动态风险控制

日macd

周MACD持仓量上周涨幅周涨幅

ATR(16)商品1IF2沪铜3橡胶4塑料5豆油6PTA7玉米8螺纹9白糖10沪锌美元上下降下下降上下降下下降上上升上上升下下降上上升上上升上上升上下降下

品种基本面宏观变化市场热点日内波动资金流向

交易策略资金管理情景规划周小结

下降-0.17%

-0.70%

上升-1.55%上升-2.03%上升0.10%

2.06%

上升-1.21%

1.02%0.42%-0.35%

上升-1.65%-0.05%1.31-1.51%400.48%757-0.98%5151.21%1410.72%85-3.80%1042.05%17.60.38%31.60.53%390.73%188

指数合约现货价格时间价值波动率保证金品种每手单位每手价格188.79188.792629.7

6069666600284442887010760104659633

879760248143293205

651671015943

0-5904-426295-1006-100655%商品12%102558.31IF10%39452.42沪铜14%18488.63橡胶10%69944塑料7%12522.95豆油9%5690.16PTA9%3225.37玉米7%5627.78螺纹9%4166.59白糖22%4319.2510沪锌

美元总资产

30078105303480514222055380010963303770102481010432901032050533225

150000

每日波动最大隔夜

手续费占比隔夜风险隔夜持仓占用资金止损价格

15000.00

120001.3378.033.3825755.815.70521.35.0085017.65.0052028.85.001763.0031.7639038.55.0094016.0

9.00

最大可同时做4个品种

超出部分做反向强势品种对冲假期风控N*0.5ATR叠加

0.000

01.10001.10025750.92900.51917001.14220801.20901.10001.56002.709

0635.24%

0000

118488.6

00

225045.84

22760.4

000

0

66294.844.20%