Real Trade Stats Available

I can explain 2: Suppose that system signals to BTO 10 XYZ and that there are 3 autotraders, each trading at 100% scaling via autotrading. Then the real trade ressults will 30 BTO. Later the system signals STC 10 XYZ. Now suppose that in the mean time, one of the autotraders closed the position manually, or turned off his computer, or turned off autotrading. Then the real trade results will display STC 20 XYZ. So the trades will be balanced at in the hypothetical fills, but not in the real trade fills.

At first glance it might seem desirable to report autotrade results only if they were balanced in the real account (i.e. if both the BTO and the STC were executed in the same account), but I disagree with that, because it make the sample size smaller and then the estimates for the average real fills would be less reliable. So I think this is the correct way of reporting the results.

But I’m not sure what we see in the 3rd column. For example:

26747340 STC 0 @ZGQ7 650.80 651.10 -0.30 6/13/07 13:17 $0 $4,967

So STC 0 is diplayed, but the tooltip at that 0 says that the C2 model quantity is 18 and the autotraded quantity is 7. Where does the 0 come from? Could it be that the system sent a signal STC 24, that this signal was not filled at C2 (hence the 0), but that it was executed for an autotrader (the 7)?

I will need to look into where these zero quants come from. When I have an answer I will post it here.


That only explains half of the situation - I was aware of the possibility of the second half of an autotrade not posting, as you explained.

But what your explaination doesn’t really cover is only the second half of a position being show an a real trade fill. For example, a valid BTO followed by a STC (that closes out the entire position) - then followed by another STC.

Do you think that people turn on autotrading to close positions manually opened? I guess that is possible, but surely not as likely as someone turning off autotrading after a position is opened.

Opening the trade manually and closing it via autotrading is something I have done sometimes. I don’t do it often though. It seems there aren’t many autotraders of this system; perhaps only one. I can imagine that this pattern occurs relatively often if one autotrader has the habit to trade a few hours manually and then go away to do other business and let any open trade be closed by autotrading. Just speculating. Maybe we should wait for what Matthew will tell us.