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策略は滑点を考慮したいので,購入・売買のオファーをすると,直接固定滑点値を追加します.例えば,多ポジションを開く時は1価格+滑点を販売し,空置する時は1価格-滑点を購入します.しかし,実際の反測では,滑点が何であれ,最終的な反測結果に影響を与えないことがわかりました.私の問題は,滑点をどのように加えるか,信頼できる方法があるのですか?
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