Testing collective2

Discussion in 'Automated Trading' started by guest_trader_1, Oct 17, 2022.

  1. Recently I started testing this company to see if it is worth developing something there. I came across this algo:

    https://collective2.com/details-list/140372245

    I downloaded the trades to see if I could make sense of them and to my surprise it is all over the place. Prices don't match with market data, timestamps are wrong and I can't see the profits that they are claiming to produce.

    I developed a bit of a software with the light-weight charts library from TradingView and as an example I highlighted one trade to back my point.

    upload_2022-10-17_18-17-57.png

    The software is pretty simple, I click on the trade and it shows it on the chart. As you can see on this one, they are claiming to have made $784, the entry is clearly on top of the exit, so it should have been a loss.

    They are many trades like this one, so I have no idea what is going on there.
    Did anyone have better luck with other strategies? I am happy to try something else if this one is just an example and does not match a real strategy.

    They clearly say on top of the page that "These are hypothetical performance results that have certain inherent limitations". Does that mean that is all fake and made up?
     
    earth_imperator likes this.
  2. spooz

    spooz

    Not necessarily. You just have to find a chart on which it works. People have been doing that in "How to Trade" books for decades. It's how you make money from the market without trading.
     
  3. Read my post again.
     
  4. hilmy83

    hilmy83

    entry is 12221.58 exit is 12265.56
    9 contracts
    spread is about 43.98 pts, at 9x.5 $/tick
    that's about $791 profit. minus commission that C2 uses
     
  5. have you checked the market data? match it with real market data
     
  6. Bad_Badness

    Bad_Badness

    All sims in C2 are super-auto-magic fills. Best price after the fact. So yes. But that strat looks nightingale-ish. 9 contacts? I thought the max was 3. Overnight? Oh my!

    You can search for C2 and see other comments I made. Summary is the position syncc engine is not very accurate and best for slow moving instruments that are swing trades.
     
    guest_trader_1 likes this.
  7. wmwmw

    wmwmw

    It is normal C2 trade fills are delayed.
    In most cases it is broker's fault.
    The print on C2 web is on right time, but subscriber's broker account get late fills. Then you will get an email telling you the fill on web is invalid, it needs to match whatever fill in subscriber's account.
     
    Last edited: Oct 17, 2022
  8. spooz

    spooz

    I was answering the question in the last sentence. The one with a ? at the end.
     
  9. Snuskpelle

    Snuskpelle

    Was a while ago I spent any time on that site, but assuming no changes since I last checked:

    C2 algos can either list "magic fills" (based on shitty simulation) or by actual fills from subscribers, subject to the algo publisher's discretion (and practically, whether there are any subscribers). The latter is time variant on market impact due to actual capital allocated to algorithm based on the subscribers. The order subscribers are filled is random. There are delays, not suitable for anything but high latency trading. If algo needs a market fill (for an adequately liquid instrument) a particular second (or possibly even minute) it's fudged.
     
    guest_trader_1 likes this.
  10. schizo

    schizo

    You're right. The prices on the chart don't line up with the timestamps on C2. But what timezone is that timestamp? Chicago time?
     
    #10     Oct 17, 2022