[心得] 大台期指程式交易操作_0521
台指期貨程式交易
留倉隔日沖
大台10口/5月改為12口
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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
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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~~
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※ 編輯: TJLai (212.76.86.122), 05/21/2014 16:55:32
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