13138742970 发表于 2025-8-14 08:06:45

NvM百分比对冲功能,建议增加每笔固定手数

本帖最后由 13138742970 于 2025-8-14 08:08 编辑

在微型账户回测中,我喜欢固定1手开仓,首单指数加仓,这时候NvM百分比对冲非常好用。
但是对冲久以后经常出现以下这种情况,遗留很多小订单,我基于首单指数加仓,很难对冲完。
能否增加个功能,在满足百分比的情况下,且满足每笔订单至少抽取固定手数(比如:0.1手、0.2手)
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唐老师 发表于 2025-8-30 20:28:00

就是给你一个手数的设置,不但要能对冲百分比,还要能对冲每笔订单的一个固定手数吗?
你用的nvm是哪个nvm,是对冲面板的nvm,还是末单对冲还是反向对冲中的nvm对冲,亲。

13138742970 发表于 2025-9-2 23:14:40

唐老师 发表于 2025-8-30 20:28
就是给你一个手数的设置,不但要能对冲百分比,还要能对冲每笔订单的一个固定手数吗?
你用的nvm是哪个nvm ...

是的。
不但要能对冲百分比,还要能对冲每笔订单不低于某个固定手数。
最好可以这样,当手数低于N时,一笔带走。







13138742970 发表于 2025-9-2 23:23:18

唐老师 发表于 2025-8-30 20:28
就是给你一个手数的设置,不但要能对冲百分比,还要能对冲每笔订单的一个固定手数吗?
你用的nvm是哪个nvm ...

末单对冲可以做到末N单对冲就更好了。比方最后2/3/4单对冲,能对冲多少掉多少,目前的多单对冲以N v 1 /M为主。

唐老师 发表于 2025-9-3 14:47:28

13138742970 发表于 2025-9-2 23:23
末单对冲可以做到末N单对冲就更好了。比方最后2/3/4单对冲,能对冲多少掉多少,目前的多单对冲以N v 1 /M ...

末单对冲这个可能要考虑考虑了,亲

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