Bad Autotrade Fill Price

C2
1

Take a look at the fill data for the latest EUR trade on the DailyMiner system:

3 MB Trading 2015-03-18 18:20 BTC 1 1.0843 Name Withheld
3 MB Trading 2015-03-18 18:20 BTC 1 1.0843 Name Withheld
3 MB Trading 2015-03-18 18:20 BTC 1 1.0843 Name Withheld
3 MB Trading 2015-03-18 18:20 BTC 1 1.0843 Name Withheld
3 Interactive Brokers 2015-03-18 18:20 BTC 1 1.0843 Name Withheld
3 Interactive Brokers 2015-03-18 18:20 BTC 1 1.0843 Name Withheld
3 Interactive Brokers 2015-03-18 18:20 BTC 1 1.0843 Name Withheld
3 Interactive Brokers 2015-03-18 18:20 BTC 1 1.0843 Name Withheld
3 OpenECry 2015-03-18 18:20 BTC 1 1.0843 Name Withheld
3 Interactive Brokers 2015-03-18 18:20 BTC 1 1.0843 Name Withheld
3 tradeMONSTER 2015-03-18 18:20 BTC 1 0.010843 Name Withheld
3 Interactive Brokers 2015-03-18 18:20 BTC 1 1.0843 Name Withheld
3 OpenECry 2015-03-18 18:20 BTC 1 1.0843 Name Withheld
3 Interactive Brokers 2015-03-18 18:20 BTC 1 1.0843 Name Withheld
3 Interactive Brokers 2015-03-18 18:20 BTC 1 1.0844 Name Withheld
3 Interactive Brokers 2015-03-18 18:20 BTC 1 1.0843 Name Withheld
3 OpenECry 2015-03-18 18:20 BTC 1 1.0843 Name Withheld
3 OpenECry 2015-03-18 18:20 BTC 1 1.0843 Name Withheld

It looks to me like there is a multiplier issue with tradeMONSTER’s prices, since the price is off by a factor of 100. Not a big deal, except this brought the average trade price down to 1.0212, which turned a big losing trade into a big winning trade as far as the track record is concerned.

Gary

2

Yes I am following a system trading the euro futures and C2 is showing a large profit when in actuality with todays large move in the euro it should be reported as a large loss?

3

Yes it is the daily miner. Hopefully C2 is not jacking up systems returns to get subscribers? It looks as tho other trades of the euro futures are correct.

4

Thanks Gary -

As you surmise, the problem is that OptionHouse (TradeMonster) reports its fills for this specific futures contract with a different price magnitude than we expect. We’ll go ahead and adjust our multiplier so that future trades are processed correctly; and - in the meantime - I’ve adjusted the trade profit/loss to for this particular trade to accurately reflect the real AutoTrader fills. It may take up to an hour for your browser to show updated results due to web page caching.

Thanks for bringing this to my attention.

Matthew