I've commited in SVN trunk the command line backtester. This is an example of how to use it: (command line optimizer will come soon)
[EMAIL PROTECTED]:~/workspace/JBT$ run/JBookTrader.sh --backtest Balancer ~/Bureau/ES-IB.txt >BalancerReport.txt Starting to backtest... 10000 out of 99987 made. Running back test 20000 out of 99987 made. Running back test 30000 out of 99987 made. Running back test 40000 out of 99987 made. Running back test 50000 out of 99987 made. Running back test 60000 out of 99987 made. Running back test 70000 out of 99987 made. Running back test 80000 out of 99987 made. Running back test 90000 out of 99987 made. Running back test Finished. [EMAIL PROTECTED]:~/workspace/JBT$ cat BalancerReport.txt New Report Started: 13:33:10 09/13/08 CEST JBT Version: 5.08 13:33:10 09/13/08 CEST Mode set to: BackTest Reading historical data file... Running back test... New Report Started: 13:33:12 09/13/08 CEST JBT Version: 5.08 Time & Date Trade # Best Bid Best Ask Position Avg Fill Price Commission Trade Net Profit Total Net Profit 10:41:35 06/02/08 EDT -- 1386.25 1386.75 -1 1386.25 2.4 -- -2.4 14:41:33 06/02/08 EDT 1 1380.75 1381 1 1381 4.8 255.3 255.3 14:59:13 06/02/08 EDT 2 1382.5 1383 -1 1382.5 4.8 70.2 325.5 15:55:00 06/02/08 EDT 3 1386.75 1387 0 1387 2.4 -227.4 98.1 10:39:34 06/03/08 EDT -- 1388.75 1389 -1 1388.75 2.4 -- 95.7 12:53:48 06/03/08 EDT 4 1387.75 1388.25 1 1388.25 4.8 17.8 115.9 13:19:44 06/03/08 EDT 5 1388.25 1388.75 -1 1388.25 4.8 -4.8 111.1 15:55:00 06/03/08 EDT 6 1378.75 1379.5 0 1379.5 2.4 435.1 546.2 09:58:28 06/04/08 EDT -- 1378 1378.5 1 1378.5 2.4 -- 543.8 10:29:54 06/04/08 EDT 7 1381.25 1381.75 -1 1381.25 4.8 130.3 676.5 12:48:32 06/04/08 EDT 8 1382.75 1383 1 1383 4.8 -92.3 584.2 13:33:19 06/04/08 EDT 9 1384.75 1385 -1 1384.75 4.8 82.7 666.9 15:55:00 06/04/08 EDT 10 1378 1378.25 0 1378.25 2.4 322.6 989.5 09:35:18 06/05/08 EDT -- 1379.75 1380 1 1380 2.4 -- 987.1 10:18:33 06/05/08 EDT 11 1392.75 1393 -1 1392.75 4.8 630.3 1619.8 14:21:27 06/05/08 EDT 12 1392.25 1393 1 1393 4.8 -17.3 1602.5 15:02:34 06/05/08 EDT 13 1397.75 1398.25 -1 1397.75 4.8 232.7 1835.2 15:55:00 06/05/08 EDT 14 1402.75 1403 0 1403 2.4 -264.9 1570.3 On Sep 11, 10:24 pm, Florent Guiliani <[EMAIL PROTECTED]> wrote: > I've profited of a travel in train today to code on JBT. I added options > in command line to run a backtest in console mode without GUI. I'll > committing it tomorrow. I'm sure I will get some additional free beers > and my throat is dyer and dyer every day that gone. Where do you live HF > Dave? ;) > > -- > Florent, --~--~---------~--~----~------------~-------~--~----~ 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 -~----------~----~----~----~------~----~------~--~---
