http://wiki.hs633.com:8080/index.php?action=history&feed=atom&title=%E5%A6%82%E4%BD%95%E7%A8%8B%E5%BC%8F%E5%8C%96%E4%BA%A4%E6%98%93 2026-04-06T11:21:46Z 本wiki的该页面的版本历史 MediaWiki 1.19.1 http://wiki.hs633.com:8080/index.php?title=%E5%A6%82%E4%BD%95%E7%A8%8B%E5%BC%8F%E5%8C%96%E4%BA%A4%E6%98%93&diff=2402&oldid=prev 2013-08-15T09:50:47Z

<p>清空页面</p> <table class='diff diff-contentalign-left'> <col class='diff-marker' /> <col class='diff-content' /> <col class='diff-marker' /> <col class='diff-content' /> <tr valign='top'> <td colspan='2' style="background-color: white; color:black;">←上一版本</td> <td colspan='2' style="background-color: white; color:black;">2013年8月15日 (四) 09:50的版本</td> </tr><tr><td colspan="2" class="diff-lineno">第1行：</td> <td colspan="2" class="diff-lineno">第1行：</td></tr> <tr><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"></td><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"></td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;">==定义==</del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;">程式化交易，又称自动交易，是指通过运行公式指标自动进行的交易，具体策略编写请参考[[公式教程]]。</del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;"></del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;">特别是[[智能交易公式]]一节</del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;"></del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;">==启动自动交易==</del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;">只需将智能交易类指标（仅该类指标才能程式化交易），又称为“策略”，放在主图上，在登陆交易账号的状态下，打开交易开关，即可进行自动化交易。</del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;">[[Image:cshjy01.gif|center]]</del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;"></del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;"></del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; 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color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;">第二种是“账户函数”交易。</del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;"></del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;"></del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;"></del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;">==虚盘实盘同步交易==</del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;">我们知道，理想中的交易和实际交易总会有距离。</del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;"></del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;">实际交易能成交的价格，往往比出现理想信号的价格不利。甚至会发生无法成交的情形。</del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;"></del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;">所以，这里有一个所谓“虚盘”和“实盘”的概念。</del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;"></del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;">虚盘，就是指基于理想状态的测评下发生的所有的虚拟交易。以及在此基础之上，所有依赖于交易而存在的盈亏、仓位、资金变化等一整套数据。</del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;"></del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;">而实盘，就是指实际的，发送到交易所的交易，以及在此基础上，所有依赖交易而发生变化的整套数据。</del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;"></del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;"></del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;">所谓的虚实盘同步交易，是让整个策略基于整套虚盘数据运行，所有的交易决定，都是基于虚盘计算而作出的。而实盘状况不影响虚盘，实盘只关心时刻紧跟虚盘的脚步。虚盘有什么仓位，实盘就尽可能做到跟虚盘一致。</del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;"></del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;"></del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;">这么做的好处，是做到了，评价策略的成功与否，只跟数据和算法有关。</del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;"></del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;"></del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;">执行状况当然也会影响策略是否成功，但不会影响到对'''策略本身是否优异'''的评价；</del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;"></del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;">一个策略是否成功，被切割成了“策略是否优秀”+ “执行是否得力”两个清晰的层面。</del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;"></del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;">如果让执行因素影响策略的运行，那么虚盘和实盘信号一定会严重错位，错位之后，您还能对照虚盘和实盘的绩效吗？不能。于是也就无法评估“执行是否得力”。</del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;"></del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;">综上所述，虚实盘同步是比较理想的一种策略驱动模式。</del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;"></del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;">==账户函数交易==</del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;">有某些策略，更关心执行层面的因素，对策略本身的历史评测不是那么敏感。</del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;"></del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;">例如某些高频策略。</del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;"></del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;">对于这种策略，我们提供了直接操纵实盘的函数。无需等待虚盘信号，直接发出交易指令。