[SIZE=3]這個套利關係是從程式所觀察出來的[FACE=Times New Roman] ,應用在所有市場皆宜.[/SIZE][/FACE][FACE=Times New Roman][SIZE=3][/FACE][/SIZE]
[SIZE=3]條件一[FACE=Times New Roman]: [/SIZE]當前一個X點[FACE=Times New Roman] [/FACE]跟現在的價差距X點極有可能有反轉機會作多[FACE=Times New Roman] , [/FACE][/FACE]
[SIZE=3][FACE=Times New Roman][/SIZE]條件二[FACE=Times New Roman]: [/FACE]當前一個X點[FACE=Times New Roman] [/FACE]跟現在的價差距X點[FACE=Times New Roman] [/FACE]極有反轉機會[FACE=Times New Roman] [/FACE]作空[/FACE][SIZE=3][FACE=Times New Roman] [/SIZE][/FACE]
[SIZE=3]條件三:依此類推[FACE=Times New Roman] [/SIZE]每[FACE=Times New Roman]X[/FACE]點為一個關卡[/FACE][SIZE=3][FACE=Times New Roman] [/SIZE][/FACE]
[SIZE=3]條件[FACE=Times New Roman]4: [/SIZE]在盤整期間[FACE=Times New Roman] [/FACE]高點與低點上下[FACE=Times New Roman]X~X[/FACE]點以內[/FACE]