这个损耗在薄盘上尤其致命。你跟的人本身就是把价格推上去的那部分量，等信号发出来，最好的那口已经被他自己吃掉了。所以跟单的收益天然低于被跟的人，而且盘越薄差得越多。 真正值得跟的其实是那种持仓周期以周计的，进场价差几个点无所谓。那种几个小时就平的短线，跟单从数学上就不成立。

The published track record is also almost always computed at the leader's fill, never at the follower's. That single choice makes every copy product look better than it can possibly be in practice, and it is not even dishonest, it is just the easier number to compute. A follower-realised return column would settle the argument and I have never seen one.

the leader is selling you the alpha and the exit liquidity in one subscription

那我改跟长线的试试 短线这两个月确实白忙 手续费倒是一分没少交

确实，尤其现在交易速度这么快，收数据的延迟都足够影响跟单效果了，除非直接拿到对方的成交回报，否则这个价格差损失挺难避免的。