</del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;"></del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;"></del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;">==策略设置==</del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;"></del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;">把策略放到图上时，会自动弹出策略设置对话框，让您决定策略的系列运行参数。</del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;"></del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;">这个工作还可以在策略放到图上之后随时进行，随时调整参数。方法是：在策略名上点击右键，然后选择“策略设置”。</del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;"></del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;">策略设置有三个页面，分别是</del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;"></del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;">===属性===</del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;"></del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;">[[image:set_strategy.jpg]]</del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;"></del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;">可以看到，这里的设置是针对虚盘的。</del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;">包括，虚盘的初始资金，手续费等，这些好理解。</del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;"></del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;">====滑价====</del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;">滑价，这个设置的用途是什么呢，是用来模拟不利的滑动。</del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;"></del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;">例如，开多，委托价格1000元，卖1也是1000。一般的模拟会以1000元成交，但是为了追求贴合实际情形，通过滑价这个设定，强行以一个不利的滑价成交。例如，假设滑价设置为1跳，该交易品种的MinDiff(最小变动价位)是5元，那么虚盘成交价会是1005元。</del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;"></del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; 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text-decoration: none;">总是同步：虚盘有多少仓位，实盘就强行同步成多少仓位。假设打开软件时是10点，而虚盘9点发生了买入持仓1口到现在，那么实盘会立刻尝试买入1口。</del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;"></del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;">下次持仓方向改变时同步：上例中，9点的仓位在10点打开时，不会发生同步。直到9点的仓位被平掉，又新开仓位，才发生同步。</del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;"></del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;">下次持仓数量改变时同步：上例中，9点的仓位在10点打开时，不会发生同步。但如果10点15分又买入1口，那么实盘会在15分开2口。</del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;"></del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;">市场价由于虚盘开仓均价时同步：</del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;"></del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;"></del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;"></del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;">----</del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;"></del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;">===公式参数===</del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;"></del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;">[[image:set_strategy2.jpg]]</del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;"></del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;"></del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;">跟指标的调整参数功能相同。</del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;"></del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;">==多策略组合==</del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;">　　多策略组合能够平滑资金曲线，降低交易风险。我们不但支持不同品种下运行不同策略，也支持同一品种运用多个策略。</del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;"></del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;">　　同一品种如何应用多个策略呢？只需将一个品种打开多个图形，再将策略拖放至各个图形上即可。</del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;"></del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;">[[Image:cshjy02.jpg|center]]</del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;"></del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;">==监控交易==</del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;"></del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;">策略放到图上之后，有一系列信息帮助监控当时的虚实盘状况。</del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;"></del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;">请看图示说明。</del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;"></del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;">[[image:tradeMonitor.jpg]]</del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;"></del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;">==提示==</del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;">'''&lt;font color=red&gt;温馨提示：&lt;/font&gt;'''</del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;"></del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;">1、 在自动交易状态下，k线图上将锁定不能做切换，如果需要看其他，建议多打开一个窗口，如必须在原窗口下切换，需关闭交易开关才能操作。</del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;"></del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del style="color: red; font-weight: bold; text-decoration: none;">2、由于每个策略具有单独的ID号，其中人工单也属于一个单独的ID号，所以人工单需要平仓时，必须人工操作平仓。</del></div></td><td colspan="2">&#160;</td></tr> </table>

