最近半年，策略研发是一部分工作，更大的经历是在摸索平台交易成本的。监管，流动性只是一小部分，滑点情况才是恐怖的。基本没有什么理想的平台，交易成本绝非平台官网的报价那么低，我们的实测黄金都在80-100点。可以看见滑点是点差的好几倍，在这种交易环境下盈利是多么的难
PS一下我们的策略是趋势策略，所以滑点99%都是不友好的，以上滑点数据是跟实际策略挂钩的。
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