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C2 bug with European tickers

Hello, we are trying to get one of our EU algorithms live but we noticed that the prices that C2 displays is exactly a factor 100 lower than the real prices on the LSE (London Stock Exchange). We validated it with the LSE website but also with Yahoo & Google Finance.

Because C2 displays the prices a factor 100 lower, it looks like only 1% of the model account is invested and the whole returns calculation is also much lower. In fact, the returns becomes negative because the subscription fee and commission fees are higher than the incorrectly low returns. The C2 replication of the strategy into our live IB account does seem to work normal though.

But obviously the strategy now incorrectly does not look good on C2. I have checked with other EU strategies I could find on C2, and all of the EU strategies seem to have the same issue.

Can C2 please fix this?

Have other strategy leaders experienced the same issue?

Hi, Roy - We’re looking into this.

Matthew, super. Good to hear. Probably a division by 100 somewhere in the code.

Please also check the currency sign. It shows as GBP in our strategy but the tickers we use are listed in USD on the LSE. This is a smaller thing obviously, but while you are fixing this, you might want to fix the currency sign as well.

Any news on when you think this bug will be resolved?

Roy

Hello Matthew, we have received response from your developer. He mentioned that on the LSE stocks are listed in pennies, instead of full GBP values. Which is why the values get divided by 100.

This is true for GBP-listed stocks, but the LSE also hosts many assets which are listed in USD and EUR (since London is one of the big financial centers in Europe). For USD and EUR listed assets (which we are using in our strategy), this assumption is therefore incorrect and therefore also the whole visualization and performance calculation on Collective2.

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