),"c9000.DCE130") )
slot = 5;
if (Exact (Symbol + Text(bartype)+ Text(BarInterval),"fu000.SHFE130") )
slot = 4;
if (Exact (Symbol + Text(bartype)+ Text(BarInterval),"m9000.DCE130") )
slot = 3;
if (Exact (Symbol + Text(bartype)+ Text(BarInterval),"MA000.CZCE130") )
slot = 6;
if (Exact (Symbol + Text(bartype)+ Text(BarInterval),"rb000.SHFE130") )
slot = 6;
if (Exact (Symbol + Text(bartype)+ Text(BarInterval),"TA000.CZCE130") )
slot = 3;
if (Exact (Symbol + Text(bartype)+ Text(BarInterval),"JD000.CZCE130") )
slot = 4;
}

交易资金:11.5万,最大回撤资金预备:10.5万 每年盈利:6.6万 年化57%

 

最小金额交易单元配比_数据

2020年,仅有06年和17年亏损,最大亏损年2017年,亏损金额接近2.8万。亏损率24%

最小金额交易单元配比_数据_02

最小金额交易单元配比_数据_03

最小金额交易单元配比_数据_04

部分品种,数据未满20年。

最小金额交易单元配比_数据_05

最小金额交易单元配比_数据_06

 

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