跟随者收益高于信号
总说滑点延时等对跟随者影响很大，其实不一定，看下面这张图，跟随者收益远高于信号。
其原因我认为有以下三点：
一是账号免隔夜利息。隔夜利息短期对该策略影响可能很大，虽说利息有负也有正，但如果短期内多单远大于空单，加上周三来个多单隔夜3倍利息，那短期影响可能就很大。
二是交易环境。这个无需多说，交易的执行速度，滑点等对交易结果肯定是有影响的。
三是交易成本。点差、手续费等。
如果你的收益与信号相差很大，可以参考以上三点。
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