期货一键对冲插件Hedge-on-two-contracts.md

Name

期货一键对冲插件Hedge-on-two-contracts

Author

小草

Strategy Description

可自动立即对冲两个合约，注意加适当的滑价，可能会不成交。仓位较多可分多次点击.

插件可以在交易终端一键启动，不收取费用，方便手动交易。详细介绍：https://www.fmz.com/digest-topic/5051

Strategy Arguments

Argument	Default	Description
Contract_A	this_week	交易合约A
Contract_B	quarter	交易合约B
Amount	10	开仓数量
Slip	2	滑价
Reverse	false	反向交易

Source (javascript)

function main(){
    exchange.SetContractType(Reverse ? Contract_B : Contract_A)
    var ticker_A = exchange.GetTicker()
    if(!ticker_A){return 'Unable to get quotes'}
    exchange.SetDirection('buy')
    var id_A = exchange.Buy(ticker_A.Sell+Slip, Amount)
    exchange.SetContractType(Reverse ? Contract_B : Contract_A)
    var ticker_B = exchange.GetTicker()
    if(!ticker_B){return 'Unable to get quotes'}
    exchange.SetDirection('sell')
    var id_B = exchange.Sell(ticker_B.Buy-Slip, Amount)
    if(id_A){
        exchange.SetContractType(Reverse ? Contract_B : Contract_A)
        exchange.CancelOrder(id_A)
    }
    if(id_B){
        exchange.SetContractType(Reverse ? Contract_B : Contract_A)
        exchange.CancelOrder(id_B)
    }
    return 'Position: ' + JSON.stringify(exchange.GetPosition())
}

Detail

https://www.fmz.com/strategy/191348

Last Modified

2020-03-24 10:52:08