商品期货5.7 高频交易记录

错14
38%对23
62%平推7
19%盈亏比0.59今天最大的问题：交易前后一致性。高频变成了微波段，错了3个大的。

合约持仓方向开仓价格平仓价格开仓时间平仓时间pp2009　卖7024702214:51:3314:51:41pp2009买　7023702414:50:0114:50:08pp2009买　7026702914:49:1314:49:21pp2009买　7025702514:48:3114:48:57pp2009买　7025702414:48:2114:48:29pp2009买　7018702114:45:3514:45:48pp2009买　7022702114:45:2614:45:33c2009买　2072207414:23:3914:43:39eg2009买　3681368314:41:4914:41:51c2009买　2074207514:23:0514:39:57pp2009买　7047704914:20:5814:21:18pp2009买　7045704614:19:2314:20:45pp2009买　7044704414:18:2414:19:13pp2009买　7043704314:18:1214:18:21pp2009买　7032703614:15:3814:15:57pp2009　卖7044704014:09:1014:12:49pp2009买　7041703914:05:2514:07:34pp2009买　7058703914:03:3414:07:34pp2009买　7064706414:03:0814:03:19pp2009买　7070707514:02:3814:02:48pp2009买　7083708514:01:2114:02:01pp2009买　7088708613:58:3513:58:48pp2009买　7097708813:54:5613:58:16pp2009　卖7088709713:52:4813:54:37pp2009　卖7087708713:52:2813:52:39pp2009买　7093709413:49:2113:50:09pp2009买　7097709613:48:0413:48:40pp2009　卖7089709213:45:3213:47:14pp2009买　7095709713:42:3713:42:52pp2009　卖7090708713:40:4813:41:07pp2009　卖7090709113:40:1113:40:36pp2009买　7091709013:38:5013:39:02pp2009买　7091709213:38:2713:38:41pp2009买　7082708413:33:3913:34:36pp2009买　7083708213:33:1313:33:30pp2009买　714471459:39:179:41:37pp2009买　714171419:38:439:38:55