最小金额交易单元配比

最小金额交易单元配比

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%

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%

部分品种，数据未满20年。

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