Also, are you going to put c2 fix on your next release.Thanks.
On 11月13日, 下午10时15分, Skyisthelimit <[EMAIL PROTECTED]> wrote:
> thanks for the update, Eugene..
> I noticed that your c2 trading has various position size for different
> signal, some of them get rather big like 61. Am I reading it wrong?
> is CME data available for the latest JBT format?
> Regards
>
> nonlinear5 wrote:
> > It's been a while since I posted the last update, so here are the
> > latest developments:
>
> > 1. I am finally satisfied with the JBT-to-Collective2 integration.
> > It's working well, and my C2 strategy is doing pretty well, too:
> >http://www.collective2.com/go/eugenesholygrail
>
> > 2. We are buying a large chunk of additional historical data from CME.
> > When combined with the IB-recorded data, we'll have about 2 years of
> > continuous ES market depth data pretty soon. That is a pretty large
> > dataset which will contain about 12 million of 1-second snapshots.
>
> > 3. I've been making some changes to JBT framework so that it handles
> > large datasets more gracefully. Charting is especially a challenge, as
> > JFreeChart requires all the data being loaded in memory.
>
> > 4. In regards to strategy development, here is my best result over the
> > last 11 months:
> > Trades: 454, Net profit: $62K, Max DD: 4K, Profit Factor: 1.96
--~--~---------~--~----~------------~-------~--~----~
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
-~----------~----~----~----~------~----~------~--~---