Coogle http://wiki.hs633.com:8080/index.php?title=%E5%A6%82%E4%BD%95%E7%A8%8B%E5%BC%8F%E5%8C%96%E4%BA%A4%E6%98%93&diff=2368&oldid=prev 2013-08-04T11:23:06Z

<p>‎<span dir="auto"><span class="autocomment">定义</span></span></p> <table class='diff diff-contentalign-left'> <col class='diff-marker' /> <col class='diff-content' /> <col class='diff-marker' /> <col class='diff-content' /> <tr valign='top'> <td colspan='2' style="background-color: white; color:black;">←上一版本</td> <td colspan='2' style="background-color: white; color:black;">2013年8月4日 (日) 11:23的版本</td> </tr><tr><td colspan="2" class="diff-lineno">第2行：</td> <td colspan="2" class="diff-lineno">第2行：</td></tr> <tr><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"><div>==定义==</div></td><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"><div>==定义==</div></td></tr> <tr><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"><div>程式化交易，又称自动交易，是指通过运行公式指标自动进行的交易，具体策略编写请参考[[公式教程]]。</div></td><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"><div>程式化交易，又称自动交易，是指通过运行公式指标自动进行的交易，具体策略编写请参考[[公式教程]]。</div></td></tr> <tr><td colspan="2">&#160;</td><td class='diff-marker'>+</td><td style="background: #cfc; color:black; font-size: smaller;"><div><ins style="color: red; font-weight: bold; text-decoration: none;"></ins></div></td></tr> <tr><td colspan="2">&#160;</td><td class='diff-marker'>+</td><td style="background: #cfc; color:black; font-size: smaller;"><div><ins style="color: red; font-weight: bold; text-decoration: none;">特别是[[智能交易公式]]一节</ins></div></td></tr> <tr><td colspan="2">&#160;</td><td class='diff-marker'>+</td><td style="background: #cfc; color:black; font-size: smaller;"><div><ins style="color: red; font-weight: bold; text-decoration: none;"></ins></div></td></tr> <tr><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"><div>==启动自动交易==</div></td><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"><div>==启动自动交易==</div></td></tr> <tr><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"><div>只需将智能交易类指标（仅该类指标才能程式化交易），又称为“策略”，放在主图上，在登陆交易账号的状态下，打开交易开关，即可进行自动化交易。</div></td><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"><div>只需将智能交易类指标（仅该类指标才能程式化交易），又称为“策略”，放在主图上，在登陆交易账号的状态下，打开交易开关，即可进行自动化交易。</div></td></tr> </table>

Coogle http://wiki.hs633.com:8080/index.php?title=%E5%A6%82%E4%BD%95%E7%A8%8B%E5%BC%8F%E5%8C%96%E4%BA%A4%E6%98%93&diff=2297&oldid=prev 2013-07-04T07:28:28Z

<p>‎<span dir="auto"><span class="autocomment">监控交易</span></span></p> <table class='diff diff-contentalign-left'> <col class='diff-marker' /> <col class='diff-content' /> <col class='diff-marker' /> <col class='diff-content' /> <tr valign='top'> <td colspan='2' style="background-color: white; color:black;">←上一版本</td> <td colspan='2' style="background-color: white; color:black;">2013年7月4日 (四) 07:28的版本</td> </tr><tr><td colspan="2" class="diff-lineno">第115行：</td> <td colspan="2" class="diff-lineno">第115行：</td></tr> <tr><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"></td><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"></td></tr> <tr><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"><div>==监控交易==</div></td><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"><div>==监控交易==</div></td></tr> <tr><td colspan="2">&#160;</td><td class='diff-marker'>+</td><td style="background: #cfc; color:black; font-size: smaller;"><div><ins style="color: red; font-weight: bold; text-decoration: none;"></ins></div></td></tr> <tr><td colspan="2">&#160;</td><td class='diff-marker'>+</td><td style="background: #cfc; color:black; font-size: smaller;"><div><ins style="color: red; font-weight: bold; text-decoration: none;">策略放到图上之后，有一系列信息帮助监控当时的虚实盘状况。</ins></div></td></tr> <tr><td colspan="2">&#160;</td><td class='diff-marker'>+</td><td style="background: #cfc; color:black; font-size: smaller;"><div><ins style="color: red; font-weight: bold; text-decoration: none;"></ins></div></td></tr> <tr><td colspan="2">&#160;</td><td class='diff-marker'>+</td><td style="background: #cfc; color:black; font-size: smaller;"><div><ins style="color: red; font-weight: bold; text-decoration: none;">请看图示说明。</ins></div></td></tr> <tr><td colspan="2">&#160;</td><td class='diff-marker'>+</td><td style="background: #cfc; color:black; font-size: smaller;"><div><ins style="color: red; font-weight: bold; text-decoration: none;"></ins></div></td></tr> <tr><td colspan="2">&#160;</td><td class='diff-marker'>+</td><td style="background: #cfc; color:black; font-size: smaller;"><div><ins style="color: red; font-weight: bold; text-decoration: none;">[[image:tradeMonitor.jpg]]</ins></div></td></tr> <tr><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"></td><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"></td></tr> <tr><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"><div>==提示==</div></td><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"><div>==提示==</div></td></tr> </table>

Coogle http://wiki.hs633.com:8080/index.php?title=%E5%A6%82%E4%BD%95%E7%A8%8B%E5%BC%8F%E5%8C%96%E4%BA%A4%E6%98%93&diff=2296&oldid=prev 2013-07-03T02:31:51Z

