Mathew,
It would be really helpful if we could pull data from C2 for systems we create and those we subscribe to.
For Instance, an ability to pull reports by Symbol or Time of Day, etc.
Or minimally, dump the data to excel or some database so the trades can be tracked.
Any way to do that now, or any plans in the future?
Thanks…
Mark
This is a most-requested feature. I intend to tackle it very soon.
A few months ago I wrote an Excel VBA program that extracts the trade details. The idea was that you pay $1 per download after the first 10 free downloads. Almost nobody was interested. Only one person made one download as a beta tester, and I didn´t even hear from him whether it functioned properly. Although this feature has been requested a few times on the forum, my impression is that most people don´t really care about it.
I second that. I once offered a Data CD with trade-by-trade data for all >2,000 systems through Ebay. Adding bidders’ highest bids, I calculated the value to the entire C2 community as less than $100!
At the same time, I must say that the value to me personally is much more than that. I wrote some code to re-construct the equity curve based on the individual trade data (pulled from the site), which allows me to run all sorts of scenarios, e.g. doubling the slippage, changing the size of the trades etc.
It’s true. I wrote an excel program that subscribers can enter trade info and generate performance charts, track portfolios, and comparison graphs vs benchmark indexes - and to compare their fund versus those which which I manage at Kingdom Capital Training Institute (www.kingdomcapital.com).
These are included with subscriptions and easily downloaded for members to paper-trade, until they get up to speed with my covered call strategy.
Do they use it? For the most part no! Seems people would much rather jump in and throw their money at systems and hope to make a quick buck, than actually learning what may value them for life.
Gilbert
Thanks for the input.
I think what you guys may be missing, is the value of Portfolio reporting to system creators based on a walk forward real time test of their systems.
I for one, want to mine the data from my own systems real time signals. For instance, how correlated are the reurns of the various components of the system, etc.
I use Tradestaion and push my trades to C2 via the Tray software. Portfolio reporting is not readily available in TS. I see reporting through C2 as a powerful walk forward portfolio reporting appraoch that could be leveraged.
Basically, if you look at one aspect of C2 as a "Trading Platform" of sorts, then reporting is something that makes sense.
Mark
Gilbert are you giving away the excel program? Thanks
Mark,
If you’re serious about it, you probably want to step out of the fairly limited TradeStation paradigm, and move on to a real language such as VBA, Python or R. That will give you all the flexibility you need to run walk-forward-tests on anything you want. You wouldn’t even have to wait for the trades to show up in C2, but could just do it on historical data.
2Science Trader
Adding bidders’ highest bids, I calculated the value to the entire C2 community as less than $100!
You’re definitely mixing raw data providing vs actual value. As example, pls use some imagination lol
If you will be able to provide full rules of all systems at C2 at ebay… From the point we can speak about realistic price of C2 communities. lol
Otherwise, hmm… I’m paying few bucks for my data feed of full US market, but my payments don’t represent a price of the market. It represents only price of data feeder. 
2Jules Ellis
Data feeding is very competitive business. You cannot compete with free data unless you provide additional service.
I would agree that downloading of a system history on trades level will help to subscribers And it should be free of charge.
Eu
Apparently there weren’t many people who saw the value. If it is of value for people who are basically here to make money, then it is not unreasonable to expect some money for it, is it? Perhaps my scheme was too complicated. Let me simplify it: For a reasonable percentage of one month’s fee I will download the tradedetails of your system for you in an Excel file, going one year back, including the DD & risk and RF computations. Or you can wait until Matthew builds that feature for free.
Eu: the service would be that you don’t get RSI from clicking through 25 trades at a time - which still won’t give you the DD and RF details. Sure, it should be free. Everything in the world should be free.
But seriously, of course I have no objection if Matthew builds this. What I’m saying is that, although people ask for it, they don’t want to pay for it, so apparently it doesn’t have much value for them.
although people ask for it, they don’t want to pay for it, so apparently it doesn’t have much value for them.
I agree. The download will only simulate freedom of will. Any raw data suppose to be backed up by a brain and additional software that might cost much more than excel. So far majority of C2 subscribers are gamblers. IMHO of course. However free is free. lol
But seriously
Seriously, grabbing of all public data of all system of C2 has a price ~$500 by using rentacoder. And I’ll have it in format that is compatible with my software. Other question is what will I do with the bunch of data? It’s the same problem as you can grab US market data by paying few backs, but you won’t be profitable from that until you’ll use your brain or something like that
Eu
Science Trader,
I hear you. I have been in IT for 20 years and can program in many languages. I do see the many negative issues with TS, but have really not had the time to re-code all of my strategies as yet. I have been cncentrating on trading system concepts at the design/backtesting level to see if they are workable in the realtime world of trading which is fairly easy in the scripting language of TS.
I know I should be in C#, Java, VBA, etc. to create a really tradeable, robust group of systems, that could be traded and/or sold or licensed.
One of the issues I have not researched is what good Libs exist for C#, VBA, etc that have built in technical trading functions like MACD. I would hate to code that stuff from scratch. Do you have suggestions as to what libraries and data feeds to use with these other languages?
I know all Hedge funds, etc. build there own trading apps in more serious languages like the ones you mentioned.
Thanks…
MArk
These are well-known and open source:
http://ta-lib.org/index.html
http://quantlib.org/
an overview of other stuff out there:
http://ta-lib.org/hdr_lnk.html
if you’re looking for fully automated trading, this might be of interest: http://www.smartquant.com/openquant.php
See reply sent to PM. Gilbert
