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AT-B04 近月的單要留自然結算不平倉的處理方法

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animation_speed=”0.3″ animation_offset=””]AT-B04 近月的單要留自然結算不平倉的處理方法[/fusion_title][/fusion_builder_column][/fusion_builder_row][/fusion_builder_container][fusion_builder_container type=”flex” hundred_percent=”no” hundred_percent_height=”no” min_height_medium=”” min_height_small=”” min_height=”” hundred_percent_height_scroll=”no” align_content=”stretch” flex_align_items=”flex-start” flex_justify_content=”flex-start” flex_column_spacing=”” hundred_percent_height_center_content=”yes” equal_height_columns=”no” container_tag=”div” menu_anchor=”” hide_on_mobile=”small-visibility,medium-visibility,large-visibility” status=”published” publish_date=”” class=”omblogs_textbox” id=”” margin_top_medium=”” margin_bottom_medium=”” margin_top_small=”” margin_bottom_small=”” margin_top=”” margin_bottom=”” padding_top_medium=”” padding_right_medium=”” padding_bottom_medium=”” padding_left_medium=”” padding_top_small=”” padding_right_small=”” padding_bottom_small=”” padding_left_small=”” padding_top=”” 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例如結算日前總倉位是 -5,正常的自動轉倉下單會下:近月 5 口(把近月先平倉掉);遠月 -5 口 (然後下遠月,讓總倉位維持不變仍是 -5)。

如果近月如果要留結算,也就不會下這 5 口平倉的單,那還要不要下遠月的單,讓倉位維持不變;或是近月遠月都不要下單,把總倉位歸 0 就好,就分成兩種方式來處理。

【2.5 版】請在【帳戶管理】-【自然結算】設定

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【4.0 版】請在【商品管理】裡設定

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以下用兩個範例來說明
範例一:結算日當天 13:30 進行自動轉倉,此時近月因為留結算,所以不用平倉,只要下遠月的單,讓倉位不變。

這種方式的自動轉倉時間,可以設在 13:30 ~ 13:45 之間。

要注意的是,如果設在 13:30 之前,或是用下一訊號轉倉,就要注意轉倉之後,如果還有出訊號的話,就是開始下遠月的單了。

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範例二:結算日當天 13:50 進行自動換月,此時近月已經結算,遠月也收盤不能下單了,所以都不用下單,只要把總倉位歸 0。

這種方式適用於在 MC 裡面的策略已經把結算日的操作處理好,在 13:45 以前都不會有訊號,讓近月自然結算,等收盤後例如 14:00 MC 就會自動丟出總倉位 0 的平倉訊號,所以要設定下單大師在 13:50 就把總倉位歸 0,這樣 MC 的平倉訊號就不會下單,因為倉位已經是 0 (同步)。

接著 15:00 次月開盤後,MC 才會發訊號下次月的單。

也就是這種方式是要撘配 MC 的結算平倉訊號一起使用的。

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