移仓护卫
移仓护卫 是一键移仓换月工具，支持在不同账号之间按指定价差条件移仓。
位置：策略 → 移仓护卫
⚠️ 使用建议
对于大商所、广期所、郑商所等已有交易所标准套利组合的合约（位置：交易 → 实时行情 → 套利），建议优先在普通下单板使用 互换 指令移仓。使用标准套利组合移仓可避免不利滑点。详情见 标准套利 。
⚠️ 风险提示
除服务器单外，无限易算法均为本地算法单，依赖行情和成交回报触发。若因网络延迟、断线、软件关闭等原因导致算法无法正常运行，无限易不承担相关责任。
参数说明
| 参数 | 说明 |
|---|---|
| 实时基差 | 近月合约价格 - 远月合约价格。 |
| 移仓合约 | 当前持仓合约。 |
| 新仓合约 | 要开仓的合约。勾选 新仓不展示期权合约 后，此处不展示期权合约。 |
| 上期能源优先平今 | 勾选后，上期所、能源中心合约同时有昨仓和今仓时，优先平今，再平昨。 |
| 先平再开 | 默认执行顺序为先平仓，再开仓。取消勾选后，顺序为先开仓，再平仓；当开仓合约流动性较差时，可先执行开仓以降低滑点。 |
| 最小开仓量 | 开仓合约累计达到该数量后才执行后续动作。风险是可能无法完成移仓任务。 |
| 单笔上限 | 单次报单的数量上限。 |
除上期所、能源中心外，其他交易所没有平今指令，上期能源优先平今 对这些交易所无效。
移仓方式
直接移仓
下单后，系统按照设置的 间隔（秒） 和 单笔上限 拆分委托，并直接以对手价报单。
| 参数 | 说明 |
|---|---|
| 间隔（秒） | 每隔 X 秒报出下一笔委托。 |
基差移仓
下单后，只有当 实时基差 满足 委托基差 条件时，系统才会以对手价报单。
| 参数 | 说明 |
|---|---|
| 委托基差 | 基差移仓的触发条件。 |
当 委托基差 下方出现类似提示：（近移远）需委托基差 < 实时基差，否则立即触发移仓，说明当前输入值若已满足触发条件，移仓会立即执行。
不同持仓方向和移仓方向下，触发逻辑如下：
| 持仓合约方向 | 移仓方向 | 更有利的委托基差 | 触发条件 |
|---|---|---|---|
| 多头 | 近移远 | 委托基差 > 实时基差 | 实时基差 >= 委托基差 |
| 空头 | 近移远 | 委托基差 < 实时基差 | 实时基差 <= 委托基差 |
| 多头 | 远移近 | 委托基差 < 实时基差 | 实时基差 <= 委托基差 |
| 空头 | 远移近 | 委托基差 > 实时基差 | 实时基差 >= 委托基差 |
追单
平仓合约成交后，系统会以对手价委托新仓合约。若新仓合约未成交，系统会根据 追单超价 和 追单次数 继续追单。
| 参数 | 说明 |
|---|---|
| 追单超价 | 每次追单时，在上一笔委托价格基础上超价 X 个 Tick，并与当前对手价择优报单。 |
| 追单次数 | 最大追单次数。超过后不再追单。 |
算法列表
下单后，可在 算法列表 窗口查看和管理移仓委托。
位置：交易 → 算法列表 → 移仓护卫
算法运行与保存规则
⚠️ 运行限制
- 网络断线时，算法无法正常运行。
- 算法单均委托在 本地。软件关闭后，算法不会继续运行，且默认不保存。
- 执行过程中出现 错单（如资金不足、不在交易时间等）或手动撤单时，算法会自动终止。
同一台电脑保存算法
可勾选窗口右上角 
自动保存，自动保存状态为 执行中、已暂停 的算法。
自动保存只保存剩余组合数量。例如进度为 6 / 10 时，只保存剩余 4 组；如果第 7 组已有部分成交，该部分不会保存。
不同电脑设备保存算法
在 算法列表 → 移仓护卫 窗口右上角，点击 
手动，可保存全部算法，包括 已完成、已终止 的算法。下次可点击 
导入文件。
手动保存会保存全部数量。
也可通过 定时管家 设置 自动 保存。该方式保存状态为 执行中、已暂停 的算法文件。下次可在 算法列表 窗口点击 导入文件。
该方式与窗口右上角
重新打开或导入后的状态
保存的算法下次打开或导入后，状态为 已暂停。需要手动点击 开始 后才会继续执行。
English
Rolling Guardian
Rolling Guardian is a one-click calendar rolling tool. It supports rolling positions across accounts based on specified spread conditions.
