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中文 (Chinese) / Re: 对于现在BAIP2的喂价改的修正方案
« on: February 23, 2020, 09:09:46 am »
比例权重X=3, 数据来自火币1小时EMA6,2020/02/15 22:00 到2020/02/17 03:00
价格修复只需要三个小时。
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|EMA(6)值 |外盘最低价|喂价1 | 喂价2 | EMA权重1| 现价权重1| EMA权重2 | 现价权重2|喂现价差1|喂现价差2 | 跌幅 |
+──────────+────────+──────────+──────────+─────────+────────+─────────+──────────+────────+──────────+────────+
| 0.0389 | 0.0366 | 0.0373 | 0.0372 | 0.3 | 0.7 | 0.2616 | 0.7384 | 1.89% | 1.6439% | 6.28% |
| 0.0385 | 0.0332 | 0.0348 | 0.0347 | 0.3 | 0.7 | 0.2788 | 0.7212 | 4.79% | 4.4505% | 15.96% |
| 0.0373 | 0.034 | 0.0350 | 0.0349 | 0.3 | 0.7 | 0.2678 | 0.7322 | 2.91% | 2.5989% | 9.71% |
| 0.0364 | 0.0332 | 0.0342 | 0.0341 | 0.3 | 0.7 | 0.2676 | 0.7324 | 2.89% | 2.5797% | 9.64% |
| 0.0359 | 0.0346 | 0.0350 | 0.0349 | 0.3 | 0.7 | 0.2570 | 0.7430 | 1.13% | 0.9655% | 3.76% |
| 0.0357 | 0.0345 | 0.0349 | 0.0348 | 0.3 | 0.7 | 0.2565 | 0.7435 | 1.04% | 0.8921% | 3.48% |
| 0.0354 | 0.0346 | 0.0348 | 0.0348 | 0.3 | 0.7 | 0.2543 | 0.7457 | 0.69% | 0.5880% | 2.31% |
| 0.0353 | 0.0348 | 0.0350 | 0.0349 | 0.3 | 0.7 | 0.2527 | 0.7473 | 0.43% | 0.3631% | 1.44% |
| 0.0352 | 0.0346 | 0.0348 | 0.0348 | 0.3 | 0.7 | 0.2532 | 0.7468 | 0.52% | 0.4391% | 1.73% |
| 0.035 | 0.034 | 0.0343 | 0.0343 | 0.3 | 0.7 | 0.2555 | 0.7445 | 0.88% | 0.7514% | 2.94% |
| 0.035 | 0.0349 | 0.0349 | 0.0349 | 0.3 | 0.7 | 0.2505 | 0.7495 | 0.09% | 0.0718% | 0.29% |
| 0.0351 | 0.0351 | 0.0351 | 0.0351 | 0.3 | 0.7 | 0.2500 | 0.7500 | 0.00% | 0.0000% | 0.00% |
| 0.0355 | 0.0361 | 0.0361 | 0.0361 | 0.3 | 0.7 | 0.2469 | 0.7531 | 0.00% | 0.0000% | -1.66% |
| 0.0357 | 0.0361 | 0.0361 | 0.0361 | 0.3 | 0.7 | 0.2479 | 0.7521 | 0.00% | 0.0000% | -1.11% |
| 0.0359 | 0.0355 | 0.0356 | 0.0356 | 0.3 | 0.7 | 0.2521 | 0.7479 | 0.34% | 0.2841% | 1.13% |
| 0.0358 | 0.0355 | 0.0356 | 0.0356 | 0.3 | 0.7 | 0.2516 | 0.7484 | 0.25% | 0.2126% | 0.85% |
| 0.0357 | 0.0354 | 0.0355 | 0.0355 | 0.3 | 0.7 | 0.2516 | 0.7484 | 0.25% | 0.2132% | 0.85% |
| 0.0357 | 0.0351 | 0.0353 | 0.0353 | 0.3 | 0.7 | 0.2532 | 0.7468 | 0.51% | 0.4328% | 1.71% |
