You Should Change Hypothetical Fill Price


I was doing some tests with limit orders on C2. I see how you assume the last price for the fill price for hypothetical fills. You should really change that to the ask for a buy and and bid for a sell. The way it is now essentially allows systems on C2 to be market makers (capturing the bid/ask spread).

This will only effect the performance for systems with zero autotrade subscribers, but it will give a more realistic performance picture of systems like daily income as well as all new systems on C2.


No, we do use the bid-ask.

You should know, but it seemed like the last price to me when I had IB open and placed a couple of test trades with ESH0. What I’m suggesting is that a limit not be filled unless it could be a market order.

The two trades I placed would not have gone for real via IB.

I agree with James. I am following a futures trading system and I often get the same problem: the system is getting filled, but I am not in my real account. I am autotrading the system so my order are sended lightning fast so this is not a problem of "human delay".

You really should mark a buy limit order as filled ONLY if the limit price is seen on the ask. On the opposite, you should mark a sell limit order as filled ONLY if the sell limit price appears on the bid. That would really increase the reliability of the system.