I have one suggestion to calculate the realism factor of a system.
C2 maintains twin images for each system.
One image is the original system as usual. I call it as "Original system"
The other image is a delay system. I call it as "Delay system"
When system owner publishes signal, C2 will execute it on the “Original system” immediately.
However, C2 will delay some time (say 20 seconds) before execute the siginal on the “Delay system”.
For example, at 11:00:00, if system owner publishes long gbpusd at market price, then Orignal system will long gbpusd at 11:00:00 using market price. But Delay system will wait and long gbpusd at 11:00:20.
Advantage: we can compare the two results of the two systems (C2 may even plot the two system performance curves) to know realism factor.
That’s a very interesting idea. It would require a major software upgrade, so it’s not something I can implement immediately. But I have been thinking of something similar, and have been mulling over ways to do it. I’ll see what I can do. Thanks for the suggestion. - MK
That is a great suggestion.
That way I dont have to use market orders. Trusting that in due time…subscriber will get filled around that price.
I dislike systems that scalp for points when its nearly impossible to follow such a system.
Great idea.
I wouldn’t say that it is ok then to use limit order. The problem is that if subscribers autotrade and their limit-exits don’t get hit, then their losses could be very big.