| 0.0356 | 0.035 | 0.0352 | 0.0352 | 0.3 | 0.7 | 0.2532 | 0.7468 | 0.51% | 0.4341% | 1.71% |
| 0.0354 | 0.0336 | 0.0341 | 0.0341 | 0.3 | 0.7 | 0.2599 | 0.7401 | 1.61% | 1.3924% | 5.36% |
| 0.035 | 0.0333 | 0.0338 | 0.0337 | 0.3 | 0.7 | 0.2595 | 0.7405 | 1.53% | 1.3245% | 5.11% |
| 0.0345 | 0.0332 | 0.0336 | 0.0335 | 0.3 | 0.7 | 0.2573 | 0.7427 | 1.17% | 1.0074% | 3.92% |
| 0.0342 | 0.0324 | 0.0329 | 0.0329 | 0.3 | 0.7 | 0.2603 | 0.7397 | 1.67% | 1.4460% | 5.56% |
| 0.034 | 0.0326 | 0.0330 | 0.0330 | 0.3 | 0.7 | 0.2580 | 0.7420 | 1.29% | 1.1078% | 4.29% |
| 0.0337 | 0.032 | 0.0325 | 0.0324 | 0.3 | 0.7 | 0.2598 | 0.7402 | 1.59% | 1.3803% | 5.31% |
| 0.0333 | 0.0301 | 0.0311 | 0.0310 | 0.3 | 0.7 | 0.2694 | 0.7306 | 3.19% | 2.8642% | 10.63% |
| 0.0328 | 0.0303 | 0.0311 | 0.0310 | 0.3 | 0.7 | 0.2652 | 0.7348 | 2.48% | 2.1878% | 8.25% |
| 0.0323 | 0.0317 | 0.0319 | 0.0319 | 0.3 | 0.7 | 0.2535 | 0.7465 | 0.57% | 0.4799% | 1.89% |
| 0.0322 | 0.0305 | 0.0310 | 0.0309 | 0.3 | 0.7 | 0.2603 | 0.7397 | 1.67% | 1.4509% | 5.57% |
| 0.0317 | 0.0305 | 0.0309 | 0.0308 | 0.3 | 0.7 | 0.2573 | 0.7427 | 1.18% | 1.0123% | 3.93% |
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价格修复只需要三个小时。
+──────────+────────+──────────+──────────+─────────+────────+─────────+──────────+────────+──────────+────────+
|EMA(6)值 |外盘最低价|喂价1 | 喂价2 | EMA权重1| 现价权重1| EMA权重2 | 现价权重2|喂现价差1|喂现价差2 | 跌幅 |
+──────────+────────+──────────+──────────+─────────+────────+─────────+──────────+────────+──────────+────────+
| 0.0389 | 0.0366 | 0.0373 | 0.0372 | 0.3 | 0.7 | 0.2616 | 0.7384 | 1.89% | 1.6439% | 6.28% |
| 0.0385 | 0.0332 | 0.0348 | 0.0347 | 0.3 | 0.7 | 0.2788 | 0.7212 | 4.79% | 4.4505% | 15.96% |
| 0.0373 | 0.034 | 0.0350 | 0.0349 | 0.3 | 0.7 | 0.2678 | 0.7322 | 2.91% | 2.5989% | 9.71% |
| 0.0364 | 0.0332 | 0.0342 | 0.0341 | 0.3 | 0.7 | 0.2676 | 0.7324 | 2.89% | 2.5797% | 9.64% |
| 0.0359 | 0.0346 | 0.0350 | 0.0349 | 0.3 | 0.7 | 0.2570 | 0.7430 | 1.13% | 0.9655% | 3.76% |
| 0.0357 | 0.0345 | 0.0349 | 0.0348 | 0.3 | 0.7 | 0.2565 | 0.7435 | 1.04% | 0.8921% | 3.48% |
| 0.0354 | 0.0346 | 0.0348 | 0.0348 | 0.3 | 0.7 | 0.2543 | 0.7457 | 0.69% | 0.5880% | 2.31% |
