Forum: Collective2 Suggestions, Feedback, Questions
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| Subject: | Malfunctioning of TB and C2 |
| Posted by: | Karl A |
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| When: | 7/22/10 (22:42) | |
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| | Just when I thought things were running smoothly there were several mulfunctions of either TB or C2 or both during the last couple of days. For example, today for the system Rainier C2 shows an execution of a limit order 7 minutes after the close and TB submitted that ordeer as a market order. Rainier only issues limit orders and the limit order should never execute outside of regular market orders. Yesterday and the day before orders were executed in duplicate for the system eminialerts which caused losses in my account. For the system Sutton1 a similar situation occured today. What is going on? |
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| | In response to post by Karl A of 7/22/10 (22:42) Just when I thought things were running smoothly there were several mulfunctions of either TB or C2 or both during the l...
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Karl - Please let Francis @ TradeBullet know the specifics of these issues (I am particularly interested in the Sutton 1 issue you mention) and we will investigate. Thanks - MK |
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| Subject: | Malfunctioning of TB and C2 |
| Posted by: | Karl A |
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| When: | 7/23/10 (0:55) | |
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| | In response to post by Matthew Klein of 7/22/10 (23:25) Karl - Please let Francis @ TradeBullet know the specifics of these issues (I am particularly interested in the Sutton 1 issue you mention) and we will investigate. Thanks - MK
Matthew - Message has been sent to Francis with copy to you - Karl |
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| Subject: | Malfunctioning of TB and C2 |
| Posted by: | Josef S |
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| When: | 7/23/10 (4:37) | |
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| | In response to post by Karl A of 7/23/10 (0:55) Matthew - Message has been sent to Francis with copy to you - Karl
In TradeBullet go to Options -> Collective2
and choose No FillManagement. |
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| Subject: | Malfunctioning of TB and C2 |
| Posted by: | Karl A |
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| When: | 7/23/10 (21:14) | |
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| | In response to post by Josef S of 7/23/10 (4:37) In TradeBullet go to Options -> Collective2
and choose No FillManagement.
Wow - can the solution be as simple as that?
Francis and Matthew: What are your opinions about that? |
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| Subject: | Malfunctioning of TB and C2 |
| Posted by: | Josef S |
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| When: | 7/24/10 (12:33) | |
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| | In response to post by Karl A of 7/23/10 (21:14) Wow - can the solution be as simple as that?
Francis and Matthew: What are your opinions about that?
I'll try to describe the problem you're running into.
Your trading through, let's say InteractiveBrokers, and your LMT order wasn't triggered, but the LMT order at Collective2 got triggered (they have different market datas). Now TradeBullet gets informed, that the order status at Collective2 has changed from a "filled lmt order" to a triggered order. Now you are out of sync with Collective2. Therefore you have the option to let a lmt order change into a mkt order, so that you get also triggered.
I recommend to omit this behaviour. To do so, just unselect FillManagement :)
Best Regards
Josef |
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| Subject: | Malfunctioning of TB and C2 |
| Posted by: | Karl A |
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| When: | 7/24/10 (16:50) | |
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| | In response to post by Josef S of 7/24/10 (12:33) I'll try to describe the problem you're running into.
Your trading through, let's say InteractiveBrokers, and y...
See entire
Josef - Thanks for your posts, they are always helpful. Regarding the above mentioned problems, the outside of RTH triggered fill (16:07 ET) of a limit order (that should have never happened no matter where C2 gets its data from) for the system "Rainier" and the subsequent conversion to a market order for the next day by TB actually did not cause any damage because there was plenty of time to cancel that market order before the next day's opening.
The much more serious problems occurred with "eminialerts" and "Sutton1" which caused losses in my account when certain orders were executed twice by TB whereas C2 showed the correct one time execution of such orders. For those cases I wonder if checking "No Fill Management" would have worked.
Anyway, I related these problems, including log files, to Francis and Matthew and at this point Francis acknowledged the problem and said he annd Mathew are working on it and will get back to me. - Karl |
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| Subject: | Malfunctioning of TB and C2 |
| Posted by: | Karl A |
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| When: | 7/26/10 (16:14) | |
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| | In response to post by Matthew Klein of 7/22/10 (23:25) Karl - Please let Francis @ TradeBullet know the specifics of these issues (I am particularly interested in the Sutton 1 issue you mention) and we will investigate. Thanks - MK
Hi Matthew and Francis,
Have you had a chance yet to look into the issues?
Today the "Sutton 1" trades worked fine, could it have been because I checked the "No Fill Management" box?
Please reply,
Karl |
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| | In response to post by Karl A of 7/26/10 (16:14) Hi Matthew and Francis,
Have you had a chance yet to look into the issues?
Today the "Sutton 1" trades worked fine, could it have been because I checked the "No Fill Management" box?
...
See entire
Karl,
Fill management has nothing to do with what happened and it would not have changed anything.
The issue was the system is using the new beta TS8 interface and it had a bug which Matthew fixed over the weekend.
Francis |
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| Subject: | Malfunctioning of TB and C2 |
| Posted by: | Karl A |
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| When: | 7/26/10 (17:13) | |
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| | In response to post by Francis Gingras of 7/26/10 (17:03) Karl,
Fill management has nothing to do with what happened and it would not have changed anything.
The issue was the system is using the new beta TS8 interface and it had a bug which Matthew fixed over the weekend....
See entire
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What is the C2 Score?
Collective2 rates every trading advisor in its database and assigns a score between 100 and 1000.
In general, a rating above 500 is good. A rating above 700 is excellent.
Collective2 Ratings are recalculated daily based on the entire performance history in our database. The exact formula we use is proprietary, but there are several key variables that go into the Collective2 Rating. One of the most important factors is the length of time we have been able to observe the performance of the trader. Another key factor is the amount by which the trader over-performs or under-performs the S&P 500 index. Finally, the choppiness of the trader's results is taken into account. Certainly a more consistent trader will be rated more highly than a trader with erratic results.
