(2017-01-23 20:25:40)
海龜賬戶今天發(fā)生六筆交易。棉花和螺紋止損離場。玉米增加1個多頭單位，滬鋁入場買入2個多頭單位，PTA入場買入1個多頭單位。節(jié)前還有三個交易日，初步定在最后一個交易日切換至新期貨賬戶，然后啟動海龜程序化交易，到時候會詳細說明。
| 賬戶權益（未扣除手續(xù)費） |
1146855 |
|
手續(xù)費 |
15988 |
多頭單位 |
14個 |
平倉盈虧 |
1050690 |
| 保證金 |
117039 |
倉位 |
11% |
|
風險度 |
4% |
空頭單位 |
1個 |
浮動盈虧 |
-3835 |
| 品種 |
合約 |
持倉 |
入場價格 |
入場日期 |
入場條件 |
ATR |
加倉價格 |
出場價格 |
出場日期 |
出場條件 |
平倉盈虧 |
浮動盈虧 |
| 棉花 |
CF1705 |
|
|
|
|
380 |
15585 |
|
|
|
|
|
| |
|
空1 |
15440 |
20161220 |
0.5N |
|
15395 |
|
|
|
|
|
| |
|
空1 |
15205 |
20161220 |
0.5N |
|
15205 |
|
|
|
|
|
| |
|
|
|
|
|
|
15015 |
15500 |
20170123 |
10日 |
-1775 |
|
| 螺紋 |
RB1705 |
多1 |
3396 |
20170116 |
20日 |
128 |
3409 |
3153 |
20170123 |
2N |
-2430 |
|
| |
|
|
|
|
|
|
3473 |
|
|
|
|
|
| |
|
|
|
|
|
|
3537 |
|
|
|
|
|
| |
|
|
|
|
|
|
3601 |
|
|
|
|
|
| 黃金 |
AU1706 |
|
|
|
|
2.8 |
270.95 |
|
|
|
|
100 |
| |
|
多1 |
272.65 |
20170117 |
0.5N |
|
272.35 |
266.75 |
|
2N |
|
|
| |
|
|
|
|
|
|
273.75 |
|
|
|
|
|
| |
|
|
|
|
|
|
275.15 |
|
|
|
|
|
| 豆粕 |
M1705 |
多3 |
2938 |
20170117 |
20日 |
50 |
2936 |
|
|
|
|
-870 |
| |
|
多3 |
2961 |
20170119 |
0.5N |
|
2961 |
2861 |
|
2N |
|
|
| |
|
|
|
|
|
|
2986 |
|
|
|
|
|
| |
|
|
|
|
|
|
3011 |
|
|
|
|
|
| 滬銀 |
AG1706 |
多2 |
4178 |
20170118 |
20日 |
66 |
4173 |
4041 |
|
2N |
|
-1500 |
| |
|
|
|
|
|
|
4206 |
|
|
|
|
|
| |
|
|
|
|
|
|
4239 |
|
|
|
|
|
| |
|
|
|
|
|
|
4272 |
|
|
|
|
|
| 玉米 |
C1705 |
|
|
|
|
22 |
1545 |
|
|
|
|
750 |
| |
|
多5 |
1560 |
20170118 |
0.5N |
|
1556 |
|
|
|
|
|
| |
|
多5 |
1567 |
20170119 |
0.5N |
|
1567 |
1523 |
|
2N |
|
|
| |
|
多5 |
1577 |
20170123 |
0.5N |
|
1578 |
|
|
|
|
|
| 菜粕 |
RM1705 |
多3 |
2467 |
20170119 |
20日 |
56 |
2462 |
2350 |
|
2N |
|
-1050 |
| |
|
|
|
|
|
|
2490 |
|
|
|
|
|
| |
|
|
|
|
|
|
2518 |
|
|
|
|
|
| |
|
|
|
|
|
|
2546 |
|
|
|
|
|
| 白糖 |
SR1705 |
|
|
|
|
96 |
6920 |
|
|
|
|
-2980 |
| |
|