| 0.0353 | 0.0348 | 0.0350 | 0.0349 | 0.3 | 0.7 | 0.2527 | 0.7473 | 0.43% | 0.3631% | 1.44% |
| 0.0352 | 0.0346 | 0.0348 | 0.0348 | 0.3 | 0.7 | 0.2532 | 0.7468 | 0.52% | 0.4391% | 1.73% |
| 0.035 | 0.034 | 0.0343 | 0.0343 | 0.3 | 0.7 | 0.2555 | 0.7445 | 0.88% | 0.7514% | 2.94% |
| 0.035 | 0.0349 | 0.0349 | 0.0349 | 0.3 | 0.7 | 0.2505 | 0.7495 | 0.09% | 0.0718% | 0.29% |
| 0.0351 | 0.0351 | 0.0351 | 0.0351 | 0.3 | 0.7 | 0.2500 | 0.7500 | 0.00% | 0.0000% | 0.00% |
| 0.0355 | 0.0361 | 0.0361 | 0.0361 | 0.3 | 0.7 | 0.2469 | 0.7531 | 0.00% | 0.0000% | -1.66% |
| 0.0357 | 0.0361 | 0.0361 | 0.0361 | 0.3 | 0.7 | 0.2479 | 0.7521 | 0.00% | 0.0000% | -1.11% |
| 0.0359 | 0.0355 | 0.0356 | 0.0356 | 0.3 | 0.7 | 0.2521 | 0.7479 | 0.34% | 0.2841% | 1.13% |
| 0.0358 | 0.0355 | 0.0356 | 0.0356 | 0.3 | 0.7 | 0.2516 | 0.7484 | 0.25% | 0.2126% | 0.85% |
| 0.0357 | 0.0354 | 0.0355 | 0.0355 | 0.3 | 0.7 | 0.2516 | 0.7484 | 0.25% | 0.2132% | 0.85% |
| 0.0357 | 0.0351 | 0.0353 | 0.0353 | 0.3 | 0.7 | 0.2532 | 0.7468 | 0.51% | 0.4328% | 1.71% |
| 0.0356 | 0.035 | 0.0352 | 0.0352 | 0.3 | 0.7 | 0.2532 | 0.7468 | 0.51% | 0.4341% | 1.71% |
| 0.0354 | 0.0336 | 0.0341 | 0.0341 | 0.3 | 0.7 | 0.2599 | 0.7401 | 1.61% | 1.3924% | 5.36% |
| 0.035 | 0.0333 | 0.0338 | 0.0337 | 0.3 | 0.7 | 0.2595 | 0.7405 | 1.53% | 1.3245% | 5.11% |
| 0.0345 | 0.0332 | 0.0336 | 0.0335 | 0.3 | 0.7 | 0.2573 | 0.7427 | 1.17% | 1.0074% | 3.92% |
| 0.0342 | 0.0324 | 0.0329 | 0.0329 | 0.3 | 0.7 | 0.2603 | 0.7397 | 1.67% | 1.4460% | 5.56% |
| 0.034 | 0.0326 | 0.0330 | 0.0330 | 0.3 | 0.7 | 0.2580 | 0.7420 | 1.29% | 1.1078% | 4.29% |
| 0.0337 | 0.032 | 0.0325 | 0.0324 | 0.3 | 0.7 | 0.2598 | 0.7402 | 1.59% | 1.3803% | 5.31% |
| 0.0333 | 0.0301 | 0.0311 | 0.0310 | 0.3 | 0.7 | 0.2694 | 0.7306 | 3.19% | 2.8642% | 10.63% |
| 0.0328 | 0.0303 | 0.0311 | 0.0310 | 0.3 | 0.7 | 0.2652 | 0.7348 | 2.48% | 2.1878% | 8.25% |
| 0.0323 | 0.0317 | 0.0319 | 0.0319 | 0.3 | 0.7 | 0.2535 | 0.7465 | 0.57% | 0.4799% | 1.89% |
| 0.0322 | 0.0305 | 0.0310 | 0.0309 | 0.3 | 0.7 | 0.2603 | 0.7397 | 1.67% | 1.4509% | 5.57% |
| 0.0317 | 0.0305 | 0.0309 | 0.0308 | 0.3 | 0.7 | 0.2573 | 0.7427 | 1.18% | 1.0123% | 3.93% |
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