https://111qqz.com/tags/backtesting/Recent content in Backtesting on 111qqz的小窝Hugo -- gohugo.iozh-cnhust.111qqz@gmail.com (111qqz)hust.111qqz@gmail.com (111qqz)© 2011-2026 111qqzSun, 25 Oct 2026 20:00:00 +0800https://111qqz.com/2026/10/execution-aware-backtesting/Sun, 25 Oct 2026 20:00:00 +0800hust.111qqz@gmail.com (111qqz)https://111qqz.com/2026/10/execution-aware-backtesting/<p><a href="https://111qqz.com/2026/10/bid-ask-spread-adverse-selection/" >上一篇</a>写到，预测对价格方向，不等于交易能赚钱。主动成交要付执行成本，挂单等成交又可能筛出对自己不利的行情。</p> <p>顺着这个问题往下想，我还有一个疑问：如果把手续费算进去，回测里也只让一部分挂单成交，是不是就离真实收益很近了？</p>