Why isn’t my model on the new high list. Thanks.
I have noticed this too. The theory I have is that ‘new high’ in collective2 means realized new high. This favors dayTrade strategies over swingTrades on the splash page and is not fair. I have considered the tactic of simply closing/reopening a trade to game the new highs list but have resisted doing so out of respect for subscribers.
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Ok tried it … success.
that does seem like an odd way to differentiate, doesn’t it?
Whether a trade is open or closed is immaterial. C2 uses total marked to market account value, including both open and closed trades.
“New Highs” are selected from a list of strategies making new highs. There’s no guarantee that a particular strategy will appear, even if it happens to have made a new high. There’s other sorting and selection criteria at work, which try to keep the list balanced and useful to traders searching for strategies.
I’m not sure that is entirely fair. If a strategy has made a new high, then, in my opinion, it should be on the “made new highs” list. Exactly what is the “other sorting and selection criteria”??
I agree. Seem to me if we pay our system should on the list as well.
My system is up 14% since created. When I search the leader board sorting by Cumil. Return my strategy does not show up at all, yet other strategies with lower and negative gains show up. It would seem that their is either a bug in the sites code or you have to pay up and get your strategy “Featured” before it shows up on any list. If this is the case then this needs to be clarified before strategy authors pay our listing fees.
The Leader Board uses filters to display only a subset of available strategies.
In contrast, The Grid is the universal sort/filter list. You can sort by any metric and see almost any active strategy.
What filters are in play? Strategy owners should be made aware of algorithm(s) involved so we can do what is necessary to get our strategies listed.
I don’t go into detail about the Leader Board selection algorithm. It leads to unproductive, endless exchanges about why one strategy ought to be included, and not another, etc.
But I definitely understand that you, as a strategy developer here on C2, want to know what it takes to be included.
So, in that spirit, here are some of the things the software looks at:
popularity
longevity
sharpe
index outperformance
drawdown (both global equity and intra-trade)
In addition, there is an attempt to balance diversity of instrument class and trading style represented on the list. Finally, the algorithm is adjusted occasionally as we learn more and as the data changes.
A quick glance at your strategy tells me that the main knock against it is the longevity. It’s only a bit over two months old. Just keep at it, and keep building a track record, and all will be well.
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That is helpful. Thanks for the info.
Could you also explain how “popularity” is calculated?
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