C2

Discussion in 'Strategy Development' started by alex104, Jul 12, 2007.

  1. alex104

    alex104

    Does anyone have any experience with ES trading systems availabe through Collective2 service ? Some of those track records seem to good to be true (check out ES Shark for example)
     
  2. Why don't you ask this question on the C2 forum also?
     
  3. alex,
    I document my C2 experiences (as a subscriber) on my blog. I don't know if it's helpful to you as I only trade stocks.

    It is not surprising that you will find some very nice looking equity curves, because if you look at hundreds of curves at the same time, some of them will look good just by chance (and some will look bad as well). This is especially true if their history is quite short.

    For the system you mention, I would advise to look up the slippage per trade (based on real-life fills). You'll notice that for the last few trades the real life fills are much worse than the hypothetical fills, and I'd expect that your real-life equity curve would look quite different from the one shown on C2.

    For some systems, in particular the ones trading multiple times a day, slippage seems to be a real problem.
     
  4. Pekelo

    Pekelo

    Why don't you go and ask yourself? :)

    P.S.: Some of us are paying attention....