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  • #61
    Just wanted to analyse Nick's test accounts (cTrader vs. MT4) to see if cTrader really executes faster. There are already 40 trades listed. But too bad, myfxbook shows the time stamps only with 1-minute resolution. That's only of little help I guess :[

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    • #62
      fabx,

      Nick posted links to 2 test accounts in post #39. They should give you an realistic overview.

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      • #63
        Originally posted by ralf View Post
        But too bad, myfxbook shows the time stamps only with 1-minute resolution. That's only of little help I guess :[
        Its the pips that count surely?

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        • #64
          Out of interest is anyone using Axitrader or Alpari with this signal and are happy with slippage tolerance compared to other brokers. Thanks.

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          • #65
            Originally posted by fabx View Post
            Scott how did your loss compare was it similar if so I guess there is little point in me considering changing broker.
            Regarding 2nd basket.
            ICM Account 1:
            -1.7
            2.8
            -7.9
            -1.3

            ICM Account 2:
            0.1
            3.7
            -6.9
            -2.2

            As mentioned before, these accounts are sitting on the same server.

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            • #66
              Last 7 days performance:

              Missed Trades 0
              Total Pip Slippage -37.1
              Total pips 103.2

              On a positive note, C2 is extremely consistent, and continues to pump out the pips without too many scary baskets at all. I'm still a massive fan of Tomas's pride and joy.

              However IMHO -37 pips lost every 100 pips is a bit on the high side. I'd love to see that get down to around half that if at all possible.

              How did others at ICM do the past week?

              Will, do you think ICM might be getting too crowded for this signal perhaps? Or still too early to tell.

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              • #67
                37% slippage is way too high - if it was a MAM it would probably only be 30% fee. Personally I think it is clear that execution suffers when there are too many people following a signal. We saw it with FX Amplified in the early days and it seems Viper signal is or has been at that boundary. Maybe this will improve as brokers continue to compete with each other for best execution times etc., but I think Tomas should consider whether it is sensible to allow any new subs at this stage or otherwise the signal will be a victim of its own success. Its a shame as so few signals are worth following anyway so the ones that are good should be protected.

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                • #68

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                  • #69
                    @ whiteape - agreed. Anything over 15% slippage is too high for me, and > 30% is getting into outrageous territory :P

                    The tricky thing about the C2 & C2.1 signals also is that Tomas already had an extensive client base before coming to ST.
                    So he has many customers he runs the EA for on his private VPS's. So in terms of execution, they will always get filled long before any of us will here at ST - a similar situation to the Viper / Trusted MAMs.

                    However, considering the results of his customers on his VPSs are excellent, and some of the subs results here are also excellent, I still feel there is room to increase the performance here. Especially when we're using the identical broker and VPS to Tomas, and the only variable is the ST copier. It doesn't seem to be black and white, e.g. NOT all ST customers have massive slippage. It's mixed, with unpredictable and seemingly random results.

                    I know Will is working hard on the investigation, and with any luck he might find some gremlin in the copier that can be tweaked or adjusted to deliver us more pips and less slippage.
                    Last edited by timo; 08-25-2014, 12:39 AM.

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                    • #70
                      Just wanted to update further on this. All baskets on our 2 test MT4 and cTrader are working fine.

                      I know you all want me to say I've found something, but there is no way we are getting delays in the copier itself. If there were delays, I'd be able to replicate them easily and I simply can't. I need a big basket, during high volatility to close out and create a large time delay, as that is when I can look at the test accounts and work out where the delay is coming from.

                      Until that actually happens, I'm just sat waiting I'm afraid.

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                      • #71
                        Originally posted by timo View Post
                        ..... Tomas already had an extensive client base before coming to ST. So he has many customers he runs the EA for ..... the results of his customers on his VPSs are excellent .....
                        Then my conclusion is that liquidity is not a big issue with these many closing orders in the EURUSD.

                        I have seen that Caesar2 closes baskets repeatedly when sudden price moves happen. And the system opens and closes baskets during news events too. During these fast moves the system seems to close the baskets if an (possibly fast) retracement against its position happens. That is my impression when comparing the closing prices including the time stamps of the system and my two subscriptions.
                        So, every second counts in such an situation.

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                        • #72
                          Originally posted by timo View Post
                          @ whiteape - agreed. Anything over 15% slippage is too high for me, and > 30% is getting into outrageous territory :P

                          The tricky thing about the C2 & C2.1 signals also is that Tomas already had an extensive client base before coming to ST.
                          So he has many customers he runs the EA for on his private VPS's. So in terms of execution, they will always get filled long before any of us will here at ST - a similar situation to the Viper / Trusted MAMs.

                          However, considering the results of his customers on his VPSs are excellent, and some of the subs results here are also excellent, I still feel there is room to increase the performance here. Especially when we're using the identical broker and VPS to Tomas, and the only variable is the ST copier. It doesn't seem to be black and white, e.g. NOT all ST customers have massive slippage. It's mixed, with unpredictable and seemingly random results.

                          I know Will is working hard on the investigation, and with any luck he might find some gremlin in the copier that can be tweaked or adjusted to deliver us more pips and less slippage.
                          Hi Timo,

                          We have been supporting clients on our trade copier for over 2 years. During that time we've dealt with 5 different signals that have attracted 300+ clients. As a result we've complied a huge amount of information on how the market/brokers/technology works because slippage always becomes an issue once a signal reaches this level of popularity.


