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桀-@LTChives
Influential Creator
盘口强弱榜
5分钟中位滑点，按盘口估算
$AXIS 放大订单后，进出两侧的滑点都明显增加。模拟1万规模买/卖滑点0.27%/0.27%，10万为1.82%/1.60%。大单先按十万档成本估，不按一万档。
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