> hello to all,
Hi duo737 > I discovered your amazing work via IB website . Did you discover this in the IB discussion forum? > As I'm working part- > time , I decided to learn the basics of Java and developed , as a > training exercise, an add-on to IB API Java sample code (a basic > strategy based on IB market scans). > I downloaded today the latest JBT version and started to run it in > forward mode without problem,thanks to the script file . I'm really > impressed by the professional quality of the work done here. > If still needed, I'm willing to participate to next data recording > tests. Always needed > -where has the once promising 'Smoother' sample strategy gone ? Was it > absorbed or renamed in another strategy ? Wouln't it be great if Smoother continued like it started! What happened is the strategy was backtested only against a small amount of data. It showed impressive profit and everything but the results did not last. We had a few times really impressive results over short period of data which "died' after been backtested against longer period of data. > -after more then 6 months of testing what is your mid-term > conclusion : is it worth all the effort , meaning are there one or > more strategy profitable on the long-term , and which performance % > improvement can optimization deliver ? My mid-term conclusion is that it worth the effort. Even with little flaws and short period of data, JBT is a better trader than I ever was (and probably will be). I don't know what the long term results are gonna be, but the mid-term results are quite good. But I'm an optimist :) > -why do you concentrate more on technical testing than on strategy > testing ? ( sorry if this question seems intrusive) Well, we concentrate on ideas and problems as they come. We wanted to backtest bigger sets of data but the optimizer took 5 days to go trough what we already have. So the last step was to integrate (thanks to Florent and Eugene for that) a multi-thread optimizer. If you have ideas of strategy, always feel free to share them and it may lead to a profitable strategy. Gab --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected] To unsubscribe from this group, send email to [EMAIL PROTECTED] For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en -~----------~----~----~----~------~----~------~--~---