                          What I've learned during this time:


                          - Using the same broker as the master account will give you worse slippage. I know it seems counter intuitive, however you'll get better fills if you are accessing different liquidity than the masses. The majority of clients think the best execution is obtained by matching the master account, but this is not the case.

                          - Slippage is highest during low liquidity. If you try and close a trade during the quietest period of the day, or during high volatility (when liquidity is also thin) you are going to get slipped. This is because there aren't as many counter-parties to your order to fill it at the desired price.

                          - The difference in VPS latency is negligible. The difference between 1ms and 5ms means virtually nothing in real terms. Obviously a cheap VPS on the other side of the world with 100ms latency is going to have an effect, but the constant debate betwen broker/VPS latency is almost pointless in my view. The broker is 99% of the equation.

                          - Local copying is faster than remote copying. Running a local copier will give you marginally faster execution than a remote copier because of the additional link in the chain. So it doesn't surprise me that accounts running on Tomas's VPS are getting good execution. However if you were to try and load 100+ accounts onto this setup we'd be back where we started with widening slippage.

                          - The volume of orders makes a big difference People always assume that the FX market is a bottomless pit of counter-parties ready to fill their order at the desired price, this isn't the case. When Caesar closed the basket in question, there were 3,500+ orders that were instantly processed by our copier and distributed to what is only a handful brokers. When that volume of orders is processed at the same moment, liquidity providers have trouble filling them quickly, so it results in a delay. For confirmation on this please call your broker.

                          We will continue to work diligently on improving our technology to give the fastest execution possible, however I can assure you there isn't a faster, or more stable remote trade copier in the world.
                          Click here to check out the most popular forex channel on YouTube

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                          • #73
                            Thanks Nick,

                            That should be on a sticky somewhere

                            The same broker theory makes complete sense. More liquidity will always equal better fills. I'll let Tomas know about this, so he can advise accordingly, as he recommends ICM as the best broker for C2, which I guess is not a good idea. Personally, I'd like to move C2 over to cTrader or Axi.

                            I think it is his local clients that may be spoiling the party for the ST clients. He has close to 100 (could be more, I can't be arsed counting - http://www.myfxbook.com/members/togr) clients locally, and I assume all these guys get filled before we even get a look in here at ST. And if he is pushing ICMarkets as his preferred broker, then that would logically create a hole in liquidity for any ST clients using ICM. Makes complete sense now put that together with what you said.

                            So I think the answer for me is simple ..move C2 away from ICM

                            And you are spot on - you do have the best trade copier in the world, hands down ...

                            p.s. I won't bother tracking my pip performance with ICM any longer, but if anyone wants to compare pips / performance with me just ping me
                            Last edited by timo; 08-26-2014, 03:20 AM.

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                            • #74
                              Originally posted by WillT View Post
                              Just wanted to update further on this. All baskets on our 2 test MT4 and cTrader are working fine.

                              I know you all want me to say I've found something, but there is no way we are getting delays in the copier itself. If there were delays, I'd be able to replicate them easily and I simply can't. I need a big basket, during high volatility to close out and create a large time delay, as that is when I can look at the test accounts and work out where the delay is coming from.

                              Until that actually happens, I'm just sat waiting I'm afraid.
                              Will, you have developed one of the best (if not the best) signal-copying technologies available for retail traders... So don't worry, I understand that not every aspect can be resolved from your side.
                              Thanks for your enormous constant effort to keep improving things


                              Originally posted by ralf View Post
                              Originally posted by timo View Post
                              The tricky thing about the C2 & C2.1 signals also is that Tomas already had an extensive client base before coming to ST.
                              So he has many customers he runs the EA for on his private VPS's. So in terms of execution, they will always get filled long before any of us will here at ST
                              Then my conclusion is that liquidity is not a big issue with these many closing orders in the EURUSD.
                              I agree on the liquidity matter... It must be something related with real time execution/fills at specific times, and different slippage at every Broker.


                              Originally posted by Nick View Post
                              - Using the same broker as the master account will give you worse slippage. I know it seems counter intuitive, however you'll get better fills if you are accessing different liquidity than the masses. The majority of clients think the best execution is obtained by matching the master account, but this is not the case.

                              - The volume of orders makes a big difference People always assume that the FX market is a bottomless pit of counter-parties ready to fill their order at the desired price, this isn't the case. When Caesar closed the basket in question, there were 3,500+ orders that were instantly processed by our copier and distributed to what is only a handful brokers. When that volume of orders is processed at the same moment, liquidity providers have trouble filling them quickly, so it results in a delay. For confirmation on this please call your broker.
                              [/B]
                              I understand and it makes sense... But Nick, then why Tomas's direct clients on his server, everyone being on the same broker (IC Markets), do always get equal or even better fills than the master?
                              Last edited by VictorTous; 08-26-2014, 05:48 AM.

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                              • #75
                                Originally posted by VictorTous View Post
                                I understand and it makes sense... But Nick, then why Tomas's direct clients on his server, everyone being on the same broker (IC Markets), do always get equal or even better fills than the master?
                                I would say it's within the threshold of users that ICM can fill. They're also getting in before everyone on SimpleTrader (as much as I hate to admit it).

                                It would be interesting to test it on someone like Armada/LMAX. I believe they use different sources of liquidity.
                                Click here to check out the most popular forex channel on YouTube

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