<p>‎<span dir="auto"><span class="autocomment">虚盘实盘同步交易</span></span></p> <table class='diff diff-contentalign-left'> <col class='diff-marker' /> <col class='diff-content' /> <col class='diff-marker' /> <col class='diff-content' /> <tr valign='top'> <td colspan='2' style="background-color: white; color:black;">←上一版本</td> <td colspan='2' style="background-color: white; color:black;">2013年7月3日 (三) 02:31的版本</td> </tr><tr><td colspan="2" class="diff-lineno">第38行：</td> <td colspan="2" class="diff-lineno">第38行：</td></tr> <tr><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"><div>一个策略是否成功，被切割成了“策略是否优秀”+ “执行是否得力”两个清晰的层面。</div></td><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"><div>一个策略是否成功，被切割成了“策略是否优秀”+ “执行是否得力”两个清晰的层面。</div></td></tr> <tr><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"></td><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"></td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del class="diffchange diffchange-inline">如果让执行因素影响策略的运行，那么策略本身是否优秀就是无法评估的。</del></div></td><td class='diff-marker'>+</td><td style="background: #cfc; color:black; font-size: smaller;"><div><ins class="diffchange diffchange-inline">如果让执行因素影响策略的运行，那么虚盘和实盘信号一定会严重错位，错位之后，您还能对照虚盘和实盘的绩效吗？不能。于是也就无法评估“执行是否得力”。</ins></div></td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div>&#160;</div></td><td class='diff-marker'>+</td><td style="background: #cfc; color:black; font-size: smaller;"><div></div></td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del class="diffchange diffchange-inline">当然，您可能还会想，那么我追求测评时足够优秀，运行时再让实盘数据影响策略不行吗？这样当然可以，但这样就会让虚盘和实盘信号严重错位，错位之后，您还能对照虚盘和实盘的绩效吗？不能。于是也就无法评估“执行是否得力”。</del></div></td><td class='diff-marker'>+</td><td style="background: #cfc; color:black; font-size: smaller;"><div></div></td></tr> <tr><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"></td><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"></td></tr> <tr><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"><div>综上所述，虚实盘同步是比较理想的一种策略驱动模式。</div></td><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"><div>综上所述，虚实盘同步是比较理想的一种策略驱动模式。</div></td></tr> </table>

Coogle http://wiki.hs633.com:8080/index.php?title=%E5%A6%82%E4%BD%95%E7%A8%8B%E5%BC%8F%E5%8C%96%E4%BA%A4%E6%98%93&diff=2295&oldid=prev 2013-07-03T02:30:25Z

<p>‎<span dir="auto"><span class="autocomment">虚盘实盘同步交易</span></span></p> <table class='diff diff-contentalign-left'> <col class='diff-marker' /> <col class='diff-content' /> <col class='diff-marker' /> <col class='diff-content' /> <tr valign='top'> <td colspan='2' style="background-color: white; color:black;">←上一版本</td> <td colspan='2' style="background-color: white; color:black;">2013年7月3日 (三) 02:30的版本</td> </tr><tr><td colspan="2" class="diff-lineno">第39行：</td> <td colspan="2" class="diff-lineno">第39行：</td></tr> <tr><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"></td><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"></td></tr> <tr><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"><div>如果让执行因素影响策略的运行，那么策略本身是否优秀就是无法评估的。</div></td><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"><div>如果让执行因素影响策略的运行，那么策略本身是否优秀就是无法评估的。</div></td></tr> <tr><td colspan="2">&#160;</td><td class='diff-marker'>+</td><td style="background: #cfc; color:black; font-size: smaller;"><div><ins style="color: red; font-weight: bold; text-decoration: none;"></ins></div></td></tr> <tr><td colspan="2">&#160;</td><td class='diff-marker'>+</td><td style="background: #cfc; color:black; font-size: smaller;"><div><ins style="color: red; font-weight: bold; text-decoration: none;">当然，您可能还会想，那么我追求测评时足够优秀，运行时再让实盘数据影响策略不行吗？这样当然可以，但这样就会让虚盘和实盘信号严重错位，错位之后，您还能对照虚盘和实盘的绩效吗？不能。于是也就无法评估“执行是否得力”。</ins></div></td></tr> <tr><td colspan="2">&#160;</td><td class='diff-marker'>+</td><td style="background: #cfc; color:black; font-size: smaller;"><div><ins style="color: red; font-weight: bold; text-decoration: none;"></ins></div></td></tr> <tr><td colspan="2">&#160;</td><td class='diff-marker'>+</td><td style="background: #cfc; color:black; font-size: smaller;"><div><ins style="color: red; font-weight: bold; text-decoration: none;">综上所述，虚实盘同步是比较理想的一种策略驱动模式。</ins></div></td></tr> <tr><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"></td><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"></td></tr> <tr><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"><div>==账户函数交易==</div></td><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"><div>==账户函数交易==</div></td></tr> </table>

