# You Should Change Hypothetical Fill Price

**URL:** <https://forums.collective2.com/t/you-should-change-hypothetical-fill-price/4169>\
**Category:** C2\
**Created:** [January 14, 2010, 4:21pm UTC](https://forums.collective2.com/t/you-should-change-hypothetical-fill-price/4169 "2010-01-14T16:21:28Z")\
**Posts on this page:** 4\
**Page:** 1

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**Author:** ![JamesNelson](https://avatars.discourse-cdn.com/v4/letter/j/7993a0/32.png) [@JamesNelson](https://forums.collective2.com/u/JamesNelson)\
**Post date:** [January 14, 2010, 4:21pm UTC](https://forums.collective2.com/t/you-should-change-hypothetical-fill-price/4169/1 "2010-01-14T16:21:28Z")

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Matt,  
  
  
  
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.  
  
  
  
Jim

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**Author:** ![MatthewKlein](https://yyz2.discourse-cdn.com/flex028/user_avatar/forums.collective2.com/matthewklein/32/21382_2.png) [@MatthewKlein](https://forums.collective2.com/u/MatthewKlein)\
**Post date:** [January 14, 2010, 4:55pm UTC](https://forums.collective2.com/t/you-should-change-hypothetical-fill-price/4169/2 "2010-01-14T16:55:56Z")

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No, we do use the bid-ask.

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**Author:** ![JamesNelson](https://avatars.discourse-cdn.com/v4/letter/j/7993a0/32.png) [@JamesNelson](https://forums.collective2.com/u/JamesNelson)\
**Post date:** [January 14, 2010, 9:11pm UTC](https://forums.collective2.com/t/you-should-change-hypothetical-fill-price/4169/3 "2010-01-14T21:11:13Z")

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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.

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**Author:** ![mikeBar](https://yyz2.discourse-cdn.com/flex028/user_avatar/forums.collective2.com/mikebar/32/1487_2.png) [@mikeBar](https://forums.collective2.com/u/mikeBar)\
**Post date:** [March 25, 2010, 3:28pm UTC](https://forums.collective2.com/t/you-should-change-hypothetical-fill-price/4169/4 "2010-03-25T15:28:58Z")

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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.  
  
  
  
Thanks,  
  
  
  
Michael