Real Trade Stats Available

Wow! It’s really great improvement of C2. Kudos MK.



One suggestion, it’s better to not show current open trades in the stats.

Eu

Agree completely. Showing open positions means there’s no need for anyone to subscribe! Sort of defeats the purpose.

ha! sounds like a free (C2) lunch!



I also think it’s another great improvement! I’m not sure if I understand the number at the bottom “Total P/L of system, if AutoTraded at 100% scaling factor”. It seems to imply that a subscriber would bring his account back to 100% scaling every time his account falls behind the hypothetical C2 account equity due to slippage. I don’t think that is very realistic. What you typically see is that a subscriber’s account (in case of slippage) grows at a slower rate than the C2 account, and hence the scaling factor naturally decreases over time.

Open positions are not shown to non-subscribers.

I guess the wording is unclear. What it means is: "Here is the P/L if you turned on AutoTrading at 100% scaling." No quantity re-adjustment is implied.



Another way to say it: "Results assuming you placed trades at exactly the same quantities as the system vendor recommended."

Matthew:



You might recheck some of the math. I have several open positions showing profits in the hundreds of thousands…



Hans.

That is a great improvement indeed! What’s more, all trades are now shown on one page… Bye bye mouse arm!



I don’t mind the open trades :slight_smile:



Hmm, I hate to do another suggestion because it sounds like a spoiled child, but:



I think it would be a good idea to show the “worst price” too. I mean the worst price from the DD & risk computations that is shown in the other view. With this we can compute our own DD & risk measure when the data are downloaded into Excel.



@ST: You’re right that this scale shift is usually part of the equation. But the scale shift will only happen if you trade close to the maximum scale that is possible with your trading capital. That is probably the most common situation, but it is not a logical necessity. So the present computation can be defended. I have no idea how the scale shift can be incorporated in a reasonable way. Do you?

You’re the first vendor who I ever heard complaining about that!

One of the problems with this new feature is that there’s a lot of “dirty” data – i.e. some of the fill prices have been reported incorrectly, or (in the case of futures) were reported using incorrect decimal-point order-of-magnitude. If you see dirty data, just let me know the specifics: system name, symbol, date, etc. I’ll try to clean the data as best I can.



MK

It’s easiest to take a concrete example. Consider extreme-os. I think what a typical subscriber is interested in, is knowing:

"what would be my annual P/L after slippage if I started with 100% scaling and adjusted my scaling factor on a daily (or weekly) basis, by entering my real account equity in the “setup autotrading” page (so that C2 cranks out the correct scaling factor)"



I agree that this is more complicated to calculate than the current figure.

Is this anything like “dirty dancing”?



I suspected a decimal point problem. Darn flyspeck.



I didn’t check all lines in the table, but it seems to only affect open positions, and it seems consistent only with certain symbols. In particular, check OJN7, LCQ7, @TYU7, and @JYU7.

Matthew:



Could you consider an option to trim the length of the "real trade" window? For systems with a lot of history this can get very, very long.



Hans.

Matthew:

But please make it an option only! All trades in one window is extremely convenient for downloading.

How about simply reversing the order of the list? I’m only really interested in how the most recent trades are filled, while those wanting the whole list could still download it.



Hans.

Good solution.

Can anyone explain either of the following about “real” trade stats?



1. Real trades showing “0” under “#”.



2. Real trades that don’t match up - system has no open positions however the real trades don’t have corresponding position opens and position closes.

Also…



3. Message saying that sufficient real life trading stats exist - however, when you list trades in that format there are zero "dark" trades indicating real life auto-trades.

Which system?

I see this "0" real trade size on more than one system.



However, one example is LRC Extreme Futures.

Nothing?



Hmm.