Coogle http://wiki.hs633.com:8080/index.php?title=%E5%A6%82%E4%BD%95%E7%A8%8B%E5%BC%8F%E5%8C%96%E4%BA%A4%E6%98%93&diff=2294&oldid=prev 2013-07-03T02:25:29Z

<p>‎<span dir="auto"><span class="autocomment">虚盘实盘同步交易</span></span></p> <table class='diff diff-contentalign-left'> <col class='diff-marker' /> <col class='diff-content' /> <col class='diff-marker' /> <col class='diff-content' /> <tr valign='top'> <td colspan='2' style="background-color: white; color:black;">←上一版本</td> <td colspan='2' style="background-color: white; color:black;">2013年7月3日 (三) 02:25的版本</td> </tr><tr><td colspan="2" class="diff-lineno">第34行：</td> <td colspan="2" class="diff-lineno">第34行：</td></tr> <tr><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"></td><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"></td></tr> <tr><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"></td><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"></td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div><del class="diffchange diffchange-inline">执行状况当然也会影响策略是否成功，但不会影响到对策略本身是否优异的评价；</del></div></td><td class='diff-marker'>+</td><td style="background: #cfc; color:black; font-size: smaller;"><div><ins class="diffchange diffchange-inline">执行状况当然也会影响策略是否成功，但不会影响到对'''策略本身是否优异'''的评价；</ins></div></td></tr> <tr><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"></td><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"></td></tr> <tr><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"><div>一个策略是否成功，被切割成了“策略是否优秀”+ “执行是否得力”两个清晰的层面。</div></td><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"><div>一个策略是否成功，被切割成了“策略是否优秀”+ “执行是否得力”两个清晰的层面。</div></td></tr> </table>

Coogle http://wiki.hs633.com:8080/index.php?title=%E5%A6%82%E4%BD%95%E7%A8%8B%E5%BC%8F%E5%8C%96%E4%BA%A4%E6%98%93&diff=2293&oldid=prev 2013-07-02T11:32:24Z

<p>‎<span dir="auto"><span class="autocomment">同步模式</span></span></p> <table class='diff diff-contentalign-left'> <col class='diff-marker' /> <col class='diff-content' /> <col class='diff-marker' /> <col class='diff-content' /> <tr valign='top'> <td colspan='2' style="background-color: white; color:black;">←上一版本</td> <td colspan='2' style="background-color: white; color:black;">2013年7月2日 (二) 11:32的版本</td> </tr><tr><td colspan="2" class="diff-lineno">第93行：</td> <td colspan="2" class="diff-lineno">第93行：</td></tr> <tr><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"></td><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"></td></tr> <tr><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"><div>市场价由于虚盘开仓均价时同步：</div></td><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"><div>市场价由于虚盘开仓均价时同步：</div></td></tr> <tr><td colspan="2">&#160;</td><td class='diff-marker'>+</td><td style="background: #cfc; color:black; font-size: smaller;"><div><ins style="color: red; font-weight: bold; text-decoration: none;"></ins></div></td></tr> <tr><td colspan="2">&#160;</td><td class='diff-marker'>+</td><td style="background: #cfc; color:black; font-size: smaller;"><div><ins style="color: red; font-weight: bold; text-decoration: none;"></ins></div></td></tr> <tr><td colspan="2">&#160;</td><td class='diff-marker'>+</td><td style="background: #cfc; color:black; font-size: smaller;"><div><ins style="color: red; font-weight: bold; text-decoration: none;"></ins></div></td></tr> <tr><td colspan="2">&#160;</td><td class='diff-marker'>+</td><td style="background: #cfc; color:black; font-size: smaller;"><div><ins style="color: red; font-weight: bold; text-decoration: none;">----</ins></div></td></tr> <tr><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"></td><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"></td></tr> <tr><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"><div>===公式参数===</div></td><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"><div>===公式参数===</div></td></tr> </table>

