对如何在风险规模中正确考虑滑点感到困惑

That's a really good question and a common dilemma. Many traders do build in a small buffer or a 'slippage cost' into their initial risk calculations, especially for more volatile times or instruments. How significant is this slippage usually for you, and are you trading around major news events?

Ah, the joys of real money vs. demo trading. Slippage is like that unexpected guest who always shows up just as you're about to sit down for dinner. I've found it's less about building a 'buffer' and more about adjusting your expectations – consider it the market's subtle way of reminding you who's boss.