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crude oilATM价差套利EA

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crude oilATM价差套利EA661 / author:凌云汇 / PostsID:1545204
1.套利思路:高抛低吸,高价差入市,低价差退市。
高价差:一般超过8.0属于高价差,美油做多,布油做空。
低价差:一般低于5.0属于低价差,美油做空,布油做多。
2.价差边界性:
价差不是无限扩大或无限缩小的,2017年起,价差最高的时候拉到了11.5,最小价差为1.2
当市场走势向有利我们的方向移动,我们获利出场。但是有时候行情会继续偏离,这个时候就依据价差的边界性,通过加仓的方式来拉低平均成本,我们可以考虑每偏离0.1的时候加仓,每加一层,通过修改参数的方式,来控制总的加仓方式,使其不会无限加仓。
套利原理详情请找我索要,现在这款EA和参数都可以免费使用一个月。
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凌云汇  Registered Member  Published on 2020-4-28 15:28:48 | Show all floors
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