Forum: C2 Software Development
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| Subject: | Untradeable Fills on ICE TF Futures Contract |
| Posted by: | gt Jax ( C2 Score: 839 ) |
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| When: | 10/15/08 (13:38) | |
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| | In the last several days, C2 fills on the Futures TF contract have been so bad, that I consider it untradeable. i.e. On Monday I had a C2 fill that was 6Points ($600) per contract different from the strategy and trades placed via Ninja/PatSystems. That particular bad fill was in my favor, but we all know that isn't going to happen in real-time. Also on both Monday and Tuesday a different strategy made 3 small winning trades via Ninja, but all three trades showed as losers on C2 (about $225/contract per trade difference). A third strategy had a losing trade this morning, and its real entry point was 2pts different from what C2 recorded ($200/Contract).
Fixing the incorrect entry/exit points doesn't address the underlying problem that is causing such terrible fills.
If the real cause is a combination of how C2 records market orders and the irratic movements and wide spreads on the ICE TF, we and any subscriber's need to know that! Daily E-Mini Hedge |
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| Subject: | Untradeable Fills on ICE TF Futures Contract |
| Posted by: | Matthew Klein (Admin) |
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| When: | 10/15/08 (14:21) | |
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| | In response to post by gt Jax of 10/15/08 (13:38) In the last several days, C2 fills on the Futures TF contract have been so bad, that I consider it untradeable. i.e. On...
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I recently made changes (I'd like to call them "improvements") in the way background quote processing is being done. Unfortunately these changes introduced a problem which caused a higher-than-normal number of incorrect fills.
The good news is that I think the problem is now solved (as of 14:15 ET Oct 15). Please report via a trouble ticket any bad fills that you received prior to this and I will be happy to correct.
This problem -- recently introduced and now fixed -- did not affect AutoTraders, and, in fact, systems with AutoTraders still received the exact same fills their autotraders received.
I do apologize for this problem. I think you'll notice improvement going forward. |
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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.
