标准套利 Spread

交易所发布的套利组合,支持直接用来进行价差交易、移仓,且不会有不利滑点。

大商所、郑商所、广期所 有标准套利组合,但不一定所有月份的组合都有,以软件显示为准。

没有标准套利组合的合约,推荐使用 自定义套利

位置:交易 > 实时行情 > 套利

视频:使用标准组合进行无滑点套利和移仓 by 橘子


The arbitrage portfolio released by the exchange can be directly used for spread trading and rollover, without adverse slippage.

Support is available on DCE, CZCE, and GFEX, and not all monthly contracts are included. Please refer to the window display for details.

If the arbitrage contract is not visible in this section, use Custom Spread.

Choose Trade > Markets > Spread


USERGUIDE


QuantFair、SimNow 模拟环境 不支持标准套利!不会显示!!!


The UAT does not display the Spread! it is only supported in the official version!!!

价差交易 Trading

右键菜单,选择下单板,在下单板中填写参数直接下单即可,推荐使用 无限下单

标准套利与单合约一样,支持 Smart Order网格策略 等功能。

以组合指令下单,实时享受保证金优惠

对手价差满足才会成交,并非最新价和 k 线上看到的价格

买(卖)价、买(卖)量:交易所发布的组合买(卖)价、买(卖)量。

现买(卖)价、现买(卖)量:用两腿单合约的买卖价合成的组合买(卖)价、买(卖)量。

实际组合会与单腿合约撮合,所以以上两种盘口信息要结合起来看,无限下单 上的盘口是择优展示的结果。


Right-click to select XX Trader for trading. Infinite Trader is recommended within XX Trader.

Ask、Bid:By the exchange.

Imply Ask、Imply Bid:By InfiniTrader of two contracts.

The exchange matches trades based on Ask and Bid prices and takes into account Implied Ask and Implied Bid prices.

移仓 Rolling

USERGUIDE


无限下单快捷下单 窗口,勾选 USERGUIDE 互换,下单时即可实现组合内单合约『 一平一开 』。

组合里的前序合约,使用下单板的开平仓、买卖方向,后序合约正好相反。

以合约 SP a2501 & a2503 为例:

  • 移仓 a2501 空头

    下单板选择 + 平仓,则前序合约 a2501 买平、后序合约 a2503 卖开

  • 移仓 a2503 空头

    下单板选择 + 开仓,则前序合约 a2501 卖开、后序合约 a2503 买平

互换 组合买卖方向 组合开平仓方式 组合合约 A 合约 B 合约
x SP A & B 买 开 卖 开
x SP A & B 买 平 卖 平
x SP A & B 卖 开 买 开
x SP A & B 卖 平 买 平
SP A & B 买 开 卖 平
SP A & B 买 平 卖 开
SP A & B 卖 开 买 平
SP A & B 卖 平 买 开


USERGUIDE
移仓 a2501 空头

USERGUIDE


When using the spread trading function in the Infinite Trader or Easy Trader interface, be sure to select the USERGUIDE Swap option.

For the SP a2501 & a2503 contracts:

  • Rolling Short Position from a2501

    Selecting Buy and Close will close short a2501 and open a2503.

  • Rolling Short Position from a2503

    Selecting Sell and Open will open a2501 and close short a2503.


USERGUIDE
Rolling Short Position from a2501

技术线图 Market Chart

支持以组合查看价差 k 线图。

  • 组合 k 线不支持分时图,可将周期切换为 1 分钟、主图类型切换为 收盘线,同分时图效果一致。

  • 不支持历史数据的影线,历史数据只是切片数据,多个合约同一周期合成的最高价、最低价不一定在周期内的同一时间出现,没有参考意义,详见 视频:组合 k 线线图原理


Supports K-line charts displaying spreads.

  • The period for the spread K-line chart does not support Real Time. You can switch the period to 1 Min and right-click to select Close Price Line in the Chart Type options for a similar effect.

  • The historical bar data for spread K-line charts does not include wicks, as the highest and lowest prices of two contracts within the same period may not occur simultaneously, rendering them meaningless for reference.

Copyright © Infinitrader 2024 All Right Reserved,Powered by GitBook该文件修订时间: 2024-11-29 14:32:49

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