多2 |
6967 |
20170119 |
0.5N |
|
6968 |
|
|
|
|
|
| |
|
多2 |
7016 |
20170120 |
0.5N |
|
7016 |
6824 |
|
2N |
|
|
| |
|
|
|
|
|
|
7064 |
|
|
|
|
|
| 滬鎳 |
NI1705 |
空1 |
83420 |
20170120 |
20日 |
2400 |
83450 |
88250 |
|
2N |
|
670 |
| |
|
|
|
|
|
|
82250 |
|
|
|
|
|
| |
|
|
|
|
|
|
81050 |
|
|
|
|
|
| |
|
|
|
|
|
|
79850 |
|
|
|
|
|
| 塑料 |
L1705 |
多1 |
10365 |
20170120 |
20日 |
250 |
10355 |
9855 |
|
2N |
|
-200 |
| |
|
|
|
|
|
|
10480 |
|
|
|
|
|
| |
|
|
|
|
|
|
10605 |
|
|
|
|
|
| |
|
|
|
|
|
|
10730 |
|
|
|
|
|
| 滬鋁 |
AL1705 |
|
|
|
|
250 |
13375 |
|
|
|
|
825 |
| |
|
|
|
|
|
|
13500 |
|
|
|
|
|
| |
|
多1 |
13630 |
20170123 |
0.5N |
|
13625 |
|
|
|
|
|
| |
|
多1 |
13745 |
20170123 |
0.5N |
|
13750 |
13250 |
|
2N |
|
|
| PTA |
TA1705 |
多3 |
5544 |
20170123 |
20日 |
100 |
5544 |
5344 |
|
2N |
|
420 |
| |
|
|
|
|
|
|
5594 |
|
|
|
|
|
| |
|
|
|
|
|
|
5644 |
|
|
|
|
|
| |
|
|
|
|
|
|
5694 |
|
|
|
|
|
| 盈虧統(tǒng)計 |
|
|
|
|
|
|
|
|
|
|
|
| 383 |
止損 |
11N |
1 |
10N |
2 |
|
|
|
8.5N |
1 |
8N |
2 |
| |
|
7.5N |
3 |
7N |
1 |
|
6.5N |
4 |
6N |
2 |
5.5N |
2 |
| |
|
5N |
22 |
4.5N |
59 |
|
4N |
29 |
3.5N |
76 |
3N |
49 |
| |
|
2.5N |
14 |
2N |
81 |
|
1.5N |
11 |
1N |
13 |
0.5N |
11 |
| 188 |
止盈 |
130N |
1 |
88N |
1 |
|
68N |
1 |
66N |
1 |
52N |
1 |
| |
|
|
|
|
|
|
|
|
|
|
47N |
1 |
| |
|
45N |
1 |
36N |
4 |
|
34.5N |
1 |
33N |
2 |
31N |
1 |
| |
|
30N |
5 |
28N |
1 |
|
27N |
1 |
26N |
1 |
24N |
2 |
| |
|
22N |
4 |
21N |
2 |
|
20N |
1 |
19N |
2 |
18.5N |
2 |
| |
|
23N |
1 |
17N |
3 |
|
16N |
4 |
15N |
2 |
14N |
2 |
| |
|
13N |
1 |
12N |
6 |
|
11.5N |
4 |
11N |
5 |
10.5N |
3 |
| |
|
10N |
4 |
9.5N |
4 |
|
9N |
12 |
8.5N |
3 |
7.5N |
3 |
| |
|
7N |
9 |
6.5N |
4 |
|
6N |
2 |
5.5N |
2 |
5N |
6 |
| |
|
4.5N |
7 |
4N |
2 |
|
3.5N |
9 |
3N |
10 |
2.5N |
5 |
| |
|
8N |
2 |
2N |
4 |
|
1.5N |
12 |
1N |
6 |
0.5N |
15 |
|
