Performance way off

Last week, I mailed to and I did get a support ticket, but no answer. My mail was:


I’m planning to subscribe to a system. In my search I came upon:

How is it possible the QOZ3 trade of 12/5/2012 is closed at 12/7/2012 at 1760.20 where the real prize was around 1690??

I’m not really interested in this system, but it makes me wonder if I can trust other reports…


My qestions to other C2 members:

1. Is it normal to not get an answer to your mails within a week?

2. Can you trust performance reports based on buy and sell prices? As above example shows the real performance of this one trade is about $50,000 off.

Hi, Berend:

Yes, that was definitely a bad tick on that fill. I have gone ahead and fixed it. Our hypothetical fill engine fills thousands of orders every day, and usually does so correctly, but there are occasional errors, usually due to a bad tick crossing the quote feed, but not being "crazy" enough to be detected by our filters.

Anyway, when there are real AutoTraders using live-money accounts, our software automatically goes back and adjusts hypothetical fill prices to match the volume-weighted average price of real broker-account fills. So the fact that a bad tick still existed in this system (before I corrected it) means that no one is trading that system in a live brokerage account.

Thanks for pointing out the bad fill so it could be corrected.


Berend - Assuming that you would like a response from another subscriber:

1) Based on my limited perspective, if you don’t get a response within a few days it seems likely that you will not receive a response. C2 staffing is quite lean but there appears to be room for improvement in the online help systems (faq’s and forum).

2) One of C2’s strengths is the transparency of the historical trade information. I have subscribed to a number of trading systems and reviewed the trades of many more. For the most part, I trust the performance results that are calculated from the trade data. That being said, I just came across an incorrect open price on the first trade of this new system (for a profit of $102,353!!) -

Ok, thx for the response.

Hi, Cameron -

It’s a good idea, and I hope to implement it.