I noticed that C2 reports Extreme OS buying Bear Stearns (BSC) on 3/13 at $44.61. The low that day was $50.48. BSC proceeded to take a big tumble over the next to days to a low of $2.84. Today, the system reports a fill of selling at $21.48 at 11:36 AM. The high in BSC at the time was $12.95. Finally, assuming a purchase at $44.61 (how, I don’t know) the max drawdown on 14,000 shares would have been $584,780 - much less than was reported. How did this happen, and how do you correct it? Is it prevalent on C2, or just to this system?
There is no error, the prices you are quoting are average prices.
If you put your cursor over the trade you will see the 14,000 shares at 44.61 is made up of two trades
3/13 15.34 7k @ 56.70 and
3/14 10.06 7k @ 32.52.
Similarly the exit at 21.48 is made up of
3/14 15.55 7k @ 30.12 and
3/24 11.36 7k @ 12.84