Go to Strategy → Rolling Guardian.
⚠️ Recommendation
For contracts with exchange-listed standard spread combinations, such as DCE, GFEX, and CZCE contracts, use the Swap instruction on the regular trading board first. Rolling with a standard spread combination can avoid adverse slippage. For details, see Standard Spread .
⚠️ Risk Warning
Except for server-side orders, all InfiniTrader algos are local algo orders and are triggered by market data and trade reports. InfiniTrader is not responsible if an algo fails to run properly due to network latency, disconnection, software shutdown, or similar issues.
Parameters
| Parameter | Description |
|---|---|
| Cur. basis | Near-month contract price minus far-month contract price. |
| Position Contract | The current position contract. |
| New Instrument | The contract to open. If Ignore options is selected, options are not displayed here. |
| DayTrade First | When selected, SHFE and INE contracts with both today's and previous-day positions are closed in the order of Close Today → Close Yesterday. |
| Close Before Open | Selected by default. The default sequence is to close first, then open. After it is cleared, the sequence changes to open first, then close. If the opening contract has poor liquidity, opening first may help reduce slippage. |
| Min Open | The subsequent action starts only after the accumulated opened quantity reaches this value. Risk: the rolling task may not be completed. |
| Per Max | The maximum quantity per order. |
Exchanges other than SHFE and INE do not support Close Today instructions, so DayTrade First does not apply to those exchanges.
Rolling Modes
Easy
After submission, the system splits orders by the configured Interval (S) and Per Max, then places them at the aggressive price (the best price on the opposite side).
| Parameter | Description |
|---|---|
| Interval (S) | Places the next order every X seconds. |
Basis
After submission, the system places orders at the aggressive price only when Cur. basis meets the Basis condition.
| Parameter | Description |
|---|---|
| Basis | The trigger condition for basis rolling. |
When a prompt such as (Near to Far) Basis < Cur. basis, otherwise rolling will be triggered immediately appears under Basis, the rolling task starts immediately if the entered value already meets the trigger condition.
The trigger logic varies by position direction and rolling direction:
| Position Direction | Rolling Direction | More Favorable Basis | Trigger Condition |
|---|---|---|---|
| Long | Near to Far | Basis > Cur. basis | Cur. basis >= Basis |
| Short | Near to Far | Basis < Cur. basis | Cur. basis <= Basis |
| Long | Far to Near | Basis < Cur. basis | Cur. basis <= Basis |
| Short | Far to Near | Basis > Cur. basis | Cur. basis >= Basis |
Chase
After the closing order is filled, the system submits an opening order for the new contract at the aggressive price. If the opening order is not filled, the system continues chasing according to Pay up and Chase.
| Parameter | Description |
|---|---|
| Pay up | For each chase order, the system improves the previous order price by X ticks and compares it with the current aggressive price, then submits the better price. |
| Chase | The maximum number of chase attempts. Once reached, no further chase orders are placed. |
Algos
After submission, view and manage rolling orders in the Algos window.
Go to Trade → Algos → Rolling Guardian.
Algo Running and Saving Rules
⚠️ Running Limits
- Algos will not run properly if the network is disconnected.
- Algo orders are stored locally. After the software is closed, they stop running and are not saved by default.
- If an order enters Fail status, such as insufficient funds or outside trading hours, or is manually canceled during execution, the algo terminates automatically.
Save on the Same PC
Select Auto Save in the upper-right corner of the window to automatically save algos in Executing or Paused status.
Auto Save saves only the remaining sets. For example, if the progress is 6 / 10, only the remaining 4 sets are saved. If the 7th set is partially filled, the filled part is not saved.
Save for Use on Another PC
In Algos → Rolling Guardian, click Manual in the upper-right corner to save all algos, including Finished and Terminated algos. Next time, click Import to import the saved file.
Manual save saves the full quantity.
You can also configure automatic saving in Time Master . This saves algos in Executing and Paused status. Next time, click Import in the Algos window to import the saved file.
This follows the same rule as
Status After Reopening or Importing
Saved algos are loaded in Paused status the next time they are opened or imported. Click Start manually to resume execution.