Coogle http://wiki.hs633.com:8080/index.php?title=%E5%A6%82%E4%BD%95%E7%A8%8B%E5%BC%8F%E5%8C%96%E4%BA%A4%E6%98%93&diff=2292&oldid=prev 2013-07-02T11:32:09Z

<p>‎<span dir="auto"><span class="autocomment">公式参数</span></span></p> <table class='diff diff-contentalign-left'> <col class='diff-marker' /> <col class='diff-content' /> <col class='diff-marker' /> <col class='diff-content' /> <tr valign='top'> <td colspan='2' style="background-color: white; color:black;">←上一版本</td> <td colspan='2' style="background-color: white; color:black;">2013年7月2日 (二) 11:32的版本</td> </tr><tr><td colspan="2" class="diff-lineno">第97行：</td> <td colspan="2" class="diff-lineno">第97行：</td></tr> <tr><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"></td><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"></td></tr> <tr><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"><div>[[image:set_strategy2.jpg]]</div></td><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"><div>[[image:set_strategy2.jpg]]</div></td></tr> <tr><td colspan="2">&#160;</td><td class='diff-marker'>+</td><td style="background: #cfc; color:black; font-size: smaller;"><div><ins style="color: red; font-weight: bold; text-decoration: none;"></ins></div></td></tr> <tr><td colspan="2">&#160;</td><td class='diff-marker'>+</td><td style="background: #cfc; color:black; font-size: smaller;"><div><ins style="color: red; font-weight: bold; text-decoration: none;"></ins></div></td></tr> <tr><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"><div>跟指标的调整参数功能相同。</div></td><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"><div>跟指标的调整参数功能相同。</div></td></tr> <tr><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"></td><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"></td></tr> </table>

Coogle http://wiki.hs633.com:8080/index.php?title=%E5%A6%82%E4%BD%95%E7%A8%8B%E5%BC%8F%E5%8C%96%E4%BA%A4%E6%98%93&diff=2291&oldid=prev 2013-07-02T11:31:33Z

<p>‎<span dir="auto"><span class="autocomment">公式参数</span></span></p> <table class='diff diff-contentalign-left'> <col class='diff-marker' /> <col class='diff-content' /> <col class='diff-marker' /> <col class='diff-content' /> <tr valign='top'> <td colspan='2' style="background-color: white; color:black;">←上一版本</td> <td colspan='2' style="background-color: white; color:black;">2013年7月2日 (二) 11:31的版本</td> </tr><tr><td colspan="2" class="diff-lineno">第97行：</td> <td colspan="2" class="diff-lineno">第97行：</td></tr> <tr><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"></td><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"></td></tr> <tr><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"><div>[[image:set_strategy2.jpg]]</div></td><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"><div>[[image:set_strategy2.jpg]]</div></td></tr> <tr><td class='diff-marker'>−</td><td style="background: #ffa; color:black; font-size: smaller;"><div>&#160;</div></td><td class='diff-marker'>+</td><td style="background: #cfc; color:black; font-size: smaller;"><div><ins class="diffchange diffchange-inline">跟指标的调整参数功能相同。</ins></div></td></tr> <tr><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"></td><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"></td></tr> <tr><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"><div>==多策略组合==</div></td><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"><div>==多策略组合==</div></td></tr> </table>

Coogle http://wiki.hs633.com:8080/index.php?title=%E5%A6%82%E4%BD%95%E7%A8%8B%E5%BC%8F%E5%8C%96%E4%BA%A4%E6%98%93&diff=2290&oldid=prev 2013-07-02T11:31:02Z

