[問題] 回測日線 要怎麼把期貨結算換月的因素排除?
用ts回測了近20年的日線
結果發現有時在換月的隔天 因為逆價差
而產生空頭大賺加碼 或是多頭大虧停損的現象
請問有什麼方法消除這樣連續月份的換月 所產生價差的問題呢？
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