November 2022
Intermediate to advanced
392 pages
10h 8m
Chinese
Content preview from Python算法交易
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256
｜
第
8
章
将列名附加到列表对象上，方便以后进行打印。
绘制金融工具和策略的累积表现。
图 8-7：EUR_USD 的不同动量策略的表现（分钟柱线）
8.3.3
杠杆和保证金因素
一般来讲，当你以
100
美元的价格购买股票时，损益（
P
＆
L
）计算很简单：如果
股价上涨
1
美元，你将获得
1
美元（未兑现利润）；如果股价下跌
1
美元，你将损
失
1
美元（未兑现损失）。如果你购买
10
股，则将结果乘以
10
即可。
在
Oanda
平台上交易差价合约则涉及杠杆和保证金。这极大地影响了损益计算。
有有
关此主题的介绍和概述，请参阅
Oanda fxTrade
保证金规则（
https://oreil.
ly/8I5Eg
）。下面一个简单的例子可以介绍在这种情况下的主要方面。
例如一个基于欧元的算法交易者，希望在
Oanda
平台上交易
EUR_USD
，并以
1.1
的要价做多
10000
欧元。在没有杠杆和保证金的情况下，交易者（或
Python
程序）
使用
Oanda
进行
CFD
交易
｜
257
购买
10000
单位的差价合约。
注
3
如果金融工具的价格（汇率）升至
1.105
（作为买
入价和要价之间的中点价），则绝对利润为
10000
×
0.005 = 50
或
0.5%
。
如果有杠杆和保证金，那么会有什么影响呢？假设算法交易者选择的杠杆比率为
20:1
，这意味着 ...
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