<p>‎<span dir="auto"><span class="autocomment">自动交易</span></span></p> <table class='diff diff-contentalign-left'> <col class='diff-marker' /> <col class='diff-content' /> <col class='diff-marker' /> <col class='diff-content' /> <tr valign='top'> <td colspan='2' style="background-color: white; color:black;">←上一版本</td> <td colspan='2' style="background-color: white; color:black;">2013年7月2日 (二) 11:31的版本</td> </tr><tr><td colspan="2" class="diff-lineno">第81行：</td> <td colspan="2" class="diff-lineno">第81行：</td></tr> <tr><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"></td><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"></td></tr> <tr><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"><div>[[image:set_strategy1.jpg]]</div></td><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"><div>[[image:set_strategy1.jpg]]</div></td></tr> <tr><td colspan="2">&#160;</td><td class='diff-marker'>+</td><td style="background: #cfc; color:black; font-size: smaller;"><div><ins style="color: red; font-weight: bold; text-decoration: none;"></ins></div></td></tr> <tr><td colspan="2">&#160;</td><td class='diff-marker'>+</td><td style="background: #cfc; color:black; font-size: smaller;"><div><ins style="color: red; font-weight: bold; text-decoration: none;">====实盘仓位与虚盘同步====</ins></div></td></tr> <tr><td colspan="2">&#160;</td><td class='diff-marker'>+</td><td style="background: #cfc; color:black; font-size: smaller;"><div><ins style="color: red; font-weight: bold; text-decoration: none;">临时关闭同步，这样策略除了账户函数之外，不会发生交易。</ins></div></td></tr> <tr><td colspan="2">&#160;</td><td class='diff-marker'>+</td><td style="background: #cfc; color:black; font-size: smaller;"><div><ins style="color: red; font-weight: bold; text-decoration: none;"></ins></div></td></tr> <tr><td colspan="2">&#160;</td><td class='diff-marker'>+</td><td style="background: #cfc; color:black; font-size: smaller;"><div><ins style="color: red; font-weight: bold; text-decoration: none;">====同步模式====</ins></div></td></tr> <tr><td colspan="2">&#160;</td><td class='diff-marker'>+</td><td style="background: #cfc; color:black; font-size: smaller;"><div><ins style="color: red; font-weight: bold; text-decoration: none;">总是同步：虚盘有多少仓位，实盘就强行同步成多少仓位。假设打开软件时是10点，而虚盘9点发生了买入持仓1口到现在，那么实盘会立刻尝试买入1口。</ins></div></td></tr> <tr><td colspan="2">&#160;</td><td class='diff-marker'>+</td><td style="background: #cfc; color:black; font-size: smaller;"><div><ins style="color: red; font-weight: bold; text-decoration: none;"></ins></div></td></tr> <tr><td colspan="2">&#160;</td><td class='diff-marker'>+</td><td style="background: #cfc; color:black; font-size: smaller;"><div><ins style="color: red; font-weight: bold; text-decoration: none;">下次持仓方向改变时同步：上例中，9点的仓位在10点打开时，不会发生同步。直到9点的仓位被平掉，又新开仓位，才发生同步。</ins></div></td></tr> <tr><td colspan="2">&#160;</td><td class='diff-marker'>+</td><td style="background: #cfc; color:black; font-size: smaller;"><div><ins style="color: red; font-weight: bold; text-decoration: none;"></ins></div></td></tr> <tr><td colspan="2">&#160;</td><td class='diff-marker'>+</td><td style="background: #cfc; color:black; font-size: smaller;"><div><ins style="color: red; font-weight: bold; text-decoration: none;">下次持仓数量改变时同步：上例中，9点的仓位在10点打开时，不会发生同步。但如果10点15分又买入1口，那么实盘会在15分开2口。</ins></div></td></tr> <tr><td colspan="2">&#160;</td><td class='diff-marker'>+</td><td style="background: #cfc; color:black; font-size: smaller;"><div><ins style="color: red; font-weight: bold; text-decoration: none;"></ins></div></td></tr> <tr><td colspan="2">&#160;</td><td class='diff-marker'>+</td><td style="background: #cfc; color:black; font-size: smaller;"><div><ins style="color: red; font-weight: bold; text-decoration: none;">市场价由于虚盘开仓均价时同步：</ins></div></td></tr> <tr><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"></td><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"></td></tr> <tr><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"><div>===公式参数===</div></td><td class='diff-marker'>&#160;</td><td style="background: #eee; color:black; font-size: smaller;"><div>===公式参数===</div></td></tr> </table>

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