New equity performance display

First impression: I love the new equity chart with lines adjusted for commissions, and adjusted monthly returns! Assuming that the calculations are accurate, this will be very handy for quickly comparing systems more realistically.

Well done C2 :slight_smile:



This new enhancement is much appreciated.

Will you be issueing an explanation of this new change?

For Example…

- Are the statistics fields changing to account for commissions

- What are "typical" commissions

Looking at one of my own systems, it looks like, for futures, the commissions are as follows:

Typical Broker & AutoTrade: $13.96 RT

OpenECry & AutoTrade: $6.56 RT

OptionsXpress & AutoTrade: $17.96 RT (ouch!)

MBTrading & AutoTrade: $5.90 RT

Add me to the list of those who like the change.

Trading 1 emini Nasdaq contract RT thorugh IB costs only $4.00 and there is no autotrading cost. I don’t know how Matthew came up with $13.96. Does $13.96 represent the cost of trading with Gen3 brokers?

Although the idea seems good, I think it is not fair to many systems that are already created. Lowed-price stock systems, like mine, are being terribly penalized. For example:

BUY 13,966 ARNA 1.79 12/21 9:31 2.17

P/L = $5,028

Includes typical … $279.32 !!!

Do you think $279.32 is a typical broker commission for a trade? Are you kidding? Please…

Thank You Matthew for adding the calculation of the commission costs.


I agree with you.

C2 could use the personalization method that was incorperated in C2 before and automatically place that graph on the chart. That option allows the subscriber to personalize the fees to their trading style instead of the 3 options that are currently allowed.

Ah, if only it were that simple! If it’s not one thing wrong then it’s another. A properly functioning personalization feature would be very useful indeed. But as I have written on several occasions before, it is grossly inaccurate when applied to systems that trade infrequently. A few examples are:

“Mutual Fund Killer (MFK)”

"MTS De-Risked S&P 500"

"Stock Market Timer"

and my own systems, through which I first became aware of the limitations of viewing personalization.

Not only are the equity curves grossly oversimplified and plain wrong, but so is the accompanying S&P500 curve.