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To be honest, this quantitative strategy is really pitted.
This strategy opened 1781, 1817 went up and down and did not close the position, and was still engaged there.
Can't the platform get the strategy a little better? Get a shit mark price. In addition to the newcomer using the mark price, how many of the contracts are closed with the mark price? It is simply, many times the marked price is to open a position and blow it out. This is not a quantitative contract at all.