This method treats the symptoms but not the root cause. Even if the problem of back and forth buying and selling is alleviated, the difference between the backtest and the real environment will still exist. If you want to eliminate this difference, you may still need to combine the three solutions mentioned above. Or other solutions to complete. For these three solutions, we recommend giving priority to the first solution if possible. Even if it is difficult to obtain separate data for the same sample period, try to use higher frequency data to replace the previous one. data to better approximate the real trading environment. The subsequent choices are the second and third solutions. There is no fixed better choice between the two, and human judgment needs to be made based on specific quantitative trading strategies, research environment, and trading environment. #whycrypto #xiaoyiclub