由始以来“ 期指 ” 最矛盾的问题求各位解答！！谢谢

mrpopstar1

众所皆知人人都说first in first out,可是有一个最大的问题发生了例下：

1) 比如我short at 1270(1),然后过后又连续short at 1275(1), 等下我buy at 1273(1), then my remisier said i alrdy earn. but if follow first-in-first-out rule i lose isn't?

2) If last night i short at 1296(1) carry til today, at today morning i buy at let say 1300(2 contract) then short at 1301(2 contract), tats mean i already earn and 1296(1) stil open??

wk2551

1) 比如我short at 1270(1),然后过后又连续short at 1275(1), 等下我buy at 1273(1), then my remisier said i alrdy earn. but if follow first-in-first-out rule i lose isn't?
s1@1270, s2@1275
L1@1273
你的结单出来有两种情况:
A) AUTO AVERANGE
S=1272.5 (S1+S2/2)
L1=1273
TOTAL  -0.5

B)CLOSE INTRA DAY OFFSET FOLLOW F.I.IF.O
SI-L1=-3.0
S2 1275 REMAIN
**ALL EXCLUDING COMMISION
总结:你的FBR讲错了,你只是输多输少的问题.
如果你的FBR没讲错,那就是你给数据给错了.
还有,所有的单是不是同一个月的?
还有,这是几时的事?
今天闭市是1293

wk2551

回复 2# wk2551


    结单出来应该是B情况----INTRA DAY OFFSET FOLLOW F.I.F.O =U LOSE 3 POINTS

wk2551

2) If last night i short at 1296(1) carry til today, at today morning i buy at let say 1300(2 contract) then short at 1301(2 contract), tats mean i already earn and 1296(1) stil open??

这个就容易了,今天做的CLOSE DEAL跟昨天的做的单没关系.
所以
1296 SELL REMAIN 1 LOT (11 JAN 2010)

12JAN2010--- INTRA DAY

LONG 1300(2LOTS),
SEELL 1301 (2LOTS)=2 POINTS (PROFIT)

**EXCLUDING COMMISION

wk2551

回复 2# wk2551


    对了,还有可能是C)情况:
C) CLOSE INTRA DAY OFFSET FOLLOW AUTO AVERANGE
S1=1270
S2=1275
S=1272.5 (2LOTS)
L=1273 (1LOT)

SO OFFSET 1 LOT LONG POSITION AND 1 LOT SHORT POSITION
  S(1 LOT) 1272.5 - L(1LOT) 1273= -O.5 (LOST)

REMAIN 1 LOT SELL POSITIO=1272.5

**酱子的话,情况(C)是最可能的.
不懂楼主收到结单是不是情况(C)???

mrpopstar1

请问你是经纪吗？其实我还没这样买法应为不肯怎算法咯，有的经纪好像也不大懂这情况哦。

wk2551

我不是咯~~~

mrpopstar1

这里有CFAboy是经纪，会问 他一下，若有最新消息请pm我哦。。。谢哦！

wk2551

回复 8# mrpopstar1


    那你直接找他问就好了嘛~~~~~

csin14

1) 比如我short at 1270(1),然后过后又连续short at 1275(1), 等下我buy at 1273(1), then my remisier said i alrdy earn. but if follow first-in-first-out rule i lose isn't?

真正的情况是 buy at 1273(1) 跟 short at 1275(1) 配 earn 2 points (close position)
Open position short at 1270(1)

2) If last night i short at 1296(1) carry til today, at today morning i buy at let say 1300(2 contract) then short at 1301(2 contract), tats mean i already earn and 1296(1) stil open??

last night short at 1296(1) 配  today buy 1300(1 contract) lose 4 points (close position) (consider as overnight coz involve yesterday and today)

today buy 1300 (1 contract) 配 short 1301 (1 contract) earn 1 point (close position) (consider as daytrade coz all transaction in same day)

so short 1301 (1 contract) open position

mrpopstar1

嗨csin,你确定？那wk2551说的全都错？你是经纪啊？？

csin14

回复 11# mrpopstar1

我是从我的statement 里看到的

mrpopstar1

hong leong经纪讲总之first in first out 就是了！ 除非一天有大概100粒就可以选要先关哪一粒咯。

mrpopstar1

还有别的解释吗？？

Futuresdealing

没有这样的事.

lemontrees

Normally 是offset intraday trade １st，有多的才 offset overnight position。

为什么要那么在意哪一粒offset哪一粒呢？因为最终你的equity还是一样。

mrpopstar1

futuredealing,then wat ur point? lemontree r u conform wat u said??

同心圆

lemontree说的是对的。我可以保证。因为我是CFBR。

mrpopstar1

osk remisier said like lemontree, but hongleong said different, yuan xin tong u from which comp?