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策略中希望考虑滑点,所以在买卖报价的时候直接加了一个固定的滑点值:比如开多仓的时候在卖一价+滑点,开空仓的时候在买一价-滑点,但是实际回测中发现,不论滑点是多少,都不影响最后的回测结果,我的问题是究竟如何加滑点,有没有可靠的方法,请大神指点,不胜感激!
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